public SweepUnit_FO(
long signedGoalCountFO,
String code,
double initEnterPrice,
POrder initOrder,
Account accountFO,
ISweeper parent,
int muteSec)
{
this.ID = SweepUnitIDManager.NextID++;
this.InitEnterPrice = initEnterPrice;
this.InitSignedGoalCount = this.CurSignedTargetCount = signedGoalCountFO;
this.Code = code;
this._initOrder = initOrder;
this.AccountFO = accountFO;
this._parent = parent;
this._muteSec = muteSec;
this.InitLongShort = InitSignedGoalCount > 0 ? TradingDirection.Long : TradingDirection.Short;
this._mute = new Timer(muteSec, "");
this._bResumed = false;
this._bCompleteQuickly = false;
this.RealOrders = new List<POrder>();
RequestInitOrder();
}
public SweepUnit_OE(
POrder goalOrder,
Account accountFO,
Account accountSpot,
OptionTribe ot,
ISweeper parent,
Boolean bConservativeOptionPolicyOn,
int muteSec)
{
ID = SweepUnitIDManager.NextID++;
_parent = parent;
GoalOrder = goalOrder;
RealOrders = new List<POrder>();
_ot = ot;
_mute = new Timer(muteSec, ""); // 2초
_candidateCodes = ElwOptionUtil.GetSameCandidateCodes(goalOrder.Code);
_accountSpot = accountSpot;
_accountFO = accountFO;
_bConservativeOptionPolicyOn = bConservativeOptionPolicyOn;
if (!RequestInitOrder())
{
GoalOrder.Free();
}
_State = State._1_MuteFewSecs;
ShowState();
}
private SoundManager()
{
myPlayerAlarm = new System.Media.SoundPlayer();
myPlayerAlarm.SoundLocation = @"c:\windows\media\tada.wav";
myPlayerContract = new System.Media.SoundPlayer();
myPlayerContract.SoundLocation = @"c:\windows\media\ringin.wav";
myPlayerException = new System.Media.SoundPlayer();
myPlayerException.SoundLocation = @"c:\windows\media\Windows XP Critical Stop.wav";
myAliveAlarm = new System.Media.SoundPlayer();
myAliveAlarm.SoundLocation = @"c:\windows\media\Windows XP Hardware Fail.wav";
int useAccount = Convert.ToInt32(Util.RemoveComma(ConfigManager.Ins().Config.GetValue(ConfigKeyConst.USE_ACCOUNT)));
if (useAccount == 1)
{
_aliveTimer = new Timer(10, "");
}
else
{
_aliveTimer = new Timer(60 * 60 * 24, ""); // 24시간 뒤에 플레이 하도록 한다.
}
this.IsContractSoundOn = false;
}
// 선물의 Velocity를 검사하고 일정 이상의 속도라면 정보를 수집한다.
public FoxWatchCaptureController(Boolean bToDB_InRunning)
{
this.IsToDB_InRunning = bToDB_InRunning;
_futureCode = KospiFutureUtil.Ins().KFI.Code;
_mute = new Timer(MUTE_SEC, "");
_mute.SetAsForcedTimeOut();
InitPolicy();
}
public FoxCaptureSlideController(
double futureVelocity,
int groupID,
int timeOffsetCount,
FoxCapturePolicy policy,
Boolean bToDB_InRunning)
{
this.IsToDB_InRunning = bToDB_InRunning;
_slide = new FoxCaptureSlide(futureVelocity, groupID, timeOffsetCount, DateTime.Now);
this._policy = policy;
this._futureCode = KospiFutureUtil.Ins().KFI.Code;
_timer = new Timer(1, "");
_timer.SetAsForcedTimeOut();
}
public FoxRawDataEachCollector(String code, long agentRunningPeriod)
{
// 50 ms 마다 한번씩 실행해야 한다.
Trace.Assert(agentRunningPeriod == WATCH_RUN_PERIOD_MILLI_SEC * TimeConst.ONE_SEC / 1000);
this.Code = code;
Dictionary<String, OptionTribe> tribes = OptionFamily.Ins().Tribes;
String futureCode = KospiFutureUtil.Ins().KFI.Code;
if (this.Code.CompareTo(futureCode) == 0)
{
OT = null; // 선물인 경우에는 이런 일이 가능하다.
}
else
{
String koiKey = ElwOptionUtil.GetKOIKey(this.Code);
if (tribes.ContainsKey(koiKey))
{
OT = tribes[koiKey];
}
else
{
Debug.Assert(false);
}
}
this._timerForMinutePeriodControllers = new Timer(TIMER_MINUTE_PERIOD_SEC, "");
_priceDataController = new FoxPriceDataController(code, WATCH_RUN_PERIOD_MILLI_SEC);
//FoxPriceRangeController를 생성한다.
_priceRangeController = new FoxPriceRangeController(code);
//FoxPriceVolController를 생성한다.
_priceVolController = new FoxPriceVolController(code);
//FoxPriceVelocityController를 생성한다.
_priceVelocityController = new FoxPriceVelocityController(code);
}
public SweepUnitTemplate(
ISweepUnitContext context,
ISweeper sweeper,
int muteSec)
{
this.Context = context;
this._sweeper = sweeper;
this._muteSec = muteSec;
this.ID = SweepUnitIDManager.NextID++;
this._bResumed = false;
this._bCompleteQuickly = false;
Context.RequestInitOrders();
Context.AfterRequestInitOrders();
this._mute = new Timer(muteSec, "");
this.CurState = StateEnum._1_MuteFewSecsAfterInitOrders;
this.CurOverviewState = OverviewState.Enter;
}
void CancelLiveOrders()
{
_maxWaiting = new Timer(30, "30초 넘도록 주문 취소가 되지 않았습니다. ForceDone을 수행합니다. 불안합니다.");
Context.CancelLiveOrders();
CurState = StateEnum._3_WaitUntilCancelAllOrders;
}
void CancelPriceOrders()
{
_maxWaiting = new Timer(30, "CRITICAL ERROR!!! 30초 넘도록 주문 취소가 되지 않았습니다. 불안합니다.");
foreach (POrder o in ElwOrdersReal)
{
o.CancelRemains();
}
foreach (POrder o in OptionOrdersReal)
{
o.CancelRemains();
}
}
public ElwArbSweepUnit(
KospiOptionInfo koi,
ElwInfo elwInfo,
Account optionAccount,
POrder optionOrder,
Account elwAccount,
POrder elwOrder,
STR_ElwArb parent,
DateTime dtEnd)
{
try
{
KOI = koi;
CurID = ++ID_GENERATOR;
OptionAccount = optionAccount;
OptionOrderGoal = optionOrder;
OptionOrderGoal.AddComment("EOS Constructor");
ElwAccount = elwAccount;
ElwOrderGoal = elwOrder;
ElwOrderGoal.AddComment("EOS Constructor");
_elwInfo = elwInfo;
OptionOrdersReal = new List<POrder>();
ElwOrdersReal = new List<POrder>();
_state = State._1_MuteFewSecs;
Key = String.Format("{0};{1}", OptionOrderGoal.Code, ElwOrderGoal.Code);
ShowState();
_mute = new Timer(ENTER_POSITION_MUTE, "");
RequestInitOrder(ElwOrderGoal, ElwOrdersReal);
_parent = parent;
_parent.IncreaseEnteredArbCount(KOI.Code, OptionOrderGoal.ReqCount);
_dtEnd = dtEnd;
IsBodySweepQuickly = false;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
finally
{
ElwAccount.DiffFastExactPossibleShortCount(ElwOrderGoal.Code, "ElwOptionSweeper 생성자");
OptionOrderGoal.Free();
optionOrder.Free();
ElwOrderGoal.Free();
elwOrder.Free();
}
}
void Handle_SweepHedge_State()
{
if (_mute.On())
{
// 그냥 정해진 시간 동안 mute하도록 한다
//if (IsAllDone())
//{
// _state = State._2_WaitingGotOrderNumber;
// ShowState();
//}
//return;
}
else
{
if (IsStillGoodChance())
{
_mute = new Timer(STILL_GOOD_CHANCE_WAITING_SEC, ""); // 대기
}
else
{
// Particle은 무시하고 Hedge에서 아직 기다려볼만 한 상태라면 대기한다.
_state = State._2_WaitingGotOrderNumber;
ShowState();
}
}
}
void Handle_CancelPriceOrders_State()
{
Boolean bDone = IsAllDone();
if (!bDone && !_maxWaiting.On())
{
// 최대로 기다리는 시간이 지났는데 Done이 안되었다. 강제로 Done으로 만들어버려야겠다.
// 참 안좋다.
ReportLiveOrders();
logger.Error(_maxWaiting.Log);
Util.KillWithNotice("Handle_CancelPriceOrders_State error");
_state = State._0_Exception;
ShowState();
_parent.MonitoringOff();
return;
}
if (bDone)
{
++_aging;
if (ExecuteSweepHedge())
{
_state = State._4_SweepHedge;
ShowState();
UpdateSweepingModeAsQuickOrNormal();
_mute = new Timer(SWEEPER_HEDGE_STATE_WAITING_SEC, ""); // 기다린다.
}
}
}
void HandleExecuteSweepHedge()
{
try
{
if (ExecuteSweepHedge())
{
_State = State._6_SweepHedge;
ShowState();
_mute = new Timer(_sweepWaitingSec, ""); // 평소에는 15초, 비상시에는 5초 동안 기다린다.
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public void CompleteQuickly()
{
try
{
_bCompleteQuickly = true;
_sweepWaitingSec = 5;
_mute = new Timer(_sweepWaitingSec, "");
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public S3_WaitFewSec_PositionTakerState(PositionTakerController parent, POrder thisTurnOrder)
{
_parent = parent;
this.ThisTurnOrder = thisTurnOrder;
_timer = new Timer(kWaitSec, "");
}
void RequestSweepOrdersViaTargetCount()
{
try
{
++_aging;
if (RequestSweepOrdersViaTargetCount_Raw())
{
_State = State._6_MonitorRequestedSweepOrders;
ShowState();
_mute = new Timer(_sweepMonitorSec, ""); // 평소에는 15초, 비상시에는 5초 동안 기다린다.
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void MonitorRequestedSweepOrders()
{
if (_mute.On())
{
}
else
{
if (_bCompleteQuickly || IsOverAging() || !IsStillGoodChance())
{
GotoWaitingGotOrderNumber();
}
else
{
_mute = new Timer(_sweepMonitorSec, ""); // 15초 대기
_aging++;
}
}
}
void CancelPriceOrders()
{
_maxWaiting = new Timer(30, "30초 넘도록 주문 취소가 되지 않았습니다. ForceDone을 수행합니다. 불안합니다.");
foreach (POrder o in RealOrders)
{
if (!o.IsCancelRemains())
{
o.CancelRemains();
}
}
}
void MonitorRequestedSweepOrders()
{
if (_mute.On())
{
if (Context.IsStateDone())
{
GotoWaitingGotOrderNumber();
}
}
else
{
_aging++;
if (_bCompleteQuickly || IsOverAging() || !Context.IsStillGoodChance())
{
GotoWaitingGotOrderNumber();
}
else
{
//SweepMonitorSec(보통 15초)만큼 대기하도록 한다.
_mute = new Timer(_sweepMonitorSec, "");
}
}
}
void RequestSweepOrders()
{
try
{
if (RequestSweepOrders_Raw())
{
// Sweep orders를 요청한 뒤에 상태를 확인한다.
if (Context.IsStateDone() && CurState != StateEnum._7_Done)
{
// Done으로 가도 좋다면 여기서 보낸다.
SetAsDone();
}
else
{
// 그렇지 않다면 모니터링을 하러 보낸다.
CurState = StateEnum._6_MonitorRequestedSweepOrders;
// 평소에는 15초, 비상시에는 5초 동안 기다린다. Careful인 경우에는 하루종일 주문을 내도록 한다.
_mute = new Timer(_sweepMonitorSec, "");
}
ShowState();
}
else
{
logger.Warn("({0})'s RequestSweepOrders_Raw == false", this.ID);
CurState = StateEnum._6_MonitorRequestedSweepOrders;
// 3초간 기다렸다가 다시 시도해본다.
const int waitingSec = 3;
_mute = new Timer(waitingSec, "");
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public OptionContOOR_Monitoring(OptionContOORData context)
{
_context = context;
_timer = new Timer(60, "");
}
public OptionContOOR_CancelCheck(OptionContOORData context)
{
_context = context;
_timer = new Timer(10, "");
}
void HandleSweepHedge()
{
if (_mute.On())
{
if (IsAllDone())
{
GotoWaitingGotOrderNumber();
}
return;
}
else
{
if (!_bCompleteQuickly && IsStillGoodChance())
{
_mute = new Timer(15, ""); // 15초 대기
}
else
{
// Particle은 무시하고 Hedge에서 아직 기다려볼만 한 상태라면 대기한다.
GotoWaitingGotOrderNumber();
}
}
}
