private void Open(double price, double qty, OpenType ot, SecurityInfo si, TickData td, string tr)
{
PolicyResultEventArgs arg = new PolicyResultEventArgs();
arg.PolicyName1 = this.policyName;
arg.SecInfo = si;
arg.IsReal = currentTick.IsReal;
OpenPoint op = new OpenPoint();
op.SecInfo = si;
op.OpenTime = td.Time;
op.OpenPrice = price;
op.OpenType = ot;
op.OpenQty = qty;
op.DealQty = 0;
op.Openop = true;
op.FirstTradePriceType = parameter.EnterOrderPriceType;
op.CancelLimitTime = parameter.EnterOrderWaitSecond;
op.ReEnterPecentage = parameter.ReEnterPercent;
TradePoints tp = new TradePoints(op, 0);
tp.Fee = parameter.Fee;
tp.TpRemark = tr;
/////////////add//////////////////////
tp.IsReal = arg.IsReal;
this.tps.TryAdd(tp.TradeGuid, tp);
arg.PairePoint = tp;
arg.PolicyObject = this;
arg.Tickdata = td;
RaiseResult(arg);
}
void policy_PolicyResult_Arrival(object sender, PolicyResultEventArgs args)
{
if (args.PairePoint.Closed)
{
RaiseResult(sender, args);
}
}
public void frmRaiseResult(object sender, PolicyResultEventArgs args)
{
if (frmPolicyResult_Arrival != null)
{
frmPolicyResult_Arrival(sender, args);
}
}
//private void RaiseResult(RunningPolicy policy,PolicyResultEventArgs args)
//{
// if (StockMonitor_ResultArrival != null)
// {
// StockMonitor_ResultArrival(policy,args);
// }
//}
void policy_PolicyResult_Arrival(object sender, PolicyResultEventArgs args)
{
if (StockMonitor_ResultArrival != null)
{
StockMonitor_ResultArrival((RunningPolicy)sender, args);
}
}
void frm_BackTestResult_BackTestResult_Arrival(object sender, PolicyResultEventArgs args)
{
if (args.PairePoint.Closed)
{
Guid g = ((RunningPolicy)sender).PolicyGuid;
ctradePoints[g].Add(args.PairePoint);
}
}
void policy_PolicyResult_Arrival(object sender, PolicyResultEventArgs args)
{
if (!args.PairePoint.Closed)
{
((RunningPolicy)sender).Notify(args.PairePoint.TradeGuid, OpenStatus.Opened, args.PairePoint.EnterPoint.OpenQty);
}
else
{
((RunningPolicy)sender).Notify(args.PairePoint.TradeGuid, OpenStatus.Close, args.PairePoint.OutPoint.OpenQty, 0, "1234");
((RunningPolicy)sender).Notify(args.PairePoint.TradeGuid, OpenStatus.Closed, args.PairePoint.OutPoint.OpenQty, args.PairePoint.OutPoint.OpenPrice, "1234");
RaiseResult(sender, args);
}
}
private void Leave(double qty, double price, Guid tradeGuid)
{
foreach (var tp in tps)
{
if (tp.TradeGuid == tradeGuid)
{
if (tp.OutPoint == null)
{
OpenPoint op = new OpenPoint();
op.SecInfo = currentTick.SecInfo;
//op.FirstTradePriceType = TradeSendOrderPriceType.ShiJiaWeiTuo_SH_SZ_WuDangJiChenShenChe;
op.FirstTradePriceType = parameter.CloseOrderPriceType;
op.CancelLimitTime = parameter.CloseOrderWaitSecond;
op.ReTradePriceType = parameter.ReCloseOrderPriceType;
op.ReEnterPecentage = 1;
op.Openop = false;
//op.Remark = string.Format("MA2:{0},Close{1}", args.Bar.MA.MA2, args.Bar.Close);
tp.OutPoint = op;
openPoints.Add(op);
tp.HowToClose = CloseType.Normal;
tp.Status = OpenStatus.Closed;
}
tp.OutPoint.OpenTime = currentTick.Time;
tp.OutPoint.OpenQty = qty;
if (tp.EnterPoint.OpenType == OpenType.KaiDuo)
{
tp.OutPoint.OpenType = OpenType.PingDuo;
tp.OutPoint.OpenPrice = price;
}
else
{
tp.OutPoint.OpenType = OpenType.PingKong;
tp.OutPoint.OpenPrice = price;
}
PolicyResultEventArgs arg = new PolicyResultEventArgs();
arg.Tickdata = currentTick;
arg.PolicyName1 = this.policyName;
arg.SecInfo = this.SecInfo;
arg.IsReal = tp.IsReal;
arg.PairePoint = tp;
arg.OpenRmks = tp.EnterPoint.Remark;
RaiseResult(arg);
close_complete = 1;
break;
}
}
}
private void Write(PolicyResultEventArgs args)
{
try
{
StreamWriter sw = new StreamWriter(string.Format("{0}\\result.txt", Application.StartupPath), true, Encoding.UTF8);
if (!args.PairePoint.Closed)
{
sw.WriteLine(string.Format("{0},=\"{1}\",{2},{3},入场,{4},{5},{6}", args.PolicyName1, args.SecInfo.Code, args.SecInfo.Name, args.SecInfo.Market, Enum.GetName(typeof(OpenType), args.PairePoint.EnterPoint.OpenType), args.PairePoint.EnterPoint.OpenPrice, args.PairePoint.EnterPoint.OpenTime.ToString("yyyy-MM-dd HH:mm:ss")));
}
else
{
sw.WriteLine(string.Format("{0},=\"{1}\",{2},{3},入场,{4},{5},{6},出场,{7},{8},{9}", args.PolicyName1, args.SecInfo.Code, args.SecInfo.Name, args.SecInfo.Market, Enum.GetName(typeof(OpenType), args.PairePoint.EnterPoint.OpenType), args.PairePoint.EnterPoint.OpenPrice, args.PairePoint.EnterPoint.OpenTime.ToString("yyyy-MM-dd HH:mm:ss"), Enum.GetName(typeof(OpenType), args.PairePoint.OutPoint.OpenType), args.PairePoint.OutPoint.OpenPrice, args.PairePoint.OutPoint.OpenTime.ToString("yyyy-MM-dd HH:mm:ss")));
}
sw.Close();
}
catch { }
}
//策略开仓
void PolicyResultArraival(object sender, PolicyResultEventArgs args)
{
RunningPolicy policy = (RunningPolicy)sender;
if (args.IsSim)
{
if (!args.PairePoint.Closed)
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Opened);
}
else
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Closed);
}
}
else
{
////////////add/////////////
if (!args.IsReal)
{
if (!args.PairePoint.Closed)
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Opened);
}
else
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Closed);
}
}
//////////add end////////////
//if (args.IsReal)
else
{
Trader trader = traders[args.SecInfo.Market];
if (!args.PairePoint.Closed) //开仓
{
trader.policyTrade(args.SecInfo, args.PolicyName1, args.PairePoint, policy, PolicyTradeType.Open);
}
else //平仓
{
trader.policyTrade(args.SecInfo, args.PolicyName1, args.PairePoint, policy, PolicyTradeType.Close);
}
}
}
}
private void Open(double price, double qty, OpenType ot, SecurityInfo si, TickData td, double zhuidan, string _tr = "")
{
PolicyResultEventArgs arg = new PolicyResultEventArgs();
arg.PolicyName1 = this.policyName;
arg.SecInfo = si;
arg.IsReal = currentTick.IsReal;
OpenPoint op = new OpenPoint();
op.SecInfo = si;
op.OpenTime = td.Time;
op.OpenPrice = price;
op.OpenType = ot;
op.OpenQty = qty;
op.DealQty = 0;
op.Openop = true;
if (zhuidan < 0)
{
op.FirstTradePriceType = parameter.EnterOrderPriceType;
op.CancelLimitTime = parameter.EnterOrderWaitSecond;
op.ReEnterPecentage = zhuidan;
}
else
{
op.FirstTradePriceType = TradeSendOrderPriceType.Market;
op.CancelLimitTime = parameter.EnterOrderWaitSecond;
op.ReEnterPecentage = zhuidan;
}
openPoints.Add(op);
string tr = _tr;
if (tr == "")
{
tr = DateTime.Now.ToString("yyyyMMddHHmmss");
}
TradePoints tp = new TradePoints(op, 0);
tp.TpRemark = tr;
tp.Fee = parameter.Fee;
tp.IsReal = arg.IsReal;
this.tps.Add(tp);
arg.PairePoint = tp;
arg.Tickdata = currentTick;
RaiseResult(arg);
}
private void Open(double price, double qty, OpenType ot)
{
PolicyResultEventArgs arg = new PolicyResultEventArgs();
arg.PolicyName1 = this.policyName;
arg.SecInfo = this.SecInfo;
arg.IsReal = currentTick.IsReal;
OpenPoint op = new OpenPoint();
op.SecInfo = currentTick.SecInfo;
op.OpenTime = currentTick.Time;
op.OpenPrice = price;
op.OpenType = ot;
op.OpenQty = qty;
op.DealQty = 0;
op.Openop = true;
op.FirstTradePriceType = parameter.EnterOrderPriceType;
op.CancelLimitTime = parameter.EnterOrderWaitSecond;
op.ReEnterPecentage = parameter.ReEnterPercent;
//op.CancelLimitTime = 60;
//op.ReEnterPecentage = 0.05;
openPoints.Add(op);
PTradePoints tp = new PTradePoints(op, 0);
if (ot == OpenType.KaiDuo)
{
tp.Y = (1 + parameter.ZhiYingBeiShu) * price;
tp.ZhiSun = (1 - parameter.ZhiSunBiLi) * price;
}
if (ot == OpenType.KaiKong)
{
tp.Y = (1 - parameter.ZhiYingBeiShu) * price;
tp.ZhiSun = (1 + parameter.ZhiSunBiLi) * price;
}
tp.Fee = parameter.Fee;
/////////////add//////////////////////
tp.IsReal = arg.IsReal;
this.tps.TryAdd(tp.TradeGuid, tp);
arg.PairePoint = tp;
arg.PolicyObject = this;
arg.Tickdata = currentTick;
RaiseResult(arg);
}
private void Open(double price, double qty, OpenType ot)
{
PolicyResultEventArgs arg = new PolicyResultEventArgs();
arg.PolicyName1 = this.policyName;
arg.SecInfo = this.SecInfo;
arg.IsReal = currentTick.IsReal;
OpenPoint op = new OpenPoint();
op.SecInfo = currentTick.SecInfo;
op.OpenTime = currentTick.Time;
op.OpenPrice = price;
op.OpenType = ot;
op.OpenQty = qty;
op.DealQty = 0;
op.Openop = true;
op.FirstTradePriceType = parameter.EnterOrderPriceType;
op.CancelLimitTime = parameter.EnterOrderWaitSecond;
op.ReEnterPecentage = parameter.ReEnterPercent;
//op.CancelLimitTime = 60;
//op.ReEnterPecentage = 0.05;
openPoints.Add(op);
TradePoints tp = new TradePoints(op, 0);
tp.Fee = parameter.Fee;
/////////////add//////////////////////
tp.IsReal = arg.IsReal;
this.tps.Add(tp);
arg.PairePoint = tp;
arg.Tickdata = currentTick;
open_complete = 1;
RaiseResult(arg);
}
void updateResult(PolicyResultEventArgs args)
{
if (this.grid_result.InvokeRequired)
{
//通过调用委托，来改变args的值
this.Invoke(new updateResultDelegate(updateResult), new object[] { args });
}
else
{
//在grid_result中显示历史数据
if (args.PairePoint.Closed)
{
/////////////////////////////////////////////////////////////////////////////////////////////////
this.grid_resultX.Rows.Add();
int rowindex = grid_resultX.Rows.Count - 1;
grid_resultX.Rows[rowindex][1] = args.SecInfo.Code;
grid_resultX.Rows[rowindex][0] = args.PolicyName1;
grid_resultX.Rows[rowindex][6] = args.PairePoint.EnterPoint.OpenTime.ToString("yyyy-MM-dd HH:mm:ss");
grid_resultX.Rows[rowindex][7] = Enum.GetName(typeof(OpenType), args.PairePoint.EnterPoint.OpenType);
grid_resultX.Rows[rowindex][5] = args.PairePoint.EnterPoint.OpenPrice.ToString("0.000");
grid_resultX.Rows[rowindex][8] = args.PairePoint.EnterPoint.OpenQty;
grid_resultX.Rows[rowindex][2] = "出场";
grid_resultX.Rows[rowindex][9] = args.PairePoint.OutPoint.OpenPrice.ToString("0.000");
grid_resultX.Rows[rowindex][10] = args.PairePoint.OutPoint.OpenTime.ToString("yyyy-MM-dd HH:mm:ss");
grid_resultX.Rows[rowindex][11] = Enum.GetName(typeof(OpenType), args.PairePoint.OutPoint.OpenType);
// grid_resultX.Rows[rowindex][12] = args.SecInfo.Market1;
double startprice, endprice, baseprice;
if (args.PairePoint.EnterPoint.OpenType == OpenType.KaiDuo)
{
startprice = args.PairePoint.EnterPoint.OpenPrice;
endprice = args.PairePoint.OutPoint.OpenPrice;
baseprice = startprice;
}
else if (args.PairePoint.EnterPoint.OpenType == OpenType.KaiKong)
{
endprice = args.PairePoint.EnterPoint.OpenPrice;
startprice = args.PairePoint.OutPoint.OpenPrice;
baseprice = endprice;
}
else if (args.PairePoint.EnterPoint.OpenType == OpenType.Buy)
{
startprice = args.PairePoint.EnterPoint.OpenPrice;
endprice = args.PairePoint.OutPoint.OpenPrice;
baseprice = startprice;
}
else
{
endprice = args.PairePoint.EnterPoint.OpenPrice;
startprice = args.PairePoint.OutPoint.OpenPrice;
baseprice = endprice;
}
double profit = 0;
double profitamt = 0;
if (args.PairePoint.EnterPoint.OpenType == OpenType.KaiDuo || args.PairePoint.EnterPoint.OpenType == OpenType.KaiKong)
{
profitamt = Math.Round((1 / startprice - 1 / endprice) * args.PairePoint.EnterPoint.OpenQty * System.Convert.ToInt32(args.SecInfo.ContractVal) - (1 / startprice + 1 / endprice) * args.PairePoint.EnterPoint.OpenQty * args.PairePoint.Fee * System.Convert.ToInt32(args.SecInfo.ContractVal), 8, MidpointRounding.AwayFromZero);
profit = Math.Round(profitamt / args.PairePoint.EnterPoint.OpenQty / baseprice * 100, 8, MidpointRounding.AwayFromZero);
}
else
{
profitamt = Math.Round((endprice - startprice) * args.PairePoint.EnterPoint.OpenQty * System.Convert.ToInt16(args.SecInfo.ContractVal) - 28, 8, MidpointRounding.AwayFromZero);
profit = Math.Round(profitamt / args.PairePoint.EnterPoint.OpenQty / baseprice * 100, 8, MidpointRounding.AwayFromZero);
}
grid_resultX.Rows[rowindex][4] = profitamt;
grid_resultX.Rows[rowindex][3] = string.Format("{0}%", profit);// +"%";
grid_resultX.Rows[rowindex][12] = args.OpenRmks;
grid_resultX.Rows[rowindex][13] = args.CloseRmks;
}
else
{
this.grid_resultX.Rows.Add();
int rowindex = grid_resultX.Rows.Count - 1;
grid_resultX.Rows[rowindex][1] = args.SecInfo.Code;
grid_resultX.Rows[rowindex][0] = args.PolicyName1;
grid_resultX.Rows[rowindex][6] = args.PairePoint.EnterPoint.OpenTime.ToString("yyyy-MM-dd HH:mm:ss");
grid_resultX.Rows[rowindex][7] = Enum.GetName(typeof(OpenType), args.PairePoint.EnterPoint.OpenType);
grid_resultX.Rows[rowindex][5] = args.PairePoint.EnterPoint.OpenPrice.ToString("0.000");
grid_resultX.Rows[rowindex][8] = args.PairePoint.EnterPoint.OpenQty;
grid_resultX.Rows[rowindex][2] = "入场";
grid_resultX.Rows[rowindex][12] = args.OpenRmks;
//grid_resultX.Rows[rowindex][9] = args.PairePoint.OutPoint.OpenPrice.ToString("0.00");
//grid_resultX.Rows[rowindex][10] = args.PairePoint.OutPoint.OpenTime.ToString("yyyy-MM-dd HH:mm:ss");
//grid_resultX.Rows[rowindex][11] = Enum.GetName(typeof(OpenType), args.PairePoint.OutPoint.OpenType);
}
//grid_result.Rows[0].Cells[10].Value = "View";
//grid_result.Rows[0].Tag = args.Tickdata;
}
}
void rp_PolicyResult_Arrival(object sender, PolicyResultEventArgs args)
//void stockMonitor_StockMonitor_ResultArrival(RunningPolicy policy,StockPolicies.PolicyResultEventArgs args)
{
args.IsSim = isSim;
frmRaiseResult(sender, args);
}
