trade/upper-limit-crawler
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- 5MA 계산 버그 수정

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- 매수, 매도 조건 수정 : 5MA slope 조건 추가
- 기본 파라미터 수정
This commit is contained in:
mjjo
2016-08-01 01:29:48 +09:00
parent b831b56934
commit 62315062bf
8 changed files with 307 additions and 209 deletions
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16
ULMonitorDlg.cs
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@@ -160,14 +160,18 @@ namespace upper_limit_crawler
if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin && fCompRate <= m_DataMgr.m_Setting.m_fBidMax)
{
int iTime = ULUtil.GetCurTimeInt();
if (m_DataMgr.IsInBlackList(iTime, strCode) == true)
if (m_DataMgr.IsInPostponeList(iTime, strCode) == true)
{
//ULUtil.Trace("[{0}] 조건 매수 실패. black list {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"));
continue;
}
else if(m_DataMgr.IsInBlackList(strCode) == true)
{
continue;
}
float f5MASlope = item.GetPrev5MASlope(iTime);
if (f5MASlope <= 0)
if(float.IsNaN(f5MASlope) || f5MASlope < 0.002f)
{
//ULUtil.Trace("[{0}] 조건 매수 실패. 5ma 상승하지 않음 {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"));
continue;
@@ -175,16 +179,16 @@ namespace upper_limit_crawler
// bid and add to black list
m_DataMgr.GetTrader().Buy(strCode, item.m_iCurPrice, (int)m_DataMgr.m_Setting.m_fBidAmount);
m_DataMgr.AddBlackList(iTime, strCode);
m_DataMgr.AddPostphoneItem(iTime, strCode);
ULUtil.Trace("[{0}] 조건 매수 {1}원 ({2}) (5MA slop:{3:0.00})",
ULUtil.Trace("[{0}] 조건 매수 {1}원 ({2}) (5MA slop:{3})",
item.m_strCodeName,
item.m_iCurPrice,
fCompRate.ToString("0.00%"),
f5MASlope);
f5MASlope.ToString("0.00%"));
ULUtil.TraceCSV("조건 매수", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope);
ULUtil.TraceCSV("조건 매수", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope.ToString("0.00%"));
}
}
}