private void CancelTrailing()
{
if (Item == null)
{
return;
}
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! CancelBeforeBuyOrder cancel code : " + Item.itemCode);
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! CancelBeforeBuyOrder cancel orderNum : " + Item.buyOrderNum);
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! CancelBeforeBuyOrder cancel quantity : " + (Item.buyQnt - Item.curQnt).ToString());
//form1.CancelBuyOrder(Item.itemCode, Item.buyOrderNum);
if (tradingStrategy != null)
{
List <TradingItem> tradeItemListAll = tradingStrategy.tradingItemList.FindAll(o => (o.itemCode == Item.itemCode));
foreach (TradingItem tradeItem in tradeItemListAll)
{
if (tradeItem.state == TRADING_ITEM_STATE.AUTO_TRADING_STATE_SEARCH_AND_CATCH)
{
tradeItem.SetBuyCancelComplete();
PopMartinGailItem(0);
return;
}
}
}
}
private void OnReceiveConditionResult(object sender, OnReceiveStrateyStateResultArgs e)
{
Item = new MartinGailItem();
Item.itemState = e.State;
Item.itemCode = e.ItemCode;
startOrderTime = DateTime.Now;
CoreEngine.GetInstance().SendLogMessage("!!!!! 마틴게일 아이템 :" + e.State.ToString());
}
void Update()
{
if (Item != null)
{
if (Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_SEARCH_AND_CATCH)
{
if ((DateTime.Now - startOrderTime).TotalSeconds > Wait_And_CancelValue)
{
CoreEngine.GetInstance().SendLogMessage("트레일링 취소");
CancelTrailing();
}
}
if (Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_BUY_NOT_COMPLETE ||
Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_BUY_NOT_COMPLETE_OUTCOUNT)
{
//Console.WriteLine((DateTime.Now - startOrderTime).ToString());
//Console.WriteLine(tradingStrategyGridView.GetProfitRate((double)Item.curPrice, (double)Item.buyPrice).ToString());
if (Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_BUY_NOT_COMPLETE_OUTCOUNT)
{
if (using_Outstand_UpAndCancel && Form1.GetProfitRate((double)Item.curPrice, (double)Item.buyPrice) > OutStand_And_CancelValue)
{
CoreEngine.GetInstance().SendLogWarningMessage("!!!!!!!!!!!!using_Outstand_UpAndCancel!!!!!!!!!!!!!!");
CancelBuyOrderAll();
SellAllClear(); //청산
}
}
else
{
if (using_Up_And_Cancel && Form1.GetProfitRate((double)Item.curPrice, (double)Item.buyPrice) > Up_And_CancelValue)
{
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!!using_Up_And_Cancel Pop MartinGail Item!!!!!!!!!!!!!!");
CancelBuyOrderAll();
}
}
if (using_WaitAndCancel && (DateTime.Now - startOrderTime).TotalSeconds > Wait_And_CancelValue)
{
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!!using_WaitAndCancel Pop MartinGail Item!!!!!!!!!!!!!!");
CancelBuyOrderAll();
}
}
if (Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_BUY_BEFORE_ORDER)
{
//Console.WriteLine("주문접수성공 대기 : " + (DateTime.Now - startOrderTime).ToString());
if ((DateTime.Now - startOrderTime).TotalSeconds > Wait_And_CancelValue)
{
CoreEngine.GetInstance().SendLogMessage("주문접수성공 실패");
CancelBeforeBuyOrder();
}
}
}
}
private void SellAllClear()
{
if (Item == null)
{
return;
}
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! SellAllClear code : " + Item.itemCode);
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! SellAllClear orderNum : " + Item.buyOrderNum);
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! SellAllClear quantity : " + Item.curQnt.ToString());
form1.SellAllClear(Item.itemCode, (int)Item.curQnt, form1.ReceiveSellAllClear);
}
private void CancelBuyOrderAll()
{
if (Item == null)
{
return;
}
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! cancel code : " + Item.itemCode);
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! cancel orderNum : " + Item.buyOrderNum);
CoreEngine.GetInstance().SendLogMessage("!!!!!!!!!!!! cancel quantity : " + (Item.buyQnt - Item.curQnt).ToString());
form1.CancelBuyOrder(Item.itemCode, Item.buyOrderNum);
}
public void PopMartinGailItem(long profit)
{
CoreEngine.GetInstance().SendLogMessage("PopMartinGailItem");
Item = null;
if (martinGailStack.Count == 0)
{
CoreEngine.GetInstance().SendLogWarningMessage("!!!!!!!!!!empty stack!!!!!!");
RestartSameStep();
return;
}
MartinGailItem itempop = martinGailStack.Pop();
TodayAllTry++;
if (profit > 0)
{
if (itempop != null)
{
itempop.martinState = MARTIN_RESULT.WIN;
winCount++;
Restart();
}
}
else if (profit == 0)
{
drawCount++;
if (itempop != null)
{
itempop.martinState = MARTIN_RESULT.DRAW;
RestartSameStep();
}
}
else
{
loseCount++;
if (itempop != null)
{
itempop.martinState = MARTIN_RESULT.LOSE;
if (itempop.step >= MARTIN_MAX_STEP)
{
Restart();
}
else
{
GoNext();
}
}
}
}
public void AddPrice(double _price)
{
if (curSaveIndex >= saveCount)
{
CoreEngine.GetInstance().SendLogErrorMessage("저장갯수초과");
return;
}
sumPrice += _price;
curSaveIndex++;
if (lowest == 0 || lowest > _price)
{
lowest = _price;
}
average = CalAverage();
}
private void OnReceiveSellOrderTryResult(object sender, OnReceiveStrateyStateResultArgs e)
{
if (Item != null)
{
CoreEngine.GetInstance().SendLogMessage("!!!!! 마틴게일 아이템 :" + e.State.ToString());
Item.itemState = e.State;
Item.sellQnt = e.Qnt;
if (Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_SELL_BEFORE_ORDER ||
Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_SELL_NOT_COMPLETE)
{
//주문접수 시도 완료
startOrderTime = DateTime.Now;
}
}
}
public void PushMartinGailItem(string itemCode)
{
CoreEngine.GetInstance().SendLogMessage("Push Martin GailItem Try");
step++;
if (Item != null && Item.itemCode == itemCode)
{
CoreEngine.GetInstance().SendLogWarningMessage("Push Martin GailItem");
Item.martinState = MARTIN_RESULT.HAVE_ITEM;
Item.step = step;
Item.TodayIndex = todayAllItems.Count;
todayAllCode.Add(itemCode);
martinGailStack.Push(Item);
todayAllItems.Add(Item);
}
}
public void OnReceiveSellChejanResult(object sender, OnReceiveStrateyStateResultArgs e)
{
if (Item != null)
{
CoreEngine.GetInstance().SendLogMessage("!!!!! 마틴게일 아이템 :" + e.State.ToString());
Item.itemState = e.State;
if (Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_SELL_NOT_COMPLETE_OUTCOUNT ||
Item.itemState == TRADING_ITEM_STATE.AUTO_TRADING_STATE_SELL_COMPLETE)
{
//일부 매수, 매수완료 일때
startOrderTime = DateTime.Now;
}
}
}
public Form2(AxKHOpenAPILib.AxKHOpenAPI _axKHOpenAPI1)
{
InitializeComponent();
LogListBox.DrawItem += LogListBox_DrawItem;
warningLogListBox.DrawItem += WarningLogListBox_DrawItem;
coreEngine = CoreEngine.GetInstance();
coreEngine.OnReceivedLogMessage += OnReceiveLogMessage;
coreEngine.OnReceivedLogWarningMessage += OnReceiveLogWarningMessage;
coreEngine.OnReceivedLogErrorMessage += OnReceiveLogErrorMessage;
axKHOpenAPI1 = _axKHOpenAPI1;
axKHOpenAPI1.OnReceiveTrData += AxKHOpenAPI_OnReceiveTrData;
this.FormClosing += Form_FormClosing;
logMessage = coreEngine.logMessage;
setting.Load();
profit_label.Text = string.Format("{0:n0}", curProfit);
Start();
}
private double CalAverage()
{
double returnValue = 0;
if (curSaveIndex > 0)
{
returnValue = (double)sumPrice / (double)curSaveIndex;
}
if (returnValue == 0)
{
CoreEngine.GetInstance().SendLogErrorMessage("평균값 0");
}
if (sumPrice == 0)
{
CoreEngine.GetInstance().SendLogErrorMessage("저장가격 " + sumPrice);
}
return(returnValue);
}
private void API_OnReceiveChejanData(object sender, AxKHOpenAPILib._DKHOpenAPIEvents_OnReceiveChejanDataEvent e)
{
CoreEngine.GetInstance().SendLogMessage("API_OnReceiveChejanData");
if (e.sGubun.Equals(ConstName.RECEIVE_CHEJAN_DATA_SUBMIT_OR_CONCLUSION))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_SUBMIT_OR_CONCLUSION");
string orderState = axKHOpenAPI1.GetChejanData(913).Trim();
string outstanding = axKHOpenAPI1.GetChejanData(902).Trim();
string orderType = axKHOpenAPI1.GetChejanData(905).Replace("+", "").Replace("-", "").Trim();
string ordernum = axKHOpenAPI1.GetChejanData(9203).Trim();
string itemCode = axKHOpenAPI1.GetChejanData(9001).Replace("A", "");
string conclusionPrice = axKHOpenAPI1.GetChejanData(910).Trim();
string conclusionQuantity = axKHOpenAPI1.GetChejanData(911).Trim();
if (orderState.Equals(ConstName.RECEIVE_CHEJAN_DATA_SUBMIT))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_SUBMIT");
if (orderType.Equals(ConstName.RECEIVE_CHEJAN_DATA_BUY))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_BUY : " + ordernum);
CoreEngine.GetInstance().SendLogWarningMessage("conclusionQuantity : " + conclusionQuantity);
if (tradingStrategy == null)
{
return;
}
List <TradingItem> tradeItemArray = tradingStrategy.tradingItemList.FindAll(o => o.itemCode.Equals(itemCode));
if (tradeItemArray.Count > 0)
{
foreach (var item in tradeItemArray)
{
if (Item != null && Item.itemCode == itemCode && string.IsNullOrEmpty(item.buyOrderNum) == false)
{
Item.buyOrderNum = item.buyOrderNum;
}
}
}
}
else if (orderType.Equals(ConstName.RECEIVE_CHEJAN_DATA_SELL))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_SELL");
}
else if (orderType.Equals(ConstName.RECEIVE_CHEJAN_CANCEL_BUY_ORDER))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_CANCEL_BUY_ORDER");
}
else if (orderType.Equals(ConstName.RECEIVE_CHEJAN_CANCEL_SELL_ORDER))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_CANCEL_SELL_ORDER");
}
}
else if (orderState.Equals(ConstName.RECEIVE_CHEJAN_DATA_CONCLUSION))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_CONCLUSION");
if (orderType.Contains(ConstName.RECEIVE_CHEJAN_DATA_BUY))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_BUY");
if (tradingStrategy == null)
{
return;
}
CoreEngine.GetInstance().SendLogWarningMessage("RECEIVE_CHEJAN_DATA_BUY ORDER NUM : " + ordernum);
CoreEngine.GetInstance().SendLogWarningMessage("conclusionQuantity : " + conclusionQuantity);
TradingItem tradeItem = tradingStrategy.tradingItemList.Find(o => o.buyOrderNum.Equals(ordernum));
if (tradeItem != null && string.IsNullOrEmpty(conclusionQuantity) == false)
{
if (Item != null)
{
CoreEngine.GetInstance().SendLogMessage(Item.curQnt + "/" + Item.buyQnt);
Item.curQnt = long.Parse(conclusionQuantity);
Item.buyPrice = tradeItem.buyingPrice;
Item.buyOrderNum = tradeItem.buyOrderNum;
if (Item.curQnt == Item.buyQnt)
{
PushMartinGailItem(itemCode);
}
}
}
else
{
CoreEngine.GetInstance().SendLogWarningMessage("tradeItem is null ");
}
}
else if (orderType.Contains(ConstName.RECEIVE_CHEJAN_DATA_SELL))
{
if (tradingStrategy == null)
{
return;
}
TradingItem tradeItem = tradingStrategy.tradingItemList.Find(o => o.sellOrderNum.Equals(ordernum));
if (tradeItem != null && string.IsNullOrEmpty(outstanding) == false && string.IsNullOrEmpty(conclusionPrice) == false)
{
long buyingPrice = tradeItem.buyingPrice;
long sellPrice = long.Parse(conclusionPrice.Replace("+", ""));
if (long.Parse(outstanding) == 0)
{
CoreEngine.GetInstance().SendLogMessage("Outstanding 0 : Profit : " + (sellPrice - buyingPrice) * tradeItem.buyingQnt);
TodayAllProfitAmount += (sellPrice - buyingPrice) * tradeItem.buyingQnt;
PopMartinGailItem((sellPrice - buyingPrice));
}
else
{
if (Item != null)
{
Item.curQnt = long.Parse(outstanding);
Item.sellOrderNum = tradeItem.sellOrderNum;
}
}
}
}
}
else if (orderState.Equals(ConstName.RECEIVE_CHEJAN_DATA_OK))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_OK");
if (orderType.Contains(ConstName.RECEIVE_CHEJAN_CANCEL_BUY_ORDER))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_CANCEL_BUY_ORDER");
if (int.Parse(outstanding) == 0)
{
if (Item != null)
{
PopMartinGailItem(0);
}
}
}
else if (orderType.Contains(ConstName.RECEIVE_CHEJAN_CANCEL_SELL_ORDER))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_CANCEL_SELL_ORDER");
if (int.Parse(outstanding) == 0)
{
if (Item != null)
{
PopMartinGailItem(0);
}
}
}
}
}
else if (e.sGubun.Equals(ConstName.RECEIVE_CHEJAN_DATA_BALANCE))
{
}
}
private void API_OnReceiveChejanData(object sender, AxKHOpenAPILib._DKHOpenAPIEvents_OnReceiveChejanDataEvent e)
{
CoreEngine.GetInstance().SendLogMessage("API_OnReceiveChejanData");
if (e.sGubun.Equals(ConstName.RECEIVE_CHEJAN_DATA_SUBMIT_OR_CONCLUSION))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_SUBMIT_OR_CONCLUSION");
string orderState = axKHOpenAPI1.GetChejanData(913).Trim();
string orderQuantity = axKHOpenAPI1.GetChejanData(900).Trim();
string outstanding = axKHOpenAPI1.GetChejanData(902).Trim();
string orderType = axKHOpenAPI1.GetChejanData(905).Replace("+", "").Replace("-", "").Trim();
string ordernum = axKHOpenAPI1.GetChejanData(9203).Trim();
string itemCode = axKHOpenAPI1.GetChejanData(9001).Replace("A", "");
string conclusionPrice = axKHOpenAPI1.GetChejanData(910).Trim();
string conclusionQuantity = axKHOpenAPI1.GetChejanData(911).Trim();
if (orderState.Equals(ConstName.RECEIVE_CHEJAN_DATA_SUBMIT))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_SUBMIT");
if (orderType.Equals(ConstName.RECEIVE_CHEJAN_DATA_BUY))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_BUY : " + ordernum);
CoreEngine.GetInstance().SendLogWarningMessage("conclusionQuantity : " + conclusionQuantity);
}
else if (orderType.Equals(ConstName.RECEIVE_CHEJAN_DATA_SELL))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_SELL");
}
else if (orderType.Equals(ConstName.RECEIVE_CHEJAN_CANCEL_BUY_ORDER))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_CANCEL_BUY_ORDER");
}
else if (orderType.Equals(ConstName.RECEIVE_CHEJAN_CANCEL_SELL_ORDER))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_CANCEL_SELL_ORDER");
}
}
else if (orderState.Equals(ConstName.RECEIVE_CHEJAN_DATA_CONCLUSION))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_CONCLUSION");
if (orderType.Contains(ConstName.RECEIVE_CHEJAN_DATA_BUY))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_BUY");
CoreEngine.GetInstance().SendLogWarningMessage("RECEIVE_CHEJAN_DATA_BUY ORDER NUM : " + ordernum);
CoreEngine.GetInstance().SendLogWarningMessage("conclusionQuantity : " + conclusionQuantity);
}
else if (orderType.Contains(ConstName.RECEIVE_CHEJAN_DATA_SELL))
{
}
}
else if (orderState.Equals(ConstName.RECEIVE_CHEJAN_DATA_OK))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_DATA_OK");
if (orderType.Contains(ConstName.RECEIVE_CHEJAN_CANCEL_BUY_ORDER))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_CANCEL_BUY_ORDER");
if (int.Parse(outstanding) == 0)
{
}
}
else if (orderType.Contains(ConstName.RECEIVE_CHEJAN_CANCEL_SELL_ORDER))
{
CoreEngine.GetInstance().SendLogMessage("RECEIVE_CHEJAN_CANCEL_SELL_ORDER");
if (int.Parse(outstanding) == 0)
{
}
}
}
}
else if (e.sGubun.Equals(ConstName.RECEIVE_CHEJAN_DATA_BALANCE))
{
}
}