trade/upper-limit-crawler
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트레일링, 손절 추가

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mjjo
2016-07-08 01:58:13 +09:00
parent 2b179e6df6
commit f92ddb7945
5 changed files with 116 additions and 77 deletions
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51
ULBalanceDlg.cs
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@@ -30,6 +30,9 @@ namespace upper_limit_crawler
public long m_iUnitBEP;
public int m_iCurPrice;
public int m_iMaxPrice;
public bool m_bCheck;
};
@@ -68,7 +71,9 @@ namespace upper_limit_crawler
m_Td6033.BlockRequest2(1);
lvBalance.Items.Clear();
m_OwnList.Clear();
//m_OwnList.Clear();
m_OwnList.All(c => { c.m_bCheck = false; return true; });
int iCnt = m_Td6033.GetHeaderValue(7);
for(int i = 0; i<iCnt; i++)
@@ -87,7 +92,12 @@ namespace upper_limit_crawler
int iCurPrice = (int)(iEvaluationPrice/iConclusionBalanceCnt);
OWN_ITEM item = new OWN_ITEM();
OWN_ITEM item = m_OwnList.Find(itemFind => itemFind.m_strCode == strCode);
if (item == null)
{
item = new OWN_ITEM();
m_OwnList.Add(item);
}
item.m_strCodeName = strCodeName;
item.m_iPayBalance = iPayBalance;
item.m_iPayUnitPrice = iPayUnitPrice;
@@ -100,13 +110,20 @@ namespace upper_limit_crawler
item.m_dConclusionUnitPrice = dConclusionUnitPrice;
item.m_iUnitBEP = iUnitBEP;
item.m_iCurPrice = iCurPrice;
m_OwnList.Add(item);
item.m_iMaxPrice = iCurPrice;
item.m_bCheck = true;
string[] row = { strCode, strCodeName, dConclusionUnitPrice.ToString("###,###,##0"),
iUnitBEP.ToString("###,###,##0"), iCurPrice.ToString("###,###,##0"),
iEvaluationProfit.ToString("###,###,##0"), iConclusionBalanceCnt.ToString("###,###,##0"),
iEvaluationPrice.ToString("###,###,##0"), dReturn.ToString("#,##0.00")+"%" };
var listViewItem = new ListViewItem(row);
ListViewItem listViewItem = new ListViewItem(row);
listViewItem.UseItemStyleForSubItems = false;
if (dReturn > 0)
listViewItem.SubItems[chProfitRate.Index].ForeColor = Color.Red;
else if (dReturn < 0)
listViewItem.SubItems[chProfitRate.Index].ForeColor = Color.Blue;
lvBalance.Items.Add(listViewItem);
UlUtil.Trace(string.Format("{0} {1} {2} {3} {4} {5} {6} {7} {8} {9} {10}",
@@ -115,7 +132,9 @@ namespace upper_limit_crawler
dReturn, strCode, iAskableCnt, dConclusionUnitPrice, iUnitBEP));
}
foreach(ColumnHeader col in lvBalance.Columns)
m_OwnList.RemoveAll(c => c.m_bCheck = false);
foreach (ColumnHeader col in lvBalance.Columns)
col.Width=-2;
}
@@ -132,6 +151,7 @@ namespace upper_limit_crawler
strPriceList += item.m_strCode;
}
m_StockMst2.SetInputValue(0, strPriceList);
m_StockMst2.BlockRequest2(1);
@@ -141,9 +161,13 @@ namespace upper_limit_crawler
string strCode = m_StockMst2.GetDataValue(0, i);
int iCurPrice = m_StockMst2.GetDataValue(3, i);
// data update
OWN_ITEM listItem = m_OwnList.First(item => item.m_strCode == strCode);
if (listItem != null)
listItem.m_iCurPrice = iCurPrice;
if (listItem == null)
continue;
listItem.m_iCurPrice = iCurPrice;
listItem.m_iMaxPrice = Math.Max(iCurPrice, listItem.m_iMaxPrice);
ListViewItem lvItem = lvBalance.FindItemWithText(strCode);
if (lvItem != null)
@@ -153,11 +177,22 @@ namespace upper_limit_crawler
lvItem.SubItems[chEvaluationPrice.Index].Text = (iCurPrice*listItem.m_iConclusionBalanceCnt).ToString("###,###,##0");
lvItem.SubItems[chProfitRate.Index].Text = (iCurPrice / (float)listItem.m_iUnitBEP - 1.0f).ToString("#,##0.00%");
}
// cut loss and trailing
if (iCurPrice <= listItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut) ||
iCurPrice <= listItem.m_iMaxPrice * (1.0f - m_DataMgr.m_Setting.m_fTrailing))
{
m_DataMgr.GetTrader().SellCurPrice(listItem.m_strCode, listItem.m_iPayBalance);
// 미체결 잔량 취소
}
}
}
private void RefreshData(object sender, EventArgs e)
{
m_MainTimer.Enabled = false;
int iCurTime = Environment.TickCount;
if(m_iLastTime==0)
{
@@ -182,6 +217,8 @@ namespace upper_limit_crawler
m_iLastTime=iCurTime;
m_MainTimer.Enabled = true;
}
private void btRefresh_Click(object sender, EventArgs e)