365 lines
8.6 KiB
C#
365 lines
8.6 KiB
C#
using System;
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using System.Collections.Generic;
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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 class ULWatchItem
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{
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public class PriceNode
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{
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public PriceNode(int iTime, int iPrice)
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{
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m_iTime = iTime;
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m_iPrice = iPrice;
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}
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public int m_iTime;
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public int m_iPrice;
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}
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public class CandleTick
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{
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public CandleTick(int iTime, int iPrice)
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{
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m_iTime = iTime;
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m_iStart = iPrice;
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m_iEnd = iPrice;
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m_iLowest = iPrice;
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m_iHighest = iPrice;
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}
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public int m_iTime;
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public int m_iStart;
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public int m_iEnd;
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public int m_iLowest;
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public int m_iHighest;
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}
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public class MATick
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{
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public MATick(int iTime, float fMA)
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{
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m_iTime = iTime;
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m_fMA = fMA;
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}
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public int m_iTime;
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public float m_fMA;
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override public string ToString() { return string.Format("Time : {0}, m_fMA : {1}", m_iTime, m_fMA); }
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}
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public string m_strCode;
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public string m_strCodeName;
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public DSCBO1Lib.StockCur m_StockCur = null;
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public int m_iCurTime;
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public int m_iCurPrice;
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public int m_iPrevClosing;
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public int m_iStartPrice;
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public int m_iHighestPrice;
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public int m_iVolume;
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public int m_iBidPrice;
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public int m_iBidCnt;
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List<PriceNode> m_PriceList = new List<PriceNode>();
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// key : time(HH:mm:ss)
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SortedList<int, CandleTick> m_1MinChart = new SortedList<int, CandleTick>();
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SortedList<int, MATick> m_5MAChart = new SortedList<int, MATick>();
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public void InsertPriceNode(int iTime, int iPrice)
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{
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PriceNode node = new PriceNode(iTime, iPrice);
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m_PriceList.Add(node);
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bool bMakeNew = Insert1MinChart(iTime, iPrice);
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if(bMakeNew == true)
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{
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int i5MAIdx = m_1MinChart.IndexOfKey(iTime) - 1;
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if (i5MAIdx >= 0)
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{
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int i5MATime = m_1MinChart.Keys[i5MAIdx];
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Insert5MAChart(i5MATime);
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}
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}
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}
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public void Received()
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{
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int iTime = (int)m_StockCur.GetHeaderValue(18);
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int iTime2 = m_StockCur.GetHeaderValue(3);
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m_iCurTime = iTime;
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m_iCurPrice = m_StockCur.GetHeaderValue(13);
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m_iPrevClosing = m_iCurPrice - m_StockCur.GetHeaderValue(2);
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m_iStartPrice = m_StockCur.GetHeaderValue(4);
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m_iHighestPrice = m_StockCur.GetHeaderValue(5);
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m_iVolume = m_StockCur.GetHeaderValue(9);
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m_iBidPrice = m_StockCur.GetHeaderValue(8);
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m_iBidCnt = 0;
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InsertPriceNode(iTime, m_iCurPrice);
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}
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public void FillPrice()
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{
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CPSYSDIBLib.StockChart stockChart = new CPSYSDIBLib.StockChart();
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stockChart.SetInputValue(0, m_strCode);
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stockChart.SetInputValue(1, '1');
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string strDate = ULUtil.GetCurTime().ToString("yyyyMMdd");
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stockChart.SetInputValue(2, strDate);
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stockChart.SetInputValue(3, strDate);
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stockChart.SetInputValue(5, new int[] { 0, 1, 2, 3, 4, 5 });
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stockChart.SetInputValue(6, 'm');
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stockChart.BlockRequest2(1);
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int iCnt = (int)stockChart.GetHeaderValue(3);
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int iFieldCnt = stockChart.GetHeaderValue(1);
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string[] astrFieldName = stockChart.GetHeaderValue(2);
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for (int i = iCnt - 1; i >= 0; i--)
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{
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int iTime = (int)stockChart.GetDataValue(1, i);
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int iPrice = (int)stockChart.GetDataValue(5, i);
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iTime *= 100;
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InsertPriceNode(iTime, iPrice);
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}
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}
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int GetHour(int iTime)
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{
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return iTime / 10000;
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}
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int GetMinute(int iTime)
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{
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return (iTime / 100) % 100;
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}
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int GetSecond(int iTime)
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{
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return iTime % 100;
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}
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int GetTimeKey1Min(int iHour, int iMin, int iSecond)
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{
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return iHour*10000 + iMin*100;
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}
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bool Insert1MinChart(int iTime, int iPrice)
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{
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int iHour = GetHour(iTime);
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int iMin = GetMinute(iTime);
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int iSec = GetSecond(iTime);
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int iKey = GetTimeKey1Min(iHour, iMin, iSec);
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bool bMadeNew = false;
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if (m_1MinChart.ContainsKey(iKey) == false)
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{
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CandleTick tick1 = new CandleTick(iTime, iPrice);
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m_1MinChart.Add(iKey, tick1);
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bMadeNew = true;
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}
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else
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{
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CandleTick tick1 = m_1MinChart[iKey];
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tick1.m_iTime = iTime;
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tick1.m_iEnd = iPrice;
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tick1.m_iLowest = Math.Min(tick1.m_iLowest, iPrice);
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tick1.m_iHighest = Math.Max(tick1.m_iHighest, iPrice);
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bMadeNew = false;
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}
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return bMadeNew;
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}
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public void MakeChart()
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{
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foreach (PriceNode node in m_PriceList)
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{
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int iTime = node.m_iTime;
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int iPrice = node.m_iPrice;
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int iHour = GetHour(iTime);
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int iMin = GetMinute(iTime);
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int iSec = GetSecond(iTime);
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int iKey = GetTimeKey1Min(iHour, iMin, iSec);
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if (m_1MinChart.ContainsKey(iKey) == false)
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{
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CandleTick tick1 = new CandleTick(iTime, node.m_iPrice);
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m_1MinChart.Add(iKey, tick1);
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}
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else
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{
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CandleTick tick1 = m_1MinChart[iKey];
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tick1.m_iTime = iTime;
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tick1.m_iEnd = iPrice;
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tick1.m_iLowest = Math.Min(tick1.m_iLowest, iPrice);
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tick1.m_iHighest = Math.Max(tick1.m_iHighest, iPrice);
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}
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}
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}
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public int FinalPrice()
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{
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return m_PriceList.Last().m_iPrice;
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}
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bool IsInTimeIdx(int iTime1, int iTime2, int iCnt)
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{
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int iIdx1 = m_1MinChart.IndexOfKey(iTime1);
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int iIdx2 = m_1MinChart.IndexOfKey(iTime2);
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return (iIdx1 < iIdx2 && iIdx1 > iIdx2 - iCnt);
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}
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void Insert5MAChart(int iTime)
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{
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int iHour = GetHour(iTime);
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int iMin = GetMinute(iTime);
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int iSec = GetSecond(iTime);
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int iInsertKey = GetTimeKey1Min(iHour, iMin, iSec);
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MATick tick = null;
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if (m_5MAChart.ContainsKey(iInsertKey) == false)
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tick = new MATick(iTime, 0);
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else
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tick = m_5MAChart[iInsertKey];
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float fMA = 0;
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int iIdx = m_1MinChart.IndexOfKey(iInsertKey);
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if (iIdx >= 4)
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{
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int iCnt = 0;
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for (int i = 0; i < 5 && iIdx >= 0; i++)
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{
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fMA += (float)m_1MinChart.Values[iIdx-i].m_iEnd;
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iCnt++;
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}
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fMA /= iCnt;
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}
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else
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{
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fMA = float.NaN;
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}
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tick.m_fMA = fMA;
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if(m_5MAChart.ContainsKey(iInsertKey) == true)
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m_5MAChart[iInsertKey] = tick;
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else
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m_5MAChart.Add(iInsertKey, tick);
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}
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public void MakeMAChart()
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{
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foreach (KeyValuePair<int, CandleTick> node in m_1MinChart)
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{
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int iTime = node.Key;
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int iHour = GetHour(iTime);
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int iMin = GetMinute(iTime);
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int iSec = GetSecond(iTime);
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int iKey = GetTimeKey1Min(iHour, iMin, iSec);
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MATick tick = null;
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if (m_5MAChart.ContainsKey(iKey) == false)
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tick = new MATick(iTime, 0);
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else
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tick = m_5MAChart[iKey];
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int iIdx = m_1MinChart.IndexOfKey(iKey);
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IEnumerable<KeyValuePair<int, CandleTick>> Search = m_1MinChart.Where(r => ULUtil.IsInTime(iKey, r.Key, 5));
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float fMA = Search.Count() == 5 ? (float)Search.Average(r => r.Value.m_iEnd) : 0;
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tick.m_fMA = fMA;
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m_5MAChart.Add(iKey, tick);
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}
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}
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public void PrintChart()
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{
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StringBuilder sb = new StringBuilder();
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sb.AppendLine("======= 1 MINUTE CHART =======");
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for(int i=0; i< m_1MinChart.Keys.Count; i++)
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{
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int iKey = m_1MinChart.Keys[i];
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CandleTick node1Min = m_1MinChart.Values[i];
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MATick node5MA = m_5MAChart.ContainsKey(iKey) ? m_5MAChart[iKey] : null;
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sb.AppendFormat("{0:######} : Price : {1:###,###,###} (5MA : {2:###,##0.###})\n", iKey, node1Min.m_iEnd, node5MA != null ? node5MA.m_fMA : 0);
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}
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sb.AppendLine("======= END =======");
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Console.WriteLine(sb.ToString());
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}
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public float GetPrev5MASlope(int iTime)
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{
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int iTimeKey = GetTimeKey1Min(GetHour(iTime), GetMinute(iTime), 0);
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int iLastIdx = m_1MinChart.IndexOfKey(iTimeKey)-1;
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if(iLastIdx <= 1 || iLastIdx >= m_5MAChart.Count)
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return float.NaN;
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MATick LastMA = m_5MAChart.Values[iLastIdx];
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MATick PrevMA = m_5MAChart.Values[iLastIdx-1];
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return (LastMA.m_fMA - PrevMA.m_fMA) / m_iPrevClosing;
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}
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public bool Is5MAGoingUp()
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{
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if(m_5MAChart.Values.Count >= 2)
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{
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MATick lastMA = m_5MAChart.Values[m_5MAChart.Values.Count - 1];
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MATick prevMA = m_5MAChart.Values[m_5MAChart.Values.Count - 2];
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if (lastMA.m_fMA > prevMA.m_fMA)
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{
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//ULUtil.Trace("[Is5MAGoingUp][{0}] ma up ({1}, {2}", m_strCodeName, lastMA.m_fMA, prevMA.m_fMA);
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return true;
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}
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else if(lastMA.m_fMA == 0)
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{
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if(m_1MinChart.Values.Count >= 2)
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{
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CandleTick lastTick = m_1MinChart.Values[m_1MinChart.Values.Count - 1];
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CandleTick prevTick = m_1MinChart.Values[m_1MinChart.Values.Count - 1];
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if (lastTick.m_iEnd > prevTick.m_iEnd)
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{
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//ULUtil.Trace("[Is5MAGoingUp][{0}] cur up ({1}, {2}", m_strCodeName, lastTick.m_iEnd, prevTick.m_iEnd);
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return true;
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}
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}
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}
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}
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return false;
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}
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public float GetAvgDiff(int iTime)
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{
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IEnumerable<KeyValuePair<int, CandleTick>> itor = m_1MinChart.Where(r => ULUtil.IsInTime(r.Key, iTime, 30));
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if (itor.Count() < 30)
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return 100000;
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float fSum = itor.Sum(r => r.Value.m_iHighest-r.Value.m_iLowest);
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return fSum / (itor.Count());
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}
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}
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}
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