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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12
MainForm.Designer.cs generated
View File

@@ -127,7 +127,7 @@
this.tbSearchMax.Name = "tbSearchMax"; this.tbSearchMax.Name = "tbSearchMax";
this.tbSearchMax.Size = new System.Drawing.Size(37, 21); this.tbSearchMax.Size = new System.Drawing.Size(37, 21);
this.tbSearchMax.TabIndex = 6; this.tbSearchMax.TabIndex = 6;
this.tbSearchMax.Text = "10.5"; this.tbSearchMax.Text = "10.5%";
this.tbSearchMax.TextAlign = System.Windows.Forms.HorizontalAlignment.Center; this.tbSearchMax.TextAlign = System.Windows.Forms.HorizontalAlignment.Center;
// //
// tbBidMin // tbBidMin
@@ -136,7 +136,7 @@
this.tbBidMin.Name = "tbBidMin"; this.tbBidMin.Name = "tbBidMin";
this.tbBidMin.Size = new System.Drawing.Size(37, 21); this.tbBidMin.Size = new System.Drawing.Size(37, 21);
this.tbBidMin.TabIndex = 8; this.tbBidMin.TabIndex = 8;
this.tbBidMin.Text = "9.0"; this.tbBidMin.Text = "9.0%";
this.tbBidMin.TextAlign = System.Windows.Forms.HorizontalAlignment.Center; this.tbBidMin.TextAlign = System.Windows.Forms.HorizontalAlignment.Center;
// //
// tbBidAmount // tbBidAmount
@@ -199,7 +199,7 @@
this.tbTrailing.Name = "tbTrailing"; this.tbTrailing.Name = "tbTrailing";
this.tbTrailing.Size = new System.Drawing.Size(100, 21); this.tbTrailing.Size = new System.Drawing.Size(100, 21);
this.tbTrailing.TabIndex = 10; this.tbTrailing.TabIndex = 10;
this.tbTrailing.Text = "1.0"; this.tbTrailing.Text = "1.0%";
this.tbTrailing.TextAlign = System.Windows.Forms.HorizontalAlignment.Center; this.tbTrailing.TextAlign = System.Windows.Forms.HorizontalAlignment.Center;
// //
// label5 // label5
@@ -217,7 +217,7 @@
this.tbLossCut.Name = "tbLossCut"; this.tbLossCut.Name = "tbLossCut";
this.tbLossCut.Size = new System.Drawing.Size(100, 21); this.tbLossCut.Size = new System.Drawing.Size(100, 21);
this.tbLossCut.TabIndex = 10; this.tbLossCut.TabIndex = 10;
this.tbLossCut.Text = "2.0"; this.tbLossCut.Text = "2.0%";
this.tbLossCut.TextAlign = System.Windows.Forms.HorizontalAlignment.Center; this.tbLossCut.TextAlign = System.Windows.Forms.HorizontalAlignment.Center;
// //
// label6 // label6
@@ -244,7 +244,7 @@
this.tbSearchMin.Name = "tbSearchMin"; this.tbSearchMin.Name = "tbSearchMin";
this.tbSearchMin.Size = new System.Drawing.Size(37, 21); this.tbSearchMin.Size = new System.Drawing.Size(37, 21);
this.tbSearchMin.TabIndex = 14; this.tbSearchMin.TabIndex = 14;
this.tbSearchMin.Text = "9.0"; this.tbSearchMin.Text = "9.0%";
this.tbSearchMin.TextAlign = System.Windows.Forms.HorizontalAlignment.Center; this.tbSearchMin.TextAlign = System.Windows.Forms.HorizontalAlignment.Center;
// //
// btApply // btApply
@@ -273,7 +273,7 @@
this.tbBidMax.Name = "tbBidMax"; this.tbBidMax.Name = "tbBidMax";
this.tbBidMax.Size = new System.Drawing.Size(37, 21); this.tbBidMax.Size = new System.Drawing.Size(37, 21);
this.tbBidMax.TabIndex = 8; this.tbBidMax.TabIndex = 8;
this.tbBidMax.Text = "10.0"; this.tbBidMax.Text = "10.0%";
this.tbBidMax.TextAlign = System.Windows.Forms.HorizontalAlignment.Center; this.tbBidMax.TextAlign = System.Windows.Forms.HorizontalAlignment.Center;
// //
// label8 // label8

48
MainForm.cs
View File

@@ -1,13 +1,5 @@
using System; using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms; using System.Windows.Forms;
using MySql.Data.MySqlClient;
using System.Collections; using System.Collections;
using System.Reflection; using System.Reflection;
@@ -44,17 +36,11 @@ namespace upper_limit_crawler
{ {
InitializeComponent(); InitializeComponent();
m_DataMgr.m_Setting.m_fSearchMin = float.Parse(tbSearchMin.Text); btApply_Click(null, null);
m_DataMgr.m_Setting.m_fSearchMax = float.Parse(tbSearchMax.Text);
m_DataMgr.m_Setting.m_fBidMin = float.Parse(tbBidMin.Text);
m_DataMgr.m_Setting.m_fBidMax = float.Parse(tbBidMax.Text);
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);
m_DataMgr.m_Setting.m_fLossCut = float.Parse(tbLossCut.Text);
SetDoubleBuffered(lvWatch);
SetDoubleBuffered(lvWatch);
m_Monitor.SetView(lvWatch); m_Monitor.SetView(lvWatch);
@@ -123,15 +109,17 @@ namespace upper_limit_crawler
{ {
try try
{ {
m_DataMgr.m_Setting.m_fSearchMin = float.Parse(tbSearchMin.Text); m_DataMgr.m_Setting.m_fSearchMin = float.Parse(tbSearchMin.Text.Replace("%", ""));
m_DataMgr.m_Setting.m_fSearchMax = float.Parse(tbSearchMax.Text); m_DataMgr.m_Setting.m_fSearchMax = float.Parse(tbSearchMax.Text.Replace("%", ""));
m_DataMgr.m_Setting.m_fBidMin = float.Parse(tbBidMin.Text); m_DataMgr.m_Setting.m_fBidMin = float.Parse(tbBidMin.Text.Replace("%", ""));
m_DataMgr.m_Setting.m_fBidMax = float.Parse(tbBidMax.Text); m_DataMgr.m_Setting.m_fBidMax = float.Parse(tbBidMax.Text.Replace("%", ""));
m_DataMgr.m_Setting.m_fBidAmount = float.Parse(tbBidAmount.Text); 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_fTimeout = float.Parse(tbTimeout.Text);
m_DataMgr.m_Setting.m_fTrailing = float.Parse(tbTrailing.Text); m_DataMgr.m_Setting.m_fTrailing = float.Parse(tbTrailing.Text.Replace("%", ""))/100;
m_DataMgr.m_Setting.m_fLossCut = float.Parse(tbLossCut.Text); m_DataMgr.m_Setting.m_fLossCut = float.Parse(tbLossCut.Text.Replace("%", ""))/100;
}
btCancel_Click(null, null);
}
catch(Exception ex) catch(Exception ex)
{ {
UlUtil.Trace(ex.ToString()); UlUtil.Trace(ex.ToString());
@@ -140,14 +128,14 @@ namespace upper_limit_crawler
private void btCancel_Click(object sender, EventArgs e) private void btCancel_Click(object sender, EventArgs e)
{ {
tbSearchMin.Text = m_DataMgr.m_Setting.m_fSearchMin.ToString("0.0"); tbSearchMin.Text = m_DataMgr.m_Setting.m_fSearchMin.ToString("0.0")+"%";
tbSearchMax.Text = m_DataMgr.m_Setting.m_fSearchMax.ToString("0.0"); tbSearchMax.Text = m_DataMgr.m_Setting.m_fSearchMax.ToString("0.0") + "%";
tbBidMin.Text = m_DataMgr.m_Setting.m_fBidMin.ToString("0.0"); tbBidMin.Text = m_DataMgr.m_Setting.m_fBidMin.ToString("0.0") + "%";
tbBidMax.Text = m_DataMgr.m_Setting.m_fBidMax.ToString("0.0"); tbBidMax.Text = m_DataMgr.m_Setting.m_fBidMax.ToString("0.0") + "%";
tbBidAmount.Text = m_DataMgr.m_Setting.m_fBidAmount.ToString("###,###,###,###,###"); tbBidAmount.Text = m_DataMgr.m_Setting.m_fBidAmount.ToString("###,###,###,###,###");
tbTimeout.Text = m_DataMgr.m_Setting.m_fTimeout.ToString("0.###"); tbTimeout.Text = m_DataMgr.m_Setting.m_fTimeout.ToString("0.###");
tbTrailing.Text = m_DataMgr.m_Setting.m_fTrailing.ToString("0.0"); tbTrailing.Text = m_DataMgr.m_Setting.m_fTrailing.ToString("0.0%");
tbLossCut.Text = m_DataMgr.m_Setting.m_fLossCut.ToString("0.0"); tbLossCut.Text = m_DataMgr.m_Setting.m_fLossCut.ToString("0.0%");
} }
private void btBalance_Click(object sender, EventArgs e) private void btBalance_Click(object sender, EventArgs e)

51
ULBalanceDlg.cs
View File

@@ -30,6 +30,9 @@ namespace upper_limit_crawler
public long m_iUnitBEP; public long m_iUnitBEP;
public int m_iCurPrice; public int m_iCurPrice;
public int m_iMaxPrice;
public bool m_bCheck;
}; };
@@ -68,7 +71,9 @@ namespace upper_limit_crawler
m_Td6033.BlockRequest2(1); m_Td6033.BlockRequest2(1);
lvBalance.Items.Clear(); 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); int iCnt = m_Td6033.GetHeaderValue(7);
for(int i = 0; i<iCnt; i++) for(int i = 0; i<iCnt; i++)
@@ -87,7 +92,12 @@ namespace upper_limit_crawler
int iCurPrice = (int)(iEvaluationPrice/iConclusionBalanceCnt); 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_strCodeName = strCodeName;
item.m_iPayBalance = iPayBalance; item.m_iPayBalance = iPayBalance;
item.m_iPayUnitPrice = iPayUnitPrice; item.m_iPayUnitPrice = iPayUnitPrice;
@@ -100,13 +110,20 @@ namespace upper_limit_crawler
item.m_dConclusionUnitPrice = dConclusionUnitPrice; item.m_dConclusionUnitPrice = dConclusionUnitPrice;
item.m_iUnitBEP = iUnitBEP; item.m_iUnitBEP = iUnitBEP;
item.m_iCurPrice = iCurPrice; item.m_iCurPrice = iCurPrice;
m_OwnList.Add(item); item.m_iMaxPrice = iCurPrice;
item.m_bCheck = true;
string[] row = { strCode, strCodeName, dConclusionUnitPrice.ToString("###,###,##0"), string[] row = { strCode, strCodeName, dConclusionUnitPrice.ToString("###,###,##0"),
iUnitBEP.ToString("###,###,##0"), iCurPrice.ToString("###,###,##0"), iUnitBEP.ToString("###,###,##0"), iCurPrice.ToString("###,###,##0"),
iEvaluationProfit.ToString("###,###,##0"), iConclusionBalanceCnt.ToString("###,###,##0"), iEvaluationProfit.ToString("###,###,##0"), iConclusionBalanceCnt.ToString("###,###,##0"),
iEvaluationPrice.ToString("###,###,##0"), dReturn.ToString("#,##0.00")+"%" }; 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); lvBalance.Items.Add(listViewItem);
UlUtil.Trace(string.Format("{0} {1} {2} {3} {4} {5} {6} {7} {8} {9} {10}", 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)); 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; col.Width=-2;
} }
@@ -132,6 +151,7 @@ namespace upper_limit_crawler
strPriceList += item.m_strCode; strPriceList += item.m_strCode;
} }
m_StockMst2.SetInputValue(0, strPriceList); m_StockMst2.SetInputValue(0, strPriceList);
m_StockMst2.BlockRequest2(1); m_StockMst2.BlockRequest2(1);
@@ -141,9 +161,13 @@ namespace upper_limit_crawler
string strCode = m_StockMst2.GetDataValue(0, i); string strCode = m_StockMst2.GetDataValue(0, i);
int iCurPrice = m_StockMst2.GetDataValue(3, i); int iCurPrice = m_StockMst2.GetDataValue(3, i);
// data update
OWN_ITEM listItem = m_OwnList.First(item => item.m_strCode == strCode); OWN_ITEM listItem = m_OwnList.First(item => item.m_strCode == strCode);
if (listItem != null) if (listItem == null)
listItem.m_iCurPrice = iCurPrice; continue;
listItem.m_iCurPrice = iCurPrice;
listItem.m_iMaxPrice = Math.Max(iCurPrice, listItem.m_iMaxPrice);
ListViewItem lvItem = lvBalance.FindItemWithText(strCode); ListViewItem lvItem = lvBalance.FindItemWithText(strCode);
if (lvItem != null) if (lvItem != null)
@@ -153,11 +177,22 @@ namespace upper_limit_crawler
lvItem.SubItems[chEvaluationPrice.Index].Text = (iCurPrice*listItem.m_iConclusionBalanceCnt).ToString("###,###,##0"); 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%"); 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) private void RefreshData(object sender, EventArgs e)
{ {
m_MainTimer.Enabled = false;
int iCurTime = Environment.TickCount; int iCurTime = Environment.TickCount;
if(m_iLastTime==0) if(m_iLastTime==0)
{ {
@@ -182,6 +217,8 @@ namespace upper_limit_crawler
m_iLastTime=iCurTime; m_iLastTime=iCurTime;
m_MainTimer.Enabled = true;
} }
private void btRefresh_Click(object sender, EventArgs e) private void btRefresh_Click(object sender, EventArgs e)

10
ULMonitor.cs
View File

@@ -14,6 +14,7 @@ namespace upper_limit_crawler
CPSYSDIBLib.CpSvrNew7043 m_7043 = new CPSYSDIBLib.CpSvrNew7043(); CPSYSDIBLib.CpSvrNew7043 m_7043 = new CPSYSDIBLib.CpSvrNew7043();
int m_iMonitorDelay = 0; int m_iMonitorDelay = 0;
ListView lvWatch; ListView lvWatch;
bool m_bRequesting = false; bool m_bRequesting = false;
public ULMonitor(ULDataMgr DataMgr) : base(DataMgr) public ULMonitor(ULDataMgr DataMgr) : base(DataMgr)
@@ -34,10 +35,10 @@ namespace upper_limit_crawler
lvWatch = view; lvWatch = view;
} }
void Check() bool Check()
{ {
if (m_bRequesting == true || UlUtil.GetLimitRemainCountRQ() < 30) if (m_bRequesting == true || UlUtil.GetLimitRemainCountRQ() < 30)
return; return false;
m_bRequesting = true; m_bRequesting = true;
m_7043.SetInputValue(7, (short)m_DataMgr.m_Setting.m_fSearchMin); m_7043.SetInputValue(7, (short)m_DataMgr.m_Setting.m_fSearchMin);
@@ -135,6 +136,7 @@ namespace upper_limit_crawler
} }
m_bRequesting = false; m_bRequesting = false;
return true;
} }
public override void Refresh(int iCurTime) public override void Refresh(int iCurTime)
@@ -149,8 +151,8 @@ namespace upper_limit_crawler
m_iMonitorDelay -= iDeltaT; m_iMonitorDelay -= iDeltaT;
if(m_iMonitorDelay <= 0) if(m_iMonitorDelay <= 0)
{ {
Check(); bool bRequest = Check();
m_iMonitorDelay = MONITOR_DELAY; m_iMonitorDelay = (bRequest == true) ? MONITOR_DELAY : 1000;
} }
base.Refresh(iCurTime); base.Refresh(iCurTime);

72
ULTrader.cs
View File

@@ -15,6 +15,9 @@ namespace upper_limit_crawler
string[] m_astrAccounts = null; string[] m_astrAccounts = null;
object lockBuy = new object();
object lockSell = new object();
public ULTrader() public ULTrader()
{ {
m_Util.TradeInit(); m_Util.TradeInit();
@@ -111,50 +114,59 @@ namespace upper_limit_crawler
public void Buy(string strCode, int iUnitPrice, int iBidAmount) public void Buy(string strCode, int iUnitPrice, int iBidAmount)
{ {
int iCnt = iBidAmount/ iUnitPrice; lock(lockBuy)
iCnt = 1; {
int iCnt = iBidAmount / iUnitPrice;
iCnt = 1;
m_Td0311Bid.SetInputValue(0, "2"); m_Td0311Bid.SetInputValue(0, "2");
m_Td0311Bid.SetInputValue(1, m_astrAccounts[0]); m_Td0311Bid.SetInputValue(1, m_astrAccounts[0]);
m_Td0311Bid.SetInputValue(3, strCode); m_Td0311Bid.SetInputValue(3, strCode);
m_Td0311Bid.SetInputValue(4, iCnt); // 수량 m_Td0311Bid.SetInputValue(4, iCnt); // 수량
m_Td0311Bid.SetInputValue(5, iUnitPrice); // 단가 m_Td0311Bid.SetInputValue(5, iUnitPrice); // 단가
m_Td0311Bid.SetInputValue(7, "0"); m_Td0311Bid.SetInputValue(7, "0");
m_Td0311Bid.SetInputValue(8, "03"); m_Td0311Bid.SetInputValue(8, "03");
m_Td0311Bid.BlockRequest(); m_Td0311Bid.BlockRequest();
}
} }
public void Sell(string strCode, int iUnitPrice, int iCnt) public void Sell(string strCode, int iUnitPrice, int iCnt)
{ {
//long iCnt = (long)Math.Floor(fAskAmount/fCurPrice); lock (lockSell)
//iCnt=1; {
//long iCnt = (long)Math.Floor(fAskAmount/fCurPrice);
//iCnt=1;
m_Td0311Ask.SetInputValue(0, "1"); m_Td0311Ask.SetInputValue(0, "1");
m_Td0311Ask.SetInputValue(1, m_astrAccounts[0]); m_Td0311Ask.SetInputValue(1, m_astrAccounts[0]);
m_Td0311Ask.SetInputValue(3, strCode); m_Td0311Ask.SetInputValue(3, strCode);
m_Td0311Ask.SetInputValue(4, iCnt); // 수량 m_Td0311Ask.SetInputValue(4, iCnt); // 수량
m_Td0311Ask.SetInputValue(5, iUnitPrice); // 단가 m_Td0311Ask.SetInputValue(5, iUnitPrice); // 단가
m_Td0311Ask.SetInputValue(7, "0"); m_Td0311Ask.SetInputValue(7, "0");
m_Td0311Ask.SetInputValue(8, "03"); m_Td0311Ask.SetInputValue(8, "03");
m_Td0311Ask.BlockRequest(); m_Td0311Ask.BlockRequest();
}
} }
public void SellCurPrice(string strCode, int iCnt) public void SellCurPrice(string strCode, int iCnt)
{ {
//long iCnt = (long)Math.Floor(fAskAmount/fCurPrice); lock (lockSell)
//iCnt=1; {
//long iCnt = (long)Math.Floor(fAskAmount/fCurPrice);
//iCnt=1;
m_Td0311Ask.SetInputValue(0, "1"); m_Td0311Ask.SetInputValue(0, "1");
m_Td0311Ask.SetInputValue(1, m_astrAccounts[0]); m_Td0311Ask.SetInputValue(1, m_astrAccounts[0]);
m_Td0311Ask.SetInputValue(3, strCode); m_Td0311Ask.SetInputValue(3, strCode);
m_Td0311Ask.SetInputValue(4, iCnt); // 수량 m_Td0311Ask.SetInputValue(4, iCnt); // 수량
m_Td0311Ask.SetInputValue(5, 0); // 단가 m_Td0311Ask.SetInputValue(5, 0); // 단가
m_Td0311Ask.SetInputValue(7, "0"); m_Td0311Ask.SetInputValue(7, "0");
m_Td0311Ask.SetInputValue(8, "03"); m_Td0311Ask.SetInputValue(8, "03");
m_Td0311Ask.BlockRequest(); m_Td0311Ask.BlockRequest();
}
} }
} }
} }