public int CompareTo(object obj)
{
OriginalRecord recordToBeCompared = (OriginalRecord)obj;
return(this.TradeTime.CompareTo(recordToBeCompared.TradeTime));
}
public void prepareFirst()
{
if (now.Day <= 9)
{
nowDay = Convert.ToString("0" + now.Day);
}
else
{
nowDay = Convert.ToString(now.Day);
}
if (now.Month <= 9)
{
nowMonth = Convert.ToString("0" + now.Month);
}
else
{
nowMonth = Convert.ToString(now.Month);
}
lotArray = lots.Split(',');
string appDir = System.Windows.Forms.Application.StartupPath;
loseLine = new Dictionary<int, int>();
winLine = new Dictionary<int, int>();
reverseLine = new Dictionary<int, double>();
strategyFile = StrategyFile.getInstance();
strategyFile.dealStrategyRule(appDir);
this.winLine = strategyFile.getWinLine();
this.loseLine = strategyFile.getLoseLine();
this.reverseLine = strategyFile.getReverseLine();
isPrevWin = false;//上一次交易是否獲利
//stopTradeTime = new DateTime(now.Year, now.Month, now.Day, 13, 44, 0);
fileName = appDir + "\\" + Output_Dir + "\\" + "NEW_Daily_" + now.Year + "_" + now.Month + "_" + nowDay + ".rpt";
allTradeOutputFile = new TradeFile(fileName);
allTradeOutputFile.prepareWriter();
tradeRecordFileName = appDir + "\\" + Output_Dir + "\\" + "TradeRecord_" + now.Year + "_" + now.Month + "_" + nowDay + ".rpt";
tradeRecordFile = new TradeFile(tradeRecordFileName);
tradeRecordFile.prepareWriter();
recordList = new List<OriginalRecord>();
befofeRecord = new OriginalRecord();
RecordScanner.setRecordList(recordList);
debugMsg(now + "------<<開始交易>>");
showParameters();
prepareOrderAPI();
}
private void dealOutCore()//處理平倉後記錄獲利動作的核心
{
calOneProfit();
totalProfitPoint += oneProfitPoint;
oneNetProfit = oneProfitPoint * valuePerPoint - Convert.ToInt32(lotArray[lotIndex]) * (orderNewPriceList.Count) * cost;
totalNetProfit += oneNetProfit;
debugMsg("平倉點數---->" + orderEvenPrice);
debugMsg("平倉時間---->" + orderEvenTime);
debugMsg("純利潤 : " + oneNetProfit);
debugMsg("總純利 : " + totalNetProfit);
debugMsg("停損策略 : " + loseLine[orderNewPriceList.Count]);
debugMsg("停利策略 : " + winLine[orderNewPriceList.Count]);
if (orderNewPriceList.Count > 1)
{
debugMsg("反轉策略 : " + reverseLine[orderNewPriceList.Count - 1]);
}
debugMsg("----------------------------------------------------------------------------------------------");
if ((outStyle == Out_Loss_Buy) || (outStyle == Out_Loss_Sell))
{//認賠停損
isStartOrder = false;
befofeRecord = null;
orderNewPriceList.Clear();//平倉後，把新倉(包括加碼的新倉)列表清空。
minTradePoint = 99999;//新倉後最低價
maxTradePoint = 0;//新倉後最高價
}
lotIndex--;
if (lotIndex < 0)
{
lotIndex = 0;
}
}
private Boolean dealSellOrBuy(OriginalRecord record, DateTime tradeDateTime)//決定買或賣的方向，回傳値代表計算成功或是失敗
{
try
{
sellOrBuyCheckPeriod = new int[checkCount];
int baseTimePeriod = 5;
int[] basePrice = new int[checkCount];
minuteBeforeTradeTime = new DateTime[checkCount];
string[] direction = new string[checkCount];
for (int i = 0; i < checkCount; i++)
{
direction[i] = "NONE";
sellOrBuyCheckPeriod[i] = baseTimePeriod;
baseTimePeriod += 5;
minuteBeforeTradeTime[i] = tradeDateTime.AddSeconds(0 - sellOrBuyCheckPeriod[i]);
debugMsg("minuteBeforeTradeTime[" + i + "]:" + minuteBeforeTradeTime[i]);
}
for (int i = 0; i < checkCount; i++)
{
try
{
befofeRecord = RecordScanner.getRecordMinuteBeforeOrAfter(minuteBeforeTradeTime[i]);//XX鐘前的交易紀錄
if (befofeRecord == null)
{
return false;
}
basePrice[i] = befofeRecord.TradePrice;//交易基準
debugMsg("basePrice:" + i + ":" + basePrice[i]);
}
catch (Exception e)
{
Console.WriteLine("掃描失敗:" + e.Message + "---" + e.StackTrace + "---" + e.Source);
}
}//end for
for (int i = 0; i < checkCount; i++)
{
if (record.TradePrice > basePrice[i])//目前交易金額大於XX分鐘前的交易金額
{
direction[i] = BS_Type_B;
}
else if (record.TradePrice < basePrice[i])//目前交易金額小於XX分鐘前的交易金額
{
direction[i] = BS_Type_S;
}
}
for (int i = checkCount - 1; i > 0; i--)
{
if (direction[i] != direction[i - 1]) { return false; }
}
if (direction[0].Equals("NONE"))//五個時間的價位都一樣
{
return false;
}
nowTradeType = direction[0];
for (int i = 0; i < checkCount; i++)
{
debugMsg("direction[" + i + "]:" + direction[i]);
}
debugMsg("nowTradeType : " + nowTradeType);
return true;
}
catch (Exception ex)
{
Console.WriteLine(ex.Source);
Console.WriteLine(ex.Message);
Console.WriteLine(ex.StackTrace);
}
return false;
}
public void startTrade(String matchTime, String matchPrice, String matchQuantity)//回傳値表示是否結束本日交易
{
try
{
record = new OriginalRecord();
record.TradeTime = matchTime;
record.TradeMoment = Convert.ToDateTime(matchTime);
record.TradeHour = record.TradeMoment.Hour;
record.TradeMinute = record.TradeMoment.Minute;
record.TradePrice = Convert.ToInt32(matchPrice);
record.TradeVolumn = Convert.ToInt32(matchQuantity);
recordList.Add(record);
}
catch (Exception e)
{
debugMsg(e.StackTrace);
}
if (isOrderAPIReady)
{
coreLogic();
}
}