public SimulationPlateMonitor(IProvider provider, string eastMoneyPath, PlateMonitorForm monitorForm)
: base(eastMoneyPath, monitorForm)
{
if (provider is SimulationDataProvider)
{
this.sdProvider = (SimulationDataProvider)provider;
}
}
public RealPlateMonitor(IProvider provider, string eastMoneyPath, PlateMonitorForm monitorForm)
: base(eastMoneyPath, monitorForm)
{
if (provider is GMRealTimeProvider)
{
this.gmProvider = (GMRealTimeProvider)provider;
}
}
//移除监控窗体
public void RemoveMonitorForm()
{
this.monitorForm = null;
}
public PlateMonitor(string eastMoneyPath, PlateMonitorForm monitorForm)
{
this.eastMoneyPath = eastMoneyPath;
this.monitorForm = monitorForm;
this.patternRecognition = new PatternRecognition(null);
}
static void Main(string[] args)
{
// TO DO: Add your code here
bool liveMode = true;
PlateMonitorForm monitorForm = null;
HotPlateTradeStrategy myStrategy = null;
if (liveMode)
{
monitorForm = new PlateMonitorForm();
GMRealTimeProvider provider = (GMRealTimeProvider)ProviderManager.MarketDataProviders["GMRealTimeProvider"];
RealPlateMonitor plateMonitor = new RealPlateMonitor(provider, @"D:\eastmoney\swc8", monitorForm);
myStrategy = new HotPlateTradeStrategy(plateMonitor);
myStrategy.StrategyMode = StrategyMode.Live;
myStrategy.MarketDataProvider = provider;
myStrategy.ExecutionProvider = ProviderManager.ExecutionSimulator;
myStrategy.ResetPortfolio = false;
//myStrategy.SaveOrders=true;//是否保存委托订单
myStrategy.Portfolio.Persistent = true; //是否保存投资组合
}
else
{
myStrategy = new HotPlateTradeStrategy(null);
myStrategy.ResetPortfolio = false; //每次运行是否重置投资组合
myStrategy.CheckBuyPower = true;
myStrategy.SimulationEntryDate = new DateTime(2017, 1, 1);
myStrategy.SimulationExitDate = new DateTime(2017, 1, 31);
}
myStrategy.SimulationCash = 100000;
Thread aThread = new Thread(new ThreadStart(myStrategy.Start));
if (aThread.ThreadState == ThreadState.Unstarted)
{
aThread.Start();
}
if (monitorForm != null)
{
Application.Run(monitorForm);
}
else
{
MessageBox.Show("Press OK to stop ATS", "SmartQuant Automation", MessageBoxButtons.OK, MessageBoxIcon.Information);
}
myStrategy.Stop();
aThread.Abort();
aThread.Join();
/*GraphShowForm showForm=new GraphShowForm();
* DateTime curDate=Clock.Now.Date;
* string symbol="SZSE.300503";
* Instrument inst=InstrumentManager.Instruments[symbol];
* ISeriesObject[] dailyBars=Util.GetNDailiesBeforeDate(inst,curDate,60);
* if (dailyBars.Length>0){
* Util.AdjustDailys(dailyBars);//向前复权
* double[] inputs=new double[60];
* double[] outputs=new double[60];
* double basePrice=((GMDaily)dailyBars[0]).Amount/((GMDaily)dailyBars[0]).Volume;
* for(int i=0;i<dailyBars.Length;i++){
* inputs[i]=i;
* outputs[i]=((GMDaily)dailyBars[i]).Amount/((GMDaily)dailyBars[i]).Volume;
* outputs[i]=(outputs[i]/basePrice-1)*100;
* }
* PatternRecognition pr=new PatternRecognition(showForm);
* RecognitionState ret=pr.Recognition(inputs,outputs);
* Console.WriteLine("slope={0},shape={1},speed={2}",ret.Slope,ret.Shape,ret.Speed);
* Application.Run(showForm);
* }else {
* Console.WriteLine("no data.");
* }*/
Console.WriteLine("Strategy Stopped!");
}
public PlateMonitor(MdApi mdApi, string eastMoneyPath, PlateMonitorForm monitorForm)
{
this._md = mdApi;
this.eastMoneyPath = eastMoneyPath;
this.monitorForm = monitorForm;
}
