public void TEST()
{
mainThread = System.Threading.Thread.CurrentThread;
double balance_BTC = 0;
double balance_USD = 100;
double lot = 0.001;
Hyperparameters order_book;
var api = new ExmoApi("k", "s");
string responce = "";
string s = "";
vis.addParameter("BTC_USD", Color.White, 1000);
vis.parameters[0].showLastNValues = true;
vis.enableGrid = true;
vis.parameters[0].window = 360;
//наименьшая цена, по которой можно покупать
vis.parameters[0].functions.Add(new Function("bid_top", Color.Blue));
//наивысшая цена, по которой можно продать
vis.parameters[0].functions.Add(new Function("ask_top", Color.Red));
expert = new Expert("Expert_Flex", this);
algorithm = new BidAsk(this, "BidAsk");
algorithm.Open(@"E:\Anton\Desktop\MAIN\Экспертная система\Экспертная система\Алгоритмы прогнозирования\BidAsk\h.json");
expert.AddAlgorithm(algorithm);
int window = int.Parse(algorithm.h.getValueByName("window_size"));
int step = 60000;
string[] input;
double[] predictions = null;
List <string> rawInput = new List <string>();
// List<string> spreads = new List<string>();
rawInput.Add("<DATE_TIME>;<bid_top>;<bid_quantity>;<bid_amount>;<ask_top>;<ask_quantity>;<ask_amount>");
//ЗАПУСК СКРИПТОВ ПОТОЧНОГО ПРОГНОЗИРОВНИЯ
Task[] RunTasks = new Task[expert.algorithms.Count];
foreach (Algorithm algorithm in expert.algorithms)
{
RunTasks[expert.algorithms.IndexOf(algorithm)] = Task.Run(() => algorithm.runGetPredictionScript());
}
//ОЖИДАНИЕ ЗАВЕРШЕНИЯ ЗАПУСКА
foreach (var task in RunTasks)
{
task.Wait();
}
List <double> positions = new List <double>();
while (true)
{
vis.parameters[0].window = 20;
try
{
responce = api.ApiQuery("order_book", new Dictionary <string, string> {
{ "pair", "BTC_USD" }
});
if (responce.Length > 400)
{
responce = responce.Substring(0, 400);
}
if (!responce.Contains("maintenance"))
{
order_book = new Hyperparameters(responce, this);
//<bid_top>;<bid_quantity>;<bid_amount>;<ask_top>;<ask_quantity>;<ask_amount>
s = DateTime.Now.ToString() + ';'
+ order_book.nodes[0].getAttributeValue("bid_top") + ';' + order_book.nodes[0].getAttributeValue("bid_quantity") + ';' + order_book.nodes[0].getAttributeValue("bid_amount") + ';'
+ order_book.nodes[0].getAttributeValue("ask_top") + ';' + order_book.nodes[0].getAttributeValue("ask_quantity") + ';' + order_book.nodes[0].getAttributeValue("ask_amount");
s = s.Replace('.', ',');
double bid_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_top").Replace('.', ','));
double ask_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_top").Replace('.', ','));
/*
* double bid_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_quantity").Replace('.', ','));
* double ask_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_quantity").Replace('.', ','));
*
* double bid_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_amount").Replace('.', ','));
* double ask_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_amount").Replace('.', ','));*/
vis.addPoint(bid_top, "bid_top");
vis.addPoint(ask_top, "ask_top");
vis.refresh();
// log(s);
//запись входных данных
File.AppendAllText("BTC_USD_exmo.txt", s);
rawInput.Add(s);
// spreads.Add(String.Format("{0:0.#####}", bid_top - ask_top));
showInpOutp.fillTextBox1(rawInput);
//+1 для заголовка, +1 для нормализации i/(i-1)
if (rawInput.Count < window + 2)
{
File.AppendAllText("BTC_USD_exmo.txt", "\n");
}
else
{
input = expert.prepareDataset(rawInput.ToArray(), "<DATE_TIME>", true);
//шапка должна оставаться на месте, поэтому 1, а не 0
rawInput.RemoveAt(1);
showInpOutp.fillTextBox2(input);
if (input.Length == window + 1)
{
predictions = expert.getCommitteePrediction(input);
}
else
{
log("input.Length =/= window+1; input.Length = " + input.Length.ToString());
}
string action = expert.getDecision(predictions);
if (action == "error")
{
log("action = error", Color.Red);
}
if (action == "buy")
{
if (balance_USD > ask_top * lot)
{
balance_BTC = balance_BTC + lot;
balance_USD = balance_USD - (ask_top * lot);
positions.Add(ask_top);
log("BUY", Color.Blue);
log(ask_top.ToString());
log(" USD:" + balance_USD.ToString());
log(" BTC:" + balance_BTC.ToString());
vis.parameters[0].functions[2].points[vis.parameters[0].functions[1].points.Count - 1].mark = "BUY‾‾‾‾‾‾‾‾";
}
else
{
// log("Баланс USD: " + balance_USD.ToString() + " Невозможно купить " + (bid_top * lot).ToString() + " BTC");
action += " (fail)";
}
}
for (int i = 0; i < positions.Count; i++)
{
if (positions[i] < bid_top)
{
action = "sell";
positions.RemoveAt(i);
break;
}
}
if (action == "sell")
{
if (bid_top != 0)
{
if (balance_BTC >= lot)
{
balance_BTC = balance_BTC - lot;
balance_USD = balance_USD + (bid_top * lot);
log("SELL", Color.Red);
log(bid_top.ToString());
log(" USD:" + balance_USD.ToString());
log(" BTC:" + balance_BTC.ToString());
vis.parameters[0].functions[1].points[vis.parameters[0].functions[1].points.Count - 1].mark = "SELL‾‾‾‾‾‾‾‾";
}
else
{
// log("Баланс BTC: " + balance_BTC.ToString() + " Невозможно продать " + (lot).ToString() + " BTC");
action += " (fail)";
}
}
else
{
log("bid_top почему-то равно нулю!", Color.Red);
action += " (fail)";
}
}
log(DateTime.Now.ToString() + " " + action);
//запись состояния балансов и последнего действия
File.AppendAllText("BTC_USD_exmo.txt", balance_BTC.ToString() + ';' + balance_USD.ToString() + ';' + action + "\n");
}
}
else
{
log("Технические работы", Color.Red);
}
}
catch (Exception e)
{
log(e.Message, Color.Red);
// log(result);
}
Thread.Sleep(step);
}
}
internal void script()
{
mainThread = System.Threading.Thread.CurrentThread;
Hyperparameters order_book;
var api = new ExmoApi("k", "s");
// File.AppendAllText("USD_RUB_exmo.txt", "<local_time>;<bid>;<ask>");
string result = "";
// result = api.ApiQuery("order_book", new Dictionary<string, string> { { "pair", "BTC_USD" } });
// order_book = new Hyperparameters(result, this);
//order_book.draw(0, picBox, this, 25, 250);
string s = "";
vis.addParameter("BTC_USD", Color.White, 300);
vis.parameters[0].showLastNValues = true;
vis.enableGrid = false;
vis.parameters[0].window = 200;
vis.parameters[0].functions.Add(new Function("bid_top", Color.Red));
vis.parameters[0].functions.Add(new Function("ask_top", Color.Blue));
// vis.addParameter("BTC_USD количество", Color.White, 300);
vis.addParameter("bid_quantity", Color.LightBlue, 300);
vis.addParameter("ask_quantity", Color.Pink, 300);
// vis.addParameter("BTC_USD сумма", Color.White, 300);
vis.addParameter("bid_amount", Color.Aqua, 300);
vis.addParameter("ask_amount", Color.Coral, 300);
int step = 60000;
int inc = 0;
List <string> buffer = new List <string>();
while (true)
{
// vis.parameters[0].window = 500;
try
{
result = api.ApiQuery("order_book", new Dictionary <string, string> {
{ "pair", "BTC_USD" }
});
if (result.Length > 400)
{
result = result.Substring(0, 400);
}
if (!result.Contains("maintenance"))
{
order_book = new Hyperparameters(result, this);
//<bid_top>;<bid_quantity>;<bid_amount>;<ask_top>;<ask_quantity>;<ask_amount>
s = DateTime.Now.ToString() + ';'
+ order_book.nodes[0].getAttributeValue("bid_top") + ';' + order_book.nodes[0].getAttributeValue("bid_quantity") + ';' + order_book.nodes[0].getAttributeValue("bid_amount") + ';'
+ order_book.nodes[0].getAttributeValue("ask_top") + ';' + order_book.nodes[0].getAttributeValue("ask_quantity") + ';' + order_book.nodes[0].getAttributeValue("ask_amount");
double bid_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_top").Replace('.', ','));
double ask_top = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_top").Replace('.', ','));
double bid_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_quantity").Replace('.', ','));
double ask_quantity = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_quantity").Replace('.', ','));
double bid_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_amount").Replace('.', ','));
double ask_amount = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_amount").Replace('.', ','));
buffer.Add(s);
vis.addPoint(bid_top, "bid_top");
vis.addPoint(ask_top, "ask_top");
vis.addPoint(bid_quantity, "bid_quantity");
vis.addPoint(ask_quantity, "ask_quantity");
vis.addPoint(bid_amount, "bid_amount");
vis.addPoint(ask_amount, "ask_amount");
vis.refresh();
// log(s);
inc++;
if (inc > 1800 / (step / 1000) & buffer.Count > 0)
{
File.AppendAllLines("BTC_USD_exmo.txt", buffer.ToArray());
buffer.Clear();
log(DateTime.Now.TimeOfDay.ToString() + " Write!");
inc = 0;
}
}
else
{
log("Технические работы");
}
}
catch (Exception e)
{
log(e.Message);
// log(result);
}
Thread.Sleep(step);
}
}
internal void exmoAsIndicator()
{
log("вход в exmoAsIndicator()");
vis.addParameter("USD_RUB", Color.Lime, 900);
vis.parameters[0].functions.Add(new Function("AVG1", Color.Green));
vis.parameters[0].functions.Add(new Function("AVG2", Color.Pink));
vis.addParameter("Z", Color.Cyan, 200);
vis.addParameter("OUTPUT", Color.Lime, 200);
vis.parameters[0].showLastNValues = true;
vis.enableGrid = false;
vis.parameters[0].window = 2000;
mainThread = System.Threading.Thread.CurrentThread;
Hyperparameters order_book;
log("Подключение к ExmoApi...");
var api = new ExmoApi("k", "s");
string result = "";
string s = "";
double AVG1 = 0;
double AVG2 = 0;
double sum = 0;
List <double> history = new List <double>();
string[] dataBase = null;
DateTime lastTime = new DateTime(1, 1, 1, 0, 0, 0);
if (tester)
{
dataBase = File.ReadAllLines("USD_RUB_exmo.txt");
DateTime.TryParse(dataBase[1].Split(';')[0], out lastTime);
}
Invoke(new Action(() =>
{
TrackBar5_Scroll(null, null);
TrackBar6_Scroll(null, null);
TrackBar7_Scroll(null, null);
}));
log("Попытка запустить сервер...");
MetaTraderLink mtLink = new MetaTraderLink(this);
log("Сервер запущен.");
bool parse;
if (tester)
{
while (mtLink.actualTime == new DateTime(1, 1, 1, 0, 0, 0))
{
log("ожидание подключения metatrader...");
Thread.Sleep(1000);
}
}
int screenshotIterationTimer = 3600;
int inc1 = 0;
while (true)
{
try
{
double bid = 0;
if (tester)
{
for (int i = 1; i < dataBase.Length; i++)
{
DateTime dt;
parse = DateTime.TryParse(dataBase[i].Split(';')[0], out dt);
if (parse)
{
if (mtLink.actualTime == dt)
{
bid = Convert.ToDouble(dataBase[i].Split(';')[1].Replace('.', ','));
if (mtLink.actualTime != lastTime.AddSeconds(1))
{
log("Актуальное время не равно предыдущему плюс 1 сек.", Color.Red);
log("> mtLink.actualTime: " + mtLink.actualTime.ToString(), Color.Red);
log("> lastTime: " + lastTime.ToString(), Color.Red);
}
lastTime = mtLink.actualTime;
}
}
}
s = mtLink.actualTime.ToString() + "; " + bid.ToString();
log(s);
}
else
{
result = api.ApiQuery("order_book", new Dictionary <string, string> {
{ "pair", "USD_RUB" }
});
order_book = new Hyperparameters(result, this);
s = DateTime.Now.ToString() + ';' + order_book.nodes[0].getAttributeValue("bid_top") + ';' + order_book.nodes[0].getAttributeValue("ask_top");
bid = Convert.ToDouble(order_book.nodes[0].getAttributeValue("bid_top").Replace('.', ','));
// double ask = Convert.ToDouble(order_book.nodes[0].getAttributeValue("ask_top").Replace('.', ','));
File.AppendAllText("USD_RUB_exmo.txt", s + '\n');
log(s);
}
if (history.Count >= (Nl + Nh))
{
sum = 0;
for (int i = 0; i < Nl; i++)
{
sum += history[i];
}
AVG1 = sum / Nl;
sum = 0;
for (int i = 0; i < Nh; i++)
{
sum += history[Nl + i];
}
AVG2 = sum / Nh;
double Zi = AVG2 - AVG1;
vis.addPoint(AVG1, "AVG1");
vis.addPoint(AVG2, "AVG2");
if (Zi >= Z)
{
vis.parameters[0].functions[0].points[vis.parameters[0].functions[0].points.Count - 1].mark = "buy";
vis.addPoint(1, "OUTPUT");
// ОТПРАВИТЬ КОМАНДУ НА ПОКУПКУ
if (mtLink.handler != null)
{
mtLink.ACTION = "buy";
}
}
else
{
vis.addPoint(0, "OUTPUT");
}
vis.addPoint(Zi, "Z");
history.RemoveAt(0);
}
else
{
vis.addPoint(0, "OUTPUT");
vis.addPoint(0, "Z");
vis.addPoint(bid, "AVG1");
vis.addPoint(bid, "AVG2");
}
history.Add(bid);
vis.addPoint(bid, "USD_RUB");
vis.refresh();
if (inc1 == screenshotIterationTimer)
{
inc1 = 0;
Bitmap screenShot = (Bitmap)picBox.Image.Clone();
int h = screenShot.Height;
if (screenShot.Height > 3000)
{
h = 3000;
}
for (int i = 0; i < screenShot.Width; i++)
{
for (int j = 0; j < h; j++)
{
Color c = screenShot.GetPixel(i, j);
if (c == Color.FromArgb(0, 0, 0, 0))
{
screenShot.SetPixel(i, j, Color.Black);
}
}
}
screenShot.Save(DateTime.Now.ToString().Replace(':', '-') + ".bmp");
}
inc1++;
}
catch (Exception e)
{
log(e.Message, Color.Red);
}
Thread.Sleep(1000);
}
}