private void RunPolicies(SecurityInfo si, bool getCount)
{
for (int i = 0; i < barIntervals.Count; i++)
{
for (int barCount = btParameter.BarCountFrom; barCount <= btParameter.BarCountTo; barCount += btParameter.BarCountStep)
{
for (double ZhiYingBeiShu = btParameter.ZhiYingBeiShuFrom; ZhiYingBeiShu <= btParameter.ZhiYingBeiShuTo; ZhiYingBeiShu += btParameter.ZhiYingBeiShuStep)
{
for (double HuiCheBiLi = btParameter.HuiCheBiLiFrom; HuiCheBiLi <= btParameter.HuiCheBiLiTo; HuiCheBiLi += btParameter.HuiCheBiLiStep)
{
for (double ZhiSunBiLi = btParameter.ZhiSunBiLiFrom; ZhiSunBiLi <= btParameter.ZhiSunBiLiTo; ZhiSunBiLi += btParameter.ZhiSunBiLiStep)
{
Parameter parameter = new Parameter();
parameter.DebugModel = true;
parameter.BarInteval = barIntervals[i];
parameter.BarCount = barCount;
parameter.ZhiYingBeiShu = ZhiYingBeiShu;
parameter.HuiCheBiLi = HuiCheBiLi;
parameter.ZhiSunBiLi = ZhiSunBiLi;
parameter.IsReal = false;
parameter.StartDate = btParameter.StartDate;
parameter.EndDate = btParameter.EndDate;
parameter.qty = btParameter.Qty;
PolicyProperties pp = new PolicyProperties();
pp.IsLianDong = false;
pp.IsSim = true;
Policy p = new Policy(si, parameter, pp);
policys.Add(p);
}
}
}
}
}
}
private void btn_stock_Click(object sender, EventArgs e)
{
inifile.WriteString("daterange", "fromdate", this.dateTimePicker1.Value.Date.ToString("yyyy-MM-dd"));
inifile.WriteString("daterange", "todate", this.dateTimePicker2.Value.Date.ToString("yyyy-MM-dd"));
List <RunningPolicy> policies = new List <RunningPolicy>();
for (int i = 0; i < this.grid_stocks.Rows.Count; i++)
{
string code = this.grid_stocks.Rows[i].Cells[0].Value.ToString().Trim();
string name = this.grid_stocks.Rows[i].Cells[1].Value.ToString().Trim();
string market = this.grid_stocks.Rows[i].Cells[2].Value.ToString();
SecurityInfo si = GlobalValue.GetFutureByCodeAndMarket(code, market);
string programname = this.grid_stocks.Rows[i].Cells[5].Value.ToString();
string dllname = programname.Substring(0, programname.Length - 4);
Assembly assembly = ((GridRowTag)this.grid_stocks.Rows[i].Tag).assembly;
Type ClassPolicy = assembly.GetType(string.Format("{0}.Policy", dllname));
Object o = ((GridRowTag)this.grid_stocks.Rows[i].Tag).parameter;
PolicyProperties pp = new PolicyProperties();
pp.Account = string.Empty;
pp.IsLianDong = false;
pp.IsSim = true;
Object ObjectPolicy = assembly.CreateInstance(ClassPolicy.FullName, true, BindingFlags.CreateInstance, null, new object[] { si, o, pp }, null, null);
policies.Add((RunningPolicy)ObjectPolicy);
}
this.MainForm.AddStock(policies);
this.Close();
}
public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
this.policyName = string.Format("{0}%{1}%{2}%{3}", PName, si.Code, parameter.Bz1, parameter.Bz2);
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.MinValue.Date;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
//isOpened = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
lockObject = new object();
this.isLiveDataProcessor = true;
MomList = new List <double>();
MomAbsList = new List <double>();
DieBars = new List <DieBar>();
tps = new List <TradePoints>();
lock_tps = new object();
eosusdtsi = GlobalValue.GetFutureByCodeAndMarket(parameter.Bz1, si.Market);
eosbtcsi = GlobalValue.GetFutureByCodeAndMarket(parameter.Bz2, si.Market);
}
public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
string name = PName;
this.policyName = name;
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.Now;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
this.isLiveDataProcessor = true;
tps = new ConcurrentDictionary <Guid, PTradePoints>();
if (!parameter.DebugModel)
{
InitArgs();
}
}
public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
this.policyName = PName;
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.Now;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
//isOpened = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
this.isLiveDataProcessor = true;
tps = new ConcurrentDictionary <Guid, TradePoints>();
SecondSi = GlobalValue.GetFutureByCodeAndMarket(parameter.SecondCode, parameter.SecondMarket);
SecondTick = new TickData();
}
public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
this.policyName = PName + "-" + parameter.BarInteval + "-" + parameter.BarCount + "-" + parameter.TimeCycle.ToString() + "-" + parameter.ZhiYingBeiShu.ToString();
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.Now;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
//isOpened = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
this.isLiveDataProcessor = true;
tps = new ConcurrentDictionary <Guid, PTradePoints>();
}
private void cbt_ok_Click(object sender, EventArgs e)
{
List <RunningPolicy> policies = new List <RunningPolicy>();
//for (int i = 0; i < this.grid_stocks.Rows.Count; i++)
//{
// string code = this.grid_stocks.Rows[i].Cells[0].Value.ToString().Trim();
// string name = this.grid_stocks.Rows[i].Cells[1].Value.ToString().Trim();
// byte market = System.Convert.ToByte(this.grid_stocks.Rows[i].Cells[2].Value);
// SecurityInfo si = new SecurityInfo(code, name, market);
// string programname = this.grid_stocks.Rows[i].Cells[5].Value.ToString();
// string dllname = programname.Substring(0, programname.Length - 4);
// Assembly assembly = ((GridRowTag)this.grid_stocks.Rows[i].Tag).assembly;
// Type ClassPolicy = assembly.GetType(string.Format("{0}.Policy", dllname));
// Object o = ((GridRowTag)this.grid_stocks.Rows[i].Tag).parameter;
// PolicyProperties pp = new PolicyProperties();
// pp.IsLianDong = false;
// pp.IsSim = isSim;
// pp.Account = stockAccount;
// Object ObjectPolicy = assembly.CreateInstance(ClassPolicy.FullName, true, BindingFlags.CreateInstance, null, new object[] { si, o, pp }, null, null);
// policies.Add((RunningPolicy)ObjectPolicy);
//}
for (int i = grid_stockX.Rows.Fixed; i < this.grid_stockX.Rows.Count; i++)
{
string code = this.grid_stockX.Rows[i][0].ToString();
string name = this.grid_stockX.Rows[i][1].ToString();
string market = this.grid_stockX.Rows[i][2].ToString();
SecurityInfo si = GlobalValue.GetFutureByCodeAndMarket(code, market);
string programname = this.grid_stockX.Rows[i][5].ToString();
string dllname = programname.Substring(0, programname.Length - 4);
Assembly assembly = ((GridRowTag)this.grid_stockX.Rows[i].UserData).assembly;
Type ClassPolicy = assembly.GetType(string.Format("{0}.Policy", dllname));
object o = ((GridRowTag)this.grid_stockX.Rows[i].UserData).parameter;
PolicyProperties pp = new PolicyProperties();
pp.IsLianDong = false;
pp.IsSim = isSim;
pp.Account = stockAccount;
Object ObjectPolicy = assembly.CreateInstance(ClassPolicy.FullName, true, BindingFlags.CreateInstance, null, new object[] { si, o, pp }, null, null);
policies.Add((RunningPolicy)ObjectPolicy);
}
AddPolicies(policies);
//this.MainForm.AddStock(policies);
this.Close();
}
public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
this.policyName = string.Format("{0}-{1}s-{2}-{3}-{4}", PName, rpp.BarInteval.ToString(), rpp.BarCountIn.ToString(), rpp.Ratio.ToString(), rpp.CodeName);
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
LiveBarsIn = new List <DieBar>();
LiveBarsOut = new List <DieBar>();
//if (!parameter.Debug)
//if (!parameter.Debug)
//{
//LoadHistoryBars();
//}
//LoadHistoryBars();
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.MinValue.Date;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
//isOpened = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
lockObject = new object();
this.isLiveDataProcessor = true;
tps = new List <TradePoints>();
lock_tps = new object();
signInHighPrice = 0;
signOutHighPrice = 0;
signInLowPrice = 1000000;
signOutLowPrice = 1000000;
Ratio = 0;
}
private void RunPolicies(SecurityInfo si, bool getCount)
{
for (int BarInteval = btParameter.BarIntevalFrom; BarInteval < btParameter.BarIntevalTo; BarInteval += btParameter.BarIntevalStep)
{
for (int BarCountIn = btParameter.BarCountInFrom; BarCountIn < btParameter.BarCountInTo; BarCountIn += btParameter.BarIntevalStep)
{
for (int BarCountOut = btParameter.BarCountOutFrom; BarCountOut < btParameter.BarCountOutTo; BarCountOut += btParameter.BarCountOutStep)
{
for (decimal Ratio = (decimal)btParameter.RatioFrom; Ratio < (decimal)btParameter.RatioTo; Ratio += (decimal)btParameter.RatioStep)
{
Parameter parameter = new Parameter();
parameter.StartTime = new TimeSpan(0, 0, 0);
parameter.EndTime = new TimeSpan(23, 59, 59);
parameter.BarInteval = 60;
parameter.Fee = btParameter.Fee;
parameter.Debug = true;
parameter.BarInteval = BarInteval;
parameter.BarCountIn = BarCountIn;
parameter.BarCountOut = BarCountOut;
parameter.Ratio = (double)Ratio;
//parameter.BarInteval = BarInteval;
parameter.IsReal = false;
parameter.StartDate = btParameter.StartDate;
parameter.EndDate = btParameter.EndDate;
parameter.qty = btParameter.Qty;
PolicyProperties pp = new PolicyProperties();
pp.IsLianDong = false;
pp.IsSim = true;
Policy p = new Policy(si, parameter, pp);
policys.Add(p);
}
}
}
}
}
public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
string name = PName + "-" + parameter.BarInteval.ToString() + "-" + parameter.BarCount.ToString() + "-" + parameter.ZhiYingBeiShu.ToString() + "-" + parameter.HuiCheBiLi.ToString() + "-" + parameter.ZhiSunBiLi.ToString();
name = name.Replace(".", "");
this.policyName = name;
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.Now;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
//isOpened = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
this.isLiveDataProcessor = true;
tps = new ConcurrentDictionary <Guid, PTradePoints>();
ArrayX = new double[parameter.BarCount];
for (int i = 0; i < parameter.BarCount; i++)
{
ArrayX[i] = i;
}
if (!parameter.DebugModel)
{
InitArgs();
}
}
private void RunPolicies(SecurityInfo si, bool getCount)
{
for (int timeCycle = btParameter.TimeCycleFrom; timeCycle <= btParameter.TimeCycleTo; timeCycle += btParameter.TimeCycleStep)
{
for (double zhiYingBeiShu = btParameter.ZhiYingBeiShuFrom; zhiYingBeiShu <= btParameter.ZhiYingBeiShuTo; zhiYingBeiShu += btParameter.ZhiYingBeiShuStep)
{
for (int barCount = btParameter.BarCountFrom; barCount <= btParameter.BarCountTo; barCount += btParameter.BarCountStep)
{
for (int i = 0; i < BarIntevals.Count; i++)
{
if (BarIntevals[i] / 60 * barCount < 240)
{
Parameter parameter = new Parameter();
parameter.DebugModel = true;
parameter.TimeCycle = timeCycle;
parameter.ZhiYingBeiShu = zhiYingBeiShu;
parameter.BarCount = barCount;
parameter.BarInteval = BarIntevals[i];
parameter.JiaCangCiShu = 3;
parameter.JiaCangJiaGeBeiShu = 0.5;
//parameter.BarInteval = BarInteval;
parameter.IsReal = false;
parameter.StartDate = btParameter.StartDate;
parameter.EndDate = btParameter.EndDate;
parameter.qty = btParameter.Qty;
PolicyProperties pp = new PolicyProperties();
pp.IsLianDong = false;
pp.IsSim = true;
Policy p = new Policy(si, parameter, pp);
policys.Add(p);
}
}
}
}
}
}
public Policy(SecurityInfo si, Parameter rpp, PolicyProperties pp)
{
this.isSim = pp.IsSim;
this.SecInfo = si;
this.stockAccount = pp.Account;
this.parameter = rpp;
this.policyName = PName + "_" + parameter.EFast.ToString() + "_" + parameter.XFast.ToString() + "_" + parameter.ESlow.ToString() + "_" + parameter.XSlow.ToString();
this.startDate = rpp.StartDate;
this.endDate = rpp.EndDate;
this.inteval = rpp.Inteval;
this.isReal = rpp.IsReal;
this.policyguid = Guid.NewGuid();
LiveBarsIn = new List <DieBar>();
LiveBarsOut = new List <DieBar>();
list_efast = new List <double>();
list_xfast = new List <double>();
list_eslow = new List <double>();
list_xslow = new List <double>();
list_init_all = new List <double>();
last_maefast = 0;
last_maxfast = 0;
last_maeslow = 0;
last_maxslow = 0;
//lastminute = -1;
last_high = 0;
last_low = 9999;
init_high = 0;
init_low = 9999;
has_pull_data = false;
long_position = 0;
short_position = 0;
open_complete = 0;
close_complete = 0;
step = 0;
//if (!parameter.Debug)
//if (parameter.Debug)
//{
// LoadHistoryBars();
//}
initialDataReceiver();
InitialDataProcessor();
currentDay = DateTime.MinValue.Date;
openPoints = new List <OpenPoint>();
IsSimulateFinished = false;
//isOpened = false;
if (rpp.save)
{
SaveParameter(rpp);
}
currentTick = new TickData();
lockObject = new object();
this.isLiveDataProcessor = true;
tps = new List <TradePoints>();
lock_tps = new object();
signInHighPrice = 0;
signOutHighPrice = 0;
signInLowPrice = 1000000;
signOutLowPrice = 1000000;
Ratio = 0;
}
