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Merge branch 'master' of http://222.96.13.116/Million

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This commit is contained in:
jwlee
2022-06-22 20:34:04 +09:00
parent c7481e9284 7b64dffa92
commit 0d65d1a0b4
7 changed files with 185 additions and 105 deletions
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107
Million Hunter/MainForm.cs
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@@ -267,11 +267,7 @@ namespace Million_Hunter
var totalIndicator = new List<IndicatorCoditionSetup>();
totalIndicator.AddRange(buyIndicatorList);
totalIndicator.AddRange(sellIndicatorList);
var candleTypeList = totalIndicator.Select(t => t.MCandleTimeType).ToList();
candleTypeList.Add(CommonProperty.MCandleTimeType.M1);
candleTypeList = candleTypeList.Distinct().ToList();
totalIndicator.AddRange(sellIndicatorList);
var tableList = CommonProperty.selectedMarketOfPlaceList;
var totalResultList = new List<SearchResult>();
@@ -285,106 +281,45 @@ namespace Million_Hunter
//data setting
var distinctIndicator = IndicatorSetupManager.Distinct(totalIndicator);
var dic = new Dictionary<CommonProperty.MCandleTimeType, List<List<CandleData>>>();
foreach (var item in candleTypeList)
{
var candleDataListClass = DbServiceFunctions.GetCandleData(selectTable,
_saveResultData.StartDateTime, _saveResultData.EndDateTime, item);
var indicatorSetUpList = distinctIndicator.Where(t => t.MCandleTimeType == item).ToList();
foreach (var setup in indicatorSetUpList)
{
setup.excute(candleDataListClass.CandleDataLists_Im);
}
dic[item] = ValidationCheckManager.SplitValidationCandleDataList(candleDataListClass.CandleDataLists_Im, item);
}
var resultCandleDataList = new List<CandleData>();
// 총 데이터
var dic = DataManager.GetStandardData(totalIndicator, _saveResultData.StartDateTime, _saveResultData.EndDateTime, selectTable, distinctIndicator, true);
// buy, sell 계산
var lossIndicator = new List<IndicatorCoditionSetup>();
//var totalCalculateCandleList = new List<CandleData>();
foreach (var item in dic[CommonProperty.MCandleTimeType.M1])
resultCandleDataList.AddRange(item);
// 1분봉 데이터 Setting
var resultCandleDataList = dic[CommonProperty.MCandleTimeType.M1];
resultCandleDataList = resultCandleDataList.Where(t => _saveResultData.StartDateTime <= t.DateTime && t.DateTime < _saveResultData.EndDateTime).ToList();
// 최초와 cross의 조건먼저 계산이 필요함(선처리)
var parentIndicator = totalIndicator.Where(t => t.SubIndicatorSetupType == CommonProperty.SubIndicatorSetupType.최초돌파 ||
t.SubIndicatorSetupType == CommonProperty.SubIndicatorSetupType.크로스).ToList();
var indiList = new List<string>();
foreach(var item in parentIndicator)
{
var subRegExpression = item.FirstOverSubRegExpression;
if (item.SubIndicatorSetupType == CommonProperty.SubIndicatorSetupType.크로스)
subRegExpression = item.CrossSubRegExpression;
indiList.AddRange(subRegExpression.Split(',').ToList());
}
indiList = indiList.Distinct().ToList();
// Sub Indicator string list 반환
var subIndStringiList = DataManager.GetSubIndicatorStringList(totalIndicator);
var subIndicator = totalIndicator.Where(t => indiList.Any(u => u == t.IndexString)).ToList();
// Sub Indicator Class
var subIndicator = totalIndicator.Where(t => subIndStringiList.Any(u => u == t.IndexString)).ToList();
// 선처리
CalculateManager.GetCalculateIndicator(totalIndicator, subIndStringiList, lossIndicator, _saveResultData.StartDateTime,
_saveResultData.EndDateTime, resultCandleDataList, subIndicator, dic);
foreach (var item in indiList)
{
var indicator = totalIndicator.FirstOrDefault(t => t.IndexString == item);
if(indicator != null)
{
if (indicator.IndicatorType == CommonProperty.IndicatorType.가격비율)
{
//추후 가격도 처리 해야함 EX: 호가 단위 등등
var temp = (PriceRateCondtionSetup)indicator;
if(temp.PriceRateSetupConditionType == CommonProperty.PriceRateSetupConditionType.비율) {
lossIndicator.Add(indicator);
continue;
}
}
var list = new List<CandleData>();
var totalIndi = totalIndicator.Select(t => t.IndexString).ToList();
foreach (var parent in dic[indicator.MCandleTimeType]) list.AddRange(parent);
list = list.Where(t => _saveResultData.StartDateTime <= t.DateTime && t.DateTime < _saveResultData.EndDateTime).ToList();
CalculateManager.SwitchFun(indicator, list, resultCandleDataList, subIndicator);
//totalCalculateCandleList.AddRange(CalculateManager.SwitchFun(indicator, list, resultCandleDataList));
}
}
// 중복계산 방지
foreach (var item in subIndStringiList)
totalIndi.Remove(item);
// 후처리
foreach (var indicator in totalIndicator)
{
if (indiList.Any(t => t == indicator.IndexString)) continue;
if (indicator.IndicatorType == CommonProperty.IndicatorType.가격비율)
{
var temp = (PriceRateCondtionSetup)indicator;
//추후 가격도 처리 해야함 EX: 호가 단위 등등
if (temp.PriceRateSetupConditionType == CommonProperty.PriceRateSetupConditionType.비율)
{
lossIndicator.Add(indicator);
continue;
}
}
var list = new List<CandleData>();
foreach (var parent in dic[indicator.MCandleTimeType]) list.AddRange(parent);
list = list.Where(t => _saveResultData.StartDateTime <= t.DateTime && t.DateTime < _saveResultData.EndDateTime).ToList();
CalculateManager.SwitchFun(indicator, list, resultCandleDataList, subIndicator);
}
CalculateManager.GetCalculateIndicator(totalIndicator, totalIndi, lossIndicator, _saveResultData.StartDateTime,
_saveResultData.EndDateTime, resultCandleDataList, subIndicator, dic);
// 계산 로직
var resultLsit = ResultLogicManager.GetSearchResultList(resultCandleDataList, lossIndicator,
_saveResultData.BuyRegularExpression, _saveResultData.SellRegularExpression, selectTable, totalIndicator);
totalResultList.AddRange(resultLsit);
//}
});
//수익 률 계산 로직 -> 이거는 추후 빼도 될듯
double totalVal = 0;
double win = 0;
double lose = 0;

1
Million Hunter/Million Hunter.csproj
View File

@@ -179,7 +179,6 @@
<EmbeddedResource Include="MainForm.resx">
<DependentUpon>MainForm.cs</DependentUpon>
</EmbeddedResource>
<EmbeddedResource Include="Properties\licenses.licx" />
<EmbeddedResource Include="Properties\Resources.resx">
<Generator>ResXFileCodeGenerator</Generator>
<LastGenOutput>Resources.Designer.cs</LastGenOutput>

6
Million Prototype/Form1.cs
View File

@@ -114,15 +114,15 @@ namespace Million_Prototype
private void button3_Click(object sender, EventArgs e)
{
List<CandleDataList> list = null;
DataSettingManager realTimeMsg = null;
RealtimeDataSettingManager realTimeMsg = null;
int firstFlag = 0;
for (; ; )
{
if (firstFlag == 0)
{
realTimeMsg = new DataSettingManager(null, PaymentType.KRW);
realTimeMsg = new RealtimeDataSettingManager(null, PaymentType.KRW);
realTimeMsg.StartGetRealTimeTicker(null);
var dsm = new DataSettingManager(null, PaymentType.KRW);
var dsm = new RealtimeDataSettingManager(null, PaymentType.KRW);
list = dsm.GetRealTimeCandleData(MCandleTimeType.M1, 200);
firstFlag = 1;
}

83
Million/Manager/CalculateManager.cs
View File

@@ -1,4 +1,5 @@
using Million.Data;
using Million.DbManagement;
using Million.IndicatorConditionSetup;
using System;
using System.Collections.Generic;
@@ -501,27 +502,40 @@ namespace Million.Manager
break;
}
}
parent.CalculateFlag[setUp.IndexString] = true;
if (!parent.IndicatorDic.ContainsKey(key))
{
parent.IndicatorDic[key] = new IndicatorData();
parent.IndicatorDic[key].overlapValue = overlapVal;
}
else
{
parent.IndicatorDic[key].overlapValue = overlapVal;
}
childs = GetChildrenDatas(parent, setUp.MCandleTimeType, childrenCandleDataList);
foreach(var item in childs)
foreach (var item in childs)
{
if (item.CalculateFlag[setUp.IndexString]) continue;
item.CalculateFlag[setUp.IndexString] = true;
parent.CalculateFlag[setUp.IndexString] = true;
if (!(item.HighValue <= overlapVal && item.LowValue >= overlapVal))
{
overlapVal = item.StartValue;
}
}
if (!parent.IndicatorDic.ContainsKey(key))
if (!item.IndicatorDic.ContainsKey(key))
{
parent.IndicatorDic[key] = new IndicatorData();
parent.IndicatorDic[key] = parent.IndicatorDic[key];
parent.IndicatorDic[key].overlapValue = overlapVal;
}
item.IndicatorDic[key] = new IndicatorData();
item.IndicatorDic[key].overlapValue = overlapVal;
}
else
{
item.IndicatorDic[key].overlapValue = overlapVal;
}
}
// 해당하는 봉만 True
@@ -823,6 +837,10 @@ namespace Million.Manager
child.IndicatorDic[key] = new IndicatorData();
child.IndicatorDic[key] = item.IndicatorDic[key];
}
else
{
child.IndicatorDic[key] = item.IndicatorDic[key];
}
if (!trueVal)
{
@@ -837,7 +855,13 @@ namespace Million.Manager
if (trueVal)
{
child.CalculateFlag[setUp.IndexString] = true;
child.IndicatorDic[key].overlapValue = val;
if(child.IndicatorDic.ContainsKey(key))
child.IndicatorDic[key].overlapValue = val;
else
{
child.IndicatorDic[key] = new IndicatorData();
child.IndicatorDic[key].overlapValue = val;
}
}
}
}
@@ -1095,5 +1119,42 @@ namespace Million.Manager
if (list.Count == count) return list;
return new List<CandleData>();
}
/// <summary>
/// Indicator 계산 로직
/// </summary>
/// <param name="totalIndicator"></param>
/// <param name="indiList"></param>
/// <param name="lossIndicator"></param>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <param name="resultCandleDataList"></param>
/// <param name="subIndicator"></param>
public static void GetCalculateIndicator(List<IndicatorCoditionSetup> totalIndicator, List<string> indiList, List<IndicatorCoditionSetup> lossIndicator,
DateTime startDate, DateTime endDate, List<CandleData> resultCandleDataList, List<IndicatorCoditionSetup> subIndicator, Dictionary<MCandleTimeType, List<CandleData>> parentList)
{
foreach (var item in indiList)
{
var indicator = totalIndicator.FirstOrDefault(t => t.IndexString == item);
if (indicator != null)
{
if (indicator.IndicatorType == CommonProperty.IndicatorType.가격비율)
{
//추후 가격도 처리 해야함 EX: 호가 단위 등등
var temp = (PriceRateCondtionSetup)indicator;
if (temp.PriceRateSetupConditionType == CommonProperty.PriceRateSetupConditionType.비율)
{
lossIndicator.Add(indicator);
continue;
}
}
var list = parentList[indicator.MCandleTimeType];
list = list.Where(t => startDate <= t.DateTime && t.DateTime < endDate).ToList();
SwitchFun(indicator, list, resultCandleDataList, subIndicator);
}
}
}
}
}

84
Million/Manager/DataManager.cs Normal file
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@@ -0,0 +1,84 @@
using Million.Data;
using Million.DbManagement;
using Million.IndicatorConditionSetup;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using static Million.CommonProperty;
namespace Million.Manager
{
/// <summary>
/// 데이터 구성 Manager Class
/// </summary>
public static class DataManager
{
/// <summary>
/// DB에서 데이터 가져오며 Setting 처리 함
/// </summary>
/// <param name="candleTypeList"></param>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <param name="market"></param>
/// <param name="distinctIndicator"></param>
/// <returns></returns>
public static Dictionary<MCandleTimeType, List<CandleData>> GetStandardData(List<IndicatorCoditionSetup> totalIndicator, DateTime startDate,
DateTime endDate, MarketData market, List<IndicatorCoditionSetup> distinctIndicator, bool flag = false)
{
var candleTypeList = totalIndicator.Select(t => t.MCandleTimeType).ToList();
candleTypeList.Add(CommonProperty.MCandleTimeType.M1);
candleTypeList = candleTypeList.Distinct().ToList();
var dic = new Dictionary<CommonProperty.MCandleTimeType, List<CandleData>>();
//계산로직에 필요한 Data setting
foreach (var item in candleTypeList)
{
var candleDataListClass = DbServiceFunctions.GetCandleData(market,
startDate, endDate, item);
var indicatorSetUpList = distinctIndicator.Where(t => t.MCandleTimeType == item).ToList();
foreach (var setup in indicatorSetUpList)
{
setup.excute(candleDataListClass.CandleDataLists_Im);
}
var list = new List<CandleData>();
if (flag)
{
var parentData = ValidationCheckManager.SplitValidationCandleDataList(candleDataListClass.CandleDataLists_Im, item);
foreach (var parent in parentData) list.AddRange(parent);
dic.Add(item, list);
}
else
dic.Add(item, candleDataListClass.CandleDataLists_Im);
}
return dic;
}
/// <summary>
/// Sub Indicator List String 반환 Function
/// </summary>
/// <param name="totalIndicator"></param>
/// <returns></returns>
public static List<string> GetSubIndicatorStringList(List<IndicatorCoditionSetup> totalIndicator)
{
// 최초와 cross의 조건먼저 계산이 필요함(선처리)
var parentIndicator = totalIndicator.Where(t => t.SubIndicatorSetupType == CommonProperty.SubIndicatorSetupType.최초돌파 ||
t.SubIndicatorSetupType == CommonProperty.SubIndicatorSetupType.크로스).ToList();
var subIndStringiList = new List<string>();
foreach (var item in parentIndicator)
{
var subRegExpression = item.FirstOverSubRegExpression;
if (item.SubIndicatorSetupType == CommonProperty.SubIndicatorSetupType.크로스)
subRegExpression = item.CrossSubRegExpression;
subIndStringiList.AddRange(subRegExpression.Split(',').ToList());
}
subIndStringiList = subIndStringiList.Distinct().ToList();
return subIndStringiList;
}
}
}

6
Million/Manager/DataSettingManager.cs → Million/Manager/RealtimeDataSettingManager.cs
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@@ -15,7 +15,7 @@ namespace Million.Manager
/// <summary>
/// Data Setting하는 Manager Class
/// </summary>
public class DataSettingManager
public class RealtimeDataSettingManager
{
/// <summary>
/// Ticker에 들어갈 데이터
@@ -33,7 +33,7 @@ namespace Million.Manager
/// <summary>
/// 생성자
/// </summary>
public DataSettingManager(List<string> codeFullNameList, PaymentType buyType, string tableName = "Upbit")
public RealtimeDataSettingManager(List<string> codeFullNameList, PaymentType buyType, string tableName = "Upbit")
{
this.buyType = buyType;
marketList = DbServiceFunctions.GetMarketDatas(tableName, Enum.GetName(typeof(PaymentType), buyType));
@@ -86,7 +86,7 @@ namespace Million.Manager
}
return returnData;
}
}
public void StartGetRealTimeTicker(object state, int duTime = 0, int period = 50)
{

3
Million/Million Core.csproj
View File

@@ -191,7 +191,8 @@
</Compile>
<Compile Include="Manager\BuyLogicManager.cs" />
<Compile Include="Manager\CalculateManager.cs" />
<Compile Include="Manager\DataSettingManager.cs" />
<Compile Include="Manager\DataManager.cs" />
<Compile Include="Manager\RealtimeDataSettingManager.cs" />
<Compile Include="Manager\IndicatorSetupManager.cs" />
<Compile Include="Manager\InteratorScripter.cs" />
<Compile Include="Manager\OrderbookManager.cs" />