- 매수, 매도 정보 leveldb로 저장

2016-08-01 18:58:02 +09:00
parent f450f20d79
commit c94598d20c
6 changed files with 128 additions and 42 deletions
--- a/ULBalanceDlg.cs
+++ b/ULBalanceDlg.cs
@@ -225,18 +225,21 @@ namespace upper_limit_crawler
 						if (iCurPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut))
 						{
 							m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
-							m_OwnList.Remove(OwnItem);
+                            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);
-							
+                            int iProfit = iCurPrice-(int)OwnItem.m_iUnitBEP;
+                            float fProfitRate = iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f;

-							// own에서 삭제하고 미체결 리스트에 넣고, watch에서도 뺀다
+                            ULUtil.Trace("[{0}] 손절 {1}원 ({2}) {3}", OwnItem.m_strCodeName, iCurPrice, fProfitRate.ToString("0.00%"), WatchItem.m_iHighestPrice);
+							ULUtil.TraceCSV("손절", OwnItem.m_strCodeName, iCurPrice, fProfitRate.ToString("0.00%"), WatchItem.m_iHighestPrice);
+                            m_DataMgr.AddAskLog(strCode, WatchItem.m_strCodeName, iTime, iCurPrice, float.NaN, true, iProfit, fProfitRate);

-							// 미체결 잔량 취소
-						}
+                            // own에서 삭제하고 미체결 리스트에 넣고, watch에서도 뺀다
+
+                            // 미체결 잔량 취소
+                        }
 						// trailing
 						else if (iCurPrice <= OwnItem.m_iMaxPrice - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing)
 						{
@@ -251,15 +254,19 @@ namespace upper_limit_crawler
 							m_OwnList.Remove(OwnItem);
 							m_DataMgr.RemoveWatch(strCode);

-							ULUtil.Trace("[{0}] 트레일링 매도 {1}원 ({2}:{3}) (5MA slop:{4}) {5}", 
+                            int iProfit = iCurPrice-(int)OwnItem.m_iUnitBEP;
+                            float fProfitRate = iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f;
+
+                            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.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.ToString("0.00%"), WatchItem.m_iHighestPrice);
-						}
+							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, float.NaN, false, iProfit, fProfitRate);
+                        }
 					}

 					// steadiness
--- a/ULDB.cs
+++ b/ULDB.cs
@@ -0,0 +1,36 @@
+using System;
+using System.Collections.Generic;
+using System.Data;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace upper_limit_crawler
+{
+	public class ULDB
+	{
+		const string DBNAME = "DB";
+
+		LevelDB.DB m_DB = null;
+		LevelDB.WriteOptions m_DefaultWriteOption = new LevelDB.WriteOptions();
+		LevelDB.ReadOptions m_DefaultReadOption = new LevelDB.ReadOptions();
+
+		public ULDB()
+		{
+			LevelDB.Options OpenOption = new LevelDB.Options();
+			OpenOption.CreateIfMissing=true;
+			m_DB=LevelDB.DB.Open(DBNAME, OpenOption);
+		}
+
+		public void Put(string strKey, LevelDB.Slice Value)
+		{
+			m_DB.Put(m_DefaultWriteOption, strKey, Value);
+		}
+
+		public LevelDB.Slice Get(string strKey)
+		{
+			LevelDB.Slice Value = m_DB.Get(m_DefaultReadOption, strKey);
+			return Value;
+		}
+	}
+}
--- a/ULDataMgr.cs
+++ b/ULDataMgr.cs
@@ -1,6 +1,7 @@
 using System;
 using System.Collections;
 using System.Collections.Generic;
+using System.Data;
 using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
@@ -34,20 +35,27 @@ namespace upper_limit_crawler
 	public class ULDataMgr
 	{
 		public SETTING m_Setting = new SETTING();
+        public ULDB m_DB = new ULDB();

-		ULTrader m_Trader = new ULTrader();
+        ULTrader m_Trader = new ULTrader();

 		Dictionary<string, ULWatchItem> m_WatchList = new Dictionary<string, ULWatchItem>();
 		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>();

+        string m_AvailableListKey;
+        List<string> m_AvailableList = new List<string>();
+
 		long m_iCacheBalance = 0;
 		long m_iEvalProfit = 0;

 		public ULDataMgr()
 		{
-		}
+            m_AvailableListKey= "available-"+ULUtil.GetCurTime().ToString("yyyy-MM-dd");
+            string strValue = m_DB.Get(m_AvailableListKey).ToString();
+            m_AvailableList=strValue.Split(',').ToList();
+        }

 		public void Init()
 		{
@@ -167,5 +175,33 @@ namespace upper_limit_crawler
 		{
 			return m_iEvalProfit;
 		}
-	}
+
+        public ULDB GetDB()
+        {
+            return m_DB;
+        }
+
+        public void AddAvailableItem(string strCode)
+        {
+            if(m_AvailableList.Any(r => r==strCode)==false)
+            {
+                m_AvailableList.Add(strCode);
+                m_DB.Put(m_AvailableListKey, string.Join(",", m_AvailableList));
+            }
+        }
+
+        public void AddBidLog(string strCode, string strCodeName, int iTime, int iBidPrice, float f5MAslope)
+        {
+            string strKey = string.Format("bid-{0}-{1}-{2}", ULUtil.GetCurTime().ToString("yyyyMMdd"), iTime, strCodeName);
+            string strValue = string.Format("{0},{1},{2},{3},{4}", strCodeName, strCode, iTime, iBidPrice, f5MAslope);
+            m_DB.Put(strKey, strValue);
+        }
+
+        public void AddAskLog(string strCode, string strCodeName, int iTime, int iBidPrice, float f5MAslope, bool bLosscut, int iProfit, float fProfitRate)
+        {
+            string strKey = string.Format("ask-{0}-{1}-{2}", ULUtil.GetCurTime().ToString("yyyyMMdd"), iTime, strCodeName);
+            string strValue = string.Format("{0},{1},{2},{3},{4},{5},{6},{7}", strCodeName, strCode, iTime, iBidPrice, f5MAslope, bLosscut?"Losscut":"Trailing", iProfit, fProfitRate);
+            m_DB.Put(strKey, strValue);
+        }
+    }
 }
--- a/ULMonitorDlg.cs
+++ b/ULMonitorDlg.cs
@@ -159,6 +159,8 @@ namespace upper_limit_crawler

 						if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin && fCompRate <= m_DataMgr.m_Setting.m_fBidMax)
 						{
+                            m_DataMgr.AddAvailableItem(strCode);
+
 							int iTime = ULUtil.GetCurTimeInt();
 							if (m_DataMgr.IsInPostponeList(iTime, strCode) == true)
 							{
@@ -179,8 +181,8 @@ 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.AddPostphoneItem(iTime, strCode);
-
+                            m_DataMgr.AddBidLog(strCode, item.m_strCodeName, iTime, item.m_iCurPrice, f5MASlope);
+                            m_DataMgr.AddPostphoneItem(iTime, strCode);
 							
 							ULUtil.Trace("[{0}] 조건 매수 {1}원 ({2}) (5MA slop:{3})", 
 								item.m_strCodeName, 
--- a/upper-limit-crawler.csproj
+++ b/upper-limit-crawler.csproj
@@ -12,25 +12,6 @@
    <TargetFrameworkVersion>v4.5</TargetFrameworkVersion>
    <FileAlignment>512</FileAlignment>
  </PropertyGroup>
-  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
-    <PlatformTarget>AnyCPU</PlatformTarget>
-    <DebugSymbols>true</DebugSymbols>
-    <DebugType>full</DebugType>
-    <Optimize>false</Optimize>
-    <OutputPath>bin\Debug\</OutputPath>
-    <DefineConstants>DEBUG;TRACE</DefineConstants>
-    <ErrorReport>prompt</ErrorReport>
-    <WarningLevel>4</WarningLevel>
-  </PropertyGroup>
-  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
-    <PlatformTarget>AnyCPU</PlatformTarget>
-    <DebugType>pdbonly</DebugType>
-    <Optimize>true</Optimize>
-    <OutputPath>bin\Release\</OutputPath>
-    <DefineConstants>TRACE</DefineConstants>
-    <ErrorReport>prompt</ErrorReport>
-    <WarningLevel>4</WarningLevel>
-  </PropertyGroup>
  <PropertyGroup>
    <SignManifests>false</SignManifests>
  </PropertyGroup>
@@ -43,7 +24,30 @@
  <PropertyGroup>
    <ApplicationManifest>Properties\app.manifest</ApplicationManifest>
  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Debug|x64'">
+    <DebugSymbols>true</DebugSymbols>
+    <OutputPath>bin\x64\Debug\</OutputPath>
+    <DefineConstants>DEBUG;TRACE</DefineConstants>
+    <DebugType>full</DebugType>
+    <PlatformTarget>x64</PlatformTarget>
+    <ErrorReport>prompt</ErrorReport>
+    <CodeAnalysisRuleSet>MinimumRecommendedRules.ruleset</CodeAnalysisRuleSet>
+    <Prefer32Bit>true</Prefer32Bit>
+  </PropertyGroup>
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Release|x64'">
+    <OutputPath>bin\x64\Release\</OutputPath>
+    <DefineConstants>TRACE</DefineConstants>
+    <Optimize>true</Optimize>
+    <DebugType>pdbonly</DebugType>
+    <PlatformTarget>x64</PlatformTarget>
+    <ErrorReport>prompt</ErrorReport>
+    <CodeAnalysisRuleSet>MinimumRecommendedRules.ruleset</CodeAnalysisRuleSet>
+    <Prefer32Bit>true</Prefer32Bit>
+  </PropertyGroup>
  <ItemGroup>
+    <Reference Include="LevelDB.Net">
+      <HintPath>packages\LevelDB.Net.1.2.1\lib\net40\LevelDB.Net.dll</HintPath>
+    </Reference>
    <Reference Include="System" />
    <Reference Include="System.Core" />
    <Reference Include="System.Xml.Linq" />
@@ -56,6 +60,7 @@
    <Reference Include="System.Xml" />
  </ItemGroup>
  <ItemGroup>
+    <Compile Include="ULDB.cs" />
    <Compile Include="ULWatchItem.cs" />
    <Compile Include="ULBalanceDlg.cs">
      <SubType>Form</SubType>
--- a/upper-limit-crawler.sln
+++ b/upper-limit-crawler.sln
@@ -1,20 +1,20 @@

 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 2013
-VisualStudioVersion = 12.0.30723.0
+# Visual Studio 14
+VisualStudioVersion = 14.0.25123.0
 MinimumVisualStudioVersion = 10.0.40219.1
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "upper-limit-crawler", "upper-limit-crawler.csproj", "{591FA710-356A-498A-8133-7E9E60AB4E40}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|Any CPU = Debug|Any CPU
-		Release|Any CPU = Release|Any CPU
+		Debug|x64 = Debug|x64
+		Release|x64 = Release|x64
 	EndGlobalSection
 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{591FA710-356A-498A-8133-7E9E60AB4E40}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{591FA710-356A-498A-8133-7E9E60AB4E40}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{591FA710-356A-498A-8133-7E9E60AB4E40}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{591FA710-356A-498A-8133-7E9E60AB4E40}.Release|Any CPU.Build.0 = Release|Any CPU
+		{591FA710-356A-498A-8133-7E9E60AB4E40}.Debug|x64.ActiveCfg = Debug|x64
+		{591FA710-356A-498A-8133-7E9E60AB4E40}.Debug|x64.Build.0 = Debug|x64
+		{591FA710-356A-498A-8133-7E9E60AB4E40}.Release|x64.ActiveCfg = Release|x64
+		{591FA710-356A-498A-8133-7E9E60AB4E40}.Release|x64.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE