private void Analysis(Chart ch)
{
bool check = false;
string time = ch.Date.ToString();
if (specify.Time > 0 && specify.Time < 1440)
{
check = time.Length > 8 && GetCheckOnTime(time);
}
else if (specify.Time == 1440)
{
check = time.Length > 8 && time.Substring(6).Equals("090000000") == false;
}
if (check)
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, ch.Price, Short.Peek()) : EMA.Make(ch.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, ch.Price, Long.Peek()) : EMA.Make(ch.Price));
double popShort = Short.Pop(), popLong = Long.Pop();
var trend = Short.Count > 1 && Long.Count > 1 ? popShort - popLong - (Short.Peek() - Long.Peek()) > 0 ? 1 : -1 : 0;
Short.Push(popShort);
Long.Push(popLong);
}
protected internal void Analysize(Catalog.Chart chart)
{
if (GetCheckOnTime(chart.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, chart.Price, Short.Peek()) : EMA.Make(chart.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, chart.Price, Long.Peek()) : EMA.Make(chart.Price));
}
void Analysize(object sender, Datum e)
{
if (GetCheckOnTimeByAPI(e.Time))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
var trend = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
API.Trend[specify.Strategy] = string.Concat(trend.ToString("F2"), " (", specify.Time == 1440 ? "Day" : Check, ")");
switch (specify.Strategy)
{
case "TF":
SetTrendFollowing(specify.Assets / (specify.Code.Length == 8 ? e.Price * Const.TransactionMultiplier * Const.MarginRate200402 : e.Price), trend);
break;
case "WU":
SetWindingUp(trend);
if (API.Quantity != 0 && API.OnReceiveBalance && GetTickRevenue(specify.Strategy))
{
var price = GetExactPrice();
if (API.Quantity > 0 ? price > e.Price : price < e.Price)
{
SendNewOrder(API.Quantity > 0 ? "1" : "2", price);
}
}
break;
}
if (GetTrend(trend.ToString()))
{
SendClearingOrder(trend);
}
if (specify.Reaction > 0)
{
API.Volume += e.Volume;
if (API.OnReceiveBalance && (trend > 0 ? API.BuyOrder.Count == 0 : API.SellOrder.Count == 0) && GetJudgeTheReaction(trend, e.Price) && GetJudgeTheReaction(API.Volume, trend))
{
var price = e.Price + (trend > 0 ? -Const.ErrorRate : Const.ErrorRate);
SendNewOrder(trend > 0 ? "2" : "1", price);
API.Volume = 0;
}
}
}
void DrawChart(long date, dynamic price)
{
if (GetCheckOnTimeByAPI(date.ToString()))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, price, Short.Peek()) : EMA.Make(price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, price, Long.Peek()) : EMA.Make(price));
Trend.Push(Trend.Count > 0 ? EMA.Make(specify.Trend, Trend.Count, price, Trend.Peek()) : EMA.Make(price));
}
void Analysize(object sender, EventHandler.BackTesting.Datum e)
{
if (GetCheckOnTime(e.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
bt.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify);
Short.Push(popShort);
Long.Push(popLong);
}
void Analysize(object sender, Datum e)
{
if (GetCheckOnTimeByAPI(e.Time))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
API.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify, Check);
Short.Push(popShort);
Long.Push(popLong);
}
protected internal void Analysize(Catalog.Chart chart)
{
var input = GetCheckOnTime(chart.Date);
if (input)
{
Short.Pop();
Long.Pop();
}
double st = Short.Count > 0 ? Short.Peek() : chart.Price, lt = Long.Count > 0 ? Long.Peek() : chart.Price;
if (input == false && (lCollection || sCollection))
{
var date = chart.Date.ToString();
date = date.Length == 8 ? date.Substring(2) : date;
switch (specify.Time)
{
case 1440:
date = date.Substring(0, 6);
break;
default:
if (date.Length > 8)
{
date = date.Substring(0, 10);
}
break;
}
if (sCollection)
{
ShortValue[date] = st;
}
if (lCollection)
{
LongValue[date] = lt;
}
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, chart.Price, st) : EMA.Make(chart.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, chart.Price, lt) : EMA.Make(chart.Price));
if (specify.Time == 1440 && chart.Volume != 0 && GetCheckTime(chart.Date.ToString()))
{
OnReceiveTrend(chart.Volume);
}
}
void Analysize(object sender, EventHandler.BackTesting.Datum e)
{
if (GetCheckOnTime(e.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
bt.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify);
Short.Push(popShort);
Long.Push(popLong);
if (specify.Time == 1440)
{
if (GetCheckTime(e.Date.ToString()))
{
OnReceiveTrend(e.Volume);
}
var date = e.Date.ToString().Substring(6, 6);
if (date.Equals(end))
{
bt.SetStatisticalStorage(e.Date.ToString().Substring(0, 6), e.Price, RollOver);
}
if (uint.TryParse(date, out uint cme) && cme > 45958 && cme < 85959)
{
bt.SellOrder.Clear();
bt.BuyOrder.Clear();
}
if (bt.SellOrder.Count > 0 && e.Volume > 0)
{
bt.SetSellConclusion(e.Date.ToString(), e.Price, e.Volume);
}
if (bt.BuyOrder.Count > 0 && e.Volume < 0)
{
bt.SetBuyConclusion(e.Date.ToString(), e.Price, e.Volume);
}
}
bt.TradingJudge[specify.Time] = popShort;
}
void Analysize(Chart ch)
{
if (GetCheckOnTime(ch.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, ch.Price, Short.Peek()) : EMA.Make(ch.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, ch.Price, Long.Peek()) : EMA.Make(ch.Price));
double popShort = Short.Pop(), popLong = Long.Pop();
int i, quantity = Short.Count > 1 && Long.Count > 1 ? popShort - popLong - (Short.Peek() - Long.Peek()) > 0 ? 1 : -1 : 0;
var max = specify.Assets / (specify.Code.Length == 8 ? ch.Price * Const.TransactionMultiplier * Const.MarginRate200402 : ch.Price);
Short.Push(popShort);
Long.Push(popLong);
if (ch.Date > 99999999 && ch.Date.ToString().Substring(6, 4).Equals("1545"))
{
info.Save(ch, specify);
return;
}
if (ch.Date > 99999999 && info.Quantity != 0 && GetRemainingDate(specify.Code, ch.Date))
{
for (i = Math.Abs(info.Quantity); i > 0; i--)
{
info.Operate(ch, info.Quantity > 0 ? -1 : 1);
}
return;
}
if (ch.Date > 99999999 && Math.Abs(info.Quantity + quantity) < max)
{
info.Operate(ch, quantity);
}
else if (ch.Date > 99999999 && Math.Abs(info.Quantity) > max)
{
info.Operate(ch, info.Quantity > 0 ? -1 : 1);
}
}
internal void DrawChart(string time, int price)
{
if (GetCheckOnTimeByAPI(time))
{
Short.Pop();
Long.Pop();
Trend.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, price, Long.Peek()));
Trend.Push(EMA.Make(specify.Trend, Trend.Count, price, Trend.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop(), gap = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
if (specify.Short < Short.Count && specify.Long < Long.Count && specify.Trend < Trend.Count && price < Trend.Peek() && gap > 0 && (price <= Price || Price == 0) && price <= BuyPrice)
{
Price = API.OnReceiveOrder(Code, price);
}
}
void Analysize(object sender, Datum e)
{
if (GetCheckOnTimeByAPI(e.Time))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
API.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify, Check);
Short.Push(popShort);
Long.Push(popLong);
API.TradingJudge[specify.Time] = popShort;
if (specify.Time == 1440 && GetCheckTime(e.Time))
{
OnReceiveTrend(e.Volume);
}
}
void Analysize(object sender, Datum e)
{
if (api == null)
{
if (GetCheckOnTime(e.Chart.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, e.Chart.Price, Short.Peek()) : EMA.Make(e.Chart.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, e.Chart.Price, Long.Peek()) : EMA.Make(e.Chart.Price));
return;
}
if (GetCheckOnTimeByAPI(e.Time))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
var trend = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
api.Trend[specify.Strategy] = string.Concat(trend.ToString("F2"), " (", specify.Time == 1440 ? "Day" : Check, ")");
if (quotes != null)
{
switch (specify.Strategy)
{
case "TF":
quotes.SetTrendFollowing(specify.Assets / (specify.Code.Length == 8 ? e.Price * Const.TransactionMultiplier * Const.MarginRate200402 : e.Price), trend);
break;
case "WU":
quotes.SetWindingUp(trend);
if (api.Quantity != 0 && api.OnReceiveBalance && quotes.GetTickRevenue(specify.Strategy))
{
var price = quotes.GetExactPrice();
if (api.Quantity > 0 ? price > e.Price : price < e.Price)
{
api.OnReceiveBalance = false;
api.OnReceiveOrder(new PurchaseInformation
{
RQName = string.Concat(price, ';'),
ScreenNo = string.Concat(api.Quantity > 0 ? "1" : "2", new Random().Next(1, 76).ToString("D3")),
AccNo = Array.Find(specify.Account, o => o.Substring(8, 2).Equals("31")),
Code = api.Code,
OrdKind = 1,
SlbyTP = api.Quantity > 0 ? "1" : "2",
OrdTp = ((int)OrderType.지정가).ToString(),
Qty = 1,
Price = price.ToString("F2"),
OrgOrdNo = string.Empty
});
}
}
break;
}
if (GetTrend(trend.ToString()))
{
quotes.SendClearingOrder(trend);
}
}
else if (specify.Reaction > 0)
{
api.Volume += e.Volume;
if (api.OnReceiveBalance && (trend > 0 ? api.BuyOrder.Count == 0 : api.SellOrder.Count == 0) && GetJudgeTheReaction(trend, e.Price) && GetJudgeTheReaction(api.Volume, trend))
{
api.OnReceiveBalance = false;
var price = e.Price + (trend > 0 ? -Const.ErrorRate : Const.ErrorRate);
api.OnReceiveOrder(new PurchaseInformation
{
RQName = string.Concat(price, ';'),
ScreenNo = string.Concat(trend > 0 ? "2" : "1", new Random().Next(1, 76).ToString("D3")),
AccNo = Array.Find(specify.Account, o => o.Substring(8, 2).Equals("31")),
Code = api.Code,
OrdKind = 1,
SlbyTP = trend > 0 ? "2" : "1",
OrdTp = ((int)OrderType.지정가).ToString(),
Qty = 1,
Price = price.ToString("F2"),
OrgOrdNo = string.Empty
});
api.Volume = 0;
}
}
}
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;
}
}
}
private void Analysize(object sender, Datum e)
{
if (api == null)
{
if (GetCheckOnTime(e.Chart.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, e.Chart.Price, Short.Peek()) : EMA.Make(e.Chart.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, e.Chart.Price, Long.Peek()) : EMA.Make(e.Chart.Price));
return;
}
if (GetCheckOnTimeByAPI(e.Time))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
var trend = popShort - popLong - (Short.Peek() - Long.Peek());
Short.Push(popShort);
Long.Push(popLong);
api.Trend[specify.Strategy] = string.Concat(trend.ToString("F2"), " (", specify.Time == 1440 ? "Day" : Check, ")");
/*
* if (quotes != null)
* {
* switch (specify.Strategy)
* {
* case "TF":
* quotes.SetTrendFollowing(specify.Assets / (specify.Code.Length == 8 ? e.Price * Const.TransactionMultiplier * Const.MarginRate : e.Price), trend);
* break;
*
* case "WU":
* quotes.SetWindingUp(trend);
* break;
* }
* if (GetTrend(trend.ToString()))
* quotes.SendClearingOrder(trend);
* }
* else if (specify.Reaction > 0)
* {
* api.Volume += e.Volume;
*
* if (api.OnReceiveBalance && GetJudgeTheReaction(trend, e.Price) && GetJudgeTheReaction(api.Volume, trend))
* {
* api.OnReceiveBalance = false;
* var price = e.Price + (trend > 0 ? -Const.ErrorRate : Const.ErrorRate);
* api.OnReceiveOrder(new PurchaseInformation
* {
* RQName = string.Concat(price, ';'),
* ScreenNo = string.Concat(trend > 0 ? "2" : "1", new Random().Next(0, 99).ToString("D3")),
* AccNo = Array.Find(specify.Account, o => o.Substring(8, 2).Equals("31")),
* Code = specify.Code,
* OrdKind = 1,
* SlbyTP = trend > 0 ? "2" : "1",
* OrdTp = ((int)PurchaseInformation.OrderType.지정가).ToString(),
* Qty = 1,
* Price = price.ToString("F2"),
* OrgOrdNo = string.Empty
* });
* api.Volume = 0;
* }
* }
*/
}
void Analysize(object sender, Datum e)
{
if (GetCheckOnTimeByAPI(e.Time))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
API.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify.Time, Check);
Short.Push(popShort);
Long.Push(popLong);
if (specify.Time == 1440 && string.IsNullOrEmpty(API.Classification) == false && API.OnReceiveBalance)
{
var judge = API.Judge.OrderBy(o => o.Key);
var trend = judge.First().Value;
if ((API.Classification.Equals(buy) ? e.Volume + trend > e.Volume : e.Volume + trend < e.Volume) && GetJudgeTheTrading(e.Volume))
{
if (API.Judge.Count > 2)
{
var num = 0;
var accumulative = 0D;
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
if (API.Classification.Equals(sell) && kv.Value + accumulative < 0)
{
num = 8;
}
break;
}
if (API.Classification.Equals(sell))
{
accumulative += kv.Value;
continue;
}
if (API.Classification.Equals(buy) && kv.Value < 0)
{
num++;
}
}
if (num == 8 && API.OnReceiveBalance && SendNewOrder(e.Price, API.Classification))
{
API.Volume = e.Volume;
return;
}
}
if (API.Judge.Count == 2 && API.OnReceiveBalance && SendNewOrder(e.Price, API.Classification))
{
API.Volume = e.Volume;
return;
}
}
if (API.Judge.Count > 2 && this.judge % 2 == 0)
{
var num = 0;
if (API.Quantity > 0 && e.Volume < -this.judge && e.Volume + trend < e.Volume)
{
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
break;
}
if (API.Classification.Equals(buy) && kv.Value > 0)
{
num++;
}
}
if (num == 8 && API.OnReceiveBalance && SendNewOrder(e.Price, sell))
{
API.Volume = e.Volume;
return;
}
}
else if (API.Quantity < 0 && e.Volume > this.judge && e.Volume + trend > e.Volume)
{
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
break;
}
if (API.Classification.Equals(sell) && kv.Value < 0)
{
num++;
}
}
if (num == 8 && API.OnReceiveBalance && SendNewOrder(e.Price, buy))
{
API.Volume = e.Volume;
return;
}
}
}
}
}
void Analysize(object sender, EventHandler.BackTesting.Datum e)
{
if (GetCheckOnTime(e.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()) : EMA.Make(e.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()) : EMA.Make(e.Price));
if (e.Date.ToString().Length > 8)
{
double popShort = Short.Pop(), popLong = Long.Pop();
bt.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify.Time);
Short.Push(popShort);
Long.Push(popLong);
if (specify.Time == 1440)
{
switch (e.Date.ToString().Substring(6))
{
case end:
bt.SetStatisticalStorage(e.Date.ToString().Substring(0, 6), e.Price, !specify.RollOver);
bt.Charts.Enqueue(new Models.Charts
{
Code = specify.Code,
Date = e.Date.ToString().Substring(0, 6),
Time = 405,
Base = specify.Short,
Value = Short.Peek()
});
bt.Charts.Enqueue(new Models.Charts
{
Code = specify.Code,
Date = e.Date.ToString().Substring(0, 6),
Time = 405,
Base = specify.Long,
Value = Long.Peek()
});
break;
case "045959000":
case "045959001":
case "045959002":
case "045959003":
case "045959004":
case "045959005":
bt.Charts.Enqueue(new Models.Charts
{
Code = specify.Code,
Date = e.Date.ToString().Substring(0, 6),
Time = 660,
Base = specify.Short,
Value = Short.Peek()
});
bt.Charts.Enqueue(new Models.Charts
{
Code = specify.Code,
Date = e.Date.ToString().Substring(0, 6),
Time = 660,
Base = specify.Long,
Value = Long.Peek()
});
break;
case onTime:
case nTime:
if (bt.SellOrder.Count > 0 || bt.BuyOrder.Count > 0)
{
bt.SellOrder.Clear();
bt.BuyOrder.Clear();
}
break;
default:
if (int.TryParse(e.Date.ToString().Substring(6, 6), out int time) && (time < 090001 && time > 045959) == false && (time > 153459 && time < 180000) == false && string.IsNullOrEmpty(bt.Classification) == false)
{
var judge = bt.Judge.OrderBy(o => o.Key);
var trend = judge.First().Value;
if ((bt.Classification.Equals(buy) ? e.Volume + trend > e.Volume : e.Volume + trend < e.Volume) && GetJudgeTheTrading(e.Price, e.Volume))
{
if (bt.Judge.Count > 2)
{
var num = 0;
var accumulative = 0D;
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
if (bt.Classification.Equals(sell) && kv.Value + accumulative < 0)
{
num = 8;
}
break;
}
if (bt.Classification.Equals(sell))
{
accumulative += kv.Value;
continue;
}
if (bt.Classification.Equals(buy) && kv.Value < 0)
{
num++;
}
}
if (num == 8 && bt.SetConclusion(e.Date, e.Price, bt.Classification))
{
return;
}
}
if (bt.Judge.Count == 2 && bt.SetConclusion(e.Date, e.Price, bt.Classification))
{
return;
}
}
if (bt.Judge.Count > 2 && this.judge % 2 == 0)
{
var num = 0;
if (bt.Quantity > 0 && e.Volume < (CME ? this.judge / -5 : -this.judge) && e.Volume + trend < e.Volume)
{
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
break;
}
if (bt.Classification.Equals(buy) && kv.Value > 0)
{
num++;
}
}
if (num == 8 && bt.SetConclusion(e.Date, e.Price, sell))
{
return;
}
}
else if (bt.Quantity < 0 && e.Volume > (CME ? this.judge / 5 : this.judge) && e.Volume + trend > e.Volume)
{
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
break;
}
if (bt.Classification.Equals(sell) && kv.Value < 0)
{
num++;
}
}
if (num == 8 && bt.SetConclusion(e.Date, e.Price, buy))
{
return;
}
}
}
}
break;
}
}
}
}