upper-limit-crawler/ULWatchItem.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace upper_limit_crawler
{
	public class ULWatchItem
	{
        public class PriceNode
        {
            public PriceNode(int iTime, int iPrice)
            {
                m_iTime = iTime;
                m_iPrice = 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 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 int m_iTime;
            public float m_fMA;
        }


        public string m_strCode;
		public string m_strCodeName;
		public DSCBO1Lib.StockCur m_StockCur = null;
		public int m_iCurPrice;
		public int m_iPrevClosing;
		public int m_iStartPrice;
		public int m_iHighestPrice;

		public int m_iVolume;
		public int m_iBidPrice;
		public int m_iBidCnt;


        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>();

        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()
		{
            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);
			m_iVolume = m_StockCur.GetHeaderValue(9);
			m_iBidPrice = m_StockCur.GetHeaderValue(8);
			m_iBidCnt = 0;

            InsertPriceNode(iTime, m_iCurPrice);
        }

        public int GetHour(int iTime)
        {
            return iTime / 10000;
        }

        public int GetMinute(int iTime)
        {
            return (iTime / 100) % 100;
        }

        public int GetSecond(int iTime)
        {
            return iTime % 100;
        }

        public int GetTimeKey1Min(int iHour, int iMin, int iSecond)
        {
            return iHour*10000 + iMin*100 + iSecond;
        }

        void Insert1MinChart(int iTime, int iPrice)
        {
            int iHour = GetHour(iTime);
            int iMin = GetMinute(iTime);
            int iSec = GetSecond(iTime);

            int iKey = GetTimeKey1Min(iHour, iMin, iSec);

            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 void MakeChart()
        {
            foreach (PriceNode node in m_PriceList)
            {
                int iTime = node.m_iTime;
                int iPrice = node.m_iPrice;

                int iHour = GetHour(iTime);
                int iMin = GetMinute(iTime);
                int iSec = GetSecond(iTime);

                int iKey = GetTimeKey1Min(iHour, iMin, iSec);

                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);
                }
            }
        }

        bool IsIn5Min(int iBaseKey, int iKeyCheck)
        {
            int iBaseIdx = m_1MinChart.IndexOfKey(iBaseKey);
            int iIdxCheck = m_1MinChart.IndexOfKey(iKeyCheck);

            return (iIdxCheck > iBaseIdx - 5 && iIdxCheck <= iBaseIdx);
        }

        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 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_5MAChart.ContainsKey(iKey) == true)
                m_5MAChart[iKey] = tick;
            else
                m_5MAChart.Add(iKey, tick);
        }

        public void MakeMAChart()
        {
            foreach (KeyValuePair<int, CandleTick> node in m_1MinChart)
            {
                int iTime = node.Key;

                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 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);
            }
        }

        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:###,###.###})\n", iKey, node1Min.m_iEnd, node5MA != null ? node5MA.m_fMA : 0);
            }

            sb.AppendLine("======= END =======");
            Console.WriteLine(sb.ToString());
        }

        public bool IsUpSlope()
        {

            return true;
        }
	}
}