void rp_PolicyParam_Arrival(object sender, PolicyParamEventArgs args)
//void stockMonitor_StockMonitor_ResultArrival(RunningPolicy policy,StockPolicies.PolicyResultEventArgs args)
{
RunningPolicy policy = (RunningPolicy)sender;
_trader.policyParamChange(policy, args.ParamName, args.ParamValue);
}
internal void AddStock(List <StockPolicies.RunningPolicy> policies)
{
this._policies = policies;
for (int i = 0; i < policies.Count; i++)
{
RunningPolicy rp = policies[i];
grid_realpolicy.Rows.Add();
int row = grid_realpolicy.Rows.Count - 1;
grid_realpolicy.SetCellImage(row, 0, global::EntropyRiseStockTP0.Properties.Resources.Ext_Net_Build_Ext_Net_icons_chart_line);
grid_realpolicy.SetCellImage(row, 8, global::EntropyRiseStockTP0.Properties.Resources.Ext_Net_Build_Ext_Net_icons_cancel);
grid_realpolicy.SetCellImage(row, 9, global::EntropyRiseStockTP0.Properties.Resources.Pause_Normal_Red_16px_560489_easyicon_net);
grid_realpolicy.Rows[row][1] = rp.SecInfo.Code;
grid_realpolicy.Rows[row][2] = rp.SecInfo.Name;
grid_realpolicy.Rows[row][3] = "-";
grid_realpolicy.Rows[row][4] = "-";
grid_realpolicy.Rows[row][5] = "-";
grid_realpolicy.Rows[row][6] = "-";
grid_realpolicy.Rows[row][7] = rp.PolicyName;
grid_realpolicy.Rows[row].UserData = rp;
rp.PolicyMessage_Arrival += rp_PolicyMessage_Arrival;
rp.PolicyResult_Arrival += rp_PolicyResult_Arrival;
rp.PolicyFunCGet_Arrival += rp_PolicyFunCGet_Arrival;
rp_PolicyKeCheArgs_Arrival(rp.kca);
rp.LiveData_Arrival += rp_LiveData_Arrival;
rp.PolicyParam_Arrival += rp_PolicyParam_Arrival;
rp.InitArgs();
Simulator(rp.SecInfo, System.DateTime.Now.Date, System.DateTime.Now.Date, rp.PolicyDataReceiver, 0);
}
}
//策略需要拉取信息
void PolicyFunArraival(object sender, PolicyFunCGetEventArgs args)
{
RunningPolicy policy = (RunningPolicy)sender;
BaseTradeAPI bta = RunningST[args.SecInfo.Market];
var result = bta.GetType().GetMethod(args.FunName).Invoke(bta, args.Parameters);
((RunningPolicy)args.PolicyObject).FunGetResult(args.FunName, result);
}
public void InitialStock(RunningPolicy _policy)
{
this.policy = _policy;
this.lb_stockcode.Text = _policy.SecInfo.Code;
this.lb_stockname.Text = _policy.SecInfo.Name;
this.lb_stockprice.Text = string.Empty;
this.lb_stockpercent.Text = string.Empty;
this.lb_policyname.Text = _policy.PolicyName;
policy.LiveData_Arrival += runningPolicy_LiveData_Arrival;
policy.PolicyResult_Arrival += policy_PolicyResult_Arrival;
policy.PolicyMessage_Arrival += policy_PolicyMessage_Arrival;
}
void stockMonitor_StockMonitor_ResultArrival(RunningPolicy policy, StockPolicies.PolicyResultEventArgs args)
{
if (!args.PairePoint.Closed)
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Opened, args.PairePoint.EnterPoint.OpenQty);
}
else
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Close, args.PairePoint.OutPoint.OpenQty, 0, "1234");
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Closed, args.PairePoint.OutPoint.OpenQty, args.PairePoint.OutPoint.OpenPrice, "1234");
}
updateResult(args);
Write(args);
//updateResult(args);
//Write(args);
}
//策略开仓
void PolicyResultArraival(object sender, PolicyResultEventArgs args)
{
RunningPolicy policy = (RunningPolicy)sender;
if (args.IsSim)
{
if (!args.PairePoint.Closed)
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Opened);
}
else
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Closed);
}
}
else
{
////////////add/////////////
if (!args.IsReal)
{
if (!args.PairePoint.Closed)
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Opened);
}
else
{
policy.Notify(args.PairePoint.TradeGuid, OpenStatus.Closed);
}
}
//////////add end////////////
//if (args.IsReal)
else
{
Trader trader = traders[args.SecInfo.Market];
if (!args.PairePoint.Closed) //开仓
{
trader.policyTrade(args.SecInfo, args.PolicyName1, args.PairePoint, policy, PolicyTradeType.Open);
}
else //平仓
{
trader.policyTrade(args.SecInfo, args.PolicyName1, args.PairePoint, policy, PolicyTradeType.Close);
}
}
}
}
internal void AddStock(List <StockPolicies.RunningPolicy> policies)
{
for (int i = 0; i < policies.Count; i++)
{
//if(stockMonitors.ContainsKey(policies[i].StockCode))
//{
// //结束本次循环，进行下次循环
// continue;
//}
//使用uc_StockMonitor控件接收数据
RunningPolicy rp = policies[i];
rp.CanStart = true;
uc_StockMonitor stockMonitor = new uc_StockMonitor();
stockMonitor.InitialStock(rp);
stockMonitor.Width = panel_stockmonitor.Width;
//设置控件的高度
stockMonitor.Height = 30;
//设置控件上边缘与其容器的工作区上边缘之间的距离
stockMonitor.Top = stockCount * 30 - this.panel_stockmonitor.VerticalScroll.Value;
stockMonitor.Width = panel_stockmonitor.Width - System.Windows.Forms.SystemInformation.VerticalScrollBarWidth * System.Convert.ToInt32(panel_stockmonitor.VerticalScroll.Visible);
//设置控件左边缘与其容器的工作区左边缘之间的距离
stockMonitor.Left = 0;
//添加
stockMonitors.Add(rp.PolicyGuid, stockMonitor);
//数据填充到panel_stockmonitor中
panel_stockmonitor.Controls.Add(stockMonitor);
stockMonitor.StockMonitor_ResultArrival += stockMonitor_StockMonitor_ResultArrival;
stockMonitor.Policy_Remove += stockMonitor_Policy_Remove;
stockCount = stockMonitors.Count;
if (!rp.IsReal)
{
Simulator(rp.SecInfo, rp.StartDate, rp.EndDate, rp.PolicyDataReceiver, rp.Inteval);
}
else
{
}
}
}
private void StartBackTest()
{
DateTime today = btParameter.StartDate.Date;
MarketTimeRange marketRange = MarketTimeRange.getTimeRange(securityInfo.Market);
int totalcount = this.policys.Count;
DataMonitor da = new DataMonitor();
Parallel.For(0, totalcount, (j, LoopState) =>
{
RunningPolicy policy = policys[j];
Guid g = policy.PolicyGuid;
string backtesttitle = policy.getBackTestTitle();
PolicyStarted(new BackTestStartEventArgs(backtesttitle, g));
policy.PolicyResult_Arrival += policy_PolicyResult_Arrival;
});
while (today <= btParameter.EndDate.Date)
{
string name = ConfigFileName.HistoryDataFileName + "\\Okex%" + securityInfo.Code + "%" + today.ToString("yyyyMMdd") + ".csv";
//string name = ConfigFileName.HistoryDataFileName + "\\XBTUSD-" + today.ToString("yyyyMMdd") + ".csv";
PolicyLoading(name);
DataTable tickdatas = CSVFileHelper.OpenCSV(name);
List <TickData> list_tickdata = new List <TickData>();
for (int i = 0; i < tickdatas.Rows.Count; i++)
{
DataRow dr = tickdatas.Rows[i];
DateTime tickTime = System.Convert.ToDateTime(dr["timestamp"].ToString().Replace("D", " ").Substring(0, 23));
//TickData tickdata = TickData.ConvertFromDataRow(dr);
TickData tickdata = new TickData();
tickdata.Code = dr["symbol"].ToString();
tickdata.SecInfo = this.securityInfo;
tickdata.Time = tickTime;
tickdata.Preclose = 0;
tickdata.Open = 0;
tickdata.High = 0;
tickdata.Low = 0;
tickdata.Ask = System.Convert.ToDouble(dr["askPrice"]);
tickdata.Bid = System.Convert.ToDouble(dr["bidPrice"]);
tickdata.Last = (tickdata.Ask + tickdata.Bid) / 2;
tickdata.Volume = 0;
tickdata.Amt = 0;
tickdata.IsReal = false;
tickdata.Asks[0] = tickdata.Ask;
tickdata.Bids[0] = tickdata.Bid;
list_tickdata.Add(tickdata);
}
Parallel.For(0, totalcount, (j, LoopState) =>
{
RunningPolicy policy = policys[j];
//policy.PolicyMessage_Arrival += policy_PolicyMessage_Arrival;
//da.Simulator(tickdatas, policy.PolicyDataReceiver, policy.Inteval);
da.BackSimulator(list_tickdata, policy.PolicyDataReceiver, 0);
PolicyDataFinished();
});
list_tickdata.Clear();
today = today.AddDays(1);
}
Parallel.For(0, totalcount, (j, LoopState) =>
{
Stopwatch sw = new Stopwatch();
RunningPolicy policy = policys[j];
Guid g = policy.PolicyGuid;
PolicyFinished(g, sw.Elapsed);
policy.PolicyResult_Arrival -= policy_PolicyResult_Arrival;
sw.Stop();
});
RaiseFinished(new EventArgs());
}
void rp_LiveData_Arrival(object sender, LiveDataEventArgs args)
{
try
{
if (args.IsReal)
{
RunningPolicy rp = (RunningPolicy)sender;
for (int i = 1; i < grid_realpolicy.Rows.Count; i++)
{
if (((RunningPolicy)grid_realpolicy.Rows[i].UserData).PolicyGuid == rp.PolicyGuid)
{
double lastprice;
double lastbid = 0;
double lastask = 0;
try
{
lastprice = System.Convert.ToDouble(grid_realpolicy.Rows[i][3]);
}
catch
{
lastprice = 0;
}
try
{
lastbid = System.Convert.ToDouble(grid_realpolicy.Rows[i][5]);
}
catch { }
try
{
lastask = System.Convert.ToDouble(grid_realpolicy.Rows[i][6]);
}
catch { }
if (args.CurrentPrice != lastprice || args.Bid != lastbid || args.Ask != lastask)
{
CellStyle ncs;
if (args.PreClose < args.CurrentPrice)
{
grid_realpolicy.SetCellStyle(i, 3, cs_change);
ncs = cs_up;
grid_realpolicy.SetCellStyle(i, 4, cs_up);
}
else if (args.PreClose > args.CurrentPrice)
{
grid_realpolicy.SetCellStyle(i, 3, cs_change);
ncs = cs_down;
grid_realpolicy.SetCellStyle(i, 4, cs_down);
}
else
{
grid_realpolicy.SetCellStyle(i, 3, cs_change);
ncs = cs_even;
grid_realpolicy.SetCellStyle(i, 4, cs_even);
}
if (args.Bid > args.PreClose)
{
grid_realpolicy.SetCellStyle(i, 5, cs_up);
}
else if (args.Bid < args.PreClose)
{
grid_realpolicy.SetCellStyle(i, 5, cs_down);
}
else
{
grid_realpolicy.SetCellStyle(i, 5, cs_even);
}
if (args.Ask > args.PreClose)
{
grid_realpolicy.SetCellStyle(i, 6, cs_up);
}
else if (args.Ask < args.PreClose)
{
grid_realpolicy.SetCellStyle(i, 6, cs_down);
}
else
{
grid_realpolicy.SetCellStyle(i, 6, cs_even);
}
//grid_realpolicy.SetCellStyle(i,3,new C1.Win.C1FlexGrid.CellStyle()
grid_realpolicy.Rows[i][3] = Math.Round(args.CurrentPrice, 8, MidpointRounding.AwayFromZero);
grid_realpolicy.Rows[i][5] = Math.Round(args.Bid, 8, MidpointRounding.AwayFromZero);
grid_realpolicy.Rows[i][6] = Math.Round(args.Ask, 8, MidpointRounding.AwayFromZero);
grid_realpolicy.Rows[i][4] = string.Format("{0}%", Math.Round((args.CurrentPrice - args.PreClose) / args.PreClose * 100, 2, MidpointRounding.AwayFromZero).ToString("0.00"));
ParameterizedThreadStart pts = new ParameterizedThreadStart(reset_grid);
Thread th = new Thread(pts);
th.Start(new ResetObject(i, ncs));
}
break;
}
}
}
}
catch { }
}
