//定义一个带有参数的方法
public void DataBarArrival(LiveBarArrivalEventArgs args)
{
if (Data_Bar_Arrival != null)
{
Data_Bar_Arrival(this, args);
}
}
void ldpa_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int intevals = ((LiveBars)sender).Inteval;
if (intevals == 60)
{
_riscPoints.InsertBar(args.Bar);
}
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
#region 策略bar逻辑
if (inteval == parameter.BarInteval)
{
while (LiveBars.Count > parameter.BarCount)
{
LiveBars.RemoveAt(0);
}
if (LiveBars.Count == parameter.BarCount)
{
CalArgs();
}
LiveBars.Add(args.Bar.Close);
}
#endregion
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
if (inteval == parameter.BarInteval)
{
//DieBar bar = new DieBar();
//bar.Open = args.Bar.Open;
//bar.High = args.Bar.High;
//bar.Low = args.Bar.Low;
//bar.Close = args.Bar.Close;
//bar.Finish = args.Bar.Finish;
if (args.Bar.Close == 0)
{
return;
}
if (args.Bar.Finish)
{
// fast enter bar
list_efast.RemoveAt(parameter.EFast - 1);
list_efast.Insert(0, args.Bar.Close);
double sum = 0;
for (int i = 0; i < list_efast.Count; i++)
{
sum += list_efast[i];
}
last_maefast = sum / parameter.EFast;
// fast exit bar
list_xfast.RemoveAt(parameter.XFast - 1);
list_xfast.Insert(0, args.Bar.Close);
sum = 0;
for (int i = 0; i < list_xfast.Count; i++)
{
sum += list_xfast[i];
}
last_maxfast = sum / parameter.XFast;
// slow enter bar
list_eslow.RemoveAt(parameter.ESlow - 1);
list_eslow.Insert(0, args.Bar.Close);
sum = 0;
for (int i = 0; i < list_eslow.Count; i++)
{
sum += list_eslow[i];
}
last_maeslow = sum / parameter.ESlow;
// slow exit bar
list_xslow.RemoveAt(parameter.XSlow - 1);
list_xslow.Insert(0, args.Bar.Close);
sum = 0;
for (int i = 0; i < list_xslow.Count; i++)
{
sum += list_xslow[i];
}
last_maxslow = sum / parameter.XSlow;
if (!has_pull_data)
{
if (args.Bar.High >= init_high)
{
last_high = args.Bar.High;
}
else
{
last_high = init_high;
}
if (args.Bar.Low <= init_low)
{
last_low = args.Bar.Low;
}
else
{
last_low = init_low;
}
has_pull_data = true;
}
else
{
last_high = args.Bar.High;
last_low = args.Bar.Low;
}
}
}
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
#region 策略bar逻辑
if (inteval == parameter.BarInteval)
{
LiveBars["close"].Add(args.Bar.Close);
LiveBars["high"].Add(args.Bar.High);
LiveBars["low"].Add(args.Bar.Low);
if (LiveBars["close"].Count > parameter.BarCount)
{
MarkDp mdp = new MarkDp();
List <Signal> listsig = mdp.GetDpData(LiveBars);
bool NewPoint = false;
for (int i = 0; i < listsig.Count; i++)
{
if (listsig[i].Info == "low" && !ListLowSig.ContainsKey(listsig[i].Index))
{
ListLowSig.Add(listsig[i].Index, listsig[i].Price);
NewPoint = true;
}
if (listsig[i].Info == "high" && !ListHighSig.ContainsKey(listsig[i].Index))
{
ListHighSig.Add(listsig[i].Index, listsig[i].Price);
NewPoint = true;
}
}
if (NewPoint)
{
slope = CalSlope(ListSig.Keys.ToList(), ListSig.Values.ToList());
AvgDistance = 0;
foreach (var item in ListSig)
{
AvgDistance += GetDistance(slope, item.Key, item.Value);
}
AvgDistance = AvgDistance / ListSig.Count;
}
double Cha = args.Bar.Close - ((slope * (LiveBars["close"].Count - 1 - avgX) / stdX) * stdY + avgY);
if (Cha > 0)
{
if (KongHands > 0)
{
foreach (var item in tps)
{
PTradePoints tp = item.Value;
if (!tp.Finished)
{
if (tp.EnterPoint.OpenType == OpenType.KaiKong)
{
double qty = tp.EnterPoint.DealQty - (tp.OutPoint != null ? tp.OutPoint.OpenQty : 0);
if (qty > 0)
{
Leave(currentTick.Ask, qty, tp.TradeGuid);
}
}
}
}
}
if (slope < 0 && Math.Abs(Cha) > AvgDistance)
{
if (DuoHands + FrozenDuoHands == 0)
{
FrozenDuoHands += (Decimal)parameter.qty;
Open(currentTick.Bid, parameter.qty, OpenType.KaiDuo);
}
}
}
else
{
if (DuoHands > 0)
{
foreach (var item in tps)
{
PTradePoints tp = item.Value;
if (!tp.Finished)
{
if (tp.EnterPoint.OpenType == OpenType.KaiDuo)
{
double qty = tp.EnterPoint.DealQty - (tp.OutPoint != null ? tp.OutPoint.OpenQty : 0);
if (qty > 0)
{
Leave(currentTick.Bid, qty, tp.TradeGuid);
}
}
}
}
}
if (slope > 0 && Math.Abs(Cha) > AvgDistance)
{
if (KongHands + FrozenKongHands == 0)
{
FrozenKongHands += (Decimal)parameter.qty;
Open(currentTick.Ask, parameter.qty, OpenType.KaiKong);
}
}
}
}
}
#endregion
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
#region 策略bar逻辑
if (inteval == parameter.BarInteval)
{
MarkPrice mp = new MarkPrice(args.Bar.BarOpenTime, args.Bar.Close);
if (MarkHigh == null)
{
MarkHigh = new MarkPrice(args.Bar.BarOpenTime, args.Bar.High);
MarkLow = new MarkPrice(args.Bar.BarOpenTime, args.Bar.Low);
}
else
{
if (LiveBars.Count == parameter.BarCount)
{
if (TuPoHigh)
{
double low = 100000;
for (int i = 0; i < LiveBars.Count; i++)
{
if (LiveBars[i].Price < low)
{
low = LiveBars[i].Price;
MarkLow = LiveBars[i];
}
}
}
else if (TuPoLow)
{
double high = 0;
for (int i = 0; i < LiveBars.Count; i++)
{
if (LiveBars[i].Price > high)
{
high = LiveBars[i].Price;
MarkHigh = LiveBars[i];
}
}
}
}
if (LiveBars.Count >= 2 * parameter.BarCount && !CanOpen)
{
if ((MarkHigh.Price - MarkLow.Price) < currentTick.Last * 0.015 && (MarkHigh.Price - MarkLow.Price) > currentTick.Last * 0.005)
{
CanOpen = true;
if (!parameter.DebugModel)
{
Open(MarkHigh.Price * 0.999, parameter.qty, OpenType.KaiKong);
Open(MarkLow.Price * 1.001, parameter.qty, OpenType.KaiDuo);
}
}
}
if (args.Bar.Close > MarkHigh.Price)
{
UpTuPoCounts += 1;
}
else
{
UpTuPoCounts = 0;
}
if (args.Bar.Close < MarkLow.Price)
{
DownTuPoCounts += 1;
}
else
{
DownTuPoCounts = 0;
}
if (args.Bar.Close > MarkHigh.Price * 1.002)
{
MarkHigh = mp;
UpTuPoCounts = 0;
CanOpen = false;
TuPoHigh = true;
TuPoLow = false;
LiveBars.Clear();
foreach (var item in OpenWeiTuos)
{
NeedCheDanWeiTuos.Add(item.Key, item.Key);
}
}
if (args.Bar.Close < MarkLow.Price * 0.998)
{
MarkLow = mp;
DownTuPoCounts = 0;
CanOpen = false;
TuPoHigh = false;
TuPoLow = true;
LiveBars.Clear();
foreach (var item in OpenWeiTuos)
{
NeedCheDanWeiTuos.Add(item.Key, item.Key);
}
}
LiveBars.Add(mp);
}
}
#endregion
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
#region 策略bar逻辑
if (inteval == parameter.BarInteval)
{
if (args.Bar.Finish)
{
if (!InitKaiCangBar)
{
if (LiveBars.Count < parameter.BarCount)
{
DieBar bar = new DieBar();
bar.High = args.Bar.High;
bar.Low = args.Bar.Low;
if (bar.High > SighHighPrice)
{
SighHighPrice = bar.High;
}
if (bar.Low < SighLowPrice)
{
SighLowPrice = bar.Low;
}
LiveBars.Add(bar);
}
else
{
InitKaiCangBar = true;
StartTrade = true;
RegionHighPrice = SighHighPrice;
RegionLowPrice = SighLowPrice;
}
}
else
{
if (args.Bar.High > RegionHighPrice)
{
RegionHighPrice = args.Bar.High;
}
if (args.Bar.Low < RegionLowPrice)
{
RegionLowPrice = args.Bar.Low;
}
if (args.Bar.Close < SighHighPrice && K1)
{
K1 = false;
arriveHigh = false;
}
if (args.Bar.Close > SighLowPrice && K2)
{
K2 = false;
arriveLow = false;
}
if (arriveHigh && !K1)
{
if (args.Bar.Close < args.Bar.Open)
{
if (args.Bar.Close < args.Bar.PreBar.Low)
{
K1 = true;
}
}
}
if (arriveLow && !K2)
{
if (args.Bar.Close > args.Bar.Open)
{
if (args.Bar.Close > args.Bar.PreBar.High)
{
K2 = true;
}
}
}
}
}
}
#endregion
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
if (inteval == parameter.BarInteval)
{
if (LiveBarsIn.Count == 0)
{
LoadHistoryBars();
}
else
{
DieBar bar = new DieBar();
bar.Open = args.Bar.Open;
bar.High = args.Bar.High;
bar.Low = args.Bar.Low;
bar.Close = args.Bar.Close;
bar.Finish = args.Bar.Finish;
if (bar.Close == 0)
{
return;
}
if (LiveBarsIn.Count < parameter.BarCountIn)
{
if (bar.Finish)
{
LiveBarsIn.Add(bar);
}
}
else
{
if (!init)
{
foreach (DieBar tempBar in LiveBarsIn)
{
if (tempBar.High > signInHighPrice)
{
signInHighPrice = tempBar.High;
}
if (tempBar.Low < signInLowPrice)
{
signInLowPrice = tempBar.Low;
}
}
Ratio = ((signInHighPrice - signInLowPrice) / ((signInHighPrice + signInLowPrice) * 0.5)) * 100;
init = true;
}
if (bar.Finish)
{
DieBar removeBar = LiveBarsIn[0];
LiveBarsIn.RemoveAt(0);
LiveBarsIn.Add(bar);
if (bar.High > signInHighPrice)
{
signInHighPrice = bar.High;
}
else
{
if (removeBar.High == signInHighPrice)
{
signInHighPrice = 0;
foreach (DieBar tempBar in LiveBarsIn)
{
if (tempBar.High > signInHighPrice)
{
signInHighPrice = tempBar.High;
}
}
}
}
if (bar.Low < signInLowPrice)
{
signInLowPrice = bar.Low;
}
else
{
if (removeBar.Low == signInLowPrice)
{
signInLowPrice = 1000000;
foreach (DieBar tempBar in LiveBarsIn)
{
if (tempBar.Low < signInLowPrice)
{
signInLowPrice = tempBar.Low;
}
}
}
}
Ratio = ((signInHighPrice - signInLowPrice) / ((signInHighPrice + signInLowPrice) * 0.5)) * 100;
}
}
}
}
}