Exemple #1
0
        private void Analysis(object sender, Datum e)
        {
            int quantity = Order(Analysis(e.Price), Analysis(e.Time, e.Price));

            if (api != null && Math.Abs(api.Quantity + quantity) < Max(e.Price) && Math.Abs(e.Volume) < Math.Abs(e.Volume + quantity) && api.OnReceiveBalance && (e.Volume > st.Reaction || e.Volume < -st.Reaction))
            {
                if (api.Remaining && Math.Abs(api.Quantity) > 0)
                {
                    api.OnReceiveBalance = api.RollOver(quantity);

                    return;
                }
                IStrategy strategy = new PurchaseInformation
                {
                    Code   = api.Code[0].Substring(0, 8),
                    SlbyTP = dic[quantity],
                    OrdTp  = ((int)IStrategy.OrderType.시장가).ToString(),
                    Price  = string.Empty,
                    Qty    = Math.Abs(quantity)
                };
                api.OnReceiveOrder(strategy);
                api.OnReceiveBalance = false;
                double temp = 0;
                string code = string.Empty;
                new Task(() => new LogMessage().Record("Order", string.Concat(DateTime.Now.ToLongTimeString(), "*", e.Time, "*", e.Price))).Start();

                if (api.Quantity > 0 && quantity < 0 || api.Quantity < 0 && quantity > 0)
                {
                    SendLiquidate?.Invoke(this, new Liquidate(strategy));

                    return;
                }
                if (st.HedgeType > 0)
                {
                    foreach (KeyValuePair <string, double> kv in api.OptionsCalling)
                    {
                        if (e.Price * st.MarginRate * rate[st.HedgeType] - kv.Value > 0 && temp < kv.Value && (quantity > 0 ? kv.Key.Contains("301") : kv.Key.Contains("201")))
                        {
                            temp = kv.Value;
                            code = new FindbyOptions().Code(kv.Key);
                        }
                    }
                    api.OnReceiveOrder(new PurchaseInformation
                    {
                        Code   = code,
                        SlbyTP = "2",
                        OrdTp  = ((int)IStrategy.OrderType.시장가).ToString(),
                        Price  = string.Empty,
                        Qty    = Math.Abs(quantity)
                    });
                    new Task(() => new LogMessage().Record("Options", string.Concat(DateTime.Now.ToLongTimeString(), "*", code, "*", temp, "*Buy"))).Start();
                }
                return;
            }
            if (api != null && Math.Abs(api.Quantity) > Max(e.Price) && api.OnReceiveBalance)
            {
                IStrategy strategy = new PurchaseInformation
                {
                    Code   = api.Code[0].Substring(0, 8),
                    SlbyTP = api.Quantity > 0 ? "1" : "2",
                    OrdTp  = ((int)IStrategy.OrderType.시장가).ToString(),
                    Price  = string.Empty,
                    Qty    = 1
                };
                api.OnReceiveOrder(strategy);
                api.OnReceiveBalance = false;
                SendLiquidate?.Invoke(this, new Liquidate(strategy));
                new Task(() => new LogMessage().Record("Liquidate", string.Concat(DateTime.Now.ToLongTimeString(), "*", e.Time, "*", e.Price))).Start();

                return;
            }
            if (api != null && api.Remaining && api.OnReceiveBalance && Math.Abs(api.Quantity) > 0 && int.Parse(e.Time) > 151949)
            {
                api.OnReceiveBalance = api.RollOver(api.Quantity);
            }
        }
Exemple #2
0
        private void Analysis(object sender, Datum e)
        {
            int    i, quantity = days ? Order(Analysis(e.Price), Analysis(e.Time, e.Price)) : Order(Analysis(e.Price));
            double futures = Account == null ? 0 : e.Price * st.TransactionMultiplier * st.MarginRate, max = bands ? over.GetJudgingOverHeating(Account == null ? 0 : Account.BasicAssets / count / (futures + futures * rate[st.HedgeType]), e.Price, baseTick[baseTick.Count - 1]) : (Account == null ? 0 : Account.BasicAssets / count / (futures + futures * rate[st.HedgeType]));

            if (api != null && Account != null)
            {
                balance.OnRealTimeCurrentPriceReflect(e.Price, api.Quantity, st);

                if (Math.Abs(api.Quantity + quantity) < max && Math.Abs(e.Volume) < Math.Abs(e.Volume + quantity) && api.OnReceiveBalance && (e.Volume > st.Reaction || e.Volume < -st.Reaction) && Interval())
                {
                    if (api.Remaining && Math.Abs(api.Quantity) > 0)
                    {
                        api.OnReceiveBalance = api.RollOver(quantity);

                        return;
                    }
                    IStrategy strategy = new PurchaseInformation
                    {
                        Code   = api.Code[0].Substring(0, 8),
                        SlbyTP = dic[quantity],
                        OrdTp  = ((int)IStrategy.OrderType.시장가).ToString(),
                        Price  = string.Empty,
                        Qty    = Math.Abs(quantity)
                    };
                    for (i = 0; i < count; i++)
                    {
                        api.OnReceiveOrder(strategy);
                    }

                    api.OnReceiveBalance = false;
                    double temp = 0;
                    string code = string.Empty;
                    new Task(() => new LogMessage().Record("Order", string.Concat(DateTime.Now.ToLongTimeString(), "*", e.Time, "*", e.Price))).Start();

                    if (api.Quantity > 0 && quantity < 0 || api.Quantity < 0 && quantity > 0)
                    {
                        for (i = 0; i < count; i++)
                        {
                            SendLiquidate?.Invoke(this, new Liquidate(strategy));
                        }

                        return;
                    }
                    if (st.HedgeType > 0)
                    {
                        foreach (KeyValuePair <string, double> kv in api.OptionsCalling)
                        {
                            if (e.Price * st.MarginRate * rate[st.HedgeType] - kv.Value > 0 && temp < kv.Value && (quantity > 0 ? kv.Key.Contains("301") : kv.Key.Contains("201")))
                            {
                                temp = kv.Value;
                                code = new FindbyOptions().Code(kv.Key);
                            }
                        }
                        for (i = 0; i < count; i++)
                        {
                            api.OnReceiveOrder(new PurchaseInformation
                            {
                                Code   = code,
                                SlbyTP = "2",
                                OrdTp  = ((int)IStrategy.OrderType.시장가).ToString(),
                                Price  = string.Empty,
                                Qty    = Math.Abs(quantity)
                            });
                        }
                        new Task(() => new LogMessage().Record("Options", string.Concat(DateTime.Now.ToLongTimeString(), "*", code, "*", temp, "*Buy"))).Start();
                    }
                    return;
                }
                if (Math.Abs(api.Quantity) > max && api.OnReceiveBalance)
                {
                    IStrategy strategy = new PurchaseInformation
                    {
                        Code   = api.Code[0].Substring(0, 8),
                        SlbyTP = api.Quantity > 0 ? "1" : "2",
                        OrdTp  = ((int)IStrategy.OrderType.시장가).ToString(),
                        Price  = string.Empty,
                        Qty    = 1
                    };
                    api.OnReceiveOrder(strategy);
                    api.OnReceiveBalance = false;
                    SendLiquidate?.Invoke(this, new Liquidate(strategy));
                    new Task(() => new LogMessage().Record("Liquidate", string.Concat(DateTime.Now.ToLongTimeString(), "*", e.Time, "*", e.Price))).Start();

                    return;
                }
                if (api.Remaining && api.OnReceiveBalance && Math.Abs(api.Quantity) > 0 && int.Parse(e.Time) > 151949)
                {
                    api.OnReceiveBalance = api.RollOver(api.Quantity);
                }
            }
        }