public EndPlateMonitorJob(string name, RealPlateMonitor plateMonitor, Job[] needJobs) : base(name, needJobs)
{
this.plateMonitor = plateMonitor;
}
public EndPlateMonitorJob(string name, RealPlateMonitor plateMonitor) : this(name, plateMonitor, null)
{
}
protected override void MarketInit()
{
DateTime curDate = Clock.Now.Date; //策略当前运行时间
Console.WriteLine("日期：" + curDate.ToString("yyyy-MM-dd"));
this.MarketOpen = true;
if (curDate > lastTradeDate)
{
//连接数据提供者
DateTime endDate = curDate.AddYears(1);
//下面返回的交易日历是curDate到endDate前一天为止的交易日历
this.tradeDates = this.getTradeDates("SHSE", curDate.ToString("yyyy-MM-dd"), endDate.ToString("yyyy-MM-dd"));
lastTradeDate = endDate.AddDays(-1);
}
if ((this.tradeDates.Count > 0) && (!this.tradeDates.Contains(curDate)))
{
Console.WriteLine("今天不是交易日");
this.MarketOpen = false;
//return;
}
//在实盘模式下需要等待头一天的作业完成，才能市场初始化，进行今天的交易，故而这里设置等待一个信号量
if (this.StrategyMode == StrategyMode.Live)
{
this.autoEvent.WaitOne();
}
/*添加市场并初始化*/
//Marketor marketor=new UpLimitStockMarketor(this);
//marketor.OnInit();
if (this.StrategyMode == StrategyMode.Live)
{
this.closeAllJobSchedules();
//在实盘模式下，进行重连接市场数据提供者和交易提供者
JobSchedule jbs1 = new JobSchedule(this.buildReconnectJobs(),
curDate.Add(new TimeSpan(9, 0, 0)), 5, new TimeSpan(0, 1, 0));
//Clock.Now.AddSeconds(5),5,new TimeSpan(0,1,0));
this.jobSchedules.Add(jbs1);
if (this.plateMonitor is RealPlateMonitor)
{
RealPlateMonitor plateMonitor = (RealPlateMonitor)this.plateMonitor;
//添加启动板块监控作业
DateTime beginTime = curDate.Add(new TimeSpan(9, 15, 0));
DateTime tempTime = Clock.Now.AddSeconds(5);
if (tempTime > beginTime)
{
beginTime = tempTime;
}
JobSchedule jbs2 = new JobSchedule(new BeginPlateMonitorJob("开始板块监控", plateMonitor),
beginTime, 5, new TimeSpan(0, 1, 0));
this.jobSchedules.Add(jbs2);
//添加结束板块监控作业
JobSchedule jbs3 = new JobSchedule(new EndPlateMonitorJob("结束板块监控", plateMonitor),
curDate.Add(new TimeSpan(15, 10, 0)), 5, new TimeSpan(0, 1, 0));
this.jobSchedules.Add(jbs3);
//添加选择股票入场作业
JobSchedule jbs4 = new JobSchedule(new EntryJob("买入证券作业", plateMonitor, this, this.tradeManager),
curDate.Add(new TimeSpan(11, 0, 0)), 10, new TimeSpan(0, 20, 0));
this.jobSchedules.Add(jbs4);
}
//在实盘模式下，调度每天要进行额外的作业，作业完成后发出一个信号量，通知可以进行下一天的交易
JobSchedule jbs5 = new JobSchedule(this.buildDayJobs(), curDate.Add(new TimeSpan(22, 40, 0))
, 5, new TimeSpan(0, 20, 0), this.autoEvent);
this.jobSchedules.Add(jbs5);
}
}
static void Main(string[] args)
{
// TO DO: Add your code here
bool liveMode = true;
PlateMonitorForm monitorForm = null;
HotPlateTradeStrategy myStrategy = null;
if (liveMode)
{
monitorForm = new PlateMonitorForm();
GMRealTimeProvider provider = (GMRealTimeProvider)ProviderManager.MarketDataProviders["GMRealTimeProvider"];
RealPlateMonitor plateMonitor = new RealPlateMonitor(provider, @"D:\eastmoney\swc8", monitorForm);
myStrategy = new HotPlateTradeStrategy(plateMonitor);
myStrategy.StrategyMode = StrategyMode.Live;
myStrategy.MarketDataProvider = provider;
myStrategy.ExecutionProvider = ProviderManager.ExecutionSimulator;
myStrategy.ResetPortfolio = false;
//myStrategy.SaveOrders=true;//是否保存委托订单
myStrategy.Portfolio.Persistent = true; //是否保存投资组合
}
else
{
myStrategy = new HotPlateTradeStrategy(null);
myStrategy.ResetPortfolio = false; //每次运行是否重置投资组合
myStrategy.CheckBuyPower = true;
myStrategy.SimulationEntryDate = new DateTime(2017, 1, 1);
myStrategy.SimulationExitDate = new DateTime(2017, 1, 31);
}
myStrategy.SimulationCash = 100000;
Thread aThread = new Thread(new ThreadStart(myStrategy.Start));
if (aThread.ThreadState == ThreadState.Unstarted)
{
aThread.Start();
}
if (monitorForm != null)
{
Application.Run(monitorForm);
}
else
{
MessageBox.Show("Press OK to stop ATS", "SmartQuant Automation", MessageBoxButtons.OK, MessageBoxIcon.Information);
}
myStrategy.Stop();
aThread.Abort();
aThread.Join();
/*GraphShowForm showForm=new GraphShowForm();
* DateTime curDate=Clock.Now.Date;
* string symbol="SZSE.300503";
* Instrument inst=InstrumentManager.Instruments[symbol];
* ISeriesObject[] dailyBars=Util.GetNDailiesBeforeDate(inst,curDate,60);
* if (dailyBars.Length>0){
* Util.AdjustDailys(dailyBars);//向前复权
* double[] inputs=new double[60];
* double[] outputs=new double[60];
* double basePrice=((GMDaily)dailyBars[0]).Amount/((GMDaily)dailyBars[0]).Volume;
* for(int i=0;i<dailyBars.Length;i++){
* inputs[i]=i;
* outputs[i]=((GMDaily)dailyBars[i]).Amount/((GMDaily)dailyBars[i]).Volume;
* outputs[i]=(outputs[i]/basePrice-1)*100;
* }
* PatternRecognition pr=new PatternRecognition(showForm);
* RecognitionState ret=pr.Recognition(inputs,outputs);
* Console.WriteLine("slope={0},shape={1},speed={2}",ret.Slope,ret.Shape,ret.Speed);
* Application.Run(showForm);
* }else {
* Console.WriteLine("no data.");
* }*/
Console.WriteLine("Strategy Stopped!");
}
public EntryJob(string name, RealPlateMonitor plateMonitor, Strategy strategy)
: this(name, plateMonitor, strategy, null, null)
{
}
public EntryJob(string name, RealPlateMonitor plateMonitor, Strategy strategy, TradeManager tradeManager)
: this(name, plateMonitor, strategy, tradeManager, null)
{
}
public EntryJob(string name, RealPlateMonitor plateMonitor, Strategy strategy, TradeManager tradeManager, Job[] needJobs) : base(name, needJobs)
{
this.plateMonitor = plateMonitor;
this.strategy = strategy;
this.tradeManager = tradeManager;
}
