743 lines
22 KiB
C#
743 lines
22 KiB
C#
using CPSYSDIBLib;
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using DSCBO1Lib;
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using OfficeOpenXml;
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using System;
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using System.Collections.Generic;
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using System.Globalization;
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using System.IO;
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using System.Linq;
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using System.Text;
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using System.Threading;
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using System.Threading.Tasks;
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using System.Windows.Forms;
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namespace AutoSellerNS
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{
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class SimulationHelper
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{
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AutoSeller m_AutoSeller = null;
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CybosHelper m_CybosHelper = null;
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RichTextBox m_tbLogView = null;
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public SimulationHelper(AutoSeller autoSeller, CybosHelper CybosHelper, RichTextBox tbLog)
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{
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m_AutoSeller = autoSeller;
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m_CybosHelper = CybosHelper;
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m_tbLogView = tbLog;
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}
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public void LoadTxt()
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{
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List<string> aItems = new List<string>();
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StockChart CPStockChart = new StockChart();
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foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
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{
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var tokens = strLine.Split('\t');
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var strDate = tokens[0];
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var strNewTime = tokens[1];
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var strSimulationTime = tokens[2];
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var strCodeName = tokens[3];
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var strCode = tokens[4];
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var strStartPrice = tokens[5];
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DateTime StartDT;
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DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
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uint uiStartDate;
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uint.TryParse(StartDT.ToString("yyyyMMdd"), out uiStartDate);
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string strOutFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".txt";
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if(File.Exists(strOutFileName) == true)
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continue;
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CPStockChart.SetInputValue(0, "A"+strCode);
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CPStockChart.SetInputValue(1, '1');
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CPStockChart.SetInputValue(2, uiStartDate);
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CPStockChart.SetInputValue(3, uiStartDate);
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CPStockChart.SetInputValue(4, 100000);
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CPStockChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 10, 11 });
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CPStockChart.SetInputValue(6, 'T');
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CPStockChart.BlockRequest2(0);
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int iFieldCnt = CPStockChart.GetHeaderValue(1);
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string[] astrFieldName = CPStockChart.GetHeaderValue(2);
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string strOutLine = "";
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for(int j = 0; j<iFieldCnt; j++)
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{
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strOutLine += astrFieldName[j];
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strOutLine += '\t';
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}
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File.AppendAllText(strOutFileName, strOutLine+Environment.NewLine, new UTF8Encoding(true));
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strOutLine = "";
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bool bContinue = true;
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while(bContinue == true)
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{
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int iCnt = CPStockChart.GetHeaderValue(3);
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for(int i = 0; i<iCnt; i++)
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{
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for(int j = 0; j<iFieldCnt; j++)
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{
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strOutLine += CPStockChart.GetDataValue(j, i);
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strOutLine += '\t';
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}
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strOutLine += Environment.NewLine;
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if(i % 1000 == 999)
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{
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File.AppendAllText(strOutFileName, strOutLine, new UTF8Encoding(true));
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strOutLine = "";
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}
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}
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bContinue = (CPStockChart.Continue==1);
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if(bContinue == true)
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CPStockChart.BlockRequest2(0);
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m_tbLogView.AppendText(string.Format("RequestRQ({0})", m_CybosHelper.GetLimitRemainCountRQ()));
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}
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if(strOutLine.Length > 0)
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{
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File.AppendAllText(strOutFileName, strOutLine, new UTF8Encoding(true));
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strOutLine = "";
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}
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m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End"));
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}
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m_tbLogView.AppendText(string.Format("[Load] All End"));
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}
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public void LoadExcel()
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{
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List<string> aItems = new List<string>();
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StockChart CPStockChart = new StockChart();
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ExcelHandler Excel = null;
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foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
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{
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var tokens = strLine.Split('\t');
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var strDate = tokens[0];
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var strNewTime = tokens[1];
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var strSimulationTime = tokens[2];
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var strCodeName = tokens[3];
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var strCode = tokens[4];
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var strStartPrice = tokens[5];
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DateTime StartDT;
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DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
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string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
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if(File.Exists(strOutFileName) == true)
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{
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if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
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File.Delete(strOutFileName);
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else
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continue;
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}
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CPStockChart.SetInputValue(0, "A"+strCode);
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CPStockChart.SetInputValue(1, '1');
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CPStockChart.SetInputValue(2, StartDT.ToString("yyyyMMdd"));
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CPStockChart.SetInputValue(3, StartDT.ToString("yyyyMMdd"));
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CPStockChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 10, 11 });
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CPStockChart.SetInputValue(6, 'T');
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CPStockChart.BlockRequest2(0);
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int iFieldCnt = CPStockChart.GetHeaderValue(1);
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string[] astrFieldName = CPStockChart.GetHeaderValue(2);
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List<object> aRow = new List<object>();
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List<object[]> aaRows = new List<object[]>();
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Excel = new ExcelHandler(strOutFileName, astrFieldName);
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bool bContinue = true;
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while(bContinue == true)
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{
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int iCnt = CPStockChart.GetHeaderValue(3);
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for(int i = 0; i<iCnt; i++)
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{
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for(int j = 0; j<iFieldCnt; j++)
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aRow.Add(CPStockChart.GetDataValue(j, i));
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if(aaRows.Count == 0)
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{
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aRow.Add(0);
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aRow.Add(0);
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}
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else
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{
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aRow.Add((uint)aaRows.Last()[5]-(uint)aRow[5]);
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aRow.Add((uint)aaRows.Last()[6]-(uint)aRow[6]);
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}
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aaRows.Add(aRow.ToArray());
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aRow.Clear();
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}
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bContinue = (CPStockChart.Continue==1);
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if(bContinue == true)
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CPStockChart.BlockRequest2(0);
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m_tbLogView.AppendText(string.Format("RequestRQ({0})\n", m_CybosHelper.GetLimitRemainCountRQ()));
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}
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aaRows.Reverse();
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Excel.AddRows(aaRows.ToArray());
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m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End\n"));
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}
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m_tbLogView.AppendText(string.Format("[Load] All End\n\n"));
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m_tbLogView.SelectionStart = m_tbLogView.TextLength;
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m_tbLogView.ScrollToCaret();
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}
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public void LoadExcel2()
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{
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List<string> aItems = new List<string>();
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StockBid CPStockBid = new StockBid();
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ExcelHandler Excel = null;
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foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
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{
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var tokens = strLine.Split('\t');
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var strDate = tokens[0];
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var strNewTime = tokens[1];
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var strSimulationTime = tokens[2];
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var strCodeName = tokens[3];
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var strCode = tokens[4];
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var strStartPrice = tokens[5];
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DateTime StartDT;
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DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
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string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-JpBid-" + strCodeName + ".xlsx";
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if(File.Exists(strOutFileName) == true)
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{
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if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
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File.Delete(strOutFileName);
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else
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continue;
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}
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CPStockBid.SetInputValue(0, "A"+strCode);
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CPStockBid.SetInputValue(2, 20000);
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CPStockBid.SetInputValue(3, 'C');
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CPStockBid.SetInputValue(4, "2000");
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CPStockBid.BlockRequest2(0);
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List<object[]> aaRows = new List<object[]>();
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bool bContinue = true;
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while(bContinue)
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{
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int iCnt = CPStockBid.GetHeaderValue(2);
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for(int i = 0; i<iCnt; i++)
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{
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var Time = (uint)(int)CPStockBid.GetDataValue(9, i);
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var AskPrice = CPStockBid.GetDataValue(2, i);
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var BidPrice = CPStockBid.GetDataValue(3, i);
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var CurPrice = CPStockBid.GetDataValue(4, i);
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var AccDealCount = CPStockBid.GetDataValue(5, i);
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var Flag = CPStockBid.GetDataValue(10, i) == '1' ? "*" : "";
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var DealCount = CPStockBid.GetDataValue(6, i);
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aaRows.Add(new object[]{ Time, Flag, CurPrice, AskPrice, BidPrice, AccDealCount, DealCount, });
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}
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bContinue = (CPStockBid.Continue == 1);
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if(bContinue == true)
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{
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while(m_CybosHelper.GetLimitRemainCountRQ() < 2)
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Thread.Sleep(100);
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CPStockBid.BlockRequest2(0);
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}
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m_tbLogView.AppendText(string.Format("RequestRQ({0})\n", m_CybosHelper.GetLimitRemainCountRQ()));
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}
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aaRows.Reverse();
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Excel = new ExcelHandler(strOutFileName, new string[]{ "시간", "동시호가", "현재가", "매도호가", "매수호가", "거래량", "순간체결량" });
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Excel.AddRows(aaRows.ToArray());
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m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End\n"));
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}
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m_tbLogView.AppendText(string.Format("[Load] All End\n\n"));
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m_tbLogView.SelectionStart = m_tbLogView.TextLength;
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m_tbLogView.ScrollToCaret();
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}
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public void StartSimuation()
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{
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m_tbLogView.AppendText(string.Format("[시뮬레이션 시작] 조건 : {0}회, 트레일링 : {1}%, {2}회\n", Config.GetBidCount(), Config.GetTrailingRate(), Config.GetTrailingCnt()));
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int iTotalProfit = 0;
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int iTotalBid = 0;
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foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
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{
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var tokens = strLine.Split('\t');
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var strDate = tokens[0];
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var strNewTime = tokens[1];
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var strSimulationTime = tokens[2];
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var strCodeName = tokens[3];
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var strCode = tokens[4];
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var strStartPrice = tokens[5];
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DateTime StartDT;
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DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
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int iStartPrice;
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int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
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string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
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FileInfo newFile = new FileInfo(strFileName);
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ExcelPackage package = new ExcelPackage(newFile);
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ExcelWorksheet Sheet = package.Workbook.Worksheets["sheet"];
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int iMaxRow = Sheet.Dimension.Rows;
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DateTime RowDT;
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bool bStart = false;
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int iTotalAskCount = 0;
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int iTotalBidCount = 0;
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int iPrevAskCount = 0;
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int iPrevBidCount = 0;
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bool bBid = false;
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int iAskCount = 0;
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int iTrailingCount = 0;
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int iMaxPrice = int.MinValue;
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int iStockCount = 0;
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int iStartRow = 0;
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int iPrevPrice = 0;
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for(int iRow = 2; iRow<=iMaxRow; iRow++)
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{
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int iTime = (int)(double)Sheet.Cells[iRow, 2].Value;
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int iPrice = (int)(double)Sheet.Cells[iRow, 3].Value;
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iTotalAskCount = (int)(double)Sheet.Cells[iRow, 6].Value;
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iTotalBidCount = (int)(double)Sheet.Cells[iRow, 7].Value;
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bBid = (iTotalAskCount == iPrevAskCount);
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DateTime.TryParse(strDate+" "+string.Format("{0}:{1}:{2}", iTime/100, iTime%100, 59), out RowDT);
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iStockCount = 1000000/iStartPrice;
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if(bStart == false)
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{
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if(RowDT >= StartDT && iPrice==iStartPrice)
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{
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bStart = true;
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iStartRow = iRow;
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}
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}
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else
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{
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if(bBid == false)
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iAskCount++;
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else
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iAskCount = 0;
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if(iAskCount >= Config.GetBidCount())
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{
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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",
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strCodeName,
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RowDT.ToString("yyyy-MM-dd HH:mm:00"),
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iRow,
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iPrice,
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iPrice-iStartPrice,
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(iPrice-iStartPrice)*100/(float)iStartPrice,
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iStartPrice,
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iStartRow
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));
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iTotalProfit += (iPrice-iStartPrice)*iStockCount;
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iTotalBid += iStartPrice*iStockCount;
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break;
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}
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if(iPrice > iMaxPrice)
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iTrailingCount = 0;
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else if(iPrice <= iMaxPrice*(100-Config.GetTrailingRate())/100)
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iTrailingCount++;
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iMaxPrice = Math.Max(iPrice, iMaxPrice);
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if(iTrailingCount >= Config.GetTrailingCnt())
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{
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m_tbLogView.AppendText(string.Format("[{0}] 트레일링 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, line:{7})\n",
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strCodeName,
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RowDT.ToString("yyyy-MM-dd HH:mm:00"),
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iRow,
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iPrice,
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iPrice-iStartPrice,
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(iPrice-iStartPrice)*100/(float)iStartPrice,
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iStartPrice,
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iStartRow
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));
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iTotalProfit += (iPrice-iStartPrice)*iStockCount;
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iTotalBid += iStartPrice*iStockCount;
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break;
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}
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}
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iPrevPrice = iPrice;
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iPrevAskCount = iTotalAskCount;
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iPrevBidCount = iTotalBidCount;
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}
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}
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m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)iTotalBid));
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m_tbLogView.SelectionStart = m_tbLogView.TextLength;
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m_tbLogView.ScrollToCaret();
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}
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public void StartSimuation2()
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{
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int iListCnt;
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double dFastSD;
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double dFastUpCnt;
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double dFastDownCnt;
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double dSlowSD;
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double dSlowUpCnt;
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double dSlowDownCnt;
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int.TryParse(m_AutoSeller.tbSMListSize.Text, out iListCnt);
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double.TryParse(m_AutoSeller.tbSMFastSD.Text, out dFastSD);
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double.TryParse(m_AutoSeller.tbSMFastUpCnt.Text, out dFastUpCnt);
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double.TryParse(m_AutoSeller.tbSMFastDownCnt.Text, out dFastDownCnt);
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double.TryParse(m_AutoSeller.tbSMSlowSD.Text, out dSlowSD);
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double.TryParse(m_AutoSeller.tbSMSlowUpCnt.Text, out dSlowUpCnt);
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double.TryParse(m_AutoSeller.tbSMSlowDownCnt.Text, out dSlowDownCnt);
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bool bAverageCompare;
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if((string)m_AutoSeller.cbSMMethod.SelectedItem == "평균 비교")
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bAverageCompare = true;
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else
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bAverageCompare = false;
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m_tbLogView.AppendText(string.Format("[시뮬레이션 시작] 조건 : {0}회, 트레일링 : {1}%, {2}회\n \t\t리스트 크기:{3}, Fast : {4}, {5}, Slow : {6}, {7}, 비교 방식 : {8}\n",
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Config.GetBidCount(), Config.GetTrailingRate(), Config.GetTrailingCnt(),
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iListCnt, dFastSD, dFastUpCnt, dSlowSD, dSlowUpCnt, m_AutoSeller.cbSMMethod.SelectedItem
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));
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int iTotalProfit = 0;
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int iTotalBid = 0;
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DateTime PrevDT;
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DateTime.TryParse("0000-00-00 00:00:00", out PrevDT);
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foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
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{
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var tokens = strLine.Split('\t');
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var strDate = tokens[0];
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var strNewTime = tokens[1];
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var strSimulationTime = tokens[2];
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var strCodeName = tokens[3];
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strCodeName = strCodeName.Trim();
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var strCode = tokens[4];
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var strStartPrice = tokens[5];
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DateTime StartDT;
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DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
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if(iTotalBid > 0 && StartDT.DayOfYear != PrevDT.DayOfYear)
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{
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m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)1000000));
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iTotalProfit = 0;
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iTotalBid = 0;
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}
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if(iTotalBid == 0)
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{
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m_tbLogView.AppendText(string.Format("{0}\n", StartDT.ToString("yyyy-MM-dd")));
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}
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int iStartPrice;
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int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
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string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-JpBid-" + strCodeName + ".xlsx";
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if(File.Exists(strFileName) == false)
|
|
continue;
|
|
|
|
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;
|
|
|
|
double dCheckCount = 5.0;
|
|
List<int> m_PriceList = new List<int>();
|
|
|
|
int iPrevAskPrice = 0;
|
|
|
|
for(int iRow = 2; iRow<=iMaxRow; iRow++)
|
|
{
|
|
if((string)Sheet.Cells[iRow, 2].Value == "*")
|
|
continue;
|
|
|
|
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;
|
|
|
|
m_PriceList.Clear();
|
|
m_PriceList.Add(iPrice);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
m_PriceList.Add(iPrice);
|
|
if(m_PriceList.Count > iListCnt)
|
|
m_PriceList.RemoveAt(0);
|
|
|
|
double dAverage = (float)m_PriceList.Average();
|
|
double sumOfSquaresOfDifferences = m_PriceList.Select(val => Math.Pow((val-dAverage)/m_CybosHelper.GetUnitValue(val), 2)).Sum();
|
|
double sd = Math.Sqrt(sumOfSquaresOfDifferences / m_PriceList.Count);
|
|
|
|
if(sd >= dFastSD)
|
|
{
|
|
if(bAverageCompare == true)
|
|
{
|
|
if(iPrice >= dAverage)
|
|
dCheckCount += dFastUpCnt;
|
|
else// if(dCheckCount > 3)
|
|
dCheckCount -= dFastDownCnt;
|
|
}
|
|
else
|
|
{
|
|
if(iPrice >= m_PriceList[m_PriceList.Count-2])
|
|
dCheckCount += dFastUpCnt;
|
|
else// if(dCheckCount > 3)
|
|
dCheckCount -= dFastDownCnt;
|
|
}
|
|
|
|
}
|
|
else if(sd <= dSlowSD)
|
|
{
|
|
if(bAverageCompare == true)
|
|
{
|
|
if(iPrice >= dAverage)
|
|
dCheckCount += dSlowUpCnt;
|
|
else// if(dCheckCount > 3)
|
|
dCheckCount -= dSlowDownCnt;
|
|
}
|
|
else
|
|
{
|
|
if(iPrice >= m_PriceList[m_PriceList.Count-2])
|
|
dCheckCount += dSlowUpCnt;
|
|
else// if(dCheckCount > 3)
|
|
dCheckCount -= dSlowUpCnt;
|
|
}
|
|
}
|
|
//dCheckCount = Math.Min(Math.Max(dCheckCount, 0), 15);
|
|
|
|
//// 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 >= Math.Round(dCheckCount))
|
|
{
|
|
int iSellPrice = iPrice - m_CybosHelper.GetUnitValue(iPrice);
|
|
m_tbLogView.AppendText(string.Format("[{0}] 조건1 매도 (매수 : {1:n0}원, {2}, line:{3}) (매도 : {4:n0}원(매도가:{5:n0}원) {6} line:{7}) ({8}, {9:n0} : {10:n2}%) {11} \n",
|
|
strCodeName,
|
|
|
|
iStartPrice,
|
|
StartDT.ToString("HH:mm:ss"),
|
|
iStartRow,
|
|
|
|
iPrice,
|
|
iSellPrice,
|
|
RowDT.ToString("HH:mm:ss"),
|
|
iRow,
|
|
|
|
iSellPrice-iStartPrice,
|
|
(iSellPrice-iStartPrice)*iStockCount,
|
|
(iSellPrice-iStartPrice)*100/(float)iStartPrice,
|
|
|
|
dCheckCount
|
|
));
|
|
iTotalProfit += (iSellPrice-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}] 조건2 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, {7}, line:{8})\n",
|
|
// strCodeName,
|
|
// RowDT.ToString("HH:mm:ss"),
|
|
// iRow,
|
|
// iPrice,
|
|
// iPrice-iStartPrice,
|
|
// (iPrice-iStartPrice)*100/(float)iStartPrice,
|
|
// iStartPrice,
|
|
// StartDT.ToString("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())
|
|
{
|
|
int iSellPrice = iPrice - m_CybosHelper.GetUnitValue(iPrice);
|
|
m_tbLogView.AppendText(string.Format("[{0}] 트레일링 매도 (매수 : {1:n0}원, {2}, line:{3}) (매도 : {4:n0}원(매도가:{5:n0}원) {6} line:{7}) ({8}, {9:n0} : {10:n2}%) {11} \n",
|
|
strCodeName,
|
|
|
|
iStartPrice,
|
|
StartDT.ToString("HH:mm:ss"),
|
|
iStartRow,
|
|
|
|
iPrice,
|
|
iSellPrice,
|
|
RowDT.ToString("HH:mm:ss"),
|
|
iRow,
|
|
|
|
iSellPrice-iStartPrice,
|
|
(iSellPrice-iStartPrice)*iStockCount,
|
|
(iSellPrice-iStartPrice)*100/(float)iStartPrice,
|
|
|
|
dCheckCount
|
|
|
|
));
|
|
|
|
iTotalProfit += (iSellPrice-iStartPrice)*iStockCount;
|
|
iTotalBid += iStartPrice*iStockCount;
|
|
break;
|
|
}
|
|
}
|
|
|
|
iPrevPrice = iPrice;
|
|
iPrevAskPrice = iAskPrice;
|
|
aPrevDT.Add(RowDT);
|
|
if(aPrevDT.Count > 15)
|
|
aPrevDT.RemoveAt(0);
|
|
|
|
PrevDT = StartDT;
|
|
}
|
|
}
|
|
|
|
m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)1000000));
|
|
m_tbLogView.SelectionStart = m_tbLogView.TextLength;
|
|
m_tbLogView.ScrollToCaret();
|
|
}
|
|
}
|
|
}
|
|
|