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- 5MA 상승 시점에 매수, 5MA 하락 시점에 매도

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This commit is contained in:
mjjo
2016-07-27 01:37:40 +09:00
parent 35165922c4
commit ccef98ad77
5 changed files with 154 additions and 63 deletions
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162
MainForm.cs
View File

@@ -3,6 +3,7 @@ using System.Windows.Forms;
using System.Collections;
using System.Reflection;
using System.Diagnostics;
using System.Collections.Generic;
namespace upper_limit_crawler
{
@@ -257,27 +258,52 @@ namespace upper_limit_crawler
Console.WriteLine("StockCur : {0} / {1}", time, time2);
}
struct chart_data
{
public chart_data(int iTime, int iPrice)
{
this.iTime = iTime;
this.iPrice = iPrice;
}
public int iTime;
public int iPrice;
override public string ToString() { return string.Format("[{0]] {{1}}", iTime, iPrice); }
}
private void btMATest_Click(object sender, EventArgs e)
{
string strCode = "A010240";
string strCodeName = "흥국";
string strDate = "20160725";
string strPrevDate = "20160722";
List<chart_data> DataList = new List<chart_data>();
CPSYSDIBLib.StockChart stockChart = new CPSYSDIBLib.StockChart();
stockChart.SetInputValue(0, strCode);
stockChart.SetInputValue(1, '1');
stockChart.SetInputValue(2, "20160725");
stockChart.SetInputValue(3, "20160725");
stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5, 6, 10 });
stockChart.SetInputValue(2, strPrevDate);
stockChart.SetInputValue(3, strPrevDate);
stockChart.SetInputValue(4, 1);
stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5, 6, 10, 37 });
stockChart.SetInputValue(6, 'T');
stockChart.BlockRequest2(1);
int iTimeTest = (int)stockChart.GetDataValue(1, 0);
int iPrevClosing = stockChart.GetDataValue(5, 0);
ULWatchItem item = new ULWatchItem();
item.m_strCode = strCode;
item.m_strCodeName = "흥국";
item.m_iCurPrice = 0;
item.m_iPrevClosing = 0;
ULBalanceDlg.OWN_ITEM OwnItem = new ULBalanceDlg.OWN_ITEM();
stockChart.SetInputValue(0, strCode);
stockChart.SetInputValue(1, '1');
stockChart.SetInputValue(2, strDate);
stockChart.SetInputValue(3, strDate);
stockChart.SetInputValue(4, 0);
stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5, 6, 10, 37 });
stockChart.SetInputValue(6, 'T');
stockChart.BlockRequest2(1);
int iFieldCnt = stockChart.GetHeaderValue(1);
string[] astrFieldName = stockChart.GetHeaderValue(2);
@@ -285,47 +311,83 @@ namespace upper_limit_crawler
while (true)
{
int iCnt = (int)stockChart.GetHeaderValue(3);
for (int i = iCnt - 1; i >= 0; i--)
for (int i = 0; i < iCnt; i++)
{
int iTime = (int)stockChart.GetDataValue(1, i);
iTime *= 100;
int iPrice = (int)stockChart.GetDataValue(5, i);
int iCurPrice = (int)stockChart.GetDataValue(5, i);
int iVolume = (int)stockChart.GetDataValue(5, i);
if (item.m_iPrevClosing == 0)
item.m_iPrevClosing = (int)stockChart.GetHeaderValue(6);
DataList.Add(new chart_data(iTime, iCurPrice));
}
item.m_iCurPrice = iPrice;
item.InsertPriceNode(iTime, iPrice);
if (stockChart.Continue == 1)
stockChart.BlockRequest2(1);
else
break;
}
float fCompRate = item.m_iCurPrice / (float)item.m_iPrevClosing - 1.0f;
if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin && fCompRate <= m_DataMgr.m_Setting.m_fBidMax)
ULWatchItem item = new ULWatchItem();
item.m_strCode = strCode;
item.m_strCodeName = strCodeName;
item.m_iCurPrice = 0;
item.m_iPrevClosing = 0;
ULBalanceDlg.OWN_ITEM OwnItem = new ULBalanceDlg.OWN_ITEM();
DataList.Reverse();
foreach (chart_data data in DataList)
{
int iTime = data.iTime;
int iCurPrice = data.iPrice;
if (item.m_iPrevClosing == 0)
item.m_iPrevClosing = iPrevClosing;
item.m_iCurPrice = iCurPrice;
item.InsertPriceNode(iTime, iCurPrice);
if(OwnItem.m_iUnitBEP != 0)
OwnItem.m_iMaxPrice = Math.Max(OwnItem.m_iMaxPrice, iCurPrice);
float fCompRate = item.m_iCurPrice / (float)item.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 (item.Is5MAGoingUp() == false)
{
//UlUtil.Trace(string.Format("[{0}] 조건 매수 실패. 5ma 상승하지 않음 {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%")));
continue;
}
if (m_DataMgr.IsInBlackList(iTime, strCode) == true)
{
//UlUtil.Trace(string.Format("[{0}] 조건 매수 실패. black list {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%")));
continue;
}
// bid and add to black list
UlUtil.Trace(string.Format("[{0}] 조건 매수 {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%")));
//m_DataMgr.GetTrader().Buy(strCode, item.m_iCurPrice, (int)m_DataMgr.m_Setting.m_fBidAmount);
m_DataMgr.AddBlackList(iTime, strCode);
//UlUtil.Trace(string.Format("[{0}] 조건 매수 실패. black list {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%")));
continue;
}
// loss cut
if (iPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut))
float f5MASlope = item.GetPrev5MASlope(iTime);
if (f5MASlope <= 0)
{
UlUtil.Trace(string.Format("[{0}] 손절 {1}원 ({2})", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%")));
//UlUtil.Trace(string.Format("[{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(string.Format("[{0}] [{1}] 조건 매수 {2}원 ({3}) (5MA slop:{4:0.00})", iTime, item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope));
OwnItem.m_iUnitBEP = iCurPrice;
OwnItem.m_strCodeName = item.m_strCodeName;
//m_DataMgr.GetTrader().Buy(strCode, item.m_iCurPrice, (int)m_DataMgr.m_Setting.m_fBidAmount);
m_DataMgr.AddBlackList(iTime, strCode);
}
if(OwnItem.m_iUnitBEP > 0)
{
// loss cut
if (iCurPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut))
{
Console.WriteLine(string.Format("[{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%")));
OwnItem.m_iUnitBEP = 0;
//m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
//m_OwnList.Remove(OwnItem);
//m_DataMgr.RemoveWatch(strCode);
@@ -335,28 +397,28 @@ namespace upper_limit_crawler
// 미체결 잔량 취소
}
// trailing
else if (iPrice <= 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)
{
if (WatchItem.Is5MAGoingUp() == true)
float f5MASlope = item.GetPrev5MASlope(iTime);
if (f5MASlope > 0)
{
UlUtil.Trace(string.Format("[{0}] 트레일링 매도 대기. 5ma 상승 중 {1}원 ({2})", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%")));
//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;
}
UlUtil.Trace(string.Format("[{0}] 트레일링 매도 {1}원 ({2})", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%")));
Console.WriteLine(string.Format("[{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));
OwnItem.m_iUnitBEP = 0;
//m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
//m_OwnList.Remove(OwnItem);
//m_DataMgr.RemoveWatch(strCode);
}
}
if (stockChart.Continue == 1)
stockChart.BlockRequest2(1);
else
break;
}
item.PrintChart();
//item.PrintChart();
}
}
}

14
ULBalanceDlg.cs
View File

@@ -212,13 +212,21 @@ namespace upper_limit_crawler
// trailing
else if (iCurPrice <= OwnItem.m_iMaxPrice - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing)
{
if (WatchItem.Is5MAGoingUp() == true)
int iTime = UlUtil.GetCurTimeInt();
float f5MASlope = WatchItem.GetPrev5MASlope(iTime);
if (f5MASlope > 0)
{
UlUtil.Trace(string.Format("[{0}] 트레일링 매도 대기. 5ma 상승 중 {1}원 ({2})", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%")));
//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;
}
UlUtil.Trace(string.Format("[{0}] 트레일링 매도 {1}원 ({2})", OwnItem.m_strCodeName, iCurPrice, (iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f).ToString("0.00%")));
UlUtil.Trace(string.Format("[{0}] 트레일링 매도 {1}원 ({2}:{3}) (5MA slop:{4:0.00})",
OwnItem.m_strCodeName,
iCurPrice,
iCurPrice - OwnItem.m_iUnitBEP,
(iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f).ToString("0.00%"),
f5MASlope));
m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
m_OwnList.Remove(OwnItem);
m_DataMgr.RemoveWatch(strCode);

18
ULMonitorDlg.cs
View File

@@ -159,24 +159,28 @@ namespace upper_limit_crawler
if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin && fCompRate <= m_DataMgr.m_Setting.m_fBidMax)
{
if(item.Is5MAGoingUp() == false)
int iTime = UlUtil.GetCurTimeInt();
if (m_DataMgr.IsInBlackList(iTime, strCode) == true)
{
UlUtil.Trace(string.Format("[{0}] 조건 매수 실패. 5ma 상승하지 않음 {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%")));
//UlUtil.Trace(string.Format("[{0}] 조건 매수 실패. black list {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%")));
continue;
}
int iCurTime = int.Parse(UlUtil.GetCurTime().ToString("HHmmss"));
if (m_DataMgr.IsInBlackList(iCurTime, strCode) == true)
float f5MASlope = item.GetPrev5MASlope(iTime);
if (f5MASlope <= 0)
{
UlUtil.Trace(string.Format("[{0}] 조건 매수 실패. black list {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%")));
//UlUtil.Trace(string.Format("[{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
UlUtil.Trace(string.Format("[{0}] 조건 매수 {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%")));
UlUtil.Trace(string.Format("[{0}] 조건 매수 {1}원 ({2}) (5MA slop:{3:0.00})",
item.m_strCodeName,
item.m_iCurPrice,
fCompRate.ToString("0.00%"),
f5MASlope));
m_DataMgr.GetTrader().Buy(strCode, item.m_iCurPrice, (int)m_DataMgr.m_Setting.m_fBidAmount);
int iTime = int.Parse(UlUtil.GetCurTime().ToString("HHmmss"));
m_DataMgr.AddBlackList(iTime, strCode);
}
}

18
ULWatchItem.cs
View File

@@ -271,13 +271,25 @@ namespace upper_limit_crawler
CandleTick node1Min = m_1MinChart.Values[i];
MATick node5MA = m_5MAChart.ContainsKey(iKey) ? m_5MAChart[iKey] : null;
sb.AppendFormat("{0:######} : {1:###,###,###} ({2:###,##0.###})\n", iKey, node1Min.m_iEnd, node5MA != null ? node5MA.m_fMA : 0);
sb.AppendFormat("{0:######} : Price : {1:###,###,###} (5MA : {2:###,##0.###})\n", iKey, node1Min.m_iEnd, node5MA != null ? node5MA.m_fMA : 0);
}
sb.AppendLine("======= END =======");
Console.WriteLine(sb.ToString());
}
public float GetPrev5MASlope(int iTime)
{
int iKey = (iTime / 100) * 100 - 100;
int iPrevKey = iKey - 100;
if (m_5MAChart.ContainsKey(iKey) == false || m_5MAChart.ContainsKey(iPrevKey) == false)
return 0;
MATick lastMA = m_5MAChart[iKey];
MATick prevMA = m_5MAChart[iPrevKey];
return lastMA.m_fMA - prevMA.m_fMA;
}
public bool Is5MAGoingUp()
{
if(m_5MAChart.Values.Count >= 2)
@@ -287,7 +299,7 @@ namespace upper_limit_crawler
if (lastMA.m_fMA > prevMA.m_fMA)
{
UlUtil.Trace(string.Format("[Is5MAGoingUp][{0}] ma up ({1}, {2}", m_strCodeName, lastMA.m_fMA, prevMA.m_fMA));
//UlUtil.Trace(string.Format("[Is5MAGoingUp][{0}] ma up ({1}, {2}", m_strCodeName, lastMA.m_fMA, prevMA.m_fMA));
return true;
}
else if(lastMA.m_fMA == 0)
@@ -299,7 +311,7 @@ namespace upper_limit_crawler
if (lastTick.m_iEnd > prevTick.m_iEnd)
{
UlUtil.Trace(string.Format("[Is5MAGoingUp][{0}] cur up ({1}, {2}", m_strCodeName, lastTick.m_iEnd, prevTick.m_iEnd));
//UlUtil.Trace(string.Format("[Is5MAGoingUp][{0}] cur up ({1}, {2}", m_strCodeName, lastTick.m_iEnd, prevTick.m_iEnd));
return true;
}
}

5
UlUtil.cs
View File

@@ -146,6 +146,11 @@ namespace upper_limit_crawler
return GetCurTime().ToString("yyyy-MM-dd hh:mm:ss");
}
public static int GetCurTimeInt()
{
return int.Parse(GetCurTime().ToString("hhmmss"));
}
public static void WebLog(string strURL, string strMsg)
{
try