338 lines
8.6 KiB
C#
338 lines
8.6 KiB
C#
using System;
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using System.Collections;
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using System.Collections.Generic;
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using System.Data;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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namespace upper_limit_crawler
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{
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public struct SETTING
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{
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public float m_fSearchMin;
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public float m_fSearchMax;
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public float m_fBidMin;
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public float m_fBidMax;
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public float m_fBidAmount;
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public float m_fTimeout;
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public float m_fTrailing;
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public float m_fLossCut;
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}
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public struct POSTPONE_ITEM
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{
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public POSTPONE_ITEM(string strCode, int iTime)
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{
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m_strCode = strCode;
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m_iTime = iTime;
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}
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public string m_strCode;
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public int m_iTime;
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}
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[Serializable]
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struct BID_LOG
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{
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public string m_strCode { get; set; }
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public string m_strCodeName { get; set; }
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public int m_iTime { get; set; }
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public int m_iBidPrice { get; set; }
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public float m_f5MAslope { get; set; }
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}
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[Serializable]
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struct ASK_LOG
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{
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public string m_strCode { get; set; }
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public string m_strCodeName { get; set; }
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public int m_iTime { get; set; }
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public int m_iAskPrice { get; set; }
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public float m_f5MAslope { get; set; }
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public bool m_bLosscut { get; set; }
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public int m_iProfit { get; set; }
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public float m_fProfitRate { get; set; }
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}
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public class ULDataMgr
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{
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public SETTING m_Setting = new SETTING();
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public ULDB m_DB = new ULDB();
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ULTrader m_Trader = new ULTrader();
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Dictionary<string, ULWatchItem> m_WatchList = new Dictionary<string, ULWatchItem>();
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List<POSTPONE_ITEM> m_PostponeList = new List<POSTPONE_ITEM>();
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Dictionary<string, int> m_LossCutList = new Dictionary<string, int>();
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List<string> m_BlackList = new List<string>();
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string m_AvailableListKey;
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List<string> m_AvailableList = new List<string>();
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List<BID_LOG> m_BidLogs = new List<BID_LOG>();
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List<ASK_LOG> m_AskLogs = new List<ASK_LOG>();
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List<BID_LOG> m_BidLogsSimul = new List<BID_LOG>();
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List<ASK_LOG> m_AskLogsSimul = new List<ASK_LOG>();
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long m_iCacheBalance = 0;
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long m_iEvalProfit = 0;
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string m_strToday = ULUtil.GetCurTime().ToString("yyyy-MM-dd");
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public ULDataMgr()
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{
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m_AvailableListKey= "available-"+m_strToday;
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if(m_DB.IsExist(m_AvailableListKey) == true)
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m_AvailableList = m_DB.Get<List<string>>(m_AvailableListKey);
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else
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m_AvailableList = new List<string>();
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m_BidLogs = GetBidLog(m_strToday, true);
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m_AskLogs = GetAskLog(m_strToday, true);
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m_BidLogsSimul = GetBidLog(m_strToday, false);
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m_AskLogsSimul = GetAskLog(m_strToday, false);
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}
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public void Init()
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{
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m_Trader.Init();
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}
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public string GetAccount()
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{
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return m_Trader.GetAccount();
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}
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public ULTrader GetTrader()
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{
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return m_Trader;
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}
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public void AddWatch(string strCode, string strCodeName)
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{
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if (m_WatchList.ContainsKey(strCode))
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return;
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ULWatchItem item = new ULWatchItem();
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item.m_strCode = strCode;
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item.m_strCodeName = strCodeName;
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item.FillPrice();
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item.m_StockCur = new DSCBO1Lib.StockCur();
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item.m_StockCur.SetInputValue(0, strCode);
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item.m_StockCur.Received += item.Received;
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item.m_StockCur.SubscribeLatest();
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m_WatchList.Add(strCode, item);
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}
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public void RemoveWatch(string strCode)
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{
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if (m_WatchList.ContainsKey(strCode))
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return;
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m_WatchList[strCode].m_StockCur.Unsubscribe();
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m_WatchList.Remove(strCode);
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}
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public void StartAll()
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{
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foreach (KeyValuePair<string, ULWatchItem> item in m_WatchList)
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{
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item.Value.m_StockCur = new DSCBO1Lib.StockCur();
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item.Value.m_StockCur.SetInputValue(0, item.Value.m_strCode);
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item.Value.m_StockCur.Received += item.Value.Received;
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item.Value.m_StockCur.SubscribeLatest();
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}
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}
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public void StopAll()
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{
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foreach (KeyValuePair<string, ULWatchItem> item in m_WatchList)
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{
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item.Value.m_StockCur.Unsubscribe();
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}
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}
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public void AddPostphoneItem(int iTime, string strCode)
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{
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POSTPONE_ITEM postpone = new POSTPONE_ITEM(strCode, iTime);
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m_PostponeList.Add(postpone);
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}
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public bool IsInPostponeList(int iTime, string strCode)
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{
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return m_PostponeList.Any(r => r.m_strCode == strCode && ULUtil.IsInTime(r.m_iTime, iTime, 4));
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}
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public void AddLosscutItem(string strCode)
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{
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if(m_LossCutList.ContainsKey(strCode) == false)
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{
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m_LossCutList.Add(strCode, 1);
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}
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else
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{
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m_LossCutList[strCode] += 1;
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if(m_LossCutList[strCode] >= 2)
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m_BlackList.Add(strCode);
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}
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}
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public bool IsInBlackList(string strCode)
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{
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return m_BlackList.Any(r => r == strCode);
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}
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public Dictionary<string, ULWatchItem> GetWatchList()
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{
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return m_WatchList;
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}
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public void SetCacheBalance(long iBalance)
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{
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m_iCacheBalance = iBalance;
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}
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public long GetCacheBalance()
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{
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return m_iCacheBalance;
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}
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public void SetEvalProfit(long iProfit)
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{
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m_iEvalProfit = iProfit;
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}
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public long GetEvalProfit()
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{
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return m_iEvalProfit;
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}
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public ULDB GetDB()
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{
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return m_DB;
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}
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public void AddAvailableItem(string strCode)
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{
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if(m_AvailableList.Any(r => r==strCode)==false)
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{
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m_AvailableList.Add(strCode);
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m_DB.Insert(m_AvailableListKey, m_AvailableList);
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}
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}
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public void AddBidLog(string strCode, string strCodeName, int iTime, int iBidPrice, float f5MAslope, bool bReal)
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{
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string strKey = bReal ? "bid-"+m_strToday : "bid-simul-"+m_strToday;
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BID_LOG log = new BID_LOG();
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log.m_strCode = strCode;
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log.m_strCodeName = strCodeName;
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log.m_iTime = iTime;
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log.m_iBidPrice = iBidPrice;
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log.m_f5MAslope = f5MAslope;
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if(bReal == true)
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{
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m_BidLogs.Add(log);
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m_DB.Insert(strKey, m_BidLogs);
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}
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else
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{
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m_BidLogsSimul.Add(log);
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m_DB.Insert(strKey, m_BidLogsSimul);
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}
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}
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List<BID_LOG> GetBidLog(string strDate, bool bReal)
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{
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string strKey = bReal ? "bid-"+m_strToday : "bid-simul-"+m_strToday;
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if(m_DB.IsExist(strKey) == true)
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return m_DB.Get<List<BID_LOG>>(strKey);
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else
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return new List<BID_LOG>();
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}
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public void AddAskLog(string strCode, string strCodeName, int iTime, int iAskPrice, float f5MAslope, bool bLosscut, int iProfit, float fProfitRate, bool bReal)
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{
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string strKey = bReal ? "ask-"+m_strToday : "ask-simul-"+m_strToday;
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ASK_LOG log = new ASK_LOG();
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log.m_strCode = strCode;
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log.m_strCodeName = strCodeName;
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log.m_iTime = iTime;
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log.m_iAskPrice = iAskPrice;
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log.m_f5MAslope = f5MAslope;
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log.m_bLosscut = bLosscut;
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log.m_iProfit = iProfit;
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log.m_fProfitRate = fProfitRate;
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if(bReal == true)
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{
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m_AskLogs.Add(log);
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m_DB.Insert(strKey, m_AskLogs);
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}
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else
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{
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m_AskLogsSimul.Add(log);
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m_DB.Insert(strKey, m_AskLogsSimul);
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}
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}
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List<ASK_LOG> GetAskLog(string strDate, bool bReal)
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{
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string strKey = bReal ? "ask-"+m_strToday : "ask-simul-"+m_strToday;
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if(m_DB.IsExist(strKey) == true)
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return m_DB.Get<List<ASK_LOG>>(strKey);
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else
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return new List<ASK_LOG>();
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}
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public int GetBidTime(string strCode)
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{
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int iTime = 0;
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List<BID_LOG> BidLog = m_BidLogs.Where(r => r.m_strCode==strCode).ToList();
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BidLog.Reverse();
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foreach(BID_LOG bid in BidLog)
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{
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if(m_AskLogs.Any(r => r.m_strCode==strCode && r.m_iTime>bid.m_iTime)==false)
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iTime=bid.m_iTime;
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else
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break;
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}
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return iTime;
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}
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public void DumpLog(bool bReal)
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{
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StringBuilder sb = new StringBuilder();
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foreach(string strCode in m_AvailableList)
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sb.AppendLine("\"" +strCode+ "\",");
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if(bReal == true)
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{
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foreach(BID_LOG log in m_BidLogs)
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sb.AppendFormat("매수, {0}, {1}, {2}, {3}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iBidPrice, log.m_f5MAslope.ToString("0.00%"));
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foreach(ASK_LOG log in m_AskLogs)
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sb.AppendFormat("매도, {0}, {1}, {2}, {3}, {4}, {5}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iAskPrice, log.m_f5MAslope.ToString("0.00%"), log.m_iProfit, log.m_fProfitRate.ToString("0.00%"));
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System.IO.File.WriteAllText(ULUtil.GetLogDir()+"dblog-"+m_strToday+".csv", sb.ToString(), Encoding.UTF8);
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}
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else
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{
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foreach(BID_LOG log in m_BidLogsSimul)
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sb.AppendFormat("매수, {0}, {1}, {2}, {3}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iBidPrice, log.m_f5MAslope.ToString("0.00%"));
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foreach(ASK_LOG log in m_AskLogsSimul)
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sb.AppendFormat("매도, {0}, {1}, {2}, {3}, {4}, {5}"+Environment.NewLine, log.m_iTime, log.m_strCodeName, log.m_iAskPrice, log.m_f5MAslope.ToString("0.00%"), log.m_iProfit, log.m_fProfitRate.ToString("0.00%"));
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System.IO.File.WriteAllText(ULUtil.GetLogDir()+"dblog-simul-"+m_strToday+".csv", sb.ToString(), Encoding.UTF8);
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}
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}
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}
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}
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