/// <summary>
/// 安全的发布成交信息
/// </summary>
/// <param name="kSIngle"></param>
private void SafeRiseTradingEvent(XYKline kSIngle)
{
if (EventTradingItem != null)
{
EventTradingItem(kSIngle);
}
}
/// <summary>
/// 每一次调用行情实时数据都应该驱动一次指标计算 --KDJ
/// </summary>
private void EngineIndicatorsKDJ(XYKline kline)
{
this.chart2.Series["Uplimit"].Points.AddXY(m_xValue, 80);
this.chart2.Series["Lowlimit"].Points.AddXY(m_xValue, 20);
//14,3,3
//以9日为周期的KD线为例。首先须计算出最近9日的RSV值，即未成熟随机值，计算公式为
//9日RSV=（C－L9）÷（H9－L9）×100
//公式中，C为第9日的收盘价；L9为9日内的最低价；H9为9日内的最高价。
//K值=2/3×第8日K值＋1/3×第9日RSV
//D值=2/3×第8日D值＋1/3×第9日K值
//若无前一日K值与D值，则可以分别用50代替
int wholeSize = KlineHandel.Instance.WHOLEREALKLINE.Count;
if (wholeSize == 14)
{
kline.K = 50;
kline.D = 50;
}
double nRsv = 0;
if (wholeSize > 14)
{
List <int> kList = new List <int>();
for (int i = wholeSize - 1; i >= wholeSize - 13; i--)
{
kList.Add(KlineHandel.Instance.WHOLEREALKLINE[i].Price);
}
double nMax = kList.Max();
double nMin = kList.Min();
if (nMax - nMin != 0)
{
nRsv = (kline.Price - nMin) / (nMax - nMin);
double k = (2 / 3) * KlineHandel.Instance.WHOLEREALKLINE[KlineHandel.Instance.WHOLEREALKLINE.Count - 1].K
+ (1 / 3) * nRsv;
double d = (2 / 3) * KlineHandel.Instance.WHOLEREALKLINE[KlineHandel.Instance.WHOLEREALKLINE.Count - 1].D
+ (1 / 3) * k;
kline.K = k;
kline.D = d;
this.chart2.Series["Uplimit"].Points.AddXY(m_xValue, k);
this.chart2.Series["Lowlimit"].Points.AddXY(m_xValue, d);
}
else
{
kline.K = 0;
kline.D = 0;
this.chart2.Series["Uplimit"].Points.AddXY(m_xValue, 0);
this.chart2.Series["Lowlimit"].Points.AddXY(m_xValue, 0);
}
}
}
public void CoverSingle()
{
if (KlineHandel.Instance.WHOLEREALKLINE == null ||
KlineHandel.Instance.WHOLEREALKLINE.Count <= 0)
{
return;
}
XYKline kLast = KlineHandel.Instance.WHOLEREALKLINE[KlineHandel.Instance.WHOLEREALKLINE.Count - 1];
kLast.BUYOrSell = "平仓";
KlineHandel.Instance.SINGLEREALKLINE.Add(kLast);
SafeRiseTradingEvent(kLast);
}
//public List<XYKline> GetUseMarketData()
//{
// string filePath = Environment.CurrentDirectory + "/Test.txt";
// List<XYKline> klineList = new List<XYKline>();
// string[] marketDataLines = File.ReadAllLines(filePath);
// int index = 0;
// while (index < marketDataLines.Count())
// {
// XYKline kline = new XYKline();
// string[] klineDataArray = marketDataLines[index].Split(','); //截取","分割
// kline.DateTimeStr = klineDataArray[0] + " " + klineDataArray[1];
// kline.Price = klineDataArray[2];
// kline.Volumn = klineDataArray[6];
// klineList.Add(kline);
// index++;
// }
// return klineList;
//}
//public void AddSeries()
//{
// List<XYKline> kLineList = GetUseMarketData();
// List<string> dateTimeList = new List<string>();
// List<double> priceList = new List<double>();
// List<double> volumnList = new List<double>();
// List<double> avgList = new List<double>();
// double sumPrice = 0;
// for (int i = 0; i < 160; i++)
// {
// dateTimeList.Add(kLineList[i].DateTimeStr);
// priceList.Add(Convert.ToDouble(kLineList[i].Price));
// volumnList.Add(Convert.ToDouble(kLineList[i].Volumn));
// if (i == 0)
// {
// sumPrice = Convert.ToDouble(kLineList[i].Price);
// avgList.Add(sumPrice);
// }
// else
// {
// sumPrice = (sumPrice + Convert.ToDouble(kLineList[i].Price));
// avgList.Add(sumPrice / (i + 1));
// }
// }
// double max = priceList.Max();
// double min = priceList.Min();
// this.chart1.ChartAreas[0].AxisY.Maximum = max;//设定y轴的最大值
// this.chart1.ChartAreas[0].AxisY.Minimum = min;//设定y轴的最小值
// this.chart1.Series["实时走势"].Points.DataBindXY(dateTimeList, priceList);
// this.chart1.Series["均线"].Points.DataBindXY(dateTimeList, avgList);
//}
private void Engine(int iAdd)
{
//获取现在前一个点的Y的值，在前一个Y值的基础上加减才是对的
int cout = this.chart1.Series["实时走势"].Points.Count;
if (cout == 0)
{
XYKline kline = new XYKline()
{
DateTimeStr = DateTime.Now,
Price = iAdd,
avg = 0,
K = 0,
D = 0,
Volumn = "0",
BUYOrSell = "无持仓"
};
this.chart1.Series["实时走势"].Points.AddXY(m_xValue, kline.Price);
KlineHandel.Instance.AddWholeXYKline(kline);
EngineIndicatorsKDJ(kline);
EngineIndicatorsAvger(kline);
m_xValue++;
}
else
{
DataPoint p = this.chart1.Series["实时走势"].Points[cout - 1];
XYKline kline = new XYKline()
{
DateTimeStr = DateTime.Now,
Price = Convert.ToInt32(p.YValues[0]) + iAdd,
avg = 0,
K = 0,
D = 0,
Volumn = "0",
BUYOrSell = "无持仓"
};
this.chart1.Series["实时走势"].Points.AddXY(m_xValue, kline.Price);
KlineHandel.Instance.AddWholeXYKline(kline);
EngineIndicatorsKDJ(kline);
EngineIndicatorsAvger(kline);
m_xValue++;
}
}
/// <summary>
/// 策略交易驱动
/// </summary>
public void EngineStrategyTrading()
{
if (KlineHandel.Instance.WHOLEREALKLINE == null ||
KlineHandel.Instance.WHOLEREALKLINE.Count <= 0)
{
return;
}
if (KlineHandel.Instance.SINGLEREALKLINE == null)
{
return;
}
//验证最后一根K线指标之间的关系，驱动交易驱动
XYKline kLast = KlineHandel.Instance.WHOLEREALKLINE[KlineHandel.Instance.WHOLEREALKLINE.Count - 1];
if (kLast.Price > kLast.avg && m_firCrossAvg && kLast.BUYOrSell == "无持仓" && kLast.avg != 0)
{
SafeRiseBuySingle();
m_firCrossAvg = false;
}
else if (kLast.Price < kLast.avg && m_firCrossAvg && kLast.BUYOrSell == "无持仓" && kLast.avg != 0)
{
SafeRiseSellSingle();
m_firCrossAvg = false;
}
if (KlineHandel.Instance.SINGLEREALKLINE.Count > 0)
{
XYKline kLastSingle = KlineHandel.Instance.SINGLEREALKLINE[KlineHandel.Instance.SINGLEREALKLINE.Count - 1];
if (kLastSingle.BUYOrSell == "买入持仓" && kLast.Price < kLast.avg && kLast.avg != 0)
{
SafeRiseCoverSingle();
m_firCrossAvg = true;
}
if (kLastSingle.BUYOrSell == "卖空持仓" && kLast.Price > kLast.avg && kLast.avg != 0)
{
SafeRiseCoverSingle();
m_firCrossAvg = true;
}
}
}
/// <summary>
/// 每一次调用行情实时数据都应该驱动一次指标计算 --Avg
/// </summary>
private void EngineIndicatorsAvger(XYKline kline)
{
int cout = this.chart1.Series["实时走势"].Points.Count;
if (cout >= 10)
{
double sum = 0;
double avg = 0;
for (int i = cout - 1; i >= cout - 9; i--)
{
sum = sum + this.chart1.Series["实时走势"].Points[i].YValues[0];
}
avg = sum / 10;
kline.avg = avg;
this.chart1.Series["均线"].Points.AddXY(m_xValue, avg);
}
}
