trade/upper-limit-crawler
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This commit is contained in:
mjjo
2016-08-09 14:42:50 +09:00
parent d41130fcdd
commit 5714cb3388
7 changed files with 336 additions and 194 deletions
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78
ULDataMgr.cs
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@@ -73,6 +73,9 @@ namespace upper_limit_crawler
List<BID_LOG> m_BidLogs = new List<BID_LOG>();
List<ASK_LOG> m_AskLogs = new List<ASK_LOG>();
List<BID_LOG> m_BidLogsSimul = new List<BID_LOG>();
List<ASK_LOG> m_AskLogsSimul = new List<ASK_LOG>();
long m_iCacheBalance = 0;
long m_iEvalProfit = 0;
@@ -86,9 +89,11 @@ namespace upper_limit_crawler
else
m_AvailableList = new List<string>();
m_BidLogs = GetBidLog(m_strToday);
m_AskLogs = GetAskLog(m_strToday);
}
m_BidLogs = GetBidLog(m_strToday, true);
m_AskLogs = GetAskLog(m_strToday, true);
m_BidLogsSimul = GetBidLog(m_strToday, false);
m_AskLogsSimul = GetAskLog(m_strToday, false);
}
public void Init()
{
@@ -223,9 +228,9 @@ namespace upper_limit_crawler
}
}
public void AddBidLog(string strCode, string strCodeName, int iTime, int iBidPrice, float f5MAslope)
public void AddBidLog(string strCode, string strCodeName, int iTime, int iBidPrice, float f5MAslope, bool bReal)
{
string strKey = "bid-"+m_strToday;
string strKey = bReal ? "bid-"+m_strToday : "bid-simul-"+m_strToday;
BID_LOG log = new BID_LOG();
log.m_strCode = strCode;
@@ -233,23 +238,31 @@ namespace upper_limit_crawler
log.m_iTime = iTime;
log.m_iBidPrice = iBidPrice;
log.m_f5MAslope = f5MAslope;
m_BidLogs.Add(log);
m_DB.Insert(strKey, m_BidLogs);
if(bReal == true)
{
m_BidLogs.Add(log);
m_DB.Insert(strKey, m_BidLogs);
}
else
{
m_BidLogsSimul.Add(log);
m_DB.Insert(strKey, m_BidLogsSimul);
}
}
List<BID_LOG> GetBidLog(string strDate)
List<BID_LOG> GetBidLog(string strDate, bool bReal)
{
string strKey = "bid-"+strDate;
string strKey = bReal ? "bid-"+m_strToday : "bid-simul-"+m_strToday;
if(m_DB.IsExist(strKey) == true)
return m_DB.Get<List<BID_LOG>>(strKey);
else
return new List<BID_LOG>();
}
public void AddAskLog(string strCode, string strCodeName, int iTime, int iAskPrice, float f5MAslope, bool bLosscut, int iProfit, float fProfitRate)
public void AddAskLog(string strCode, string strCodeName, int iTime, int iAskPrice, float f5MAslope, bool bLosscut, int iProfit, float fProfitRate, bool bReal)
{
string strKey = "ask-"+m_strToday;
string strKey = bReal ? "ask-"+m_strToday : "ask-simul-"+m_strToday;
ASK_LOG log = new ASK_LOG();
log.m_strCode = strCode;
@@ -260,33 +273,52 @@ namespace upper_limit_crawler
log.m_bLosscut = bLosscut;
log.m_iProfit = iProfit;
log.m_fProfitRate = fProfitRate;
m_AskLogs.Add(log);
m_DB.Insert(strKey, m_AskLogs);
if(bReal == true)
{
m_AskLogs.Add(log);
m_DB.Insert(strKey, m_AskLogs);
}
else
{
m_AskLogsSimul.Add(log);
m_DB.Insert(strKey, m_AskLogsSimul);
}
}
List<ASK_LOG> GetAskLog(string strDate)
List<ASK_LOG> GetAskLog(string strDate, bool bReal)
{
string strKey = "ask-"+strDate;
string strKey = bReal ? "ask-"+m_strToday : "ask-simul-"+m_strToday;
if(m_DB.IsExist(strKey) == true)
return m_DB.Get<List<ASK_LOG>>(strKey);
else
return new List<ASK_LOG>();
}
public void DumpLog()
public void DumpLog(bool bReal)
{
StringBuilder sb = new StringBuilder();
foreach(string strCode in m_AvailableList)
sb.AppendLine(strCode+",");
sb.AppendLine("\"" +strCode+ "\",");
foreach(BID_LOG log in m_BidLogs)
sb.AppendFormat("매수, {0}, {1}, {2}, {3}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iBidPrice, log.m_f5MAslope.ToString("0.00%"));
foreach(ASK_LOG log in m_AskLogs)
sb.AppendFormat("매도, {0}, {1}, {2}, {3}, {4}, {5}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iAskPrice, log.m_f5MAslope.ToString("0.00%"), log.m_iProfit, log.m_fProfitRate.ToString("0.00%"));
System.IO.File.WriteAllText(ULUtil.GetLogDir()+"dblog-"+m_strToday+".csv", sb.ToString(), Encoding.UTF8);
if(bReal == true)
{
foreach(BID_LOG log in m_BidLogs)
sb.AppendFormat("매수, {0}, {1}, {2}, {3}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iBidPrice, log.m_f5MAslope.ToString("0.00%"));
foreach(ASK_LOG log in m_AskLogs)
sb.AppendFormat("매도, {0}, {1}, {2}, {3}, {4}, {5}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iAskPrice, log.m_f5MAslope.ToString("0.00%"), log.m_iProfit, log.m_fProfitRate.ToString("0.00%"));
System.IO.File.WriteAllText(ULUtil.GetLogDir()+"dblog-"+m_strToday+".csv", sb.ToString(), Encoding.UTF8);
}
else
{
foreach(BID_LOG log in m_BidLogsSimul)
sb.AppendFormat("매수, {0}, {1}, {2}, {3}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iBidPrice, log.m_f5MAslope.ToString("0.00%"));
foreach(ASK_LOG log in m_AskLogsSimul)
sb.AppendFormat("매도, {0}, {1}, {2}, {3}, {4}, {5}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iAskPrice, log.m_f5MAslope.ToString("0.00%"), log.m_iProfit, log.m_fProfitRate.ToString("0.00%"));
System.IO.File.WriteAllText(ULUtil.GetLogDir()+"dblog-simul-"+m_strToday+".csv", sb.ToString(), Encoding.UTF8);
}
}
}
}