void Run(ulong trdAcc, String unlockTrdPwdMD5, TrdCommon.TrdMarket trdMarket,
TrdCommon.TrdEnv trdEnv,
QotCommon.Security sec)
{
if (sec.Market != (int)QotCommon.QotMarket.QotMarket_HK_Security &&
sec.Market != (int)QotCommon.QotMarket.QotMarket_US_Security)
{
Console.Error.WriteLine("unsupported stock market");
return;
}
bool ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("fail to connect trd");
return;
}
ret = InitConnectQotSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("fail to connect qot");
return;
}
TrdUnlockTrade.Response unlockTrdRsp = UnlockTradeSync(unlockTrdPwdMD5, true);
if (unlockTrdRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("fail to unlock trade; retType={0} msg={1}\n", unlockTrdRsp.RetType, unlockTrdRsp.RetMsg);
return;
}
DateTime now = DateTime.Now;
DateTime startDate = now.Subtract(new TimeSpan(100, 0, 0, 0));
QotRequestHistoryKL.Response historyKLRsp = RequestHistoryKLSync(sec, QotCommon.KLType.KLType_Day,
QotCommon.RehabType.RehabType_Forward,
startDate.ToString("yyyy-MM-dd"),
now.ToString("yyyy-MM-dd"),
1000,
null,
new byte[] {},
false);
List <double> klCloseList = new List <double>();
List <double> difList = new List <double>();
List <double> deaList = new List <double>();
List <double> macdList = new List <double>();
foreach (QotCommon.KLine kl in historyKLRsp.S2C.KlListList)
{
klCloseList.Add(kl.ClosePrice);
}
MACDUtil.CalcMACD(klCloseList, 12, 26, 9, difList, deaList, macdList);
int difCount = difList.Count;
int deaCount = deaList.Count;
if (difCount > 0 && deaCount > 0)
{
if (difList[difCount - 1] < deaList[deaCount - 1] &&
difList[difCount - 2] > deaList[deaCount - 2])
{
TrdCommon.TrdFilterConditions filterConditions = TrdCommon.TrdFilterConditions.CreateBuilder()
.AddCodeList(sec.Code)
.Build();
TrdGetPositionList.Response getPositionListRsp = GetPositionListSync(trdAcc, trdMarket,
trdEnv, filterConditions, null, null, false);
if (getPositionListRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getPositionListSync err; retType={0} msg={1}\n", getPositionListRsp.RetType,
getPositionListRsp.RetMsg);
return;
}
foreach (TrdCommon.Position pstn in getPositionListRsp.S2C.PositionListList)
{
if (pstn.CanSellQty > 0)
{
Sell(sec, pstn, trdAcc, trdMarket, trdEnv);
}
}
}
else if (difList[difCount - 1] > deaList[deaCount - 1] &&
difList[difCount - 2] < deaList[deaCount - 2])
{
Buy(sec, trdAcc, trdMarket, trdEnv);
}
}
}
public void OnReply_RequestHistoryKL(FTAPI_Conn client, uint nSerialNo, QotRequestHistoryKL.Response rsp)
{
handleQotOnReply(nSerialNo, ProtoID.QotRequestHistoryKL, rsp);
}
public void OnReply_RequestHistoryKL(FTAPI_Conn client, int nSerialNo, QotRequestHistoryKL.Response rsp)
{
}
public RequestHistoryKLEventArgs(FTAPI_Conn client, int nSerialNo, QotRequestHistoryKL.Response result)
{
Client = client;
SerialNo = nSerialNo;
Result = result;
}
