/// <summary>
/// 自动处理
/// </summary>
/// <returns></returns>
public async Task AutoHandle()
{
await m_TaticsHelper.F_AfterHandleOrder(V_AccountInfo);
if (m_TaticsHelper.V_HandleOrderSelf)
{
await m_TaticsHelper.F_HandleOrder(V_AccountInfo);
}
else
{
await m_TaticsHelper.GetLongShortRatio(m_TaticsHelper.V_Cache.V_KLineData[0].V_Timestamp);
bool hasLong = false, hasShort = false;
float longPercent = 0, shortPrecent = 0;
if (V_AccountInfo.V_Positions != null && V_AccountInfo.V_Positions.Count > 0)
{
m_TaticsHelper.hasOrder = true;
foreach (var item in V_AccountInfo.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.GetPercent(V_AccountInfo.V_CurPrice);
if (item.V_Dir > 0)
{
longPercent = v;
}
else
{
shortPrecent = v;
}
if (m_TaticsHelper.ShouldCloseOrder(item.V_Dir, v))
{
if (v > 0)
{
if (V_OrderState == EM_OrderOperation.NoClose || V_OrderState == EM_OrderOperation.LongNoClose || V_OrderState == EM_OrderOperation.ShortNoClose)
{
return;
}
}
if (item.V_Dir > 0)
{
hasLong = false;
}
else
{
hasShort = false;
}
await V_AccountInfo.ClearPositions(item.V_Dir);
}
}
}
else
{
if (m_TaticsHelper.hasOrder)
{
m_TaticsHelper.hasOrder = false;
m_TaticsHelper.V_LastOpTime = DateTime.UtcNow;
}
}
if (V_TacticsState == EM_TacticsState.Pause)
{
return;
}
bool makeOrder = false;
if (m_TaticsHelper.V_IsDoubleSide)
{
makeOrder = !hasShort || !hasLong;
}
else
{
makeOrder = !hasShort && !hasLong;
}
if (makeOrder)
{
long leave = m_TaticsHelper.GetCoolDown();
if (leave < 0)
{
if (debug)
{
Console.WriteLine("{0} {1}:冷却中 cd {2}", DateTime.Now, V_Instrument_id, leave);
Debugger.Log(string.Format("{0} {1}:冷却中 cd {2}", DateTime.Now, V_Instrument_id, leave));
debug = false;
}
else
{
debugCount++;
if (debugCount >= 100)
{
debugCount = 0;
debug = true;
}
}
return;
}
int o = m_TaticsHelper.MakeOrder();
if (o > 0 && !hasLong)
{
if (hasShort && shortPrecent > 0)
{
return;
}
//多单
if (V_OrderState != EM_OrderOperation.ShortOnly && V_OrderState != EM_OrderOperation.ShortNoClose)
{
m_TaticsHelper.V_LastOpTime = DateTime.UtcNow;
await V_AccountInfo.MakeOrder(1, V_AccountInfo.GetAvailMoney() *orderPercent);
}
}
else if (o < 0 && !hasShort)
{
if (hasLong && longPercent > 0)
{
return;
}
//空单
if (V_OrderState != EM_OrderOperation.LongOnly && V_OrderState != EM_OrderOperation.LongNoClose)
{
m_TaticsHelper.V_LastOpTime = DateTime.UtcNow;
await V_AccountInfo.MakeOrder(-1, V_AccountInfo.GetAvailMoney() *orderPercent);
}
}
}
}
}
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);
}
}
}
}
