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- ULWatchItem.Is5MAGoingUp() 함수 추가

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- ULWatchItem.FillPrice() 함수 추가
This commit is contained in:
mjjo
2016-07-25 03:52:01 +09:00
parent 604795159e
commit f5af5eaef3
7 changed files with 482 additions and 430 deletions
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290
MainForm.cs
View File

@@ -20,7 +20,7 @@ namespace upper_limit_crawler
public partial class MainForm : Form
{
ArrayList m_TraceList = new ArrayList();
ArrayList m_TraceList = new ArrayList();
Timer m_MainTimer = new Timer();
int m_iLastTime = 0;
@@ -58,15 +58,15 @@ namespace upper_limit_crawler
UlUtil.Trace("시작");
}
public static void SetDoubleBuffered(Control control)
{
// set instance non-public property with name "DoubleBuffered" to true
typeof(Control).InvokeMember("DoubleBuffered",
BindingFlags.SetProperty | BindingFlags.Instance | BindingFlags.NonPublic,
null, control, new object[] { true });
}
public static void SetDoubleBuffered(Control control)
{
// set instance non-public property with name "DoubleBuffered" to true
typeof(Control).InvokeMember("DoubleBuffered",
BindingFlags.SetProperty | BindingFlags.Instance | BindingFlags.NonPublic,
null, control, new object[] { true });
}
private bool IsOnTime()
private bool IsOnTime()
{
DateTime CurTime = UlUtil.GetCurTime();
if (CurTime.DayOfWeek == DayOfWeek.Sunday || CurTime.DayOfWeek == DayOfWeek.Saturday)
@@ -96,62 +96,62 @@ namespace upper_limit_crawler
return;
}
if(cbStart.Checked == true && UlUtil.IsConnected() == false)
{
cbStart.Checked = false;
return;
}
if(cbStart.Checked == true && UlUtil.IsConnected() == false)
{
cbStart.Checked = false;
return;
}
int iDeltaT = iCurTime - m_iLastTime;
m_Own.Refresh(iCurTime);
lbRQCnt.Text = "RQ Count : " + UlUtil.GetLimitRemainCountRQ().ToString();
lbSBCnt.Text = "SB Count : " + UlUtil.GetLimitRemainCountSB().ToString();
lbRQCnt.Text = "RQ Count : " + UlUtil.GetLimitRemainCountRQ().ToString();
lbSBCnt.Text = "SB Count : " + UlUtil.GetLimitRemainCountSB().ToString();
statusBar1.Panels[1].Text = UlUtil.GetCurTimeString() + " ";
statusBar1.Panels[1].Text = UlUtil.GetCurTimeString() + " ";
m_iLastTime = iCurTime;
}
void StartAll()
{
m_MonitorDlg.Start();
m_BalanceDlg.Start();
m_DataMgr.StartAll();
}
void StartAll()
{
m_MonitorDlg.Start();
m_BalanceDlg.Start();
m_DataMgr.StartAll();
}
void StopAll()
{
m_MonitorDlg.Stop();
m_BalanceDlg.Stop();
m_DataMgr.StopAll();
}
void StopAll()
{
m_MonitorDlg.Stop();
m_BalanceDlg.Stop();
m_DataMgr.StopAll();
}
private void cbStart_CheckedChanged(object sender, EventArgs e)
{
if (cbStart.Checked == true)
{
if (UlUtil.IsConnected() == false)
UlUtil.Reset();
private void cbStart_CheckedChanged(object sender, EventArgs e)
{
if (cbStart.Checked == true)
{
if (UlUtil.IsConnected() == false)
UlUtil.Reset();
if (UlUtil.IsConnected() == false)
{
cbStart.Checked = false;
MessageBox.Show("Cybos Plus를 실행해주세요");
return;
}
if (UlUtil.IsConnected() == false)
{
cbStart.Checked = false;
MessageBox.Show("Cybos Plus를 실행해주세요");
return;
}
m_DataMgr.Init();
StartAll();
}
else
{
StopAll();
}
}
m_DataMgr.Init();
StartAll();
}
else
{
StopAll();
}
}
private void AddTrace(string strCode)
private void AddTrace(string strCode)
{
if (m_TraceList.Contains(strCode) == true)
return;
@@ -159,38 +159,38 @@ namespace upper_limit_crawler
m_TraceList.Add(strCode);
}
private void btApply_Click(object sender, EventArgs e)
{
try
{
m_DataMgr.m_Setting.m_fSearchMin = float.Parse(tbSearchMin.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fSearchMax = float.Parse(tbSearchMax.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fBidMin = float.Parse(tbBidMin.Text.Replace("%", ""))/100;
private void btApply_Click(object sender, EventArgs e)
{
try
{
m_DataMgr.m_Setting.m_fSearchMin = float.Parse(tbSearchMin.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fSearchMax = float.Parse(tbSearchMax.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fBidMin = float.Parse(tbBidMin.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fBidMax = float.Parse(tbBidMax.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fBidAmount = float.Parse(tbBidAmount.Text);
m_DataMgr.m_Setting.m_fTimeout = float.Parse(tbTimeout.Text);
m_DataMgr.m_Setting.m_fTrailing = float.Parse(tbTrailing.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fTimeout = float.Parse(tbTimeout.Text);
m_DataMgr.m_Setting.m_fTrailing = float.Parse(tbTrailing.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fLossCut = float.Parse(tbLossCut.Text.Replace("%", ""))/100;
btCancel_Click(null, null);
}
catch(Exception ex)
{
UlUtil.Trace(ex.ToString());
}
}
catch(Exception ex)
{
UlUtil.Trace(ex.ToString());
}
}
private void btCancel_Click(object sender, EventArgs e)
{
tbSearchMin.Text = (m_DataMgr.m_Setting.m_fSearchMin*100).ToString("0.0") + "%";
tbSearchMax.Text = (m_DataMgr.m_Setting.m_fSearchMax*100).ToString("0.0") + "%";
tbBidMin.Text = (m_DataMgr.m_Setting.m_fBidMin*100).ToString("0.0") + "%";
private void btCancel_Click(object sender, EventArgs e)
{
tbSearchMin.Text = (m_DataMgr.m_Setting.m_fSearchMin*100).ToString("0.0") + "%";
tbSearchMax.Text = (m_DataMgr.m_Setting.m_fSearchMax*100).ToString("0.0") + "%";
tbBidMin.Text = (m_DataMgr.m_Setting.m_fBidMin*100).ToString("0.0") + "%";
tbBidMax.Text = (m_DataMgr.m_Setting.m_fBidMax*100).ToString("0.0") + "%";
tbBidAmount.Text = m_DataMgr.m_Setting.m_fBidAmount.ToString("###,###,###,###,###");
tbTimeout.Text = m_DataMgr.m_Setting.m_fTimeout.ToString("0.###");
tbTrailing.Text = (m_DataMgr.m_Setting.m_fTrailing*100).ToString("0.0") + "%";
tbLossCut.Text = (m_DataMgr.m_Setting.m_fLossCut*100).ToString("0.0") + "%";
}
tbTimeout.Text = m_DataMgr.m_Setting.m_fTimeout.ToString("0.###");
tbTrailing.Text = (m_DataMgr.m_Setting.m_fTrailing*100).ToString("0.0") + "%";
tbLossCut.Text = (m_DataMgr.m_Setting.m_fLossCut*100).ToString("0.0") + "%";
}
private void btCybos5_Click(object sender, EventArgs e)
{
@@ -204,91 +204,89 @@ namespace upper_limit_crawler
Process.Start(strappname, @"/prj:cp");
}
private void btTimeSync_Click(object sender, EventArgs e)
{
UlUtil.SyncServerTime();
}
private void btTimeSync_Click(object sender, EventArgs e)
{
UlUtil.SyncServerTime();
}
DSCBO1Lib.StockCur cur = new DSCBO1Lib.StockCur();
DSCBO1Lib.StockOutCur outCur = new DSCBO1Lib.StockOutCur();
string strCheckCode = "A004565";
DSCBO1Lib.StockCur cur = new DSCBO1Lib.StockCur();
DSCBO1Lib.StockOutCur outCur = new DSCBO1Lib.StockOutCur();
string strCheckCode = "A004565";
private void button1_Click(object sender, EventArgs e)
{
{
DSCBO1Lib.StockMst mst = new DSCBO1Lib.StockMst();
mst.SetInputValue(0, strCheckCode);
mst.BlockRequest();
short time = mst.GetHeaderValue(4);
Console.WriteLine("StockMst : {0}", time);
}
private void button1_Click(object sender, EventArgs e)
{
{
DSCBO1Lib.StockMst mst = new DSCBO1Lib.StockMst();
mst.SetInputValue(0, strCheckCode);
mst.BlockRequest();
short time = mst.GetHeaderValue(4);
Console.WriteLine("StockMst : {0}", time);
}
{
DSCBO1Lib.StockMst2 mst2 = new DSCBO1Lib.StockMst2();
mst2.SetInputValue(0, strCheckCode);
mst2.BlockRequest();
long time = mst2.GetDataValue(2, 0);
Console.WriteLine("StockMst2 : {0}", time);
}
{
DSCBO1Lib.StockMst2 mst2 = new DSCBO1Lib.StockMst2();
mst2.SetInputValue(0, strCheckCode);
mst2.BlockRequest();
long time = mst2.GetDataValue(2, 0);
Console.WriteLine("StockMst2 : {0}", time);
}
{
cur.SetInputValue(0, strCheckCode);
cur.Received += Cur_Received;
cur.SubscribeLatest();
}
{
cur.SetInputValue(0, strCheckCode);
cur.Received += Cur_Received;
cur.SubscribeLatest();
}
{
outCur.SetInputValue(0, strCheckCode);
outCur.Received += OutCur_Received;
outCur.SubscribeLatest();
}
}
{
outCur.SetInputValue(0, strCheckCode);
outCur.Received += OutCur_Received;
outCur.SubscribeLatest();
}
}
private void OutCur_Received()
{
long time = outCur.GetHeaderValue(1);
Console.WriteLine("StockOutCur : {0}", time);
}
private void OutCur_Received()
{
long time = outCur.GetHeaderValue(1);
Console.WriteLine("StockOutCur : {0}", time);
}
private void Cur_Received()
{
long time = cur.GetHeaderValue(3);
long time2 = cur.GetHeaderValue(18);
Console.WriteLine("StockCur : {0} / {1}", time, time2);
}
private void Cur_Received()
{
long time = cur.GetHeaderValue(3);
long time2 = cur.GetHeaderValue(18);
Console.WriteLine("StockCur : {0} / {1}", time, time2);
}
private void btMATest_Click(object sender, EventArgs e)
{
CPSYSDIBLib.StockChart stockChart = new CPSYSDIBLib.StockChart();
stockChart.SetInputValue(0, "A043580");
stockChart.SetInputValue(1, '1');
stockChart.SetInputValue(2, "20160722");
stockChart.SetInputValue(3, "20160722");
stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5, 6, 10 });
stockChart.SetInputValue(6, 'm');
stockChart.BlockRequest2(1);
private void btMATest_Click(object sender, EventArgs e)
{
CPSYSDIBLib.StockChart stockChart = new CPSYSDIBLib.StockChart();
stockChart.SetInputValue(0, "A043580");
stockChart.SetInputValue(1, '1');
stockChart.SetInputValue(2, "20160722");
stockChart.SetInputValue(3, "20160722");
stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5, 6, 10 });
stockChart.SetInputValue(6, 'm');
stockChart.BlockRequest2(1);
int iCnt = (int)stockChart.GetHeaderValue(3);
int iFieldCnt = stockChart.GetHeaderValue(1);
string[] astrFieldName = stockChart.GetHeaderValue(2);
int iCnt = (int)stockChart.GetHeaderValue(3);
int iFieldCnt = stockChart.GetHeaderValue(1);
string[] astrFieldName = stockChart.GetHeaderValue(2);
ULWatchItem item = new ULWatchItem();
ULWatchItem item = new ULWatchItem();
for (int i=iCnt-1; i>=0; i--)
{
int iTime = (int)stockChart.GetDataValue(1, i);
int iPrice = (int)stockChart.GetDataValue(5, i);
int iVolume = (int)stockChart.GetDataValue(5, i);
for (int i=iCnt-1; i>=0; i--)
{
int iTime = (int)stockChart.GetDataValue(1, i);
int iPrice = (int)stockChart.GetDataValue(5, i);
int iVolume = (int)stockChart.GetDataValue(5, i);
iTime *= 100;
iTime *= 100;
item.m_iCurPrice = iPrice;
item.InsertPriceNode(iTime, iPrice);
}
item.m_iCurPrice = iPrice;
item.InsertPriceNode(iTime, iPrice);
}
//item.MakeChart();
//item.MakeMAChart();
item.PrintChart();
}
}
item.PrintChart();
}
}
}

22
ULBalanceDlg.cs
View File

@@ -63,19 +63,19 @@ namespace upper_limit_crawler
m_MainTimer.Tick+=RefreshData;
}
public void Start()
{
m_Td6033 = new CPTRADELib.CpTd6033();
public void Start()
{
m_Td6033 = new CPTRADELib.CpTd6033();
RefreshBalance();
RefreshBalance();
m_MainTimer.Start();
}
m_MainTimer.Start();
}
public void Stop()
{
m_MainTimer.Stop();
}
public void Stop()
{
m_MainTimer.Stop();
}
private void RefreshBalance()
{
@@ -210,7 +210,7 @@ namespace upper_limit_crawler
// 미체결 잔량 취소
}
// 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 && WatchItem.Is5MAGoingUp() == false)
{
UlUtil.Trace(string.Format("[{0}] 트레일링 매도 {1}원 ({2})", OwnItem.m_strCodeName, iCurPrice, (iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f).ToString("0.00%")));
m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);

60
ULDataMgr.cs
View File

@@ -9,25 +9,25 @@ using System.Threading.Tasks;
namespace upper_limit_crawler
{
public struct SETTING
{
public float m_fSearchMin;
public float m_fSearchMax;
public float m_fBidMin;
{
public float m_fSearchMin;
public float m_fSearchMax;
public float m_fBidMin;
public float m_fBidMax;
public float m_fBidAmount;
public float m_fTimeout;
public float m_fTrailing;
public float m_fLossCut;
}
public float m_fTimeout;
public float m_fTrailing;
public float m_fLossCut;
}
public class ULDataMgr
{
public SETTING m_Setting = new SETTING();
public SETTING m_Setting = new SETTING();
ULTrader m_Trader = new ULTrader();
ULTrader m_Trader = new ULTrader();
Dictionary<string, ULWatchItem> m_WatchList = new Dictionary<string, ULWatchItem>();
List<string> m_BlackList = new List<string>();
List<string> m_BlackList = new List<string>();
public ULDataMgr()
{
@@ -48,7 +48,7 @@ namespace upper_limit_crawler
return m_Trader;
}
public void AddWatch(string strCode, string strCodeName, int iCurPrice, int iPrevClosing)
public void AddWatch(string strCode, string strCodeName, int iCurPrice, int iPrevClosing)
{
if (m_WatchList.ContainsKey(strCode))
return;
@@ -59,6 +59,8 @@ namespace upper_limit_crawler
item.m_iCurPrice = iCurPrice;
item.m_iPrevClosing = iPrevClosing;
item.FillPrice();
item.m_StockCur = new DSCBO1Lib.StockCur();
item.m_StockCur.SetInputValue(0, strCode);
item.m_StockCur.Received += item.Received;
@@ -76,24 +78,24 @@ namespace upper_limit_crawler
m_WatchList.Remove(strCode);
}
public void StartAll()
{
foreach (KeyValuePair<string, ULWatchItem> item in m_WatchList)
{
item.Value.m_StockCur = new DSCBO1Lib.StockCur();
item.Value.m_StockCur.SetInputValue(0, item.Value.m_strCode);
item.Value.m_StockCur.Received += item.Value.Received;
item.Value.m_StockCur.SubscribeLatest();
}
}
public void StartAll()
{
foreach (KeyValuePair<string, ULWatchItem> item in m_WatchList)
{
item.Value.m_StockCur = new DSCBO1Lib.StockCur();
item.Value.m_StockCur.SetInputValue(0, item.Value.m_strCode);
item.Value.m_StockCur.Received += item.Value.Received;
item.Value.m_StockCur.SubscribeLatest();
}
}
public void StopAll()
{
foreach (KeyValuePair<string, ULWatchItem> item in m_WatchList)
{
item.Value.m_StockCur.Unsubscribe();
}
}
public void StopAll()
{
foreach (KeyValuePair<string, ULWatchItem> item in m_WatchList)
{
item.Value.m_StockCur.Unsubscribe();
}
}
public void AddBlackList(string strCode)
{

76
ULMonitorDlg.cs
View File

@@ -36,29 +36,29 @@ namespace upper_limit_crawler
m_Timer.Tick += Refresh;
}
public void Start()
{
m_7043 = new CPSYSDIBLib.CpSvrNew7043();
m_7043.SetInputValue(0, '0');
m_7043.SetInputValue(1, '2');
m_7043.SetInputValue(2, '1');
m_7043.SetInputValue(3, 21);
m_7043.SetInputValue(4, '1');
m_7043.SetInputValue(5, '0');
m_7043.SetInputValue(6, '0');
m_7043.SetInputValue(7, (short)(m_DataMgr.m_Setting.m_fSearchMin * 100));
m_7043.SetInputValue(8, (short)((m_DataMgr.m_Setting.m_fSearchMax + 0.009) * 100));
public void Start()
{
m_7043 = new CPSYSDIBLib.CpSvrNew7043();
m_7043.SetInputValue(0, '0');
m_7043.SetInputValue(1, '2');
m_7043.SetInputValue(2, '1');
m_7043.SetInputValue(3, 21);
m_7043.SetInputValue(4, '1');
m_7043.SetInputValue(5, '0');
m_7043.SetInputValue(6, '0');
m_7043.SetInputValue(7, (short)(m_DataMgr.m_Setting.m_fSearchMin * 100));
m_7043.SetInputValue(8, (short)((m_DataMgr.m_Setting.m_fSearchMax + 0.009) * 100));
RefreshMonitorItem();
RefreshMonitorItem();
m_Timer.Start();
}
m_Timer.Start();
}
public void Stop()
{
m_Timer.Stop();
}
public void Stop()
{
m_Timer.Stop();
}
bool RefreshMonitorItem()
{
@@ -135,31 +135,31 @@ namespace upper_limit_crawler
{
Dictionary<string, ULWatchItem> WatchList = m_DataMgr.GetWatchList();
foreach (ListViewItem lvItem in lvWatch.Items)
{
string strCode = lvItem.SubItems[chCode.Index].Text;
if (WatchList.ContainsKey(strCode) == true)
{
{
string strCode = lvItem.SubItems[chCode.Index].Text;
if (WatchList.ContainsKey(strCode) == true)
{
ULWatchItem item = WatchList[strCode];
int iDisplayCurPrice = 0;
if (lvItem.SubItems[chCurPrice.Index].Text.Length > 0)
iDisplayCurPrice = int.Parse(Regex.Replace(lvItem.SubItems[chCurPrice.Index].Text, @"\D", ""));
int iDisplayCurPrice = 0;
if (lvItem.SubItems[chCurPrice.Index].Text.Length > 0)
iDisplayCurPrice = int.Parse(Regex.Replace(lvItem.SubItems[chCurPrice.Index].Text, @"\D", ""));
if (item.m_iCurPrice != iDisplayCurPrice && item.m_iCurPrice != 0)
{
if (item.m_iCurPrice != iDisplayCurPrice && item.m_iCurPrice != 0)
{
int iComp = item.m_iCurPrice - item.m_iPrevClosing;
float fCompRate = item.m_iCurPrice / (float)item.m_iPrevClosing - 1.0f;
lvItem.SubItems[chCurPrice.Index].Text = item.m_iCurPrice.ToString("###,###,###,###");
lvItem.SubItems[chComp.Index].Text = iComp.ToString("###,###,###,###");
lvItem.SubItems[chCompRate.Index].Text = fCompRate.ToString("#,##0.00%") + "%";
lvItem.SubItems[chVolume.Index].Text = item.m_iVolume.ToString("###,###,###,###");
lvItem.SubItems[chBidPrice.Index].Text = item.m_iBidPrice.ToString("###,###,###,###");
lvItem.SubItems[chComp.Index].Text = iComp.ToString("###,###,###,###");
lvItem.SubItems[chCompRate.Index].Text = fCompRate.ToString("#,##0.00%") + "%";
lvItem.SubItems[chVolume.Index].Text = item.m_iVolume.ToString("###,###,###,###");
lvItem.SubItems[chBidPrice.Index].Text = item.m_iBidPrice.ToString("###,###,###,###");
if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin &&
fCompRate <= m_DataMgr.m_Setting.m_fBidMax &&
item.IsUpSlope() == true &&
m_DataMgr.IsInBlackList(strCode) == false)
item.Is5MAGoingUp() == true &&
m_DataMgr.IsInBlackList(strCode) == false)
{
// 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%")));
@@ -167,10 +167,10 @@ namespace upper_limit_crawler
m_DataMgr.GetTrader().Buy(strCode, item.m_iCurPrice, (int)m_DataMgr.m_Setting.m_fBidAmount);
m_DataMgr.AddBlackList(strCode);
}
}
}
}
}
}
}
}
}
private void Refresh(object sender, EventArgs e)
{

24
ULTrader.cs
View File

@@ -22,10 +22,10 @@ namespace upper_limit_crawler
public void Init()
{
m_Util = new CPFORETRADELib.CpForeTdUtil();
m_Conclusion = new DSCBO1Lib.CpConclusion();
m_Util = new CPFORETRADELib.CpForeTdUtil();
m_Conclusion = new DSCBO1Lib.CpConclusion();
m_Util.TradeInit();
m_Util.TradeInit();
m_astrAccounts = m_Util.AccountNumber;
StartConclusion();
@@ -129,9 +129,9 @@ namespace upper_limit_crawler
{
//lock(lockBuy)
{
while (UlUtil.GetLimitRemainCountRQ() <= 0) ;
while (UlUtil.GetLimitRemainCountRQ() <= 0) ;
int iCnt = iBidAmount / iUnitPrice;
int iCnt = iBidAmount / iUnitPrice;
CPTRADELib.CpTd0311 Td0311Bid = new CPTRADELib.CpTd0311();
Td0311Bid.SetInputValue(0, "2");
@@ -150,12 +150,12 @@ namespace upper_limit_crawler
{
//lock (lockSell)
{
//long iCnt = (long)Math.Floor(fAskAmount/fCurPrice);
//iCnt=1;
//long iCnt = (long)Math.Floor(fAskAmount/fCurPrice);
//iCnt=1;
while (UlUtil.GetLimitRemainCountRQ() <= 0) ;
while (UlUtil.GetLimitRemainCountRQ() <= 0) ;
CPTRADELib.CpTd0311 Td0311Ask = new CPTRADELib.CpTd0311();
CPTRADELib.CpTd0311 Td0311Ask = new CPTRADELib.CpTd0311();
Td0311Ask.SetInputValue(0, "1");
Td0311Ask.SetInputValue(1, m_astrAccounts[0]);
@@ -173,10 +173,10 @@ namespace upper_limit_crawler
{
//lock (lockSell)
{
//long iCnt = (long)Math.Floor(fAskAmount/fCurPrice);
//iCnt=1;
//long iCnt = (long)Math.Floor(fAskAmount/fCurPrice);
//iCnt=1;
while (UlUtil.GetLimitRemainCountRQ() <= 0);
while (UlUtil.GetLimitRemainCountRQ() <= 0);
CPTRADELib.CpTd0311 Td0311Ask = new CPTRADELib.CpTd0311();

416
ULWatchItem.cs
View File

@@ -8,50 +8,50 @@ namespace upper_limit_crawler
{
public class ULWatchItem
{
public class PriceNode
{
public PriceNode(int iTime, int iPrice)
{
m_iTime = iTime;
m_iPrice = iPrice;
}
public class PriceNode
{
public PriceNode(int iTime, int iPrice)
{
m_iTime = iTime;
m_iPrice = iPrice;
}
public int m_iTime;
public int m_iPrice;
}
public int m_iTime;
public int m_iPrice;
}
public class CandleTick
{
public CandleTick(int iTime, int iPrice)
{
m_iTime = iTime;
m_iStart = iPrice;
m_iEnd = iPrice;
m_iLowest = iPrice;
m_iHighest = iPrice;
}
public class CandleTick
{
public CandleTick(int iTime, int iPrice)
{
m_iTime = iTime;
m_iStart = iPrice;
m_iEnd = iPrice;
m_iLowest = iPrice;
m_iHighest = iPrice;
}
public int m_iTime;
public int m_iStart;
public int m_iEnd;
public int m_iLowest;
public int m_iHighest;
}
public int m_iTime;
public int m_iStart;
public int m_iEnd;
public int m_iLowest;
public int m_iHighest;
}
public class MATick
{
public MATick(int iTime, float fMA)
{
m_iTime = iTime;
m_fMA = fMA;
}
public class MATick
{
public MATick(int iTime, float fMA)
{
m_iTime = iTime;
m_fMA = fMA;
}
public int m_iTime;
public float m_fMA;
}
public int m_iTime;
public float m_fMA;
}
public string m_strCode;
public string m_strCode;
public string m_strCodeName;
public DSCBO1Lib.StockCur m_StockCur = null;
public int m_iCurPrice;
@@ -64,27 +64,27 @@ namespace upper_limit_crawler
public int m_iBidCnt;
List<PriceNode> m_PriceList = new List<PriceNode>();
List<PriceNode> m_PriceList = new List<PriceNode>();
// key : time(hh:mm:ss)
SortedList<int, CandleTick> m_1MinChart = new SortedList<int, CandleTick>();
SortedList<int, MATick> m_5MAChart = new SortedList<int, MATick>();
// key : time(hh:mm:ss)
SortedList<int, CandleTick> m_1MinChart = new SortedList<int, CandleTick>();
SortedList<int, MATick> m_5MAChart = new SortedList<int, MATick>();
public void InsertPriceNode(int iTime, int iPrice)
{
PriceNode node = new PriceNode(iTime, iPrice);
m_PriceList.Add(node);
Insert1MinChart(iTime, iPrice);
Insert5MinChart(iTime);
}
public void Received()
public void InsertPriceNode(int iTime, int iPrice)
{
int iTime = (int)m_StockCur.GetHeaderValue(18);
int iTime2 = m_StockCur.GetHeaderValue(3);
PriceNode node = new PriceNode(iTime, iPrice);
m_PriceList.Add(node);
m_iCurPrice = m_StockCur.GetHeaderValue(13);
Insert1MinChart(iTime, iPrice);
Insert5MinChart(iTime);
}
public void Received()
{
int iTime = (int)m_StockCur.GetHeaderValue(18);
int iTime2 = m_StockCur.GetHeaderValue(3);
m_iCurPrice = m_StockCur.GetHeaderValue(13);
m_iPrevClosing = m_iCurPrice - m_StockCur.GetHeaderValue(2);
m_iStartPrice = m_StockCur.GetHeaderValue(4);
m_iHighestPrice = m_StockCur.GetHeaderValue(5);
@@ -92,161 +92,213 @@ namespace upper_limit_crawler
m_iBidPrice = m_StockCur.GetHeaderValue(8);
m_iBidCnt = 0;
InsertPriceNode(iTime, m_iCurPrice);
}
InsertPriceNode(iTime, m_iCurPrice);
}
public int GetHour(int iTime)
{
return iTime / 10000;
}
public void FillPrice()
{
CPSYSDIBLib.StockChart stockChart = new CPSYSDIBLib.StockChart();
stockChart.SetInputValue(0, m_strCode);
stockChart.SetInputValue(1, '1');
string strDate = UlUtil.GetCurTime().ToString("yyyyMMdd");
stockChart.SetInputValue(2, strDate);
stockChart.SetInputValue(3, strDate);
stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5 });
stockChart.SetInputValue(6, 'm');
stockChart.BlockRequest2(1);
public int GetMinute(int iTime)
{
return (iTime / 100) % 100;
}
int iCnt = (int)stockChart.GetHeaderValue(3);
int iFieldCnt = stockChart.GetHeaderValue(1);
string[] astrFieldName = stockChart.GetHeaderValue(2);
public int GetSecond(int iTime)
{
return iTime % 100;
}
for (int i = iCnt - 1; i >= 0; i--)
{
int iTime = (int)stockChart.GetDataValue(1, i);
int iPrice = (int)stockChart.GetDataValue(5, i);
public int GetTimeKey1Min(int iHour, int iMin, int iSecond)
{
return iHour*10000 + iMin*100 + iSecond;
}
iTime *= 100;
void Insert1MinChart(int iTime, int iPrice)
{
int iHour = GetHour(iTime);
int iMin = GetMinute(iTime);
int iSec = GetSecond(iTime);
InsertPriceNode(iTime, iPrice);
}
}
int iKey = GetTimeKey1Min(iHour, iMin, iSec);
public int GetHour(int iTime)
{
return iTime / 10000;
}
if (m_1MinChart.ContainsKey(iKey) == false)
{
CandleTick tick1 = new CandleTick(iTime, iPrice);
m_1MinChart.Add(iKey, tick1);
}
else
{
CandleTick tick1 = m_1MinChart[iKey];
tick1.m_iTime = iTime;
tick1.m_iEnd = iPrice;
tick1.m_iLowest = Math.Min(tick1.m_iLowest, iPrice);
tick1.m_iHighest = Math.Max(tick1.m_iHighest, iPrice);
}
}
public int GetMinute(int iTime)
{
return (iTime / 100) % 100;
}
public void MakeChart()
{
foreach (PriceNode node in m_PriceList)
{
int iTime = node.m_iTime;
int iPrice = node.m_iPrice;
public int GetSecond(int iTime)
{
return iTime % 100;
}
int iHour = GetHour(iTime);
int iMin = GetMinute(iTime);
int iSec = GetSecond(iTime);
public int GetTimeKey1Min(int iHour, int iMin, int iSecond)
{
return iHour*10000 + iMin*100 + iSecond;
}
int iKey = GetTimeKey1Min(iHour, iMin, iSec);
void Insert1MinChart(int iTime, int iPrice)
{
int iHour = GetHour(iTime);
int iMin = GetMinute(iTime);
int iSec = GetSecond(iTime);
if (m_1MinChart.ContainsKey(iKey) == false)
{
CandleTick tick1 = new CandleTick(iTime, node.m_iPrice);
m_1MinChart.Add(iKey, tick1);
}
else
{
CandleTick tick1 = m_1MinChart[iKey];
tick1.m_iTime = iTime;
tick1.m_iEnd = iPrice;
tick1.m_iLowest = Math.Min(tick1.m_iLowest, iPrice);
tick1.m_iHighest = Math.Max(tick1.m_iHighest, iPrice);
}
}
}
int iKey = GetTimeKey1Min(iHour, iMin, iSec);
bool IsIn5Min(int iBaseKey, int iKeyCheck)
{
int iBaseIdx = m_1MinChart.IndexOfKey(iBaseKey);
int iIdxCheck = m_1MinChart.IndexOfKey(iKeyCheck);
if (m_1MinChart.ContainsKey(iKey) == false)
{
CandleTick tick1 = new CandleTick(iTime, iPrice);
m_1MinChart.Add(iKey, tick1);
}
else
{
CandleTick tick1 = m_1MinChart[iKey];
tick1.m_iTime = iTime;
tick1.m_iEnd = iPrice;
tick1.m_iLowest = Math.Min(tick1.m_iLowest, iPrice);
tick1.m_iHighest = Math.Max(tick1.m_iHighest, iPrice);
}
}
return (iIdxCheck > iBaseIdx - 5 && iIdxCheck <= iBaseIdx);
}
public void MakeChart()
{
foreach (PriceNode node in m_PriceList)
{
int iTime = node.m_iTime;
int iPrice = node.m_iPrice;
void Insert5MinChart(int iTime)
{
int iHour = GetHour(iTime);
int iMin = GetMinute(iTime);
int iSec = GetSecond(iTime);
int iHour = GetHour(iTime);
int iMin = GetMinute(iTime);
int iSec = GetSecond(iTime);
int iKey = GetTimeKey1Min(iHour, iMin, iSec);
MATick tick = null;
if (m_5MAChart.ContainsKey(iKey) == false)
tick = new MATick(iTime, 0);
else
tick = m_5MAChart[iKey];
int iKey = GetTimeKey1Min(iHour, iMin, iSec);
int iIdx = m_1MinChart.IndexOfKey(iKey);
IEnumerable<KeyValuePair<int, CandleTick>> Search = m_1MinChart.Where(r => IsIn5Min(iKey, r.Key));
float fMA = Search.Count() == 5 ? (float)Search.Average(r => r.Value.m_iEnd) : 0;
tick.m_fMA = fMA;
if (m_1MinChart.ContainsKey(iKey) == false)
{
CandleTick tick1 = new CandleTick(iTime, node.m_iPrice);
m_1MinChart.Add(iKey, tick1);
}
else
{
CandleTick tick1 = m_1MinChart[iKey];
tick1.m_iTime = iTime;
tick1.m_iEnd = iPrice;
tick1.m_iLowest = Math.Min(tick1.m_iLowest, iPrice);
tick1.m_iHighest = Math.Max(tick1.m_iHighest, iPrice);
}
}
}
if(m_5MAChart.ContainsKey(iKey) == true)
m_5MAChart[iKey] = tick;
else
m_5MAChart.Add(iKey, tick);
}
bool IsIn5Min(int iBaseKey, int iKeyCheck)
{
int iBaseIdx = m_1MinChart.IndexOfKey(iBaseKey);
int iIdxCheck = m_1MinChart.IndexOfKey(iKeyCheck);
public void MakeMAChart()
{
foreach (KeyValuePair<int, CandleTick> node in m_1MinChart)
{
int iTime = node.Key;
return (iIdxCheck > iBaseIdx - 5 && iIdxCheck <= iBaseIdx);
}
int iHour = GetHour(iTime);
int iMin = GetMinute(iTime);
int iSec = GetSecond(iTime);
void Insert5MinChart(int iTime)
{
int iHour = GetHour(iTime);
int iMin = GetMinute(iTime);
int iSec = GetSecond(iTime);
int iKey = GetTimeKey1Min(iHour, iMin, iSec);
MATick tick = null;
if (m_5MAChart.ContainsKey(iKey) == false)
tick = new MATick(iTime, 0);
else
tick = m_5MAChart[iKey];
int iKey = GetTimeKey1Min(iHour, iMin, iSec);
MATick tick = null;
if (m_5MAChart.ContainsKey(iKey) == false)
tick = new MATick(iTime, 0);
else
tick = m_5MAChart[iKey];
int iIdx = m_1MinChart.IndexOfKey(iKey);
IEnumerable<KeyValuePair<int, CandleTick>> Search = m_1MinChart.Where(r => IsIn5Min(iKey, r.Key));
float fMA = Search.Count() == 5 ? (float)Search.Average(r => r.Value.m_iEnd) : 0;
tick.m_fMA = fMA;
int iIdx = m_1MinChart.IndexOfKey(iKey);
IEnumerable<KeyValuePair<int, CandleTick>> Search = m_1MinChart.Where(r => IsIn5Min(iKey, r.Key));
float fMA = Search.Count() == 5 ? (float)Search.Average(r => r.Value.m_iEnd) : 0;
tick.m_fMA = fMA;
m_5MAChart.Add(iKey, tick);
}
}
if(m_5MAChart.ContainsKey(iKey) == true)
m_5MAChart[iKey] = tick;
else
m_5MAChart.Add(iKey, tick);
}
public void PrintChart()
{
StringBuilder sb = new StringBuilder();
sb.AppendLine("======= 1 MINUTE CHART =======");
public void MakeMAChart()
{
foreach (KeyValuePair<int, CandleTick> node in m_1MinChart)
{
int iTime = node.Key;
for(int i=0; i< m_1MinChart.Keys.Count; i++)
{
int iKey = m_1MinChart.Keys[i];
CandleTick node1Min = m_1MinChart.Values[i];
MATick node5MA = m_5MAChart.ContainsKey(iKey) ? m_5MAChart[iKey] : null;
int iHour = GetHour(iTime);
int iMin = GetMinute(iTime);
int iSec = GetSecond(iTime);
sb.AppendFormat("{0:######} : {1:###,###,###} ({2:###,###.###})\n", iKey, node1Min.m_iEnd, node5MA != null ? node5MA.m_fMA : 0);
}
int iKey = GetTimeKey1Min(iHour, iMin, iSec);
MATick tick = null;
if (m_5MAChart.ContainsKey(iKey) == false)
tick = new MATick(iTime, 0);
else
tick = m_5MAChart[iKey];
sb.AppendLine("======= END =======");
Console.WriteLine(sb.ToString());
}
int iIdx = m_1MinChart.IndexOfKey(iKey);
IEnumerable<KeyValuePair<int, CandleTick>> Search = m_1MinChart.Where(r => IsIn5Min(iKey, r.Key));
float fMA = Search.Count() == 5 ? (float)Search.Average(r => r.Value.m_iEnd) : 0;
tick.m_fMA = fMA;
public bool IsUpSlope()
{
m_5MAChart.Add(iKey, tick);
}
}
return true;
}
public void PrintChart()
{
StringBuilder sb = new StringBuilder();
sb.AppendLine("======= 1 MINUTE CHART =======");
for(int i=0; i< m_1MinChart.Keys.Count; i++)
{
int iKey = m_1MinChart.Keys[i];
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.AppendLine("======= END =======");
Console.WriteLine(sb.ToString());
}
public bool Is5MAGoingUp()
{
if(m_5MAChart.Values.Count >= 2)
{
MATick lastMA = m_5MAChart.Values[m_5MAChart.Values.Count - 1];
MATick prevMA = m_5MAChart.Values[m_5MAChart.Values.Count - 2];
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));
return true;
}
else if(lastMA.m_fMA == 0)
{
if(m_1MinChart.Values.Count >= 2)
{
CandleTick lastTick = m_1MinChart.Values[m_1MinChart.Values.Count - 1];
CandleTick prevTick = m_1MinChart.Values[m_1MinChart.Values.Count - 1];
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));
return true;
}
}
}
}
return false;
}
}
}

24
UlUtil.cs
View File

@@ -31,11 +31,11 @@ namespace upper_limit_crawler
m_strLogFileName += "log-" + GetCurTime().ToString("yyyy-MM-dd") + ".txt";
}
public static void SyncServerTime()
{
DateTime time = GetFastestNISTDate();
m_TimeDiff = time - DateTime.Now;
}
public static void SyncServerTime()
{
DateTime time = GetFastestNISTDate();
m_TimeDiff = time - DateTime.Now;
}
public static DateTime GetCurTime()
{
@@ -219,13 +219,13 @@ namespace upper_limit_crawler
return (m_CPUtil.IsConnect==1);
}
public static void Reset()
{
m_CPUtil = null;
System.GC.Collect(0, GCCollectionMode.Forced);
System.GC.WaitForFullGCComplete();
public static void Reset()
{
m_CPUtil = null;
System.GC.Collect(0, GCCollectionMode.Forced);
System.GC.WaitForFullGCComplete();
m_CPUtil = new CPUTILLib.CpCybos();
}
m_CPUtil = new CPUTILLib.CpCybos();
}
}
}