trade/upper-limit-crawler
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- 매수, 매도 정보 leveldb로 저장

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This commit is contained in:
mjjo
2016-08-01 18:58:02 +09:00
parent f450f20d79
commit c94598d20c
6 changed files with 128 additions and 42 deletions
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27
ULBalanceDlg.cs
View File

@@ -225,18 +225,21 @@ namespace upper_limit_crawler
if (iCurPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut)) if (iCurPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut))
{ {
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);
m_DataMgr.AddLosscutItem(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); int iProfit = iCurPrice-(int)OwnItem.m_iUnitBEP;
ULUtil.TraceCSV("손절", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), WatchItem.m_iHighestPrice); 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 // trailing
else if (iCurPrice <= OwnItem.m_iMaxPrice - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing) 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_OwnList.Remove(OwnItem);
m_DataMgr.RemoveWatch(strCode); 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, OwnItem.m_strCodeName,
iCurPrice, iCurPrice,
iCurPrice - OwnItem.m_iUnitBEP, iCurPrice - OwnItem.m_iUnitBEP,
(iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f).ToString("0.00%"), (iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f).ToString("0.00%"),
f5MASlope.ToString("0.00%"), f5MASlope.ToString("0.00%"),
WatchItem.m_iHighestPrice); 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 // steadiness

36
ULDB.cs Normal file
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@@ -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;
}
}
}

42
ULDataMgr.cs
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@@ -1,6 +1,7 @@
using System; using System;
using System.Collections; using System.Collections;
using System.Collections.Generic; using System.Collections.Generic;
using System.Data;
using System.Linq; using System.Linq;
using System.Text; using System.Text;
using System.Threading.Tasks; using System.Threading.Tasks;
@@ -34,20 +35,27 @@ namespace upper_limit_crawler
public class ULDataMgr public class ULDataMgr
{ {
public SETTING m_Setting = new SETTING(); 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>(); Dictionary<string, ULWatchItem> m_WatchList = new Dictionary<string, ULWatchItem>();
List<POSTPONE_ITEM> m_PostponeList = new List<POSTPONE_ITEM>(); List<POSTPONE_ITEM> m_PostponeList = new List<POSTPONE_ITEM>();
Dictionary<string, int> m_LossCutList = new Dictionary<string, int>(); Dictionary<string, int> m_LossCutList = new Dictionary<string, int>();
List<string> m_BlackList = new List<string>(); List<string> m_BlackList = new List<string>();
string m_AvailableListKey;
List<string> m_AvailableList = new List<string>();
long m_iCacheBalance = 0; long m_iCacheBalance = 0;
long m_iEvalProfit = 0; long m_iEvalProfit = 0;
public ULDataMgr() 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() public void Init()
{ {
@@ -167,5 +175,33 @@ namespace upper_limit_crawler
{ {
return m_iEvalProfit; 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);
}
}
} }

6
ULMonitorDlg.cs
View File

@@ -159,6 +159,8 @@ namespace upper_limit_crawler
if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin && fCompRate <= m_DataMgr.m_Setting.m_fBidMax) if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin && fCompRate <= m_DataMgr.m_Setting.m_fBidMax)
{ {
m_DataMgr.AddAvailableItem(strCode);
int iTime = ULUtil.GetCurTimeInt(); int iTime = ULUtil.GetCurTimeInt();
if (m_DataMgr.IsInPostponeList(iTime, strCode) == true) if (m_DataMgr.IsInPostponeList(iTime, strCode) == true)
{ {
@@ -179,8 +181,8 @@ namespace upper_limit_crawler
// bid and add to black list // bid and add to black list
m_DataMgr.GetTrader().Buy(strCode, item.m_iCurPrice, (int)m_DataMgr.m_Setting.m_fBidAmount); 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})", ULUtil.Trace("[{0}] 조건 매수 {1}원 ({2}) (5MA slop:{3})",
item.m_strCodeName, item.m_strCodeName,

43
upper-limit-crawler.csproj
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@@ -12,25 +12,6 @@
<TargetFrameworkVersion>v4.5</TargetFrameworkVersion> <TargetFrameworkVersion>v4.5</TargetFrameworkVersion>
<FileAlignment>512</FileAlignment> <FileAlignment>512</FileAlignment>
</PropertyGroup> </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> <PropertyGroup>
<SignManifests>false</SignManifests> <SignManifests>false</SignManifests>
</PropertyGroup> </PropertyGroup>
@@ -43,7 +24,30 @@
<PropertyGroup> <PropertyGroup>
<ApplicationManifest>Properties\app.manifest</ApplicationManifest> <ApplicationManifest>Properties\app.manifest</ApplicationManifest>
</PropertyGroup> </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> <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" />
<Reference Include="System.Core" /> <Reference Include="System.Core" />
<Reference Include="System.Xml.Linq" /> <Reference Include="System.Xml.Linq" />
@@ -56,6 +60,7 @@
<Reference Include="System.Xml" /> <Reference Include="System.Xml" />
</ItemGroup> </ItemGroup>
<ItemGroup> <ItemGroup>
<Compile Include="ULDB.cs" />
<Compile Include="ULWatchItem.cs" /> <Compile Include="ULWatchItem.cs" />
<Compile Include="ULBalanceDlg.cs"> <Compile Include="ULBalanceDlg.cs">
<SubType>Form</SubType> <SubType>Form</SubType>

16
upper-limit-crawler.sln
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@@ -1,20 +1,20 @@
Microsoft Visual Studio Solution File, Format Version 12.00 Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 2013 # Visual Studio 14
VisualStudioVersion = 12.0.30723.0 VisualStudioVersion = 14.0.25123.0
MinimumVisualStudioVersion = 10.0.40219.1 MinimumVisualStudioVersion = 10.0.40219.1
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "upper-limit-crawler", "upper-limit-crawler.csproj", "{591FA710-356A-498A-8133-7E9E60AB4E40}" Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "upper-limit-crawler", "upper-limit-crawler.csproj", "{591FA710-356A-498A-8133-7E9E60AB4E40}"
EndProject EndProject
Global Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU Debug|x64 = Debug|x64
Release|Any CPU = Release|Any CPU Release|x64 = Release|x64
EndGlobalSection EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution GlobalSection(ProjectConfigurationPlatforms) = postSolution
{591FA710-356A-498A-8133-7E9E60AB4E40}.Debug|Any CPU.ActiveCfg = Debug|Any CPU {591FA710-356A-498A-8133-7E9E60AB4E40}.Debug|x64.ActiveCfg = Debug|x64
{591FA710-356A-498A-8133-7E9E60AB4E40}.Debug|Any CPU.Build.0 = Debug|Any CPU {591FA710-356A-498A-8133-7E9E60AB4E40}.Debug|x64.Build.0 = Debug|x64
{591FA710-356A-498A-8133-7E9E60AB4E40}.Release|Any CPU.ActiveCfg = Release|Any CPU {591FA710-356A-498A-8133-7E9E60AB4E40}.Release|x64.ActiveCfg = Release|x64
{591FA710-356A-498A-8133-7E9E60AB4E40}.Release|Any CPU.Build.0 = Release|Any CPU {591FA710-356A-498A-8133-7E9E60AB4E40}.Release|x64.Build.0 = Release|x64
EndGlobalSection EndGlobalSection
GlobalSection(SolutionProperties) = preSolution GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE HideSolutionNode = FALSE