void add3minKLData(DateTime time, KLData kLData)
{
int step = time.Minute % 3;
DateTime target_time = time.AddMinutes(-step);
if (KLDataArr_3min.ContainsKey(target_time))
{
KLData okLData = KLDataArr_3min[target_time];
if (kLData.Low < okLData.Low)
{
okLData.Low = kLData.Low;
}
if (kLData.High > okLData.High)
{
okLData.High = kLData.High;
}
/*if (step == 0)
* okLData.Open = kLData.Open;
* if (step == 2)*/
okLData.Close = kLData.Close;
okLData.sysTime = target_time;
}
else
{
KLDataArr_3min.Add(target_time, kLData);
}
updateKDJ(ref target_time, ref KLDataArr_3min);
updateDark_Test(ref target_time, ref KLDataArr_3min);
}
/// <summary>
/// Creates and adds a few ItemViewModel objects into the Items collection.
/// </summary>
public void LoadData()
{
int i = 0;
data = new KLData();
Items.Clear();
foreach (KLPlace place in data.getPlaces())
{
if (chosenTags.Count == 0)
{
loadPlace(place, i);
} else
if (containsChosenTags(place))
{
loadPlace(place, i);
}
MapOverlay overlay = new MapOverlay()
{
GeoCoordinate = place.getCoordinates(),
Content = new KLPushpin()
{
id = i,
PlaceName = place.getName(),
Margin = new Thickness(0, -60, 0, 0)
}
};
layer.Add(overlay);
i++;
}
this.IsDataLoaded = true;
}
void updateKLData(JObject o)
{
if ((int)o["ErrCode"] != 0)
{
Debug.error(o.ToString());
isInit = false;
return;
}
if ((string)o["RetData"]["StockCode"] != stockno || o["RetData"]["KLDataArr"] == null)
{
Debug.error("No date in");
isInit = false;
return;
}
foreach (JObject arro in o["RetData"]["KLDataArr"])
{
try
{
KLData kLData = new KLData();
DateTime time =
FTNN.cov.str2DateTime((string)arro["Time"]);
kLData.Close = FTNN.cov.int2price((int)arro["Close"]);
kLData.High = FTNN.cov.int2price((int)arro["High"]);
kLData.Low = FTNN.cov.int2price((int)arro["Low"]);
kLData.Open = FTNN.cov.int2price((int)arro["Open"]);
kLData.Volume = (long)arro["Volume"];
kLData.Turnover = (long)arro["Turnover"];
kLData.PERatio = (int)arro["PERatio"];
kLData.TurnoverRate = (int)arro["TurnoverRate"];
kLData.Time = (string)arro["Time"];
kLData.sysTime = time;
addKLData(ref time, ref kLData, ref KLDataArr);
}
catch (Exception e)
{
Debug.LogError(e.ToString());
}
// Debug.LogInfo(arro.ToString());
}
Task.Run(() => {
try
{
if (OnUpdate != null)
{
OnUpdate.Invoke();
}
}
catch (Exception e)
{
Debug.LogError("Quote update Error \n" + e.ToString());
}
});
}
void buy(int orientation, KLData kLData, string other = "")
{
Tran tran = new Tran();
tran.orientation = orientation;
tran.kLData = kLData;
tran.isClose = false;
//tran.buyPrice = orientation > 0 ? kLData.High : kLData.Low;
tran.buyPrice = kLData.Close;
tran.other = other;
tran.isOuputed = false;
tranList.Add(tran);
//Debug.consol("\n[Byu "+ orientation+ "]\n");
}
void addKLData(ref DateTime time, ref KLData kLData, ref SortedList <DateTime, KLData> KLDataArr)
{
if (kLData.Close == 0 && kLData.High == 0 && kLData.Low == 0 && kLData.Open == 0)
{
return;
}
if (!KLDataArr.ContainsKey(time))
{
KLDataArr.Add(time, kLData);
}
else
{
KLDataArr[time] = kLData;
}
updateKDJ(ref time, ref KLDataArr);
updateDark_Test(ref time, ref KLDataArr);
add3minKLData(time, kLData);
}
public void updateHistory(DateTime From, DateTime To, Action callback)
{
var sql = JObject.FromObject(new
{
Market = market,
StockCode = stockno,
KLType = "1",
RehabType = "1",
MaxKLNum = "0",
NeedKLData = "",
start_date = FTNN.cov.dateTime2Str(From),
end_date = FTNN.cov.dateTime2Str(To)
});
string filePath = Program.tmpPath + @"1024\" + tools.MD5Hash(sql.ToString()) + "_" + market + "_" + stockno + "_" + From.Year + From.Month + From.Day + "_" + To.Year + To.Month + To.Day + ".1024.tmp";
System.IO.Directory.CreateDirectory(Program.tmpPath + @"1024\");
Debug.LogInfo("Start update");
if (File.Exists(filePath))
{
using (StreamReader file = File.OpenText(filePath))
using (JsonTextReader reader = new JsonTextReader(file))
{
JObject o = (JObject)JToken.ReadFrom(reader);
if ((int)o["ErrCode"] != 0)
{
Debug.error("updateHistory Error \n" + o.ToString());
isInit = false;
callback();
return;
}
//Debug.info("updateHistory in file " + o.ToString());
foreach (JObject arro in o["RetData"]["HistoryKLArr"])
{
try
{
KLData kLData = new KLData();
DateTime time =
FTNN.cov.str2DateTime((string)arro["Time"]);
kLData.Close = (long)arro["Close"] / 1000000000;
kLData.High = (long)arro["High"] / 1000000000;
kLData.Low = (long)arro["Low"] / 1000000000;
kLData.Open = (long)arro["Open"] / 1000000000;
kLData.Volume = (long)arro["Volume"] / 1000;
kLData.Turnover = (long)arro["Turnover"];
kLData.PERatio = (int)arro["PERatio"];
kLData.TurnoverRate = (int)arro["TurnoverRate"];
kLData.Time = (string)arro["Time"];
kLData.sysTime = time;
addKLData(ref time, ref kLData, ref KLDataArr);
}
catch (Exception e)
{
Debug.LogError(e.ToString());
}
// Debug.LogInfo(arro.ToString());
}
Debug.LogInfo("updateHistory callback");
callback();
}
}
else
{
Program.ftnn.request(FTNN.protocol.历史K线,
sql, (o) => {
if ((int)o["ErrCode"] != 0)
{
Debug.error("updateHistory Error \n" + o.ToString());
isInit = false;
callback();
return;
}
//Debug.info("updateHistory online " + o.ToString());
foreach (JObject arro in o["RetData"]["HistoryKLArr"])
{
try
{
KLData kLData = new KLData();
DateTime time =
FTNN.cov.str2DateTime((string)arro["Time"]);
kLData.Close = (long)arro["Close"] / 1000000000;
kLData.High = (long)arro["High"] / 1000000000;
kLData.Low = (long)arro["Low"] / 1000000000;
kLData.Open = (long)arro["Open"] / 1000000000;
kLData.Volume = (long)arro["Volume"] / 1000;
kLData.Turnover = (long)arro["Turnover"];
kLData.PERatio = (int)arro["PERatio"];
kLData.TurnoverRate = (int)arro["TurnoverRate"];
kLData.Time = (string)arro["Time"];
kLData.sysTime = time;
addKLData(ref time, ref kLData, ref KLDataArr);
}
catch (Exception e)
{
Debug.LogError(e.ToString());
}
// Debug.LogInfo(arro.ToString());
}
Debug.LogInfo("updateHistory callback");
callback();
if (To < DateTime.Now.AddDays(-1) && o["RetData"]["HistoryKLArr"] != null)
{
using (StreamWriter file = File.CreateText(filePath))
using (JsonTextWriter writer = new JsonTextWriter(file))
{
o.WriteTo(writer);
}
}
});
}
}
public void updateDark_Test(/*ref KLData kLData,*/ ref DateTime time, ref SortedList <DateTime, KLData> KLDataArr)
{
KLData kLData = KLDataArr[time];
_Dark_Test dt = new _Dark_Test();
//Update MA
double N = 50, N_10 = 0, N_20 = 0, N_50 = 0;
double MID = 0, MID_10 = 0, MID_20 = 0, MID_50 = 0;
int index = KLDataArr.IndexOfKey(time);
for (int i = index; i >= 0 && i > index - N; i--)
{
if (N_10 < 10)
{
N_10++;
MID_10 += KLDataArr.Values[i].Close;
}
if (N_20 < 20)
{
N_20++;
MID_20 += KLDataArr.Values[i].Close;
}
if (N_50 < 50)
{
N_50++;
MID_50 += KLDataArr.Values[i].Close;
}
MID += KLDataArr.Values[i].Close;
}
MID /= N;
MID_10 /= N_10;
MID_20 /= N_20;
MID_50 /= N_50;
dt.MA_10 = MID_10;
dt.MA_20 = MID_20;
dt.MA_50 = MID_50;
for (int i = index; i >= 0 && i > index - N_20; i--)
{
dt.Avg_dt_20 += Math.Abs(KLDataArr.Values[i].Close - MID_20);
}
dt.Avg_dt_20 /= N_20;
for (int i = index; i >= 0 && i > index - N_10; i--)
{
dt.Avg_dt_10 += Math.Abs(KLDataArr.Values[i].Close - MID_10);
}
dt.Avg_dt_10 /= N_10;
N = 20;
MID = 0;
for (int i = index; i >= 0 && i > index - N; i--)
{
MID += KLDataArr.Values[i].Close;
}
MID /= N;
for (int i = index; i >= 0 && i > index - N; i--)
{
dt.Avg_dt_20_bug += Math.Abs(KLDataArr.Values[i].Close - MID);
}
dt.Avg_dt_20_bug /= 20;
/*N = 9;
* MID = 0;
* for (int i = index; i >= 0 && i > index - N; i--)
* {
* MID += KLDataArr.Values[i].Close;
* }
* MID /= N;
* for (int i = index; i >= 0 && i > index - N; i--)
* {
* dt.Avg_dt_9 += Math.Abs(KLDataArr.Values[i].Close - MID);
* }
* dt.Avg_dt_9 /= N;*/
kLData._dark_Test = dt;
KLDataArr[time] = kLData;
}
void updateKDJ(/*ref KLData kLData,*/ ref DateTime time, ref SortedList <DateTime, KLData> KLDataArr)
{
KLData kLData = KLDataArr[time];
const double N = 9, M1 = 3, M2 = 3;
KDJ kdj = new KDJ();
double K = 0, D = 0, J = 0, RSV = 0;
int index = KLDataArr.IndexOfKey(time);
//Update MinMaxPirce
double min = Double.MaxValue, max = Double.MinValue;
for (int i = index; i >= 0 && i > index - N; i--)
{
//A slow way!!
//var t = KLDataArr.ElementAt(i).Value;
var t = KLDataArr.Values[i];
if (t.Low < min)
{
min = t.Low;
}
if (t.High > max)
{
max = t.High;
}
}
if (index == 0 || Double.IsNaN(KLDataArr.Values[index - 1].kdj.K))
{
RSV = (kLData.Close - min) / (max - min) * 100;
K = (1 * RSV + (M1 - 1) * 0) / 1;
D = (1 * K + (M2 - 1) * 0) / 1;
J = 3 * K - 2 * D;
}
else
{
var okLData = KLDataArr.Values[index - 1];
RSV = (kLData.Close - min) / (max - min) * 100;
K = (1 * RSV + (M1 - 1) * okLData.kdj.K) / M1;
D = (1 * K + (M2 - 1) * okLData.kdj.D) / M2;
J = 3 * K - 2 * D;
//For other
long timeBetween = kLData.sysTime.Ticks - okLData.sysTime.Ticks;
kdj.crossPoint = Vector2.checkCrossPoint
(
new Vector2(okLData.kdj.K, 0),
new Vector2(K, timeBetween),
new Vector2(okLData.kdj.J, 0),
new Vector2(J, timeBetween)
);
/*kdj.angle_KJ =
* angleBetween(*/
}
kdj.K = K;
kdj.D = D;
kdj.J = J;
kdj.RSV = RSV;
kLData.kdj = kdj;
KLDataArr[time] = kLData;
}
void settlement(KLData kLData)
{
for (int i = 0; i < tranList.Count; i++)
{
Tran t = tranList[i];
if (t.isClose)
{
continue;
}
/*if (false)
* if (kLData.kdj.crossPoint.Y != 0)
* {
* t.skLData = kLData;
* t.sellPrice = kLData.Close;
*
* t.result = (t.orientation > 0 )?( t.sellPrice>t.buyPrice?"Win":"Lost" ): (t.sellPrice < t.buyPrice ? "Win" : "Lost");
*
* t.isClose = true;
* }*/
if (t.orientation > 0)
{
if (kLData.Low < t.buyPrice - (Scale * cutOffPoint))
{
t.isClose = true;
lost++;
t.sellPrice = kLData.Low;
t.result = "Lost";
t.skLData = kLData;
}
else if (t.buyPrice + Scale * (1 + cutSellPoint) < kLData.High)
{
t.isClose = true;
win++;
t.sellPrice = kLData.High;
t.result = "Win";
t.skLData = kLData;
}
}
else if (t.orientation < 0)
{
if (kLData.High > t.buyPrice + (Scale * cutOffPoint))
{
t.isClose = true;
lost++;
t.sellPrice = kLData.High;
t.result = "Lost";
t.skLData = kLData;
}
else if (t.buyPrice - Scale * (1 + cutSellPoint) > kLData.Low)
{
t.isClose = true;
win++;
t.sellPrice = kLData.High;
t.result = "Win";
t.skLData = kLData;
}
}
tranList[i] = t;
}
}