trade/upper-limit-crawler
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현재가, 매수 후 최고가 디버그

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This commit is contained in:
mjjo
2016-08-11 01:02:54 +09:00
parent eb48b58b7e
commit 5bb7f2363a
7 changed files with 107 additions and 43 deletions
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70
ULBalanceDlg.cs
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@@ -29,8 +29,9 @@ namespace upper_limit_crawler
public double m_dConclusionUnitPrice;
public long m_iUnitBEP;
public int m_iBidTime;
public int m_iCurPrice;
public int m_iMaxPrice;
public int m_iMaxPriceAfterBid;
public bool m_bCheck;
};
@@ -126,14 +127,15 @@ namespace upper_limit_crawler
int iCurPrice = 0;
m_DataMgr.AddWatch(strCode, strCodeName, iCurPrice, iCurPrice);
OWN_ITEM OwnItem = m_OwnList.Find(itemFind => itemFind.m_strCode == strCode);
if (OwnItem == null)
{
OwnItem = new OWN_ITEM();
m_OwnList.Add(OwnItem);
}
m_DataMgr.AddWatch(strCode, strCodeName);
OwnItem.m_strCodeName = strCodeName;
OwnItem.m_iPayBalance = iPayBalance;
OwnItem.m_iPayUnitPrice = iPayUnitPrice;
@@ -146,7 +148,8 @@ namespace upper_limit_crawler
OwnItem.m_dConclusionUnitPrice = dConclusionUnitPrice;
OwnItem.m_iUnitBEP = iUnitBEP;
OwnItem.m_iCurPrice = iCurPrice;
OwnItem.m_iMaxPrice = iCurPrice;
OwnItem.m_iMaxPriceAfterBid = Math.Max(iCurPrice, OwnItem.m_iMaxPriceAfterBid);
OwnItem.m_iBidTime=m_DataMgr.GetBidTime(strCode);
OwnItem.m_bCheck = true;
ListViewItem listViewItem = new ListViewItem(new string[] { strCode, strCodeName, dConclusionUnitPrice.ToString("###,###,##0"),
@@ -194,9 +197,28 @@ namespace upper_limit_crawler
OwnItem.m_iEvaluationPrice = iCurPrice * OwnItem.m_iConclusionBalanceCnt;
OwnItem.m_iEvaluationProfit = iComp * OwnItem.m_iConclusionBalanceCnt;
OwnItem.m_dProfitRate = iComp / (float)OwnItem.m_iUnitBEP;
OwnItem.m_iMaxPrice = WatchItem.m_iHighestPrice;
OwnItem.m_iMaxPriceAfterBid=WatchItem.GetHighestPriceAfter(OwnItem.m_iBidTime);
if(iCurPrice > 0)
ListViewItem lvItem = lvBalance.FindItemWithText(strCode);
if(lvItem != null)
{
lvItem.SubItems[chCurPrice.Index].Text = iCurPrice.ToString("###,###,##0");
lvItem.SubItems[chEvaluationPrice.Index].Text = OwnItem.m_iEvaluationPrice.ToString("###,###,##0");
lvItem.SubItems[chEvaluationProfit.Index].Text = OwnItem.m_iEvaluationProfit.ToString("###,###,##0");
if(OwnItem.m_iEvaluationProfit > 0)
lvItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Red;
else
lvItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Blue;
lvItem.SubItems[chEvaluationPrice.Index].Text = OwnItem.m_iEvaluationPrice.ToString("###,###,##0");
lvItem.SubItems[chProfitRate.Index].Text = OwnItem.m_dProfitRate.ToString("#,##0.00%");
lvItem.SubItems[chHighPriceAfterBid.Index].Text = OwnItem.m_iMaxPriceAfterBid.ToString("###,###,##0");
if(OwnItem.m_dProfitRate > 0)
lvItem.SubItems[chProfitRate.Index].ForeColor = Color.Red;
else
lvItem.SubItems[chProfitRate.Index].ForeColor = Color.Blue;
}
if(ULUtil.IsTradingTime() == true && iCurPrice > 0)
{
// loss cut
if(iCurPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut))
@@ -218,12 +240,12 @@ namespace upper_limit_crawler
// 미체결 잔량 취소
}
// trailing
else if(iCurPrice <= OwnItem.m_iMaxPrice - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing)
else if(iCurPrice <= OwnItem.m_iMaxPriceAfterBid - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing)
{
float f5MASlope = WatchItem.GetPrev5MASlope(iTime);
if(float.IsNaN(f5MASlope) || f5MASlope > -0.0100f)
{
Console.WriteLine(string.Format("[{0}] [{1}] 트레일링 매도 대기. 5ma 상승 중 {2}원 ({3})", iTime, OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%")));
ULUtil.Trace(string.Format("[{0}] [{1}] 트레일링 매도 대기. 5ma 상승 중 {2}원 ({3})", iTime, OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%")));
continue;
}
@@ -244,25 +266,21 @@ namespace upper_limit_crawler
ULUtil.TraceCSV("트레일링 매도", OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, fProfitRate.ToString("0.00%"), f5MASlope.ToString("0.00%"), WatchItem.m_iHighestPrice);
m_DataMgr.AddAskLog(strCode, WatchItem.m_strCodeName, iTime, iCurPrice, f5MASlope, false, iProfit, fProfitRate, true);
}
}
// steadiness
else if(ULUtil.GetTimeDiff(OwnItem.m_iBidTime, iTime) > 3000)
{
m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
m_OwnList.Remove(OwnItem);
m_DataMgr.RemoveWatch(strCode);
ListViewItem lvItem = lvBalance.FindItemWithText(strCode);
if(lvItem != null)
{
lvItem.SubItems[chCurPrice.Index].Text = iCurPrice.ToString("###,###,##0");
lvItem.SubItems[chEvaluationPrice.Index].Text = OwnItem.m_iEvaluationPrice.ToString("###,###,##0");
lvItem.SubItems[chEvaluationProfit.Index].Text = OwnItem.m_iEvaluationProfit.ToString("###,###,##0");
if(OwnItem.m_iEvaluationProfit > 0)
lvItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Red;
else
lvItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Blue;
lvItem.SubItems[chEvaluationPrice.Index].Text = OwnItem.m_iEvaluationPrice.ToString("###,###,##0");
lvItem.SubItems[chProfitRate.Index].Text = OwnItem.m_dProfitRate.ToString("#,##0.00%");
lvItem.SubItems[chHighestPrice.Index].Text = WatchItem.m_iHighestPrice.ToString("###,###,##0");
if(OwnItem.m_dProfitRate > 0)
lvItem.SubItems[chProfitRate.Index].ForeColor = Color.Red;
else
lvItem.SubItems[chProfitRate.Index].ForeColor = Color.Blue;
ULUtil.Trace("[{0}] 보합 처리 {1}원 ({2}:{3}) {4}",
OwnItem.m_strCodeName,
WatchItem.m_iCurPrice,
WatchItem.m_iCurPrice - OwnItem.m_iUnitBEP,
(WatchItem.m_iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"),
WatchItem.m_iHighestPrice);
ULUtil.TraceCSV("보합 처리", OwnItem.m_strCodeName, WatchItem.m_iCurPrice, WatchItem.m_iCurPrice - OwnItem.m_iUnitBEP, (WatchItem.m_iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), WatchItem.m_iHighestPrice);
}
}
}