private void AsyncReportPrice(PriceAction act, int screenPrice, int targetPrice, DateTime screenTime, DateTime occurTime, string memo, int usedDelayMills = 0)
{
ThreadUtils.StartNewTaskSafe(() => {
string actionText = null;
if (act == PriceAction.PRICE_OFFER)
{
priceActionService.ReportPriceOffered(screenPrice, targetPrice, screenTime, occurTime, memo);
actionText = screenTime.ToLongTimeString() + " - 出价: " + targetPrice;
}
else if (act == PriceAction.PRICE_SUBMIT)
{
priceActionService.ReportPriceSubbmitted(screenPrice, targetPrice, screenTime, usedDelayMills, occurTime, memo);
actionText = screenTime + " - 提交";
}
else if (act == PriceAction.PRICE_SHOW)
{
priceActionService.ReportPriceShowed(screenPrice, screenTime, occurTime, memo);
}
if (actionText != null)
{
SetStrategyText();
lastActions.Add(actionText);
SetLastAcionText();
}
});
}
public PriceAction Dep_GetPriceAction(DateTime dt)
{
PriceAction pa = new PriceAction(PriceActionType.UnKnown, new Volatility(-1, -1, -1, -1));
//int key_date = GetDateByDateTime(dt);
string key_date = GetDateStrByDateTime(dt);
int t = dt.Hour * 100 + dt.Minute;
MarketContext mkt_ctxs = null;
// Dictionary<int,PriceAction> mkt_ctxs = null;
// if(Dict_SpvPR != null)
// Dict_SpvPR.TryGetValue(key_date, out mkt_ctxs);
// if(Dict_SpvPR2 != null)
// Dict_SpvPR2.TryGetValue(key_date, out mkt_ctxs);
// Print("key_date, time, Dict_SpvPR, mkt_ctxs=" + key_date
// + "," + t.ToString() + "," + Dict_SpvPR2.Count + "," + mkt_ctxs);
if (mkt_ctxs != null)
{
// foreach(var mkt_ctx in mkt_ctxs) {
// Print("time, start, end, mkt_ctx=" + t + "," +
// mkt_ctx.Key + "," + mkt_ctx.Value);
// int start = mkt_ctx.Key/10000;
// int end = mkt_ctx.Key % 10000;
// if(t >= start && t <= end) {
// pa = mkt_ctx.Value;
// break;
// }
// }
}
return(pa);
}
private void DoPriceAction(PriceAction action, int screenPrice, int targetPrice, DateTime screenTime, int usedDelayMills, DateTime occurTime, string memo = "")
{
PriceActionRequest req = new PriceActionRequest();
req.MachineCode = clientService.GetMachineCode();
req.OccurTime = occurTime == null ? DateTime.Now : occurTime;
req.ScreenTime = screenTime;
req.UsedDelayMills = usedDelayMills;
req.Action = action;
req.ScreenPrice = screenPrice;
req.TargetPrice = targetPrice;
JsonCommand comm = JsonCommands.OK(CommandDirective.PRICE_TELL, req.ToLine());
RawMessage msg = MessageUtils.BuildJsonMessage(ClientService.AssignedClientNo, comm);
socketClient.Send(msg);
logger.InfoFormat("report price#{0}#{1}action#{2} at screenTime#{3} occurTime{4}, usedDelayMills#{5}", screenPrice, targetPrice, action, screenTime, req.OccurTime, usedDelayMills);
}
protected virtual void SetTradeContext(PriceAction pa)
{
switch (pa.paType)
{
case PriceActionType.UpTight: //
TM_TradingStyle = TradingStyle.TrendFollowing;
TM_TradingDirection = TradingDirection.Long;
break;
case PriceActionType.UpWide: //wide up channel
TM_TradingStyle = TradingStyle.CounterTrend;
TM_TradingDirection = TradingDirection.Long;
break;
case PriceActionType.DnTight: //
TM_TradingStyle = TradingStyle.TrendFollowing;
TM_TradingDirection = TradingDirection.Short;
break;
case PriceActionType.DnWide: //wide dn channel
TM_TradingStyle = TradingStyle.CounterTrend;
TM_TradingDirection = TradingDirection.Short;
break;
case PriceActionType.RngTight: //
TM_TradingStyle = TradingStyle.Ranging; //-1;
TM_TradingDirection = TradingDirection.Both;
break;
case PriceActionType.RngWide: //
TM_TradingStyle = TradingStyle.CounterTrend;
TM_TradingDirection = TradingDirection.Both;
break;
default:
TM_TradingStyle = TradingStyle.TrendFollowing;
TM_TradingDirection = TradingDirection.Both;
break;
}
}
/// <summary>
/// Get Price Action by datetime from the Spv list
/// </summary>
/// <param name="dt">Datetime of the bar</param>
/// <returns></returns>
public PriceAction GetPriceAction(DateTime dt)
{
PriceAction pa = new PriceAction(PriceActionType.UnKnown, new Volatility(-1, -1, -1, -1));
//int key_date = GetDateByDateTime(dt);
string key_date = GetDateStrByDateTime(dt);
int t = dt.Hour * 100 + dt.Minute;
List <MarketContext> mkt_ctxs = null;
// Dictionary<int,PriceAction> mkt_ctxs = null;
// if(Dict_SpvPR != null)
// Dict_SpvPR.TryGetValue(key_date, out mkt_ctxs);
TraceMessage(this.Name, prt_lev);
if (Dict_SpvPR != null)
{
Dict_SpvPR.TryGetValue(key_date, out mkt_ctxs);
}
TraceMessage(this.Name, prt_lev);
Print("key_date, time, Dict_SpvPR, mkt_ctxs=" + key_date
+ "," + t.ToString() + "," + Dict_SpvPR.Count + "," + mkt_ctxs);
TraceMessage(this.Name, prt_lev);
if (mkt_ctxs != null)
{
foreach (var mkt_ctx in mkt_ctxs)
{
Print("time, mkt_ctx.Time, mkt_ctx.Price_Ation=" + t + "," +
mkt_ctx.Time + "," + mkt_ctx.Price_Ation);
int start = mkt_ctx.Time / 10000;
int end = mkt_ctx.Time % 10000;
TraceMessage(this.Name, prt_lev);
if (t >= start && t <= end)
{
pa = mkt_ctx.Price_Ation;
break;
}
}
}
return(pa);
}
public ProductCommand(Product product, PriceAction priceAction, int amount)
{
_product = product;
_priceAction = priceAction;
_amount = amount;
}
public ProductCommand(Product product, PriceAction priceAction, int amount)
{
this.product = product;
this.priceAction = priceAction;
this.amount = amount;
}
// private int time;
// private PriceAction priceAction;
public MarketContext(int t, PriceAction pa)
{
Time = t;
Price_Ation = pa;
}
public void Calculate(PriceAction priceAction)
{
this._buffer.Add(new SingleValueIndicator(priceAction.Sum(barCount), priceAction.FirstToLast.Time));
}
public void Calculate(PriceAction priceAction)
{
this._buffer.Add(new MultiValueIndicator(priceAction.FirstToLast.Time, priceAction.Average(barCount)));
}
public TireCommand(Tire tire, PriceAction priceAction, int amount)
{
_tire = tire;
_priceAction = priceAction;
_amount = amount;
}
public ProductCommand(Product product, PriceAction priceAction)
{
_product = product;
_priceAction = priceAction;
}
public PriceCommand(NewPriceModel model, PriceAction priceAction)
{
this.priceAction = priceAction;
this.PriceModel = model;
priceService = new PriceService();
}
public ProductCommand(Product aProduct, PriceAction aPriceAction, int anAmount)
{
product = aProduct;
priceAction = aPriceAction;
amount = anAmount;
}
