void DrawChart(long date, dynamic price)
{
if (GetCheckOnTimeByAPI(date.ToString()))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, price, Short.Peek()) : EMA.Make(price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, price, Long.Peek()) : EMA.Make(price));
Trend.Push(Trend.Count > 0 ? EMA.Make(specify.Trend, Trend.Count, price, Trend.Peek()) : EMA.Make(price));
}
internal void DrawChart(string time, int price)
{
if (GetCheckOnTimeByAPI(time))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, price, Long.Peek()));
Trend.Push(EMA.Make(specify.Trend, Trend.Count, price, Trend.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop(), gap = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
if (specify.Short < Short.Count && specify.Long < Long.Count && specify.Trend < Trend.Count && price < Trend.Peek() && gap > 0 && (price <= Price || Price == 0) && price <= BuyPrice)
{
Price = API.OnReceiveOrder(Code, price);
}
}
public override void OnReceiveDrawChart(object sender, SendConsecutive e)
{
if (GetCheckOnDate(e.Date))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Trend.Push(Trend.Count > 0 ? EMA.Make(Line.Item3, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
Short.Push(Short.Count > 0 ? EMA.Make(Line.Item1, Short.Count, e.Price, Short.Peek()) : EMA.Make(e.Price));
Long.Push(Long.Count > 0 ? EMA.Make(Line.Item2, Long.Count, e.Price, Long.Peek()) : EMA.Make(e.Price));
if (e.Volume != 0 && e.Date.Length > 8 && Short.Count > 1 && Long.Count > 1)
{
double popShort = Short.Pop(), popLong = Long.Pop(), gap = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
var date = e.Date.Substring(6, 4);
if (date.CompareTo(Base.Start) > 0 && date.CompareTo(Base.Transmit) < 0 && Strategics is Catalog.TrendsToCashflow tc &&
DateTime.TryParseExact(e.Date.Substring(0, 12), Base.FullDateFormat, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime cInterval))
{
if (Balance.Quantity > tc.ReservationQuantity - 1 && (Offer ?? int.MaxValue) < e.Price &&
OrderNumber.Any(o => o.Key[0] == '8' && o.Value == e.Price - GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * tc.ReservationQuantity * (Commission + Base.Tax));
Balance.Revenue += (long)((e.Price - (Balance.Purchase ?? 0D)) * tc.ReservationQuantity);
Balance.Quantity -= tc.ReservationQuantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("8") && o.Value == e.Price - GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key))
{
Capital -= profit.Value * tc.ReservationQuantity;
Offer = profit.Value;
}
}
else if ((Bid ?? int.MinValue) > e.Price && OrderNumber.Any(o => o.Key[0] == '7' && o.Value == e.Price + GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * Commission * tc.ReservationQuantity);
Balance.Purchase
= (double)((e.Price * tc.ReservationQuantity + (Balance.Purchase ?? 0D) * Balance.Quantity) / (Balance.Quantity + tc.ReservationQuantity));
Balance.Quantity += tc.ReservationQuantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("7") && o.Value == e.Price + GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key))
{
Capital += profit.Value * tc.ReservationQuantity;
Bid = profit.Value;
}
}
else if (Balance.Quantity > tc.TradingQuantity - 1 && OrderNumber.Any(o => o.Key[0] == '2' && o.Value == e.Price - GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * tc.TradingQuantity * (Commission + Base.Tax));
Balance.Revenue += (long)((e.Price - (Balance.Purchase ?? 0D)) * tc.TradingQuantity);
Balance.Quantity -= tc.TradingQuantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key))
{
Capital -= profit.Value * tc.TradingQuantity;
}
}
else if (OrderNumber.Any(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * Commission * tc.TradingQuantity);
Balance.Purchase = (double)((e.Price * tc.TradingQuantity + (Balance.Purchase ?? 0D) * Balance.Quantity) / (Balance.Quantity + tc.TradingQuantity));
Balance.Quantity += tc.TradingQuantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key))
{
Capital += profit.Value * tc.TradingQuantity;
}
}
else if (Balance.Quantity > tc.TradingQuantity - 1 && OrderNumber.ContainsValue(e.Price) == false &&
e.Price > Trend.Peek() * (1 + tc.PositionRevenue) && e.Price > (Balance.Purchase ?? 0D) &&
gap < 0 && (tc.Interval == 0 || tc.Interval > 0 && cInterval.CompareTo(NextOrderTime) > 0))
{
var unit = GetQuoteUnit(e.Price, Market);
if (OrderNumber.ContainsValue(e.Price + unit) == false)
{
OrderNumber[Base.GetOrderNumber((int)OrderType.신규매도)] = e.Price + unit;
}
if (tc.Interval > 0)
{
NextOrderTime = Base.MeasureTheDelayTime(tc.Interval, cInterval);
}
}
else if (tc.TradingQuantity > 0 && OrderNumber.ContainsValue(e.Price) == false && e.Price < Trend.Peek() * (1 - tc.PositionAddition) &&
gap > 0 && (tc.Interval == 0 || tc.Interval > 0 && cInterval.CompareTo(NextOrderTime) > 0))
{
var unit = GetQuoteUnit(e.Price, Market);
if (OrderNumber.ContainsValue(e.Price - unit) == false)
{
OrderNumber[Base.GetOrderNumber((int)OrderType.신규매수)] = e.Price - unit;
}
if (tc.Interval > 0)
{
NextOrderTime = Base.MeasureTheDelayTime(tc.Interval, cInterval);
}
}
}
else if (date.CompareTo(Base.Transmit) > 0 && Strategics is Catalog.TrendsToCashflow cf)
{
OrderNumber.Clear();
long revenue = Balance.Revenue - CumulativeFee, unrealize = (long)((e.Price - (Balance.Purchase ?? 0D)) * Balance.Quantity);
var avg = EMA.Make(++Accumulative, revenue - TodayRevenue + unrealize - TodayUnrealize, Before);
if (cf.ReservationQuantity > 0 && Balance.Quantity > cf.ReservationQuantity - 1)
{
var stock = Market;
int quantity = Balance.Quantity / cf.ReservationQuantity, price = e.Price, sell = (int)((Balance.Purchase ?? 0D) * (1 + cf.ReservationRevenue)),
buy = (int)((Balance.Purchase ?? 0D) * (1 - cf.Addition)), upper = (int)(price * 1.3), lower = (int)(price * 0.7),
bPrice = Base.GetStartingPrice(lower, stock), sPrice = Base.GetStartingPrice(sell, stock);
sPrice = sPrice < lower ? lower + GetQuoteUnit(sPrice, stock) : sPrice;
while (sPrice < upper && quantity-- > 0)
{
OrderNumber[Base.GetOrderNumber((int)OrderType.예약매도)] = sPrice;
for (int i = 0; i < cf.Unit; i++)
{
sPrice += GetQuoteUnit(sPrice, stock);
}
}
while (bPrice < upper && bPrice < buy)
{
OrderNumber[Base.GetOrderNumber((int)OrderType.예약매수)] = bPrice;
for (int i = 0; i < cf.Unit; i++)
{
bPrice += GetQuoteUnit(bPrice, stock);
}
}
Bid = OrderNumber.Count > 0 && OrderNumber.Any(o => o.Key.StartsWith("7")) ? OrderNumber.Where(o => o.Key.StartsWith("7")).Max(o => o.Value) : 0;
Offer = OrderNumber.Count > 0 && OrderNumber.Any(o => o.Key.StartsWith("8")) ? OrderNumber.Where(o => o.Key.StartsWith("8")).Min(o => o.Value) : 0;
}
SendMessage = new Catalog.Strategics.Statistics
{
Key = string.Concat("TC.", cf.AnalysisType),
Date = e.Date.Substring(0, 6),
Cumulative = revenue + unrealize,
Base = SendMessage.Base > Capital ? SendMessage.Base : Capital,
Statistic = (int)avg,
Price = (int)Trend.Peek()
};
Before = avg;
TodayRevenue = revenue;
TodayUnrealize = unrealize;
}
}