- 5MA 계산 버그 수정

- 매수, 매도 조건 수정 : 5MA slope 조건 추가
- 기본 파라미터 수정

MainForm.Designer.cs

@@ -187,7 +187,7 @@
 			this.tbLossCut.Name = "tbLossCut";
 			this.tbLossCut.Size = new System.Drawing.Size(100, 21);
 			this.tbLossCut.TabIndex = 10;
-			this.tbLossCut.Text = "2.0%";
+			this.tbLossCut.Text = "3.0%";
 			this.tbLossCut.TextAlign = System.Windows.Forms.HorizontalAlignment.Center;
 			// 
 			// label6
@@ -266,6 +266,9 @@
 			// 
 			// splitContainer1
 			// 
+			this.splitContainer1.Anchor = ((System.Windows.Forms.AnchorStyles)((((System.Windows.Forms.AnchorStyles.Top | System.Windows.Forms.AnchorStyles.Bottom) 
+            | System.Windows.Forms.AnchorStyles.Left) 
+            | System.Windows.Forms.AnchorStyles.Right)));
 			this.splitContainer1.Location = new System.Drawing.Point(0, 0);
 			this.splitContainer1.Name = "splitContainer1";
 			this.splitContainer1.Orientation = System.Windows.Forms.Orientation.Horizontal;

MainForm.cs

@@ -277,10 +277,19 @@ namespace upper_limit_crawler
 		{
 			Console.WriteLine("시뮬레이션 시작");
 
-			string strCode = "A096040";
+
-			string strCodeName = "이트론";
+			List<string> aCodeList = new List<string> { "039230", "054620", "077970", "079950", "085370", "090470", "123010", "123860", "191420", "208860" };
-			string strPrevDate = "20160725";
+			//List<string> aCodeList = new List<string> { "077970" };
-			string strDate = "20160726";
+			string strPrevDate = "20160728";
+			string strDate = "20160729";
+			int iTotalProfit = 0;
+
+			foreach (string code in aCodeList)
+			{
+				string strCode = "A" + code;
+				string strCodeName = ULUtil.GetCodeName(strCode);
+
+				Console.WriteLine("{0}({1})", strCodeName, strCode);
 
 				List<chart_data> DataList = new List<chart_data>();
 
@@ -331,7 +340,8 @@ namespace upper_limit_crawler
 				}
 
 
-
+				int iTotalBidPrice = 0;
+				int iTotalAskPrice = 0;
 
 				ULWatchItem WatchItem = new ULWatchItem();
 				WatchItem.m_strCode = strCode;
@@ -359,30 +369,37 @@ namespace upper_limit_crawler
 					float fCompRate = WatchItem.m_iCurPrice / (float)WatchItem.m_iPrevClosing - 1.0f;
 					if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin && fCompRate <= m_DataMgr.m_Setting.m_fBidMax)
 					{
-					if (m_DataMgr.IsInBlackList(iTime, strCode) == true)
+						if (m_DataMgr.IsInPostponeList(iTime, strCode) == true)
 						{
 							//Console.WriteLine("[{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 = WatchItem.GetPrev5MASlope(iTime);
-					if (f5MASlope <= 0)
+						if (float.IsNaN(f5MASlope) || f5MASlope < 0.002f)
 						{
 							//Console.WriteLine("[{0}] 조건 매수 실패. 5ma 상승하지 않음 {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"));
 							continue;
 						}
 
 						// bid and add to black list
-					Console.WriteLine("[{0}] [{1}] 조건 매수 {2}원 ({3}) (5MA slop:{4:0.00})", iTime, WatchItem.m_strCodeName, WatchItem.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope);
+						Console.WriteLine("[{0}] [{1}] 조건 매수 {2}원 ({3}) (5MA slop:{4})", iTime, WatchItem.m_strCodeName, WatchItem.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope.ToString("0.00%"));
-					ULUtil.TraceCSV("조건 매수", WatchItem.m_strCodeName, WatchItem.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope);
+						ULUtil.TraceCSV(iTime, "[시뮬레이션] 조건 매수", WatchItem.m_strCodeName, WatchItem.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope.ToString("0.00%"));
 
-					OwnItem.m_iUnitBEP = (OwnItem.m_iUnitBEP*OwnItem.m_iConclusionBalanceCnt + iCurPrice)/ (OwnItem.m_iConclusionBalanceCnt+1);
+						int iBidCnt = (int)m_DataMgr.m_Setting.m_fBidAmount / iCurPrice;
-					OwnItem.m_iConclusionBalanceCnt++;
+
+						iTotalBidPrice += iCurPrice* iBidCnt;
+						OwnItem.m_iUnitBEP = (OwnItem.m_iUnitBEP * OwnItem.m_iConclusionBalanceCnt + iCurPrice * iBidCnt) / (OwnItem.m_iConclusionBalanceCnt + iBidCnt);
+						OwnItem.m_iConclusionBalanceCnt += iBidCnt;
 
 						OwnItem.m_strCodeName = WatchItem.m_strCodeName;
 
 						//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);
 					}
 
 
@@ -391,8 +408,12 @@ namespace upper_limit_crawler
 						// loss cut
 						if (iCurPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut))
 						{
+							m_DataMgr.AddLosscutItem(strCode);
+
 							Console.WriteLine("[{0}] [{1}] 손절 {2}원 ({3}:{4})", iTime, OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"));
-						ULUtil.TraceCSV("손절", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"));
+							ULUtil.TraceCSV(iTime, "[시뮬레이션] 손절", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"));
+
+							iTotalAskPrice += iCurPrice * OwnItem.m_iConclusionBalanceCnt;
 							OwnItem.m_iUnitBEP = 0;
 							OwnItem.m_iConclusionBalanceCnt = 0;
 
@@ -408,15 +429,16 @@ namespace upper_limit_crawler
 						else if (iCurPrice <= OwnItem.m_iMaxPrice - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing)
 						{
 							float f5MASlope = WatchItem.GetPrev5MASlope(iTime);
-						if (f5MASlope > 0)
+							if (float.IsNaN(f5MASlope) || f5MASlope > -0.0100f)
 							{
 								//Console.WriteLine("[{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;
 							}
 
-						Console.WriteLine("[{0}] [{1}] 트레일링 매도 {2}원 ({3}:{4}) (5MA slop:{5:0.00})", iTime, OwnItem.m_strCodeName, iCurPrice, iCurPrice- OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), f5MASlope);
+							Console.WriteLine("[{0}] [{1}] 트레일링 매도 {2}원 ({3}:{4}) (5MA slop:{5})", iTime, OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), f5MASlope.ToString("0.00%"));
-						ULUtil.TraceCSV("트레일링 매도", OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), f5MASlope);
+							ULUtil.TraceCSV(iTime, "[시뮬레이션] 트레일링 매도", OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), f5MASlope.ToString("0.00%"));
 
+							iTotalAskPrice += iCurPrice * OwnItem.m_iConclusionBalanceCnt;
 							OwnItem.m_iUnitBEP = 0;
 							OwnItem.m_iConclusionBalanceCnt = 0;
 
@@ -424,28 +446,46 @@ namespace upper_limit_crawler
 							//m_OwnList.Remove(OwnItem);
 							//m_DataMgr.RemoveWatch(strCode);
 						}
-					// steadiness
+						//// steadiness
-					else if (WatchItem.GetAvgDiff(iTime) < WatchItem.m_iPrevClosing*0.01)
+						//else if (WatchItem.GetAvgDiff(iTime) < WatchItem.m_iPrevClosing*0.01)
+						//{
+						//	//m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
+						//	//m_OwnList.Remove(OwnItem);
+						//	//m_DataMgr.RemoveWatch(strCode);
+
+						//	Console.WriteLine("[{0}] [{1}] 보합 처리 {2}원 ({3}:{4}) {5}",
+						//		iTime,
+						//		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("[시뮬레이션]", "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);
+
+						//	OwnItem.m_iUnitBEP = 0;
+						//}
+					}
+				}
+
+
+				if (OwnItem.m_iConclusionBalanceCnt > 0)
 				{
-						//m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
+					iTotalAskPrice += WatchItem.FinalPrice() * OwnItem.m_iConclusionBalanceCnt;
-						//m_OwnList.Remove(OwnItem);
-						//m_DataMgr.RemoveWatch(strCode);
-
-						Console.WriteLine("[{0}] [{1}] 보합 처리 {2}원 ({3}:{4}) {5}",
-							iTime,
-							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);
-
 					OwnItem.m_iUnitBEP = 0;
-					}
+					OwnItem.m_iConclusionBalanceCnt = 0;
-				}
 				}
 
+				Console.WriteLine("Profit : {0}/{1} ({2}:{3:0.00%})", iTotalBidPrice, iTotalAskPrice, iTotalAskPrice - iTotalBidPrice, iTotalAskPrice / (float)iTotalBidPrice - 1.0f);
+				Console.WriteLine("\n");
+
+				iTotalProfit += (iTotalAskPrice - iTotalBidPrice);
+
+				//WatchItem.PrintChart();
+			}
+
+			Console.WriteLine("total : {0}", iTotalProfit);
 			Console.WriteLine("시뮬레이션 끝");
+
 		}
 	}
 }

ULBalanceDlg.cs

@@ -206,6 +206,7 @@ namespace upper_limit_crawler
 							m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
 							m_OwnList.Remove(OwnItem);
 							m_DataMgr.RemoveWatch(strCode);
+							m_DataMgr.AddLosscutItem(strCode);
 
 							ULUtil.Trace("[{0}] 손절 {1}원 ({2}) {3}", OwnItem.m_strCodeName, iCurPrice, (iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f).ToString("0.00%"), WatchItem.m_iHighestPrice);
 							ULUtil.TraceCSV("손절", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), WatchItem.m_iHighestPrice);
@@ -219,7 +220,7 @@ namespace upper_limit_crawler
 						else if (iCurPrice <= OwnItem.m_iMaxPrice - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing)
 						{
 							float f5MASlope = WatchItem.GetPrev5MASlope(iTime);
-							if (f5MASlope > 0)
+							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%")));
 								continue;
@@ -229,32 +230,32 @@ namespace upper_limit_crawler
 							m_OwnList.Remove(OwnItem);
 							m_DataMgr.RemoveWatch(strCode);
 
-							ULUtil.Trace("[{0}] 트레일링 매도 {1}원 ({2}:{3}) (5MA slop:{4:0.00}) {5}", 
+							ULUtil.Trace("[{0}] 트레일링 매도 {1}원 ({2}:{3}) (5MA slop:{4}) {5}", 
 								OwnItem.m_strCodeName, 
 								iCurPrice, 
 								iCurPrice - OwnItem.m_iUnitBEP, 
 								(iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f).ToString("0.00%"), 
-								f5MASlope,
+								f5MASlope.ToString("0.00%"),
 								WatchItem.m_iHighestPrice);
-							ULUtil.TraceCSV("트레일링 매도", OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), f5MASlope, WatchItem.m_iHighestPrice);
+							ULUtil.TraceCSV("트레일링 매도", OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), f5MASlope.ToString("0.00%"), WatchItem.m_iHighestPrice);
 						}
 					}
 
 					// steadiness
-					if (WatchItem.GetAvgDiff(iTime) < WatchItem.m_iPrevClosing*0.01)
+					//if (WatchItem.GetAvgDiff(iTime) < WatchItem.m_iPrevClosing*0.01)
-					{
+					//{
-						m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
+					//	m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
-						m_OwnList.Remove(OwnItem);
+					//	m_OwnList.Remove(OwnItem);
-						m_DataMgr.RemoveWatch(strCode);
+					//	m_DataMgr.RemoveWatch(strCode);
 
-						ULUtil.Trace("[{0}] 보합 처리 {1}원 ({2}:{3}) {4}",
+					//	ULUtil.Trace("[{0}] 보합 처리 {1}원 ({2}:{3}) {4}",
-								OwnItem.m_strCodeName,
+					//			OwnItem.m_strCodeName,
-								WatchItem.m_iCurPrice,
+					//			WatchItem.m_iCurPrice,
-								WatchItem.m_iCurPrice - OwnItem.m_iUnitBEP,
+					//			WatchItem.m_iCurPrice - OwnItem.m_iUnitBEP,
-								(WatchItem.m_iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"),
+					//			(WatchItem.m_iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"),
-								WatchItem.m_iHighestPrice);
+					//			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);
+					//	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);
-					}
+					//}
 				}
 			}
 		}

ULDataMgr.cs

@@ -1,5 +1,4 @@
-using MySql.Data.MySqlClient;
+using System;
-using System;
 using System.Collections;
 using System.Collections.Generic;
 using System.Linq;
@@ -20,9 +19,9 @@ namespace upper_limit_crawler
 		public float m_fLossCut;
 	}
 
-	public struct BLACKLIST
+	public struct POSTPONE_ITEM
 	{
-		public BLACKLIST(string strCode, int iTime)
+		public POSTPONE_ITEM(string strCode, int iTime)
 		{
 			m_strCode = strCode;
 			m_iTime = iTime;
@@ -39,7 +38,9 @@ namespace upper_limit_crawler
 		ULTrader m_Trader = new ULTrader();
 
 		Dictionary<string, ULWatchItem> m_WatchList = new Dictionary<string, ULWatchItem>();
-		List<BLACKLIST> m_BlackList = new List<BLACKLIST>();
+		List<POSTPONE_ITEM> m_PostponeList = new List<POSTPONE_ITEM>();
+		Dictionary<string, int> m_LossCutList = new Dictionary<string, int>();
+		List<string> m_BlackList = new List<string>();
 
 		public ULDataMgr()
 		{
@@ -109,15 +110,34 @@ namespace upper_limit_crawler
 			}
 		}
 
-		public void AddBlackList(int iTime, string strCode)
+		public void AddPostphoneItem(int iTime, string strCode)
 		{
-			BLACKLIST black = new BLACKLIST(strCode, iTime);
+			POSTPONE_ITEM postpone = new POSTPONE_ITEM(strCode, iTime);
-			m_BlackList.Add(black);
+			m_PostponeList.Add(postpone);
 		}
 
-		public bool IsInBlackList(int iTime, string strCode)
+		public bool IsInPostponeList(int iTime, string strCode)
 		{
-			return m_BlackList.Any(r => r.m_strCode == strCode && ULUtil.IsInTime(r.m_iTime, iTime, 5));
+			return m_PostponeList.Any(r => r.m_strCode == strCode && ULUtil.IsInTime(r.m_iTime, iTime, 4));
+		}
+
+		public void AddLosscutItem(string strCode)
+		{
+			if(m_LossCutList.ContainsKey(strCode) == false)
+			{
+				m_LossCutList.Add(strCode, 1);
+			}
+			else
+			{
+				m_LossCutList[strCode] += 1;
+				if(m_LossCutList[strCode] >= 2)
+					m_BlackList.Add(strCode);
+			}
+		}
+
+		public bool IsInBlackList(string strCode)
+		{
+			return m_BlackList.Any(r => r == strCode);
 		}
 
 		public Dictionary<string, ULWatchItem> GetWatchList()

ULMonitorDlg.cs

@@ -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%"));
 						}
 					}
 				}

ULWatchItem.cs

@@ -48,6 +48,8 @@ namespace upper_limit_crawler
 
 			public int m_iTime;
 			public float m_fMA;
+
+			override public string ToString() { return string.Format("Time : {0}, m_fMA : {1}", m_iTime, m_fMA); }
 		}
 
 
@@ -76,10 +78,14 @@ namespace upper_limit_crawler
 			m_PriceList.Add(node);
 
 			bool bMakeNew = Insert1MinChart(iTime, iPrice);
-			if(bMakeNew == true && m_1MinChart.Keys.Count >= 2)
+			if(bMakeNew == true)
 			{
-				int iTimeKey = m_1MinChart.Keys[m_1MinChart.Keys.Count-2];
+				int i5MAIdx = m_1MinChart.IndexOfKey(iTime) - 1;
-				Insert5MAChart(iTimeKey);
+				if (i5MAIdx >= 0)
+				{
+					int i5MATime = m_1MinChart.Keys[i5MAIdx];
+					Insert5MAChart(i5MATime);
+				}
 			}
 		}
 
@@ -126,24 +132,24 @@ namespace upper_limit_crawler
 			}
 		}
 
-		public int GetHour(int iTime)
+		int GetHour(int iTime)
 		{
 			return iTime / 10000;
 		}
 
-		public int GetMinute(int iTime)
+		int GetMinute(int iTime)
 		{
 			return (iTime / 100) % 100;
 		}
 
-		public int GetSecond(int iTime)
+		int GetSecond(int iTime)
 		{
 			return iTime % 100;
 		}
 
-		public int GetTimeKey1Min(int iHour, int iMin, int iSecond)
+		int GetTimeKey1Min(int iHour, int iMin, int iSecond)
 		{
-			return iHour*10000 + iMin*100 + iSecond;
+			return iHour*10000 + iMin*100;
 		}
 
 		bool Insert1MinChart(int iTime, int iPrice)
@@ -152,6 +158,7 @@ namespace upper_limit_crawler
 			int iMin = GetMinute(iTime);
 			int iSec = GetSecond(iTime);
 
+
 			int iKey = GetTimeKey1Min(iHour, iMin, iSec);
 			bool bMadeNew = false;
 			if (m_1MinChart.ContainsKey(iKey) == false)
@@ -202,6 +209,19 @@ namespace upper_limit_crawler
 			}
 		}
 
+		public int FinalPrice()
+		{
+			return m_PriceList.Last().m_iPrice;
+		}
+
+		bool IsInTimeIdx(int iTime1, int iTime2, int iCnt)
+		{
+			int iIdx1 = m_1MinChart.IndexOfKey(iTime1);
+			int iIdx2 = m_1MinChart.IndexOfKey(iTime2);
+
+			return (iIdx1 < iIdx2 && iIdx1 > iIdx2 - iCnt);
+		}
+
 		void Insert5MAChart(int iTime)
 		{
 			int iHour = GetHour(iTime);
@@ -210,26 +230,30 @@ namespace upper_limit_crawler
 
 			int iInsertKey = GetTimeKey1Min(iHour, iMin, iSec);
 
-			if(iMin == 0)
-			{
-				iHour--;
-				iMin = 59;
-			}
-			else
-			{
-				iMin--;
-			}
-			int iSearchtKey = GetTimeKey1Min(iHour, iMin, iSec);
-
 			MATick tick = null;
 			if (m_5MAChart.ContainsKey(iInsertKey) == false)
 				tick = new MATick(iTime, 0);
 			else
 				tick = m_5MAChart[iInsertKey];
 
+			
+			float fMA = 0;
 			int iIdx = m_1MinChart.IndexOfKey(iInsertKey);
-			IEnumerable<KeyValuePair<int, CandleTick>> Search = m_1MinChart.Where(r => ULUtil.IsInTime(r.Key, iSearchtKey, 4));
+			if (iIdx >= 4)
-			float fMA = Search.Count() == 5 ? (float)Search.Average(r => r.Value.m_iEnd) : 0;
+			{
+				int iCnt = 0;
+				for (int i = 0; i < 5 && iIdx >= 0; i++)
+				{
+					fMA += (float)m_1MinChart.Values[iIdx-i].m_iEnd;
+					iCnt++;
+				}
+
+				fMA /= iCnt;
+			}
+			else
+			{
+				fMA = float.NaN;
+			}
 			tick.m_fMA = fMA;
 
 			if(m_5MAChart.ContainsKey(iInsertKey) == true)
@@ -284,14 +308,13 @@ namespace upper_limit_crawler
 
 		public float GetPrev5MASlope(int iTime)
 		{
-			int iKey = (iTime / 100) * 100 - 100;
+			int iLastIdx = m_1MinChart.IndexOfKey(iTime)-1;
-			int iPrevKey = iKey - 100;
+			if(iLastIdx <= 1)
-			if (m_5MAChart.ContainsKey(iKey) == false || m_5MAChart.ContainsKey(iPrevKey) == false)
+				return float.NaN;
-				return 0;
 
-			MATick lastMA = m_5MAChart[iKey];
+			MATick LastMA = m_5MAChart.Values[iLastIdx];
-			MATick prevMA = m_5MAChart[iPrevKey];
+			MATick PrevMA = m_5MAChart.Values[iLastIdx-1];
-			return lastMA.m_fMA - prevMA.m_fMA;
+			return (LastMA.m_fMA - PrevMA.m_fMA) / m_iPrevClosing;
 		}
 
 		public bool Is5MAGoingUp()
@@ -327,11 +350,13 @@ namespace upper_limit_crawler
 
 		public float GetAvgDiff(int iTime)
 		{
-			IEnumerable<KeyValuePair<int, CandleTick>> itor = m_1MinChart.Where(r => ULUtil.IsInTime(r.Key, iTime, 5));
+			IEnumerable<KeyValuePair<int, CandleTick>> itor = m_1MinChart.Where(r => ULUtil.IsInTime(r.Key, iTime, 30));
 
-			float fSum = itor.Sum(r => r.Value.m_iEnd);
+			if (itor.Count() < 30)
-			fSum += itor.Sum(r => r.Value.m_iStart);
+				return 100000;
-			return fSum / (itor.Count()*2);
+
+			float fSum = itor.Sum(r => r.Value.m_iHighest-r.Value.m_iLowest);
+			return fSum / (itor.Count());
 		}
 	}
 }

UlUtil.cs

@@ -15,6 +15,7 @@ namespace upper_limit_crawler
 		//static string m_strLogServer = "http://mjjo53.us.to:8000";
 
 		static CPUTILLib.CpCybos m_CPUtil = new CPUTILLib.CpCybos();
+		static CPUTILLib.CpCodeMgr m_CPCodeMgr = new CPUTILLib.CpCodeMgr();
 		static TextBox m_tbLog = null;
 		static string m_strLogFileName;
 		static string m_strCSVFileName;
@@ -248,6 +249,11 @@ namespace upper_limit_crawler
 			return (m_CPUtil.IsConnect==1);
 		}
 
+		public static string GetCodeName(string strCode)
+		{
+			return m_CPCodeMgr.CodeToName(strCode);
+		}
+
 		public static void Reset()
 		{
 			m_CPUtil = null;

upper-limit-crawler.csproj

@@ -44,7 +44,6 @@
     <ApplicationManifest>Properties\app.manifest</ApplicationManifest>
   </PropertyGroup>
   <ItemGroup>
-    <Reference Include="MySql.Data, Version=6.9.6.0, Culture=neutral, PublicKeyToken=c5687fc88969c44d, processorArchitecture=MSIL" />
     <Reference Include="System" />
     <Reference Include="System.Core" />
     <Reference Include="System.Xml.Linq" />