private void ThreeGetClick(object sender, EventArgs e)
{
//ThreeData d = this.GetThreeData("0001", Int32.Parse(this.textBox1.Text), Int32.Parse(this.textBox2.Text));
string code = "0001";
int checkDate = 20190814;
ThreeData d = GetThreeData(code, checkDate, 2);
d.Print(); // TODO for check
//string buyRule = "IsPlus&IsAvgGolden&IsIncludeTime 930,1430&IsUpperThanDayStartPrice&IsAvg5ChangeToUp&IsAvg120Rising -10,-5";
ArrayList ordersArray = new ArrayList();
HashSet <string> ruleSet = BuyRule.Pattern.GetMassRule();
Console.WriteLine("[CHECK] RULE TOTAL : " + ruleSet.Count());
foreach (string buyRule in ruleSet)
{
Orders orders = new Orders();
Check.CheckThreeData(d, buyRule, orders);
if (orders.orderList.Count > 0)
{
orders.rule = buyRule;
orders.date = Util.GetDateNow();
ordersArray.Add(orders);
//orders.Evaluate();
}
}
Console.WriteLine("INSERT TO EVALUATE START");
dao.InsertEvaluateData(ordersArray);
Console.WriteLine("INSERT TO EVALUATE END");
}
public static void CheckThreeData(ThreeData d, String buyRule, Orders orders)
{
if (d.array == null)
{
return;
}
orders.checkTotal += 1;
Order order = null;
for (int i = d.dayStartIdx; i < d.array.Length; i++)
{
int checkIdx = i;
if (order == null)
{
order = BuyCheck(d, i, buyRule);
}
else
{
order = SellCheck(d, i, order);
if (order.status != "S")
{
orders.AddOrder(order);
order = null;
}
}
}
}
private static Order SellCheck(ThreeData data, int checkIdx, Order order)
{
float lossCut = 3;
float lossCutPrice = order.buyPrice - (order.buyPrice * lossCut / 100);
float profitCut = 3;
float profitCutPrice = order.buyPrice + (order.buyPrice * profitCut / 100);
if (data.array[checkIdx] != null)
{
int currentPrice = (data.array[checkIdx].startprice + data.array[checkIdx].endprice) / 2;
if (lossCutPrice >= currentPrice)
{
//Console.WriteLine("LOSSCUT CURRENT PRICE : " + lossCutPrice);
order.status = "F";
order.sellDate = data.array[checkIdx].date;
order.sellTime = data.array[checkIdx].time;
order.sellPrice = currentPrice;
}
else if (lossCutPrice >= data.array[checkIdx].endprice)
{
order.status = "F";
order.sellDate = data.array[checkIdx].date;
order.sellTime = data.array[checkIdx].time;
order.sellPrice = data.array[checkIdx].endprice;
}
else if (lossCutPrice >= data.array[checkIdx].lowprice)
{
order.status = "F";
order.sellDate = data.array[checkIdx].date;
order.sellTime = data.array[checkIdx].time;
order.sellPrice = data.array[checkIdx].lowprice;
}
else if (profitCutPrice <= data.array[checkIdx].startprice)
{
order.status = "W";
order.sellDate = data.array[checkIdx].date;
order.sellTime = data.array[checkIdx].time;
order.sellPrice = data.array[checkIdx].startprice;
}
else if (profitCutPrice <= data.array[checkIdx].endprice)
{
order.status = "W";
order.sellDate = data.array[checkIdx].date;
order.sellTime = data.array[checkIdx].time;
order.sellPrice = data.array[checkIdx].endprice;
}
else if (profitCutPrice <= data.array[checkIdx].startprice)
{
order.status = "W";
order.sellDate = data.array[checkIdx].date;
order.sellTime = data.array[checkIdx].time;
order.sellPrice = data.array[checkIdx].highprice;
}
}
return(order);
}
private void SingleRuleSimulate(int startDate, int endDate, string code, string buyRule, Orders orders)
{
ThreeData d = GetThreeData(code, startDate, 2);
Check.CheckThreeData(d, buyRule, orders);
if (d.endDate < endDate)
{
SingleRuleSimulate(d.endDate, endDate, code, buyRule, orders);
}
}
private ThreeData GetThreeData(string code, int date, int dayCount)
{
ThreeData d = new ThreeData();
Candle[] dbData = dao.GetThreeDataFromDB(code, date, dayCount);
if (dbData != null && dbData.Length > 0)
{
d.AddThreeArray(dbData);
d.CreateAvgData(0);
}
return(d);
}
private void UpdateAvgData(string code, int startDate, int endDate)
{
ThreeData d = GetThreeData(code, startDate, 2);
if (d.array != null)
{
control.Print("Updated average data from " + startDate + " to " + endDate, code);
dao.InsertThreeData(new ArrayList(d.array));
if (d.endDate != 0 && d.startDate != d.endDate && d.endDate <= endDate)
{
UpdateAvgData(code, d.endDate, endDate);
}
}
}
private static Order BuyCheck(ThreeData data, int checkIdx, string ruleString)
{
if (BuyRule.Judge(data, checkIdx, ruleString) == false)
{
return(null);
}
else
{
Order order = new Order();
order.status = "S";
order.code = data.array[checkIdx].code;
order.buyDate = data.array[checkIdx].date;
order.buyTime = data.array[checkIdx].time;
order.buyPrice = data.array[checkIdx].endprice;
return(order);
}
}
public static Boolean Judge(ThreeData data, int chkIndex, string ruleString)
{
Boolean result = false;
char[] charsToTrim = { '\r', '\n' };
string trimmed = ruleString.Trim(charsToTrim);
string[] rules = ruleString.Split('.');
foreach (string rule in rules)
{
string[] conditions = rule.Split('&');
foreach (string condition in conditions)
{
if (data.array[chkIndex] != null && !String.IsNullOrWhiteSpace(condition))
{
// single candle check
if ("IsPlus".Equals(condition))
{
result = data.array[chkIndex].IsPlus();
if (result == false)
{
return(false);
}
}
else if ("IsAvg5UpperThanAvg20".Equals(condition))
{
result = data.array[chkIndex].IsAvg5UpperThanAvg20();
if (result == false)
{
return(false);
}
}
else if ("IsAvg20UpperThanAvg120".Equals(condition))
{
result = data.array[chkIndex].IsAvg20UpperThanAvg120();
if (result == false)
{
return(false);
}
}
else if ("IsAvgGolden".Equals(condition))
{
result = data.array[chkIndex].IsAvgGolden();
if (result == false)
{
return(false);
}
}
else if ("IsIncludeTime".StartsWith(condition))
{
string[] ps = condition.Replace("IsIncludeTime", "").TrimStart().Split(',');
result = data.array[chkIndex].IsIncludeTime(Int32.Parse(ps[0]), Int32.Parse(ps[1]));
if (result == false)
{
return(false);
}
}
else if ("IsExcludeTime".StartsWith(condition))
{
string[] ps = condition.Replace("IsExcludeTime", "").TrimStart().Split(',');
result = data.array[chkIndex].IsIncludeTime(Int32.Parse(ps[0]), Int32.Parse(ps[1]));
if (result == false)
{
return(false);
}
}
// multiple candle check
else if ("IsUpperThanDayStartPrice".Equals(condition))
{
result = data.IsUpperThanDayStartPrice(chkIndex);
if (result == false)
{
return(false);
}
}
else if ("IsAvg5ChangeToUp".Equals(condition))
{
result = data.IsAvg5ChangeToUp(chkIndex);
if (result == false)
{
return(false);
}
}
else if ("IsVolumeRising".Equals(condition))
{
result = data.IsVolumeRising(chkIndex);
if (result == false)
{
return(false);
}
}
else if (condition.StartsWith("IsAvg5Rising"))
{
string[] ps = condition.Replace("IsAvg5Rising", "").TrimStart().Split(',');
result = data.IsAvg5Rising(Int32.Parse(ps[0]), Int32.Parse(ps[1]), chkIndex);
if (result == false)
{
return(false);
}
}
else if (condition.StartsWith("IsAvg20Rising"))
{
string[] ps = condition.Replace("IsAvg20Rising", "").TrimStart().Split(',');
result = data.IsAvg20Rising(Int32.Parse(ps[0]), Int32.Parse(ps[1]), chkIndex);
if (result == false)
{
return(false);
}
}
else if (condition.StartsWith("IsAvg120Rising"))
{
string[] ps = condition.Replace("IsAvg120Rising", "").TrimStart().Split(',');
result = data.IsAvg120Rising(Int32.Parse(ps[0]), Int32.Parse(ps[1]), chkIndex);
if (result == false)
{
return(false);
}
}
}
}
if (result == true)
{
return(true);
}
}
return(result);
}
