public void updTime(TICK tTick)
{
int hour = 0;
int minute = 0;
int second = 0;
String cstime = tTick.m_nTime.ToString();
int strln = cstime.Length;
if (strln == 1)
{
bTimeOver24 = true;
}
if (bTimeOver24)
{
g_CurTime = g_CurTime.AddSeconds(1);
}
else
{
if (strln == 5)
{
hour = int.Parse(cstime[0].ToString());
minute = int.Parse(cstime.Substring(1, 2));
second = int.Parse(cstime.Substring(3, 2));
}
else if (strln == 6)
{
hour = int.Parse(cstime.Substring(0, 2));
minute = int.Parse(cstime.Substring(2, 2));
second = int.Parse(cstime.Substring(4, 2));
}
}
//更新當前時間
g_CurTime = new DateTime(g_CurTime.Year, g_CurTime.Month, g_CurTime.Day, hour, minute, second);
}
bool insertNewKLine(TICK tTick, DateTime _time, List <KLine> madata, double interval)
{
bool bNewKLineInserted = false;
//最後一根分k的時間轉 time_t
int cnt = madata.Count;
if (cnt > historyKLCnt)
{
KLine lastK = madata[(cnt - 1)];
DateTime lastKLineTime = lastK.datetime;
//現在已超出最後一根k棒的時間
double timedif = Math.Abs((_time - lastKLineTime).TotalSeconds);
if (timedif >= interval)
{
DateTime tdate = lastKLineTime.AddSeconds(interval);
bNewKLineInserted = true;
KLine kl = new KLine(interval, tdate, tTick.m_nClose, tTick.m_nClose,
tTick.m_nClose, tTick.m_nClose, tTick.m_nQty);
madata.Add(kl);
}
else
{
lastK.close = tTick.m_nClose;
lastK.amount += tTick.m_nQty;
if (tTick.m_nClose < lastK.lowest)
{
lastK.lowest = tTick.m_nClose;
}
else if (tTick.m_nClose > lastK.highest)
{
lastK.highest = tTick.m_nClose;
}
// 上下檔壓力記錄
if (tTick.m_nClose == lastK.open)
{
lastK.OpenCloseHitTime++;
}
lastK.tickAmount++;
}
}
else //一根k棒都沒有
{
//算出當前tick最靠近的一個區間時間，可以在任意時間開啟監看
DateTime curbaseTime = date_RoundDown(_time, TimeSpan.FromSeconds(interval));
KLine kl = new KLine(interval, curbaseTime, tTick.m_nClose, tTick.m_nClose,
tTick.m_nClose, tTick.m_nClose, tTick.m_nQty);
madata.Add(kl);
}
return(bNewKLineInserted);
}
// 盤前擷取資訊
public void resetStatus(string exeRootPth)
{
//Force GC
System.GC.Collect();
GC.WaitForPendingFinalizers();
g_todayWinPoint = 0;
todayTradeTimes = 0;
g_CurDeposit = 0;
readHistoryKLData();
if (ServMain.quoteProgramMode == QuoteProgramModeOS.QPM_MarketAM)
{
bDoTrading = true;
}
else if (ServMain.quoteProgramMode == QuoteProgramModeOS.QPM_MarketPM)
{
string ff = exeRootPth + @"\AMTicks.xml";
using (StreamReader sr = new StreamReader(ff, Encoding.Default, true))
{
while (sr.Peek() != -1)
{
string _tkstr = sr.ReadLine();
if (_tkstr.IndexOf("Tick") != -1)
{
string[] sptk = _tkstr.Split(':');
int _t_ = int.Parse(sptk[1].Split('=')[0]);
int _price_ = int.Parse(sptk[2].Split(' ')[0]);
int _amt_ = int.Parse(sptk[3].Split(' ')[0]);
//int hour = _t_ / 10000;
//int minute = (_t_ - hour*10000)/100;
//int second = (_t_ - hour * 10000 - minute*100 );
//g_CurTime = new DateTime(todate.Year, todate.Month, todate.Day, hour, minute, second);
//Console.WriteLine(g_CurTime.ToString());
TICK tTick = new TICK();
tTick.m_nClose = _price_;
tTick.m_nQty = _amt_;
tTick.m_nTime = _t_;
updTime(tTick);
collectKLineData(tTick, g_CurTime);
}
}
}
bDoTrading = true;
}
}
public void OnNotifyTicksGet(TICK tTick)
{
m_tick = tTick;
//先更新tick時間
updTime(tTick);
if (!(isDuringMarketTime(g_CurTime)))
{
return;
}
collectKLineData(tTick, g_CurTime);
if (parent != null)
{
parent.LastCbTime = DateTime.Now;
}
}
public void OnNotifyTicks(TICK tTick)
{
m_tick = tTick;
//先更新tick時間
updTime(tTick);
//Console.WriteLine("## Tick ==> " + g_CurTime + " : " + tTick.m_nClose.ToString() + " : " + tTick.m_nQty.ToString());
if (!(isDuringMarketTime(g_CurTime)))
{
return;
}
collectKLineData(tTick, g_CurTime, false);
if (parent != null)
{
parent.LastCbTime = DateTime.Now;
}
}
void insertTodayKLine(TICK tTick, KLine _KL)
{
if (_KL.open == 0)
{
_KL.open = tTick.m_nClose;
}
_KL.close = tTick.m_nClose;
_KL.amount += tTick.m_nQty;
if (tTick.m_nClose < _KL.lowest)
{
_KL.lowest = tTick.m_nClose;
}
else if (tTick.m_nClose > _KL.highest)
{
_KL.highest = tTick.m_nClose;
}
}
public void InsertTick(TICK pTick)
{
DataRow myDataRow = m_dtTick.NewRow();
myDataRow["m_nPtr"] = pTick.m_nPtr;
myDataRow["m_nTime"] = pTick.m_nTime;
if (pTick.m_nBid == -999999)
{
myDataRow["m_nBid"] = 0;
}
else
{
myDataRow["m_nBid"] = pTick.m_nBid / 100.00;
}
if (pTick.m_nAsk == -999999)
{
myDataRow["m_nAsk"] = 0;
}
else
{
myDataRow["m_nAsk"] = pTick.m_nAsk / 100.00;
}
if (pTick.m_nAsk == -999999)
{
myDataRow["m_nClose"] = 0;
}
else
{
myDataRow["m_nClose"] = pTick.m_nClose / 100.00;
}
myDataRow["m_nQty"] = pTick.m_nQty;
m_dtTick.Rows.Add(myDataRow);
}
void collectKLineData(TICK tTick, DateTime curT, bool bTicksGet = true)
{
insertTodayKLine(tTick, KLineToday);
if (insertNewKLine(tTick, curT, m_KLdata_30Min, THIRTY_MINUTE))
{
KLine _curK = m_KLdata_30Min[m_KLdata_30Min.Count - 2];
//Console.WriteLine("KL: [op:" + _curK.open.ToString() + "] [cl:" + _curK.close.ToString() + "]");
RecordMACD(_curK);
updateGraphData(_curK);
}
if (!bTicksGet)
{
// K棒結束後2秒內出手(盤中要送單測試暫時關閉)
//DoDayTradeMACD(m_KLdata_30Min);
// 不用平倉
//dayTradCleanInventory_EndDay(m_KLdata_30Min);
}
//如果等不到回報，表示上次的order沒有成交，應該要繼續嘗試強制平倉
if (m_KLdata_30Min.Count > 0)
{
if ((ServMain.quoteProgramMode == QuoteProgramModeOS.QPM_MarketPM) || (ServMain.quoteProgramMode == QuoteProgramModeOS.QPM_MarketAM))
{
if (g_bWaitingDeal == waitDealMode.waitToCleanInventory)
{
doCleanInventory(m_KLdata_30Min[m_KLdata_30Min.Count - 1], g_cleanUpMode);
}
else if (g_bWaitingDeal == waitDealMode.waitToBuildInventory)
{
doBuildInventory(AttackKL, g_b1MinTradePositive);
}
}
}
}
public static extern int SKQuoteLib_GetTick(int sMarketNo, int sStockidx, int nPtr, out TICK Tick);
public static extern int SKQuoteLib_GetTick(int sMarketNo, int sStockidx,int nPtr, out TICK Tick);
public void InsertTick( TICK pTick)
{
DataRow myDataRow = m_dtTick.NewRow();
myDataRow["m_nPtr"] = pTick.m_nPtr;
myDataRow["m_nTime"] = pTick.m_nTime;
if (pTick.m_nBid == -999999)
myDataRow["m_nBid"] = 0;
else
myDataRow["m_nBid"] = pTick.m_nBid / 100.00;
if (pTick.m_nAsk == -999999)
myDataRow["m_nAsk"] = 0;
else
myDataRow["m_nAsk"] = pTick.m_nAsk / 100.00;
if (pTick.m_nAsk == -999999)
myDataRow["m_nClose"] = 0;
else
myDataRow["m_nClose"] = pTick.m_nClose / 100.00;
myDataRow["m_nQty"] = pTick.m_nQty;
m_dtTick.Rows.Add(myDataRow);
}