/// <summary>
/// 刷新历史数据
/// </summary>
public virtual async Task RunHistory()
{
Console.WriteLine(V_Instrument_id + ":获取历史数据");
Debugger.Log(V_Instrument_id + ":获取历史数据");
if (V_HistoryCache == null)
{
V_HistoryCache = new KLineCache();
}
List <KLine> history_data = new List <KLine>();
SwapApi api = CommonData.Ins.V_SwapApi;
int length = V_Min;
DateTime t_start = DateTime.Now.AddMinutes(-length * 2000);
DateTime t_end = DateTime.Now;
while (t_start.AddMinutes(length * 200) < t_end)
{
JContainer con = await api.getCandlesDataAsync(V_Instrument_id, t_start, t_start.AddMinutes(length * 200), length * 60);
List <KLine> d = KLine.GetListFormJContainer(con);
d.AddRange(history_data);
history_data.Clear();
history_data.AddRange(d);
t_start = t_start.AddMinutes(length * 200);
}
Console.WriteLine(V_Instrument_id + ":历史数据 " + history_data.Count + "条");
Debugger.Log(V_Instrument_id + ":历史数据 " + history_data.Count + "条");
V_HistoryCache.RefreshData(history_data);
V_LastOpTime = history_data[history_data.Count - 1].V_Timestamp;
}
void UpdateTestData()
{
if (kLineDataDic.Count <= 0)
{
for (int i = 0; i < V_MinList.Count; i++)
{
KLineCache cache = new KLineCache();
cache.RefreshData(V_Cache.GetMergeKLine(V_MinList[i] / 60));
kLineDataDic.Add(V_MinList[i], cache);
}
}
else
{
for (int i = 0; i < V_MinList.Count; i++)
{
kLineDataDic[V_MinList[i]].RefreshData(V_Cache.GetMergeKLine(V_MinList[i] / 60));
}
}
}
public override async Task F_AfterHandleOrder(AccountInfo info)
{
for (int i = 0; i < V_MinList.Count; i++)
{
int value = V_MinList[i];
JContainer con = await CommonData.Ins.V_SwapApi.getCandlesDataAsync(V_Instrument_id, DateTime.Now.AddMinutes(-value * 200), DateTime.Now, 60 *value);
if (kLineDataDic.ContainsKey(value))
{
kLineDataDic[value].RefreshData(con);
}
else
{
KLineCache kLineCache = new KLineCache();
kLineCache.RefreshData(con);
kLineDataDic.Add(value, kLineCache);
}
}
await base.F_AfterHandleOrder(info);
}
async Task GetKLineValue(bool debug = true)
{
index = 0;
foreach (var item in m_USDTList.Keys)
{
//获取K线数据
//获取近200条K线
try
{
SpotData spotData = m_USDTList[item];
//Debugger.Log("获取K线数据：" + spotData.SpotName);
JContainer con = await CommonData.Ins.V_SpotApi.getCandlesAsync(spotData.SpotName, DateTime.Now.AddMinutes(-24 * 60 * 200), DateTime.Now, 24 * 60 * 60);
spotData.dayData.RefreshData(con);
for (int i = 0; i < MinList.Count; i++)
{
int value = MinList[i];
await Task.Run(delegate
{
Thread.Sleep(500);
});
con = await CommonData.Ins.V_SpotApi.getCandlesAsync(spotData.SpotName, DateTime.Now.AddMinutes(-value * 200), DateTime.Now, 60 *value);
if (spotData.kLineDataDic.ContainsKey(value))
{
spotData.kLineDataDic[value].RefreshData(con);
}
else
{
KLineCache kLineCache = new KLineCache();
kLineCache.RefreshData(con);
spotData.kLineDataDic.Add(value, kLineCache);
}
}
spotData.hourData = spotData.kLineDataDic[60];
spotData.sixHourData = spotData.kLineDataDic[360];
//计算推荐值
spotData.RefreshCommandValue(debug);
}
catch (Exception ex)
{
Debugger.Error(ex.ToString());
}
index++;
}
foreach (var key in m_ResultDic.Keys)
{
if (m_USDTList.ContainsKey(key))
{
m_ResultDic[key].V_CurPrice = m_USDTList[key].V_CurPrice;
m_ResultDic[key].V_AllPrice = m_USDTList[key].V_AllPrice;
m_ResultDic[key].recommandValue = m_USDTList[key].recommandValue;
m_ResultDic[key].shortRecommandValue = m_USDTList[key].shortRecommandValue;
}
}
}
//public void Start() {
// Console.WriteLine("start {0}",V_Instrument_id);
// Update();
//}
public virtual async void Update()
{
if (V_TacticsState == EM_TacticsState.Stop)
{
return;
}
if (DateTime.Now.Minute % 30 == 0 && DateTime.Now.Second < 5)
{
debug = true;
}
try
{
SwapApi api = CommonData.Ins.V_SwapApi;
//更新账号信息
JObject obj = await api.getAccountsByInstrumentAsync(V_Instrument_id);
V_AccountInfo.RefreshData(obj["info"].ToString());
//更新持仓信息
obj = await api.getPositionByInstrumentAsync(V_Instrument_id);
V_AccountInfo.RefreshPositions(Position.GetPositionList(obj["holding"].ToString()));
//更新未完成订单信息，全部撤销掉
await V_AccountInfo.ClearOrders();
if (V_AccountInfo.V_Position == null && (DateTime.Now - m_LastRefreshTime).Ticks > (long)m_TaticsHelper.V_Min * Util.Minute_Ticks * AppSetting.Ins.GetInt("RefreshSettingTime"))//更新设置操作
{
//更新参数
await m_TaticsHelper.RunHistory();
m_LastRefreshTime = DateTime.Now;
Console.WriteLine("{0} {1}:更新设置", DateTime.Now, V_Instrument_id);
}
else
{
if (debug)
{
Console.WriteLine("{0} {1}:获取数据", DateTime.Now, V_Instrument_id);
}
//获取近200条K线
JContainer con = await api.getCandlesDataAsync(V_Instrument_id, DateTime.Now.AddMinutes(-m_TaticsHelper.V_Min * 200), DateTime.Now, m_TaticsHelper.V_Min * 60);
cache.RefreshData(con);
V_AccountInfo.V_CurPrice = cache.V_KLineData[0].V_ClosePrice;
if (!V_AccountInfo.HasEnoughMoney(orderPercent) && V_AccountInfo.V_Position == null)
{
Console.WriteLine("{0} 钱不够。。。。", V_Instrument_id);
Debugger.Error(string.Format("{0} 钱不够。。。。", V_Instrument_id));
TimeEventHandler.Ins.AddEvent(new TimeEventModel(600, 1, Update));
return;
}
await Handle();
}
}
catch (Exception ex)
{
//Console.WriteLine(ex.ToString());
Console.WriteLine("{0} {1}:处理数据异常", DateTime.Now, V_Instrument_id);
error = true;
}
debug = false;
Update();
//TimeEventHandler.Ins.AddEvent(new TimeEventModel(1, 1, Update));
}
public virtual void Handle(List <KLine> data)
{
KLine line = data[0];
Cur_Cache.RefreshData(data);
helper.V_Cache = Cur_Cache;
if (helper.V_HandleOrderSelf)
{
helper.F_HandleOrderTest(this);
}
else
{
bool hasLong = false, hasShort = false;
float longPercent = 0, shortPrecent = 0;
if (V_Positions != null && V_Positions.Count > 0)
{
List <int> closeList = new List <int>();
foreach (var item in V_Positions)
{
if (item.V_Dir > 0)
{
hasLong = true;
}
else
{
hasShort = true;
}
//有单就算下是否需要平仓
float v = item.GetPercentTest(data[0], helper.V_LossPercent);
if (item.V_Dir > 0)
{
longPercent = v;
}
else
{
shortPrecent = v;
}
if (helper.ShouldCloseOrderTest(item.V_Dir, v, Cur_Cache.V_KLineData[0]))
{
if (item.V_Dir > 0)
{
hasLong = false;
}
else
{
hasShort = false;
}
closeList.Add(item.V_Dir);
}
}
if (closeList.Count > 0)
{
foreach (var item in closeList)
{
CloseOrder(data[0], item);
}
return;
}
}
bool makeOrder = false;
if (helper.V_IsDoubleSide)
{
makeOrder = !hasShort || !hasLong;
}
else
{
makeOrder = !hasShort && !hasLong;
}
if (makeOrder)
{
long leave = helper.GetCoolDownTest();
if (leave < 0)
{
return;
}
int o = helper.MakeOrder(true);
if (o > 0 && !hasLong)
{
if (hasShort && shortPrecent > 0)
{
return;
}
//多单
helper.V_LastOpTime = helper.V_Cache.V_KLineData[0].V_Timestamp;
OpenOrder(1, Cur_Cache.V_KLineData[0], orderPercent);
}
else if (o < 0 && !hasShort)
{
if (hasLong && longPercent > 0)
{
return;
}
//空单
helper.V_LastOpTime = helper.V_Cache.V_KLineData[0].V_Timestamp;
OpenOrder(-1, Cur_Cache.V_KLineData[0], orderPercent);
}
}
}
}
public bool IsMatch(Dictionary <int, KLineCache> klineDataDic, float btcLSPercent, List <int> MACycleList)
{
switch (type)
{
case MatchConditionType.MA:
int value = (int)args1;
if (!klineDataDic.ContainsKey(value) && value % 1440 == 0)
{
int merge = value / 1440;
KLineCache cache = new KLineCache();
cache.RefreshData(klineDataDic[1440].GetMergeKLine(merge));
klineDataDic[value] = cache;
}
if (klineDataDic.ContainsKey(value))
{
KLineCache kLineCache = klineDataDic[value];
List <float> maList = new List <float>();
List <float> perList = new List <float>();
for (int i = 0; i < paramsList1.Count; i++)
{
int maIndex = (int)paramsList1[i];
float maValue = 0;
if (maIndex == 0)
{
maValue = kLineCache.V_KLineData[0].V_ClosePrice;
}
else
{
if (MACycleList[maIndex - 1] > kLineCache.V_KLineData.Count)
{
return(false);
}
maValue = MA.GetMA(MACycleList[maIndex - 1], kLineCache.V_KLineData);
}
maList.Add(maValue);
float perValue = MathF.Abs((kLineCache.V_KLineData[0].V_ClosePrice - maValue) / maValue * 100);
perList.Add(perValue);
}
bool match = true;
for (int i = 0; i < maList.Count - 1; i++)
{
float perValue = MathF.Abs((maList[i] - maList[i + 1]) / maList[i + 1] * 100);
if (perValue > 1 && maList[i] < maList[i + 1])
{
match = false;
break;
}
}
if (match)
{
for (int i = 0; i < paramsList2.Count; i++)
{
if (paramsList2[i] < 0)
{
if (perList[i] < MathF.Abs(paramsList2[i]))
{
match = false;
break;
}
}
else
{
if (perList[i] > paramsList2[i])
{
match = false;
break;
}
}
}
}
return(match);
}
break;
case MatchConditionType.EMA:
value = (int)args1;
if (klineDataDic.ContainsKey(value))
{
KLineCache kLineCache = klineDataDic[value];
List <float> maList = new List <float>();
List <float> perList = new List <float>();
for (int i = 0; i < paramsList1.Count; i++)
{
int maIndex = (int)paramsList1[i];
float maValue = 0;
if (maIndex == 0)
{
maValue = kLineCache.V_KLineData[0].V_ClosePrice;
}
else
{
if (MACycleList[maIndex - 1] > kLineCache.V_KLineData.Count)
{
return(false);
}
maValue = EMA.GetEMA(MACycleList[maIndex - 1], kLineCache.V_KLineData);
}
maList.Add(maValue);
float perValue = MathF.Abs((kLineCache.V_KLineData[0].V_ClosePrice - maValue) / maValue * 100);
perList.Add(perValue);
}
bool match = true;
for (int i = 0; i < maList.Count - 1; i++)
{
if (maList[i] < maList[i + 1])
{
match = false;
break;
}
}
if (match)
{
for (int i = 0; i < paramsList2.Count; i++)
{
if (paramsList2[i] < 0)
{
if (perList[i] < MathF.Abs(paramsList2[i]))
{
match = false;
break;
}
}
else
{
if (perList[i] > paramsList2[i])
{
match = false;
break;
}
}
}
}
return(match);
}
break;
case MatchConditionType.BtcLSPercent:
if (args1 < 0)
{
if (btcLSPercent < MathF.Abs(args1))
{
return(false);
}
return(true);
}
else
{
if (btcLSPercent > args1)
{
return(false);
}
return(true);
}
break;
case MatchConditionType.PriceList:
value = (int)args1;
if (klineDataDic.ContainsKey(value))
{
KLineCache kLineCache = klineDataDic[value];
bool match = true;
int count = (int)paramsList1[0];
if (Math.Abs(count) + 1 > kLineCache.V_KLineData.Count)
{
return(false);
}
if (count > 0)
{
for (int i = 0; i < count; i++)
{
if (kLineCache.V_KLineData[i].GetAvg() < kLineCache.V_KLineData[i + 1].GetAvg())
{
match = false;
break;
}
}
}
else
{
for (int i = 0; i < -count; i++)
{
if (kLineCache.V_KLineData[i].GetAvg() > kLineCache.V_KLineData[i + 1].GetAvg())
{
match = false;
break;
}
}
}
return(match);
}
break;
case MatchConditionType.OldPrice:
value = (int)args1;
if (klineDataDic.ContainsKey(value))
{
KLineCache kLineCache = klineDataDic[value];
bool match = false;
int startInedx = (int)paramsList1[0];
int dir = (int)paramsList1[1];
int count = Math.Abs(dir);
float curValue = kLineCache.V_KLineData[0].V_ClosePrice;
if (startInedx < kLineCache.V_KLineData.Count)
{
float p1 = kLineCache.V_KLineData[startInedx].GetAvg();
float p2 = kLineCache.V_KLineData[startInedx - count].GetAvg();
float percent = MathF.Abs((p1 - p2) / p2 * 100);
if (percent > 2)
{
if (dir > 0)
{
if (p1 < p2 && curValue < p1)
{
match = true;
}
}
else
{
if (p1 > p2 && curValue > p1)
{
match = true;
}
}
}
}
return(match);
}
break;
default:
break;
}
return(false);
}