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kyh
2022-05-04 07:16:28 +09:00
parent f6349dc24f
commit 4f1ad91056
10 changed files with 225 additions and 121 deletions
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2
DataSaver/Million Saver.csproj
View File

@@ -14,7 +14,7 @@
<Deterministic>true</Deterministic>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<PlatformTarget>AnyCPU</PlatformTarget>
<PlatformTarget>x64</PlatformTarget>
<DebugSymbols>true</DebugSymbols>
<DebugType>full</DebugType>
<Optimize>false</Optimize>

20
Million Buyer/Million Buyer.csproj
View File

@@ -32,6 +32,26 @@
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Debug|x64'">
<DebugSymbols>true</DebugSymbols>
<OutputPath>bin\x64\Debug\</OutputPath>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<DebugType>full</DebugType>
<PlatformTarget>x64</PlatformTarget>
<LangVersion>7.3</LangVersion>
<ErrorReport>prompt</ErrorReport>
<Prefer32Bit>true</Prefer32Bit>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Release|x64'">
<OutputPath>bin\x64\Release\</OutputPath>
<DefineConstants>TRACE</DefineConstants>
<Optimize>true</Optimize>
<DebugType>pdbonly</DebugType>
<PlatformTarget>x64</PlatformTarget>
<LangVersion>7.3</LangVersion>
<ErrorReport>prompt</ErrorReport>
<Prefer32Bit>true</Prefer32Bit>
</PropertyGroup>
<ItemGroup>
<Reference Include="System" />
<Reference Include="System.Core" />

142
Million Hunter/MainForm.cs
View File

@@ -14,6 +14,7 @@ using Million.FileDBManagement;
using Million.Manager;
using Million.SaveData;
using Microsoft.CodeAnalysis.CSharp.Scripting;
using System.Threading.Tasks;
namespace Million_Hunter
{
@@ -59,7 +60,7 @@ namespace Million_Hunter
// 트리리스트 와 클래스 리스트 연결
treeList_BuySetupList.DataSource = _saveResultData.BuySetupList = new List<object>();
treeList_SellSetupList.DataSource = _saveResultData.SellSetupList = new List<object>();
// 지표 새로 추가 시 수정/삭제 버튼 Visible 처리
simpleButton_SetupEdit.Visible = false;
@@ -67,7 +68,7 @@ namespace Million_Hunter
simpleButton_TobuyList.Visible = true;
simpleButton_ToSellList.Visible = true;
DbServiceFunctions.GetMarketTable_FromDB("Upbit");
DbServiceFunctions.GetMarketTable_FromDB("Upbit", "KRW");
}
// 지표 콤보박스 클릭 시 이벤트
@@ -75,7 +76,7 @@ namespace Million_Hunter
{
var comboboxEdit = sender as ComboBoxEdit;
if (comboboxEdit == null) return;
if(comboboxEdit.SelectedIndex < 0) return;
if (comboboxEdit.SelectedIndex < 0) return;
Enum.TryParse(comboBoxEdit_IndicatorSelection.SelectedItem.ToString(),
out CommonProperty.IndicatorType indicatorType);
@@ -91,7 +92,7 @@ namespace Million_Hunter
// 현재 수정/삭제 대기중인 클래스의 초기화
_curIndicatorSetup = null;
}
// 지표 조건 설정 폼 생성하기
@@ -111,7 +112,7 @@ namespace Million_Hunter
private void simpleButton_BuySellButton_Click(object sender, EventArgs e)
{
var button = sender as SimpleButton;
// 예외처리
if (_curruentIndicatorform == null || comboBoxEdit_IndicatorSelection.SelectedItem == null) return;
@@ -121,7 +122,7 @@ namespace Million_Hunter
// Buy Sell 구분
Enum.TryParse(button.Tag.ToString(), out CommonProperty.BuySellType buySelltype);
_curIndicatorSetup = (IndicatorCoditionSetup) _curruentIndicatorform.SaveIndicatorSetup(true);
_curIndicatorSetup = (IndicatorCoditionSetup)_curruentIndicatorform.SaveIndicatorSetup(true);
_curIndicatorSetup.ByBuySellType = buySelltype;
_curIndicatorSetup.IndexString = _lastIndexString.ToString();
@@ -136,7 +137,7 @@ namespace Million_Hunter
treeList_SellSetupList.RefreshDataSource();
break;
}
_lastIndexString++;
// 현재 수정/삭제 대기중인 클래스의 초기화
_curIndicatorSetup = null;
@@ -151,10 +152,10 @@ namespace Million_Hunter
if (treeList == null) return;
var hitInfo = treeList.CalcHitInfo(e.Location);
if (hitInfo.HitInfoType != HitInfoType.Cell) return;
var indicatorType = (CommonProperty.IndicatorType) hitInfo.Node["IndicatorType"];
var indicatorType = (CommonProperty.IndicatorType)hitInfo.Node["IndicatorType"];
var indicatorSetupClassData = treeList.GetDataRecordByNode(hitInfo.Node);
@@ -196,7 +197,7 @@ namespace Million_Hunter
private void simpleButton_SetupDelete_Click(object sender, EventArgs e)
{
if (_curIndicatorSetup == null) return;
// 해당 List안에 있는 Class를 삭제
if (_saveResultData.BuySetupList.Contains(_curIndicatorSetup))
{
@@ -208,13 +209,13 @@ namespace Million_Hunter
_saveResultData.SellSetupList.Remove(_curIndicatorSetup);
treeList_SellSetupList.RefreshDataSource();
}
// 조건 설정 창 초기화
_curruentIndicatorform = null;
panelControl_IndicatorSetup.Controls.Clear();
comboBoxEdit_IndicatorSelection.Text = "";
// 지표 새로 추가 시 수정/삭제 버튼 Visible 처리
simpleButton_SetupEdit.Visible = false;
simpleButton_SetupDelete.Visible = false;
@@ -269,65 +270,85 @@ namespace Million_Hunter
candleTypeList = candleTypeList.Distinct().ToList();
var tableList = CommonProperty.selectedMarketOfPlaceList;
var totalResultList = new List<SearchResult>();
//임시로 하나만
var selectTable = tableList.FirstOrDefault(t => t.CodeFullName == "KRW-BTC");
//data setting
var distinctIndicator = IndicatorSetupManager.Distinct(totalIndicator);
Parallel.For(0, tableList.Count, i =>
var dic = new Dictionary<CommonProperty.MCandleTimeType, List<List<CandleData>>>();
foreach(var item in candleTypeList)
//foreach (var selectTable in tableList)
{
var candleDataListClass = DbServiceFunctions.GetCandleData(selectTable,
_saveResultData.StartDateTime, _saveResultData.EndDateTime, item);
var selectTable = tableList[i];
//data setting
var distinctIndicator = IndicatorSetupManager.Distinct(totalIndicator);
var indicatorSetUpList = distinctIndicator.Where(t => t.MCandleTimeType == item).ToList();
foreach (var setup in indicatorSetUpList)
{
setup.excute(candleDataListClass.CandleDataLists_Im);
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>();
// buy, sell 계산
var lossIndicator = new List<IndicatorCoditionSetup>();
var totalCalculateCandleList = new List<CandleData>();
foreach (var item in dic[CommonProperty.MCandleTimeType.M1])
resultCandleDataList.AddRange(item);
foreach (var indicator in totalIndicator)
{
if (indicator.IndicatorType == CommonProperty.IndicatorType.가격비율)
lossIndicator.Add(indicator);
else
totalCalculateCandleList.AddRange(CalculateManager.SwitchFun(indicator, dic[indicator.MCandleTimeType], resultCandleDataList));
}
//계산되지 않는 범위의 데이터 Filter
totalCalculateCandleList = totalCalculateCandleList.Where(t => t.DateTime >= _saveResultData.StartDateTime && t.DateTime < _saveResultData.EndDateTime).ToList();
var resultLsit = ResultLogicManager.GetSearchResultList(resultCandleDataList, lossIndicator,
_saveResultData.BuyRegularExpression, _saveResultData.SellRegularExpression, selectTable, totalIndicator);
totalResultList.AddRange(resultLsit);
}
dic[item] = ValidationCheckManager.SplitValidationCandleDataList(candleDataListClass.CandleDataLists_Im, item);
}
var resultCandleDataList = new List<CandleData>();
// buy, sell 계산
var lossIndicator = new List<IndicatorCoditionSetup>();
foreach (var item in dic[CommonProperty.MCandleTimeType.M1])
resultCandleDataList.AddRange(item);
foreach (var indicator in totalIndicator)
{
if (indicator.IndicatorType == CommonProperty.IndicatorType.가격비율)
lossIndicator.Add(indicator);
else
CalculateManager.SwitchFun(indicator, dic[indicator.MCandleTimeType], resultCandleDataList);
}
//계산되지 않는 범위의 데이터 Filter
resultCandleDataList = resultCandleDataList.Where(t => t.DateTime >= _saveResultData.StartDateTime && t.DateTime < _saveResultData.EndDateTime).ToList();
var resultLsit = ResultLogicManager.GetSearchResultList(resultCandleDataList, lossIndicator,
_saveResultData.BuyRegularExpression, _saveResultData.SellRegularExpression, selectTable, totalIndicator);
);
double totalVal = 0;
int win = 0;
int lose = 0;
double win = 0;
double lose = 0;
//승률, 수익률 계산
foreach(var item in resultLsit)
foreach (var item in totalResultList)
{
win += item.WinCount;
lose += item.LoseCount;
totalVal += item.TotalEarningRate;
}
_saveResultData.WinRate = (win / (win + lose)) * 100;
_saveResultData.ProfitRate = totalVal / resultLsit.Count;
_saveResultData.SearchResultList = resultLsit;
var winRate = 0.0;
if (win == 0)
{
winRate = 0;
}
else if (lose == 0)
{
winRate = 100;
}
else
{
winRate = (win * 100 / (win + lose));
}
_saveResultData.WinRate = winRate;
_saveResultData.ProfitRate = totalVal / totalResultList.Count;
_saveResultData.SearchResultList = totalResultList;
// 3. 자동으로 저장하기
if (FileManager.SaveResultDataToFile(_saveResultData))
MessageBox.Show("데이터 저장 성공");
@@ -346,7 +367,7 @@ namespace Million_Hunter
return;
}
var resultViewerForm = new ResultViewerForm(_saveResultData) { StartPosition = FormStartPosition.CenterScreen};
var resultViewerForm = new ResultViewerForm(_saveResultData) { StartPosition = FormStartPosition.CenterScreen };
resultViewerForm.Visible = true;
}
@@ -355,7 +376,7 @@ namespace Million_Hunter
{
var savedResultViewerForm = new SavedResultViewerForm(this) { StartPosition = FormStartPosition.CenterScreen };
if (savedResultViewerForm.ShowDialog() != DialogResult.OK) return;
// 시간 데이터 추가
dateEdit_StartDateTime.Text = _saveResultData.StartDateTime.Date.ToString();
dateEdit_EndDateTime.Text = _saveResultData.EndDateTime.Date.ToString();
@@ -401,4 +422,3 @@ namespace Million_Hunter
}
}
}

2
Million Hunter/Million Hunter.csproj
View File

@@ -18,7 +18,7 @@
</NuGetPackageImportStamp>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<PlatformTarget>AnyCPU</PlatformTarget>
<PlatformTarget>x64</PlatformTarget>
<DebugSymbols>true</DebugSymbols>
<DebugType>full</DebugType>
<Optimize>false</Optimize>

22
Million.sln
View File

@@ -16,29 +16,51 @@ EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Debug|x64 = Debug|x64
Release|Any CPU = Release|Any CPU
Release|x64 = Release|x64
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{10EF08CB-BF38-4882-A92A-30DB34E8E8BD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{10EF08CB-BF38-4882-A92A-30DB34E8E8BD}.Debug|Any CPU.Build.0 = Debug|Any CPU
{10EF08CB-BF38-4882-A92A-30DB34E8E8BD}.Debug|x64.ActiveCfg = Debug|Any CPU
{10EF08CB-BF38-4882-A92A-30DB34E8E8BD}.Debug|x64.Build.0 = Debug|Any CPU
{10EF08CB-BF38-4882-A92A-30DB34E8E8BD}.Release|Any CPU.ActiveCfg = Release|Any CPU
{10EF08CB-BF38-4882-A92A-30DB34E8E8BD}.Release|Any CPU.Build.0 = Release|Any CPU
{10EF08CB-BF38-4882-A92A-30DB34E8E8BD}.Release|x64.ActiveCfg = Release|Any CPU
{10EF08CB-BF38-4882-A92A-30DB34E8E8BD}.Release|x64.Build.0 = Release|Any CPU
{D9DE0F1B-BA15-421E-A263-6859F3D5A3BC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{D9DE0F1B-BA15-421E-A263-6859F3D5A3BC}.Debug|Any CPU.Build.0 = Debug|Any CPU
{D9DE0F1B-BA15-421E-A263-6859F3D5A3BC}.Debug|x64.ActiveCfg = Debug|Any CPU
{D9DE0F1B-BA15-421E-A263-6859F3D5A3BC}.Debug|x64.Build.0 = Debug|Any CPU
{D9DE0F1B-BA15-421E-A263-6859F3D5A3BC}.Release|Any CPU.ActiveCfg = Release|Any CPU
{D9DE0F1B-BA15-421E-A263-6859F3D5A3BC}.Release|Any CPU.Build.0 = Release|Any CPU
{D9DE0F1B-BA15-421E-A263-6859F3D5A3BC}.Release|x64.ActiveCfg = Release|Any CPU
{D9DE0F1B-BA15-421E-A263-6859F3D5A3BC}.Release|x64.Build.0 = Release|Any CPU
{7C6E28D6-A9CA-465B-88F2-1C3BA33B74BE}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{7C6E28D6-A9CA-465B-88F2-1C3BA33B74BE}.Debug|Any CPU.Build.0 = Debug|Any CPU
{7C6E28D6-A9CA-465B-88F2-1C3BA33B74BE}.Debug|x64.ActiveCfg = Debug|x64
{7C6E28D6-A9CA-465B-88F2-1C3BA33B74BE}.Debug|x64.Build.0 = Debug|x64
{7C6E28D6-A9CA-465B-88F2-1C3BA33B74BE}.Release|Any CPU.ActiveCfg = Release|Any CPU
{7C6E28D6-A9CA-465B-88F2-1C3BA33B74BE}.Release|Any CPU.Build.0 = Release|Any CPU
{7C6E28D6-A9CA-465B-88F2-1C3BA33B74BE}.Release|x64.ActiveCfg = Release|x64
{7C6E28D6-A9CA-465B-88F2-1C3BA33B74BE}.Release|x64.Build.0 = Release|x64
{828206F2-6876-4B32-8B41-B925D809A1E7}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{828206F2-6876-4B32-8B41-B925D809A1E7}.Debug|Any CPU.Build.0 = Debug|Any CPU
{828206F2-6876-4B32-8B41-B925D809A1E7}.Debug|x64.ActiveCfg = Debug|Any CPU
{828206F2-6876-4B32-8B41-B925D809A1E7}.Debug|x64.Build.0 = Debug|Any CPU
{828206F2-6876-4B32-8B41-B925D809A1E7}.Release|Any CPU.ActiveCfg = Release|Any CPU
{828206F2-6876-4B32-8B41-B925D809A1E7}.Release|Any CPU.Build.0 = Release|Any CPU
{828206F2-6876-4B32-8B41-B925D809A1E7}.Release|x64.ActiveCfg = Release|Any CPU
{828206F2-6876-4B32-8B41-B925D809A1E7}.Release|x64.Build.0 = Release|Any CPU
{359B3045-ADB0-4708-AEEE-FCA9E706707F}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{359B3045-ADB0-4708-AEEE-FCA9E706707F}.Debug|Any CPU.Build.0 = Debug|Any CPU
{359B3045-ADB0-4708-AEEE-FCA9E706707F}.Debug|x64.ActiveCfg = Debug|Any CPU
{359B3045-ADB0-4708-AEEE-FCA9E706707F}.Debug|x64.Build.0 = Debug|Any CPU
{359B3045-ADB0-4708-AEEE-FCA9E706707F}.Release|Any CPU.ActiveCfg = Release|Any CPU
{359B3045-ADB0-4708-AEEE-FCA9E706707F}.Release|Any CPU.Build.0 = Release|Any CPU
{359B3045-ADB0-4708-AEEE-FCA9E706707F}.Release|x64.ActiveCfg = Release|Any CPU
{359B3045-ADB0-4708-AEEE-FCA9E706707F}.Release|x64.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE

4
Million/DbMangement/DBServiceFunctions.cs
View File

@@ -66,9 +66,9 @@ namespace Million.DbManagement
/// </summary>
/// <param name="tableName"></param>
/// <returns></returns>
public static void GetMarketTable_FromDB(string tableName)
public static void GetMarketTable_FromDB(string tableName, string payment = null)
{
selectedMarketOfPlaceList = GetMarketDatas(tableName);
selectedMarketOfPlaceList = GetMarketDatas(tableName, payment);
}
/// <summary>

70
Million/Manager/CalculateManager.cs
View File

@@ -210,7 +210,7 @@ namespace Million.Manager
}
public static void SwitchFun(IndicatorCoditionSetup setUp, List<List<CandleData>> parentCandleDataList,
public static List<CandleData> SwitchFun(IndicatorCoditionSetup setUp, List<List<CandleData>> parentCandleDataList,
List<CandleData> childrenCandleDataList)
{
var parentList = new List<CandleData>();
@@ -225,25 +225,26 @@ namespace Million.Manager
//돌파
if (setUp.OverStatusEnumList.Count > 0)
{
Transpierce(setUp, parentList, childrenCandleDataList);
return Transpierce(setUp, parentList, childrenCandleDataList);
}
//단순비교
else if (setUp.IndicatorOver != CommonProperty.Indicator_over.없음)
{
SimpleComparison(setUp, parentList, childrenCandleDataList);
}
return SimpleComparison(setUp, parentList, childrenCandleDataList);
}
return new List<CandleData>();
}
/// <summary>
/// 상향, 하향으로 뚫었을 경우
/// </summary>
public static void Transpierce(IndicatorCoditionSetup setUp, List<CandleData> parentCandleDataList, List<CandleData> childrenCandleDataList)
public static List<CandleData> Transpierce(IndicatorCoditionSetup setUp, List<CandleData> parentCandleDataList, List<CandleData> childrenCandleDataList)
{
var key = GetKeyData(setUp);
if (key == null) return;
if (key == null) return new List<CandleData>();
var returnData = new List<CandleData>();
foreach (var item in parentCandleDataList)
{
if (!item.IndicatorDic.ContainsKey(key)) continue;
@@ -253,9 +254,17 @@ namespace Million.Manager
if (setUp.OverStatusEnumList.Any(t => t == item.IndicatorDic[key].overStatus))
{
//시간봉 계산
var childList = GetChildrenDatas(item, setUp.MCandleTimeType, childrenCandleDataList);
var childList = new List<CandleData>();
if (item.CandleTimeType == (int)MCandleTimeType.M1)
{
var child = childrenCandleDataList.FirstOrDefault(t => t.DateTime == item.DateTime);
if (child == null) continue;
childList.Add(child);
}
else
{
childList = GetChildrenDatas(item, setUp.MCandleTimeType, childrenCandleDataList);
}
for (var i = 0; i < childList.Count; i++)
{
var child = childList[i];
@@ -284,8 +293,10 @@ namespace Million.Manager
child.IndicatorDic[key].overlapValue = overlapData;
}
}
returnData.AddRange(childList);
}
}
}
return returnData;
}
/// <summary>
@@ -299,8 +310,8 @@ namespace Million.Manager
//비교할 데이터 Key 설정
var key = GetKeyData(setUp);
if (key == null) return null;
if (key == null) return new List<CandleData>();
var returnData = new List<CandleData>();
foreach (var item in parentCandleDataList)
{
if (!item.IndicatorDic.ContainsKey(key)) continue;
@@ -309,8 +320,17 @@ namespace Million.Manager
if (CompareSettingValueOfTranspierce(setUp.IndicatorOver, overlapData, value))
{
var childList = GetChildrenDatas(item, setUp.MCandleTimeType, childrenCandleDataList);
var childList = new List<CandleData>();
if (item.CandleTimeType == (int)MCandleTimeType.M1)
{
var child = childrenCandleDataList.FirstOrDefault(t => t.DateTime == item.DateTime);
if (child == null) continue;
childList.Add(child);
}
else
{
childList = GetChildrenDatas(item, setUp.MCandleTimeType, childrenCandleDataList);
}
/**
* 시가 계산법 : Parent가 T 시 Children은 모두 T
* 종가 계산법 : Parent가 T 시 Children 하나하나 종가 데이터를 기준으로 T, F 계산
@@ -386,10 +406,11 @@ namespace Million.Manager
}
}
}
returnData.AddRange(childList);
}
}
return childrenCandleDataList;
return returnData;
}
/// <summary>
/// 단순비교 조건 시 Data 비교 함수
@@ -546,14 +567,15 @@ namespace Million.Manager
{
var startDate = parentCandleData.DateTime;
var endDate = startDate;
if (parentCadleType == CommonProperty.MCandleTimeType.M1)
{
endDate = endDate.AddMinutes(1);
var temp = new List<CandleData>();
temp.Add(childrenCandleDatas.FirstOrDefault(t => t.DateTime == startDate));
return temp;
}
else if (parentCadleType == CommonProperty.MCandleTimeType.M3)
//if (parentCadleType == CommonProperty.MCandleTimeType.M1)
//{
// endDate = endDate.AddMinutes(1);
// var temp = new List<CandleData>();
// temp.Add(childrenCandleDatas.FirstOrDefault(t => t.DateTime == startDate));
// return temp;
//}
//else
if (parentCadleType == CommonProperty.MCandleTimeType.M3)
{
endDate = endDate.AddMinutes(3);
}

80
Million/Manager/ResultLogicManager.cs
View File

@@ -14,6 +14,30 @@ namespace Million.Manager
/// </summary>
public static class ResultLogicManager
{
/// <summary>
/// Indicate value 데이터 Return
/// </summary>
/// <param name="indicateDic"></param>
/// <param name="totalIndicator"></param>
/// <param name="item"></param>
/// <returns></returns>
private static Dictionary<string, double> GetIndicateValue(Dictionary<string, bool> indicateDic, List<IndicatorCoditionSetup> totalIndicator, CandleData item)
{
var valDic = new Dictionary<string, double>();
foreach (var key in indicateDic)
{
var indicate = totalIndicator.FirstOrDefault(t => t.IndexString == key.Key);
var keyData = CalculateManager.GetKeyData(indicate);
if (item.IndicatorDic.ContainsKey(keyData))
valDic.Add(key.Key, item.IndicatorDic[keyData].overlapValue);
else
valDic.Add(key.Key, 0);
}
return valDic;
}
/// <summary>
/// 정규식 기준 ResultList 계산 로직
/// </summary>
@@ -56,21 +80,10 @@ namespace Million.Manager
#region Sell
//기본 조건
var dic = item.CalculateFlag;
var valDic = new Dictionary<string, double>();
//Buy Value 계산 로직
foreach (var key in dic)
{
var indicate = totalIndicator.FirstOrDefault(t => t.IndexString == key.Key);
var keyData = CalculateManager.GetKeyData(indicate);
if(item.IndicatorDic.ContainsKey(keyData))
valDic.Add(key.Key, item.IndicatorDic[keyData].overlapValue);
else
valDic.Add(key.Key, 0);
}
if (buyList.Count > 0)
{
var valDic = GetIndicateValue(dic, totalIndicator, item);
//기본 False처리
foreach (var sellIndicator in sellRateIndicators)
dic[sellIndicator.IndexString] = false;
@@ -93,7 +106,6 @@ namespace Million.Manager
{
foreach (var buy in buyList)
{
var buyValue = buy.BuyValue;
foreach (var sellIndicator in sellRateIndicators)
{
@@ -115,6 +127,11 @@ namespace Million.Manager
if (sellFlag)
{
var termList = datas.Where(t => t.DateTime >= buyList[0].DateTime && t.DateTime < item.DateTime).ToList();
var errorList = ValidationCheckManager.ValidateCandleDataList(termList, "", MCandleTimeType.M1);
if (errorList.Count > 0)
continue;
var val = CalculateManager.GetConditionValue(sellRegularExpression, valDic, dic);
if (deafultSellFlag) {
@@ -125,7 +142,7 @@ namespace Million.Manager
}
val = OrderbookManager.GetAskPrice(val, false);
item.SellValue = val - Math.Round(val * 0.05);
item.SellValue = val - Math.Round(val * 0.0005);
var result = new SearchResult();
var rate = ((item.SellValue - buyValue) / buyValue) * 100;
@@ -139,13 +156,9 @@ namespace Million.Manager
result.TotalEarningRate = rate;
result.WinCount = rate > 0 ? 1 : 0;
result.LoseCount = rate < 0 ? 1 : 0;
result.TermCandleDataList = datas.Where(t => t.DateTime >= buy.DateTime && t.DateTime < item.DateTime).ToList();
var errorList = ValidationCheckManager.ValidateCandleDataList(result.TermCandleDataList, "", MCandleTimeType.M1);
if (errorList.Count == 0)
{
resultList.Add(result);
removeBuyList.Add(buy);
}
result.TermCandleDataList = termList;
resultList.Add(result);
removeBuyList.Add(buy);
}
}
foreach (var remove in removeBuyList)
@@ -155,8 +168,16 @@ namespace Million.Manager
if (deafultSellFlag)
if (buyList.Count > 0)
{
var termList = datas.Where(t => t.DateTime >= buyList[0].DateTime && t.DateTime < item.DateTime).ToList();
var errorList = ValidationCheckManager.ValidateCandleDataList(termList, "", MCandleTimeType.M1);
if (errorList.Count > 0)
{
buyList.Clear();
continue;
}
var val = OrderbookManager.GetAskPrice(defaultSellValue, false);
item.SellValue = val - Math.Round(val * 0.05);
item.SellValue = val - Math.Round(val * 0.0005);
var result = new SearchResult();
result.BuyList.ConGoodsData = market;
@@ -183,13 +204,11 @@ namespace Million.Manager
}
result.StartDate = result.BuyList.CandleDataLists_Im[0].DateTime;
result.TermCandleDataList = datas.Where(t => t.DateTime >= buyList[0].DateTime && t.DateTime < item.DateTime).ToList();
var errorList = ValidationCheckManager.ValidateCandleDataList(result.TermCandleDataList, "", MCandleTimeType.M1);
if (errorList.Count == 0)
{
result.TotalEarningRate = totalRate;
resultList.Add(result);
}
result.TermCandleDataList = termList;
result.TotalEarningRate = totalRate;
resultList.Add(result);
buyList.Clear();
}
}
@@ -199,8 +218,9 @@ namespace Million.Manager
var flag = buyScript.DicExcuteScript(dic);
if (flag)
{
var valDic = GetIndicateValue(dic, totalIndicator, item);
var val = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(buyRegularExpression, valDic, dic));
item.BuyValue = val + Math.Round(val * 0.05);
item.BuyValue = val + Math.Round(val * 0.0005);
buyList.Add(item);
}

2
Million/Million Core.csproj
View File

@@ -14,7 +14,7 @@
<Deterministic>true</Deterministic>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<PlatformTarget>AnyCPU</PlatformTarget>
<PlatformTarget>x64</PlatformTarget>
<DebugSymbols>true</DebugSymbols>
<DebugType>full</DebugType>
<Optimize>false</Optimize>

2
Million/SaveData/SavedResultData.cs
View File

@@ -36,7 +36,7 @@ namespace Million.SaveData
// 결과 정리
// 승률
public float WinRate { get; set; }
public double WinRate { get; set; }
// 수익휼
public double ProfitRate { get; set; }