public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
this.policyName = PName;
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.Now;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
//isOpened = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
this.isLiveDataProcessor = true;
tps = new ConcurrentDictionary <Guid, TradePoints>();
SecondSi = GlobalValue.GetFutureByCodeAndMarket(parameter.SecondCode, parameter.SecondMarket);
SecondTick = new TickData();
}
public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
this.policyName = string.Format("{0}%{1}%{2}%{3}", PName, si.Code, parameter.Bz1, parameter.Bz2);
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.MinValue.Date;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
//isOpened = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
lockObject = new object();
this.isLiveDataProcessor = true;
MomList = new List <double>();
MomAbsList = new List <double>();
DieBars = new List <DieBar>();
tps = new List <TradePoints>();
lock_tps = new object();
eosusdtsi = GlobalValue.GetFutureByCodeAndMarket(parameter.Bz1, si.Market);
eosbtcsi = GlobalValue.GetFutureByCodeAndMarket(parameter.Bz2, si.Market);
}
private void btn_stock_Click(object sender, EventArgs e)
{
inifile.WriteString("daterange", "fromdate", this.dateTimePicker1.Value.Date.ToString("yyyy-MM-dd"));
inifile.WriteString("daterange", "todate", this.dateTimePicker2.Value.Date.ToString("yyyy-MM-dd"));
List <RunningPolicy> policies = new List <RunningPolicy>();
for (int i = 0; i < this.grid_stocks.Rows.Count; i++)
{
string code = this.grid_stocks.Rows[i].Cells[0].Value.ToString().Trim();
string name = this.grid_stocks.Rows[i].Cells[1].Value.ToString().Trim();
string market = this.grid_stocks.Rows[i].Cells[2].Value.ToString();
SecurityInfo si = GlobalValue.GetFutureByCodeAndMarket(code, market);
string programname = this.grid_stocks.Rows[i].Cells[5].Value.ToString();
string dllname = programname.Substring(0, programname.Length - 4);
Assembly assembly = ((GridRowTag)this.grid_stocks.Rows[i].Tag).assembly;
Type ClassPolicy = assembly.GetType(string.Format("{0}.Policy", dllname));
Object o = ((GridRowTag)this.grid_stocks.Rows[i].Tag).parameter;
PolicyProperties pp = new PolicyProperties();
pp.Account = string.Empty;
pp.IsLianDong = false;
pp.IsSim = true;
Object ObjectPolicy = assembly.CreateInstance(ClassPolicy.FullName, true, BindingFlags.CreateInstance, null, new object[] { si, o, pp }, null, null);
policies.Add((RunningPolicy)ObjectPolicy);
}
this.MainForm.AddStock(policies);
this.Close();
}
private void bt_importfile_Click(object sender, EventArgs e)
{
OpenFileDialog ofd = new OpenFileDialog();
ofd.Multiselect = false;
ofd.ShowDialog();
StringBuilder strb = new StringBuilder();
string filename = ofd.FileName;
XmlDocument doc = new XmlDocument();
try
{
doc.Load(filename);
}
catch
{
MessageBox.Show("对不起，无法加载参数文件");
return;
}
XmlNode root;
try
{
root = doc.SelectSingleNode("Parameters");
}
catch
{
MessageBox.Show("找不到Parameters");
return;
}
XmlNodeList parameters;
try
{
parameters = root.SelectNodes("PolicyItem");
}
catch
{
MessageBox.Show("无法找到参数信息");
return;
}
foreach (XmlNode parameter in parameters)
{
string policyname = parameter.Attributes["policyName"].Value;
XmlNode siNode = parameter.SelectSingleNode("SecurityInfo");
string code = siNode.Attributes["code"].Value;
string market = siNode.Attributes["market"].Value;
SecurityInfo si = GlobalValue.GetFutureByCodeAndMarket(code, market);
XmlNode pNode = siNode.SelectSingleNode("Parameter");
Dictionary <string, string> pDic = new Dictionary <string, string>();
foreach (XmlNode item in pNode.ChildNodes)
{
pDic.Add(item.Name, item.InnerText);
}
AddStockCodeByFile(si, policyname, pDic);
}
}
private void bt_load_Click(object sender, EventArgs e)
{
string section;
try
{
section = ((ComboBoxItem)this.cb_policy.SelectedItem).Value;
}
catch
{
MessageBox.Show("请选择策略");
return;
}
DataTable list = null;
//DataTable list = LocalSQL.QueryDataTable(string.Format("select policysi_code,policysi_name,policysi_market from policysi_mstr where policysi_dll = '{0}' order by policysi_code ", section));
//string list = inifile.GetString("StockList", section, string.Empty);
for (int x = 0; x < list.Rows.Count; x++)
//if (list != string.Empty)
{
string code = list.Rows[x]["policysi_code"].ToString();
string name = list.Rows[x]["policysi_name"].ToString();
string market = list.Rows[x]["policysi_market"].ToString();
SecurityInfo si = GlobalValue.GetFutureByCodeAndMarket(code, market);
AddStockCode(si);
//bool hasDup = false;
//for (int j = 0; j < grid_stocks.Rows.Count; j++)
//{
// if (grid_stocks.Rows[j].Cells[0].Value.ToString() == list.Rows[x]["policysi_code"].ToString() && grid_stocks.Rows[j].Cells[2].Value.ToString() == list.Rows[x]["policysi_market"].ToString())
// {
// //弹出提示框
// //MessageBox.Show("有相同的数据，请重新选择");
// hasDup = true;
// break;
// //如果有相同的数据，就返回
// //return;
// }
//}
//if (!hasDup)
//{
// //在查找所有的数据都没有与之匹配的数据，就添加一条数据
// //cbi = (ComboBoxItem)com_type.SelectedItem;
// int i = grid_stocks.Rows.Add();
// //添加code
// grid_stocks.Rows[i].Cells[0].Value = list.Rows[x]["policysi_code"];
// //添加名称
// grid_stocks.Rows[i].Cells[1].Value = list.Rows[x]["policysi_name"];
// //添加市场
// grid_stocks.Rows[i].Cells[2].Value = list.Rows[x]["policysi_market"];
// //添加完之后清空com_type中的股票代码
// grid_stocks.Rows[i].Cells[3].Value = "删除";
// this.com_type.Text = string.Empty;
//}
}
}
private void cbt_ok_Click(object sender, EventArgs e)
{
List <RunningPolicy> policies = new List <RunningPolicy>();
//for (int i = 0; i < this.grid_stocks.Rows.Count; i++)
//{
// string code = this.grid_stocks.Rows[i].Cells[0].Value.ToString().Trim();
// string name = this.grid_stocks.Rows[i].Cells[1].Value.ToString().Trim();
// byte market = System.Convert.ToByte(this.grid_stocks.Rows[i].Cells[2].Value);
// SecurityInfo si = new SecurityInfo(code, name, market);
// string programname = this.grid_stocks.Rows[i].Cells[5].Value.ToString();
// string dllname = programname.Substring(0, programname.Length - 4);
// Assembly assembly = ((GridRowTag)this.grid_stocks.Rows[i].Tag).assembly;
// Type ClassPolicy = assembly.GetType(string.Format("{0}.Policy", dllname));
// Object o = ((GridRowTag)this.grid_stocks.Rows[i].Tag).parameter;
// PolicyProperties pp = new PolicyProperties();
// pp.IsLianDong = false;
// pp.IsSim = isSim;
// pp.Account = stockAccount;
// Object ObjectPolicy = assembly.CreateInstance(ClassPolicy.FullName, true, BindingFlags.CreateInstance, null, new object[] { si, o, pp }, null, null);
// policies.Add((RunningPolicy)ObjectPolicy);
//}
for (int i = grid_stockX.Rows.Fixed; i < this.grid_stockX.Rows.Count; i++)
{
string code = this.grid_stockX.Rows[i][0].ToString();
string name = this.grid_stockX.Rows[i][1].ToString();
string market = this.grid_stockX.Rows[i][2].ToString();
SecurityInfo si = GlobalValue.GetFutureByCodeAndMarket(code, market);
string programname = this.grid_stockX.Rows[i][5].ToString();
string dllname = programname.Substring(0, programname.Length - 4);
Assembly assembly = ((GridRowTag)this.grid_stockX.Rows[i].UserData).assembly;
Type ClassPolicy = assembly.GetType(string.Format("{0}.Policy", dllname));
object o = ((GridRowTag)this.grid_stockX.Rows[i].UserData).parameter;
PolicyProperties pp = new PolicyProperties();
pp.IsLianDong = false;
pp.IsSim = isSim;
pp.Account = stockAccount;
Object ObjectPolicy = assembly.CreateInstance(ClassPolicy.FullName, true, BindingFlags.CreateInstance, null, new object[] { si, o, pp }, null, null);
policies.Add((RunningPolicy)ObjectPolicy);
}
AddPolicies(policies);
//this.MainForm.AddStock(policies);
this.Close();
}
private void AddStockCode()
{
string code = com_type.Text.Trim();
if (code == string.Empty)
{
MessageBox.Show("请输入股票代码");
}
else
{
SecurityInfo si = GlobalValue.GetFutureByCodeAndMarket(code, market);
if (si == null)
{
MessageBox.Show("找不到股票代码");
return;
}
AddStockCode(si);
}
}
private void grid_stocklist_CellContentClick(object sender, DataGridViewCellEventArgs e)
{
if (e.ColumnIndex == 4)
{
string code = grid_stocklist.Rows[e.RowIndex].Cells[1].Value.ToString();
string market = grid_stocklist.Rows[e.RowIndex].Cells[3].Value.ToString();
if (MessageBox.Show(string.Format("是否要停止接收{0}", code), "确认", MessageBoxButtons.YesNo) == System.Windows.Forms.DialogResult.Yes)
{
for (int i = 0; i < GlobalValue.SecurityList.Count; i++)
{
if (GlobalValue.SecurityList[i].Code == code && GlobalValue.SecurityList[i].Market == market)
{
GlobalValue.SecurityList.RemoveAt(i);
getMonitorList();
SaveXml();
RaiseRemoveStock(GlobalValue.GetFutureByCodeAndMarket(code, market));
}
}
}
}
}
public override JObject DeleteOrders(List <Dictionary <string, string> > orderIds)
{
Dictionary <string, List <string> > cancelArray = new Dictionary <string, List <string> >();
foreach (var orderInfo in orderIds)
{
if (!cancelArray.ContainsKey(orderInfo["code"]))
{
cancelArray.Add(orderInfo["code"], new List <string>());
}
cancelArray[orderInfo["code"]].Add(orderInfo["orderId"]);
}
JObject jo = null;
foreach (var codeItem in cancelArray)
{
SecurityInfo si = GlobalValue.GetFutureByCodeAndMarket(codeItem.Key, market);
foreach (string orderId in codeItem.Value)
{
switch (si.Type)
{
case "swap":
break;
case "futures":
break;
case "spot":
var res = DeleteOrder(si, orderId);
break;
default:
break;
}
}
}
return(jo);
}
public void Simulator(SecurityInfo si, DateTime startDate, DateTime endDate, DataReceiver da, int interval, bool needSimulte = false)
{
if (needSimulte)
{
DateTime today = startDate.Date;
MarketTimeRange marketRange = MarketTimeRange.getTimeRange(si.Market);
while (today <= endDate)
{
//DataTable tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\Okex%" + si.Code + "%" + today.ToString("yyyyMMdd") + ".csv");
//DataTable tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\" + si.Code + "-" + today.ToString("yyyyMMdd") + ".csv");
DataTable tickdatas = new DataTable();
try
{
tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\" + si.Code + "%" + today.ToString("yyyyMMdd") + ".csv");
}
catch { }
if (tickdatas.Rows.Count > 0)
{
for (int i = 0; i < tickdatas.Rows.Count; i++)
{
try
{
DataRow dr = tickdatas.Rows[i];
DateTime tickTime = System.Convert.ToDateTime(dr["timestamp"].ToString());
//DateTime tickTime = System.Convert.ToDateTime(dr["timestamp"].ToString().Replace("D", " ").Substring(0, 23));
TickData tickdata = new TickData();
tickdata.Code = si.Code;
tickdata.SecInfo = GlobalValue.GetFutureByCodeAndMarket(tickdata.Code, si.Market);
tickdata.Time = tickTime;
tickdata.Preclose = 0;
tickdata.Open = 0;
tickdata.High = 0;
tickdata.Low = 0;
tickdata.Ask = System.Convert.ToDouble(dr["askPrice"].ToString());
tickdata.Bid = System.Convert.ToDouble(dr["bidPrice"].ToString());
//tickdata.Last = System.Convert.ToDouble(dr["lastPrice"].ToString());
tickdata.Last = (tickdata.Ask + tickdata.Bid) / 2;
tickdata.Volume = 0;
tickdata.Amt = 0;
tickdata.IsReal = false;
for (int j = 0; j < 10; j++)
{
tickdata.Asks[j] = tickdata.Ask;
tickdata.Bids[j] = tickdata.Bid;
tickdata.Asksizes[j] = System.Convert.ToDouble(dr["askSize"]);
tickdata.Bidsizes[j] = System.Convert.ToDouble(dr["bidSize"]);
}
da.DataArrival(tickdata);
if (interval != 0)
{
Thread.Sleep(interval);
}
}
catch { }
}
}
today = today.AddDays(1);
}
//DataTable tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\rb15.csv");
////DataTable tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\XBTUSD-" + today.ToString("yyyyMMdd") + ".csv");
//if (tickdatas.Rows.Count > 0)
//{
// for (int i = 0; i < tickdatas.Rows.Count; i++)
// {
// DataRow dr = tickdatas.Rows[i];
// DateTime tickTime = System.Convert.ToDateTime(dr["timestamp"].ToString());
// //TickData tickdata = TickData.ConvertFromDataRow(dr);
// TickData tickdata = new TickData();
// tickdata.Code = "rb";
// tickdata.SecInfo = GlobalValue.GetFutureByCode(tickdata.Code);
// tickdata.Time = tickTime;
// tickdata.Preclose = 0;
// tickdata.Open = 0;
// tickdata.High = 0;
// tickdata.Low = 0;
// tickdata.Ask = System.Convert.ToDouble(dr["open"]);
// tickdata.Bid = System.Convert.ToDouble(dr["high"]);
// tickdata.Last = System.Convert.ToDouble(dr["close"]);
// tickdata.Volume = 0;
// tickdata.Amt = 0;
// tickdata.IsReal = false;
// for (int j = 0; j < 10; j++)
// {
// tickdata.Asks[j] = tickdata.Ask;
// tickdata.Bids[j] = tickdata.Bid;
// }
// da.DataArrival(tickdata);
// if (interval != 0)
// Thread.Sleep(interval);
// }
//}
}
TickData td = new TickData();
td.Code = string.Empty;
try
{
da.DataArrival(td);
}
catch { }
}