public SmaStrategy(CandleSeries series, SimpleMovingAverage longSma, SimpleMovingAverage shortSma)
{
_series = series;
LongSma = longSma;
ShortSma = shortSma;
_longSmaPeriod = this.Param("LongSmaPeriod", longSma.Length);
_shortSmaPeriod = this.Param("ShortSmaPeriod", shortSma.Length);
}
public SmaStrategy(CandleSeries series, SimpleMovingAverage longSma, SimpleMovingAverage shortSma)
{
_series = series;
LongSma = longSma;
ShortSma = shortSma;
_longSmaPeriod = this.Param("LongSmaPeriod", longSma.Length);
_shortSmaPeriod = this.Param("ShortSmaPeriod", shortSma.Length);
}
/// <summary>
/// Initialize <see cref="BaseAnalyticsStrategy"/>.
/// </summary>
protected BaseAnalyticsStrategy()
{
_from = this.Param<DateTime>("From");
_to = this.Param("To", DateTime.MaxValue);
}
/// <summary>
/// Initializes a new instance of the <see cref="DailyHighestVolumeStrategy"/>.
/// </summary>
public DailyHighestVolumeStrategy()
{
_timeFrame = this.Param("TimeFrame", TimeSpan.FromMinutes(5));
}
/// <summary>
/// Initialize <see cref="BaseAnalyticsStrategy"/>.
/// </summary>
protected BaseAnalyticsStrategy()
{
_from = this.Param <DateTime>("From");
_to = this.Param("To", DateTime.MaxValue);
}
public void ResumeStrategy(StrategyContext oContext)
{
this.m_sStrategyId = oContext.Uid;
//"合约一;合约二;是否标准合约;开仓条件;价差门限;开仓数量;平仓条件一;平仓价差一;平仓条件二;平仓价差二;启用策略执行下单;优先开仓合约;每天开仓次数小于;下单账号;开仓方向";
if (oContext.Params.Count >= 15)
{
StrategyParam _param = oContext.Params[2];
if (0 == _param.ParamName.CompareTo("是否标准合约") && 0 == _param.ParamValue.CompareTo("1"))
{
this.rdoStd.Checked = true;
this.cmbStdArbitrage.Text = oContext.Params[0].ParamValue;
}
else
{
this.rdoCustom.Checked = true;
this.txtCode1.Text = oContext.Params[0].ParamValue;
this.txtCode2.Text = oContext.Params[1].ParamValue;
}
this.cmbCondtion.Text = oContext.Params[3].ParamValue;
this.txtPriceDiv.Text = oContext.Params[4].ParamValue;
this.txtOpenNum.Text = oContext.Params[5].ParamValue;
if (0 == oContext.Params[6].ParamName.CompareTo("平仓条件一") && string.Empty != oContext.Params[6].ParamValue)
{
this.chkCloseCon1.Checked = true;
this.cmbPriceDivCon1.Text = oContext.Params[6].ParamValue;
this.txtPriceDivCon1.Text = oContext.Params[7].ParamValue;
}
if (0 == oContext.Params[8].ParamName.CompareTo("平仓条件二") && string.Empty != oContext.Params[8].ParamValue)
{
this.chkCloseCon2.Checked = true;
this.cmbPriceDivCon2.Text = oContext.Params[8].ParamValue;
this.txtPriceDivCon2.Text = oContext.Params[9].ParamValue;
}
if (0 == oContext.Params[10].ParamName.CompareTo("平仓条件二") && 0 == oContext.Params[10].ParamValue.CompareTo("1"))
{
this.chkStrategyOrder.Checked = true;
int iFirstOpen = Int32.Parse(oContext.Params[11].ParamValue);
if (0 == iFirstOpen)
{
this.cmbFirstOpenContract.Text = "合约一";
}
else if (1 == iFirstOpen)
{
this.cmbFirstOpenContract.Text = "合约二";
}
else if (2 == iFirstOpen)
{
this.cmbFirstOpenContract.Text = "同时开仓";
}
}
this.txtOpenLimit.Text = oContext.Params[12].ParamValue;
this.cmbAccount.Text = oContext.Params[13].ParamValue;
int iDir = Int32.Parse(oContext.Params[14].ParamValue);
if (0 == iDir)
{
this.cmbDir.SelectedIndex = 0;
}
else
{
this.cmbDir.SelectedIndex = 1;
}
}
//resume open postion
for (int i = 0; i < oContext.Postions.Count; i++)
{
ContractPostion oPos = oContext.Postions[i];
ListViewItem oItem = new ListViewItem(new string[] {
"",
oPos.ContractCode,
(0 == oPos.Direction ? "买入" : "卖出"),
oPos.Postion.ToString(),
oPos.OpenPrice.ToString(),
oPos.OpenTime
});
this.lstPostion.Items.Add(oItem);
}
}
/// <summary>
/// Initialize <see cref="BaseAnalyticsStrategy"/>.
/// </summary>
protected BaseAnalyticsStrategy()
{
_from = this.Param <DateTime>(nameof(From));
_to = this.Param(nameof(To), DateTime.MaxValue);
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceVolumeDistributionStrategy"/>.
/// </summary>
public PriceVolumeDistributionStrategy()
{
_timeFrame = this.Param("TimeFrame", TimeSpan.FromMinutes(5));
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceVolumeDistributionStrategy"/>.
/// </summary>
public PriceVolumeDistributionStrategy()
{
_timeFrame = this.Param("TimeFrame", TimeSpan.FromMinutes(5));
}
/// <summary>
/// Initializes a new instance of the <see cref="DailyHighestVolumeStrategy"/>.
/// </summary>
public DailyHighestVolumeStrategy()
{
_timeFrame = this.Param("TimeFrame", TimeSpan.FromMinutes(5));
}
private void comboBox1_SelectedIndexChanged(object sender, EventArgs e)
{
int nt = comboBox1.SelectedIndex;
if (nt == -1)
{
return;
}
string name = comboBox1.Items[nt].ToString();
dataGridView1.Columns.Clear();
//检查此策略是否存在上次未运行完毕
FormStrategyResume frmResume = new FormStrategyResume();
if (frmResume.HasResumeStrategy(name))
{
frmResume.delegate_GetAllStrategyName = this.delegate_GetAllStrategyName;
if (DialogResult.Yes == frmResume.ShowDialog())
{
StrategyContext oStrategy = null;
if (frmResume.GetResumeStrategyCase(frmResume.ResumeStrategyId, ref oStrategy))
{
m_sStrategyId = oStrategy.Uid;
dataGridView1.Columns.Add("col0", "参数名");
dataGridView1.Columns.Add("col1", "参数值");
dataGridView1.Columns.Add("col2", "说明");
dataGridView1.Columns[0].ReadOnly = true;
dataGridView1.Columns[2].ReadOnly = true;
for (int i = 0; i < oStrategy.Params.Count; i++)
{
StrategyParam _param = oStrategy.Params[i];
DataGridViewRow oRow = new DataGridViewRow();
DataGridViewCell oCell0, oCell1, oCell2;
if (0 == _param.ParamName.CompareTo("涨停类型"))
{
oCell0 = new DataGridViewTextBoxCell();
oCell0.Value = _param.ParamName;
DataGridViewCellStyle oCell0Style = new DataGridViewCellStyle();
oCell0Style.BackColor = SystemColors.Control;
DataGridViewComboBoxCell oCellCmb = new DataGridViewComboBoxCell();
oCellCmb.Items.Add("0");
oCellCmb.Items.Add("1");
oCellCmb.Value = "0";
oCell1 = oCellCmb;
oCell2 = new DataGridViewTextBoxCell();
oCell2.Value = "0,普通涨停; 1,一字涨停";
}
else if (0 == _param.ParamName.CompareTo("退出信号为指令价或收盘价"))
{
oCell0 = new DataGridViewTextBoxCell();
oCell0.Value = _param.ParamName;
DataGridViewComboBoxCell oCellCmb = new DataGridViewComboBoxCell();
oCellCmb.Items.Add("0");
oCellCmb.Items.Add("1");
oCellCmb.Value = "0";
oCell1 = oCellCmb;
oCell2 = new DataGridViewTextBoxCell();
oCell2.Value = "0,指令价; 1,收盘价";
}
else
{
oCell0 = new DataGridViewTextBoxCell();
oCell0.Value = _param.ParamName;
oCell1 = new DataGridViewTextBoxCell();
oCell1.Value = _param.ParamValue;
oCell2 = new DataGridViewTextBoxCell();
oCell2.Value = "";
}
oRow.Cells.Add(oCell0);
oRow.Cells.Add(oCell1);
oRow.Cells.Add(oCell2);
dataGridView1.Rows.Add(oRow);
}
//resume open postion
for (int i = 0; i < oStrategy.Postions.Count; i++)
{
ContractPostion oPos = oStrategy.Postions[i];
ListViewItem oItem = new ListViewItem(new string[] { oPos.OpenTime,
oPos.ContractCode,
oPos.ContractName, (0 == oPos.Direction ? "买入" : "卖出"),
oPos.HighPrice.ToString(),
oPos.OpenPrice.ToString(),
oPos.Postion.ToString(),
(oPos.Postion * oPos.OpenPrice).ToString() });
this.lstTradeRec.Items.Add(oItem);
}
}
}
else
{
m_sStrategyId = Guid.NewGuid().ToString();
OnInitStrategyParams(name);
}
}
else
{
m_sStrategyId = Guid.NewGuid().ToString();
OnInitStrategyParams(name);
}
}
public StrategyBase(StrategyParam param)
{
}
/// <summary>
/// Initialize <see cref="BaseAnalyticsStrategy"/>.
/// </summary>
protected BaseAnalyticsStrategy()
{
_from = this.Param<DateTime>(nameof(From));
_to = this.Param(nameof(To), DateTime.MaxValue);
}
