396 lines
14 KiB
C#
396 lines
14 KiB
C#
using System;
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using System.Collections.Generic;
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using System.ComponentModel;
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using System.Data;
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using System.Drawing;
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using System.Linq;
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using System.Text;
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using System.Text.RegularExpressions;
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using System.Threading.Tasks;
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using System.Windows.Forms;
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namespace upper_limit_crawler
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{
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public partial class ULBalanceDlg : Form
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{
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const int BALANCE_DELAY = 10000;
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public class OWN_ITEM
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{
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public string m_strCodeName;
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public int m_iPayBalance;
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public int m_iPayUnitPrice;
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public int m_iConclusionBalanceCnt;
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public long m_iEvaluationPrice;
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public long m_iEvaluationProfit;
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public double m_dProfitRate;
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public string m_strCode;
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public int m_iAskableCnt;
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public double m_dConclusionUnitPrice;
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public long m_iUnitBEP;
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public int m_iCurPrice;
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public int m_iMaxPrice;
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public bool m_bCheck;
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};
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List<OWN_ITEM> m_OwnList = new List<OWN_ITEM>();
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System.Windows.Forms.Timer m_MainTimer = new System.Windows.Forms.Timer();
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int m_iLastTime = 0;
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int m_iBalanceDelay = BALANCE_DELAY;
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ULDataMgr m_DataMgr = null;
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CPTRADELib.CpTd6033 m_Td6033 = null;
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public ULBalanceDlg(ULDataMgr DataMgr)
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{
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InitializeComponent();
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MainForm.SetDoubleBuffered(lvBalance);
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this.TopLevel = false;
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m_DataMgr = DataMgr;
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MainForm.SetDoubleBuffered(lvBalance);
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btSell.Enabled = false;
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m_MainTimer.Interval=15;
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m_MainTimer.Tick+=RefreshData;
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}
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public void Start()
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{
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m_Td6033 = new CPTRADELib.CpTd6033();
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RefreshBalance();
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m_MainTimer.Start();
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}
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public void Stop()
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{
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m_MainTimer.Stop();
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}
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private void RefreshBalance()
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{
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m_Td6033.SetInputValue(0, m_DataMgr.GetAccount());
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m_Td6033.SetInputValue(2, 50);
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ULUtil.BlockRequest(m_Td6033);
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//object[] datalist = new object[]
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//{
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// m_Td6033.GetHeaderValue(0),
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// m_Td6033.GetHeaderValue(1),
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// m_Td6033.GetHeaderValue(2),
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// m_Td6033.GetHeaderValue(3),
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// m_Td6033.GetHeaderValue(4),
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// m_Td6033.GetHeaderValue(5),
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// m_Td6033.GetHeaderValue(6),
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// m_Td6033.GetHeaderValue(7),
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// m_Td6033.GetHeaderValue(8),
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// m_Td6033.GetHeaderValue(9),
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// m_Td6033.GetHeaderValue(10),
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// m_Td6033.GetHeaderValue(11),
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// m_Td6033.GetHeaderValue(12)
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//};
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m_DataMgr.SetCacheBalance(m_Td6033.GetHeaderValue(9));
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m_DataMgr.SetEvalProfit(m_Td6033.GetHeaderValue(4));
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lvBalance.Items.Clear();
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//m_OwnList.Clear();
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m_OwnList.All(c => { c.m_bCheck = false; return true; });
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int iCnt = m_Td6033.GetHeaderValue(7);
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for(int i = 0; i<iCnt; i++)
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{
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string strCode = m_Td6033.GetDataValue(12, i);
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string strCodeName = m_Td6033.GetDataValue(0, i);
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int iPayBalance = m_Td6033.GetDataValue(3, i); // 결제 잔고수량
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int iPayUnitPrice = m_Td6033.GetDataValue(4, i); // 결제 장부단가
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int iConclusionBalanceCnt = m_Td6033.GetDataValue(7, i);// 체결 잔고수량
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long iEvaluationPrice = m_Td6033.GetDataValue(9, i); // 평가금액 : 보유수량x현재가
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long iEvaluationProfit = m_Td6033.GetDataValue(10, i); // 평가손익
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double dReturn = m_Td6033.GetDataValue(11, i); // 수익률
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int iAskableCnt = m_Td6033.GetDataValue(15, i); // 매도 가능 수량
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double dConclusionUnitPrice = m_Td6033.GetDataValue(17, i); // 체결 장부단가
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long iUnitBEP = m_Td6033.GetDataValue(18, i); // 손익단가 : 수수료 포함 순익 분기점 Break-Even Point
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int iCurPrice = 0;
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m_DataMgr.AddWatch(strCode, strCodeName, iCurPrice, iCurPrice);
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OWN_ITEM OwnItem = m_OwnList.Find(itemFind => itemFind.m_strCode == strCode);
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if (OwnItem == null)
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{
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OwnItem = new OWN_ITEM();
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m_OwnList.Add(OwnItem);
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}
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OwnItem.m_strCodeName = strCodeName;
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OwnItem.m_iPayBalance = iPayBalance;
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OwnItem.m_iPayUnitPrice = iPayUnitPrice;
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OwnItem.m_iConclusionBalanceCnt = iConclusionBalanceCnt;
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OwnItem.m_iEvaluationPrice = iEvaluationPrice;
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OwnItem.m_iEvaluationProfit = iEvaluationProfit;
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OwnItem.m_dProfitRate = dReturn;
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OwnItem.m_strCode = strCode;
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OwnItem.m_iAskableCnt = iAskableCnt;
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OwnItem.m_dConclusionUnitPrice = dConclusionUnitPrice;
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OwnItem.m_iUnitBEP = iUnitBEP;
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OwnItem.m_iCurPrice = iCurPrice;
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OwnItem.m_iMaxPrice = iCurPrice;
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OwnItem.m_bCheck = true;
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ListViewItem listViewItem = new ListViewItem(new string[] { strCode, strCodeName, dConclusionUnitPrice.ToString("###,###,##0"),
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iUnitBEP.ToString("###,###,##0"), iCurPrice.ToString("###,###,##0"),
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iEvaluationProfit.ToString("###,###,##0"), iConclusionBalanceCnt.ToString("###,###,##0"),
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iEvaluationPrice.ToString("###,###,##0"), iCurPrice.ToString("###,###,##0"), dReturn.ToString("#,##0.00")+"%" });
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listViewItem.UseItemStyleForSubItems = false;
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if(iEvaluationProfit > 0)
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listViewItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Red;
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else
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listViewItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Blue;
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if (dReturn > 0)
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listViewItem.SubItems[chProfitRate.Index].ForeColor = Color.Red;
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else if (dReturn < 0)
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listViewItem.SubItems[chProfitRate.Index].ForeColor = Color.Blue;
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lvBalance.Items.Add(listViewItem);
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}
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m_OwnList.RemoveAll(c => c.m_bCheck = false);
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foreach (ColumnHeader col in lvBalance.Columns)
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col.Width=-2;
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}
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private void RefreshCurPrice()
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{
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Dictionary<string, ULWatchItem> WatchList = m_DataMgr.GetWatchList();
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foreach(KeyValuePair<string, ULWatchItem> WatchPair in WatchList)
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{
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string strCode = WatchPair.Key;
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ULWatchItem WatchItem = WatchPair.Value;
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OWN_ITEM OwnItem = m_OwnList.Find(itemFind => itemFind.m_strCode == strCode);
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if(OwnItem == null)
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continue;
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int iTime = WatchItem.m_iCurTime;
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int iCurPrice = WatchItem.m_iCurPrice;
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int iComp = iCurPrice - (int)OwnItem.m_iUnitBEP; // or OwnItem.m_dConclusionUnitPrice
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OwnItem.m_iCurPrice = iCurPrice;
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OwnItem.m_iEvaluationPrice = iCurPrice * OwnItem.m_iConclusionBalanceCnt;
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OwnItem.m_iEvaluationProfit = iComp * OwnItem.m_iConclusionBalanceCnt;
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OwnItem.m_dProfitRate = iComp / (float)OwnItem.m_iUnitBEP;
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OwnItem.m_iMaxPrice = WatchItem.m_iHighestPrice;
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if(iCurPrice > 0)
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{
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// loss cut
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if(iCurPrice <= OwnItem.m_iUnitBEP * (1.0f - m_DataMgr.m_Setting.m_fLossCut))
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{
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m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
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m_OwnList.Remove(OwnItem);
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m_DataMgr.RemoveWatch(strCode);
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m_DataMgr.AddLosscutItem(strCode);
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int iProfit = iCurPrice-(int)OwnItem.m_iUnitBEP;
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float fProfitRate = iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f;
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ULUtil.Trace("[{0}] 손절 {1}원 ({2}) {3}", OwnItem.m_strCodeName, iCurPrice, fProfitRate.ToString("0.00%"), WatchItem.m_iHighestPrice);
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ULUtil.TraceCSV("손절", OwnItem.m_strCodeName, iCurPrice, fProfitRate.ToString("0.00%"), WatchItem.m_iHighestPrice);
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m_DataMgr.AddAskLog(strCode, WatchItem.m_strCodeName, iTime, iCurPrice, float.NaN, true, iProfit, fProfitRate, true);
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// own에서 삭제하고 미체결 리스트에 넣고, watch에서도 뺀다
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// 미체결 잔량 취소
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}
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// trailing
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else if(iCurPrice <= OwnItem.m_iMaxPrice - OwnItem.m_iUnitBEP * m_DataMgr.m_Setting.m_fTrailing)
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{
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float f5MASlope = WatchItem.GetPrev5MASlope(iTime);
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if(float.IsNaN(f5MASlope) || f5MASlope > -0.0100f)
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{
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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%")));
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continue;
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}
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m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
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m_OwnList.Remove(OwnItem);
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m_DataMgr.RemoveWatch(strCode);
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int iProfit = iCurPrice-(int)OwnItem.m_iUnitBEP;
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float fProfitRate = iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f;
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ULUtil.Trace("[{0}] 트레일링 매도 {1}원 ({2}:{3}) (5MA slop:{4}) {5}",
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OwnItem.m_strCodeName,
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iCurPrice,
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iCurPrice - OwnItem.m_iUnitBEP,
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(iCurPrice/(float)OwnItem.m_iUnitBEP-1.0f).ToString("0.00%"),
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f5MASlope.ToString("0.00%"),
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WatchItem.m_iHighestPrice);
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ULUtil.TraceCSV("트레일링 매도", OwnItem.m_strCodeName, iCurPrice, iCurPrice - OwnItem.m_iUnitBEP, fProfitRate.ToString("0.00%"), f5MASlope.ToString("0.00%"), WatchItem.m_iHighestPrice);
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m_DataMgr.AddAskLog(strCode, WatchItem.m_strCodeName, iTime, iCurPrice, f5MASlope, false, iProfit, fProfitRate, true);
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}
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}
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ListViewItem lvItem = lvBalance.FindItemWithText(strCode);
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if(lvItem != null)
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{
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lvItem.SubItems[chCurPrice.Index].Text = iCurPrice.ToString("###,###,##0");
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lvItem.SubItems[chEvaluationPrice.Index].Text = OwnItem.m_iEvaluationPrice.ToString("###,###,##0");
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lvItem.SubItems[chEvaluationProfit.Index].Text = OwnItem.m_iEvaluationProfit.ToString("###,###,##0");
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if(OwnItem.m_iEvaluationProfit > 0)
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lvItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Red;
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else
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lvItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Blue;
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lvItem.SubItems[chEvaluationPrice.Index].Text = OwnItem.m_iEvaluationPrice.ToString("###,###,##0");
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lvItem.SubItems[chProfitRate.Index].Text = OwnItem.m_dProfitRate.ToString("#,##0.00%");
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lvItem.SubItems[chHighestPrice.Index].Text = WatchItem.m_iHighestPrice.ToString("###,###,##0");
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if(OwnItem.m_dProfitRate > 0)
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lvItem.SubItems[chProfitRate.Index].ForeColor = Color.Red;
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else
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lvItem.SubItems[chProfitRate.Index].ForeColor = Color.Blue;
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}
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}
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//foreach (ListViewItem lvItem in lvBalance.Items)
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//{
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// string strCode = lvItem.SubItems[chCode.Index].Text;
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// int iTime = ULUtil.GetCurTimeInt();
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// if (WatchList.ContainsKey(strCode) == true)
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// {
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// ULWatchItem WatchItem = WatchList[strCode];
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// OWN_ITEM OwnItem = m_OwnList.Find(itemFind => itemFind.m_strCode == strCode);
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// if (OwnItem == null)
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// continue;
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// int iDisplayCurPrice = 0;
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// if (lvItem.SubItems[chCurPrice.Index].Text.Length > 0)
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// iDisplayCurPrice = int.Parse(Regex.Replace(lvItem.SubItems[chCurPrice.Index].Text, @"\D", ""));
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// if (WatchItem.m_iCurPrice != iDisplayCurPrice)
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// {
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// int iCurPrice = WatchItem.m_iCurPrice;
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// int iComp = iCurPrice - (int)OwnItem.m_iUnitBEP; // or OwnItem.m_dConclusionUnitPrice
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// OwnItem.m_iCurPrice = iCurPrice;
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// OwnItem.m_iEvaluationPrice = iCurPrice * OwnItem.m_iConclusionBalanceCnt;
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// OwnItem.m_iEvaluationProfit = iComp * OwnItem.m_iConclusionBalanceCnt;
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// OwnItem.m_dProfitRate = iComp / (float)OwnItem.m_iUnitBEP;
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// lvItem.SubItems[chCurPrice.Index].Text = iCurPrice.ToString("###,###,##0");
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// lvItem.SubItems[chEvaluationPrice.Index].Text = OwnItem.m_iEvaluationPrice.ToString("###,###,##0");
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// lvItem.SubItems[chEvaluationProfit.Index].Text = OwnItem.m_iEvaluationProfit.ToString("###,###,##0");
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// if (OwnItem.m_iEvaluationProfit > 0)
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// lvItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Red;
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// else
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// lvItem.SubItems[chEvaluationProfit.Index].ForeColor = Color.Blue;
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// lvItem.SubItems[chEvaluationPrice.Index].Text = OwnItem.m_iEvaluationPrice.ToString("###,###,##0");
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// lvItem.SubItems[chProfitRate.Index].Text = OwnItem.m_dProfitRate.ToString("#,##0.00%");
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// lvItem.SubItems[chHighestPrice.Index].Text = WatchItem.m_iHighestPrice.ToString("#,##0.00%");
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// if (OwnItem.m_dProfitRate > 0)
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// lvItem.SubItems[chProfitRate.Index].ForeColor = Color.Red;
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// else
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// lvItem.SubItems[chProfitRate.Index].ForeColor = Color.Blue;
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// OwnItem.m_iMaxPrice = Math.Max(iCurPrice, OwnItem.m_iMaxPrice);
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// }
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// steadiness
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//if (WatchItem.GetAvgDiff(iTime) < WatchItem.m_iPrevClosing*0.01)
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//{
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// m_DataMgr.GetTrader().SellCurPrice(OwnItem.m_strCode, OwnItem.m_iPayBalance);
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// m_OwnList.Remove(OwnItem);
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// m_DataMgr.RemoveWatch(strCode);
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// ULUtil.Trace("[{0}] 보합 처리 {1}원 ({2}:{3}) {4}",
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// OwnItem.m_strCodeName,
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// WatchItem.m_iCurPrice,
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// WatchItem.m_iCurPrice - OwnItem.m_iUnitBEP,
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// (WatchItem.m_iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"),
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// WatchItem.m_iHighestPrice);
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// ULUtil.TraceCSV("보합 처리", OwnItem.m_strCodeName, WatchItem.m_iCurPrice, WatchItem.m_iCurPrice - OwnItem.m_iUnitBEP, (WatchItem.m_iCurPrice / (float)OwnItem.m_iUnitBEP - 1.0f).ToString("0.00%"), WatchItem.m_iHighestPrice);
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//}
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// }
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//}
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}
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private void RefreshData(object sender, EventArgs e)
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{
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int iCurTime = Environment.TickCount;
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if(m_iLastTime==0)
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{
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m_iLastTime=iCurTime;
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return;
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}
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int iDeltaT = iCurTime-m_iLastTime;
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m_iBalanceDelay-=iDeltaT;
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if(m_DataMgr.GetTrader().HasConclusion() == true || m_iBalanceDelay<=0)
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{
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RefreshBalance();
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m_iBalanceDelay=BALANCE_DELAY;
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m_DataMgr.GetTrader().ResetConclusion();
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}
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RefreshCurPrice();
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m_iLastTime=iCurTime;
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}
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private void btRefresh_Click(object sender, EventArgs e)
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{
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RefreshBalance();
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}
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private void btSell_Click(object sender, EventArgs e)
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{
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foreach(ListViewItem item in lvBalance.SelectedItems)
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{
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ULUtil.Trace("[{0}] 수동 매도", item.SubItems[chName.Index].Text);
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ULUtil.TraceCSV(ULUtil.GetCurTimeInt(), "수동 매도", item.SubItems[chName.Index], item.SubItems[chCurPrice.Index], item.SubItems[chProfitRate.Index]);
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string strCode = item.SubItems[chCode.Index].Text;
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int iCnt = int.Parse(item.SubItems[chBalance.Index].Text);
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m_DataMgr.GetTrader().SellCurPrice(strCode, iCnt);
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}
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}
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private void btSellAll_Click(object sender, EventArgs e)
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{
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foreach (ListViewItem item in lvBalance.Items)
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{
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ULUtil.Trace("[{0}] 모두 청산", item.SubItems[chName.Index].Text);
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ULUtil.TraceCSV(ULUtil.GetCurTimeInt(), "모두 청산", item.SubItems[chName.Index], item.SubItems[chCurPrice.Index], item.SubItems[chProfitRate.Index]);
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string strCode = item.SubItems[chCode.Index].Text;
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int iCnt = int.Parse(item.SubItems[chBalance.Index].Text);
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m_DataMgr.GetTrader().SellCurPrice(strCode, iCnt);
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}
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}
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private void lvBalance_ItemSelectionChanged(object sender, ListViewItemSelectionChangedEventArgs e)
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{
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btSell.Enabled = (lvBalance.SelectedItems.Count > 0);
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}
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}
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}
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