public void ProcessHighLow(TickInfo tick)
{
_threeMinTicks.Add(tick);
Check3MinHighLow();
CheckDayHigh(tick);
CheckDayLow(tick);
}
private void processTick(object[] args)
{
// Check if any clients have timed out
foreach (Client c in clients)
{
if (c.CurrentState == ConnectionState.Play)
{
// TODO: Check for keep alive timeouts
}
else
{
if ((DateTime.Now - c.CreationTime) >= TimeoutPeriod)
{
ServerThread.Queue((object[] a) =>
{
c.Disconnect(DisconnectReason.TimedOutDuringHandshakeOrLogin);
});
}
}
}
TimeSpan sinceLastTick = DateTime.Now - lastTick;
TickInfo ti = new TickInfo();
ti.TimeSinceLastTick = sinceLastTick;
OnServerTick?.Invoke(ti);
lastTick = DateTime.Now;
}
private void CollectTick()
{
CurrentWindow current;
if (!BreakTime)
{
current = CurrentWindow.GetActiveWindow();
if (current.ShouldDiscard())
{
return;
}
CurrentWindow = current;
}
else
{
current = CurrentWindow.FromString("Break time");
}
TickInfo info = new TickInfo()
{
Window = current,
Span = DateTime.Now.Subtract(LastTick)
};
CurrentTimeSlice.Add(info);
SessionTimeSpent[current.ProgramName]
= GetSessionTimeSpent(current.ProgramName) + info.Span.Milliseconds;
}
public void ForceRun(int realIndex)
{
order1_ = Regenerate(null);
order2_ = new List <int>();
active_ = TickInfo.Empty();
overlap_ = TickInfo.Empty();
for (int i = 0; i < order1_.Count; ++i)
{
var ri = GetRealIndex(i, true);
Reset(ri);
if (ri == realIndex)
{
active_.orderIndex = i;
}
}
if (active_.orderIndex == -1)
{
LogError($"item {realIndex} not found");
return;
}
Resume(realIndex);
}
internal TickInfo ParseTextLineToTickInfo(string tickText)
{
TickInfo tickInfo = new TickInfo();
var elements = tickText.Split(',');
if (elements.Length != 5)
{
Console.WriteLine($"{DateTime.Now}\tExpected Number of columns not present\tRecord:{tickText}");
throw new Exception($"{DateTime.Now}\tExpected Number of columns not present\tRecord:{tickText}");
}
try
{
tickInfo.PriceTimeStamp = DateTime.ParseExact(elements[0], "yyyyMMdd HH:mm:ss:fff", CultureInfo.InvariantCulture);
tickInfo.Bid = Double.Parse(elements[1], CultureInfo.InvariantCulture);
tickInfo.Ask = Double.Parse(elements[2], CultureInfo.InvariantCulture);
tickInfo.BidVolume = Double.Parse(elements[3], CultureInfo.InvariantCulture);
tickInfo.AskVolume = Double.Parse(elements[4], CultureInfo.InvariantCulture);
}
catch (Exception ex)
{
Console.WriteLine($"{DateTime.Now}\tData Conversion Issue:{tickText}");
throw new Exception($"{DateTime.Now}\tData Conversion Issue:{tickText}");
}
return(tickInfo);
}
protected TickInfo MakeTick(List <GraphicsData> graphicsData, HomelandsTurnData turnData)
{
float secondsUntilNextTurn = GetSecondsUntilNextTurn();
float percentUntilNextTurn = GetProgressToNextTurn(secondsUntilNextTurn);
TickInfo tickInfo = new TickInfo(graphicsData, turnData, _turnNumber, secondsUntilNextTurn, percentUntilNextTurn);
return(tickInfo);
}
public void AnalyzeTrades()
{
using (StreamReader sr = File.OpenText(_inputTradeListFilePath))
{
sr.ReadLine();//Ignore Header
string s = String.Empty;
TickInfo tickInfo = ParseTextLineToTickInfo(sr.ReadLine());
}
}
private void Check3MinHighLow()
{
TickInfo lastestTick = _threeMinTicks.LastOrDefault();
decimal lastestPrice = lastestTick.Close / 100;
TickInfo firstTick = _threeMinTicks.FirstOrDefault();
DateTime threeMinBefore = lastestTick.TickTime.AddMinutes(-3);
if (firstTick.TickTime <= threeMinBefore)
{
int stopIndex = 0;
for (int idx = 0; idx < _threeMinTicks.Count; idx++)
{
TickInfo tmpItem = _threeMinTicks.ElementAt(idx);
if (tmpItem.TickTime > threeMinBefore)
{
stopIndex = idx;
break;
}
}
_threeMinTicks.RemoveRange(0, stopIndex);
}
decimal currentMax = _threeMinTicks.Max(y => y.Close);
TickInfo maxTick = _threeMinTicks.Where(x => x.Close == currentMax).FirstOrDefault();
if ((currentMax / 100) > ThreeMinHigh)
{
ThreeMinHigh = currentMax / 100;
ThreeMinHighTime = maxTick.TickTime;
}
else
{
if (ThreeMinHighTime < maxTick.TickTime)
{
ThreeMinHigh = currentMax / 100;
ThreeMinHighTime = maxTick.TickTime;
}
}
decimal currentMin = _threeMinTicks.Min(y => y.Close);
TickInfo minTick = _threeMinTicks.Where(x => x.Close == currentMin).FirstOrDefault();
if ((currentMin / 100) < ThreeMinLow)
{
ThreeMinLow = currentMin / 100;
ThreeMinLowTime = minTick.TickTime;
}
else
{
if (ThreeMinLowTime < minTick.TickTime)
{
ThreeMinLow = currentMin / 100;
ThreeMinLowTime = minTick.TickTime;
}
}
}
// Update is called once per frame
void Update()
{
InputHandlerInfo inputHandlerInfo = _inputManager.GetInput();
TickInfo tick = _game.TakeTick(inputHandlerInfo);
_graphicsManager.Draw(tick._graphicsData);
_hudManager.UpdateUi(tick);
}
public static TickInfo Empty()
{
var ti = new TickInfo();
ti.orderIndex = -1;
ti.forwards = true;
ti.order1 = true;
ti.mustWait = false;
return(ti);
}
public void ItemsChanged()
{
Log("items changed, regenerating");
active_ = TickInfo.Empty();
overlap_ = TickInfo.Empty();
order1_ = new List <int>();
order2_ = new List <int>();
}
private bool DoCheckAndEndOrder(ref VirtualOrder order, TickInfo currentTick)
{
bool doEndOrder = false;
if (currentTick == null)
{
return(false);
}
if (order != null)
{
if (order.Direction > 0) //long
{
if (currentTick.Close / 100 - order.Price <= -5) //停損
{
EndOrder(order.Direction, -1);
order = null;
doEndOrder = true;
return(doEndOrder);
}
if (currentTick.Close / 100 - order.Price >= 10) //停利
{
EndOrder(order.Direction, 1);
order = null;
doEndOrder = true;
return(doEndOrder);
}
}
if (order.Direction < 0) //short
{
if (order.Price - currentTick.Close / 100 <= -5) //停損
{
EndOrder(order.Direction, -1);
order = null;
doEndOrder = true;
return(doEndOrder);
}
if (order.Price - currentTick.Close / 100 >= 10) //停利
{
EndOrder(order.Direction, 1);
order = null;
doEndOrder = true;
return(doEndOrder);
}
}
}
else
{
doEndOrder = false;
}
return(doEndOrder);
}
internal void OpenNewTrade(TickInfo record)
{
currentBuy = new InProgressTradeRecord();
currentBuy.OrderOpenTimeStamp = record.PriceTimeStamp;
currentBuy.EntryPrice = record.Ask;
currentBuy.TargetPrice = record.Ask + 0.00030;
currentShort = new InProgressTradeRecord();
currentShort.OrderOpenTimeStamp = record.PriceTimeStamp;
currentShort.EntryPrice = record.Bid;
currentShort.TargetPrice = record.Bid - 0.00030;
}
public void Tick()
{
if (tick.CurrentTick == 0)
{
OnFirstTick();
}
tick = tick.Next();
OnBeforeTick(tick);
OnTick(tick);
OnAfterTick(tick);
}
private void CheckHot()
{
TickInfo lastestTick = _30SecTicks.LastOrDefault();
DateTime sec30Before = lastestTick.TickTime.AddSeconds(-30);
DateTime sec15Before = lastestTick.TickTime.AddSeconds(-15);
DateTime sec10Before = lastestTick.TickTime.AddSeconds(-10);
DateTime sec5Before = lastestTick.TickTime.AddSeconds(-5);
DateTime sec3Before = lastestTick.TickTime.AddSeconds(-3);
bool keepRemove = true;
do
{
TickInfo firstTick = _30SecTicks.FirstOrDefault();
if (firstTick.TickTime < sec30Before)
{
_30SecTicks.RemoveAt(0);
}
else
{
keepRemove = false;
}
} while (keepRemove);
this.ThirtyTradeCount = this._30SecTicks.Count();
this.ThirtyTicksVolume = this._30SecTicks.Select(x => x.Qty).Sum();
this.ThirtyTickGap = (this._30SecTicks.Select(x => x.Close).Max() - this._30SecTicks.Select(x => x.Close).Min()) / 100;
var sec15TickList = this._30SecTicks.Where(x => x.TickTime > sec15Before).ToList();
var sec10TickList = this._30SecTicks.Where(x => x.TickTime > sec10Before).ToList();
var sec5TickList = this._30SecTicks.Where(x => x.TickTime > sec5Before).ToList();
var sec3TickList = this._30SecTicks.Where(x => x.TickTime > sec3Before).ToList();
this.Ten5TradeCount = sec15TickList.Count();
this.Ten5TicksVolume = sec15TickList.Select(x => x.Qty).Sum();
this.Ten5TickGap = (sec15TickList.Select(x => x.Close).Max() - sec15TickList.Select(x => x.Close).Min()) / 100;
this.TenSecTradeCount = sec10TickList.Count();
this.TenSecTicksVolume = sec10TickList.Select(x => x.Qty).Sum();
this.TenSecTickGap = (sec10TickList.Select(x => x.Close).Max() - sec10TickList.Select(x => x.Close).Min()) / 100;
this.FiveSecTradeCount = sec5TickList.Count();
this.FiveSecTicksVolume = sec5TickList.Select(x => x.Qty).Sum();
this.FiveSecTickGap = (sec5TickList.Select(x => x.Close).Max() - sec5TickList.Select(x => x.Close).Min()) / 100;
this.ThreeSecTradeCount = sec3TickList.Count();
this.ThreeSecTicksVolume = sec3TickList.Select(x => x.Qty).Sum();
this.ThreeSecTickGap = (sec3TickList.Select(x => x.Close).Max() - sec3TickList.Select(x => x.Close).Min()) / 100;
}
public TickInfo GetTick(List <GraphicsData> graphicsData, HomelandsTurnData turnData)
{
TickInfo tickInfo = MakeTick(graphicsData, turnData);
if (tickInfo._secondsUntilNextTurn < 0f)
{
turnData._kho._keyActions[ePlayerAction.EndTurn] = true;
}
UpdateInternal(tickInfo);
CheckEndCondition();
return(tickInfo);
}
private void CheckDayHigh(TickInfo tick)
{
decimal price = tick.Close / 100;
if (DayHigh == 0)
{
DayHigh = price;
DayHighTime = tick.TickTime;
}
if (price > DayHigh)
{
DayHigh = price;
DayHighTime = tick.TickTime;
}
return;
}
private void CheckDayLow(TickInfo tick)
{
decimal price = tick.Close / 100;
if (DayLow == 0)
{
DayLow = price;
DayLowTime = tick.TickTime;
}
if (price < DayLow)
{
DayLow = price;
DayLowTime = tick.TickTime;
}
return;
}
public virtual TickInfo TakeTick(InputHandlerInfo inputHandlerInfo)
{
// RESOLVE TURN
UpdateGame();
// RESOLVE INPUT IN GAME
HomelandsTurnData turnData = _inputHandler.HandleInput(inputHandlerInfo);
// DRAW GAME
List <GraphicsData> graphicsToDraw = Draw();
// OUTPUT TURN INFO
TickInfo tickInfo = _tickSystem.GetTick(graphicsToDraw, turnData);
return(tickInfo);
}
public void ParseWithoutLosingFormat(string inputpath, string validationLog)
{
StreamWriter sw = new StreamWriter(validationLog);
using (StreamReader sr = File.OpenText(inputpath))
{
sr.ReadLine();//Ignore Header
string s = String.Empty;
while ((s = sr.ReadLine()) != null)
{
TickInfo record = new TickInfo();
var elements = s.Split(',');
if (elements.Length != 5)
{
sw.WriteLine($"{DateTime.Now}\tExpected Number of columns not present\tRecord:{s}");
sw.Flush();
}
try
{
record.PriceTimeStamp = DateTime.ParseExact(elements[0], "yyyyMMdd HH:mm:ss:fff", CultureInfo.InvariantCulture);
record.Bid = Double.Parse(elements[1], CultureInfo.InvariantCulture);
record.Ask = Double.Parse(elements[2], CultureInfo.InvariantCulture);
record.BidVolume = Double.Parse(elements[3], CultureInfo.InvariantCulture);
record.AskVolume = Double.Parse(elements[4], CultureInfo.InvariantCulture);
var formedString = $"{record.PriceTimeStamp.ToString("yyyyMMdd HH:mm:ss:fff")},{record.Bid},{record.Ask},{record.BidVolume},{record.AskVolume}";
if (s != formedString)
{
sw.WriteLine($"Error: Not matching\n{s}\n{formedString}");
Console.WriteLine($"Error: Not matching\n{s}\n{formedString}");
}
Console.Write("|");
}
catch (Exception ex)
{
Console.WriteLine($"{DateTime.Now}\tData Conversion Issue:{s}");
sw.WriteLine($"{DateTime.Now}\tData Conversion Issue:{s}");
sw.Flush();
}
}
}
sw.Flush();
sw.Dispose();
sw = null;
}
protected void UpdateInternal(TickInfo tick)
{
_tickNumber++;
if (tick._turnData._kho._keyActions[ePlayerAction.EndTurn])
{
if (_game._gameManager._hudManager.ScreenIsActive())
{
_game._gameManager._hudManager.ToggleScreen();
TogglePause();
}
else
{
PlayerSwitchData psd = _game._playerSystem.ChangePlayer();
if (_game._playerSystem._players.Count > 1 && !_game._gameManager._hudManager.ScreenIsActive())
{
_game._gameManager._hudManager.ToggleScreen(psd);
TogglePause();
}
if (psd._isLastPlayerInQueue)
{
_game.EndTurn();
}
}
}
if (tick._turnData._kho._keyActions[ePlayerAction.ChangeView])
{
_game._viewer.ToggleNextView();
}
if (tick._turnData._kho._keyActions[ePlayerAction.Help])
{
_game._gameManager._hudManager.ToggleHelp();
}
if (tick._turnData._kho._keyActions[ePlayerAction.Pause])
{
TogglePause();
}
}
protected virtual void OnBeforeTick(TickInfo tick)
{
}
protected HackModule(IHackContext context)
{
this.Context = context;
tick = new TickInfo(DateTime.Now, DateTime.Now, 0);
Runner = new ModuleRunner(this);
}
public void UpdateUi(TickInfo tick)
{
_turnUi.UpdateUi(tick);
_playerDemoUi.UpdateUi();
_selectedUi.UpdateText(tick._turnData._mho._selected);
}
public void ProcessVolumeHot(TickInfo tick)
{
_30SecTicks.Add(tick);
CheckHot();
}
private void NextOverlap()
{
Log("\nin NextOverlap");
if (overlap_.mustWait)
{
Log("\nNextOverlap: must wait");
return;
}
if (overlap_.orderIndex == -1)
{
Log(
"NextOverlap: no current overlap, starting from active " +
$"i={active_.orderIndex} fwd={active_.forwards}");
overlap_ = active_;
}
else
{
var realIndex = GetRealIndex(active_.orderIndex, true);
if (CanRunBackwards(realIndex))
{
Log(
"NextOverlap: current overlap finished but active is " +
"half move, must wait");
overlap_.mustWait = true;
return;
}
}
if (overlap_.orderIndex == -1)
{
Log("NextOverlap: no current active, bailing out");
return;
}
bool order1 = true;
bool reversedDir = (overlap_.forwards != active_.forwards);
for (; ;)
{
if (overlap_.forwards)
{
Log("NextOverlap: checking forwards");
++overlap_.orderIndex;
Log($"NextOverlap: i now {overlap_.orderIndex}");
if (overlap_.orderIndex >= (order1 ? order1_ : order2_).Count)
{
Log("NextOverlap: past end, reversing");
overlap_.orderIndex = order1_.Count;
overlap_.forwards = false;
reversedDir = true;
}
else if (overlap_.orderIndex == active_.orderIndex && reversedDir)
{
Log(
"NextOverlap: went around, reached active " +
$"i={active_.orderIndex}, must wait (fw)");
overlap_.mustWait = true;
break;
}
else
{
var realIndex = GetRealIndex(overlap_.orderIndex, order1);
if (realIndex == -1)
{
Log("NextOverlap: GetRealIndex says it's -1, continuing");
}
else if (!CanRun(realIndex))
{
Log("NextOverlap: but it's disabled, continuing");
}
else
{
Log("NextOverlap: looks good, taking it");
break;
}
}
}
else
{
Log("NextOverlap: checking backwards");
if (overlap_.orderIndex == 0)
{
Log("NextOverlap: past end, reversing");
overlap_.forwards = true;
overlap_.orderIndex = -1;
if (reversedDir)
{
Log(
"NextOverlap: already reversed dir before, " +
"switching to order2");
order1 = false;
}
}
else if (overlap_.orderIndex <= active_.orderIndex && reversedDir)
{
var realIndex = GetRealIndex(overlap_.orderIndex, order1);
if (realIndex == -1)
{
Log(
$"NextOverlap: no element for " +
$"{overlap_.orderIndex}, continuing (bw)");
--overlap_.orderIndex;
}
else if (!overlap_.forwards && !CanRunBackwards(realIndex))
{
Log(
"NextOverlap: went around, reached active " +
$"i={active_.orderIndex}, not half move, " +
"continuing");
--overlap_.orderIndex;
}
else
{
Log(
"NextOverlap: went around, reached active " +
$"i={active_.orderIndex}, must wait (bw)");
overlap_.mustWait = true;
break;
}
}
else
{
--overlap_.orderIndex;
var realIndex = GetRealIndex(overlap_.orderIndex, order1);
if (realIndex == -1)
{
Log(
$"NextOverlap: no element for " +
$"{overlap_.orderIndex}, continuing");
}
else if (!CanRun(realIndex))
{
Log(
$"NextOverlap: index {overlap_.orderIndex} " +
$"disabled, continuing");
}
else if (CanRunBackwards(realIndex))
{
if (overlap_.orderIndex == active_.orderIndex)
{
Log(
$"NextOverlap: index " +
$"{overlap_.orderIndex} enabled but " +
$"half move and is same as active; must " +
$"wait");
overlap_.mustWait = true;
}
else
{
Log(
$"NextOverlap: index " +
$"{overlap_.orderIndex} enabled and " +
$"half move, taking it");
}
break;
}
else
{
Log(
$"NextOverlap: index {overlap_.orderIndex} " +
$"enabled but not half move, so doesn't need " +
$"ticking; continuing");
}
}
}
}
if (overlap_.mustWait)
{
return;
}
var newRealIndex = GetRealIndex(overlap_.orderIndex, order1);
if (newRealIndex != -1)
{
Log(
$"NextOverlap: resuming {overlap_.orderIndex}");
Resume(newRealIndex);
}
}
private void NextActive()
{
Log("\nin NextActive");
if (order1_.Count == 0)
{
Log("NextActive: no elements");
active_.orderIndex = -1;
return;
}
if (overlap_.orderIndex == -1)
{
Log(
$"NextActive: initial fwd={active_.forwards} i={active_.orderIndex}");
int initial = active_.orderIndex;
if (initial < 0)
{
initial = 0;
}
bool reversedDir = false;
bool atOneEnd = (
active_.orderIndex == 0 ||
active_.orderIndex == order1_.Count - 1);
for (; ;)
{
if (active_.orderIndex == initial && reversedDir)
{
Log(
"NextActive: looped around, no valid " +
"element, bailing out");
active_.orderIndex = -1;
break;
}
if (active_.forwards)
{
++active_.orderIndex;
Log($"NextActive: checking {active_.orderIndex}");
if (active_.orderIndex >= order1_.Count)
{
Log($"NextActive: {active_.orderIndex} past end, reversing");
active_.forwards = false;
active_.orderIndex = order1_.Count - 1;
if (atOneEnd)
{
atOneEnd = false;
}
else
{
reversedDir = true;
}
}
Log($"NextActive: i now {active_.orderIndex}");
}
else
{
if (active_.orderIndex == 0)
{
Log($"NextActive: at beginning, going forwards");
active_.forwards = true;
order1_ = new List <int>(order2_);
order2_ = Regenerate(order2_);
if (atOneEnd)
{
atOneEnd = false;
}
else
{
reversedDir = true;
}
}
else
{
--active_.orderIndex;
Log($"NextActive: i now {active_.orderIndex}");
}
}
var realIndex = GetRealIndex(active_.orderIndex, true);
if (realIndex == -1)
{
Log("NextActive: GetRealIndex says it's -1, continuing");
}
else if (!CanRun(realIndex))
{
Log("NextActive: but it's disabled, continuing");
}
else if (!active_.forwards && !CanRunBackwards(realIndex))
{
Log(
$"NextActive: index {active_.orderIndex} " +
$"enabled but not half move, so doesn't need " +
$"ticking; continuing");
}
else
{
Log("NextActive: looks good, taking it");
break;
}
}
}
else
{
Log("NextActive: overlap already active, taking over");
// already an overlap, take it over
active_ = overlap_;
if (active_.mustWait)
{
Log("NextActive: overlap was waiting, resuming");
var ri = GetRealIndex(active_.orderIndex, true);
if (ri == -1)
{
LogError(
$"NextActive: element {active_.orderIndex} not " +
$"found while trying to resume a mustWait " +
$"overlap");
}
else
{
Resume(ri);
}
active_.mustWait = false;
}
Log($"NextActive: i={active_.orderIndex}");
if (!active_.order1)
{
Log($"NextActive: was in order2, swapping");
order1_ = new List <int>(order2_);
order2_ = Regenerate(order2_);
active_.order1 = true;
}
overlap_ = TickInfo.Empty();
return;
}
var newRealIndex = GetRealIndex(active_.orderIndex, true);
if (newRealIndex != -1)
{
overlap_.mustWait = false;
Log(
$"NextActive: resuming {active_.orderIndex}");
Resume(newRealIndex);
}
}
protected virtual void OnAfterTick(TickInfo tick)
{
}
protected abstract void OnTick(TickInfo tick);
public void AddTwTick(TickInfo skTick)
{
if (this._lastKLine == null) //系統內還沒有任何K線的情況，這種情況有兩種，第一種，系統開盤後才打開，第二種，系統開盤前打開
{
//開市時間為0845
DateTime tmpTime = this._marketOpenTime;
while (skTick.TickTime >= tmpTime)
{
KLineInfo kline = new KLineInfo(tmpTime);
this.KLineSeries.Add(kline);
this._lastKLine = kline;
tmpTime = tmpTime.AddMinutes(1);
this.KLineCount += 1;
}
this._lastKLine.AddTick(new Tick
{
Close = skTick.Close,
Qty = skTick.Qty,
TickTime = skTick.TickTime
});
}
else
{
if (skTick.TickTime > this._lastKLine.EndTime)
{
KLineInfo lastK = new KLineInfo(skTick.TickTime);
lastK.AddTick(new Tick
{
Close = skTick.Close,
Qty = skTick.Qty,
TickTime = skTick.TickTime
});
this.KLineSeries.Add(lastK);
this._lastKLine = lastK;
this.KLineCount += 1;
}
else if (skTick.TickTime >= this._lastKLine.StartTime && skTick.TickTime <= this._lastKLine.EndTime)
{
this._lastKLine.AddTick(new Tick
{
Close = skTick.Close,
Qty = skTick.Qty,
TickTime = skTick.TickTime
});
}
else //這個tick屬於過去的K線
{
var historyKLine = this.KLineSeries.Where(x => skTick.TickTime >= x.StartTime && skTick.TickTime <= x.EndTime).FirstOrDefault();
if (historyKLine != null)
{
historyKLine.AddTick(new Tick
{
Close = skTick.Close,
Qty = skTick.Qty,
TickTime = skTick.TickTime
});
}
}
}
}
