public override void FunGetResult(string funName, object result)
{
JObject res = (JObject)result;
JArray history = (JArray)res["data"];
OpenPrice = System.Convert.ToDouble(history[0][1].ToString());
for (int i = 0; i < history.Count; i++)
{
double high = System.Convert.ToDouble(history[i][2].ToString());
double low = System.Convert.ToDouble(history[i][3].ToString());
DieBar bar = new DieBar();
bar.High = high;
bar.Low = low;
if (high > SighHighPrice)
{
SighHighPrice = high;
}
if (low < SighLowPrice)
{
SighLowPrice = low;
}
LiveBars.Add(bar);
}
if (LiveBars.Count >= parameter.BarCount)
{
StartTrade = true;
RegionHighPrice = SighHighPrice;
RegionLowPrice = SighLowPrice;
}
}
private void LoadHistoryBars()
{
int resolution = parameter.BarInteval;
string nowTime = DateTime.Now.ToString("yyyy-MM-ddTHH:mm:ssZ");
JArray history = TradeAPI.GetKLine(SecInfo, resolution.ToString(), "", nowTime);
for (int i = 1; i < parameter.BarCountIn + 1; i++)
{
DieBar bar = new DieBar();
bar.Open = System.Convert.ToDouble(history[i][1].ToString());
bar.High = System.Convert.ToDouble(history[i][2].ToString());
bar.Low = System.Convert.ToDouble(history[i][3].ToString());
bar.Close = System.Convert.ToDouble(history[i][4].ToString());
LiveBarsIn.Add(bar);
}
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
#region 策略bar逻辑
if (inteval == parameter.BarInteval)
{
if (args.Bar.Finish)
{
if (!InitKaiCangBar)
{
if (LiveBars.Count < parameter.BarCount)
{
DieBar bar = new DieBar();
bar.High = args.Bar.High;
bar.Low = args.Bar.Low;
if (bar.High > SighHighPrice)
{
SighHighPrice = bar.High;
}
if (bar.Low < SighLowPrice)
{
SighLowPrice = bar.Low;
}
LiveBars.Add(bar);
}
else
{
InitKaiCangBar = true;
StartTrade = true;
RegionHighPrice = SighHighPrice;
RegionLowPrice = SighLowPrice;
}
}
else
{
if (args.Bar.High > RegionHighPrice)
{
RegionHighPrice = args.Bar.High;
}
if (args.Bar.Low < RegionLowPrice)
{
RegionLowPrice = args.Bar.Low;
}
if (args.Bar.Close < SighHighPrice && K1)
{
K1 = false;
arriveHigh = false;
}
if (args.Bar.Close > SighLowPrice && K2)
{
K2 = false;
arriveLow = false;
}
if (arriveHigh && !K1)
{
if (args.Bar.Close < args.Bar.Open)
{
if (args.Bar.Close < args.Bar.PreBar.Low)
{
K1 = true;
}
}
}
if (arriveLow && !K2)
{
if (args.Bar.Close > args.Bar.Open)
{
if (args.Bar.Close > args.Bar.PreBar.High)
{
K2 = true;
}
}
}
}
}
}
#endregion
}
void liveDataProcessor_OnLiveBarArrival(object sender, LiveBarArrivalEventArgs args)
{
int inteval = ((LiveBars)sender).Inteval;
if (inteval == parameter.BarInteval)
{
if (LiveBarsIn.Count == 0)
{
LoadHistoryBars();
}
else
{
DieBar bar = new DieBar();
bar.Open = args.Bar.Open;
bar.High = args.Bar.High;
bar.Low = args.Bar.Low;
bar.Close = args.Bar.Close;
bar.Finish = args.Bar.Finish;
if (bar.Close == 0)
{
return;
}
if (LiveBarsIn.Count < parameter.BarCountIn)
{
if (bar.Finish)
{
LiveBarsIn.Add(bar);
}
}
else
{
if (!init)
{
foreach (DieBar tempBar in LiveBarsIn)
{
if (tempBar.High > signInHighPrice)
{
signInHighPrice = tempBar.High;
}
if (tempBar.Low < signInLowPrice)
{
signInLowPrice = tempBar.Low;
}
}
Ratio = ((signInHighPrice - signInLowPrice) / ((signInHighPrice + signInLowPrice) * 0.5)) * 100;
init = true;
}
if (bar.Finish)
{
DieBar removeBar = LiveBarsIn[0];
LiveBarsIn.RemoveAt(0);
LiveBarsIn.Add(bar);
if (bar.High > signInHighPrice)
{
signInHighPrice = bar.High;
}
else
{
if (removeBar.High == signInHighPrice)
{
signInHighPrice = 0;
foreach (DieBar tempBar in LiveBarsIn)
{
if (tempBar.High > signInHighPrice)
{
signInHighPrice = tempBar.High;
}
}
}
}
if (bar.Low < signInLowPrice)
{
signInLowPrice = bar.Low;
}
else
{
if (removeBar.Low == signInLowPrice)
{
signInLowPrice = 1000000;
foreach (DieBar tempBar in LiveBarsIn)
{
if (tempBar.Low < signInLowPrice)
{
signInLowPrice = tempBar.Low;
}
}
}
}
Ratio = ((signInHighPrice - signInLowPrice) / ((signInHighPrice + signInLowPrice) * 0.5)) * 100;
}
}
}
}
}
