public override void OnReceiveEvent(string[] param) { if (int.TryParse(string.Concat(param[8], param[9]), out int volume)) { SendConsecutive?.Invoke(this, new SendConsecutive(new Charts { Date = param[0], Price = param[4], Volume = volume })); } if (double.TryParse(param[4], out double current)) { Current = current; Revenue = (long)((current - (Purchase ?? 0D)) * Quantity * TransactionMultiplier); Rate = (Quantity > 0 ? current / (double)Purchase : Purchase / (double)current) - 1; if (OrderNumber.Count > 0 && strategics is TrendFollowingBasicFutures && OrderNumber.ContainsValue(Bid) == false && OrderNumber.ContainsValue(Offer) == false) { foreach (var kv in OrderNumber) { if (kv.Value < Bid || kv.Value > Offer) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order { FnoIsuNo = Code, OrgOrdNo = kv.Key, OrdQty = "1" })); } } } } if (param[0].CompareTo(end) > 0 && param[0].CompareTo(cme) < 0 && RollOver == false) { var quantity = Math.Abs(Quantity); RollOver = true; while (quantity > 0) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order { FnoIsuNo = Code, BnsTpCode = Quantity > 0 ? "1" : "2", FnoOrdprcPtnCode = ((int)Catalog.XingAPI.FnoOrdprcPtnCode.시장가).ToString("D2"), OrdPrc = Purchase.ToString("F2"), OrdQty = "1" })); quantity--; } } SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count))); }
public override void OnReceiveDrawChart(object sender, SendConsecutive e) { if (GetCheckOnDate(e.Date)) { Short.Pop(); Long.Pop(); Trend.Pop(); } Trend.Push(Trend.Count > 0 ? EMA.Make(Line.Item3, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price)); Short.Push(Short.Count > 0 ? EMA.Make(Line.Item1, Short.Count, e.Price, Short.Peek()) : EMA.Make(e.Price)); Long.Push(Long.Count > 0 ? EMA.Make(Line.Item2, Long.Count, e.Price, Long.Peek()) : EMA.Make(e.Price)); if (e.Volume != 0 && e.Date.Length > 8 && Short.Count > 1 && Long.Count > 1) { double popShort = Short.Pop(), popLong = Long.Pop(), gap = popShort - popLong - (Short.Peek() - Long.Peek()); Short.Push(popShort); Long.Push(popLong); var date = e.Date.Substring(6, 4); if (date.CompareTo(Base.Start) > 0 && date.CompareTo(Base.Transmit) < 0 && Strategics is Catalog.TrendsToCashflow tc && DateTime.TryParseExact(e.Date.Substring(0, 12), Base.FullDateFormat, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime cInterval)) { if (Balance.Quantity > tc.ReservationQuantity - 1 && (Offer ?? int.MaxValue) < e.Price && OrderNumber.Any(o => o.Key[0] == '8' && o.Value == e.Price - GetQuoteUnit(e.Price, Market))) { CumulativeFee += (uint)(e.Price * tc.ReservationQuantity * (Commission + Base.Tax)); Balance.Revenue += (long)((e.Price - (Balance.Purchase ?? 0D)) * tc.ReservationQuantity); Balance.Quantity -= tc.ReservationQuantity; var profit = OrderNumber.First(o => o.Key.StartsWith("8") && o.Value == e.Price - GetQuoteUnit(e.Price, Market)); if (OrderNumber.Remove(profit.Key)) { Capital -= profit.Value * tc.ReservationQuantity; Offer = profit.Value; } } else if ((Bid ?? int.MinValue) > e.Price && OrderNumber.Any(o => o.Key[0] == '7' && o.Value == e.Price + GetQuoteUnit(e.Price, Market))) { CumulativeFee += (uint)(e.Price * Commission * tc.ReservationQuantity); Balance.Purchase = (double)((e.Price * tc.ReservationQuantity + (Balance.Purchase ?? 0D) * Balance.Quantity) / (Balance.Quantity + tc.ReservationQuantity)); Balance.Quantity += tc.ReservationQuantity; var profit = OrderNumber.First(o => o.Key.StartsWith("7") && o.Value == e.Price + GetQuoteUnit(e.Price, Market)); if (OrderNumber.Remove(profit.Key)) { Capital += profit.Value * tc.ReservationQuantity; Bid = profit.Value; } } else if (Balance.Quantity > tc.TradingQuantity - 1 && OrderNumber.Any(o => o.Key[0] == '2' && o.Value == e.Price - GetQuoteUnit(e.Price, Market))) { CumulativeFee += (uint)(e.Price * tc.TradingQuantity * (Commission + Base.Tax)); Balance.Revenue += (long)((e.Price - (Balance.Purchase ?? 0D)) * tc.TradingQuantity); Balance.Quantity -= tc.TradingQuantity; var profit = OrderNumber.First(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market)); if (OrderNumber.Remove(profit.Key)) { Capital -= profit.Value * tc.TradingQuantity; } } else if (OrderNumber.Any(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market))) { CumulativeFee += (uint)(e.Price * Commission * tc.TradingQuantity); Balance.Purchase = (double)((e.Price * tc.TradingQuantity + (Balance.Purchase ?? 0D) * Balance.Quantity) / (Balance.Quantity + tc.TradingQuantity)); Balance.Quantity += tc.TradingQuantity; var profit = OrderNumber.First(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market)); if (OrderNumber.Remove(profit.Key)) { Capital += profit.Value * tc.TradingQuantity; } } else if (Balance.Quantity > tc.TradingQuantity - 1 && OrderNumber.ContainsValue(e.Price) == false && e.Price > Trend.Peek() * (1 + tc.PositionRevenue) && e.Price > (Balance.Purchase ?? 0D) && gap < 0 && (tc.Interval == 0 || tc.Interval > 0 && cInterval.CompareTo(NextOrderTime) > 0)) { var unit = GetQuoteUnit(e.Price, Market); if (OrderNumber.ContainsValue(e.Price + unit) == false) { OrderNumber[Base.GetOrderNumber((int)OrderType.신규매도)] = e.Price + unit; } if (tc.Interval > 0) { NextOrderTime = Base.MeasureTheDelayTime(tc.Interval, cInterval); } } else if (tc.TradingQuantity > 0 && OrderNumber.ContainsValue(e.Price) == false && e.Price < Trend.Peek() * (1 - tc.PositionAddition) && gap > 0 && (tc.Interval == 0 || tc.Interval > 0 && cInterval.CompareTo(NextOrderTime) > 0)) { var unit = GetQuoteUnit(e.Price, Market); if (OrderNumber.ContainsValue(e.Price - unit) == false) { OrderNumber[Base.GetOrderNumber((int)OrderType.신규매수)] = e.Price - unit; } if (tc.Interval > 0) { NextOrderTime = Base.MeasureTheDelayTime(tc.Interval, cInterval); } } } else if (date.CompareTo(Base.Transmit) > 0 && Strategics is Catalog.TrendsToCashflow cf) { OrderNumber.Clear(); long revenue = Balance.Revenue - CumulativeFee, unrealize = (long)((e.Price - (Balance.Purchase ?? 0D)) * Balance.Quantity); var avg = EMA.Make(++Accumulative, revenue - TodayRevenue + unrealize - TodayUnrealize, Before); if (cf.ReservationQuantity > 0 && Balance.Quantity > cf.ReservationQuantity - 1) { var stock = Market; int quantity = Balance.Quantity / cf.ReservationQuantity, price = e.Price, sell = (int)((Balance.Purchase ?? 0D) * (1 + cf.ReservationRevenue)), buy = (int)((Balance.Purchase ?? 0D) * (1 - cf.Addition)), upper = (int)(price * 1.3), lower = (int)(price * 0.7), bPrice = Base.GetStartingPrice(lower, stock), sPrice = Base.GetStartingPrice(sell, stock); sPrice = sPrice < lower ? lower + GetQuoteUnit(sPrice, stock) : sPrice; while (sPrice < upper && quantity-- > 0) { OrderNumber[Base.GetOrderNumber((int)OrderType.예약매도)] = sPrice; for (int i = 0; i < cf.Unit; i++) { sPrice += GetQuoteUnit(sPrice, stock); } } while (bPrice < upper && bPrice < buy) { OrderNumber[Base.GetOrderNumber((int)OrderType.예약매수)] = bPrice; for (int i = 0; i < cf.Unit; i++) { bPrice += GetQuoteUnit(bPrice, stock); } } Bid = OrderNumber.Count > 0 && OrderNumber.Any(o => o.Key.StartsWith("7")) ? OrderNumber.Where(o => o.Key.StartsWith("7")).Max(o => o.Value) : 0; Offer = OrderNumber.Count > 0 && OrderNumber.Any(o => o.Key.StartsWith("8")) ? OrderNumber.Where(o => o.Key.StartsWith("8")).Min(o => o.Value) : 0; } SendMessage = new Catalog.Strategics.Statistics { Key = string.Concat("TC.", cf.AnalysisType), Date = e.Date.Substring(0, 6), Cumulative = revenue + unrealize, Base = SendMessage.Base > Capital ? SendMessage.Base : Capital, Statistic = (int)avg, Price = (int)Trend.Peek() }; Before = avg; TodayRevenue = revenue; TodayUnrealize = unrealize; } }
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, double peek) { DateTime interval; switch (strategics) { case SatisfyConditionsAccordingToTrends sc: interval = e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int cHour) ? cHour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int cMinute) ? cMinute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int cSecond) ? cSecond : DateTime.Now.Second) : DateTime.Now; if (sc.TradingBuyQuantity > 0 && Bid < peek * (1 - sc.TradingBuyRate) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder && (sc.TradingBuyInterval == 0 || sc.TradingBuyInterval > 0 && interval.CompareTo(NextOrderTime) > 0)) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, sc.Code, sc.TradingBuyQuantity, Bid, string.Empty))); WaitOrder = false; if (sc.TradingBuyInterval > 0) { NextOrderTime = MeasureTheDelayTime(sc.TradingBuyInterval * (Purchase > 0 && Bid > 0 ? Purchase / (double)Bid : 1), interval); } } else if (Quantity > 0) { if (sc.TradingSellQuantity > 0 && Offer > peek * (1 + sc.TradingSellRate) && Offer > Purchase + tax * Offer && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder && (sc.TradingSellInterval == 0 || sc.TradingSellInterval > 0 && interval.CompareTo(NextOrderTime) > 0)) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, sc.Code, sc.TradingSellQuantity, Offer, string.Empty))); WaitOrder = false; if (sc.TradingSellInterval > 0) { NextOrderTime = MeasureTheDelayTime(sc.TradingSellInterval * (Purchase > 0 && Offer > 0 ? Offer / (double)Purchase : 1), interval); } } else if (SellPrice > 0 && sc.ReservationSellQuantity > 0 && Offer > SellPrice && OrderNumber.ContainsValue(Offer) == false && WaitOrder) { for (int i = 0; i < sc.ReservationSellUnit; i++) { SellPrice += GetQuoteUnit(SellPrice, Market); } SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, sc.Code, sc.ReservationSellQuantity, Offer, string.Empty))); WaitOrder = false; } else if (BuyPrice > 0 && sc.ReservationBuyQuantity > 0 && Bid < BuyPrice && OrderNumber.ContainsValue(Bid) == false && WaitOrder) { for (int i = 0; i < sc.ReservationBuyUnit; i++) { BuyPrice -= GetQuoteUnit(BuyPrice, Market); } SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, sc.Code, sc.ReservationBuyQuantity, Bid, string.Empty))); WaitOrder = false; } else if (SellPrice == 0 && Purchase > 0) { SellPrice = GetStartingPrice((int)((1 + sc.ReservationSellRate) * Purchase), Market); } else if (BuyPrice == 0 && Purchase > 0) { BuyPrice = GetStartingPrice((int)(Purchase * (1 - sc.ReservationBuyRate)), Market); } } break; case TrendsInValuation tv: interval = e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int hour) ? hour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int minute) ? minute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int second) ? second : DateTime.Now.Second) : DateTime.Now; if (tv.TradingAddtionalQuantity > 0 && Bid < peek * (1 - tv.AdditionalPosition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder && (tv.AddtionalInterval == 0 || tv.AddtionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0)) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tv.Code, tv.TradingAddtionalQuantity, Bid, string.Empty))); WaitOrder = false; if (tv.AddtionalInterval > 0) { NextOrderTime = MeasureTheDelayTime(tv.AddtionalInterval, interval); } } else if (tv.TradingSubtractionalQuantity > 0 && Offer > peek * (1 + tv.SubtractionalPosition) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder && (tv.SubtractionalInterval == 0 || tv.SubtractionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0)) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tv.Code, tv.TradingSubtractionalQuantity, Offer, string.Empty))); WaitOrder = false; if (tv.SubtractionalInterval > 0) { NextOrderTime = MeasureTheDelayTime(tv.SubtractionalInterval, interval); } } break; case TrendsInStockPrices ts: if (ts.Setting.Equals(Interface.Setting.Short) == false && Bid < peek * (1 - ts.AdditionalPurchase) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, ts.Code, ts.Quantity, Bid, string.Empty))); WaitOrder = false; } else if (ts.Setting.Equals(Interface.Setting.Long) == false && Offer > peek * (1 + ts.RealizeProfit) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, ts.Code, ts.Quantity, Offer, string.Empty))); WaitOrder = false; } break; case TrendToCashflow tc: if (tc.TradingQuantity > 0 && Bid < peek * (1 - tc.PositionAddition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tc.Code, tc.TradingQuantity, Bid, string.Empty))); WaitOrder = false; } else if (tc.TradingQuantity > 0 && Offer > peek * (1 + tc.PositionRevenue) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tc.Code, tc.TradingQuantity, Offer, string.Empty))); WaitOrder = false; } break; case TrendFollowingBasicFutures tf: if (0x5A0 == (int)peek) { if (WaitOrder && e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 && (gap > 0 ? tf.QuantityLong - Quantity > 0 : tf.QuantityShort + Quantity > 0) && (gap > 0 ? e.Volume > tf.ReactionLong : e.Volume < -tf.ReactionShort) && (gap > 0 ? e.Volume + Secondary > e.Volume : e.Volume + Secondary < e.Volume) && OrderNumber.Count == 0) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, int, string, string, int, string, string>(Code, 1, gap > 0 ? "2" : "1", ((int)Catalog.OpenAPI.OrderType.지정가).ToString(), 1, (gap > 0 ? Offer : Bid).ToString("F2"), string.Empty))); WaitOrder = false; } Base = gap; } else { if (WaitOrder && e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 && (tf.QuantityShort + Quantity < 0 && Base < 0 || Base > 0 && Quantity - tf.QuantityLong > 0) && Revenue / Math.Abs(Quantity) > 0x927C) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, int, string, string, int, string, string>(Code, 1, Quantity > 0 ? "1" : "2", ((int)Catalog.OpenAPI.OrderType.시장가).ToString(), 1, string.Empty, string.Empty))); WaitOrder = false; } Secondary = gap; } return; } Base = peek; Secondary = gap; }
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, double sShort, double sLong, double trend) { var date = e.Date.Substring(6, 4); switch (strategics) { case ScenarioAccordingToTrend st: if (e.Date.Length > 8 && date.CompareTo(start) > 0 && date.CompareTo(transmit) < 0 && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime interval)) { if (NextOrderTime == null) { NextOrderTime = interval; } else if (Quantity > st.Quantity - 1 && OrderNumber.Any(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market))) { CumulativeFee += (uint)(e.Price * st.Quantity * (Commission + tax)); Revenue += (long)((e.Price - (Purchase ?? 0D)) * st.Quantity); Quantity -= st.Quantity; var profit = OrderNumber.First(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market)); if (OrderNumber.Remove(profit.Key) && Verify) { OnReceiveBalance(new string[] { string.Concat(interval.ToShortDateString(), " ", interval.ToLongTimeString()), profit.Key, profit.Value.ToString("N0") }); } Base -= profit.Value * st.Quantity; } else if (OrderNumber.Any(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market))) { CumulativeFee += (uint)(e.Price * Commission * st.Quantity); Purchase = (double)((e.Price * st.Quantity + (Purchase ?? 0D) * Quantity) / (Quantity + st.Quantity)); Quantity += st.Quantity; var profit = OrderNumber.First(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market)); if (OrderNumber.Remove(profit.Key) && Verify) { OnReceiveBalance(new string[] { string.Concat(interval.ToShortDateString(), " ", interval.ToLongTimeString()), profit.Key, profit.Value.ToString("N0") }); } Base += profit.Value * st.Quantity; } else if (Quantity > st.Quantity - 1 && OrderNumber.ContainsValue(e.Price) == false && e.Price > trend * (1 + st.ErrorRange) && e.Price > (Purchase ?? 0D) && gap < 0 && (st.IntervalInSeconds == 0 || st.IntervalInSeconds > 0 && interval.CompareTo(NextOrderTime) > 0)) { var unit = GetQuoteUnit(e.Price, Market); if (Verify && VerifyAmount > Quantity && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt)) { OnReceiveConclusion(new string[] { string.Concat(OpenOrderType.신규매도, " ", dt.ToShortDateString(), " ", dt.ToLongTimeString(), " ", NextOrderTime), Quantity.ToString("N0"), (Purchase ?? 0D).ToString("N2"), (e.Price + unit).ToString("N0"), (Revenue - CumulativeFee).ToString("C0"), OrderNumber.Max(o => o.Key) }); VerifyAmount = Quantity; } if (OrderNumber.ContainsValue(e.Price + unit) == false) { OrderNumber[GetOrderNumber((int)OpenOrderType.신규매도)] = e.Price + unit; } if (st.IntervalInSeconds > 0) { NextOrderTime = MeasureTheDelayTime(st.IntervalInSeconds, interval); } } else if (OrderNumber.ContainsValue(e.Price) == false && e.Price < trend * (1 - st.ErrorRange) && gap > 0 && (st.IntervalInSeconds == 0 || st.IntervalInSeconds > 0 && interval.CompareTo(NextOrderTime) > 0)) { var unit = GetQuoteUnit(e.Price, Market); if (Verify && VerifyAmount < Quantity && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt)) { OnReceiveConclusion(new string[] { string.Concat(OpenOrderType.신규매수, " ", dt.ToShortDateString(), " ", dt.ToLongTimeString(), " ", NextOrderTime), Quantity.ToString("N0"), (Purchase ?? 0D).ToString("N2"), (e.Price - unit).ToString("N0"), (Revenue - CumulativeFee).ToString("C0"), OrderNumber.Where(o => o.Key.StartsWith("1")).Max(o => o.Key) }); VerifyAmount = Quantity; } if (OrderNumber.ContainsValue(e.Price - unit) == false) { OrderNumber[GetOrderNumber((int)OpenOrderType.신규매수)] = e.Price - unit; } if (st.IntervalInSeconds > 0) { NextOrderTime = MeasureTheDelayTime(st.IntervalInSeconds, interval); } } } else if (date.CompareTo(transmit) > 0) { OrderNumber.Clear(); Count = 0; long revenue = Revenue - CumulativeFee, unrealize = (long)((e.Price - (Purchase ?? 0D)) * Quantity); var avg = EMA.Make(++Accumulative, revenue - TodayRevenue + unrealize - TodayUnrealize, Before); SendMessage = new Statistics { Date = e.Date.Substring(0, 6), Cumulative = (revenue + unrealize) / st.Quantity, Base = SendMessage.Base > Base / st.Quantity ? SendMessage.Base : Base / st.Quantity, Statistic = (int)(avg / st.Quantity), Price = e.Price }; SendStocks?.Invoke(this, new SendHoldingStocks(e.Date, e.Price, sShort, sLong, trend, revenue + unrealize, (long)(Base > 0 ? Base : 0))); Before = avg; TodayRevenue = revenue; TodayUnrealize = unrealize; } break; case TrendsInStockPrices ts: if (e.Date.Length > 8 && date.CompareTo(start) > 0 && date.CompareTo(transmit) < 0) { if (Quantity > ts.Quantity - 1 && OrderNumber.Any(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market))) { CumulativeFee += (uint)(e.Price * ts.Quantity * (Commission + tax)); Revenue += (long)((e.Price - (Purchase ?? 0D)) * ts.Quantity); Quantity -= ts.Quantity; var profit = OrderNumber.First(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market)); if (OrderNumber.Remove(profit.Key) && Verify && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt)) { OnReceiveBalance(new string[] { string.Concat(dt.ToShortDateString(), " ", dt.ToLongTimeString()), profit.Key, profit.Value.ToString("N0") }); } Base -= profit.Value * ts.Quantity; } else if (OrderNumber.Any(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market))) { CumulativeFee += (uint)(e.Price * Commission * ts.Quantity); Purchase = (double)((e.Price * ts.Quantity + (Purchase ?? 0D) * Quantity) / (Quantity + ts.Quantity)); Quantity += ts.Quantity; var profit = OrderNumber.First(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market)); if (OrderNumber.Remove(profit.Key) && Verify && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt)) { OnReceiveBalance(new string[] { string.Concat(dt.ToShortDateString(), " ", dt.ToLongTimeString()), profit.Key, profit.Value.ToString("N0") }); } Base += profit.Value * ts.Quantity; } else if (Quantity > ts.Quantity - 1 && OrderNumber.ContainsValue(e.Price) == false && e.Price > trend * (1 + ts.RealizeProfit) && e.Price > (Purchase ?? 0D) && gap < 0) { var quote = 0; for (int i = 0; i < ts.QuoteUnit; i++) { quote += GetQuoteUnit(e.Price, Market); } if (Verify && VerifyAmount > Quantity && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt)) { OnReceiveConclusion(new string[] { string.Concat(OpenOrderType.신규매도, " ", dt.ToShortDateString(), " ", dt.ToLongTimeString()), Quantity.ToString("N0"), (Purchase ?? 0D).ToString("N2"), (e.Price + quote).ToString("N0"), (Revenue - CumulativeFee).ToString("C0"), OrderNumber.Max(o => o.Key) }); VerifyAmount = Quantity; } if (OrderNumber.ContainsValue(e.Price + quote) == false) { OrderNumber[GetOrderNumber((int)OpenOrderType.신규매도)] = e.Price + quote; } } else if (OrderNumber.ContainsValue(e.Price) == false && e.Price < trend * (1 - ts.AdditionalPurchase) && gap > 0) { var quote = 0; for (int i = 0; i < ts.QuoteUnit; i++) { quote += GetQuoteUnit(e.Price, Market); } if (Verify && VerifyAmount < Quantity && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt)) { OnReceiveConclusion(new string[] { string.Concat(OpenOrderType.신규매수, " ", dt.ToShortDateString(), " ", dt.ToLongTimeString()), Quantity.ToString("N0"), (Purchase ?? 0D).ToString("N2"), (e.Price - quote).ToString("N0"), (Revenue - CumulativeFee).ToString("C0"), OrderNumber.Where(o => o.Key.StartsWith("1")).Max(o => o.Key) }); VerifyAmount = Quantity; } if (OrderNumber.ContainsValue(e.Price - quote) == false) { OrderNumber[GetOrderNumber((int)OpenOrderType.신규매수)] = e.Price - quote; } } } else if (date.CompareTo(transmit) > 0) { OrderNumber.Clear(); Count = 0; long revenue = Revenue - CumulativeFee, unrealize = (long)((e.Price - (Purchase ?? 0D)) * Quantity); var avg = EMA.Make(++Accumulative, revenue - TodayRevenue + unrealize - TodayUnrealize, Before); if (ts.Setting.Equals(Setting.Reservation) && Quantity > ts.Quantity - 1) { var stock = Market; int quantity = Quantity / ts.Quantity, price = e.Price, sell = (int)((Purchase ?? 0D) * (1 + ts.RealizeProfit)), buy = (int)((Purchase ?? 0D) * (1 - ts.AdditionalPurchase)), upper = (int)(price * 1.3), lower = (int)(price * 0.7), bPrice = GetStartingPrice(lower, stock), sPrice = GetStartingPrice(sell, stock); sPrice = sPrice < lower ? lower + GetQuoteUnit(sPrice, stock) : sPrice; while (sPrice < upper && quantity-- > 0) { OrderNumber[GetOrderNumber((int)OpenOrderType.신규매도)] = sPrice; for (int i = 0; i < ts.QuoteUnit; i++) { sPrice += GetQuoteUnit(sPrice, stock); } } while (bPrice < upper && bPrice < buy) { OrderNumber[GetOrderNumber((int)OpenOrderType.신규매수)] = bPrice; for (int i = 0; i < ts.QuoteUnit; i++) { bPrice += GetQuoteUnit(bPrice, stock); } } if (Verify && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt)) { OnReceiveEvent(new string[] { string.Concat(dt.ToShortDateString(), " ", dt.ToLongTimeString()), OrderNumber.Where(o => o.Key.StartsWith("1")).Max(o => o.Key), OrderNumber.Where(o => o.Key.StartsWith("2")).Max(o => o.Key) }); } } SendMessage = new Statistics { Date = e.Date.Substring(0, 6), Cumulative = (revenue + unrealize) / ts.Quantity, Base = SendMessage.Base > Base / ts.Quantity ? SendMessage.Base : Base / ts.Quantity, Statistic = (int)(avg / ts.Quantity) }; SendStocks?.Invoke(this, new SendHoldingStocks(e.Date, e.Price, sShort, sLong, trend, revenue + unrealize, (long)(Base > 0 ? Base : 0))); Before = avg; TodayRevenue = revenue; TodayUnrealize = unrealize; } break; case TrendFollowingBasicFutures tf: break; } }
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, double peek) { switch (strategics) { case TrendsInValuation tv: var interval = e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int hour) ? hour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int minute) ? minute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int second) ? second : DateTime.Now.Second) : DateTime.Now; if (tv.TradingAddtionalQuantity > 0 && Bid < peek * (1 - tv.AdditionalPosition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder && (tv.AddtionalInterval == 0 || tv.AddtionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0)) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tv.Code, tv.TradingAddtionalQuantity, Bid, string.Empty))); WaitOrder = false; if (tv.AddtionalInterval > 0) { NextOrderTime = MeasureTheDelayTime(tv.AddtionalInterval, interval); } } else if (tv.TradingSubtractionalQuantity > 0 && Offer > peek * (1 + tv.SubtractionalPosition) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder && (tv.SubtractionalInterval == 0 || tv.SubtractionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0)) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tv.Code, tv.TradingSubtractionalQuantity, Offer, string.Empty))); WaitOrder = false; if (tv.SubtractionalInterval > 0) { NextOrderTime = MeasureTheDelayTime(tv.SubtractionalInterval, interval); } } break; case TrendsInStockPrices ts: if (ts.Setting.Equals(Interface.Setting.Short) == false && Bid < peek * (1 - ts.AdditionalPurchase) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, ts.Code, ts.Quantity, Bid, string.Empty))); WaitOrder = false; } else if (ts.Setting.Equals(Interface.Setting.Long) == false && Offer > peek * (1 + ts.RealizeProfit) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, ts.Code, ts.Quantity, Offer, string.Empty))); WaitOrder = false; } break; case TrendToCashflow tc: if (tc.TradingQuantity > 0 && Bid < peek * (1 - tc.PositionAddition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tc.Code, tc.TradingQuantity, Bid, string.Empty))); WaitOrder = false; } else if (tc.TradingQuantity > 0 && Offer > peek * (1 + tc.PositionRevenue) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tc.Code, tc.TradingQuantity, Offer, string.Empty))); WaitOrder = false; } break; } Base = peek; Secondary = gap; }
internal void OnReceiveTrendsInPrices(double gap, double peek) { switch (strategics) { case TrendsInStockPrices ts: if (ts.Setting.Equals(Interface.Setting.Short) == false && Bid < peek * (1 - ts.AdditionalPurchase) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, ts.Code, ts.Quantity, Bid, string.Empty))); WaitOrder = false; } else if (ts.Setting.Equals(Interface.Setting.Long) == false && Offer > peek * (1 + ts.RealizeProfit) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder) { SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, ts.Code, ts.Quantity, Offer, string.Empty))); WaitOrder = false; } break; } Base = peek; Secondary = gap; }