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simulation row 찾기 정교하게 수정

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This commit is contained in:
mjjo53
2018-01-01 23:01:15 +09:00
parent 74aede9da7
commit ff43fbd1f4
4 changed files with 185 additions and 365 deletions
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435
SimulationHelper.cs
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@@ -27,179 +27,6 @@ namespace AutoSellerNS
m_tbLogView = tbLog;
}
//public void LoadTxt()
//{
// List<string> aItems = new List<string>();
// StockChart CPStockChart = new StockChart();
// 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);
// uint uiStartDate;
// uint.TryParse(StartDT.ToString("yyyyMMdd"), out uiStartDate);
// string strOutFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".txt";
// if(File.Exists(strOutFileName) == true)
// continue;
// CPStockChart.SetInputValue(0, "A"+strCode);
// CPStockChart.SetInputValue(1, '1');
// CPStockChart.SetInputValue(2, uiStartDate);
// CPStockChart.SetInputValue(3, uiStartDate);
// CPStockChart.SetInputValue(4, 100000);
// CPStockChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 10, 11 });
// CPStockChart.SetInputValue(6, 'T');
// CPStockChart.BlockRequest2(1);
// int iFieldCnt = CPStockChart.GetHeaderValue(1);
// string[] astrFieldName = CPStockChart.GetHeaderValue(2);
// string strOutLine = "";
// for(int j = 0; j<iFieldCnt; j++)
// {
// strOutLine += astrFieldName[j];
// strOutLine += '\t';
// }
// File.AppendAllText(strOutFileName, strOutLine+Environment.NewLine, new UTF8Encoding(true));
// strOutLine = "";
// bool bContinue = true;
// while(bContinue == true)
// {
// int iCnt = CPStockChart.GetHeaderValue(3);
// for(int i = 0; i<iCnt; i++)
// {
// for(int j = 0; j<iFieldCnt; j++)
// {
// strOutLine += CPStockChart.GetDataValue(j, i);
// strOutLine += '\t';
// }
// strOutLine += Environment.NewLine;
// if(i % 1000 == 999)
// {
// File.AppendAllText(strOutFileName, strOutLine, new UTF8Encoding(true));
// strOutLine = "";
// }
// }
// bContinue = (CPStockChart.Continue==1);
// if(bContinue == true)
// CPStockChart.BlockRequest2(1);
// m_tbLogView.AppendText(string.Format("RequestRQ({0}) ", m_CybosHelper.GetLimitRemainCountRQ()));
// }
// if(strOutLine.Length > 0)
// {
// File.AppendAllText(strOutFileName, strOutLine, new UTF8Encoding(true));
// strOutLine = "";
// }
// m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End"));
// }
// m_tbLogView.AppendText(string.Format("[Load] All End"));
//}
//public void LoadExcel()
//{
// List<string> aItems = new List<string>();
// StockChart CPStockChart = new StockChart();
// 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];
// strCodeName = strCodeName.Trim();
// var strCode = tokens[4];
// var strStartPrice = tokens[5];
// DateTime StartDT;
// DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
// string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
// if(File.Exists(strOutFileName) == true)
// {
// if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
// File.Delete(strOutFileName);
// else
// continue;
// }
// CPStockChart.SetInputValue(0, "A"+strCode);
// CPStockChart.SetInputValue(1, '1');
// CPStockChart.SetInputValue(2, StartDT.ToString("yyyyMMdd"));
// CPStockChart.SetInputValue(3, StartDT.ToString("yyyyMMdd"));
// CPStockChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 10, 11 });
// CPStockChart.SetInputValue(6, 'T');
// CPStockChart.BlockRequest2(1);
// int iFieldCnt = CPStockChart.GetHeaderValue(1);
// string[] astrFieldName = CPStockChart.GetHeaderValue(2);
// List<object> aRow = new List<object>();
// List<object[]> aaRows = new List<object[]>();
// Excel = new ExcelHandler(strOutFileName, astrFieldName);
// bool bContinue = true;
// while(bContinue == true)
// {
// int iCnt = CPStockChart.GetHeaderValue(3);
// for(int i = 0; i<iCnt; i++)
// {
// for(int j = 0; j<iFieldCnt; j++)
// aRow.Add(CPStockChart.GetDataValue(j, i));
// 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();
// }
// bContinue = (CPStockChart.Continue==1);
// if(bContinue == true)
// CPStockChart.BlockRequest2(1);
// m_tbLogView.AppendText(string.Format("RequestRQ({0}) ", m_CybosHelper.GetLimitRemainCountRQ()));
// }
// aaRows.Reverse();
// 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>();
@@ -211,12 +38,16 @@ namespace AutoSellerNS
var tokens = strLine.Split('\t');
var strDate = tokens[0];
var strNewsTime = tokens[1];
var strSimulationTime = tokens[2];
var strCodeName = tokens[3];
var strSimulationTime = tokens[1];
var strCodeName = tokens[2];
strCodeName = strCodeName.Trim();
var strCode = tokens[4];
var strStartPrice = tokens[5];
var strCode = tokens[3];
List<Tuple<int, int>> PriceDealCntList = new List<Tuple<int, int>>();
for (int i = 4; i < tokens.Length; i++)
{
var subToken = tokens[i].Split(':');
PriceDealCntList.Add(new Tuple<int, int>(int.Parse(subToken[0]), int.Parse(subToken[1])));
}
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
@@ -281,137 +112,6 @@ namespace AutoSellerNS
m_tbLogView.ScrollToCaret();
}
//public void StartSimuation()
//{
// 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];
// strCodeName = strCodeName.Trim();
// 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() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
// FileInfo newFile = new FileInfo(strFileName);
// ExcelPackage package = new ExcelPackage(newFile);
// ExcelWorksheet Sheet = package.Workbook.Worksheets["sheet"];
// int iMaxRow = Sheet.Dimension.Rows;
// DateTime RowDT;
// bool bStart = false;
// int iTotalAskCount = 0;
// int iTotalBidCount = 0;
// int iPrevAskCount = 0;
// int iPrevBidCount = 0;
// bool bBid = false;
// int iAskCount = 0;
// 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;
// int iPrice = (int)(double)Sheet.Cells[iRow, 3].Value;
// iTotalAskCount = (int)(double)Sheet.Cells[iRow, 6].Value;
// iTotalBidCount = (int)(double)Sheet.Cells[iRow, 7].Value;
// bBid = (iTotalAskCount == iPrevAskCount);
// DateTime.TryParse(strDate+" "+string.Format("{0}:{1}:{2}", iTime/100, iTime%100, 59), out RowDT);
// iStockCount = 1000000/iStartPrice;
// if(bStart == false)
// {
// if(RowDT >= StartDT && iPrice==iStartPrice)
// {
// bStart = true;
// iStartRow = iRow;
// }
// else if((RowDT-StartDT).Minutes > 10)
// {
// InsertLog(string.Format("[{0,-10}] 매수 가격 찾기 실패", strCodeName));
// break;
// }
// }
// else
// {
// if(bBid == false)
// iAskCount++;
// else
// iAskCount = 0;
// if(iAskCount >= Config.GetBidCount())
// {
// 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,
// iStartPrice,
// 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, line:{7})\n",
// strCodeName,
// RowDT.ToString("yyyy-MM-dd HH:mm:00"),
// iRow,
// iPrice,
// iPrice-iStartPrice,
// (iPrice-iStartPrice)*100/(float)iStartPrice,
// iStartPrice,
// iStartRow
// ));
// iTotalProfit += (iPrice-iStartPrice)*iStockCount;
// iTotalBid += iStartPrice*iStockCount;
// break;
// }
// }
// iPrevPrice = iPrice;
// iPrevAskCount = iTotalAskCount;
// iPrevBidCount = iTotalBidCount;
// }
// }
// 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();
//}
void InsertLog(string strMsg)
{
m_tbLogView.Invoke(new Action(() => {
@@ -433,6 +133,62 @@ namespace AutoSellerNS
}));
}
int FindStartRow(ExcelWorksheet Sheet, string strSimulationTime, List<Tuple<int, int>> PriceDealCntList)
{
DateTime searchTime = new DateTime();
DateTime.TryParseExact(strSimulationTime, "HH:mm:ss", CultureInfo.InvariantCulture, DateTimeStyles.None, out searchTime);
DateTime searchTimeMin = searchTime - new TimeSpan(0, 1, 0);
DateTime searchTimeMax = searchTime + new TimeSpan(0, 1, 0);
DateTime rowTime = new DateTime();
int iStartRow = 0;
for(int iRow=2; iRow< Sheet.Dimension.Rows; iRow++)
{
string time = Sheet.Cells[iRow, 1].Value?.ToString();
if (time.Length == 5)
time = "0" + time;
DateTime.TryParseExact(time, "HHmmss", CultureInfo.InvariantCulture, DateTimeStyles.None, out rowTime);
if (rowTime >= searchTime)
{
iStartRow = iRow;
break;
}
}
for(int i=0; i<50; i++)
{
int iRow = iStartRow + i;
int iPriceCol = 3;
int iDealCntCol = 7;
var cell = Sheet.Cells[iStartRow+i, iPriceCol];
bool result = true;
for (int j = 0; j < PriceDealCntList.Count && result; j++)
{
result = Sheet.Cells[iRow + j, iPriceCol].Value?.ToString() == PriceDealCntList[j].Item1.ToString() &&
Sheet.Cells[iRow + j, iDealCntCol].Value?.ToString() == PriceDealCntList[j].Item2.ToString();
}
if (result == true)
return iRow;
iRow = iStartRow - i;
result = true;
for (int j = 0; j < PriceDealCntList.Count && result; j++)
{
result = Sheet.Cells[iRow + j, iPriceCol].Value?.ToString() == PriceDealCntList[j].Item1.ToString() &&
Sheet.Cells[iRow + j, iDealCntCol].Value?.ToString() == PriceDealCntList[j].Item2.ToString();
}
if (result == true)
return iRow;
}
return -1;
}
object SimulationWork(object param)
{
object[] aParams = (object[])param;
@@ -455,18 +211,24 @@ namespace AutoSellerNS
var tokens = strLine.Split('\t');
var strDate = tokens[0];
var strNewTime = tokens[1];
var strSimulationTime = tokens[2];
var strCodeName = tokens[3];
var strSimulationTime = tokens[1];
var strCodeName = tokens[2];
strCodeName = strCodeName.Trim();
var strCode = tokens[4];
var strStartPrice = tokens[5];
var strCode = tokens[3];
List<Tuple<int, int>> PriceDealCntList = new List<Tuple<int, int>>();
for (int i = 4; i < tokens.Length; i++)
{
var subToken = tokens[i].Split(':');
PriceDealCntList.Add(new Tuple<int, int>(
int.Parse(subToken[0], NumberStyles.AllowThousands, CultureInfo.CurrentCulture),
int.Parse(subToken[1], NumberStyles.AllowThousands, CultureInfo.CurrentCulture)));
}
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
int iStartPrice;
int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
int iStartPrice = PriceDealCntList[0].Item1;
int iSellPrice = iStartPrice;
@@ -512,11 +274,21 @@ namespace AutoSellerNS
Color AskBackColor = Color.FromArgb(127, 179, 243);
Color MaxBackColor = Color.FromArgb(91, 205, 102);
iStartRow = FindStartRow(Sheet, strSimulationTime, PriceDealCntList);
if(iStartRow < 0)
{
InsertLog(string.Format("[{0}] [{1}] 매수 가격 찾기 실패\n",
StartDT.ToString("yyyy-MM-dd"),
strCodeName));
return new object[] { "매수 가격 찾기 실패", (iSellPrice - iStartPrice) * iStockCount };
}
double dPrevStdDev = 0;
string strReturnMsg = "";
int iPrevTime = 0;
for(int iRow = 2; iRow<=iMaxRow; iRow++)
for(int iRow = iStartRow; iRow<=iMaxRow; iRow++)
{
int iTime = (int)(double)Sheet.Cells[iRow, 1].Value;
int iPrice = (int)(double)Sheet.Cells[iRow, 3].Value;
@@ -914,13 +686,15 @@ namespace AutoSellerNS
List<Task<object>> aTasks = new List<Task<object>>();
foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
{
var task = Task.Factory.StartNew<object>(() => SimulationWork(new object[] {
iListCnt,
dFastSD, dFastUpCnt, dFastDownCnt,
dSlowSD, dSlowUpCnt, dSlowDownCnt,
iCompareType, strMethod,
strLine, dTimeSub, iTimeDiffLimit,
iIgnorePrice, bHalfTrailing }));
var task = Task.Factory.StartNew<object>(() =>
SimulationWork(new object[] {
iListCnt,
dFastSD, dFastUpCnt, dFastDownCnt,
dSlowSD, dSlowUpCnt, dSlowDownCnt,
iCompareType, strMethod,
strLine, dTimeSub, iTimeDiffLimit,
iIgnorePrice, bHalfTrailing })
);
aTasks.Add(task);
}
@@ -1001,17 +775,20 @@ namespace AutoSellerNS
});
}
public static void InsertSimulationLog(string strCode, string strCodeName, int iPrice)
public static void InsertSimulationLog(string strCode, string strCodeName, List<Tuple<int, int>> PriceDealCntList)
{
DateTime time = DateTime.Now;
string strPath = Util.GetSimulationPath() + "/0-input-" + time.Date.ToString("yyyy-MM-dd") + ".txt";
File.AppendAllText(strPath, string.Format("{0}\t{1}\t{2}\t{3}\t{4}\t{5}",
string strLine = string.Format("{0}\t{1}\t{2}\t{3}",
time.ToString("yyyy-MM-dd"),
time.ToString("hh:mm:ss"),
time.ToString("hh:mm:ss"),
strCodeName,
strCode,
iPrice), new UTF8Encoding(true));
strCode.Substring(1));
foreach (var pair in PriceDealCntList)
strLine += "\t" + pair.Item1.ToString() + ":" + pair.Item2.ToString();
strLine += "\n";
File.AppendAllText(strPath, strLine, new UTF8Encoding(true));
}
}
}