Example #1
0
        public Boolean dealStopRatioRule(string appDir, string fileName)//讀取逆勢動態停利規則檔
        {
            try
            {
                strategyFileName = fileName;

                strategyFilePath = appDir + "\\" + Config_Dir + "\\" + fileName;

                strategyFile = new TradeFile(strategyFilePath);

                strategyFile.prepareReader();

                stopRatio = new Dictionary <int, int>();

                int checkRange; //最高點與最低點的範圍

                int ratio;      //停利或是停損的計算百分比

                String tmpLine = "";

                String[] tmpData = new String[2];

                while (strategyFile.hasNext())
                {
                    tmpLine = strategyFile.getLine();

                    tmpData = tmpLine.Split(',');

                    checkRange = int.Parse(tmpData[0]);

                    ratio = int.Parse(tmpData[1]);

                    stopRatio.Add(checkRange, ratio);
                }

                Console.WriteLine(stopRatio.ToString());
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Source);
                Console.WriteLine(ex.Message);
                Console.WriteLine(ex.StackTrace);
                return(false);
            }
            return(true);
        }
Example #2
0
        private List<TradeFile> getTradeFileList(String dir, String extension)
        {
            DirectoryInfo di = new DirectoryInfo(dir);

            List<TradeFile> fileList = new List<TradeFile>();

            FileInfo[] rgFiles = di.GetFiles(extension);

            foreach (FileInfo fi in rgFiles)
            {
                //Console.WriteLine("FileName:" + fi.Name);
                TradeFile oFile = new TradeFile(dir + "/" + fi.Name);
                fileList.Add(oFile);
            }

            return fileList;
        }
Example #3
0
        private List <TradeFile> getTradeFileList(String dir, String extension)
        {
            DirectoryInfo di = new DirectoryInfo(dir);

            List <TradeFile> fileList = new List <TradeFile>();

            FileInfo[] rgFiles = di.GetFiles(extension);

            foreach (FileInfo fi in rgFiles)
            {
                //Console.WriteLine("FileName:" + fi.Name);
                TradeFile oFile = new TradeFile(dir + "/" + fi.Name);
                fileList.Add(oFile);
            }

            return(fileList);
        }
Example #4
0
        public List<OriginalRecord> prepareRecordList()
        {
            recordList = new List<OriginalRecord>();

            try
            {
                for (int i = 0; i < sourceFileList.Count; i++)
                {

                    sourceFile = sourceFileList[i];

                    sourceFile.prepareReader();

                    while (sourceFile.hasNext())
                    {

                        nowLine = sourceFile.getLine();

                        record = OriginalRecordConverter.getOriginalRecord(nowLine);

                        recordList.Add(record);



                    }//end while

                    sourceFile.close();

                }//end for              

                return recordList;

            }
            catch (Exception e)
            {

                Console.WriteLine(e.StackTrace);

                return null;
            }

        }
Example #5
0
        public void setSourceFile(TradeFile sourceFile)
        {
            this.sourceFile = sourceFile;

            sourceFile.prepareReader();
        }
Example #6
0
        public Boolean dealStrategyRule(string appDir, string fileName)//讀取停損停利規則檔
        {
            try
            {
                strategyFileName = fileName;

                strategyFilePath = appDir + "\\" + Config_Dir + "\\" + fileName;

                strategyFile = new TradeFile(strategyFilePath);

                strategyFile.prepareReader();

                loseLine = new Dictionary <int, int>();

                winLine = new Dictionary <int, int>();

                reverseLine = new Dictionary <int, double>();

                int strategyCount = 1; //讀取停損停利規則檔案的行數

                int losePoint;         //停損點範圍

                int winPoint;          //停利點範圍

                double reversePoint;   //動態停利反轉範圍

                String tmpLine = "";

                String[] tmpData = new String[3];

                while (strategyFile.hasNext())
                {
                    tmpLine = strategyFile.getLine();

                    if (tmpLine.StartsWith("#") || tmpLine.Trim().Equals(""))
                    {
                        continue;
                    }

                    tmpData = tmpLine.Split(',');

                    losePoint = int.Parse(tmpData[0]);

                    winPoint = int.Parse(tmpData[1]);

                    try
                    {
                        reversePoint = double.Parse(tmpData[2]);
                    }
                    catch (Exception)
                    {
                        reversePoint = 1;
                    }

                    loseLine.Add(strategyCount, losePoint);

                    winLine.Add(strategyCount, winPoint);

                    reverseLine.Add(strategyCount, reversePoint);

                    strategyCount++;
                }

                maxStrategyCount = --strategyCount;

                for (int i = 1; i <= maxStrategyCount; i++)
                {
                    Console.WriteLine("loseLine[" + i + "] : " + loseLine[i]);
                    Console.WriteLine("winLine[" + i + "] : " + winLine[i]);
                    Console.WriteLine("reverseLine[" + i + "] : " + reverseLine[i]);
                }
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Source);
                Console.WriteLine(ex.Message);
                Console.WriteLine(ex.StackTrace);
                return(false);
            }
            return(true);
        }
Example #7
0
        public Boolean dealStopRatioRule(string appDir, string fileName)//讀取逆勢動態停利規則檔
        {
            try
            {

                strategyFileName = fileName;

                strategyFilePath = appDir + "\\" + Config_Dir + "\\" + fileName;

                strategyFile = new TradeFile(strategyFilePath);

                strategyFile.prepareReader();

                stopRatio = new Dictionary<int, int>();

                int checkRange;//最高點與最低點的範圍

                int ratio;//停利或是停損的計算百分比

                String tmpLine = "";

                String[] tmpData = new String[2];

                while (strategyFile.hasNext())
                {

                    tmpLine = strategyFile.getLine();

                    tmpData = tmpLine.Split(',');

                    checkRange = int.Parse(tmpData[0]);

                    ratio = int.Parse(tmpData[1]);

                    stopRatio.Add(checkRange, ratio);


                }

                Console.WriteLine(stopRatio.ToString());

            }
            catch (Exception ex)
            {

                Console.WriteLine(ex.Source);
                Console.WriteLine(ex.Message);
                Console.WriteLine(ex.StackTrace);
                return false;
            }
            return true;
        }
Example #8
0
        public Boolean dealStrategyRule(string appDir, string fileName)//讀取停損停利規則檔
        {
            try
            {

                strategyFileName = fileName;

                strategyFilePath = appDir + "\\" + Config_Dir + "\\" + fileName;

                strategyFile = new TradeFile(strategyFilePath);

                strategyFile.prepareReader();

                loseLine = new Dictionary<int, int>();

                winLine = new Dictionary<int, int>();

                reverseLine = new Dictionary<int, double>();

                int strategyCount = 1;//讀取停損停利規則檔案的行數

                int losePoint;//停損點範圍

                int winPoint;//停利點範圍

                double reversePoint;//動態停利反轉範圍

                String tmpLine = "";

                String[] tmpData = new String[3];

                while (strategyFile.hasNext())
                {


                    tmpLine = strategyFile.getLine();

                    if (tmpLine.StartsWith("#") || tmpLine.Trim().Equals(""))
                    {
                        continue;
                    }

                    tmpData = tmpLine.Split(',');

                    losePoint = int.Parse(tmpData[0]);

                    winPoint = int.Parse(tmpData[1]);

                    try
                    {
                        reversePoint = double.Parse(tmpData[2]);
                    }
                    catch (Exception )
                    {
                        reversePoint = 1;
                    }

                    loseLine.Add(strategyCount, losePoint);

                    winLine.Add(strategyCount, winPoint);

                    reverseLine.Add(strategyCount, reversePoint);

                    strategyCount++;
                }

                maxStrategyCount = --strategyCount;

                for (int i = 1; i <= maxStrategyCount; i++)
                {
                    Console.WriteLine("loseLine[" + i + "] : " + loseLine[i]);
                    Console.WriteLine("winLine[" + i + "] : " + winLine[i]);
                    Console.WriteLine("reverseLine[" + i + "] : " + reverseLine[i]);
                }

            }
            catch (Exception ex)
            {

                Console.WriteLine(ex.Source);
                Console.WriteLine(ex.Message);
                Console.WriteLine(ex.StackTrace);
                return false;
            }
            return true;
        }
Example #9
0
        public void startTest(int guid)
        {

            this.guid = guid;

            try
            {


                testReportFileName = reportDir + now.Year + "_" + now.Month + "_" + now.Day + "_" + now.Hour + "_" + now.Minute + "_" + now.Second + "_";
                if (loseLine != null)
                {
                    testReportFileName += loseLine[1] + "_";
                }
                if (winLine != null)
                {
                    testReportFileName += winLine[1] + "_";
                }

                if (reverseLine != null)
                {
                    for (int i = 1; i <= reverseLine.Count; i++)
                    {
                        testReportFileName += reverseLine[i] + "_";
                    }
                }

                testReportFileName += guid + ".rpt";


                testReportFile = new TradeFile(testReportFileName);

                testReportFile.prepareWriter();

            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
                Console.WriteLine(ex.Source);
                Console.WriteLine(ex.StackTrace);
                reportMsg(ex.Source + ex.Message + ex.StackTrace);
            }

            double totalProfit = 0;//所有測試日期,各自跑了XX次之後的總利潤

            double oneDayProfit = 0;//某日的單日利潤

            int winDayCount = 0;//獲利日數

            int loseDayCount = 0;//賠錢日數

            int winCountInOneDayTradeRunManyTimes = 0;//一日交易中有幾次獲利,執行數次測試之後的結果

            int loseCountInOneDayTradeRunManyTimes = 0;//一日交易中有幾次賠錢,執行數次測試之後的結果

            int totalWinCountRumManyTimes = 0;//總獲利次數

            int totalLoseCountRunManyTimes = 0;//總賠錢次數


            int[] profitRange = new int[45];//獲利的範圍

            double maxWinPureProfit = 0;//單日最大獲利

            double maxLosePureProfit = 0;//單日最大賠錢




            for (int i = 0; i < 45; i++)
            {
                profitRange[i] = 0;
            }

            FileManager fm = new FileManager();

            List<TradeFile> oFileList = fm.getTradeFileList(sourceFileDir);

            testDayCount = oFileList.Count;

            if (oFileList == null || oFileList.Count <= 0)
            {
                reportMsg("目錄內無檔案!");
                return;
            }

            //for (int j = 0; j < oFileList.Count; j++)
            {

                double oneDayRunManyTimesTotalProfit = 0;

                double oneDayMaxLossSetting = -9999999;//單日最大停損設定

                TradeManager manager = new TradeManager();

                //List<TradeFile> fileList = new List<TradeFile>();

                //fileList.Add(oFileList[j]);

                //manager.setSourceFileList(fileList);

                manager.setSourceFileList(oFileList);

                recordList = manager.prepareRecordList();

                for (int i = 0; i < runCount; i++)
                {

                    oneDayRunManyTimesTotalProfit = 0;//某日跑了XX次之後的總利潤

                    winCountInOneDayTradeRunManyTimes = 0;//一日交易中有幾次獲利

                    loseCountInOneDayTradeRunManyTimes = 0;//一日交易中有幾次賠錢      

                    manager = new TradeManager();

                    manager.RecordList = recordList;

                    manager.ReportFile = testReportFile;

                    if (maxLoss != null && !maxLoss.Equals(""))
                    {
                        manager.setMaxProfitLoss(Convert.ToDouble(maxLoss));
                    }

                    if (checkCount > 0)
                    {
                        manager.setCheckCount(checkCount);
                    }

                    manager.LotLimit = lotLimit;

                    manager.setDebugEnabled(DEBUG);

                    manager.setStopRatio(stopRatio);

                    manager.setRatio(ratio);

                    manager.setCore(coreMethod);

                    manager.setLots(lotArray);

                    manager.setWinLine(winLine);

                    manager.setLoseLine(loseLine);

                    manager.setReverseLine(reverseLine);

                    //manager.setSourceFile(oFileList[j]);//當沖

                    oneDayProfit = manager.startTrade();

                    //recordList.Clear();//當沖

                    int tmpMaxLot = manager.getMaxLot();

                    if (tmpMaxLot > maxLot)
                    {
                        maxLot = tmpMaxLot;
                    }

                    maxContinueLossMoney = manager.MaxContinueLossMoney;
                    maxContinueLossMoneyTime = manager.MaxContinueLossMoneyTime;
                    maxContinueWinMoney = manager.MaxContinueWinMoney;
                    maxContinueWinMoneyTime = manager.MaxContinueWinMoneyTime;

                    winCountInOneDayTradeRunManyTimes += manager.WinVolume;

                    loseCountInOneDayTradeRunManyTimes += manager.LoseVolume;

                    oneDayPureProfit = oneDayProfit * valuePerPoint - (manager.WinVolume + manager.LoseVolume) * cost;

                    if (oneDayPureProfit > 0)
                    {
                        winDayCount++;
                    }
                    else
                    {
                        loseDayCount++;
                    }


                    if (oneDayPureProfit > maxWinPureProfit)
                    {
                        maxWinPureProfit = oneDayPureProfit;

                        //maxWinPureProfitFileName = oFileList[j].getFileName();
                    }

                    if (oneDayPureProfit < maxLosePureProfit)
                    {
                        maxLosePureProfit = oneDayPureProfit;

                        //maxLosePureProfitFileName = oFileList[j].getFileName();
                    }

                    if (oneDayPureProfit > 0 && oneDayPureProfit < 2000)
                    {

                        profitRange[0]++;
                    }
                    else if (oneDayPureProfit > 100000)
                    {
                        profitRange[38]++;
                    }
                    else if (oneDayPureProfit > 90000)
                    {
                        profitRange[37]++;
                    }
                    else if (oneDayPureProfit > 80000)
                    {
                        profitRange[36]++;
                    }
                    else if (oneDayPureProfit > 70000)
                    {
                        profitRange[35]++;
                    }
                    else if (oneDayPureProfit > 60000)
                    {
                        profitRange[34]++;
                    }
                    else if (oneDayPureProfit > 50000)
                    {
                        profitRange[33]++;
                    }
                    else if (oneDayPureProfit > 40000)
                    {
                        profitRange[32]++;
                    }
                    else if (oneDayPureProfit > 30000)
                    {
                        profitRange[31]++;
                    }
                    else if (oneDayPureProfit > 20000)
                    {
                        profitRange[10]++;
                    }
                    else if (oneDayPureProfit > 10000)
                    {
                        profitRange[9]++;
                    }
                    else if (oneDayPureProfit > 9000)
                    {
                        profitRange[8]++;
                    }
                    else if (oneDayPureProfit > 8000)
                    {
                        profitRange[7]++;
                    }
                    else if (oneDayPureProfit > 7000)
                    {
                        profitRange[6]++;
                    }
                    else if (oneDayPureProfit > 6000)
                    {
                        profitRange[5]++;
                    }
                    else if (oneDayPureProfit > 5000)
                    {
                        profitRange[4]++;
                    }
                    else if (oneDayPureProfit > 4000)
                    {
                        profitRange[3]++;
                    }
                    else if (oneDayPureProfit > 3000)
                    {
                        profitRange[2]++;
                    }
                    else if (oneDayPureProfit > 2000)
                    {
                        profitRange[1]++;
                    }
                    else if (oneDayPureProfit < -50000)
                    {
                        profitRange[41]++;
                    }
                    else if (oneDayPureProfit < -40000)
                    {
                        profitRange[40]++;
                    }
                    else if (oneDayPureProfit < -30000)
                    {
                        profitRange[39]++;
                    }
                    else if (oneDayPureProfit < -20000)
                    {
                        profitRange[30]++;
                    }
                    else if (oneDayPureProfit < -10000)
                    {
                        profitRange[29]++;
                    }
                    else if (oneDayPureProfit < -9000)
                    {
                        profitRange[28]++;
                    }
                    else if (oneDayPureProfit < -8000)
                    {
                        profitRange[27]++;
                    }
                    else if (oneDayPureProfit < -7000)
                    {
                        profitRange[26]++;
                    }
                    else if (oneDayPureProfit < -6000)
                    {
                        profitRange[25]++;
                    }
                    else if (oneDayPureProfit < -5000)
                    {
                        profitRange[24]++;
                    }
                    else if (oneDayPureProfit < -4000)
                    {
                        profitRange[23]++;
                    }
                    else if (oneDayPureProfit < -3000)
                    {
                        profitRange[22]++;
                    }
                    else if (oneDayPureProfit < -2000)
                    {
                        profitRange[21]++;
                    }
                    if (oneDayPureProfit < 0 && oneDayPureProfit > -2000)
                    {
                        profitRange[20]++;
                    }



                    totalProfit += oneDayProfit;

                    oneDayRunManyTimesTotalProfit += oneDayProfit;

                    oneDayMaxLossSetting = manager.getMaxProfitLoss();

                    Console.WriteLine("交易結束,單日交易總利潤 : " + oneDayPureProfit);

                }

                totalWinCountRumManyTimes += winCountInOneDayTradeRunManyTimes;

                totalLoseCountRunManyTimes += loseCountInOneDayTradeRunManyTimes;

                reportMsg(//oFileList[j].getFullPath() +

                    "交易結束,單日交易平均利潤 : " + ((oneDayRunManyTimesTotalProfit * valuePerPoint) - (winCountInOneDayTradeRunManyTimes + loseCountInOneDayTradeRunManyTimes) * cost) / runCount);

                reportMsg(//oFileList[j].getFullPath() + 
                    "交易結束,單日獲利口數 : " + winCountInOneDayTradeRunManyTimes);

                reportMsg(//oFileList[j].getFullPath() +
                    "交易結束,單日賠錢口數 : " + loseCountInOneDayTradeRunManyTimes);

                reportMsg(//oFileList[j].getFullPath() +
                    "交易結束,單日獲利口數的總比率 : " + Convert.ToDouble(winCountInOneDayTradeRunManyTimes) / ((Convert.ToDouble(winCountInOneDayTradeRunManyTimes) + Convert.ToDouble(loseCountInOneDayTradeRunManyTimes))) * 100 + " %");

                reportMsg("最大連續贏錢" + maxContinueWinMoney);
                reportMsg("最大連續贏錢日" + maxContinueWinMoneyTime);


                reportMsg("最大連續賠錢" + maxContinueLossMoney);
                reportMsg("最大連續賠錢日" + maxContinueLossMoneyTime);

                reportMsg("----------------------------------------------------------------------------------------------");
                reportMsg("----------------------------------------------------------------------------------------------");
                reportMsg("----------------------------------------------------------------------------------------------");

            }//end for fileList

            reportMsg("程式版本 :" + Version);
            reportMsg("說明 :" + Comment);

            reportMsg(" 測試編號 : " + guid);
            reportMsg(" 每個交易日的測試次數 : " + runCount);

            reportMsg("獲利口數 : " + totalWinCountRumManyTimes);
            reportMsg("賠錢口數 : " + totalLoseCountRunManyTimes);
            reportMsg("交易結束,獲利口數的總比率 : " + Convert.ToDouble(totalWinCountRumManyTimes) / ((Convert.ToDouble(totalWinCountRumManyTimes) + Convert.ToDouble(totalLoseCountRunManyTimes))) * 100 + " %");


            reportMsg("獲利日數 : " + winDayCount);
            reportMsg("賠錢日數" + loseDayCount);

            winDayRate = Convert.ToDouble(winDayCount) / ((Convert.ToDouble(winDayCount) + Convert.ToDouble(loseDayCount)));

            reportMsg("交易結束,獲利日數的總比率 : " + winDayRate * 100 + " %");


            reportMsg("單日最大獲利 : " + maxWinPureProfit);
            reportMsg("最大獲利 是哪一天: " + maxWinPureProfitFileName);
            reportMsg("單日最大賠錢 : " + maxLosePureProfit);
            reportMsg("最大賠錢 是哪一天: " + maxLosePureProfitFileName);

            reportMsg("單日設定最大停損" + maxLoss);


            reportMsg("曾經最大交易口數 : " + maxLot);

            reportMsg("總獲利口數 : " + totalWinCountRumManyTimes);

            reportMsg("總賠錢口數 : " + totalLoseCountRunManyTimes);

            reportMsg("總手續費 : " + (totalWinCountRumManyTimes + totalLoseCountRunManyTimes) * cost);

            reportMsg("平均手續費 : " + ((totalWinCountRumManyTimes + totalLoseCountRunManyTimes) * cost) / (runCount * testDayCount));

            double pureProfit = ((totalProfit * valuePerPoint - (totalWinCountRumManyTimes + totalLoseCountRunManyTimes) * cost)) / (runCount * testDayCount);

            reportMsg(runCount * oFileList.Count + "次,總利潤 : " + totalProfit * valuePerPoint);

            reportMsg(runCount * oFileList.Count + "次,扣除手續費後,總平均利潤 : " + pureProfit);





            reportMsg("獲利兩千以下次數 : " + profitRange[0]);
            reportMsg("獲利兩千以上次數 : " + profitRange[1]);
            reportMsg("獲利三千以上次數 : " + profitRange[2]);
            reportMsg("獲利四千以上次數 : " + profitRange[3]);
            reportMsg("獲利五千以上次數 : " + profitRange[4]);
            reportMsg("獲利六千以上次數 : " + profitRange[5]);
            reportMsg("獲利七千以上次數 : " + profitRange[6]);
            reportMsg("獲利八千以上次數 : " + profitRange[7]);
            reportMsg("獲利九千以上次數 : " + profitRange[8]);
            reportMsg("獲利一萬以上次數 : " + profitRange[9]);
            reportMsg("獲利兩萬以上次數 : " + profitRange[10]);
            reportMsg("獲利三萬以上次數 : " + profitRange[31]);
            reportMsg("獲利四萬以上次數 : " + profitRange[32]);
            reportMsg("獲利五萬以上次數 : " + profitRange[33]);
            reportMsg("獲利六萬以上次數 : " + profitRange[34]);
            reportMsg("獲利七萬以上次數 : " + profitRange[35]);
            reportMsg("獲利八萬以上次數 : " + profitRange[36]);
            reportMsg("獲利九萬以上次數 : " + profitRange[37]);
            reportMsg("獲利十萬以上次數 : " + profitRange[38]);
            reportMsg("----------------------------------------------------------------------------------------------");
            reportMsg("賠錢兩千以下次數 : " + profitRange[20]);
            reportMsg("賠錢兩千以上次數 : " + profitRange[21]);
            reportMsg("賠錢三千以上次數 : " + profitRange[22]);
            reportMsg("賠錢四千以上次數 : " + profitRange[23]);
            reportMsg("賠錢五千以上次數 : " + profitRange[24]);
            reportMsg("賠錢六千以上次數 : " + profitRange[25]);
            reportMsg("賠錢七千以上次數 : " + profitRange[26]);
            reportMsg("賠錢八千以上次數 : " + profitRange[27]);
            reportMsg("賠錢九千以上次數 : " + profitRange[28]);
            reportMsg("賠錢一萬以上次數 : " + profitRange[29]);
            reportMsg("賠錢兩萬以上次數 : " + profitRange[30]);
            reportMsg("賠錢三萬以上次數 : " + profitRange[39]);
            reportMsg("賠錢四萬以上次數 : " + profitRange[40]);
            reportMsg("賠錢五萬以上次數 : " + profitRange[41]);

            reportMsg("----------------------------------------------------------------------------------------------");

            reportMsg("----------------------------------------------------------------------------------------------");



            if (pureProfit > 500 || winDayRate > 0.5)
            {
                conclusionMsg("----------------------------------------------------------------------------------------------");

                conclusionMsg("交易結束,獲利口數的總比率 : " + Convert.ToDouble(totalWinCountRumManyTimes) / ((Convert.ToDouble(totalWinCountRumManyTimes) + Convert.ToDouble(totalLoseCountRunManyTimes))) * 100 + " %");

                conclusionMsg("交易結束,獲利日數的總比率 : " + Convert.ToDouble(winDayCount) / ((Convert.ToDouble(winDayCount) + Convert.ToDouble(loseDayCount))) * 100 + " %");

                if (loseLine != null)
                {
                    for (int i = 1; i <= winLine.Count; i++)
                    {
                        conclusionMsg("測試規則LOSE  00" + i + ":" + loseLine[i]);
                    }

                }

                if (winLine != null)
                {
                    for (int i = 1; i <= winLine.Count; i++)
                    {
                        conclusionMsg("測試規則WIN   00" + i + ":" + winLine[i]);
                    }


                }

                if (reverseLine != null)
                {
                    for (int i = 1; i <= winLine.Count; i++)
                    {
                        conclusionMsg("測試規則REVERSE  00" + i + ":" + reverseLine[i]);
                    }

                }

                conclusionMsg("曾經最大交易口數 : " + maxLot);
                conclusionMsg(runCount * oFileList.Count + "次,扣除手續費後,總平均利潤 : " + pureProfit);
                conclusionMsg("----------------------------------------------------------------------------------------------");
            }
        }//end startTrade(guid)
Example #10
0
        public Boolean prepareTest()
        {

            appDir = System.IO.Directory.GetCurrentDirectory(); //主程式所在目錄

            appDir = System.Windows.Forms.Application.StartupPath;

            string configFilePath = appDir + "\\" + Config_Dir + "\\" + Config_File_Name;

            ConfigFile configFile = new ConfigFile(configFilePath);
            try
            {
                configFile.prepareReader();

                coreMethod = configFile.readConfig("Core_Method");
                ruleCountWin = Convert.ToInt32(configFile.readConfig("Rule_Count_Win"));
                ruleCountLose = Convert.ToInt32(configFile.readConfig("Rule_Count_Lose"));

                string strRuleCountReverse = "Rule_Count_Reverse_";

                for (int i = 1; i <= 10; i++)
                {

                    ruleCountReverse[i - 1] = Convert.ToInt32(configFile.readConfig(strRuleCountReverse + Convert.ToString(i)));

                }

                runCount = Convert.ToInt32(configFile.readConfig("Run_Count"));
                rulePeriod = Convert.ToInt32(configFile.readConfig("Rule_Period"));

                maxLoss = configFile.readConfig("Max_Loss");
                sourceDir = configFile.readConfig("Source_Dir");
                ratio = Convert.ToDouble(configFile.readConfig("Ratio"));
                lotLimit = Convert.ToInt32(configFile.readConfig("Lot_Limit"));

                checkCount = Convert.ToInt32(configFile.readConfig("Check_Count"));

                reversePeriod = Convert.ToDouble(configFile.readConfig("Reverse_Period"));

                if (null == sourceDir)
                {
                    sourceDir = Source_Dir;
                }

            }
            catch (Exception e)
            {
                Console.WriteLine(e.Message);
                Console.WriteLine(e.Source);
                Console.WriteLine(e.StackTrace);
                return false;
            }

            List<int> lotList = new List<int>();

            try
            {

                lots = configFile.readConfig("Lots");

                lotArray = lots.Split(',');

            }
            catch (Exception ee)
            {
                Console.WriteLine(ee.StackTrace);
            }

            //-----------------------------------------------------------------------------------------------------------------------------------
            //-----------------------------------------------------------------------------------------------------------------------------------

            StrategyFile strategyInstance = StrategyFile.getInstance();



            Boolean isRuleReady = false;

            if (TradeManager.Core_Method_1.Equals(coreMethod) || TradeManager.Core_Method_2.Equals(coreMethod))
            {

                isRuleReady = strategyInstance.dealStrategyRule(appDir, "TestStrategy.txt");

                this.winLine = strategyInstance.getWinLine();

                this.loseLine = strategyInstance.getLoseLine();

                this.reverseLine = strategyInstance.getReverseLine();

            }
            else if (TradeManager.Core_Method_3.Equals(coreMethod))
            {
                isRuleReady = strategyInstance.dealStopRatioRule(appDir, "TestStrategy.txt");

                this.stopRatio = strategyInstance.getStopRatio();
            }

            if (!isRuleReady)
            {
                return false;
            }


            //-----------------------------------------------------------------------------------------------------------------------------------
            //-----------------------------------------------------------------------------------------------------------------------------------

            reportDir = appDir + "\\" + Report_Dir + "\\";

            conclusionDir = appDir + "\\" + Conclusion_Dir + "\\";

            sourceFileDir = appDir + "\\" + sourceDir + "\\";




            conclusionReportFileName = conclusionDir + now.Year + "_" + now.Month + "_" + now.Day + "_" + now.Hour + "_" + now.Minute + "_" + now.Second + "_Conclusion.rpt";

            conclusionReport = new TradeFile(conclusionReportFileName);

            conclusionReport.prepareWriter();

            conclusionMsg("程式版本 :" + Version);

            conclusionMsg("說明 :" + Comment);

            conclusionMsg("使用核心:" + coreMethod);

            conclusionMsg("單日設定最大停損" + maxLoss);

            conclusionMsg("動態停利反轉比率:" + ratio);

            conclusionMsg("下單口數:" + lots);

            conclusionMsg("測試次數:" + runCount);

            conclusionMsg("確定買賣方向的檢查機制,時間間隔次數:" + checkCount);

            conclusionMsg("----------------------------------------------------------------------------------------------");


            if (stopRatio != null)
            {
                conclusionMsg("逆勢動態停利規則 : " + stopRatio.ToString());
            }

            return true;

        }
Example #11
0
        }//end startTrade(guid)



        private void showMsg(TradeFile file, string msg)
        {
            try
            {
                if (DEBUG)
                {
                    Console.WriteLine(msg);
                }

                if (isReport)
                {
                    file.writeLine(msg);
                }
            }
            catch (Exception e)
            {
                throw e;
            }


        }
Example #12
0
        public void prepareFirst()
        {
            if (now.Day <= 9)
            {
                nowDay = Convert.ToString("0" + now.Day);
            }
            else
            {
                nowDay = Convert.ToString(now.Day);
            }

            if (now.Month <= 9)
            {
                nowMonth = Convert.ToString("0" + now.Month);
            }
            else
            {
                nowMonth = Convert.ToString(now.Month);
            }


            lotArray = lots.Split(',');

            string appDir = System.Windows.Forms.Application.StartupPath;

            loseLine = new Dictionary<int, int>();

            winLine = new Dictionary<int, int>();

            reverseLine = new Dictionary<int, double>();

            strategyFile = StrategyFile.getInstance();

            strategyFile.dealStrategyRule(appDir);

            this.winLine = strategyFile.getWinLine();

            this.loseLine = strategyFile.getLoseLine();

            this.reverseLine = strategyFile.getReverseLine();

            isPrevWin = false;//上一次交易是否獲利

            //stopTradeTime = new DateTime(now.Year, now.Month, now.Day, 13, 44, 0);


            fileName = appDir + "\\" + Output_Dir + "\\" + "NEW_Daily_" + now.Year + "_" + now.Month + "_" + nowDay + ".rpt";

            allTradeOutputFile = new TradeFile(fileName);

            allTradeOutputFile.prepareWriter();

            tradeRecordFileName = appDir + "\\" + Output_Dir + "\\" + "TradeRecord_" + now.Year + "_" + now.Month + "_" + nowDay + ".rpt";

            tradeRecordFile = new TradeFile(tradeRecordFileName);

            tradeRecordFile.prepareWriter();

            recordList = new List<OriginalRecord>();

            befofeRecord = new OriginalRecord();

            RecordScanner.setRecordList(recordList);

            debugMsg(now + "------<<開始交易>>");

            showParameters();

            prepareOrderAPI();



        }
Example #13
0
        public void prepareTrackFile()
        {
            string appDir = System.Windows.Forms.Application.StartupPath;

            trackFileName = appDir + "\\" + Track_Dir + "\\" + "Track_" + now.Year + "_" + now.Month + "_" + nowDay + ".txt";

            trackFile = new TradeFile(trackFileName);

            trackFile.prepareWriter();

            trackMsg("TradeCode = " + tradeCode);

        }