public override void OnReceiveEvent(string[] param)
{
if (int.TryParse(param[6], out int volume))
{
slim.Wait();
SendConsecutive?.Invoke(this, new SendConsecutive(new Charts
{
Date = param[0],
Price = param[1].StartsWith("-") ? param[1].Substring(1) : param[1],
Volume = volume
}));
if (slim.Release() > 0)
{
Console.WriteLine(string.Concat(GetType().FullName, '_', Code));
}
}
if (param.Length == 0x20 && double.TryParse(param[1].StartsWith("-") ? param[1].Substring(1) : param[1], out double price))
{
Current = price;
Revenue = (long)((price - Purchase) * Quantity * TransactionMultiplier);
Rate = (price / Purchase - 1) * (Quantity > 0 ? 1 : -1);
}
else if (int.TryParse(param[1].StartsWith("-") ? param[1].Substring(1) : param[1], out int current))
{
Current = current;
Revenue = (current - Purchase) * Quantity;
Rate = current / (double)Purchase - 1;
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count)));
}
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 && uint.TryParse(param[0], out uint remain) && (RollOver == false || Temporary.RemainingDay.Contains(remain)))
{
var quantity = Math.Abs(Quantity);
RollOver = Temporary.RemainingDay.Remove(remain);
if (RollOver == false)
{
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 OnReceiveEvent(string[] param)
{
if (int.TryParse(param[1], out int current))
{
Current = current;
Revenue = (current - Purchase) * Quantity;
Rate = current / (double)Purchase - 1;
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate));
}
public override void OnReceiveEvent(string[] param)
{
if (double.TryParse(param[4], out double current))
{
Current = current;
Revenue = (long)((current - Purchase) * Quantity * transactionMutiplier);
Rate = (Quantity > 0 ? current / (double)Purchase : Purchase / (double)current) - 1;
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate));
}
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) * Quantity * transactionMutiplier);
Rate = (Quantity > 0 ? current / (double)Purchase : Purchase / (double)current) - 1;
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count)));
}
public override void OnReceiveEvent(string[] param)
{
if (int.TryParse(param[6], out int volume))
{
SendConsecutive?.Invoke(this, new SendConsecutive(new Charts
{
Date = param[0],
Price = param[1].StartsWith("-") ? param[1].Substring(1) : param[1],
Volume = volume
}));
}
if (int.TryParse(param[1].StartsWith("-") ? param[1].Substring(1) : param[1], out int current))
{
Current = current;
Revenue = (current - Purchase) * Quantity;
Rate = current / (double)Purchase - 1;
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count)));
}
public void StartProgress(double commission)
{
switch (strategics)
{
case ScenarioAccordingToTrend st:
Commission = commission > 0 ? commission : 1.5e-4;
if (StartProgress(strategics.Code as string) > 0)
{
var price = SendMessage.Price;
var estimate = EstimatedPrice.Where(o => o.Key.ToString(format.Substring(0, 6)).CompareTo(SendMessage.Date) > 0);
var find = FindTheNearestQuarter(SendMessage.Date);
var key = string.Concat("ST.", st.Calendar.Substring(0, 4), "15.", st.Trend, '.', st.CheckSales.ToString().Substring(0, 1), '.', st.Sales * 0x64, '.', st.CheckOperatingProfit.ToString().Substring(0, 1), '.', st.OperatingProfit * 0x64, '.', st.CheckNetIncome.ToString().Substring(0, 1), '.', st.NetIncome * 0x64);
if (client.PutContext(new Catalog.Request.Consensus
{
Code = st.Code,
Strategics = key,
Date = SendMessage.Date,
FirstQuarter = (estimate.Last(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[0])).Value - price) / price,
SecondQuarter = (estimate.Last(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[1])).Value - price) / price,
ThirdQuarter = (estimate.Last(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[2])).Value - price) / price,
Quarter = (estimate.Last(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[find.Length - 2])).Value - price) / price,
TheNextYear = (estimate.LastOrDefault(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[find.Length - 1])).Value - price) / price,
TheYearAfterNext = (estimate.Last().Value - price) / price
}).Result > 0)
{
consecutive.Dispose();
}
SendMessage = new Statistics
{
Base = SendMessage.Base,
Cumulative = SendMessage.Cumulative,
Date = SendMessage.Date,
Statistic = SendMessage.Statistic,
Price = (int)estimate.Max(o => o.Value),
Key = key
};
SendStocks?.Invoke(this, new SendHoldingStocks(EstimatedPrice, SendMessage.Date));
}
break;
case TrendsInStockPrices ts:
Commission = commission > 0 ? commission : 1.5e-4;
if (StartProgress(strategics.Code as string) > 0)
{
SendMessage = new Statistics
{
Base = SendMessage.Base,
Cumulative = SendMessage.Cumulative,
Date = SendMessage.Date,
Statistic = SendMessage.Statistic,
Key = string.Concat("TS.", ts.Short, '.', ts.Long, '.', ts.Trend, '.', (int)(ts.RealizeProfit * 0x2710), '.', (int)(ts.AdditionalPurchase * 0x2710), '.', ts.QuoteUnit, '.', (char)ts.LongShort, '.', (char)ts.TrendType, '.', (char)ts.Setting)
};
consecutive.Dispose();
}
break;
case TrendFollowingBasicFutures _:
Commission = commission > 0 ? commission : 3e-5;
IsDebugging();
if (StartProgress(strategics.Code as string) > 0)
{
foreach (var con in Consecutive)
{
con.Dispose();
}
}
break;
default:
return;
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(strategics, SendMessage));
}
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;
}
}
