public Robot_Session(Robot_Trade robotTrade, Robot_Market robotMarket, HFTInfo info)
{
this.robotTrade = robotTrade;
this.robotMarket = robotMarket;
SessionOrders = new List <Order>();
this.info = info;
symbol = info.Symbol;
timer = new System.Timers.Timer(3000);
timer.Elapsed += Timer_Elapsed;
IsRunning = false;
}
public Robot_Report(Robot_Trade robotTrade, Robot_Session robotSession, Robot_Market robotMarket, HFTInfo info)
{
HourOpenEarn = 0;
OpenShockCount = OpenResetCount = 0;
HourOpenTimeSpans = TimeSpan.Zero;
timer = new System.Timers.Timer(60 * 1000);
timer.Elapsed += Timer_Elapsed;;
this.robotTrade = robotTrade;
this.robotSession = robotSession;
this.robotMarket = robotMarket;
this.info = info;
}
public Robot_Current(Robot_Trade robotTrade, Robot_Session robotSession, HFTInfo info)
{
this.robotTrade = robotTrade;
this.robotSession = robotSession;
this.info = info;
symbol = info.Symbol;
timer = new System.Timers.Timer(1000);
timer.Elapsed += Timer_Elapsed;
IsRunning = false;
FilledSessionOrders = new List <Order>();
//sessionOrders = new List<Order>();
currentOrder = new List <Order>();
filledOrders = new List <Order>();
}
private void Init()
{
config = Config.LoadConfig();
coinConfigs = CoinConfig.Load();
info = new HFTInfo(config);
Symbols = new List <string>();
Symbol = config.Symbol;
Platform = config.Platform;
robotMarket = new Robot_Market(Platform);
robotTrade = new Robot_Trade(coinConfigs, config, Platform, config.ApiKey, config.SecretKey, new List <string>()
{
Symbol
});
robotSession = new Robot_Session(robotTrade, robotMarket, info);
robotSession.SessionEvent += RobotHFT_SessionEvent;
robotCurrent = new Robot_Current(robotTrade, robotSession, info);
robotCurrent.CurrentEvent += RobotHFT_CurrentEvent;;
robotReport = new Robot_Report(robotTrade, robotSession, robotMarket, info);
}
public string GetReport(HFTInfo info, Account account, Ticker ticker, bool hourFlag = false)
{
try
{
#region
TimeSpan RunningTimeSpans = DateTime.Now - info.Open_Time;
//string runningTime = string.Format("{0} {1}:{2}:{3}", RunningTimeSpans.Days, RunningTimeSpans.Hours, RunningTimeSpans.Minutes, RunningTimeSpans.Seconds);
string runningTime = RunningTimeSpans.ToString(@"d\ hh\:mm\:ss");
decimal net = account.GetNet(info.Symbol, ticker.last);
if (info.Open_Fund == 0)
{
info.Open_Fund = net;
}
decimal total_Earn = net - info.Open_Fund;
//decimal realnet = net + info.total_fees;
decimal realnet = net;
decimal realEarn = realnet - info.Open_Fund;
//资金基数
// decimal baseFund = info.TradeQty * (info.OrderQty + 2) * 2 * ticker.last;
decimal baseFund = info.Open_Fund;
//天数
decimal total_dates = (decimal)RunningTimeSpans.TotalDays; /*(decimal)(DateTime.Now - info.Open_Time).TotalMinutes / 1440m*/;
decimal totalEarn_Ave_Daily = total_dates == 0 ? 0 : total_Earn / total_dates;
decimal totalEarn_Rate_Daily = totalEarn_Ave_Daily / baseFund * 100;
decimal totalEarn_Rate_Year = totalEarn_Rate_Daily * 365;
decimal realEarn_Ave_Daily = total_dates == 0 ? 0 : realEarn / total_dates;
decimal realEarn_Rate_Daily = realEarn_Ave_Daily / baseFund * 100;
decimal realEarn_Rate_Year = realEarn_Rate_Daily * 365;
decimal hour_realearn = realEarn - HourOpenEarn;
decimal hour_averealearn = 0;
if (HourOpenTimeSpans != TimeSpan.Zero)
{
double hour_minutes = (RunningTimeSpans - HourOpenTimeSpans).TotalMinutes;
decimal running_hours = (decimal)hour_minutes / 60m;
hour_averealearn = hour_realearn / running_hours * 24;
}
decimal hour_rate_daily = hour_averealearn / baseFund * 100;
long hour_shockCount = info.dealCount - OpenShockCount;
long hour_resetCount = info.resetCount - OpenResetCount;
string hStr = "This";
if (hourFlag)
{
OpenShockCount = info.dealCount;
OpenResetCount = info.resetCount;
HourOpenEarn = realEarn;
HourOpenTimeSpans = RunningTimeSpans;
hStr = "Last";
}
//当前币数
decimal coinCount = account.GetFreeCoin(info.Symbol) + account.GetFreezedCoin(info.Symbol);
//decimal price_earn = (ticker.last - info.Open_Price) * coinCount;
decimal trade_earn = (info.dealCount - 45 * info.resetCount) * info.TradeQty * info.SpanPrice;
decimal price_earn = realEarn - trade_earn;
decimal trade_earn_Ave_Daily = total_dates == 0 ? 0 : trade_earn / total_dates;
decimal trade_earn_Rate_Daily = trade_earn_Ave_Daily / baseFund * 100;
decimal trade_earn_Rate_Year = trade_earn_Rate_Daily * 365;
//decimal reset_loss = price_earn + trade_earn - total_Earn - info.total_fees;
int buy_num = robotSession.CountOrder(true);
int sell_num = robotSession.CountOrder(false);
#endregion
#region
StringBuilder sb = new StringBuilder();
sb.AppendLine();
if (hourFlag)
{
sb.AppendLine("*****************************************************************");
sb.AppendLine($"运行时间: {Utils.Format(runningTime)} 开盘价: {Utils.Format(info.Open_Price.ToString("#0.00"))} 当前价: {Utils.Format(ticker.last.ToString("#0.00"))}");
sb.AppendLine($"净资产: {Utils.Format(realnet.ToString("#0.00"))} 振幅: {Utils.Format(info.SpanPrice)}");
sb.AppendLine($"震荡: {Utils.Format(info.dealCount)} 平仓: {Utils.Format(info.resetCount)}");
sb.AppendLine($"小时震荡: {Utils.Format(hour_shockCount)} 小时平仓: {Utils.Format(hour_resetCount)}");
sb.AppendLine($"净盈利 : {Utils.Format("【" + realEarn.ToString("#0.0000") + "】")} 日盈利率: {Utils.Format(realEarn_Rate_Daily.ToString("#0.00") + "%")} 年化: {Utils.Format(realEarn_Rate_Year.ToString("#0.00") + "%")}");
//sb.AppendLine($"交易盈利: {Utils.Format("[" + trade_earn.ToString("#0.0000") + "]")} 日盈利率: {Utils.Format("[" + trade_earn_Rate_Daily.ToString("#0.00") + "%" + "]")} 年化: {Utils.Format(trade_earn_Rate_Year.ToString("#0.00") + "%")} ");
//sb.AppendLine($"价格盈利: {Utils.Format("[" + price_earn.ToString("#0.0000") + "]")} 交易损失: {Utils.Format(info.total_fees.ToString("#0.0000"))}");
}
sb.AppendLine("*****************************************************************");
sb.AppendLine($"RunTime: {Utils.Format(runningTime)} OpenPrice: {Utils.Format(info.Open_Price.ToString("#0.00"))} TickerPrice: {Utils.Format(ticker.last.ToString("#0.00"))}");
sb.AppendLine($"OpenFund: {Utils.Format(info.Open_Fund.ToString("0.0000"))} NetFund: {Utils.Format(net.ToString("0.0000"))} NetRealFund: {Utils.Format(realnet.ToString("0.0000"))}");
sb.AppendLine($"TradeQty: {Utils.Format(info.TradeQty)} SpanPrice: {Utils.Format(info.SpanPrice)} OrderQty: {Utils.Format(info.OrderQty)} FloatPrice: {Utils.Format(info.floatPrice.ToString("0.00"))}");
//sb.AppendLine($"FreeFund: {Utils.Format(account.GetFreeFund().ToString("0.0000"))} FreezedFund: {Utils.Format(account.GetFreezedFund().ToString("0.0000"))} FreeCoin: {Utils.Format(account.GetFreeCoin(info.Symbol).ToString("0.0000"))} FreezedCoin: {Utils.Format(account.GetFreezedCoin(info.Symbol).ToString("0.0000"))}");
//sb.AppendLine();
//sb.AppendLine($"{hStr}Hour: {Utils.Format(hour_realearn.ToString("#0.0000"))} HourEarnAve: {Utils.Format(hour_averealearn.ToString("#0.0000"))} HEarn_AveD: {Utils.Format(hour_rate_daily.ToString("#0.0000"))}");
sb.AppendLine($"HDealCount: {Utils.Format(hour_shockCount)} HResetCount: {Utils.Format(hour_resetCount)} DealCount: {Utils.Format(info.dealCount)} ResetCount: {Utils.Format(info.resetCount)}");
//sb.AppendLine();
sb.AppendLine($"Earn: {Utils.Format(total_Earn.ToString("#0.0000"))} RateDaily: {Utils.Format(totalEarn_Rate_Daily.ToString("#0.00") + "%")} RateYear: {Utils.Format(totalEarn_Rate_Year.ToString("#0.00") + "%")}");
//sb.AppendLine($"RealEarn: {Utils.Format("[" + realEarn.ToString("#0.0000") + "]")} RRateDaily: {Utils.Format("[" + realEarn_Rate_Daily.ToString("#0.00") + "%" + "]")} RRateYear: {Utils.Format(realEarn_Rate_Year.ToString("#0.00") + "%")}");
//sb.AppendLine($"TradeEarn: {Utils.Format("[" + trade_earn.ToString("#0.0000") + "]")} TRateDaily: {Utils.Format("[" + trade_earn_Rate_Daily.ToString("#0.00") + "%" + "]")} trade_earn_Rate_Year: {Utils.Format(trade_earn_Rate_Year.ToString("#0.00") + "%")} ");
//sb.AppendLine($"PriceEarn: {Utils.Format("[" + price_earn.ToString("#0.0000") + "]")} TradeLoss: {Utils.Format(info.total_fees.ToString("#0.0000"))}");
report report = new report();
var LogOrders = robotSession.LogOrders();
sb.AppendLine(LogOrders);
var DBOrdersInfostr = DBOrdersInfo(info.Open_Time, ticker, ref report);
sb.AppendLine(DBOrdersInfostr);
sb.AppendLine("*****************************************************************");
#region 保存数据库
if (true)
{
report.id = Utils.GetUtcTimeDec();
report.date = DateTime.Now.ToString("yyyy/MM/dd HH:mm:ss");
//report.Earn = total_Earn;
report.NetFund = net;
report.OpenFund = info.Open_Fund;
report.OpenPrice = info.Open_Price;
report.Open_Time = info.Open_Time;
report.OrderQty = info.OrderQty;
report.RateYear = totalEarn_Rate_Year;
report.runningTime = runningTime;
report.SpanPrice = info.SpanPrice;
report.TickerPrice = ticker.last;
report.TradeQty = info.TradeQty;
report.type = "minReport";
report.HResetCount = hour_resetCount;
report.DealCount = info.dealCount;
report.ResetCount = info.resetCount;
report.RealEarn = realEarn;
report.HDealCount = hour_shockCount;
report.LogOrders = LogOrders;
report.DBOrdersInfo = DBOrdersInfostr;
DbHelper.CreateInstance().AddReport(report);
}
#endregion
return(sb.ToString());
#endregion
}
catch (Exception e)
{
Log4NetUtility.Error("GetReport", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("GetReport", e);
return(null);
}
}