public override void OnReceiveEvent(string[] param)
{
if (int.TryParse(param[6], out int volume))
{
slim.Wait();
SendConsecutive?.Invoke(this, new SendConsecutive(new Charts
{
Date = param[0],
Price = param[1].StartsWith("-") ? param[1].Substring(1) : param[1],
Volume = volume
}));
if (slim.Release() > 0)
{
Console.WriteLine(string.Concat(GetType().FullName, '_', Code));
}
}
if (param.Length == 0x20 && double.TryParse(param[1].StartsWith("-") ? param[1].Substring(1) : param[1], out double price))
{
Current = price;
Revenue = (long)((price - Purchase) * Quantity * TransactionMultiplier);
Rate = (price / Purchase - 1) * (Quantity > 0 ? 1 : -1);
}
else if (int.TryParse(param[1].StartsWith("-") ? param[1].Substring(1) : param[1], out int current))
{
Current = current;
Revenue = (current - Purchase) * Quantity;
Rate = current / (double)Purchase - 1;
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count)));
}
public override void OnReceiveEvent(string[] param)
{
if (int.TryParse(string.Concat(param[8], param[9]), out int volume))
{
SendConsecutive?.Invoke(this, new SendConsecutive(new Charts
{
Date = param[0],
Price = param[4],
Volume = volume
}));
}
if (double.TryParse(param[4], out double current))
{
Current = current;
Revenue = (long)((current - (Purchase ?? 0D)) * Quantity * transactionMultiplier);
Rate = (Quantity > 0 ? current / (double)Purchase : Purchase / (double)current) - 1;
if (OrderNumber.Count > 0 && strategics is TrendFollowingBasicFutures && OrderNumber.ContainsValue(Bid) == false && OrderNumber.ContainsValue(Offer) == false)
{
foreach (var kv in OrderNumber)
{
if (kv.Value < Bid || kv.Value > Offer)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order
{
FnoIsuNo = Code,
OrgOrdNo = kv.Key,
OrdQty = "1"
}));
}
}
}
}
if (param[0].CompareTo(end) > 0 && uint.TryParse(param[0], out uint remain) && (RollOver == false || Temporary.RemainingDay.Contains(remain)))
{
var quantity = Math.Abs(Quantity);
RollOver = Temporary.RemainingDay.Remove(remain);
if (RollOver == false)
{
RollOver = true;
}
while (quantity > 0)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order
{
FnoIsuNo = Code,
BnsTpCode = Quantity > 0 ? "1" : "2",
FnoOrdprcPtnCode = ((int)Catalog.XingAPI.FnoOrdprcPtnCode.시장가).ToString("D2"),
OrdPrc = Purchase.ToString("F2"),
OrdQty = "1"
}));
quantity--;
}
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count)));
}
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, double peek)
{
switch (strategics)
{
case TrendsInValuation tv:
var interval = e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int hour) ? hour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int minute) ? minute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int second) ? second : DateTime.Now.Second) : DateTime.Now;
if (tv.TradingAddtionalQuantity > 0 && Bid < peek * (1 - tv.AdditionalPosition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder && (tv.AddtionalInterval == 0 || tv.AddtionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tv.Code, tv.TradingAddtionalQuantity, Bid, string.Empty)));
WaitOrder = false;
if (tv.AddtionalInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(tv.AddtionalInterval, interval);
}
}
else if (tv.TradingSubtractionalQuantity > 0 && Offer > peek * (1 + tv.SubtractionalPosition) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder && (tv.SubtractionalInterval == 0 || tv.SubtractionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tv.Code, tv.TradingSubtractionalQuantity, Offer, string.Empty)));
WaitOrder = false;
if (tv.SubtractionalInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(tv.SubtractionalInterval, interval);
}
}
break;
case TrendsInStockPrices ts:
if (ts.Setting.Equals(Interface.Setting.Short) == false && Bid < peek * (1 - ts.AdditionalPurchase) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, ts.Code, ts.Quantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (ts.Setting.Equals(Interface.Setting.Long) == false && Offer > peek * (1 + ts.RealizeProfit) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, ts.Code, ts.Quantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
case TrendToCashflow tc:
if (tc.TradingQuantity > 0 && Bid < peek * (1 - tc.PositionAddition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tc.Code, tc.TradingQuantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (tc.TradingQuantity > 0 && Offer > peek * (1 + tc.PositionRevenue) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tc.Code, tc.TradingQuantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
}
Base = peek;
Secondary = gap;
}
public override void OnReceiveEvent(string time, string price, string volume)
{
if (int.TryParse(volume, out int vol))
{
var consecutive = new SendConsecutive(time, price, vol);
Consecutive?.Invoke(this, consecutive);
if (Current != consecutive.Price)
{
Revenue = (long)((consecutive.Price - Purchase) * Quantity);
Rate = consecutive.Price / (double)Purchase - 1;
Current = consecutive.Price;
}
}
}
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, int minute)
{
switch (strategics)
{
case TrendFollowingBasicFutures tf:
if (minute == 0x5A0)
{
if (WaitOrder && (e.Date.CompareTo(cme) > 0 || e.Date.CompareTo(eurex) < 0 || e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0) &&
(gap > 0 ? tf.QuantityLong - Quantity > 0 : tf.QuantityShort + Quantity > 0) &&
(gap > 0 ? e.Volume > tf.ReactionLong : e.Volume < -tf.ReactionShort) &&
(gap > 0 ? e.Volume + Secondary > e.Volume : e.Volume + Secondary < e.Volume) && OrderNumber.Count == 0)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order
{
FnoIsuNo = Code,
BnsTpCode = gap > 0 ? "2" : "1",
FnoOrdprcPtnCode
= e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 ? ((int)Catalog.XingAPI.FnoOrdprcPtnCode.지정가).ToString("D2") : ((int)Catalog.XingAPI.ErxPrcCndiTpCode.지정가).ToString("D1"),
OrdPrc = (gap > 0 ? Offer : Bid).ToString("F2"),
OrdQty = "1"
}));
WaitOrder = false;
}
Base = gap;
}
else
{
if (WaitOrder && (e.Date.CompareTo(cme) > 0 || e.Date.CompareTo(eurex) < 0 || e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0) &&
(tf.QuantityShort + Quantity < 0 && Base < 0 || Base > 0 && Quantity - tf.QuantityLong > 0) &&
Revenue / Math.Abs(Quantity) > 0x927C)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order
{
FnoIsuNo = Code,
BnsTpCode = Quantity > 0 ? "1" : "2",
FnoOrdprcPtnCode
= e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 ? ((int)Catalog.XingAPI.FnoOrdprcPtnCode.시장가).ToString("D2") : ((int)Catalog.XingAPI.ErxPrcCndiTpCode.시장가).ToString("D1"),
OrdPrc = (Quantity > 0 ? Bid : Offer).ToString("F2"),
OrdQty = "1"
}));
WaitOrder = false;
}
Secondary = gap;
}
break;
}
}
public override void OnReceiveEvent(string[] param)
{
if (int.TryParse(string.Concat(param[8], param[9]), out int volume))
{
SendConsecutive?.Invoke(this, new SendConsecutive(new Charts
{
Date = param[0],
Price = param[4],
Volume = volume
}));
}
if (double.TryParse(param[4], out double current))
{
Current = current;
Revenue = (long)((current - Purchase) * Quantity * transactionMutiplier);
Rate = (Quantity > 0 ? current / (double)Purchase : Purchase / (double)current) - 1;
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count)));
}
public override void OnReceiveEvent(string[] param)
{
if (int.TryParse(param[6], out int volume))
{
SendConsecutive?.Invoke(this, new SendConsecutive(new Charts
{
Date = param[0],
Price = param[1].StartsWith("-") ? param[1].Substring(1) : param[1],
Volume = volume
}));
}
if (int.TryParse(param[1].StartsWith("-") ? param[1].Substring(1) : param[1], out int current))
{
Current = current;
Revenue = (current - Purchase) * Quantity;
Rate = current / (double)Purchase - 1;
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count)));
}
public override void OnReceiveDrawChart(object sender, SendConsecutive e)
{
if (GetCheckOnDate(e.Date))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Trend.Push(Trend.Count > 0 ? EMA.Make(Line.Item3, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
Short.Push(Short.Count > 0 ? EMA.Make(Line.Item1, Short.Count, e.Price, Short.Peek()) : EMA.Make(e.Price));
Long.Push(Long.Count > 0 ? EMA.Make(Line.Item2, Long.Count, e.Price, Long.Peek()) : EMA.Make(e.Price));
if (e.Volume != 0 && e.Date.Length > 8 && Short.Count > 1 && Long.Count > 1)
{
double popShort = Short.Pop(), popLong = Long.Pop(), gap = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
var date = e.Date.Substring(6, 4);
if (date.CompareTo(Base.Start) > 0 && date.CompareTo(Base.Transmit) < 0 && Strategics is Catalog.TrendsToCashflow tc &&
DateTime.TryParseExact(e.Date.Substring(0, 12), Base.FullDateFormat, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime cInterval))
{
if (Balance.Quantity > tc.ReservationQuantity - 1 && (Offer ?? int.MaxValue) < e.Price &&
OrderNumber.Any(o => o.Key[0] == '8' && o.Value == e.Price - GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * tc.ReservationQuantity * (Commission + Base.Tax));
Balance.Revenue += (long)((e.Price - (Balance.Purchase ?? 0D)) * tc.ReservationQuantity);
Balance.Quantity -= tc.ReservationQuantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("8") && o.Value == e.Price - GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key))
{
Capital -= profit.Value * tc.ReservationQuantity;
Offer = profit.Value;
}
}
else if ((Bid ?? int.MinValue) > e.Price && OrderNumber.Any(o => o.Key[0] == '7' && o.Value == e.Price + GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * Commission * tc.ReservationQuantity);
Balance.Purchase
= (double)((e.Price * tc.ReservationQuantity + (Balance.Purchase ?? 0D) * Balance.Quantity) / (Balance.Quantity + tc.ReservationQuantity));
Balance.Quantity += tc.ReservationQuantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("7") && o.Value == e.Price + GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key))
{
Capital += profit.Value * tc.ReservationQuantity;
Bid = profit.Value;
}
}
else if (Balance.Quantity > tc.TradingQuantity - 1 && OrderNumber.Any(o => o.Key[0] == '2' && o.Value == e.Price - GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * tc.TradingQuantity * (Commission + Base.Tax));
Balance.Revenue += (long)((e.Price - (Balance.Purchase ?? 0D)) * tc.TradingQuantity);
Balance.Quantity -= tc.TradingQuantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key))
{
Capital -= profit.Value * tc.TradingQuantity;
}
}
else if (OrderNumber.Any(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * Commission * tc.TradingQuantity);
Balance.Purchase = (double)((e.Price * tc.TradingQuantity + (Balance.Purchase ?? 0D) * Balance.Quantity) / (Balance.Quantity + tc.TradingQuantity));
Balance.Quantity += tc.TradingQuantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key))
{
Capital += profit.Value * tc.TradingQuantity;
}
}
else if (Balance.Quantity > tc.TradingQuantity - 1 && OrderNumber.ContainsValue(e.Price) == false &&
e.Price > Trend.Peek() * (1 + tc.PositionRevenue) && e.Price > (Balance.Purchase ?? 0D) &&
gap < 0 && (tc.Interval == 0 || tc.Interval > 0 && cInterval.CompareTo(NextOrderTime) > 0))
{
var unit = GetQuoteUnit(e.Price, Market);
if (OrderNumber.ContainsValue(e.Price + unit) == false)
{
OrderNumber[Base.GetOrderNumber((int)OrderType.신규매도)] = e.Price + unit;
}
if (tc.Interval > 0)
{
NextOrderTime = Base.MeasureTheDelayTime(tc.Interval, cInterval);
}
}
else if (tc.TradingQuantity > 0 && OrderNumber.ContainsValue(e.Price) == false && e.Price < Trend.Peek() * (1 - tc.PositionAddition) &&
gap > 0 && (tc.Interval == 0 || tc.Interval > 0 && cInterval.CompareTo(NextOrderTime) > 0))
{
var unit = GetQuoteUnit(e.Price, Market);
if (OrderNumber.ContainsValue(e.Price - unit) == false)
{
OrderNumber[Base.GetOrderNumber((int)OrderType.신규매수)] = e.Price - unit;
}
if (tc.Interval > 0)
{
NextOrderTime = Base.MeasureTheDelayTime(tc.Interval, cInterval);
}
}
}
else if (date.CompareTo(Base.Transmit) > 0 && Strategics is Catalog.TrendsToCashflow cf)
{
OrderNumber.Clear();
long revenue = Balance.Revenue - CumulativeFee, unrealize = (long)((e.Price - (Balance.Purchase ?? 0D)) * Balance.Quantity);
var avg = EMA.Make(++Accumulative, revenue - TodayRevenue + unrealize - TodayUnrealize, Before);
if (cf.ReservationQuantity > 0 && Balance.Quantity > cf.ReservationQuantity - 1)
{
var stock = Market;
int quantity = Balance.Quantity / cf.ReservationQuantity, price = e.Price, sell = (int)((Balance.Purchase ?? 0D) * (1 + cf.ReservationRevenue)),
buy = (int)((Balance.Purchase ?? 0D) * (1 - cf.Addition)), upper = (int)(price * 1.3), lower = (int)(price * 0.7),
bPrice = Base.GetStartingPrice(lower, stock), sPrice = Base.GetStartingPrice(sell, stock);
sPrice = sPrice < lower ? lower + GetQuoteUnit(sPrice, stock) : sPrice;
while (sPrice < upper && quantity-- > 0)
{
OrderNumber[Base.GetOrderNumber((int)OrderType.예약매도)] = sPrice;
for (int i = 0; i < cf.Unit; i++)
{
sPrice += GetQuoteUnit(sPrice, stock);
}
}
while (bPrice < upper && bPrice < buy)
{
OrderNumber[Base.GetOrderNumber((int)OrderType.예약매수)] = bPrice;
for (int i = 0; i < cf.Unit; i++)
{
bPrice += GetQuoteUnit(bPrice, stock);
}
}
Bid = OrderNumber.Count > 0 && OrderNumber.Any(o => o.Key.StartsWith("7")) ? OrderNumber.Where(o => o.Key.StartsWith("7")).Max(o => o.Value) : 0;
Offer = OrderNumber.Count > 0 && OrderNumber.Any(o => o.Key.StartsWith("8")) ? OrderNumber.Where(o => o.Key.StartsWith("8")).Min(o => o.Value) : 0;
}
SendMessage = new Catalog.Strategics.Statistics
{
Key = string.Concat("TC.", cf.AnalysisType),
Date = e.Date.Substring(0, 6),
Cumulative = revenue + unrealize,
Base = SendMessage.Base > Capital ? SendMessage.Base : Capital,
Statistic = (int)avg,
Price = (int)Trend.Peek()
};
Before = avg;
TodayRevenue = revenue;
TodayUnrealize = unrealize;
}
}
void OnReceiveDrawChart(object sender, SendConsecutive e)
{
int tShort, tLong, tMinute, trend;
switch (strategics)
{
case TrendsInValuation _:
tShort = tv.Short;
tLong = tv.Long;
trend = tv.Trend;
if (GetCheckOnDate(e.Date, 0x5A0))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Trend.Push(Trend.Count > 0 ? EMA.Make(trend, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
tMinute = tv.AddtionalInterval;
break;
case TrendToCashflow _:
tShort = tc.Short;
tLong = tc.Long;
trend = tc.Trend;
if (GetCheckOnDate(e.Date, 0x5A0))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Trend.Push(Trend.Count > 0 ? EMA.Make(trend, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
tMinute = tc.Interval;
break;
case TrendsInStockPrices _:
tShort = ts.Short;
tLong = ts.Long;
trend = ts.Trend;
switch (ts)
{
case TrendsInStockPrices sp when sp.LongShort.Equals(LongShort.Minute) && sp.TrendType.Equals(Interface.Trend.Minute) || sp.LongShort.Equals(LongShort.Day) && sp.TrendType.Equals(Interface.Trend.Day):
if (GetCheckOnDate(e.Date, sp.LongShort.Equals(LongShort.Minute) && sp.TrendType.Equals(Interface.Trend.Minute) ? 1 : 0x5A0))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
break;
case TrendsInStockPrices sp when sp.LongShort.Equals(LongShort.Day) && sp.TrendType.Equals(Interface.Trend.Minute):
if (GetCheckOnDate(e.Date, 1))
Trend.Pop();
if (GetCheckOnDate(e.Date, 0x5A0))
{
Short.Pop();
Long.Pop();
}
break;
case TrendsInStockPrices sp when sp.LongShort.Equals(LongShort.Minute) && sp.TrendType.Equals(Interface.Trend.Day):
if (GetCheckOnDate(e.Date, 0x5A0))
Trend.Pop();
if (GetCheckOnDate(e.Date, 1))
{
Short.Pop();
Long.Pop();
}
break;
}
Trend.Push(Trend.Count > 0 ? EMA.Make(trend, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
tMinute = (int)ts.TrendType;
break;
case TrendFollowingBasicFutures _:
if (GetCheckOnDate(e.Date, tf.Minute))
{
Short.Pop();
Long.Pop();
}
tShort = tf.Short;
tLong = tf.Long;
tMinute = tf.Minute;
break;
case ScenarioAccordingToTrend _:
tShort = st.Short;
tLong = st.Long;
trend = st.Trend;
if (e.Date.Length > 6 && double.IsNaN(Compare) && Trend.Count > 0 && string.IsNullOrEmpty(st.Calendar) == false && (e.Date.Length == 8 ? e.Date.Substring(2) : e.Date.Substring(0, 6)).CompareTo(st.Calendar) >= 0)
{
Compare = Trend.Pop();
if (int.TryParse(e.Date.Length == 8 ? e.Date.Substring(2, 4) : e.Date.Substring(0, 4), out int closest))
{
var baseDate = int.MaxValue;
var temp = string.Empty;
var list = new List <ConvertConsensus>(ho.Consensus.Item1);
list.AddRange(ho.Consensus.Item2);
foreach (var parse in list.OrderByDescending(o => o.Date))
{
if (int.TryParse(parse.Date.Substring(0, 5).Replace(".", string.Empty), out int date) && Math.Abs(date - closest) < baseDate)
{
baseDate = Math.Abs(date - closest);
temp = parse.Date;
}
}
var estimate = new Security(temp, list, st).EstimateThePrice(e.Date, Compare);
if (estimate.Count > 3)
{
ho.EstimatedPrice = estimate;
}
else
{
return;
}
}
Trend.Clear();
}
if (GetCheckOnDate(e.Date, 0x5A0))
{
Short.Pop();
Long.Pop();
if (double.IsNaN(Compare) && Trend.Count > 0)
{
Trend.Pop();
}
}
if (double.IsNaN(Compare))
{
Trend.Push(Trend.Count > 0 ? EMA.Make(trend, Trend.Count, e.Price, Trend.Peek()) : EMA.Make(e.Price));
}
tMinute = st.IntervalInSeconds;
break;
default:
return;
}
Short.Push(Short.Count > 0 ? EMA.Make(tShort, Short.Count, e.Price, Short.Peek()) : EMA.Make(e.Price));
Long.Push(Long.Count > 0 ? EMA.Make(tLong, Long.Count, e.Price, Long.Peek()) : EMA.Make(e.Price));
if (e.Volume != 0 && e.Date.Length != 8 && Short.Count > 1 && Long.Count > 1)
{
double popShort = Short.Pop(), popLong = Long.Pop(), gap = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
switch (sender)
{
case OpenAPI.HoldingStocks os:
os.OnReceiveTrendsInPrices(e, gap, Trend.Peek());
break;
case XingAPI.HoldingStocks xs:
xs.OnReceiveTrendsInPrices(e, gap, tMinute);
break;
case HoldingStocks hs:
hs.OnReceiveTrendsInPrices(e, gap, popShort, popLong, hs.Code.Length == 6 ? (Trend.Count > 0 ? Trend.Peek() : CalculateTheEstimatedPrice(e.Date)) : tMinute);
break;
}
}
}
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, double peek)
{
DateTime interval;
switch (strategics)
{
case SatisfyConditionsAccordingToTrends sc:
interval
= e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int cHour) ? cHour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int cMinute) ? cMinute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int cSecond) ? cSecond : DateTime.Now.Second) : DateTime.Now;
if (sc.TradingBuyQuantity > 0 && Bid < peek * (1 - sc.TradingBuyRate) && gap > 0 && OrderNumber.ContainsValue(Bid) == false &&
WaitOrder && (sc.TradingBuyInterval == 0 || sc.TradingBuyInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, sc.Code, sc.TradingBuyQuantity, Bid, string.Empty)));
WaitOrder = false;
if (sc.TradingBuyInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(sc.TradingBuyInterval * (Purchase > 0 && Bid > 0 ? Purchase / (double)Bid : 1), interval);
}
}
else if (Quantity > 0)
{
if (sc.TradingSellQuantity > 0 && Offer > peek * (1 + sc.TradingSellRate) && Offer > Purchase + tax * Offer &&
gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder &&
(sc.TradingSellInterval == 0 || sc.TradingSellInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, sc.Code, sc.TradingSellQuantity, Offer, string.Empty)));
WaitOrder = false;
if (sc.TradingSellInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(sc.TradingSellInterval * (Purchase > 0 && Offer > 0 ? Offer / (double)Purchase : 1), interval);
}
}
else if (SellPrice > 0 && sc.ReservationSellQuantity > 0 && Offer > SellPrice && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
for (int i = 0; i < sc.ReservationSellUnit; i++)
{
SellPrice += GetQuoteUnit(SellPrice, Market);
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, sc.Code, sc.ReservationSellQuantity, Offer, string.Empty)));
WaitOrder = false;
}
else if (BuyPrice > 0 && sc.ReservationBuyQuantity > 0 && Bid < BuyPrice && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
for (int i = 0; i < sc.ReservationBuyUnit; i++)
{
BuyPrice -= GetQuoteUnit(BuyPrice, Market);
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, sc.Code, sc.ReservationBuyQuantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (SellPrice == 0 && Purchase > 0)
{
SellPrice = GetStartingPrice((int)((1 + sc.ReservationSellRate) * Purchase), Market);
}
else if (BuyPrice == 0 && Purchase > 0)
{
BuyPrice = GetStartingPrice((int)(Purchase * (1 - sc.ReservationBuyRate)), Market);
}
}
break;
case TrendsInValuation tv:
interval
= e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int hour) ? hour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int minute) ? minute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int second) ? second : DateTime.Now.Second) : DateTime.Now;
if (tv.TradingAddtionalQuantity > 0 && Bid < peek * (1 - tv.AdditionalPosition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false &&
WaitOrder && (tv.AddtionalInterval == 0 || tv.AddtionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tv.Code, tv.TradingAddtionalQuantity, Bid, string.Empty)));
WaitOrder = false;
if (tv.AddtionalInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(tv.AddtionalInterval, interval);
}
}
else if (tv.TradingSubtractionalQuantity > 0 && Offer > peek * (1 + tv.SubtractionalPosition) && Offer > Purchase &&
gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder &&
(tv.SubtractionalInterval == 0 || tv.SubtractionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tv.Code, tv.TradingSubtractionalQuantity, Offer, string.Empty)));
WaitOrder = false;
if (tv.SubtractionalInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(tv.SubtractionalInterval, interval);
}
}
break;
case TrendsInStockPrices ts:
if (ts.Setting.Equals(Interface.Setting.Short) == false && Bid < peek * (1 - ts.AdditionalPurchase) && gap > 0 &&
OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, ts.Code, ts.Quantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (ts.Setting.Equals(Interface.Setting.Long) == false && Offer > peek * (1 + ts.RealizeProfit) && Offer > Purchase &&
gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, ts.Code, ts.Quantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
case TrendToCashflow tc:
if (tc.TradingQuantity > 0 && Bid < peek * (1 - tc.PositionAddition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tc.Code, tc.TradingQuantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (tc.TradingQuantity > 0 && Offer > peek * (1 + tc.PositionRevenue) && Offer > Purchase && gap < 0 &&
OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tc.Code, tc.TradingQuantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
case TrendFollowingBasicFutures tf:
if (0x5A0 == (int)peek)
{
if (WaitOrder && e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 &&
(gap > 0 ? tf.QuantityLong - Quantity > 0 : tf.QuantityShort + Quantity > 0) &&
(gap > 0 ? e.Volume > tf.ReactionLong : e.Volume < -tf.ReactionShort) &&
(gap > 0 ? e.Volume + Secondary > e.Volume : e.Volume + Secondary < e.Volume) && OrderNumber.Count == 0)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, int, string, string, int, string, string>(Code, 1, gap > 0 ? "2" : "1", ((int)Catalog.OpenAPI.OrderType.지정가).ToString(), 1, (gap > 0 ? Offer : Bid).ToString("F2"), string.Empty)));
WaitOrder = false;
}
Base = gap;
}
else
{
if (WaitOrder && e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 &&
(tf.QuantityShort + Quantity < 0 && Base < 0 || Base > 0 && Quantity - tf.QuantityLong > 0) &&
Revenue / Math.Abs(Quantity) > 0x927C)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, int, string, string, int, string, string>(Code, 1, Quantity > 0 ? "1" : "2", ((int)Catalog.OpenAPI.OrderType.시장가).ToString(), 1, string.Empty, string.Empty)));
WaitOrder = false;
}
Secondary = gap;
}
return;
}
Base = peek;
Secondary = gap;
}
protected internal long StartProgress(string code)
{
if (string.IsNullOrEmpty(code) == false)
{
var revise = new Temporary(code.Length).CallUpTheRevisedStockPrice(code).Result;
var modify = revise != null && revise.Count > 0 ? new Catalog.Request.ConfirmRevisedStockPrice[revise.Count] : null;
var index = 0;
foreach (var queue in FindTheOldestDueDate(code))
{
if (queue != null && queue.Count > 0)
{
var enumerable = queue.OrderBy(o => o.Date);
var before = enumerable.First().Date.Substring(0, 6);
while (revise != null && revise.Count > 0)
{
var param = revise.Dequeue();
if (param.Date.CompareTo(Days.Count > 0 ? Days.Max(o => o.Date).Substring(2) : before) > 0)
{
if (revise.Count == 0)
{
modify[index] = param;
break;
}
var peek = revise.Peek();
if (param.Rate != peek.Rate)
{
modify[index++] = param;
}
}
}
if (Days.Count > 0)
{
foreach (var day in Days.OrderBy(o => o.Date))
{
if (string.Compare(day.Date.Substring(2), before) < 0)
{
SendConsecutive convey;
if (modify != null && int.TryParse(day.Price, out int price))
{
var rate = 1D;
foreach (var param in Array.FindAll(modify, o => string.IsNullOrEmpty(o.Date) == false && o.Date.CompareTo(day.Date.Substring(2)) > 0))
{
rate *= param.Rate;
}
convey = new SendConsecutive(day.Date, GetStartingPrice((int)((1 + rate * 1e-2) * price), Market), day.Volume);
}
else
{
convey = new SendConsecutive(day);
}
Send?.Invoke(this, convey);
}
}
Days.Clear();
}
foreach (var consecutive in enumerable)
{
SendConsecutive convey;
if (modify != null && int.TryParse(consecutive.Price, out int price))
{
var rate = 1D;
foreach (var param in Array.FindAll(modify, o => string.IsNullOrEmpty(o.Date) == false && o.Date.CompareTo(consecutive.Date.Substring(0, 6)) > 0))
{
rate *= param.Rate;
}
convey = new SendConsecutive(consecutive.Date, GetStartingPrice((int)((1 + rate * 1e-2) * price), Market), consecutive.Volume);
}
else
{
convey = new SendConsecutive(consecutive);
}
Send?.Invoke(this, convey);
}
}
}
}
return(GC.GetTotalMemory(true));
}
public override void OnReceiveDrawChart(object sender, SendConsecutive e)
{
Send?.Invoke(this, new SendSecuritiesAPI(e.Date));
}
internal void OnReceiveCurrentLocation(object sender, SendConsecutive e)
{
Stack.Push(e.Price);
Date = e.Date[2..];
public abstract void OnReceiveDrawChart(object sender, SendConsecutive e);
public override void OnReceiveDrawChart(object sender, SendConsecutive e)
{
}
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, double sShort, double sLong, double trend)
{
var date = e.Date.Substring(6, 4);
switch (strategics)
{
case ScenarioAccordingToTrend st:
if (e.Date.Length > 8 && date.CompareTo(start) > 0 && date.CompareTo(transmit) < 0 && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime interval))
{
if (NextOrderTime == null)
{
NextOrderTime = interval;
}
else if (Quantity > st.Quantity - 1 && OrderNumber.Any(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * st.Quantity * (Commission + tax));
Revenue += (long)((e.Price - (Purchase ?? 0D)) * st.Quantity);
Quantity -= st.Quantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key) && Verify)
{
OnReceiveBalance(new string[]
{
string.Concat(interval.ToShortDateString(), " ", interval.ToLongTimeString()),
profit.Key,
profit.Value.ToString("N0")
});
}
Base -= profit.Value * st.Quantity;
}
else if (OrderNumber.Any(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * Commission * st.Quantity);
Purchase = (double)((e.Price * st.Quantity + (Purchase ?? 0D) * Quantity) / (Quantity + st.Quantity));
Quantity += st.Quantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key) && Verify)
{
OnReceiveBalance(new string[]
{
string.Concat(interval.ToShortDateString(), " ", interval.ToLongTimeString()),
profit.Key,
profit.Value.ToString("N0")
});
}
Base += profit.Value * st.Quantity;
}
else if (Quantity > st.Quantity - 1 && OrderNumber.ContainsValue(e.Price) == false && e.Price > trend * (1 + st.ErrorRange) && e.Price > (Purchase ?? 0D) && gap < 0 && (st.IntervalInSeconds == 0 || st.IntervalInSeconds > 0 && interval.CompareTo(NextOrderTime) > 0))
{
var unit = GetQuoteUnit(e.Price, Market);
if (Verify && VerifyAmount > Quantity && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt))
{
OnReceiveConclusion(new string[]
{
string.Concat(OpenOrderType.신규매도, " ", dt.ToShortDateString(), " ", dt.ToLongTimeString(), " ", NextOrderTime),
Quantity.ToString("N0"),
(Purchase ?? 0D).ToString("N2"),
(e.Price + unit).ToString("N0"),
(Revenue - CumulativeFee).ToString("C0"),
OrderNumber.Max(o => o.Key)
});
VerifyAmount = Quantity;
}
if (OrderNumber.ContainsValue(e.Price + unit) == false)
{
OrderNumber[GetOrderNumber((int)OpenOrderType.신규매도)] = e.Price + unit;
}
if (st.IntervalInSeconds > 0)
{
NextOrderTime = MeasureTheDelayTime(st.IntervalInSeconds, interval);
}
}
else if (OrderNumber.ContainsValue(e.Price) == false && e.Price < trend * (1 - st.ErrorRange) && gap > 0 && (st.IntervalInSeconds == 0 || st.IntervalInSeconds > 0 && interval.CompareTo(NextOrderTime) > 0))
{
var unit = GetQuoteUnit(e.Price, Market);
if (Verify && VerifyAmount < Quantity && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt))
{
OnReceiveConclusion(new string[]
{
string.Concat(OpenOrderType.신규매수, " ", dt.ToShortDateString(), " ", dt.ToLongTimeString(), " ", NextOrderTime),
Quantity.ToString("N0"),
(Purchase ?? 0D).ToString("N2"),
(e.Price - unit).ToString("N0"),
(Revenue - CumulativeFee).ToString("C0"),
OrderNumber.Where(o => o.Key.StartsWith("1")).Max(o => o.Key)
});
VerifyAmount = Quantity;
}
if (OrderNumber.ContainsValue(e.Price - unit) == false)
{
OrderNumber[GetOrderNumber((int)OpenOrderType.신규매수)] = e.Price - unit;
}
if (st.IntervalInSeconds > 0)
{
NextOrderTime = MeasureTheDelayTime(st.IntervalInSeconds, interval);
}
}
}
else if (date.CompareTo(transmit) > 0)
{
OrderNumber.Clear();
Count = 0;
long revenue = Revenue - CumulativeFee, unrealize = (long)((e.Price - (Purchase ?? 0D)) * Quantity);
var avg = EMA.Make(++Accumulative, revenue - TodayRevenue + unrealize - TodayUnrealize, Before);
SendMessage = new Statistics
{
Date = e.Date.Substring(0, 6),
Cumulative = (revenue + unrealize) / st.Quantity,
Base = SendMessage.Base > Base / st.Quantity ? SendMessage.Base : Base / st.Quantity,
Statistic = (int)(avg / st.Quantity),
Price = e.Price
};
SendStocks?.Invoke(this, new SendHoldingStocks(e.Date, e.Price, sShort, sLong, trend, revenue + unrealize, (long)(Base > 0 ? Base : 0)));
Before = avg;
TodayRevenue = revenue;
TodayUnrealize = unrealize;
}
break;
case TrendsInStockPrices ts:
if (e.Date.Length > 8 && date.CompareTo(start) > 0 && date.CompareTo(transmit) < 0)
{
if (Quantity > ts.Quantity - 1 && OrderNumber.Any(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * ts.Quantity * (Commission + tax));
Revenue += (long)((e.Price - (Purchase ?? 0D)) * ts.Quantity);
Quantity -= ts.Quantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("2") && o.Value == e.Price - GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key) && Verify && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt))
{
OnReceiveBalance(new string[]
{
string.Concat(dt.ToShortDateString(), " ", dt.ToLongTimeString()),
profit.Key,
profit.Value.ToString("N0")
});
}
Base -= profit.Value * ts.Quantity;
}
else if (OrderNumber.Any(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market)))
{
CumulativeFee += (uint)(e.Price * Commission * ts.Quantity);
Purchase = (double)((e.Price * ts.Quantity + (Purchase ?? 0D) * Quantity) / (Quantity + ts.Quantity));
Quantity += ts.Quantity;
var profit = OrderNumber.First(o => o.Key.StartsWith("1") && o.Value == e.Price + GetQuoteUnit(e.Price, Market));
if (OrderNumber.Remove(profit.Key) && Verify && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt))
{
OnReceiveBalance(new string[]
{
string.Concat(dt.ToShortDateString(), " ", dt.ToLongTimeString()),
profit.Key,
profit.Value.ToString("N0")
});
}
Base += profit.Value * ts.Quantity;
}
else if (Quantity > ts.Quantity - 1 && OrderNumber.ContainsValue(e.Price) == false && e.Price > trend * (1 + ts.RealizeProfit) && e.Price > (Purchase ?? 0D) && gap < 0)
{
var quote = 0;
for (int i = 0; i < ts.QuoteUnit; i++)
{
quote += GetQuoteUnit(e.Price, Market);
}
if (Verify && VerifyAmount > Quantity && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt))
{
OnReceiveConclusion(new string[]
{
string.Concat(OpenOrderType.신규매도, " ", dt.ToShortDateString(), " ", dt.ToLongTimeString()),
Quantity.ToString("N0"),
(Purchase ?? 0D).ToString("N2"),
(e.Price + quote).ToString("N0"),
(Revenue - CumulativeFee).ToString("C0"),
OrderNumber.Max(o => o.Key)
});
VerifyAmount = Quantity;
}
if (OrderNumber.ContainsValue(e.Price + quote) == false)
{
OrderNumber[GetOrderNumber((int)OpenOrderType.신규매도)] = e.Price + quote;
}
}
else if (OrderNumber.ContainsValue(e.Price) == false && e.Price < trend * (1 - ts.AdditionalPurchase) && gap > 0)
{
var quote = 0;
for (int i = 0; i < ts.QuoteUnit; i++)
{
quote += GetQuoteUnit(e.Price, Market);
}
if (Verify && VerifyAmount < Quantity && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt))
{
OnReceiveConclusion(new string[]
{
string.Concat(OpenOrderType.신규매수, " ", dt.ToShortDateString(), " ", dt.ToLongTimeString()),
Quantity.ToString("N0"),
(Purchase ?? 0D).ToString("N2"),
(e.Price - quote).ToString("N0"),
(Revenue - CumulativeFee).ToString("C0"),
OrderNumber.Where(o => o.Key.StartsWith("1")).Max(o => o.Key)
});
VerifyAmount = Quantity;
}
if (OrderNumber.ContainsValue(e.Price - quote) == false)
{
OrderNumber[GetOrderNumber((int)OpenOrderType.신규매수)] = e.Price - quote;
}
}
}
else if (date.CompareTo(transmit) > 0)
{
OrderNumber.Clear();
Count = 0;
long revenue = Revenue - CumulativeFee, unrealize = (long)((e.Price - (Purchase ?? 0D)) * Quantity);
var avg = EMA.Make(++Accumulative, revenue - TodayRevenue + unrealize - TodayUnrealize, Before);
if (ts.Setting.Equals(Setting.Reservation) && Quantity > ts.Quantity - 1)
{
var stock = Market;
int quantity = Quantity / ts.Quantity, price = e.Price, sell = (int)((Purchase ?? 0D) * (1 + ts.RealizeProfit)), buy = (int)((Purchase ?? 0D) * (1 - ts.AdditionalPurchase)), upper = (int)(price * 1.3), lower = (int)(price * 0.7), bPrice = GetStartingPrice(lower, stock), sPrice = GetStartingPrice(sell, stock);
sPrice = sPrice < lower ? lower + GetQuoteUnit(sPrice, stock) : sPrice;
while (sPrice < upper && quantity-- > 0)
{
OrderNumber[GetOrderNumber((int)OpenOrderType.신규매도)] = sPrice;
for (int i = 0; i < ts.QuoteUnit; i++)
{
sPrice += GetQuoteUnit(sPrice, stock);
}
}
while (bPrice < upper && bPrice < buy)
{
OrderNumber[GetOrderNumber((int)OpenOrderType.신규매수)] = bPrice;
for (int i = 0; i < ts.QuoteUnit; i++)
{
bPrice += GetQuoteUnit(bPrice, stock);
}
}
if (Verify && DateTime.TryParseExact(e.Date.Substring(0, 12), format, CultureInfo.CurrentCulture, DateTimeStyles.None, out DateTime dt))
{
OnReceiveEvent(new string[]
{
string.Concat(dt.ToShortDateString(), " ", dt.ToLongTimeString()),
OrderNumber.Where(o => o.Key.StartsWith("1")).Max(o => o.Key),
OrderNumber.Where(o => o.Key.StartsWith("2")).Max(o => o.Key)
});
}
}
SendMessage = new Statistics
{
Date = e.Date.Substring(0, 6),
Cumulative = (revenue + unrealize) / ts.Quantity,
Base = SendMessage.Base > Base / ts.Quantity ? SendMessage.Base : Base / ts.Quantity,
Statistic = (int)(avg / ts.Quantity)
};
SendStocks?.Invoke(this, new SendHoldingStocks(e.Date, e.Price, sShort, sLong, trend, revenue + unrealize, (long)(Base > 0 ? Base : 0)));
Before = avg;
TodayRevenue = revenue;
TodayUnrealize = unrealize;
}
break;
case TrendFollowingBasicFutures tf:
break;
}
}
