public TradingItem(TradingStrategy tsItem, string itemCode, string itemName, long buyingPrice, int buyingQnt, bool completeBuying = false, bool sold = false, string buyOrderType = "", string sellOrderType = "")
{
this.ts = tsItem;
this.itemCode = itemCode;
this.itemName = itemName;
this.buyingPrice = buyingPrice;
this.buyingQnt = buyingQnt;
this.outStandingQnt = buyingQnt;
this.isCompleteBuying = false;
this.conditionUid = ts.buyCondition.Uid;
this.isBuyCancel = false;
this.isCompleteSold = false;
this.buyOrderNum = string.Empty;
this.sellOrderNum = string.Empty;
this.buyOrderType = buyOrderType;
//this.sellOrderType = sellOrderType;
this.usingDivideSellLoss = ts.useDivideSellLoss;
this.usingDivideSellProfit = ts.useDivideSellProfit;
this.usingDivideSellLossLoop = ts.useDivideSellLossLoop;
this.usingDivideSellProfitLoop = ts.useDivideSellProfitLoop;
this.usingStopLossAfterBuyMore = ts.usingStopLossAfterBuyMore;
this.usingTakeProfitAfterBuyMore = ts.usingTakeProfitAfterBuyMore;
this.divideSellCount = ts.divideSellCount;
this.divideSellCountProfit = ts.divideSellCountProfit;
this.Uid = Convert.ToBase64String(Guid.NewGuid().ToByteArray());
curState = TRADING_ITEM_STATE.AUTO_TRADING_STATE_BUY_BEFORE_ORDER;
}
public TradingStrategyForSave(TradingStrategy strategy)
{
BindingFlags flags = BindingFlags.Instance | BindingFlags.GetField | BindingFlags.NonPublic | BindingFlags.Public | BindingFlags.Static;
FieldInfo[] fieldArray = strategy.GetType().GetFields(flags);
BindingFlags flagsStrategySave = BindingFlags.Instance | BindingFlags.GetField | BindingFlags.NonPublic | BindingFlags.Public | BindingFlags.Static;
FieldInfo[] StrategySaveFieldArray = this.GetType().GetFields(flagsStrategySave);
try
{
foreach (FieldInfo field in fieldArray)
{
foreach (FieldInfo SaveField in StrategySaveFieldArray)
{
if (field.Name == SaveField.Name)
{
SaveField.SetValue(this, field.GetValue(strategy));
}
}
}
foreach (var item in strategy.tradingItemList)
{
tradingSaveItemList.Add(new TradingItemForSave(item, this));
}
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
public void Stop()
{
martinGailStack.Clear();
tradingStrategy = null;
Item = null;
step = 0;
maxStep = 0;
startMoney = 0;
}
public bool IsMartinStrategy(TradingStrategy strategy)
{
if (tradingStrategy == null)
{
return(false);
}
if (tradingStrategy == strategy)
{
return(true);
}
return(false);
}
public void SetMartinStrategy(TradingStrategy strategy, int _maxStep)
{
step = 0;
maxStep = _maxStep;
startMoney = strategy.itemInvestment;
tradingStrategy = strategy;
strategy.OnReceiveCondition += OnReceiveConditionResult;
strategy.OnReceiveBuyOrder += OnReceiveBuyOrderTryResult;
strategy.OnReceiveBuyChejan += OnReceiveChejanResult;
strategy.OnReceiveSellOrder += OnReceiveSellOrderTryResult;
strategy.OnReceiveSellChejan += OnReceiveSellChejanResult;
}
public TrailingItem(string itemcode, int _firstPrice, TradingStrategy inputStrategy)
{
itemCode = itemcode;
strategy = inputStrategy;
firstPrice = _firstPrice;
settingTickCount = strategy.trailTickValue;
tickBongInfoMgr = new TickBongInfoMgr(settingTickCount);
buyOrderOption = inputStrategy.buyOrderOption;
//sellOrderOption = inputStrategy.sellOrderOption;
itemInvestment = inputStrategy.itemInvestment;
if (inputStrategy.usingPercentageBuy)
{
percentageCheckPrice = (int)((float)firstPrice * (100.0f - inputStrategy.percentageBuyValue) * 0.01f);
isPercentageCheckBuy = true;
}
if (inputStrategy.usingGapTrailBuy)
{
isGapTrailBuy = true;
gapTrailBuyCheckPrice = firstPrice; //등장 시점의가격
gapTrailBuyCheckDateTime = DateTime.Now;
gapTrailBuyCheckTimeSecond = inputStrategy.gapTrailBuyTimeValue;
}
isVwmaCheck = inputStrategy.usingVwma;
isCheckStockIndex = inputStrategy.usingCheckIndex;
if (inputStrategy.usingEnvelope5)
{
EnvelopeValueList.Add(0.05);
}
if (inputStrategy.usingEnvelope7)
{
EnvelopeValueList.Add(0.07);
}
if (inputStrategy.usingEnvelope10)
{
EnvelopeValueList.Add(0.1);
}
if (inputStrategy.usingEnvelope15)
{
EnvelopeValueList.Add(0.15);
}
}
public void AddStrategyToDataGridView(TradingStrategy tradingStrategy)
{
if (tradingStrategy != null)
{
int rowIndex = tsDataGridView.Rows.Add();
tsDataGridView["매매전략_계좌번호", rowIndex].Value = tradingStrategy.account;
tsDataGridView["매매전략_재실행", rowIndex].Value = tradingStrategy.usingRestart;
tsDataGridView["매매전략_매수조건식", rowIndex].Value = tradingStrategy.buyCondition.Name;
tsDataGridView["매매전략_시간제한사용", rowIndex].Value = tradingStrategy.usingTimeLimit;
if (tradingStrategy.usingTimeLimit)
{
tsDataGridView["매매전략_시작시간", rowIndex].Value = tradingStrategy.startDate.ToString("HH:mm");
tsDataGridView["매매전략_종료시간", rowIndex].Value = tradingStrategy.endDate.ToString("HH:mm");
}
if (tradingStrategy.usingTickBuy)
{
tsDataGridView["매매전략_호가적용", rowIndex].Value = (int)tradingStrategy.tickBuyValue * -1;
}
if (tradingStrategy.usingTickBuy)
{
tsDataGridView["매매전략_호가적용", rowIndex].Value = (int)tradingStrategy.tickBuyValue * -1;
}
if (tradingStrategy.usingTrailing)
{
tsDataGridView["매매전략_트레일링", rowIndex].Value = (int)tradingStrategy.trailTickValue;
}
tsDataGridView["매매전략_총투자금", rowIndex].Value = tradingStrategy.totalInvestment;
tsDataGridView["매매전략_매수종목수", rowIndex].Value = tradingStrategy.buyItemCount;
tsDataGridView["매매전략_종목별투자금", rowIndex].Value = tradingStrategy.itemInvestment;
if (tradingStrategy.GetTradingStrategyItem(StrategyItemName.TAKE_PROFIT_SELL) != null)
{
tsDataGridView["매매전략_익절", rowIndex].Value = tradingStrategy.GetActiveTradingStrategyItem(StrategyItemName.TAKE_PROFIT_SELL);
tsDataGridView["매매전략_익절률", rowIndex].Value = ((TradingStrategyItemWithUpDownValue)tradingStrategy.GetTradingStrategyItem(StrategyItemName.TAKE_PROFIT_SELL)).checkConditionValue;
}
if (tradingStrategy.GetTradingStrategyItem(StrategyItemName.STOPLOSS_SELL) != null)
{
tsDataGridView["매매전략_손절", rowIndex].Value = tradingStrategy.GetActiveTradingStrategyItem(StrategyItemName.STOPLOSS_SELL);
tsDataGridView["매매전략_손절률", rowIndex].Value = ((TradingStrategyItemWithUpDownValue)tradingStrategy.GetTradingStrategyItem(StrategyItemName.STOPLOSS_SELL)).checkConditionValue;
}
}
}
public int CheckMartinValid(TradingStrategy strategy)
{
if (tradingStrategy != null)
{
return(Martin_ErrorCode.ALREADY_STRATEGY);
}
if (strategy.takeProfitRate == 0 || strategy.takeProfitRate != strategy.stoplossRate * -1)
{
return(Martin_ErrorCode.NOT_VALID_PROFIT);
}
if (strategy.usingRestart != false)
{
return(Martin_ErrorCode.RESTART_ON);
}
if (strategy.buyItemCount != 1)
{
return(Martin_ErrorCode.BUY_ITEM_COUNT);
}
return(Martin_ErrorCode.ERR_NONE);
}
public TrailingPercentageItemForSave(TrailingItem itemTrail, TradingStrategy ts)
{
strategySave = new TradingStrategyForSave(ts);
BindingFlags flags = BindingFlags.Instance | BindingFlags.GetField | BindingFlags.NonPublic | BindingFlags.Public | BindingFlags.Static;
FieldInfo[] fieldArray = itemTrail.GetType().GetFields(flags);
BindingFlags flagsStrategySave = BindingFlags.Instance | BindingFlags.GetField | BindingFlags.NonPublic | BindingFlags.Public | BindingFlags.Static;
FieldInfo[] StrategySaveFieldArray = this.GetType().GetFields(flagsStrategySave);
foreach (FieldInfo field in fieldArray)
{
foreach (FieldInfo SaveField in StrategySaveFieldArray)
{
if (field.Name == SaveField.Name)
{
SaveField.SetValue(this, field.GetValue(itemTrail));
}
}
}
}
private void AddStratgy(TradingStrategyForSave saved)
{
List <TradingStrategyADDItem> tradingStrategyItemList = new List <TradingStrategyADDItem>();
TradingStrategy ts = new TradingStrategy(
saved.account,
saved.buyCondition,
saved.buyOrderOption,
saved.totalInvestment,
saved.buyItemCount,
saved.sellProfitOrderOption,
saved.sellStopLossOrderOption,
saved.sellDivideStopLossOrderOption,
false,
saved.usingRestart
);
//추가전략 적용
ts.remainItemCount = saved.remainItemCount;
//trading item load
foreach (var item in saved.tradingSaveItemList)
{
TradingItem itemAdd = item.ReloadTradingItem();
itemAdd.ts = ts;
ts.tradingItemList.Add(itemAdd);
string fidList = "9001;302;10;11;25;12;13"; //9001:종목코드,302:종목명
axKHOpenAPI1.SetRealReg("9001", itemAdd.itemCode, fidList, "1");
//매매진행 데이터 그리드뷰 표시
form.SetTradingItemUI(itemAdd);
}
if (saved.usingTimeLimit)
{
TradingStrategyItemBuyTimeCheck timeBuyCheck =
new TradingStrategyItemBuyTimeCheck(
StrategyItemName.BUY_TIME_LIMIT,
CHECK_TIMING.BUY_TIME,
new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, saved.startDate.Hour, saved.startDate.Minute, 0),
new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, saved.endDate.Hour, saved.endDate.Minute, 0));
ts.AddTradingStrategyItemList(timeBuyCheck);
ts.usingTimeLimit = true;
ts.startDate = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, saved.startDate.Hour, saved.startDate.Minute, 0);
ts.endDate = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, saved.endDate.Hour, saved.endDate.Minute, 0);
}
ts.usingTickBuy = saved.usingTickBuy;
ts.tickBuyValue = saved.tickBuyValue;
ts.usingTrailing = saved.usingTrailing;
ts.trailTickValue = saved.trailTickValue;
ts.trailMinusValue = saved.trailMinusValue;
ts.usingPercentageBuy = saved.usingPercentageBuy;
ts.percentageBuyValue = saved.percentageBuyValue;
ts.usingVwma = saved.usingVwma;
ts.usingEnvelope5 = saved.usingEnvelope5;
ts.usingEnvelope7 = saved.usingEnvelope7;
ts.usingEnvelope10 = saved.usingEnvelope10;
ts.usingEnvelope15 = saved.usingEnvelope15;
ts.usingCheckIndex = saved.usingCheckIndex;
ts.trailTickValue = saved.trailTickValue;
if (saved.usingGapTrailBuy)
{
ts.usingGapTrailBuy = true;
ts.gapTrailCostPercentageValue = saved.gapTrailCostPercentageValue;
ts.gapTrailBuyTimeValue = saved.gapTrailBuyTimeValue;
TradingStrategyItemWithUpDownPercentValue trailGapBuy =
new TradingStrategyItemWithUpDownPercentValue(
StrategyItemName.BUY_GAP_CHECK,
CHECK_TIMING.BUY_TIME,
string.Empty,
ts.gapTrailCostPercentageValue);
trailGapBuy.OnReceivedTrData += form.OnReceiveTrDataCheckGapTrailBuy;
ts.AddTradingStrategyItemList(trailGapBuy);
}
if (saved.takeProfitRate > 0)
{
double takeProfitRate = 0;
TradingStrategyItemWithUpDownValue takeProfitStrategy = null;
takeProfitRate = saved.takeProfitRate;
takeProfitStrategy =
new TradingStrategyItemWithUpDownValue(
StrategyItemName.TAKE_PROFIT_SELL,
CHECK_TIMING.SELL_TIME,
IS_TRUE_OR_FALE_TYPE.UPPER_OR_SAME,
takeProfitRate);
takeProfitStrategy.OnReceivedTrData += form.OnReceiveTrDataCheckProfitSell;
ts.AddTradingStrategyItemList(takeProfitStrategy);
ts.takeProfitRate = takeProfitRate;
}
if (saved.stoplossRate < 0)
{
double stopLossRate = 0;
stopLossRate = saved.stoplossRate;
TradingStrategyItemWithUpDownValue stopLossStrategy = null;
stopLossStrategy =
new TradingStrategyItemWithUpDownValue(
StrategyItemName.STOPLOSS_SELL,
CHECK_TIMING.SELL_TIME,
IS_TRUE_OR_FALE_TYPE.DOWN,
stopLossRate);
stopLossStrategy.OnReceivedTrData += form.OnReceiveTrDataCheckStopLoss;
ts.AddTradingStrategyItemList(stopLossStrategy);
ts.stoplossRate = stopLossRate;
}
if (saved.usingBuyMore)
{
ts.usingBuyMore = true;
//물타기
TradingStrategyItemBuyingDivide buyMoreStrategy =
new TradingStrategyItemBuyingDivide(
StrategyItemName.BUY_MORE_LOSS,
CHECK_TIMING.SELL_TIME,
IS_TRUE_OR_FALE_TYPE.DOWN,
saved.buyMoreRateLoss,
saved.buyMoreMoney);
buyMoreStrategy.OnReceivedTrData += form.OnReceiveTrDataBuyMore;
ts.AddTradingStrategyItemList(buyMoreStrategy);
//불타기
TradingStrategyItemBuyingDivide buyMoreStrategyProfit =
new TradingStrategyItemBuyingDivide(
StrategyItemName.BUY_MORE_PROFIT,
CHECK_TIMING.SELL_TIME,
IS_TRUE_OR_FALE_TYPE.UPPER_OR_SAME,
saved.buyMoreRateProfit,
saved.buyMoreMoney);
buyMoreStrategyProfit.OnReceivedTrData += form.OnReceiveTrDataBuyMore;
ts.AddTradingStrategyItemList(buyMoreStrategyProfit);
}
if (saved.usingBuyCancelByTime)
{
ts.usingBuyCancelByTime = true;
TradingStrategyItemCancelByTime buyCancelStrategy =
new TradingStrategyItemCancelByTime(
StrategyItemName.BUY_CANCEL_BY_TIME,
CHECK_TIMING.BUY_ORDER_BEFORE_CONCLUSION,
DateTime.Now.Ticks
);
buyCancelStrategy.OnReceivedTrData += form.OnReceiveTrDataBuyCancelByTime;
ts.AddTradingStrategyItemList(buyCancelStrategy);
}
if (saved.useDivideSellLoss)
{
ts.useDivideSellLoss = true;
ts.useDivideSellLossLoop = saved.useDivideSellLossLoop;
TradingStrategyItemWithUpDownValue divideStopLossStrategy = null;
divideStopLossStrategy =
new TradingStrategyItemWithUpDownValue(
StrategyItemName.STOPLOSS_DIVIDE_SELL,
CHECK_TIMING.SELL_TIME,
IS_TRUE_OR_FALE_TYPE.DOWN,
saved.divideStoplossRate);
divideStopLossStrategy.OnReceivedTrData += form.OnReceiveTrDataCheckStopLossDivide;
ts.AddTradingStrategyItemList(divideStopLossStrategy);
ts.divideStoplossRate = saved.divideStoplossRate;
ts.divideSellLossPercentage = (saved.divideSellLossPercentage);
ts.divideSellCount = saved.divideSellCount;
}
if (saved.useDivideSellProfit)
{
ts.useDivideSellProfit = true;
ts.useDivideSellProfitLoop = saved.useDivideSellProfitLoop;
TradingStrategyItemWithUpDownValue divideProfitStrategy = null;
divideProfitStrategy =
new TradingStrategyItemWithUpDownValue(
StrategyItemName.TAKE_PROFIT_DIVIDE_SELL,
CHECK_TIMING.SELL_TIME,
IS_TRUE_OR_FALE_TYPE.UPPER_OR_SAME,
saved.divideTakeProfitRate);
divideProfitStrategy.OnReceivedTrData += form.OnReceiveTrDataCheckProfitDivide;
ts.AddTradingStrategyItemList(divideProfitStrategy);
ts.divideTakeProfitRate = saved.divideTakeProfitRate;
ts.divideSellProfitPercentage = (saved.divideSellProfitPercentage);
ts.divideSellCountProfit = saved.divideSellCountProfit;
}
if (form.tradingStrategyList.FindAll(o => (o.buyCondition.Name == ts.buyCondition.Name)).Count > 0)
{
return;
}
form.tradingStrategyList.Add(ts);
form.AddStrategyToDataGridView(ts);
if (ts.buyCondition.Name.Contains("dummy") == false)
{
form.StartMonitoring(ts.buyCondition);
}
if (saved.usingDoubleCheck)
{
form.StartMonitoring(ts.doubleCheckCondition);
form.doubleCheckHashTable.Add(ts.doubleCheckCondition.Name, ts);
}
}