private void OpenApi_Connected(string[] accounts, string userId, string server)
{
comboBox_Account.Items.AddRange(accounts);
comboBox_Account.SelectedIndex = 0;
label_UserId.Text = userId;
label_Server.Text = server;
UpdateBalances();
var etfs = OpenApi.GetETFs();
foreach (var etf in etfs)
{
if (etf.Name.Contains("200") || etf.Name.Contains("150") || etf.Name.Contains("인버스"))
{
comboBox_Stock1.Items.Add(etf);
comboBox_Stock2.Items.Add(etf);
comboBox_Stock3.Items.Add(etf);
}
}
comboBox_Stock1.SelectedItem = etfs.FirstOrDefault(x => x.Name == "KODEX 코스닥 150");
comboBox_Stock2.SelectedItem = etfs.FirstOrDefault(x => x.Name == "TIGER 코스닥150");
comboBox_Stock3.SelectedItem = etfs.FirstOrDefault(x => x.Name == "KODEX 코스닥150선물인버스");
Show();
}
private void OnBalance()
{
_wait = true;
OpenApi.UpdateBalances(_account, delegate(AxKHOpenAPILib._DKHOpenAPIEvents_OnReceiveTrDataEvent e)
{
int count = OpenApi.GetRepeatCnt(e);
for (int i = 0; i < count; ++i)
{
string 종목명 = OpenApi.GetTrData(e, "종목명", i);
string 보유수량 = OpenApi.GetTrData(e, "보유수량", i);
foreach (var stock in _stockInfos)
{
if (stock.Stock.ToString() == 종목명)
{
int quantity;
if (int.TryParse(보유수량, out quantity))
{
stock.Quantity = quantity;
}
else
{
// something wrong;
Error = "보유수량 오류: " + 보유수량;
return;
}
break;
}
}
}
_wait = false;
MoveState(EPhase.Price);
});
}
private void button_CollectData_Click(object sender, EventArgs e)
{
OpenApi.Clear();
const string end = "수집 종료";
var collecting = button_CollectData.Text != end;
button_CollectData.Text = collecting ? end : "데이터 수집";
EnableTradeControls(!collecting);
button_Start.Enabled = !collecting;
if (!collecting)
{
return;
}
var etfs = OpenApi.GetETFs();
string[] names =
{
"KODEX 200",
"TIGER 200",
"KBSTAR 200",
"KODEX 인버스",
"KODEX 코스닥 150",
"TIGER 코스닥150",
"KODEX 코스닥150선물인버스"
};
var stocks = etfs.Where(x => names.Contains(x.Name));
OpenApi.SetRealReg(stocks.Select(x => x.Code));
}
private void UpdateBalances()
{
OpenApi.UpdateBalances(GetAccount(), delegate(_DKHOpenAPIEvents_OnReceiveTrDataEvent e)
{
string 예수금 = OpenApi.GetTrNum(e, "예수금");
string D2추정예수금 = OpenApi.GetTrNum(e, "D+2추정예수금");
string 가잔고평가액 = OpenApi.GetTrNum(e, "유가잔고평가액");
string 예탁자산평가액 = OpenApi.GetTrNum(e, "예탁자산평가액");
string 총매입금액 = OpenApi.GetTrNum(e, "총매입금액");
var row = dataGridView_Balance.Rows[0];
row.SetValues(예수금, D2추정예수금, 가잔고평가액, 예탁자산평가액, 총매입금액);
int count = OpenApi.GetRepeatCnt(e);
dataGridView_Stocks.RowCount = count;
for (int i = 0; i < count; ++i)
{
string 종목명 = OpenApi.GetTrData(e, "종목명", i);
string 보유수량 = OpenApi.GetTrNum(e, "보유수량", i);
string 평균단가 = OpenApi.GetTrNum(e, "평균단가", i);
string 현재가 = OpenApi.GetTrNum(e, "현재가", i);
string 평가금액 = OpenApi.GetTrNum(e, "평가금액", i);
string 손익금액 = OpenApi.GetTrNum(e, "손익금액", i);
row = dataGridView_Stocks.Rows[i];
row.SetValues(종목명, 보유수량, 평균단가, 현재가, 평가금액, 손익금액);
}
});
}
private void OnOrderConfirm()
{
_wait = true;
OpenApi.SetInputValue("계좌번호", _account);
OpenApi.SetInputValue("전체종목구분", "0");
OpenApi.SetInputValue("매매구분", "0");
OpenApi.SetInputValue("체결구분", "1");
OpenApi.CommRqData("실시간미체결요청", "opt10075", delegate(_DKHOpenAPIEvents_OnReceiveTrDataEvent e)
{
int count = OpenApi.GetRepeatCnt(e);
bool hasRemain = false;
for (int i = 0; i < count; ++i)
{
var name = OpenApi.GetTrData(e, "종목명", i);
var remain = OpenApi.GetTrData(e, "미체결수량", i).ToInt();
if (remain > 0)
{
hasRemain = true;
break;
}
}
_wait = false;
MoveState(hasRemain ? EPhase.Begin : EPhase.Balance);
});
}
private void ProcessPhase()
{
if (_wait || !OpenApi.IsTradeable())
{
return;
}
switch (Phase)
{
case EPhase.OrderConfirm:
OnOrderConfirm();
break;
case EPhase.Balance:
OnBalance();
break;
case EPhase.Price:
OnPrice();
break;
case EPhase.Order:
OnOrder();
break;
}
}
public BackTestForm()
{
InitializeComponent();
var etfs = OpenApi.GetETFs();
foreach (var etf in etfs)
{
if (etf.Name.Contains("200") || etf.Name.Contains("150") || etf.Name.Contains("인버스"))
{
comboBox_Stock1.Items.Add(etf);
comboBox_Stock2.Items.Add(etf);
comboBox_Stock3.Items.Add(etf);
}
}
comboBox_Stock1.SelectedItem = etfs.FirstOrDefault(x => x.Name == "KODEX 200");
comboBox_Stock2.SelectedItem = etfs.FirstOrDefault(x => x.Name == "TIGER 200");
comboBox_Stock3.SelectedItem = etfs.FirstOrDefault(x => x.Name == "KBSTAR 200");
foreach (var interval in Intervals)
{
comboBox_Interval.Items.Add(interval);
}
comboBox_Interval.SelectedIndex = 0;
comboBox_Interval.Enabled = false;
}
private void OpenApi_ReceivedRealData(_DKHOpenAPIEvents_OnReceiveRealDataEvent real)
{
if (real.sRealType == "ETF NAV")
{
var nav = OpenApi.GetRealData(real.sRealKey, 36);
_navs[real.sRealKey] = Math.Abs(nav.ToFloat());
return;
}
DateTime now = DateTime.Now;
//DateTime time;
//var strTime = OpenApi.GetRealData(real.sRealKey, 21);
//if (DateTime.TryParseExact(strTime,
// "HHmmss", CultureInfo.CurrentCulture, DateTimeStyles.None, out time))
//{
// now = new DateTime(now.Year, now.Month, now.Day, time.Hour, time.Minute, time.Second);
//}
var askingPrice = new AskingPrice(now);
for (int i = 0; i < OpenApi.RealPriceCount; ++i)
{
askingPrice.Sell.Add(new Asking
{
Price = Math.Abs(OpenApi.GetRealData(real.sRealKey, i + 41).ToInt()),
Quantity = OpenApi.GetRealData(real.sRealKey, i + 61).ToInt(),
});
askingPrice.Buy.Add(new Asking
{
Price = Math.Abs(OpenApi.GetRealData(real.sRealKey, i + 51).ToInt()),
Quantity = OpenApi.GetRealData(real.sRealKey, i + 71).ToInt(),
});
}
_navs.TryGetValue(real.sRealKey, out askingPrice.Nav);
if (_trader != null)
{
_trader.SetAskingPrice(real.sRealKey, askingPrice);
}
WriteAskingPrice(real.sRealKey, askingPrice);
}
private void button_Start_Click(object sender, EventArgs e)
{
var stocks = new[]
{
comboBox_Stock1.SelectedItem as Stock,
comboBox_Stock2.SelectedItem as Stock,
comboBox_Stock3.SelectedItem as Stock,
};
if (_trader == null)
{
float margin = textBox_Margin.Text.ToFloat();
margin /= 100;
margin += 1.0f;
_trader = new Trader(GetAccount(), textBox_Quantity.Text.ToInt(), margin,
stocks[0], stocks[1], stocks[2]);
}
else
{
_trader = null;
}
// 현재 시작여부
var started = _trader != null;
button_Start.Text = started ? "거래 종료" : "거래 시작";
EnableTradeControls(!started);
button_CollectData.Enabled = !started;
OpenApi.Clear();
if (_trader == null)
{
return;
}
OpenApi.SetRealReg(stocks.Select(x => x.Code));
OpenApi.RegisterAction(1000, delegate()
{
_trader.Process();
});
}
private void OnOrder()
{
for (int i = _sellOrders.Count - 1; i >= 0; --i)
{
var order = _sellOrders[i];
var result = OpenApi.Sell(_account, order.Stock.Code, order.Quantity);
Debug.Warn("Sell: {0}, {1}, Result: {2}", order.Stock, order.Quantity, result);
}
for (int i = _buyOrders.Count - 1; i >= 0; --i)
{
var order = _buyOrders[i];
var result = OpenApi.Buy(_account, order.Stock.Code, order.Quantity);
Debug.Warn("Buy: {0}, {1}, Result: {2}", order.Stock, order.Quantity, result);
}
_sellOrders.Clear();
_buyOrders.Clear();
MoveState(EPhase.OrderConfirm);
}
private void Request(string code, DateTime begin, DateTime end, StockPriceCollection collection, string interval,
IProgress <int> progress, int seq = 0)
{
_code = code;
_begin = begin;
_end = end;
_progress = progress;
_interval = interval;
OpenApi.SetInputValue("종목코드", code);
if (IsDaily())
{
OpenApi.SetInputValue("기준일자", _end.ToString("yyyyMMdd"));
}
else
{
OpenApi.SetInputValue("틱범위", interval);
}
OpenApi.SetInputValue("수정주가구분", "0");
OpenApi.CommRqData("차트구하기", IsDaily() ? "opt10081" : "opt10080", collection.PriceCallback, seq);
}
protected override void OnVisibleChanged(EventArgs e)
{
base.OnVisibleChanged(e);
Visible = OpenApi.IsConnected();
}
public MainForm()
{
Instance = this;
InitializeComponent();
OpenApi.Init(axKHOpenAPI);
OpenApi.Connected += OpenApi_Connected;
OpenApi.ReceivedRealData += OpenApi_ReceivedRealData;
Debug.Logged += delegate(DateTime time, Debug.LogLevel level, string text)
{
try
{
if (!string.IsNullOrEmpty(richTextBox_Logs.Text))
{
richTextBox_Logs.AppendText(Environment.NewLine);
}
Color color = Color.Black;
switch (level)
{
case Debug.LogLevel.Warning:
color = Color.DarkOrange;
break;
case Debug.LogLevel.Error:
color = Color.DarkRed;
break;
}
var fullText = string.Format("{0}: {1}", time, text);
richTextBox_Logs.AppendText(fullText, color);
richTextBox_Logs.ScrollToCaret();
using (StreamWriter w = File.AppendText("log.txt"))
{
w.WriteLine(fullText);
}
}
catch (Exception e)
{
File.WriteAllText("exception.txt", e.ToString());
}
};
dataGridView_Balance.Columns.Add("예수금", "예수금");
dataGridView_Balance.Columns.Add("D+2추정예수금", "D+2추정예수금");
dataGridView_Balance.Columns.Add("유가잔고평가액", "유가잔고평가액");
dataGridView_Balance.Columns.Add("예탁자산평가액", "예탁자산평가액");
dataGridView_Balance.Columns.Add("총매입금액", "총매입금액");
dataGridView_Balance.Rows.Add();
dataGridView_Stocks.Columns.Add("종목명", "종목명");
dataGridView_Stocks.Columns.Add("보유수량", "보유수량");
dataGridView_Stocks.Columns.Add("평균단가", "평균단가");
dataGridView_Stocks.Columns.Add("현재가", "현재가");
dataGridView_Stocks.Columns.Add("평가금액", "평가금액");
dataGridView_Stocks.Columns.Add("손익금액", "손익금액");
_tradeControls.Add(comboBox_Stock1);
_tradeControls.Add(comboBox_Stock2);
_tradeControls.Add(comboBox_Stock3);
_tradeControls.Add(textBox_Quantity);
_tradeControls.Add(textBox_Margin);
}
private void PriceCallback(AxKHOpenAPILib._DKHOpenAPIEvents_OnReceiveTrDataEvent e)
{
bool continued = true;
int count = OpenApi.GetRepeatCnt(e);
for (int i = 0; i < count; ++i)
{
string date = OpenApi.GetTrData(e, IsDaily() ? "일자" : "체결시간", i);
string startPrice = OpenApi.GetTrData(e, "시가", i);
string highPrice = OpenApi.GetTrData(e, "고가", i);
string lowPrice = OpenApi.GetTrData(e, "저가", i);
string price = OpenApi.GetTrData(e, "현재가", i);
var stock = new StockPrice();
if (IsDaily())
{
DateTime.TryParseExact(date, "yyyyMMdd", CultureInfo.CurrentCulture, DateTimeStyles.None, out stock.Time);
}
else
{
DateTime.TryParseExact(date, "yyyyMMddHHmmss", CultureInfo.CurrentCulture, DateTimeStyles.None, out stock.Time);
}
long.TryParse(startPrice, out stock.StartPrice);
stock.StartPrice = Math.Abs(stock.StartPrice);
long.TryParse(highPrice, out stock.HighPrice);
stock.HighPrice = Math.Abs(stock.HighPrice);
long.TryParse(lowPrice, out stock.LowPrice);
stock.LowPrice = Math.Abs(stock.LowPrice);
long.TryParse(price, out stock.Price);
stock.Price = Math.Abs(stock.Price);
if (stock.Time < _begin)
{
continued = false;
break;
}
var nextEnd = _end.AddDays(1);
if (stock.Time >= nextEnd)
{
continue;
}
Items.Add(stock);
if (_progress != null)
{
_progress.Report(Items.Count);
}
}
int seq;
int.TryParse(e.sPrevNext, out seq);
if (seq != 0 && continued)
{
Thread.Sleep(300);
Request(_code, _begin, _end, this, _interval, _progress, seq);
}
else
{
Items.Reverse();
_source.SetResult(this);
}
}
