- 시뮬레이션 수정

AutoSeller.cs

@@ -367,35 +367,38 @@ namespace AutoSellerNS
 		private void btLoad_Click(object sender, EventArgs e)
 		{
 			SimulationHelper helper = new SimulationHelper(m_CybosHelper, tbSimulationLog);
-			helper.LoadExcel();
+			helper.LoadExcel2();
 		}
 
 		private void btSimulate_Click(object sender, EventArgs e)
 		{
 			SimulationHelper helper = new SimulationHelper(m_CybosHelper, tbSimulationLog);
+			helper.StartSimuation2();
+			return;
 
-			int iOrgBidCount = Config.GetBidCount();
-			float fOrgTrailingRate = Config.GetTrailingRate();
-			int iOrgTraililngCount = Config.GetTrailingCnt();
 
-			for(int iBidCount = 4; iBidCount <= 8; iBidCount++)
+			//int iOrgBidCount = Config.GetBidCount();
-			{
+			//float fOrgTrailingRate = Config.GetTrailingRate();
-				for(float fTrailingRate=2.5f; fTrailingRate <= 5.0f; fTrailingRate += 0.5f)
+			//int iOrgTraililngCount = Config.GetTrailingCnt();
-				{
-					for(int iTrailingCount = 2; iTrailingCount <= 4; iTrailingCount++)
-					{
-						Config.SetBidCount(iBidCount);
-						Config.SetTrailing(fTrailingRate, iTrailingCount);
 
-						helper.StartSimuation();
+			//for(int iTrailingCount = 2; iTrailingCount <= 4; iTrailingCount++)
-					}
+			//{
-				}
+			//	for(float fTrailingRate=2.5f; fTrailingRate <= 5.0f; fTrailingRate += 0.5f)
-			}
+			//	{
+			//		for(int iBidCount = 4; iBidCount <= 8; iBidCount++)
+			//		{
+			//			Config.SetBidCount(iBidCount);
+			//			Config.SetTrailing(fTrailingRate, iTrailingCount);
 
-			Config.SetBidCount(iOrgBidCount);
+			//			helper.StartSimuation();
-			Config.SetTrailing(fOrgTrailingRate, iOrgTraililngCount);
+			//		}
+			//	}
+			//}
 
-			Console.WriteLine("end");
+			//Config.SetBidCount(iOrgBidCount);
+			//Config.SetTrailing(fOrgTrailingRate, iOrgTraililngCount);
+
+			//Console.WriteLine("end");
 		}
 		#endregion
 	}

SimulationHelper.cs

@@ -1,10 +1,13 @@
 using CPSYSDIBLib;
+using DSCBO1Lib;
 using OfficeOpenXml;
 using System;
 using System.Collections.Generic;
+using System.Globalization;
 using System.IO;
 using System.Linq;
 using System.Text;
+using System.Threading;
 using System.Threading.Tasks;
 using System.Windows.Forms;
 
@@ -147,7 +150,7 @@ namespace AutoSellerNS
 				int iFieldCnt = CPStockChart.GetHeaderValue(1);
 				string[] astrFieldName = CPStockChart.GetHeaderValue(2);
 				List<object> aRow = new List<object>();
-				List<object[]> aRows = new List<object[]>();
+				List<object[]> aaRows = new List<object[]>();
 
 				Excel = new ExcelHandler(strOutFileName, astrFieldName);
 
@@ -159,7 +162,19 @@ namespace AutoSellerNS
 					{
 						for(int j = 0; j<iFieldCnt; j++)
 							aRow.Add(CPStockChart.GetDataValue(j, i));
-						aRows.Add(aRow.ToArray());
+
+						if(aaRows.Count == 0)
+						{
+							aRow.Add(0);
+							aRow.Add(0);
+						}
+						else
+						{
+							aRow.Add((uint)aaRows.Last()[5]-(uint)aRow[5]);
+							aRow.Add((uint)aaRows.Last()[6]-(uint)aRow[6]);
+						}
+
+						aaRows.Add(aRow.ToArray());
 						aRow.Clear();	
 					}
 
@@ -170,8 +185,86 @@ namespace AutoSellerNS
 					m_tbLogView.AppendText(string.Format("RequestRQ({0})\n", m_CybosHelper.GetLimitRemainCountRQ()));
 				}
 
-				aRows.Reverse();
+				aaRows.Reverse();
-				Excel.AddRows(aRows.ToArray());
+				Excel.AddRows(aaRows.ToArray());
+
+				m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End\n"));
+			}
+
+			m_tbLogView.AppendText(string.Format("[Load] All End\n\n"));
+			m_tbLogView.SelectionStart = m_tbLogView.TextLength;
+			m_tbLogView.ScrollToCaret();
+		}
+
+		public void LoadExcel2()
+		{
+			List<string> aItems = new List<string>();
+			StockBid CPStockBid = new StockBid();
+			ExcelHandler Excel = null;
+
+			foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
+			{
+				var tokens = strLine.Split('\t');
+
+				var strDate = tokens[0];
+				var strNewTime = tokens[1];
+				var strSimulationTime = tokens[2];
+				var strCodeName = tokens[3];
+				var strCode = tokens[4];
+				var strStartPrice = tokens[5];
+
+				DateTime StartDT;
+				DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
+
+				string strOutFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".xlsx";
+				if(File.Exists(strOutFileName) == true)
+				{
+					if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
+						File.Delete(strOutFileName);
+					else
+						continue;
+				}
+
+				CPStockBid.SetInputValue(0, "A"+strCode);
+				CPStockBid.SetInputValue(2, 20000);
+				CPStockBid.SetInputValue(3, 'C');
+				CPStockBid.SetInputValue(4, "2000");
+				CPStockBid.BlockRequest2(0);
+
+				List<object[]> aaRows = new List<object[]>();
+
+				bool bContinue = true;
+				while(bContinue)
+				{
+					int iCnt = CPStockBid.GetHeaderValue(2);
+					for(int i = 0; i<iCnt; i++)
+					{
+						var Time = (uint)(int)CPStockBid.GetDataValue(9, i);
+						var AskPrice = CPStockBid.GetDataValue(2, i);
+						var BidPrice = CPStockBid.GetDataValue(3, i);
+						var CurPrice = CPStockBid.GetDataValue(4, i);
+						var AccDealCount = CPStockBid.GetDataValue(5, i);
+						var Flag = CPStockBid.GetDataValue(10, i) == '1' ? "*" : "";
+						var DealCount = CPStockBid.GetDataValue(6, i);
+
+						aaRows.Add(new object[]{ Time, Flag, CurPrice, AskPrice, BidPrice, AccDealCount, DealCount,  });
+					}
+
+					bContinue = (CPStockBid.Continue == 1);
+					if(bContinue == true)
+					{
+						while(m_CybosHelper.GetLimitRemainCountRQ() < 2)
+							Thread.Sleep(100);
+						CPStockBid.BlockRequest2(0);
+					}
+
+					m_tbLogView.AppendText(string.Format("RequestRQ({0})\n", m_CybosHelper.GetLimitRemainCountRQ()));
+				}
+
+				aaRows.Reverse();
+
+				Excel = new ExcelHandler(strOutFileName, new string[]{ "시간", "동시호가", "현재가", "매도호가", "매수호가", "거래량", "순간체결량" });
+				Excel.AddRows(aaRows.ToArray());
 
 				m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End\n"));
 			}
@@ -203,13 +296,12 @@ namespace AutoSellerNS
 				DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
 
 				int iStartPrice;
-				int.TryParse(strStartPrice, out iStartPrice);
+				int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
 
 				string strFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".xlsx";
 
 
 				FileInfo newFile = new FileInfo(strFileName);
-				newFile.IsReadOnly = true;
 				ExcelPackage package = new ExcelPackage(newFile);
 				ExcelWorksheet Sheet = package.Workbook.Worksheets["sheet"];
 
@@ -226,6 +318,8 @@ namespace AutoSellerNS
 				int iTrailingCount = 0;
 				int iMaxPrice = int.MinValue;
 				int iStockCount = 0;
+				int iStartRow = 0;
+				int iPrevPrice = 0;
 				for(int iRow = 2; iRow<=iMaxRow; iRow++)
 				{
 					int iTime = (int)(double)Sheet.Cells[iRow, 2].Value;
@@ -241,7 +335,10 @@ namespace AutoSellerNS
 					if(bStart == false)
 					{
 						if(RowDT >= StartDT && iPrice==iStartPrice)
+						{
 							bStart = true;
+							iStartRow = iRow;
+						}
 					}
 					else
 					{
@@ -252,13 +349,15 @@ namespace AutoSellerNS
 
 						if(iAskCount >= Config.GetBidCount())
 						{
-							m_tbLogView.AppendText(string.Format("[{0}] 시뮬레이션 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%)\n", 
+							m_tbLogView.AppendText(string.Format("[{0,-10}] 조건 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, line:{7})\n",
 								strCodeName,
 								RowDT.ToString("yyyy-MM-dd HH:mm:00"), 
 								iRow, 
 								iPrice, 
 								iPrice-iStartPrice,
-								(iPrice-iStartPrice)*100/(float)iStartPrice
+								(iPrice-iStartPrice)*100/(float)iStartPrice,
+								iStartPrice,
+								iStartRow
 								));
 							iTotalProfit += (iPrice-iStartPrice)*iStockCount;
 							iTotalBid += iStartPrice*iStockCount;
@@ -273,13 +372,15 @@ namespace AutoSellerNS
 
 						if(iTrailingCount >= Config.GetTrailingCnt())
 						{
-							m_tbLogView.AppendText(string.Format("[{0}] 트레일링 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%)\n", 
+							m_tbLogView.AppendText(string.Format("[{0}] 트레일링 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, line:{7})\n", 
 								strCodeName, 
 								RowDT.ToString("yyyy-MM-dd HH:mm:00"), 
 								iRow, 
 								iPrice, 
 								iPrice-iStartPrice,
-								(iPrice-iStartPrice)*100/(float)iStartPrice
+								(iPrice-iStartPrice)*100/(float)iStartPrice,
+								iStartPrice,
+								iStartRow
 								));
 							iTotalProfit += (iPrice-iStartPrice)*iStockCount;
 							iTotalBid += iStartPrice*iStockCount;
@@ -287,6 +388,7 @@ namespace AutoSellerNS
 						}
 					}
 
+					iPrevPrice = iPrice;
 					iPrevAskCount = iTotalAskCount;
 					iPrevBidCount = iTotalBidCount;
 				}
@@ -296,5 +398,227 @@ namespace AutoSellerNS
 			m_tbLogView.SelectionStart = m_tbLogView.TextLength;
 			m_tbLogView.ScrollToCaret();
 		}
+
+		public void StartSimuation2()
+		{
+			m_tbLogView.AppendText(string.Format("[시뮬레이션 시작] 조건 : {0}회, 트레일링 : {1}%, {2}회\n", Config.GetBidCount(), Config.GetTrailingRate(), Config.GetTrailingCnt()));
+
+			int iTotalProfit = 0;
+			int iTotalBid = 0;
+
+			foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
+			{
+				var tokens = strLine.Split('\t');
+
+				var strDate = tokens[0];
+				var strNewTime = tokens[1];
+				var strSimulationTime = tokens[2];
+				var strCodeName = tokens[3];
+				var strCode = tokens[4];
+				var strStartPrice = tokens[5];
+
+				DateTime StartDT;
+				DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
+
+				int iStartPrice;
+				int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
+
+				string strFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".xlsx";
+
+
+				FileInfo newFile = new FileInfo(strFileName);
+				ExcelPackage package = new ExcelPackage(newFile);
+				ExcelWorksheet Sheet = package.Workbook.Worksheets["sheet"];
+
+				int iMaxRow = Sheet.Dimension.Rows;
+
+				DateTime RowDT = DateTime.Now;
+				List<DateTime> aPrevDT = new List<DateTime>();
+
+				bool bStart = false;
+				int iAskCount = 0;
+				int iAskDownCount = 0;
+				int iDealCountInSec = 0;
+
+				int iTrailingCount = 0;
+				int iMaxPrice = int.MinValue;
+				int iStockCount = 0;
+				int iStartRow = 0;
+				int iPrevPrice = 0;
+				bool bPrevAsk = false;
+				int iMaxAskPrice = 0;
+
+				int iPrevAskPrice = 0;
+
+				for(int iRow = 2; iRow<=iMaxRow; iRow++)
+				{
+					int iTime = (int)(double)Sheet.Cells[iRow, 1].Value;
+					int iPrice = (int)(double)Sheet.Cells[iRow, 3].Value;
+					int iAskPrice = (int)(double)Sheet.Cells[iRow, 4].Value;
+					int iBidPrice = (int)(double)Sheet.Cells[iRow, 5].Value;
+
+					DateTime.TryParse(strDate+" "+string.Format("{0}:{1}:{2}", iTime/10000, (iTime/100)%100, iTime%100), out RowDT);
+
+					iStockCount = 1000000/iStartPrice;
+
+					if(bStart == false)
+					{
+						if(RowDT >= StartDT && iPrice==iStartPrice)
+						{
+							bStart = true;
+							iStartRow = iRow;
+							iMaxAskPrice = iAskPrice;
+							iPrevAskPrice = iAskPrice;
 						}
 					}
+					else
+					{
+						//// 체결가 비교
+						//if(iPrice > iPrevPrice)
+						//{
+						//	iAskCount = 0;
+						//	bPrevAsk = false;
+						//}
+						//else if(iPrice < iPrevPrice)
+						//{
+						//	iAskCount++;
+						//	bPrevAsk = true;
+						//}
+						//else if(bPrevAsk == true)
+						//{
+						//	iAskCount++;
+						//}
+
+						//// 호가 비교 - 중간 유지
+						//if(iPrice >= iAskPrice)
+						//{
+						//	iAskCount = 0;
+						//	bPrevAsk = false;
+						//}
+						//else if(iPrice <= iBidPrice)
+						//{
+						//	iAskCount++;
+						//	bPrevAsk = true;
+						//}
+						//else if(bPrevAsk == true)
+						//{
+						//	iAskCount++;
+						//}
+
+						// 호가 비교 - 매수호가 기준
+						if(iPrice <= iBidPrice)
+							iAskCount++;
+						else
+							iAskCount = 0;
+
+						//// 호가 비교 - 매도호가 기준
+						//if(iPrice < iAskPrice)
+						//	iAskCount++;
+						//else
+						//	iAskCount = 0;
+
+						//// 매도호가 최고가 미만 연속
+						//if(iAskPrice < iMaxAskPrice)
+						//	iAskDownCount++;
+						//else
+						//	iAskDownCount=0;
+						//iMaxAskPrice = Math.Max(iMaxAskPrice, iAskPrice);
+
+						//// 매도호가 최고가 미만 누적
+						//if(iAskPrice < iMaxAskPrice)
+						//	iAskDownCount++;
+						//int iNextMaxAskPrice = Math.Max(iMaxAskPrice, iAskPrice);
+						//if(iNextMaxAskPrice > iMaxAskPrice)
+						//	iAskDownCount = 0;
+						//iMaxAskPrice = iNextMaxAskPrice;
+
+						//// 매도호가 하락 - 최고 갱신시 리셋
+						//if(iAskPrice < iPrevAskPrice)
+						//	iAskDownCount++;
+						//int iNextMaxAskPrice = Math.Max(iMaxAskPrice, iAskPrice);
+						//if(iNextMaxAskPrice > iMaxAskPrice)
+						//	iAskDownCount = 0;
+						//iMaxAskPrice = iNextMaxAskPrice;
+
+						//if(PrevRowDT.Second == RowDT.Second)
+						//	iDealCountInSec++;
+						//else
+						//	iDealCountInSec = 1;
+
+						if(iAskCount >= Config.GetBidCount())
+						{
+							m_tbLogView.AppendText(string.Format("[{0,-10}] 조건1 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, {7}, line:{8})\n",
+								strCodeName,
+								RowDT.ToString("yyyy-MM-dd HH:mm:ss"),
+								iRow,
+								iPrice,
+								iPrice-iStartPrice,
+								(iPrice-iStartPrice)*100/(float)iStartPrice,
+								iStartPrice,
+								StartDT.ToString("yyyy-MM-dd HH:mm:ss"),
+								iStartRow
+								));
+							iTotalProfit += (iPrice-iStartPrice)*iStockCount;
+							iTotalBid += iStartPrice*iStockCount;
+							break;
+						}
+
+						//if(aPrevDT.Count > 3 && aPrevDT.Last() - aPrevDT[aPrevDT.Count-3] > TimeSpan.FromSeconds(1) && iAskDownCount >= Config.GetBidCount())
+						//if(iAskDownCount >= 5)
+						//{
+						//	m_tbLogView.AppendText(string.Format("[{0,-10}] 조건2 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, {7}, line:{8})\n",
+						//		strCodeName,
+						//		RowDT.ToString("yyyy-MM-dd HH:mm:ss"),
+						//		iRow,
+						//		iPrice,
+						//		iPrice-iStartPrice,
+						//		(iPrice-iStartPrice)*100/(float)iStartPrice,
+						//		iStartPrice,
+						//		StartDT.ToString("yyyy-MM-dd HH:mm:ss"),
+						//		iStartRow
+						//		));
+						//	iTotalProfit += (iPrice-iStartPrice)*iStockCount;
+						//	iTotalBid += iStartPrice*iStockCount;
+						//	break;
+						//}
+
+						if(iPrice > iMaxPrice)
+							iTrailingCount = 0;
+						else if(iPrice <= iMaxPrice*(100-Config.GetTrailingRate())/100)
+							iTrailingCount++;
+						iMaxPrice = Math.Max(iPrice, iMaxPrice);
+
+						if(iTrailingCount >= Config.GetTrailingCnt())
+						{
+							m_tbLogView.AppendText(string.Format("[{0}] 트레일링 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, {7} line:{8})\n",
+								strCodeName,
+								RowDT.ToString("yyyy-MM-dd HH:mm:ss"),
+								iRow,
+								iPrice,
+								iPrice-iStartPrice,
+								(iPrice-iStartPrice)*100/(float)iStartPrice,
+								iStartPrice,
+								StartDT.ToString("yyyy-MM-dd HH:mm:ss"),
+								iStartRow
+								));
+							iTotalProfit += (iPrice-iStartPrice)*iStockCount;
+							iTotalBid += iStartPrice*iStockCount;
+							break;
+						}
+					}
+
+					iPrevPrice = iPrice;
+					iPrevAskPrice = iAskPrice;
+					aPrevDT.Add(RowDT);
+					if(aPrevDT.Count > 15)
+						aPrevDT.RemoveAt(0);
+				}
+			}
+
+			m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)iTotalBid));
+			m_tbLogView.SelectionStart = m_tbLogView.TextLength;
+			m_tbLogView.ScrollToCaret();
+		}
+	}
+}
+