private void btnLoadData_Click(object sender, EventArgs e)
{
//string itemCode = ItemCodeSet.GetItemCode(ItemCode.선물_해외_WTI);
string itemCode = ItemCodeSet.GetItemCode(ItemCode.지수_국내_코스피200);
var list = PPContext.Instance.ClientContext.GetSourceData(
itemCode
, Lib.Base.Enums.TimeIntervalEnum.Day
, null
, tbDT_E.Text
, 120);
int round = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
List <S_CandleItemData> sourceDatas = new List <S_CandleItemData>();
foreach (var m in list)
{
S_CandleItemData sourceData = new S_CandleItemData(itemCode
, (Single)Math.Round(m.OpenVal, round)
, (Single)Math.Round(m.HighVal, round)
, (Single)Math.Round(m.LowVal, round)
, (Single)Math.Round(m.CloseVal, round)
, m.Volume
, m.DT
);
sourceDatas.Add(sourceData);
}
chartCS1.LoadData(itemCode, sourceDatas);
}
protected override void query_ReceiveData(string szTrCode)
{
PPContext.Instance.ClientContext.ClearSourceData(ItemCode, TimeInterval);
Task.Factory.StartNew(() =>
{
int blockCnt = Convert.ToInt32(query.GetBlockCount(outBlock1));
int round = ItemCodeUtil.GetItemCodeRoundNum(ItemCode);
for (int idx = 0; idx < blockCnt; idx++)
{
string date = query.GetFieldData(outBlock1, "date", idx);
string time = "000000";
string open = query.GetFieldData(outBlock1, "open", idx);
string high = query.GetFieldData(outBlock1, "high", idx);
string low = query.GetFieldData(outBlock1, "low", idx);
string close = query.GetFieldData(outBlock1, "close", idx);
//string jdiff_vol = query.GetFieldData(outBlock1, "jdiff_vol", idx);
//string value = query.GetFieldData(outBlock1, "value", idx);
if (date.Length == 0)
{
continue;
}
/*
* OM.Lib.Entity.LitePurushaPrakriti data = new Lib.Entity.LitePurushaPrakriti();
* string format = "yyyyMMdd" + (time.Length > 0 ? "HHmmss" : "");
* var dt = DateTime.ParseExact(date + time, format, CultureInfo.InvariantCulture);
* data.DT = dt;
* data.Item = ItemCode;
* data.OpenVal = Convert.ToSingle(open);
* data.HighVal = Convert.ToSingle(high);
* data.LowVal = Convert.ToSingle(low);
* data.CloseVal = Convert.ToSingle(close);
* data.Volume = 0;
* data.Interval = (int)TimeInterval;
* PPContext.Instance.ClientContext.SetSourceData(
* ItemCode
* , TimeInterval
* , data);
*/
string format = "yyyyMMdd" + (time.Length > 0 ? "HHmmss" : "");
var dt = DateTime.ParseExact(date + time, format, CultureInfo.InvariantCulture);
S_CandleItemData data = new S_CandleItemData();
data.DTime = dt;
data.ItemCode = ItemCode;
data.OpenPrice = (Single)Math.Round(Convert.ToDouble(open), round);
data.HighPrice = (Single)Math.Round(Convert.ToDouble(high), round);
data.LowPrice = (Single)Math.Round(Convert.ToDouble(low), round);
data.ClosePrice = (Single)Math.Round(Convert.ToDouble(close), round);
data.Volume = 0;
PPContext.Instance.ClientContext.SetCandleSourceData(ItemCode, TimeInterval, data);
OnApiLog($"date : {date} time : {time} opne : {open} high : {high} low : {low} close : {close} ");
}
OnApiLog("Api_WorldFutureDWM ::: query_ReceiveData");
});
}
private void btnLoadData_Click(object sender, EventArgs e)
{
string itemCode = ItemCodeSet.GetItemCode(ItemCode.물_해외_WTI);
var list = PPContext.Instance.ClientContext.GetSourceData(
itemCode
, Lib.Base.Enums.TimeIntervalEnum.Day
, null
, tbDT_E.Text
, 120);
int round = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
List <S_CandleItemData> sourceDatas = new List <S_CandleItemData>();
List <S_CandleItemData> sourceDatas2 = new List <S_CandleItemData>();
List <T_MirrorItemData> transformedDatas = new List <T_MirrorItemData>();
foreach (var m in list)
{
S_CandleItemData sourceData = new S_CandleItemData(
itemCode
, (Single)Math.Round(m.OpenVal, round)
, (Single)Math.Round(m.HighVal, round)
, (Single)Math.Round(m.LowVal, round)
, (Single)Math.Round(m.CloseVal, round)
, m.Volume
, m.DT
);
sourceDatas.Add(sourceData);
}
chartCS1.LoadData(itemCode, sourceDatas);
foreach (var m in sourceDatas)
{
T_MirrorItemData tData = new T_MirrorItemData(m, sourceDatas);
tData.Transform();
transformedDatas.Add(tData);
}
foreach (var m in transformedDatas)
{
S_CandleItemData sourceData = new S_CandleItemData(
itemCode
, m.T_OpenPrice
, m.T_HighPrice
, m.T_LowPrice
, m.T_ClosePrice
, m.Volume
, m.DTime
);
sourceDatas2.Add(sourceData);
}
chartCS2.LoadData(itemCode, sourceDatas2);
}
public static string Calculator(string itemCode, string strategyType, string position, double buyPrice, double currrentPrice)
{
string revenuePrice = "0";
int revenueTick = 0;
try
{
if (strategyType == "1")
{
revenueTick = Config.RevenueConfig.LOW_LIMIT_TICKS;
}
else if (strategyType == "2")
{
revenueTick = Config.RevenueConfig.MIDDLE_LIMIT_TICKS;
}
else if (strategyType == "3")
{
revenueTick = Config.RevenueConfig.HIGH_LIMIT_TICKS;
}
int roundNum = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
//매도
if (position == "1")
{
//손실
if (buyPrice < currrentPrice)
{
revenuePrice = Math.Round(PriceTick.GetDownPriceOfTick(itemCode, buyPrice, revenueTick), roundNum).ToString();
}
//수익
else
{
revenuePrice = Math.Round(PriceTick.GetDownPriceOfTick(itemCode, buyPrice, revenueTick), roundNum).ToString();
}
}
//매수
else if (position == "2")
{
//손실
if (buyPrice > currrentPrice)
{
revenuePrice = Math.Round(PriceTick.GetUpPriceOfTick(itemCode, buyPrice, revenueTick), roundNum).ToString();
}
//수익
else
{
revenuePrice = Math.Round(PriceTick.GetUpPriceOfTick(itemCode, buyPrice, revenueTick), roundNum).ToString();
}
}
}
catch (Exception)
{
}
return(revenuePrice);
}
protected override void query_ReceiveData(string szTrCode)
{
Task.Factory.StartNew(() =>
{
try
{
int blockCnt = Convert.ToInt32(query.GetBlockCount(outBlock1));
int round = ItemCodeUtil.GetItemCodeRoundNum(ItemCode);
for (int idx = 0; idx < blockCnt; idx++)
{
string date = query.GetFieldData(outBlock1, "date", idx);
string time = query.GetFieldData(outBlock1, "time", idx);
string open = query.GetFieldData(outBlock1, "open", idx);
string high = query.GetFieldData(outBlock1, "high", idx);
string low = query.GetFieldData(outBlock1, "low", idx);
string close = query.GetFieldData(outBlock1, "price", idx);
string volume = query.GetFieldData(outBlock1, "volume", idx);
if (date.Length == 0)
{
continue;
}
//string format = "yyyyMMdd" + (time.Length > 0 ? "HHmmss" : "");
string format = "yyyyMMdd";
var dt = DateTime.ParseExact(date, format, CultureInfo.InvariantCulture);
S_CandleItemData data = new S_CandleItemData();
data.DTime = dt;
data.ItemCode = ItemCode;
data.OpenPrice = (Single)Math.Round(Convert.ToDouble(open) * 100, round);
data.HighPrice = (Single)Math.Round(Convert.ToDouble(high) * 100, round);
data.LowPrice = (Single)Math.Round(Convert.ToDouble(low) * 100, round);
data.ClosePrice = (Single)Math.Round(Convert.ToDouble(close) * 100, round);
data.Volume = Convert.ToSingle(volume);
PPContext.Instance.ClientContext.SetCandleSourceData(ItemCode, TimeInterval, data);
OnApiLog($"date : {date} time : {time} opne : {open} high : {high} low : {low} close : {close} ");
}
OnApiLog("Api_WorldIndex ::: query_ReceiveData");
}
catch (Exception ex)
{
OnApiLog("Error ::: " + ex.Message);
}
finally
{
manualEvent.Set();
}
});
}
private void btnLoadData_Click(object sender, EventArgs e)
{
string itemCode = ItemCodeSet.GetItemCode(ItemCode.지수_국내_코스피200);
var list = PPContext.Instance.ClientContext.GetSourceData(
itemCode
, Lib.Base.Enums.TimeIntervalEnum.Day
, null
, tbDT_E.Text
, 120);
int round = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
List <S_CandleItemData> sourceDatas = new List <S_CandleItemData>();
List <T_AtomItemData> transformedDatas = new List <T_AtomItemData>();
List <T_QuantumItemData> transformedDatas2 = new List <T_QuantumItemData>();
foreach (var m in list)
{
S_CandleItemData sourceData = new S_CandleItemData(
itemCode
, (Single)Math.Round(m.OpenVal, round)
, (Single)Math.Round(m.HighVal, round)
, (Single)Math.Round(m.LowVal, round)
, (Single)Math.Round(m.CloseVal, round)
, m.Volume
, m.DT
);
sourceDatas.Add(sourceData);
}
int itemsCnt = 7;
for (int i = itemsCnt; i < sourceDatas.Count; i++)
{
T_AtomItemData transData = new T_AtomItemData(sourceDatas[i], sourceDatas.GetRange(i - itemsCnt, itemsCnt));
transData.Transform();
transformedDatas.Add(transData);
}
chartAT1.LoadData(itemCode, transformedDatas);
itemsCnt = 7;
for (int i = itemsCnt; i < sourceDatas.Count; i++)
{
T_QuantumItemData transData = new T_QuantumItemData(sourceDatas[i], sourceDatas.GetRange(i - itemsCnt, itemsCnt));
transData.Transform();
transformedDatas2.Add(transData);
}
chartQL1.LoadData(itemCode, transformedDatas2);
}
protected override void query_ReceiveData(string szTrCode)
{
try
{
int blockCnt = Convert.ToInt32(query.GetBlockCount(outBlock1));
int round = ItemCodeUtil.GetItemCodeRoundNum(ItemCode);
for (int idx = 0; idx < blockCnt; idx++)
{
string date = query.GetFieldData(outBlock1, "date", idx);
string time = query.GetFieldData(outBlock1, "time", idx);
string open = query.GetFieldData(outBlock1, "open", idx);
string high = query.GetFieldData(outBlock1, "high", idx);
string low = query.GetFieldData(outBlock1, "low", idx);
string close = query.GetFieldData(outBlock1, "close", idx);
string jdiff_vol = query.GetFieldData(outBlock1, "jdiff_vol", idx);
string volume = query.GetFieldData(outBlock1, "value", idx);
if (date.Length == 0)
{
continue;
}
string format = "yyyyMMdd" + (time.Length > 0 ? "HHmmss" : "");
var dt = DateTime.ParseExact(date + time, format, CultureInfo.InvariantCulture);
S_CandleItemData data = new S_CandleItemData();
data.DTime = dt;
data.ItemCode = ItemCode;
data.OpenPrice = (Single)Math.Round(Convert.ToDouble(open), round);
data.HighPrice = (Single)Math.Round(Convert.ToDouble(high), round);
data.LowPrice = (Single)Math.Round(Convert.ToDouble(low), round);
data.ClosePrice = (Single)Math.Round(Convert.ToDouble(close), round);
data.Volume = Convert.ToSingle(volume);
returnList.Add(data);
}
OnApiLog("Api_Jongmok ::: query_ReceiveData");
}
catch (Exception ex)
{
OnApiLog("Error ::: " + ex.Message);
}
finally
{
manualEvent.Set();
}
}
private void btnLoadData_Click(object sender, EventArgs e)
{
string itemCode = ItemCodeSet.GetItemCode(ItemCode.지수_국내_코스피200);
var list = PPContext.Instance.ClientContext.GetSourceData(
itemCode
, Lib.Base.Enums.TimeIntervalEnum.Day
, null
, tbDT_E.Text
, 120);
int round = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
List <S_CandleItemData> sourceDatas = new List <S_CandleItemData>();
List <T_QuarkItemData> transformedDatas = new List <T_QuarkItemData>();
foreach (var m in list)
{
S_CandleItemData sourceData = new S_CandleItemData(
itemCode
, (Single)Math.Round(m.OpenVal, round)
, (Single)Math.Round(m.HighVal, round)
, (Single)Math.Round(m.LowVal, round)
, (Single)Math.Round(m.CloseVal, round)
, m.Volume
, m.DT
);
sourceDatas.Add(sourceData);
}
chartCS1.LoadData(itemCode, sourceDatas);
DateTime?dtime = null;
foreach (var m in sourceDatas.OrderByDescending(t => t.DTime))
{
if (dtime != null && dtime.Value <= m.DTime)
{
continue;
}
T_QuarkItemData tData = new T_QuarkItemData(m, sourceDatas);
tData.Transform();
transformedDatas.Add(tData);
dtime = tData.DTimeS;
}
chartWX1.LoadData(itemCode, transformedDatas.OrderBy(t => t.DTime).ToList());
}
private void BindData(int cnt, ReverseCandleChart chart)
{
string itemCode = ItemCodeSet.GetItemCode(ItemCode.물_해외_WTI);
int round = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
var list = PPContext.Instance.ClientContext.GetSourceData(
itemCode
, Lib.Base.Enums.TimeIntervalEnum.Day
, null
, tbDT_E.Text
, cnt);
List <S_CandleItemData> sourceDatas = new List <S_CandleItemData>();
List <S_CandleItemData> reverseDatas = new List <S_CandleItemData>();
foreach (var m in list)
{
S_CandleItemData sourceData = new S_CandleItemData(
itemCode
, (Single)Math.Round(m.OpenVal, round)
, (Single)Math.Round(m.HighVal, round)
, (Single)Math.Round(m.LowVal, round)
, (Single)Math.Round(m.CloseVal, round)
, m.Volume
, m.DT
);
sourceDatas.Add(sourceData);
}
for (int i = 0, j = sourceDatas.Count - 1; i < sourceDatas.Count; i++, j--)
{
S_CandleItemData reverseData = new S_CandleItemData(
itemCode
, sourceDatas[j].ClosePrice
, sourceDatas[j].HighPrice
, sourceDatas[j].LowPrice
, sourceDatas[j].OpenPrice
, 0
, sourceDatas[i].DTime
);
reverseDatas.Add(reverseData);
}
chart.LoadData(itemCode, sourceDatas, reverseDatas);
}
public void CalculateDirectionValue()
{
try
{
if (BalancePrice == 0)
{
return;
}
if (RangeValue == 0)
{
return;
}
//안정형 : 40 30 30 30 40
if (CharType == "안정형")
{
double p1Rate = 0.4;
double p2Rate = 0.3;
double p3Rate = 0.3;
double p4Rate = 0.3;
double p5Rate = 0.4;
if (PositionType == "매도")
{
Direction1Value =
BalancePrice + Math.Round(RangeValue * (p3Rate + p2Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction2Value =
BalancePrice + Math.Round(RangeValue * (p3Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction3Value = BalancePrice;
Direction4Value =
BalancePrice - Math.Round(RangeValue * (p3Rate + p4Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction5Value =
BalancePrice - Math.Round(RangeValue * (p3Rate + p4Rate + p5Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
}
else if (PositionType == "매수")
{
Direction1Value =
BalancePrice + Math.Round(RangeValue * (p3Rate + p2Rate + p1Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction2Value =
BalancePrice + Math.Round(RangeValue * (p3Rate + p2Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction3Value = BalancePrice;
Direction4Value =
BalancePrice - Math.Round(RangeValue * (p3Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction5Value =
BalancePrice - Math.Round(RangeValue * (p3Rate + p4Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
}
}
//공격형 : 30 30 40 30 30
else if (CharType == "공격형")
{
double p1Rate = 0.3;
double p2Rate = 0.3;
double p3Rate = 0.4;
double p4Rate = 0.3;
double p5Rate = 0.3;
if (PositionType == "매도")
{
Direction1Value =
BalancePrice + Math.Round(RangeValue * (p3Rate + p2Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction2Value =
BalancePrice + Math.Round(RangeValue * (p3Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction3Value = BalancePrice;
Direction4Value =
BalancePrice - Math.Round(RangeValue * (p3Rate + p4Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction5Value =
BalancePrice - Math.Round(RangeValue * (p3Rate + p4Rate + p5Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
}
else if (PositionType == "매수")
{
Direction1Value =
BalancePrice + Math.Round(RangeValue * (p3Rate + p2Rate + p1Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction2Value =
BalancePrice + Math.Round(RangeValue * (p3Rate + p2Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction3Value = BalancePrice;
Direction4Value =
BalancePrice - Math.Round(RangeValue * (p3Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
Direction5Value =
BalancePrice - Math.Round(RangeValue * (p3Rate + p4Rate), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
}
}
}
catch (Exception)
{
}
}
public List <S_CandleItemData> Query(
string itemCode
, string gubun = "D" //M : 15Min, H : Hour, D : Day, W : Week, M : Month
)
{
this.ItemCode = itemCode;
int round = ItemCodeUtil.GetItemCodeRoundNum(ItemCode);
Task.Factory.StartNew(() => {
try
{
string symbol = "37427";
if (itemCode == "301")
{
symbol = "38016";
}
string resolution = gubun;
if (gubun == "H" || gubun == "1H")
{
resolution = "60";
}
else if (gubun == "2H")
{
resolution = "120";
}
else if (gubun == "4H")
{
resolution = "240";
}
else if (gubun == "5H")
{
resolution = "300";
}
else if (gubun == "M" || gubun == "1M")
{
resolution = "1";
}
else if (gubun == "5M")
{
resolution = "5";
}
else if (gubun == "15M")
{
resolution = "15";
}
else if (gubun == "30M")
{
resolution = "30";
}
Int32 from = (Int32)(DateTime.UtcNow.AddYears(-2).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
Int32 to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
if (gubun == "M" || gubun == "1M")
{
from = (Int32)(DateTime.UtcNow.AddDays(-1).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "5M")
{
from = (Int32)(DateTime.UtcNow.AddDays(-5).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "15M")
{
from = (Int32)(DateTime.UtcNow.AddDays(-15).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "30M")
{
from = (Int32)(DateTime.UtcNow.AddMonths(-1).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(1).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "H" || gubun == "1H")
{
from = (Int32)(DateTime.UtcNow.AddMonths(-2).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "2H")
{
from = (Int32)(DateTime.UtcNow.AddMonths(-4).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "4H")
{
from = (Int32)(DateTime.UtcNow.AddMonths(-8).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "5H")
{
from = (Int32)(DateTime.UtcNow.AddMonths(-10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "W")
{
from = (Int32)(DateTime.UtcNow.AddYears(-5).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
else if (gubun == "M")
{
from = (Int32)(DateTime.UtcNow.AddYears(-10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
to = (Int32)(DateTime.UtcNow.AddDays(10).Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
}
string urlPath = $"https://tvc4.forexpros.com/1cc1f0b6f392b9fad2b50b7aebef1f7c/1601866558/18/18/88/history?symbol={symbol}&resolution={resolution}&from={from}&to={to}";
HttpWebRequest request = (HttpWebRequest)WebRequest.Create(urlPath);
request.MaximumAutomaticRedirections = 4;
request.MaximumResponseHeadersLength = 4;
request.Credentials = CredentialCache.DefaultCredentials;
HttpWebResponse response = (HttpWebResponse)request.GetResponse();
Stream receiveStream = response.GetResponseStream();
StreamReader readStream = new StreamReader(receiveStream, Encoding.UTF8);
string content = readStream.ReadToEnd();
var dyObj = JsonConverter.JsonToDynamicObject(content);
int cnt = dyObj.t.Count;
for (int i = 0; i < cnt; i++)
{
Int64 t = dyObj.t[i];
double o = dyObj.o[i];
double c = dyObj.c[i];
double h = dyObj.h[i];
double l = dyObj.l[i];
DateTime cTime = new DateTime(1970, 1, 1, 0, 0, 0, 0).AddSeconds(t);
//Console.WriteLine($"DT : {cTime.ToLongDateString()} O : {Math.Round(o, 2)}, H : {Math.Round(h, 2)}, L : {Math.Round(l, 2)}, C : {Math.Round(c, 2)}");
S_CandleItemData data = new S_CandleItemData();
data.DTime = cTime;
data.ItemCode = ItemCode;
data.OpenPrice = (Single)Math.Round(o, round);
data.HighPrice = (Single)Math.Round(h, round);
data.LowPrice = (Single)Math.Round(l, round);
data.ClosePrice = (Single)Math.Round(c, round);
data.Volume = 0;
returnList.Add(data);
}
}
catch (Exception ex)
{
string err = ex.Message;
}
finally
{
manualEvent.Set();
}
});
manualEvent.WaitOne();
return(returnList);
}
private void btnLoadData_Click(object sender, EventArgs e)
{
string itemCode = ItemCodeSet.GetItemCode(ItemCode.지수_국내_코스피200);
var list = PPContext.Instance.ClientContext.GetSourceData(
itemCode
, Lib.Base.Enums.TimeIntervalEnum.Day
, null
, tbDT_E.Text
, 120);
int round = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
List <S_CandleItemData> sourceDatas = new List <S_CandleItemData>();
List <T_VelocityItemData> transformedDatas1 = new List <T_VelocityItemData>();
List <T_VelocityItemData> transformedDatas2 = new List <T_VelocityItemData>();
List <T_VelocityItemData> transformedDatas3 = new List <T_VelocityItemData>();
foreach (var m in list)
{
S_CandleItemData sourceData = new S_CandleItemData(
itemCode
, (Single)Math.Round(m.OpenVal, round)
, (Single)Math.Round(m.HighVal, round)
, (Single)Math.Round(m.LowVal, round)
, (Single)Math.Round(m.CloseVal, round)
, m.Volume
, m.DT
);
sourceDatas.Add(sourceData);
}
int itemsCnt = 20;
for (int i = itemsCnt; i < sourceDatas.Count; i++)
{
T_VelocityItemData transData =
new T_VelocityItemData(sourceDatas[i], sourceDatas.GetRange(i - itemsCnt, itemsCnt));
transData.Transform();
transformedDatas1.Add(transData);
}
itemsCnt = 10;
for (int i = itemsCnt; i < sourceDatas.Count; i++)
{
T_VelocityItemData transData =
new T_VelocityItemData(sourceDatas[i], sourceDatas.GetRange(i - itemsCnt, itemsCnt));
transData.Transform();
transformedDatas2.Add(transData);
}
itemsCnt = 5;
for (int i = itemsCnt; i < sourceDatas.Count; i++)
{
T_VelocityItemData transData =
new T_VelocityItemData(sourceDatas[i], sourceDatas.GetRange(i - itemsCnt, itemsCnt));
transData.Transform();
transformedDatas3.Add(transData);
}
for (int i = 0; i < numericUpDown1.Value; i++)
{
transformedDatas1.Remove(transformedDatas1.Last());
transformedDatas2.Remove(transformedDatas2.Last());
transformedDatas3.Remove(transformedDatas3.Last());
}
chartVL1.LoadData(itemCode, transformedDatas1);
chartVL2.LoadData(itemCode, transformedDatas2);
chartVL3.LoadData(itemCode, transformedDatas3);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public static string Calculator(string itemCode, string strategyType, string position, double buyPrice, double currrentPrice, double highPrice, double lowPrice)
{
string losscutPrice = "0";
int losscutTick = 0;
try
{
int roundNum = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
//매도
if (position == "1")
{
//손실
if (buyPrice < currrentPrice)
{
if (strategyType == "1")
{
losscutTick = Config.LosscutConfig.LOSS_LOW_LIMIT_TICKS;
}
else if (strategyType == "2")
{
losscutTick = Config.LosscutConfig.LOSS_MIDDLE_LIMIT_TICKS;
}
else if (strategyType == "3")
{
losscutTick = Config.LosscutConfig.LOSS_HIGH_LIMIT_TICKS;
}
losscutPrice = Math.Round(PriceTick.GetUpPriceOfTick(itemCode, buyPrice, losscutTick), roundNum).ToString();
}
//수익
else
{
if (strategyType == "1")
{
losscutTick = Config.LosscutConfig.REVENUE_LOW_LIMIT_TICKS;
}
else if (strategyType == "2")
{
losscutTick = Config.LosscutConfig.REVENUE_MIDDLE_LIMIT_TICKS;
}
else if (strategyType == "3")
{
losscutTick = Config.LosscutConfig.REVENUE_HIGH_LIMIT_TICKS;
}
losscutPrice = Math.Round(PriceTick.GetUpPriceOfTick(itemCode, lowPrice, losscutTick), roundNum).ToString();
}
}
//매수
else if (position == "2")
{
//손실
if (buyPrice > currrentPrice)
{
if (strategyType == "1")
{
losscutTick = Config.LosscutConfig.LOSS_LOW_LIMIT_TICKS;
}
else if (strategyType == "2")
{
losscutTick = Config.LosscutConfig.LOSS_MIDDLE_LIMIT_TICKS;
}
else if (strategyType == "3")
{
losscutTick = Config.LosscutConfig.LOSS_HIGH_LIMIT_TICKS;
}
losscutPrice = Math.Round(PriceTick.GetDownPriceOfTick(itemCode, buyPrice, losscutTick), roundNum).ToString();
}
//수익
else
{
if (strategyType == "1")
{
losscutTick = Config.LosscutConfig.REVENUE_LOW_LIMIT_TICKS;
}
else if (strategyType == "2")
{
losscutTick = Config.LosscutConfig.REVENUE_MIDDLE_LIMIT_TICKS;
}
else if (strategyType == "3")
{
losscutTick = Config.LosscutConfig.REVENUE_HIGH_LIMIT_TICKS;
}
losscutPrice = Math.Round(PriceTick.GetDownPriceOfTick(itemCode, highPrice, losscutTick), roundNum).ToString();
}
}
}
catch (Exception)
{
}
return(losscutPrice);
}
private void btnLoadData_Click(object sender, EventArgs e)
{
TimeIntervalEnum timeInterval = TimeIntervalEnum.Day;
if (radioButton1.Checked)
{
timeInterval = TimeIntervalEnum.Hour_01;
}
if (radioButton2.Checked)
{
timeInterval = TimeIntervalEnum.Hour_02;
}
if (radioButton3.Checked)
{
timeInterval = TimeIntervalEnum.Hour_03;
}
if (radioButton4.Checked)
{
timeInterval = TimeIntervalEnum.Day;
}
string itemCode = ItemCodeSet.GetItemCode(ItemCode.지수_국내_코스피200);
var list = PPContext.Instance.ClientContext.GetSourceData(
itemCode
, timeInterval
, null
, tbDT_E.Text
, 300);
int round = ItemCodeUtil.GetItemCodeRoundNum(itemCode);
List <S_CandleItemData> sourceDatas = new List <S_CandleItemData>();
foreach (var m in list)
{
S_CandleItemData sourceData = new S_CandleItemData(
itemCode
, (Single)Math.Round(m.OpenVal, round)
, (Single)Math.Round(m.HighVal, round)
, (Single)Math.Round(m.LowVal, round)
, (Single)Math.Round(m.CloseVal, round)
, m.Volume
, m.DT
);
sourceDatas.Add(sourceData);
}
int itemsCnt = 7;
List <T_AtomItemData> transformedDatas = new List <T_AtomItemData>();
for (int i = itemsCnt; i <= sourceDatas.Count; i++)
{
T_AtomItemData transData = new T_AtomItemData(sourceDatas[i - 1], sourceDatas.GetRange(i - itemsCnt, itemsCnt));
transData.Transform();
transformedDatas.Add(transData);
}
chartAT1.LoadData(itemCode, transformedDatas, timeInterval);
List <S_CandleItemData> sourceDatas2 = new List <S_CandleItemData>();
itemsCnt = 7;
for (int i = itemsCnt; i < sourceDatas.Count; i++)
{
S_CandleItemData transData = new S_CandleItemData(itemCode, sourceDatas.GetRange(i - itemsCnt, itemsCnt));
sourceDatas2.Add(transData);
}
itemsCnt = 7;
List <T_AtomItemData> transformedDatas2 = new List <T_AtomItemData>();
for (int i = itemsCnt; i <= sourceDatas2.Count; i++)
{
T_AtomItemData transData = new T_AtomItemData(sourceDatas2[i - 1], sourceDatas2.GetRange(i - itemsCnt, itemsCnt));
transData.Transform();
transformedDatas2.Add(transData);
}
chartAT2.LoadData(itemCode, transformedDatas2, timeInterval);
}
private void 진동주파수(S_CandleItemData item, DataPoint dataPoint)
{
try
{
Single headLen = 0f, bodyLen = 0f, legLen = 0f;
//if (item.OpenPrice < item.ClosePrice)
//{
// headLen = (Single)Math.Round(Math.Abs(item.HighPrice - item.ClosePrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
// bodyLen = (Single)Math.Round(Math.Abs(item.OpenPrice - item.ClosePrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
// legLen = (Single)Math.Round(Math.Abs(item.LowPrice - item.OpenPrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
//}
//else if (item.OpenPrice > item.ClosePrice)
//{
// headLen = (Single)Math.Round(Math.Abs(item.HighPrice - item.OpenPrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
// bodyLen = (Single)Math.Round(Math.Abs(item.OpenPrice - item.ClosePrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
// legLen = (Single)Math.Round(Math.Abs(item.LowPrice - item.ClosePrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
//}
headLen = (Single)Math.Round(Math.Abs(item.HighPrice - item.OpenPrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
bodyLen = (Single)Math.Round(Math.Abs(item.HighPrice - item.LowPrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
legLen = (Single)Math.Round(Math.Abs(item.LowPrice - item.ClosePrice), ItemCodeUtil.GetItemCodeRoundNum(ItemCode));
//if (headLen == 0f || bodyLen == 0f || legLen == 0f)
//{
// return;
//}
var rainbow = ChartUtil.GetRainbowType(headLen, bodyLen, legLen);
Color[] colors = new Color[3] {
Color.Black, Color.Black, Color.Black
};
if (rainbow.head == RainbowTypeEnum._1_빨)
{
colors[0] = Color.Red;
}
if (rainbow.head == RainbowTypeEnum._2_주)
{
colors[0] = Color.Orange;
}
if (rainbow.head == RainbowTypeEnum._3_노)
{
colors[0] = Color.Yellow;
}
if (rainbow.head == RainbowTypeEnum._4_초)
{
colors[0] = Color.Green;
}
if (rainbow.head == RainbowTypeEnum._5_파)
{
colors[0] = Color.Blue;
}
if (rainbow.head == RainbowTypeEnum._6_남)
{
colors[0] = Color.DarkBlue;
}
if (rainbow.head == RainbowTypeEnum._7_보)
{
colors[0] = Color.Purple;
}
if (rainbow.head == RainbowTypeEnum._8_금)
{
colors[0] = Color.Gold;
}
if (rainbow.head == RainbowTypeEnum._9_흑)
{
colors[0] = Color.Black;
}
if (rainbow.body == RainbowTypeEnum._1_빨)
{
colors[1] = Color.Red;
}
if (rainbow.body == RainbowTypeEnum._2_주)
{
colors[1] = Color.Orange;
}
if (rainbow.body == RainbowTypeEnum._3_노)
{
colors[1] = Color.Yellow;
}
if (rainbow.body == RainbowTypeEnum._4_초)
{
colors[1] = Color.Green;
}
if (rainbow.body == RainbowTypeEnum._5_파)
{
colors[1] = Color.Blue;
}
if (rainbow.body == RainbowTypeEnum._6_남)
{
colors[1] = Color.DarkBlue;
}
if (rainbow.body == RainbowTypeEnum._7_보)
{
colors[1] = Color.Purple;
}
if (rainbow.body == RainbowTypeEnum._8_금)
{
colors[1] = Color.Gold;
}
if (rainbow.body == RainbowTypeEnum._9_흑)
{
colors[1] = Color.Black;
}
if (rainbow.leg == RainbowTypeEnum._1_빨)
{
colors[2] = Color.Red;
}
if (rainbow.leg == RainbowTypeEnum._2_주)
{
colors[2] = Color.Orange;
}
if (rainbow.leg == RainbowTypeEnum._3_노)
{
colors[2] = Color.Yellow;
}
if (rainbow.leg == RainbowTypeEnum._4_초)
{
colors[2] = Color.Green;
}
if (rainbow.leg == RainbowTypeEnum._5_파)
{
colors[2] = Color.Blue;
}
if (rainbow.leg == RainbowTypeEnum._6_남)
{
colors[2] = Color.DarkBlue;
}
if (rainbow.leg == RainbowTypeEnum._7_보)
{
colors[2] = Color.Purple;
}
if (rainbow.leg == RainbowTypeEnum._8_금)
{
colors[2] = Color.Gold;
}
if (rainbow.leg == RainbowTypeEnum._9_흑)
{
colors[2] = Color.Black;
}
if (colors[0] == colors[1] && colors[1] == colors[2])
{
SetDataPointColor(dataPoint, colors[0], colors[1], colors[2], 3);
}
else
{
SetDataPointColor(dataPoint, Color.WhiteSmoke, Color.WhiteSmoke, Color.WhiteSmoke, 1);
}
}
catch (Exception)
{
}
}
