public bool IsMatch(Dictionary <int, KLineCache> klineDataDic, float btcLSPercent, List <int> MACycleList)
{
switch (type)
{
case MatchConditionType.MA:
int value = (int)args1;
if (!klineDataDic.ContainsKey(value) && value % 1440 == 0)
{
int merge = value / 1440;
KLineCache cache = new KLineCache();
cache.RefreshData(klineDataDic[1440].GetMergeKLine(merge));
klineDataDic[value] = cache;
}
if (klineDataDic.ContainsKey(value))
{
KLineCache kLineCache = klineDataDic[value];
List <float> maList = new List <float>();
List <float> perList = new List <float>();
for (int i = 0; i < paramsList1.Count; i++)
{
int maIndex = (int)paramsList1[i];
float maValue = 0;
if (maIndex == 0)
{
maValue = kLineCache.V_KLineData[0].V_ClosePrice;
}
else
{
if (MACycleList[maIndex - 1] > kLineCache.V_KLineData.Count)
{
return(false);
}
maValue = MA.GetMA(MACycleList[maIndex - 1], kLineCache.V_KLineData);
}
maList.Add(maValue);
float perValue = MathF.Abs((kLineCache.V_KLineData[0].V_ClosePrice - maValue) / maValue * 100);
perList.Add(perValue);
}
bool match = true;
for (int i = 0; i < maList.Count - 1; i++)
{
float perValue = MathF.Abs((maList[i] - maList[i + 1]) / maList[i + 1] * 100);
if (perValue > 1 && maList[i] < maList[i + 1])
{
match = false;
break;
}
}
if (match)
{
for (int i = 0; i < paramsList2.Count; i++)
{
if (paramsList2[i] < 0)
{
if (perList[i] < MathF.Abs(paramsList2[i]))
{
match = false;
break;
}
}
else
{
if (perList[i] > paramsList2[i])
{
match = false;
break;
}
}
}
}
return(match);
}
break;
case MatchConditionType.EMA:
value = (int)args1;
if (klineDataDic.ContainsKey(value))
{
KLineCache kLineCache = klineDataDic[value];
List <float> maList = new List <float>();
List <float> perList = new List <float>();
for (int i = 0; i < paramsList1.Count; i++)
{
int maIndex = (int)paramsList1[i];
float maValue = 0;
if (maIndex == 0)
{
maValue = kLineCache.V_KLineData[0].V_ClosePrice;
}
else
{
if (MACycleList[maIndex - 1] > kLineCache.V_KLineData.Count)
{
return(false);
}
maValue = EMA.GetEMA(MACycleList[maIndex - 1], kLineCache.V_KLineData);
}
maList.Add(maValue);
float perValue = MathF.Abs((kLineCache.V_KLineData[0].V_ClosePrice - maValue) / maValue * 100);
perList.Add(perValue);
}
bool match = true;
for (int i = 0; i < maList.Count - 1; i++)
{
if (maList[i] < maList[i + 1])
{
match = false;
break;
}
}
if (match)
{
for (int i = 0; i < paramsList2.Count; i++)
{
if (paramsList2[i] < 0)
{
if (perList[i] < MathF.Abs(paramsList2[i]))
{
match = false;
break;
}
}
else
{
if (perList[i] > paramsList2[i])
{
match = false;
break;
}
}
}
}
return(match);
}
break;
case MatchConditionType.BtcLSPercent:
if (args1 < 0)
{
if (btcLSPercent < MathF.Abs(args1))
{
return(false);
}
return(true);
}
else
{
if (btcLSPercent > args1)
{
return(false);
}
return(true);
}
break;
case MatchConditionType.PriceList:
value = (int)args1;
if (klineDataDic.ContainsKey(value))
{
KLineCache kLineCache = klineDataDic[value];
bool match = true;
int count = (int)paramsList1[0];
if (Math.Abs(count) + 1 > kLineCache.V_KLineData.Count)
{
return(false);
}
if (count > 0)
{
for (int i = 0; i < count; i++)
{
if (kLineCache.V_KLineData[i].GetAvg() < kLineCache.V_KLineData[i + 1].GetAvg())
{
match = false;
break;
}
}
}
else
{
for (int i = 0; i < -count; i++)
{
if (kLineCache.V_KLineData[i].GetAvg() > kLineCache.V_KLineData[i + 1].GetAvg())
{
match = false;
break;
}
}
}
return(match);
}
break;
case MatchConditionType.OldPrice:
value = (int)args1;
if (klineDataDic.ContainsKey(value))
{
KLineCache kLineCache = klineDataDic[value];
bool match = false;
int startInedx = (int)paramsList1[0];
int dir = (int)paramsList1[1];
int count = Math.Abs(dir);
float curValue = kLineCache.V_KLineData[0].V_ClosePrice;
if (startInedx < kLineCache.V_KLineData.Count)
{
float p1 = kLineCache.V_KLineData[startInedx].GetAvg();
float p2 = kLineCache.V_KLineData[startInedx - count].GetAvg();
float percent = MathF.Abs((p1 - p2) / p2 * 100);
if (percent > 2)
{
if (dir > 0)
{
if (p1 < p2 && curValue < p1)
{
match = true;
}
}
else
{
if (p1 > p2 && curValue > p1)
{
match = true;
}
}
}
}
return(match);
}
break;
default:
break;
}
return(false);
}
/// <summary>
/// 初始化
/// </summary>
/// <returns></returns>
public virtual async void Start()
{
try
{
await m_TaticsHelper.RunHistory();
if (V_TacticsState == EM_TacticsState.Stop)
{
return;
}
m_LastRefreshTime = DateTime.Now;
V_AccountInfo = new AccountInfo();
V_AccountInfo.V_Leverage = m_TaticsHelper.V_Leverage;
//获取一下合约面值
JContainer con = await CommonData.Ins.V_SwapApi.getInstrumentsAsync();
if (V_TacticsState == EM_TacticsState.Stop)
{
return;
}
DataTable t = JsonConvert.DeserializeObject <DataTable>(con.ToString());
foreach (DataRow dr in t.Rows)
{
if (dr["instrument_id"].Equals(V_Instrument_id))
{
V_AccountInfo.V_Contract_val = float.Parse(dr["contract_val"].ToString());
break;
}
}
//设置合约倍数
await CommonData.Ins.V_SwapApi.setLeverageByInstrumentAsync(V_Instrument_id, (int)m_TaticsHelper.V_Leverage, "3");
}
catch (Exception ex)
{
Console.WriteLine(V_Instrument_id + " " + ex.ToString());
Debugger.Error(V_Instrument_id + " " + ex.ToString());
Console.WriteLine(V_Instrument_id + " ReStart");
Debugger.Error(V_Instrument_id + " ReStart");
Start();
}
if (V_TacticsState == EM_TacticsState.Stop)
{
return;
}
cache = new KLineCache();
if (V_TacticsState == EM_TacticsState.Start)
{
V_TacticsState = EM_TacticsState.Normal;
}
Console.WriteLine("start {0}", V_Instrument_id);
Debugger.Warn(string.Format("start {0}", V_Instrument_id));
Update();
}
/// <summary>
/// 刷新历史数据
/// </summary>
public override async Task RunHistory()
{
await base.RunHistory();
Console.WriteLine(V_Instrument_id + ":分析结果");
Debugger.Warn(V_Instrument_id + ":分析结果");
List <float> resultList_add = new List <float>();
List <float> resultList_mul = new List <float>();
List <float> klineList_add = new List <float>();
List <float> klineList_mul = new List <float>();
int start = 150;
List <KLine> all_data = V_HistoryCache.V_KLineData;
for (int i = start; i < all_data.Count - start; i++)
{
List <KLine> data = all_data.GetRange(all_data.Count - 1 - start - i, start);
if (V_Cache == null)
{
V_Cache = new KLineCache();
}
V_Cache.RefreshData(data);
float result = GetResult();
if ((MathF.Abs(result) - 0.01f) > 0)
{
if (result > 0)
{
resultList_add.Add(result);
}
else
{
resultList_mul.Add(result);
}
}
//KLine line = data[0];
//float p = (line.V_ClosePrice - line.V_OpenPrice) / line.V_OpenPrice * V_Leverage * 100;
//if (MathF.Abs(p) >= 0.1f)
//{
// if (line.V_OpenPrice > line.V_ClosePrice)
// {
// //跌
// klineList_mul.Add(p);
// }
// else
// {
// //涨
// klineList_add.Add(p);
// }
//}
}
result_add_avg = Util.GetAvg(resultList_add);
result_mul_avg = Util.GetAvg(resultList_mul);
resultList_add.AddRange(resultList_mul);
result_avg = Util.GetAvg(resultList_add);
TaticsTestRunner.TestRun(this);
Console.WriteLine(V_Instrument_id + ":分析历史数据完毕");
Debugger.Warn(V_Instrument_id + ":分析历史数据完毕");
}
