private void Analysis(object sender, Datum e)
{
int quantity = Order(Analysis(e.Price), Analysis(e.Time, e.Price));
if (api != null && Math.Abs(api.Quantity + quantity) < Max(e.Price) && Math.Abs(e.Volume) < Math.Abs(e.Volume + quantity) && api.OnReceiveBalance && (e.Volume > st.Reaction || e.Volume < -st.Reaction))
{
if (api.Remaining && Math.Abs(api.Quantity) > 0)
{
api.OnReceiveBalance = api.RollOver(quantity);
return;
}
IStrategy strategy = new PurchaseInformation
{
Code = api.Code[0].Substring(0, 8),
SlbyTP = dic[quantity],
OrdTp = ((int)IStrategy.OrderType.시장가).ToString(),
Price = string.Empty,
Qty = Math.Abs(quantity)
};
api.OnReceiveOrder(strategy);
api.OnReceiveBalance = false;
double temp = 0;
string code = string.Empty;
new Task(() => new LogMessage().Record("Order", string.Concat(DateTime.Now.ToLongTimeString(), "*", e.Time, "*", e.Price))).Start();
if (api.Quantity > 0 && quantity < 0 || api.Quantity < 0 && quantity > 0)
{
SendLiquidate?.Invoke(this, new Liquidate(strategy));
return;
}
if (st.HedgeType > 0)
{
foreach (KeyValuePair <string, double> kv in api.OptionsCalling)
{
if (e.Price * st.MarginRate * rate[st.HedgeType] - kv.Value > 0 && temp < kv.Value && (quantity > 0 ? kv.Key.Contains("301") : kv.Key.Contains("201")))
{
temp = kv.Value;
code = new FindbyOptions().Code(kv.Key);
}
}
api.OnReceiveOrder(new PurchaseInformation
{
Code = code,
SlbyTP = "2",
OrdTp = ((int)IStrategy.OrderType.시장가).ToString(),
Price = string.Empty,
Qty = Math.Abs(quantity)
});
new Task(() => new LogMessage().Record("Options", string.Concat(DateTime.Now.ToLongTimeString(), "*", code, "*", temp, "*Buy"))).Start();
}
return;
}
if (api != null && Math.Abs(api.Quantity) > Max(e.Price) && api.OnReceiveBalance)
{
IStrategy strategy = new PurchaseInformation
{
Code = api.Code[0].Substring(0, 8),
SlbyTP = api.Quantity > 0 ? "1" : "2",
OrdTp = ((int)IStrategy.OrderType.시장가).ToString(),
Price = string.Empty,
Qty = 1
};
api.OnReceiveOrder(strategy);
api.OnReceiveBalance = false;
SendLiquidate?.Invoke(this, new Liquidate(strategy));
new Task(() => new LogMessage().Record("Liquidate", string.Concat(DateTime.Now.ToLongTimeString(), "*", e.Time, "*", e.Price))).Start();
return;
}
if (api != null && api.Remaining && api.OnReceiveBalance && Math.Abs(api.Quantity) > 0 && int.Parse(e.Time) > 151949)
{
api.OnReceiveBalance = api.RollOver(api.Quantity);
}
}
private void Analysis(object sender, Datum e)
{
int i, quantity = days ? Order(Analysis(e.Price), Analysis(e.Time, e.Price)) : Order(Analysis(e.Price));
double futures = Account == null ? 0 : e.Price * st.TransactionMultiplier * st.MarginRate, max = bands ? over.GetJudgingOverHeating(Account == null ? 0 : Account.BasicAssets / count / (futures + futures * rate[st.HedgeType]), e.Price, baseTick[baseTick.Count - 1]) : (Account == null ? 0 : Account.BasicAssets / count / (futures + futures * rate[st.HedgeType]));
if (api != null && Account != null)
{
balance.OnRealTimeCurrentPriceReflect(e.Price, api.Quantity, st);
if (Math.Abs(api.Quantity + quantity) < max && Math.Abs(e.Volume) < Math.Abs(e.Volume + quantity) && api.OnReceiveBalance && (e.Volume > st.Reaction || e.Volume < -st.Reaction) && Interval())
{
if (api.Remaining && Math.Abs(api.Quantity) > 0)
{
api.OnReceiveBalance = api.RollOver(quantity);
return;
}
IStrategy strategy = new PurchaseInformation
{
Code = api.Code[0].Substring(0, 8),
SlbyTP = dic[quantity],
OrdTp = ((int)IStrategy.OrderType.시장가).ToString(),
Price = string.Empty,
Qty = Math.Abs(quantity)
};
for (i = 0; i < count; i++)
{
api.OnReceiveOrder(strategy);
}
api.OnReceiveBalance = false;
double temp = 0;
string code = string.Empty;
new Task(() => new LogMessage().Record("Order", string.Concat(DateTime.Now.ToLongTimeString(), "*", e.Time, "*", e.Price))).Start();
if (api.Quantity > 0 && quantity < 0 || api.Quantity < 0 && quantity > 0)
{
for (i = 0; i < count; i++)
{
SendLiquidate?.Invoke(this, new Liquidate(strategy));
}
return;
}
if (st.HedgeType > 0)
{
foreach (KeyValuePair <string, double> kv in api.OptionsCalling)
{
if (e.Price * st.MarginRate * rate[st.HedgeType] - kv.Value > 0 && temp < kv.Value && (quantity > 0 ? kv.Key.Contains("301") : kv.Key.Contains("201")))
{
temp = kv.Value;
code = new FindbyOptions().Code(kv.Key);
}
}
for (i = 0; i < count; i++)
{
api.OnReceiveOrder(new PurchaseInformation
{
Code = code,
SlbyTP = "2",
OrdTp = ((int)IStrategy.OrderType.시장가).ToString(),
Price = string.Empty,
Qty = Math.Abs(quantity)
});
}
new Task(() => new LogMessage().Record("Options", string.Concat(DateTime.Now.ToLongTimeString(), "*", code, "*", temp, "*Buy"))).Start();
}
return;
}
if (Math.Abs(api.Quantity) > max && api.OnReceiveBalance)
{
IStrategy strategy = new PurchaseInformation
{
Code = api.Code[0].Substring(0, 8),
SlbyTP = api.Quantity > 0 ? "1" : "2",
OrdTp = ((int)IStrategy.OrderType.시장가).ToString(),
Price = string.Empty,
Qty = 1
};
api.OnReceiveOrder(strategy);
api.OnReceiveBalance = false;
SendLiquidate?.Invoke(this, new Liquidate(strategy));
new Task(() => new LogMessage().Record("Liquidate", string.Concat(DateTime.Now.ToLongTimeString(), "*", e.Time, "*", e.Price))).Start();
return;
}
if (api.Remaining && api.OnReceiveBalance && Math.Abs(api.Quantity) > 0 && int.Parse(e.Time) > 151949)
{
api.OnReceiveBalance = api.RollOver(api.Quantity);
}
}
}