public static Task <StockPriceCollection> Get(string code, DateTime begin, DateTime end, string interval, IProgress <int> progress = null)
{
var collection = new StockPriceCollection();
collection.Request(code,
new DateTime(begin.Year, begin.Month, begin.Day),
new DateTime(end.Year, end.Month, end.Day),
collection, interval, progress);
return(collection._source.Task);
}
private void Request(string code, DateTime begin, DateTime end, StockPriceCollection collection, string interval,
IProgress <int> progress, int seq = 0)
{
_code = code;
_begin = begin;
_end = end;
_progress = progress;
_interval = interval;
OpenApi.SetInputValue("종목코드", code);
if (IsDaily())
{
OpenApi.SetInputValue("기준일자", _end.ToString("yyyyMMdd"));
}
else
{
OpenApi.SetInputValue("틱범위", interval);
}
OpenApi.SetInputValue("수정주가구분", "0");
OpenApi.CommRqData("차트구하기", IsDaily() ? "opt10081" : "opt10080", collection.PriceCallback, seq);
}
private async void button_Test_Click(object sender, EventArgs e)
{
var stock1 = comboBox_Stock1.SelectedItem as Stock;
var stock2 = comboBox_Stock2.SelectedItem as Stock;
if (stock1 == null || stock2 == null)
{
return;
}
string interval = checkBox_UseMinute.Checked ? comboBox_Interval.SelectedItem.ToString() : "";
int gap;
int.TryParse(interval, out gap);
var begin = dateTimePicker_Begin.Value;
var end = dateTimePicker_End.Value;
int target = CalculateTarget(interval, begin, end);
var progress = new IntProgress(progressBar, target);
var collection1 = await StockPriceCollection.Get(stock1.Code, begin, end, interval, progress);
progressBar.Value = 0;
Debug.Info("{0}", collection1.Items.Count);
var collection2 = await StockPriceCollection.Get(stock2.Code, begin, end, interval, progress);
Debug.Info("{0}", collection2.Items.Count);
progressBar.Value = 100;
float margin = textBox_Margin.Text.ToFloat();
margin /= 100;
margin += 1.0f;
var items1 = collection1.Items;
var items2 = collection2.Items;
if (items1.Count <= 0 || items2.Count <= 0)
{
Debug.Warn("No data");
return;
}
int i = 0;
int j = 0;
while (items1[i].Time != items2[j].Time)
{
if (items1[i].Time < items2[j].Time)
{
i++;
}
else
{
j++;
}
}
bool isItem1 = items1[i].Price <= items2[j].Price;
long quantity;
long.TryParse(textBox_Quantity.Text, out quantity);
i++;
j++;
long sum = 0;
while (i < items1.Count && j < items2.Count)
{
var item1 = items1[i];
var item2 = items2[j];
if (item1.Time != item2.Time)
{
if (item1.Time < item2.Time)
{
i++;
}
else
{
j++;
}
continue;
}
i++;
j++;
if (item1.Time.Hour == 9 && item1.Time.Minute < 5)
{
continue;
}
if (item1.Time.Hour >= 15 && item1.Time.Minute >= 20)
{
continue;
}
var price1 = item1.Price;
var price2 = item2.Price;
var mine = isItem1 ? price1 : price2;
var other = isItem1 ? price2 : price1;
var mineValue = mine * quantity;
var otherValue = other * quantity;
if (otherValue * margin <= mineValue)
{
long diff = mineValue - otherValue;
long profit = diff;
profit -= (long)Math.Ceiling((mineValue + otherValue) * OpenApi.Fee);
sum += profit;
isItem1 = !isItem1;
Debug.Info("Date: {0} - Item1: {1}, Item2: {2}, Profit: {3}", item1.Time, price1, price2, profit);
}
}
Debug.Info("Total Profit: {0}", sum);
}
