public override CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
cda.Tsopt = TradeSendOrderPriceType.Limit;
TickData tick = CurrentStockData.GetTick(kcd.Si);
if (kcd.UnDealQty >= kcd.Si.MinQty)
{
if (kcd.OverTime())
{
if (kcd.OpenType == OpenType.Buy)
{
decimal newPrice = (decimal)(Math.Floor(tick.Ask / SecInfo.PriceJingDu) * SecInfo.PriceJingDu) + (decimal)parameter.HuaDian;
if ((decimal)kcd.OrderPrice < newPrice)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = (double)newPrice;
}
}
else if (kcd.OpenType == OpenType.Sell)
{
decimal newPrice = (decimal)(Math.Floor(tick.Bid / SecInfo.PriceJingDu) * SecInfo.PriceJingDu) - (decimal)parameter.HuaDian;
if ((decimal)kcd.OrderPrice > newPrice)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = (double)newPrice;
}
}
}
}
else
{
if (kcd.Si.Key == SecInfo.Key)
{
firstDeal = true;
}
if (kcd.Si.Key == SecondSi.Key)
{
secondDeal = true;
}
}
return(cda);
}
private void ProcessSaveData(TickData td)
{
CurrentStockData.Update(td.SecInfo, td);
da.SendTick(td);
if (LastStockTime.ContainsKey(td.SecInfo.Key))
{
LastStockTime[td.SecInfo.Key] = td.Time.TimeOfDay.ToString();
}
else
{
LastStockTime.Add(td.SecInfo.Key, td.Time.TimeOfDay.ToString());
}
if (SaveData)
{
_dataQueue.Enqueue(td);
}
ReceiveTickCount += 1;
}
public virtual CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
TickData tick = CurrentStockData.GetTick(kcd.Si);
if (kcd.OverTime())
{
if (kcd.TradeType == PolicyTradeType.Open) //入场单
{
cda.Cancel = true;
cda.ZhuiDan = false;
}
else//出场单
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Last;
}
}
return(cda);
}
public override CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
TickData tick = CurrentStockData.GetTick(kcd.Si);
if (kcd.OverTime())
{
if (kcd.OpenType == OpenType.Buy)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Ask;
}
else
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Bid;
}
}
return(cda);
}
public override CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
cda.Tsopt = TradeSendOrderPriceType.Limit;
TickData tick = CurrentStockData.GetTick(kcd.Si);
if (kcd.OverTime())
{
if ((kcd.OpenType == OpenType.KaiDuo || kcd.OpenType == OpenType.PingKong) && kcd.OrderPrice != tick.Ask)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Ask;
}
else if ((kcd.OpenType == OpenType.KaiKong || kcd.OpenType == OpenType.PingDuo) && kcd.OrderPrice != tick.Bid)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Bid;
}
}
return(cda);
}
protected override void dataReceiver_Data_Arrival(object sender, StockData.TickData tickdata)
{
if (tickdata.Code == string.Empty)
{
IsSimulateFinished = true;
HistoryFinished();
LiveDataUpdate(tickdata);
}
else
{
if (currentDay != tickdata.Time.Date)
{
currentDay = tickdata.Time.Date;
this.Reset();
}
if (tickdata.Last == 0)
{
return;
}
currentTick = tickdata;
eosusdt = CurrentStockData.GetTick(eosusdtsi);
eosbtc = CurrentStockData.GetTick(eosbtcsi);
liveDataProcessor.ReceiveTick(tickdata);
if (this.SecInfo.isLive(tickdata.Time.TimeOfDay))
{
if (IsSimulateFinished || (!IsSimulateFinished && !tickdata.IsReal))
{
if (Math.Abs((tickdata.Time - eosbtc.Time).Seconds) <= 1 && Math.Abs((tickdata.Time - eosusdt.Time).Seconds) <= 1 && Math.Abs((eosusdt.Time - eosbtc.Time).Seconds) <= 1)
{
if (CanOpen())
{
double a = eosusdt.Bid - tickdata.Ask * eosbtc.Ask;
double b = tickdata.Bid * eosbtc.Bid - eosusdt.Ask;
double ChengBenAndLiRun = (eosusdt.Last) * (0.0006 + 0.0002);
if (a > ChengBenAndLiRun)
{
Console.WriteLine(string.Format("{3}-a开仓,时间：{0},价格A：{1}，成本C：{2}", DateTime.Now.ToLongTimeString(), a, ChengBenAndLiRun, SecInfo.Code + "%" + eosusdtsi.Code + "%" + eosbtc.Code));
//EosBtcStatus = false;
//OpenArgs oa = new OpenArgs(
// eosbtc.Ask,
// parameter.qty,
// OpenType.Buy,
// eosbtcsi,
// eosbtc,
// "");
//OpenDelete od = new OpenDelete(OpenThread);
//od.BeginInvoke(oa, null, null);
}
if (b > ChengBenAndLiRun)
{
Console.WriteLine(string.Format("{3}-b开仓,时间：{0},价格B：{1}，成本C：{2}", DateTime.Now.ToLongTimeString(), b, ChengBenAndLiRun, SecInfo.Code + "%" + eosusdtsi.Code + "%" + eosbtc.Code));
//EosBtcStatus = false;
//OpenArgs oa = new OpenArgs(
// eosbtc.Bid,
// parameter.qty,
// OpenType.Sell,
// eosbtcsi,
// eosbtc,
// "");
//OpenDelete od = new OpenDelete(OpenThread);
//od.BeginInvoke(oa, null, null);
}
}
}
}
}
LiveDataUpdate(tickdata);
if (parameter.IsReal)
{
try
{
UpdateChart();
}
catch { }
}
}
}
protected override void dataReceiver_Data_Arrival(object sender, StockData.TickData tickdata)
{
if (tickdata.Code == string.Empty)
{
IsSimulateFinished = true;
HistoryFinished();
LiveDataUpdate(tickdata);
}
else
{
if (currentDay != tickdata.Time.Date)
{
loseArr.Add(loseCount);
currentDay = tickdata.Time.Date;
this.Reset();
}
currentTick = tickdata;
SecondTick = CurrentStockData.GetTick(SecondSi);
liveDataProcessor.ReceiveTick(tickdata);
if (this.SecInfo.isLive(tickdata.Time.TimeOfDay))
{
if (IsSimulateFinished || (!IsSimulateFinished && !tickdata.IsReal))
{
if (CanOpen())
{
if (Math.Abs((tickdata.Time - SecondTick.Time).Seconds) <= 1)
{
double a = tickdata.Bid - SecondTick.Ask;
double b = (tickdata.Bid * parameter.Fee + SecondTick.Ask * parameter.SecondFee + tickdata.Last * parameter.Lirun);
double c = SecondTick.Bid - tickdata.Ask;
double d = (tickdata.Ask * parameter.Fee + SecondTick.Bid * parameter.SecondFee + tickdata.Last * parameter.Lirun);
List <CurrentBanalce> ACBS = CurrentBalances.getCurrentBalance(SecInfo.Market);
List <CurrentBanalce> BCBS = CurrentBalances.getCurrentBalance(parameter.SecondMarket);
foreach (CurrentBanalce aCBS in ACBS)
{
if (aCBS.Code.ToUpper() == parameter.Code.ToUpper() || aCBS.Code.ToUpper() == parameter.Code.ToUpper() + "-SPOT")
{
if (aCBS.Ava > parameter.Qty * 2)
{
Code1AtoB = true;
}
else
{
Code1AtoB = false;
}
}
if (aCBS.Code.ToUpper() == parameter.Code2.ToUpper() || aCBS.Code.ToUpper() == parameter.Code2.ToUpper() + "-SPOT")
{
if (aCBS.Ava > parameter.Qty * tickdata.Last * 2)
{
Code2BtoA = true;
}
else
{
Code2BtoA = false;
}
}
}
foreach (CurrentBanalce bCBS in BCBS)
{
if (bCBS.Code.ToUpper() == parameter.Code.ToUpper() || bCBS.Code.ToUpper() == parameter.Code.ToUpper() + "-SPOT")
{
if (bCBS.Ava > parameter.Qty * 2)
{
Code1BtoA = true;
}
else
{
Code1BtoA = false;
}
}
if (bCBS.Code.ToUpper() == parameter.Code2.ToUpper() || bCBS.Code.ToUpper() == parameter.Code2.ToUpper() + "-SPOT")
{
if (bCBS.Ava > parameter.Qty * tickdata.Last * 2)
{
Code2AtoB = true;
}
else
{
Code2AtoB = false;
}
}
}
if (a > b)
{
if (Code1AtoB && Code2AtoB)
{
firstDeal = false;
secondDeal = false;
string tr = DateTime.Now.ToString("yyyyMMddHHmmss") + Rand6Int().ToString();
OpenArgs oa = new OpenArgs(
tickdata.Bid - parameter.HuaDian,
parameter.qty,
OpenType.Sell,
SecInfo,
tickdata,
tr);
OpenDelete od = new OpenDelete(OpenThread);
od.BeginInvoke(oa, null, null);
OpenArgs oa2 = new OpenArgs(
SecondTick.Ask + parameter.HuaDian,
parameter.qty,
OpenType.Buy,
SecondSi,
SecondTick,
tr);
OpenDelete od2 = new OpenDelete(OpenThread);
od2.BeginInvoke(oa2, null, null);
}
else
{
loseCount += 1;
}
}
if (c > d)
{
if (Code1BtoA && Code2BtoA)
{
firstDeal = false;
secondDeal = false;
string tr = DateTime.Now.ToString("yyyyMMddHHmmss") + Rand6Int().ToString();
OpenArgs oa = new OpenArgs(
tickdata.Ask + parameter.HuaDian,
parameter.qty,
OpenType.Buy,
SecInfo,
tickdata,
tr);
OpenDelete od = new OpenDelete(OpenThread);
od.BeginInvoke(oa, null, null);
OpenArgs oa2 = new OpenArgs(
SecondTick.Bid - parameter.HuaDian,
parameter.qty,
OpenType.Sell,
SecondSi,
SecondTick,
tr);
OpenDelete od2 = new OpenDelete(OpenThread);
od2.BeginInvoke(oa2, null, null);
}
else
{
loseCount += 1;
}
}
}
}
}
}
LiveDataUpdate(tickdata);
}
}
