public float GetPercentTest(KLine line, float maxLoss)
{
//float lossMul = AppSetting.Ins.GetFloat("LossMul");
if (V_Dir > 0)
{
if (V_Avg_Price > line.V_LowPrice)
{
float p = ((line.V_LowPrice - V_Avg_Price) / line.V_LowPrice) * V_Leverage * 100;
if (p <= maxLoss)
{
return(maxLoss);
}
}
return(((line.V_ClosePrice - V_Avg_Price) / line.V_ClosePrice) * V_Leverage * 100);
}
else
{
if (V_Avg_Price < line.V_HightPrice)
{
float p = ((V_Avg_Price - line.V_HightPrice) / line.V_HightPrice) * V_Leverage * 100;
if (p <= maxLoss)
{
return(maxLoss);
}
}
return(((V_Avg_Price - line.V_ClosePrice) / line.V_ClosePrice) * V_Leverage * 100);
}
}
public static void RefreshKLine(string gid, DateTime currentDate)
{
KLine.CreateKLineTable(gid);
KLine[] kArr1Min = TimeLine.Create1MinKLine(gid, DateTime.Parse(currentDate.ToShortDateString()));
KLine[] kArr = TimeLine.AssembKLine("day", kArr1Min);
foreach (KLine k in kArr)
{
k.Save();
}
kArr = TimeLine.AssembKLine("1hr", kArr1Min);
foreach (KLine k in kArr)
{
k.Save();
}
kArr = TimeLine.AssembKLine("30min", kArr1Min);
foreach (KLine k in kArr)
{
k.Save();
}
kArr = TimeLine.AssembKLine("15min", kArr1Min);
foreach (KLine k in kArr)
{
k.Save();
}
}
/// <summary>
/// 是否要平仓
/// </summary>
/// <param name="dir">大于0多 其余空</param>
/// <param name="percent">当前盈利百分比值</param>
/// <returns></returns>
public bool ShouldCloseOrderTest(int dir, float percent, KLine line)
{
//float lossMul = AppSetting.Ins.GetFloat("LossMul");
//percent *= lossMul;
bool result = OnShouldCloseOrder(dir, percent, true);
if (result)
{
bool lastResult = V_WinClose;
V_WinClose = percent > 0;
if (V_WinClose)
{
//if (lastResult)
//{
cooldown = AppSetting.Ins.GetInt("CoolDown");
//}
}
else
{
//if (!lastResult)
//{
lossCooldown = AppSetting.Ins.GetFloat("LossCoolDown");
//}
}
V_LastOpTime = line.V_Timestamp;
V_MaxAlready = false;
}
return(result);
}
public static float GetBoll(int length, List <KLine> data, out float upValue, out float lowValue)
{
float midValue = MA.GetMA(length, data);
List <double> mulList = new List <double>();
for (int i = 0; i < length; i++)
{
KLine line = data[i];
mulList.Add(Math.Pow(line.V_ClosePrice - midValue, 2));
}
//标准差
double sd = Math.Sqrt(mulList.Average());
//上轨
upValue = midValue + 2 * (float)sd;
//下轨
lowValue = midValue - 2 * (float)sd;
return(midValue);
}
public static void WatchKDJMACD()
{
for (; true;)
{
foreach (string gid in Util.GetAllGids())
{
if (Util.IsTransacTime(DateTime.Now))
{
try
{
KLine[] kArrDay = KLine.GetLocalKLine(gid, "day");
KLine.ComputeRSV(kArrDay);
KLine.ComputeKDJ(kArrDay);
KLine.SearchKDJAlert(kArrDay, kArrDay.Length - 1);
KLine.ComputeMACD(kArrDay);
KLine.SearchMACDAlert(kArrDay, kArrDay.Length - 1);
//KLine.SearchKDJAlert(gid, "day", DateTime.Now);
//KLine.SearchKDJAlert(gid, "1hr", DateTime.Now);
//KLine.SearchKDJAlert(gid, "30min", DateTime.Now);
//KLine.SearchKDJAlert(gid, "15min", DateTime.Now);
}
catch
{
}
}
}
Thread.Sleep(1000);
}
}
/// <summary>
/// 计算向下的反转点，数据长度小于回望周期时为0，代表空值
/// </summary>
/// <param name="dataSeries"></param>
/// <param name="Ndays"></param>
/// <param name="lengthOfBackLooking"></param>
/// <returns></returns>
public static List <double> findDownReversionPoint(List <KLine> dataSeries, int Ndays, int lengthOfBackLooking)
{
List <double> indexList = new List <double>();
for (int i = 0; i < dataSeries.Count; i++)
{
if (i < lengthOfBackLooking - 1)
{
indexList.Add(0);//空值记为0
continue;
}
else
{
KLine highestPoint = new KLine();
//var itemOfHighestPoint = dataSeries.Where((item, index) => index <= i && index >= i - lengthOfBackLooking - 1).Select((m, index) => new { index, m }).OrderByDescending(n => n.m.high).Take(1).ToList();
var itemOfHighestPoint = dataSeries.GetRange(i - (lengthOfBackLooking - 1), lengthOfBackLooking).OrderByDescending(n => n.high).Take(1).ToList();
highestPoint = itemOfHighestPoint[0];
int indexOfHighestPoint = dataSeries.FindIndex(x => x.time == highestPoint.time);
if (indexOfHighestPoint - Ndays < 0)
{
indexList.Add(0);//空值记为0
}
else
{
indexList.Add(dataSeries[indexOfHighestPoint - Ndays].low);
}
}
}
return(indexList);
}
static void Main(string[] args)
{
NDapperLog.Receive += msg;
string ConnectionStr = "server=(local);UID=sa;PWD=sa;database=test";
string mysqlhost = "Host = 127.0.0.1; UserName = root; Password = @; Database = KLine; Port = 3316; CharSet = utf8; Allow Zero Datetime = true;";
NDapper dbss = DapperManager.CreateDatabase(ConnectionStr, DBType.SqlServer);
var state = dbss.State();
var list = dbss.Query <KLine>("select id,symbol from pp2009_min10");
NDapper dbss1 = DapperManager.CreateDatabase(ConnectionStr, DBType.SqlServer);
var list1 = dbss1.QueryAsync <KLine>("select id,symbol from pp2009_min11");
NDapper dbss2 = DapperManager.CreateDatabase(ConnectionStr, DBType.SqlServer);
var list2 = dbss2.Query <KLine>("select id,symbol from pp2009_min12");
KLine k = new KLine();
dbss2.Query <KLine>("select UserName,Email from User where UserId=@UserId", new KLine()
{
ID = 1
});
NDapper dbSqlLite = DapperManager.CreateDatabase(@"symbo3.db", DBType.SqlLite);
//ConnectionState DapperState = dbSqlLite.State();
string createtb = "create table hsi1903_min1 (id int, symbol varchar(50))";
int x = dbSqlLite.Execute(createtb);
int xs = dbSqlLite.Execute("insert into hsi1903_min1(id,symbol)values('1','122')");
var listSS = dbSqlLite.Query <KLine>("select id,symbol from hsi1903_min1");
Console.ReadKey();
}
//从1分钟数据中提取出15K数据，如果取数成功返回整理过后的list文件否则返回空
private List <KLine> Get15KData(List <KLine> todayData)
{
//每当index/15=0时进行写数据，记录第1分钟的开盘，最后1分钟的收盘和时间，总成交量、额，持仓
int index = 0;
double volume = 0, amount = 0;
List <KLine> newData = new List <KLine>(new KLine[16]);
for (int i = 0; i < 16; ++i)
{
newData[i] = new KLine();
}
if (todayData == null)
{
log.Info("Get15KData函数传入参数，data为空！返回null");
return(null);
}
//每次需要加入的15K数据
//KLine data15K = new KLine();
for (index = 0; index < 240; ++index)
{
//对每个15K的成交量、额数据进行累加
volume += todayData[index].volume;
amount += todayData[index].amount;
if (index % 15 == 0 || index == 239)
{
if (index == 0)
{
newData[0].open = todayData[index].open;
newData[0].high = todayData[index].high;
newData[0].low = todayData[index].low;
}
else
{
//注意这里取不到成交量最大值和最小值，需要在策略程序中写出这个功能
//先给这个
newData[index / 15 - 1].time = todayData[index - 1].time;
newData[index / 15 - 1].close = todayData[index - 1].close;
newData[index / 15 - 1].high = GetHigh(todayData, index - 15, index - 1);
newData[index / 15 - 1].low = GetLow(todayData, index - 15, index - 1);
newData[index / 15 - 1].volume = volume;
newData[index / 15 - 1].amount = amount;
newData[index / 15 - 1].openInterest = todayData[index].openInterest;
//newData.Add(data15K);
//重新给data15K更新值
newData[index / 15].open = todayData[index].open;
newData[index / 15].high = todayData[index].high;
}
if (index != 0)
{
volume = 0; amount = 0;
}
}
}
return(newData);
}
int ShouldOrderByOldAvg()
{
KLine curLine = V_Cache.V_KLineData[0];
if (curLine.V_ClosePrice < V_Cache.V_KLineData[V_CycleList[2]].V_ClosePrice)
{
if (V_Cache.V_KLineData[V_CycleList[2] - V_CycleList[1]].V_ClosePrice > V_Cache.V_KLineData[V_CycleList[2]].V_ClosePrice)
{
return(-1);
}
}
if (curLine.V_ClosePrice > V_Cache.V_KLineData[V_CycleList[0]].V_ClosePrice)
{
if (V_Cache.V_KLineData[V_CycleList[2] - V_CycleList[1]].V_ClosePrice < V_Cache.V_KLineData[V_CycleList[2]].V_ClosePrice)
{
return(1);
}
}
//if (V_Cache.V_KLineData[V_CycleList[1] - V_CycleList[0]].V_ClosePrice < V_Cache.V_KLineData[V_CycleList[1]].V_ClosePrice)
//{
// return -1;
//}
//if (V_Cache.V_KLineData[V_CycleList[1] - V_CycleList[0]].V_ClosePrice > V_Cache.V_KLineData[V_CycleList[1]].V_ClosePrice)
//{
// return 1;
//}
return(0);
}
/// <summary>
/// 月k
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button13_Click(object sender, EventArgs e)
{
if (repository == null)
{
repository = new IndicatorRepository(textBox2.Text);
repository.Initilization();
}
SecurityPropertiesSet securities = repository.Securities;
List <String> codes = securities.Codes;
int num = 0;
foreach (String code in codes)
{
if (code == null || code == "")
{
continue;
}
TimeSerialsDataSet tsd = repository[code];
if (tsd == null || tsd.DayKLine == null || tsd.DayKLine.Count <= 0)
{
continue;
}
showText(code + "...");
KLine monthKline = (KLine)tsd.Create("kline", TimeUnit.month, checkBox2.Checked);
}
}
public static KLine GetTodayKLine(string stockCode)
{
if (Util.IsTransacDay(DateTime.Now))
{
DateTime nowDate = DateTime.Parse(DateTime.Now.ToShortDateString());
string sqlStr = " select * from " + stockCode.Trim() + "_timeline where ticktime >= '" + nowDate.ToShortDateString()
+ "' and ticktime < '" + nowDate.AddDays(1).ToShortDateString() + "' order by ticktime desc ";
DataTable dt = DBHelper.GetDataTable(sqlStr);
if (dt.Rows.Count > 1)
{
KLine k = new KLine();
k.type = "day";
k.startDateTime = nowDate;
k.startPrice = double.Parse(dt.Rows[0]["open"].ToString());
k.highestPrice = double.Parse(dt.Rows[0]["high"].ToString());
k.lowestPrice = double.Parse(dt.Rows[0]["low"].ToString());
k.endPrice = double.Parse(dt.Rows[0]["buy"].ToString());
if (k.endPrice == 0)
{
k.endPrice = double.Parse(dt.Rows[0]["sell"].ToString());
}
k.gid = stockCode;
return(k);
}
else
{
return(null);
}
}
else
{
return(null);
}
}
public static KLine[] AssembKLine(string type, KLine[] kArr)
{
int span = 15;
switch (type)
{
case "15min":
span = 15;
break;
case "30min":
span = 30;
break;
case "1hr":
span = 60;
break;
case "day":
span = 240;
break;
default:
break;
}
int kLineNum = ((kArr.Length / span) * span == kArr.Length) ? (kArr.Length / span) : (1 + kArr.Length / span);
KLine[] newKArr = new KLine[kLineNum];
for (int i = 0; i < kLineNum; i++)
{
newKArr[i] = new KLine();
newKArr[i].gid = kArr[0].gid;
newKArr[i].type = type;
newKArr[i].startDateTime = DateTime.MinValue;
newKArr[i].startPrice = 0;
newKArr[i].endPrice = 0;
newKArr[i].highestPrice = double.MinValue;
newKArr[i].lowestPrice = double.MaxValue;
newKArr[i].volume = 0;
newKArr[i].amount = 0;
for (int j = 0; j < span && (i * span + j) < kArr.Length; j++)
{
if (j == 0)
{
newKArr[i].startDateTime = kArr[i * span + j].startDateTime;
newKArr[i].startPrice = kArr[i * span + j].startPrice;
}
newKArr[i].highestPrice = Math.Max(newKArr[i].highestPrice, kArr[i * span + j].highestPrice);
newKArr[i].lowestPrice = Math.Min(newKArr[i].lowestPrice, kArr[i * span + j].lowestPrice);
newKArr[i].volume = newKArr[i].volume + kArr[i * span + j].volume;
newKArr[i].amount = newKArr[i].amount + kArr[i * span + j].amount;
if (j == span - 1 || i * span + j == kArr.Length - 1)
{
newKArr[i].endPrice = kArr[i * span + j].endPrice;
}
}
}
return(newKArr);
}
/// <summary>
/// 读取日线数据
/// </summary>
public void LoadDayKLine()
{
String dayFilename = datapath + (code.StartsWith("6") ? "SH" : "SZ") + code + ".csv";
KLine dayLine = new KLine(code, TimeUnit.day);
dayLine.Load(dayFilename, false, ",", new String[] { "时间", "开盘", "最高", "最低", "收盘", "成交量", "成交额" });
klineDay = dayLine;
}
public List <KLine> GetMergeKLine(int scale)
{
List <KLine> result = new List <KLine>();
bool refresh = false;
KLine data = new KLine();
KLine oldData = new KLine();
for (int i = 0; i < V_KLineData.Count; i++)
{
oldData = V_KLineData[i];
if (i % scale == 0)
{
refresh = true;
}
else
{
refresh = false;
}
if (refresh)
{
data = new KLine();
data.V_LowPrice = oldData.V_LowPrice;
data.V_ClosePrice = oldData.V_ClosePrice;
data.V_Timestamp = oldData.V_Timestamp;
}
data.V_Vol += oldData.V_Vol;
if (data.V_LowPrice > oldData.V_LowPrice)
{
data.V_LowPrice = oldData.V_LowPrice;
}
if (data.V_HightPrice < oldData.V_HightPrice)
{
data.V_HightPrice = oldData.V_HightPrice;
}
if (i % scale == scale - 1 || i == V_KLineData.Count - 1)
{
data.V_OpenPrice = oldData.V_OpenPrice;
result.Add(data);
}
}
return(result);
}
/// <summary>
///
/// </summary>
/// <param name="_pair"></param>
/// <param name="_type"></param>
/// <param name="_values">0:limit 1:start</param>
/// <returns></returns>
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1m"; break;
case KLineType.M5: _typeText = "5m"; break;
case KLineType.H1: _typeText = "h"; break;
case KLineType.D1: _typeText = "1d"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/api/v1/trade/bucketed?binSize={_typeText}&partial=true&symbol={_pair}&count={_values[0]}&reverse=true";
if (_values.Length > 1)
{
_url += $"&start={_values[1]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = _item["timestamp"].Value <DateTime>();
_line.Pair = _pair;
_line.Open = _item["open"].Value <decimal>();
_line.Close = _item["close"].Value <decimal>();
_line.High = _item["high"].Value <decimal>();
_line.Low = _item["low"].Value <decimal>();
_line.Volume = _item["volume"].Value <decimal>();
_line.Volume2 = _item["homeNotional"].Value <decimal>();
_line.Count = _item["trades"].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
public static KLine[] GetKLineDayFromSohu(string gid, DateTime startDate, DateTime endDate)
{
string kLineJsonStr = GetKLineDayJSONFromSohu(gid, startDate, endDate).Trim();
if (kLineJsonStr.Trim().Equals("{}"))
{
return(new KLine[0]);
}
if (kLineJsonStr.StartsWith("["))
{
kLineJsonStr = kLineJsonStr.Remove(0, 1);
}
if (kLineJsonStr.EndsWith("]"))
{
kLineJsonStr = kLineJsonStr.Remove(kLineJsonStr.Length - 1, 1);
}
object[] oArr = Util.GetArrayFromJsonByKey(kLineJsonStr, "hq");
KLine[] kLineArr = new KLine[oArr.Length];
for (int i = 0; i < oArr.Length; i++)
{
object[] kLineData = (object[])oArr[i];
KLine kLine = new KLine();
kLine.type = "day";
kLine.startDateTime = DateTime.Parse(kLineData[0].ToString());
kLine.startPrice = double.Parse(kLineData[1].ToString());
kLine.endPrice = double.Parse(kLineData[2].ToString());
kLine.highestPrice = double.Parse(kLineData[6].ToString());
kLine.lowestPrice = double.Parse(kLineData[5].ToString());
kLine.gid = gid.Trim();
kLine.deal = double.Parse(kLineData[7].ToString());
kLine.volume = double.Parse(kLineData[8].ToString());
kLine.change = double.Parse(kLineData[9].ToString().Replace("%", ""));
kLineArr[oArr.Length - 1 - i] = kLine;
}
if (endDate == DateTime.Parse(DateTime.Now.ToShortDateString()) && Util.IsTransacDay(endDate) &&
kLineArr[kLineArr.Length - 1].startDateTime < endDate)
{
KLine k = GetTodayKLine(gid);
if (k != null)
{
KLine[] kLineArrNew = new KLine[kLineArr.Length + 1];
for (int i = 0; i < kLineArr.Length; i++)
{
kLineArrNew[i] = kLineArr[i];
}
kLineArrNew[kLineArr.Length] = k;
return(kLineArrNew);
}
}
return(kLineArr);
}
public static void RefreshTodayKLine()
{
foreach (string gid in GetAllGids())
{
try
{
KLine.RefreshKLine(gid, DateTime.Parse(DateTime.Now.ToShortDateString()));
}
catch
{
}
}
}
public static KLine[] GetSubKLine(KLine[] kArr, int startIndex, int num)
{
if (startIndex + num > kArr.Length)
{
return(null);
}
KLine[] subArr = new KLine[num];
for (int i = 0; i < num; i++)
{
subArr[i] = kArr[startIndex + i];
}
return(subArr);
}
/// <summary>
/// 资金动向创建
/// </summary>
/// <param name="tu"></param>
/// <returns></returns>
public TimeSeries <ITimeSeriesItem <List <double> > > FundTrendCreate(TimeUnit tu)
{
KLine kline = KLineCreateOrLoad(tu);
TimeSeries <ITimeSeriesItem <List <double> > > r = kline.executeIndicator();
r.Save(GetFullFileName(IndicatorMetaCollection.META_FUND_TREND, tu));
if (!timeSerials.ContainsKey(tu))
{
timeSerials.Add(tu, new ConcurrentDictionary <string, object>());
}
timeSerials[tu][IndicatorMetaCollection.META_FUND_TREND.NameInfo.Name] = r;
return(r);
}
public static KLine[] GetKLine(string type, string gid, DateTime startDateTime, DateTime endDateTime)
{
KLine[] kLineArr = new KLine[0];
switch (type.Trim())
{
case "day":
kLineArr = GetKLineDayFromSohu(gid, startDateTime, endDateTime);
break;
default:
break;
}
return(kLineArr);
}
public static List <KLine> GetAListFormJContainer(JContainer jcontainer)
{
List <KLine> result = new List <KLine>();
JToken temp = jcontainer.First;
while (temp != null)
{
Dictionary <string, string> content = temp.ToObject <Dictionary <string, string> >();
KLine line = new KLine();
line.SetData(content);
result.Add(line);
temp = temp.Next;
}
return(result);
}
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1"; break;
case KLineType.H1: _typeText = "60"; break;
case KLineType.D1: _typeText = "D"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/GET/v1/api/kline?pair={_pair}&type={_typeText}";
if (_values.Length > 0)
{
_url += $"&count={_values[0]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_token[0].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item[1].Value <decimal>();
_line.Close = _item[4].Value <decimal>();
_line.High = _item[2].Value <decimal>();
_line.Low = _item[3].Value <decimal>();
_line.Volume = _item[5].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
public static KLine[] GetKLine(MarketType _type, MarketPeriod _period)
{
string _url = "";
switch (_type)
{
case MarketType.BTC: _url = "https://market.huobi.com/staticmarket/kline{0}.html"; break;
case MarketType.LTC: _url = "https://market.huobi.com/staticmarket/kline_ltc{0}.html"; break;
}
switch (_period)
{
case MarketPeriod.M1: _url = string.Format(_url, "001"); break;
case MarketPeriod.M5: _url = string.Format(_url, "005"); break;
case MarketPeriod.M15: _url = string.Format(_url, "015"); break;
case MarketPeriod.M30: _url = string.Format(_url, "030"); break;
case MarketPeriod.M60: _url = string.Format(_url, "060"); break;
case MarketPeriod.D: _url = string.Format(_url, "100"); break;
case MarketPeriod.W: _url = string.Format(_url, "200"); break;
case MarketPeriod.M: _url = string.Format(_url, "300"); break;
case MarketPeriod.Y: _url = string.Format(_url, "400"); break;
}
string _result = Get(_url);
IList<KLine> _klines = new List<KLine>();
string[] _lines = _result.Split('\n');
foreach (string _line in _lines)
{
string[] _item = _line.Replace("\r", "").Split(',');
if (_item.Length != 8) { continue; }
KLine _kline = new KLine();
_kline.DateTime = DateTime.Parse(string.Format("{0}-{1}-{2} {3}:{4}:{5}",
_item[0].Substring(0,4),
_item[0].Substring(4,2),
_item[0].Substring(6,2),
_item[1].Substring(0,2),
_item[1].Substring(2,2),
_item[1].Substring(4,2)));
_kline.Open = decimal.Parse(_item[2]);
_kline.High = decimal.Parse(_item[3]);
_kline.Low = decimal.Parse(_item[4]);
_kline.Close = decimal.Parse(_item[5]);
_kline.Volume = decimal.Parse(_item[6]);
_kline.Total = decimal.Parse(_item[7]);
_klines.Add(_kline);
}
return _klines.ToArray();
}
/// <summary>
/// 根据个股S点卖出
/// </summary>
/// <param name="bouts"></param>
/// <param name="ds"></param>
/// <param name="strategyParam"></param>
/// <param name="backtestParam"></param>
public void DoSell1(TradeRecords tradeRecords, TimeSerialsDataSet ds, Properties strategyParam, BacktestParameter backtestParam)
{
TimeSeries <ITimeSeriesItem <char> > dayTradePt = ds.CubePtCreateOrLoad();
if (dayTradePt == null)
{
return;
}
if (tradeRecords == null || tradeRecords.Bouts == null || tradeRecords.Bouts.Count <= 0)
{
return;
}
KLine dayLine = ds.DayKLine;
if (dayLine == null)
{
return;
}
foreach (TradeBout bout in tradeRecords.Bouts)
{
DateTime buyDate = bout.BuyInfo.TradeDate;
KeyValuePair <int, ITimeSeriesItem> dayTradePtItem = dayTradePt.GetNearest(buyDate, false);
if (dayTradePtItem.Key < 0)
{
continue;
}
if (dayTradePtItem.Value == null)
{
continue;
}
int index = dayTradePt.IndexOf(dayTradePtItem.Value.Date);
for (int k = index; k < dayTradePt.Count; k++)
{
if (dayTradePt[k].Value == 'S')
{
KLineItem dayLineItem = dayLine[dayTradePt[k].Date];
if (dayLineItem == null)
{
break;
}
bout.RecordTrade(2, dayLineItem.Date, TradeDirection.Sell, dayLineItem.CLOSE, bout.BuyInfo.Amount, 0, 0, "发S点");
break;
}
}
}
}
/// <summary>
/// 根据K线生成立体买卖
/// </summary>
/// <param name="tu"></param>
/// <returns></returns>
public TradingLine CubeCreate(TimeUnit tu = TimeUnit.day, bool forced = true)
{
KLine kline = KLineCreateOrLoad(tu);
TradingLine tradeline = kline.indicator_trading_stereo1();
tradeline.buyLine.Save(GetFullFileName(IndicatorMetaCollection.META_CUBEBUY, tu));
tradeline.sellLine.Save(GetFullFileName(IndicatorMetaCollection.META_CUBESELL, tu));
tradeline.buysellPoints.Save(GetFullFileName(IndicatorMetaCollection.META_CUBEPT, tu));
if (!timeSerials.ContainsKey(tu))
{
timeSerials.Add(tu, new ConcurrentDictionary <string, object>());
}
timeSerials[tu][IndicatorMetaCollection.META_CUBEBUY.NameInfo.Name] = tradeline.buyLine;
timeSerials[tu][IndicatorMetaCollection.META_CUBESELL.NameInfo.Name] = tradeline.sellLine;
timeSerials[tu][IndicatorMetaCollection.META_CUBEPT.NameInfo.Name] = tradeline.buysellPoints;
return(tradeline);
}
/// <summary>
/// 刷新历史数据
/// </summary>
public virtual async Task RunHistory()
{
Console.WriteLine(V_Instrument_id + ":获取历史数据");
Debugger.Log(V_Instrument_id + ":获取历史数据");
if (V_HistoryCache == null)
{
V_HistoryCache = new KLineCache();
}
List <KLine> history_data = new List <KLine>();
SwapApi api = CommonData.Ins.V_SwapApi;
int length = V_Min;
DateTime t_start = DateTime.Now.AddMinutes(-length * 2000);
DateTime t_end = DateTime.Now;
while (t_start.AddMinutes(length * 200) < t_end)
{
JContainer con = await api.getCandlesDataAsync(V_Instrument_id, t_start, t_start.AddMinutes(length * 200), length * 60);
List <KLine> d = KLine.GetListFormJContainer(con);
d.AddRange(history_data);
history_data.Clear();
history_data.AddRange(d);
t_start = t_start.AddMinutes(length * 200);
}
Console.WriteLine(V_Instrument_id + ":历史数据 " + history_data.Count + "条");
Debugger.Log(V_Instrument_id + ":历史数据 " + history_data.Count + "条");
V_HistoryCache.RefreshData(history_data);
V_LastOpTime = history_data[history_data.Count - 1].V_Timestamp;
}
/// <summary>
/// 平仓
/// </summary>
public virtual void CloseOrder(KLine kline, int dir, float percent = 1, bool limit = true)
{
if (V_Positions == null || V_Positions.Count <= 0)
{
return;
}
Position removeItem = null;
foreach (var item in V_Positions)
{
if (item.V_Dir == dir)
{
removeItem = item;
break;
}
}
if (removeItem == null)
{
return;
}
float p = removeItem.GetPercentTest(kline, limit?helper.V_LossPercent:-10000);
//p = p;
float temp = 0;
temp = (p * 0.01f + percent) * removeItem.V_AllVol;
V_LeaveMoney += temp;
temp = p * 0.01f * removeItem.V_AllVol;
//Console.WriteLine("{0} : 平仓价格:{1} 盈利：{2} 资金：{3} 百分比：{4} 仓位：{5}", kline.V_Timestamp, kline.V_ClosePrice, temp, V_LeaveMoney, p, percent*100);
if (percent >= 1)
{
V_Positions.Remove(removeItem);
}
else
{
removeItem.V_AllVol *= 1 - percent;
removeItem.V_AvailVol = removeItem.V_AllVol;
}
}
/// <summary>
/// 生成指标数据
/// </summary>
/// <returns></returns>
public bool doGenerateIndicator()
{
showBeginMessage("开始生成指标...");
if (repository == null)
{
repository = new IndicatorRepository(FileUtils.GetDirectory(props.Get <String>("repository")));
repository.Initilization();
}
try
{
List <String> codes = repository.Securities.Codes;
foreach (String code in codes)
{
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
continue;
}
showProgressMessage(code);
KLine kline = ds.DayKLine;
TradingLine tradeLine = ds.DayTradeLine;
ds.Create("kline", TimeUnit.week);
ds.Create("kline", TimeUnit.month);
ds.CubeCreate();
ds.CubeCreate(TimeUnit.week);
ds.CubeCreate(TimeUnit.month);
ds.FundTrendCreate(TimeUnit.day);
ds.FundTrendCreate(TimeUnit.week);
ds.FundTrendCreate(TimeUnit.month);
ds.FundTrendCrossCreate(TimeUnit.day);
ds.FundTrendCrossCreate(TimeUnit.week);
ds.FundTrendCrossCreate(TimeUnit.month);
}
showResultMessage("");
return(true);
}
catch (Exception e)
{
showResultMessage("生成指标失败", -1, e.Message);
return(false);
}
}
public static KLine[] LoadLocalKLine(string gid, string type)
{
DataTable dt = DBHelper.GetDataTable(" select * from " + gid.Trim() + "_k_line where type = '" + type + "' order by start_date ");
KLine[] kArr = new KLine[dt.Rows.Count];
for (int i = 0; i < dt.Rows.Count; i++)
{
kArr[i] = new KLine();
kArr[i].gid = gid.Trim();
kArr[i].startDateTime = DateTime.Parse(dt.Rows[i]["start_date"].ToString());
kArr[i].type = type.Trim();
kArr[i].startPrice = double.Parse(dt.Rows[i]["open"].ToString());
kArr[i].endPrice = double.Parse(dt.Rows[i]["settle"].ToString());
kArr[i].highestPrice = double.Parse(dt.Rows[i]["highest"].ToString());
kArr[i].lowestPrice = double.Parse(dt.Rows[i]["lowest"].ToString());
kArr[i].volume = int.Parse(dt.Rows[i]["volume"].ToString());
kArr[i].amount = double.Parse(dt.Rows[i]["amount"].ToString());
}
return(kArr);
}
/// <summary>
/// VAR0:=(2*CLOSE+HIGH+LOW)/4;
/// B:=XMA((VAR0-LLV(LOW,30))/(HHV(HIGH,30)-LLV(LOW,30))*100,12);
/// 主力做多资金:EMA(B,3),LINETHICK2,COLORWHITE;
/// </summary>
/// <param name="kline"></param>
/// <param name="begin"></param>
/// <param name="end"></param>
/// <param name="param"></param>
/// <returns></returns>
public static TimeSeries <ITimeSeriesItem <double> > indicator_fund_main1(this KLine kline, int begin = 0, int end = 0, PropertyDescriptorCollection param = null)
{
TimeSeries <ITimeSeriesItem <double> > close = kline.Select <double>("CLOSE", begin, end);
TimeSeries <ITimeSeriesItem <double> > open = kline.Select <double>("OPEN", begin, end);
TimeSeries <ITimeSeriesItem <double> > high = kline.Select <double>("HIGH", begin, end);
TimeSeries <ITimeSeriesItem <double> > low = kline.Select <double>("LOW", begin, end);
TimeSeries <ITimeSeriesItem <double> > VAR0 = (close * 2.0 + open + low) / 4;
TimeSeries <ITimeSeriesItem <double> > t1 = VAR0 - low.LLV(30);
TimeSeries <ITimeSeriesItem <double> > t2 = high.HHV(30) - low.LLV(30);
TimeSeries <ITimeSeriesItem <double> > t3 = (t1 / t2) * 100;
TimeSeries <ITimeSeriesItem <double> > B = t3.XMA(12);
TimeSeries <ITimeSeriesItem <double> > results = B.EMA(3);
return(results);
}
/// <summary>
/// 生成MACD
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button10_Click(object sender, EventArgs e)
{
if (repository == null)
{
repository = new IndicatorRepository(textBox2.Text);
repository.Initilization();
}
SecurityPropertiesSet securities = repository.Securities;
List <String> codes = securities.Codes;
int num = 0;
foreach (String code in codes)
{
if (code == null || code == "")
{
continue;
}
TimeSerialsDataSet tsd = repository[code];
if (tsd == null)
{
continue;
}
KLine dayLine = tsd.DayKLine;
if (dayLine != null)
{
tsd.Create("macd", TimeUnit.day, checkBox1.Checked);
}
KLine weekLine = tsd.WeekKLine;
if (weekLine != null)
{
tsd.Create("macd", TimeUnit.week, checkBox1.Checked);
}
if (tsd == null || tsd.DayKLine == null || tsd.DayKLine.Count <= 0)
{
continue;
}
showText(code + "...");
}
}
