Files
upper-limit-crawler/MainForm.cs
2016-07-28 21:30:56 +09:00

430 lines
12 KiB
C#

using System;
using System.Windows.Forms;
using System.Collections;
using System.Reflection;
using System.Diagnostics;
using System.Collections.Generic;
namespace upper_limit_crawler
{
//struct ITEM
//{
// string m_strCode;
// DateTime m_Time;
// int m_iCurPrice;
// int m_iAskCount;
// int m_iBidCount;
// int m_iStartPrice;
// int m_iTradingVolume;
// float m_fRatePerStart;
//}
public partial class MainForm : Form
{
ArrayList m_TraceList = new ArrayList();
Timer m_MainTimer = new Timer();
int m_iLastTime = 0;
static ULDataMgr m_DataMgr = new ULDataMgr();
ULOwn m_Own = new ULOwn(m_DataMgr);
ULMonitorDlg m_MonitorDlg = null;
ULBalanceDlg m_BalanceDlg = null;
public MainForm()
{
InitializeComponent();
SetDoubleBuffered(tbLog);
ULUtil.Init(tbLog);
btApply_Click(null, null);
m_MonitorDlg = new ULMonitorDlg(m_DataMgr);
splitContainer3.Panel1.Controls.Add(m_MonitorDlg);
m_MonitorDlg.Dock = DockStyle.Fill;
m_MonitorDlg.Show();
m_BalanceDlg = new ULBalanceDlg(m_DataMgr);
splitContainer3.Panel2.Controls.Add(m_BalanceDlg);
m_BalanceDlg.Dock = DockStyle.Fill;
m_BalanceDlg.Show();
m_MainTimer.Interval = 10;
m_MainTimer.Tick += Refresh;
m_MainTimer.Start();
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 });
}
private bool IsOnTime()
{
DateTime CurTime = ULUtil.GetCurTime();
if (CurTime.DayOfWeek == DayOfWeek.Sunday || CurTime.DayOfWeek == DayOfWeek.Saturday)
return false;
if (CurTime.Hour < 8 || CurTime.Hour > 15)
return false;
if (CurTime.Hour == 8 && CurTime.Minute < 50)
return false;
if (CurTime.Hour == 15 && CurTime.Minute > 15)
return false;
return true;
}
private void Refresh(object sender, EventArgs e)
{
//if(IsOnTime() == false)
// return;
int iCurTime = Environment.TickCount;
if(m_iLastTime == 0)
{
m_iLastTime=iCurTime;
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();
statusBar1.Panels[1].Text = ULUtil.GetCurTimeString() + " ";
m_iLastTime = iCurTime;
}
void StartAll()
{
m_MonitorDlg.Start();
m_BalanceDlg.Start();
m_DataMgr.StartAll();
}
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();
if (ULUtil.IsConnected() == false)
{
cbStart.Checked = false;
MessageBox.Show("Cybos Plus를 실행해주세요");
return;
}
m_DataMgr.Init();
StartAll();
}
else
{
StopAll();
}
}
private void AddTrace(string strCode)
{
if (m_TraceList.Contains(strCode) == true)
return;
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;
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_fLossCut = float.Parse(tbLossCut.Text.Replace("%", ""))/100;
btCancel_Click(null, null);
}
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") + "%";
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") + "%";
}
private void btCybos5_Click(object sender, EventArgs e)
{
string strappname = @"C:\DAISHIN\STARTER\ncStarter.exe";
Process.Start(strappname);
}
private void btCybosPlus_Click(object sender, EventArgs e)
{
string strappname = @"C:\DAISHIN\STARTER\ncStarter.exe";
Process.Start(strappname, @"/prj:cp");
}
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";
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);
}
{
cur.SetInputValue(0, strCheckCode);
cur.Received += Cur_Received;
cur.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 Cur_Received()
{
long time = cur.GetHeaderValue(3);
long time2 = cur.GetHeaderValue(18);
Console.WriteLine("StockCur : {0} / {1}", time, time2);
}
struct chart_data
{
public chart_data(int iTime, int iPrice)
{
this.iTime = iTime;
this.iPrice = iPrice;
}
public int iTime;
public int iPrice;
override public string ToString() { return string.Format("[{0]] {{1}}", iTime, iPrice); }
}
private void btMATest_Click(object sender, EventArgs e)
{
string strCode = "A010240";
string strCodeName = "흥국";
string strDate = "20160725";
string strPrevDate = "20160722";
List<chart_data> DataList = new List<chart_data>();
CPSYSDIBLib.StockChart stockChart = new CPSYSDIBLib.StockChart();
stockChart.SetInputValue(0, strCode);
stockChart.SetInputValue(1, '1');
stockChart.SetInputValue(2, strPrevDate);
stockChart.SetInputValue(3, strPrevDate);
stockChart.SetInputValue(4, 1);
stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5, 6, 10, 37 });
stockChart.SetInputValue(6, 'T');
stockChart.BlockRequest2(1);
int iTimeTest = (int)stockChart.GetDataValue(1, 0);
int iPrevClosing = stockChart.GetDataValue(5, 0);
stockChart.SetInputValue(0, strCode);
stockChart.SetInputValue(1, '1');
stockChart.SetInputValue(2, strDate);
stockChart.SetInputValue(3, strDate);
stockChart.SetInputValue(4, 0);
stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5, 6, 10, 37 });
stockChart.SetInputValue(6, 'T');
stockChart.BlockRequest2(1);
int iFieldCnt = stockChart.GetHeaderValue(1);
string[] astrFieldName = stockChart.GetHeaderValue(2);
while (true)
{
int iCnt = (int)stockChart.GetHeaderValue(3);
for (int i = 0; i < iCnt; i++)
{
int iTime = (int)stockChart.GetDataValue(1, i);
iTime *= 100;
int iCurPrice = (int)stockChart.GetDataValue(5, i);
int iVolume = (int)stockChart.GetDataValue(5, i);
DataList.Add(new chart_data(iTime, iCurPrice));
}
if (stockChart.Continue == 1)
stockChart.BlockRequest2(1);
else
break;
}
ULWatchItem item = new ULWatchItem();
item.m_strCode = strCode;
item.m_strCodeName = strCodeName;
item.m_iCurPrice = 0;
item.m_iPrevClosing = 0;
ULBalanceDlg.OWN_ITEM OwnItem = new ULBalanceDlg.OWN_ITEM();
DataList.Reverse();
foreach (chart_data data in DataList)
{
int iTime = data.iTime;
int iCurPrice = data.iPrice;
if (item.m_iPrevClosing == 0)
item.m_iPrevClosing = iPrevClosing;
item.m_iCurPrice = iCurPrice;
item.InsertPriceNode(iTime, iCurPrice);
if(OwnItem.m_iUnitBEP != 0)
OwnItem.m_iMaxPrice = Math.Max(OwnItem.m_iMaxPrice, iCurPrice);
float fCompRate = item.m_iCurPrice / (float)item.m_iPrevClosing - 1.0f;
if (fCompRate >= m_DataMgr.m_Setting.m_fBidMin && fCompRate <= m_DataMgr.m_Setting.m_fBidMax)
{
if (m_DataMgr.IsInBlackList(iTime, strCode) == true)
{
//Console.WriteLine("[{0}] 조건 매수 실패. black list {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"));
continue;
}
float f5MASlope = item.GetPrev5MASlope(iTime);
if (f5MASlope <= 0)
{
//Console.WriteLine("[{0}] 조건 매수 실패. 5ma 상승하지 않음 {1}원 ({2})", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"));
continue;
}
// bid and add to black list
Console.WriteLine(string.Format("[{0}] [{1}] 조건 매수 {2}원 ({3}) (5MA slop:{4:0.00})", iTime, item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope));
ULUtil.TraceCSV("조건 매수", item.m_strCodeName, item.m_iCurPrice, fCompRate.ToString("0.00%"), f5MASlope);
OwnItem.m_iUnitBEP = iCurPrice;
OwnItem.m_strCodeName = item.m_strCodeName;
//m_DataMgr.GetTrader().Buy(strCode, item.m_iCurPrice, (int)m_DataMgr.m_Setting.m_fBidAmount);
m_DataMgr.AddBlackList(iTime, strCode);
}
if(OwnItem.m_iUnitBEP > 0)
{
// loss cut
if (iCurPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut))
{
Console.WriteLine(string.Format("[{0}] [{1}] 손절 {2}원 ({3}:{4})", iTime, OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%")));
ULUtil.TraceCSV("손절", OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"));
OwnItem.m_iUnitBEP = 0;
//m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
//m_OwnList.Remove(OwnItem);
//m_DataMgr.RemoveWatch(strCode);
// own에서 삭제하고 미체결 리스트에 넣고, watch에서도 뺀다
// 미체결 잔량 취소
}
// trailing
else if (iCurPrice <= OwnItem.m_iMaxPrice - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing)
{
float f5MASlope = item.GetPrev5MASlope(iTime);
if (f5MASlope > 0)
{
//Console.WriteLine(string.Format("[{0}] [{1}] 트레일링 매도 대기. 5ma 상승 중 {2}원 ({3})", iTime, OwnItem.m_strCodeName, iCurPrice, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%")));
continue;
}
Console.WriteLine(string.Format("[{0}] [{1}] 트레일링 매도 {2}원 ({3}:{4}) (5MA slop:{5:0.00})", iTime, OwnItem.m_strCodeName, iCurPrice, iCurPrice- OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), f5MASlope));
ULUtil.TraceCSV("트레일링 매도", OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, (iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), f5MASlope);
OwnItem.m_iUnitBEP = 0;
//m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
//m_OwnList.Remove(OwnItem);
//m_DataMgr.RemoveWatch(strCode);
}
}
}
//item.PrintChart();
}
}
}