손절 조건 처리하는 Buyer기능 추가

2022-11-28 12:03:40 +09:00
parent aaa6163459
commit 6a192b4121
3 changed files with 72 additions and 13 deletions
--- a/Buyer/MainForm.cs
+++ b/Buyer/MainForm.cs
@@ -329,13 +329,13 @@ namespace Million_Buyer
            candleTypeList = candleTypeList.Distinct().ToList();

            //사고 파는 rex 데이터 가져오는 부분
-            var buyRex = _saveResultData.BuyRegularExpression;
-            var sellRex = _saveResultData.SellRegularExpression;

            var buyScript = new InteratorScripter("Buy Script");
-            buyScript.regularExpressionString = buyRex;
+            buyScript.regularExpressionString = _saveResultData.BuyRegularExpression;
            var sellScript = new InteratorScripter("Sell Script");
-            sellScript.regularExpressionString = sellRex;
+            sellScript.regularExpressionString = _saveResultData.SellRegularExpression;
+            var sellExceptionScript = new InteratorScripter("Sell Exception Script");
+            sellExceptionScript.regularExpressionString = _saveResultData.SellExceptionRegularExpression;

            var scriptDic = new Dictionary<string, bool>();        

@@ -468,8 +468,17 @@ namespace Million_Buyer
                        var minDateTime = dic[MCandleTimeType.M1].Select(t => t.DateTime).Min();
                        var maxDateTime = dic[MCandleTimeType.M1].Select(t => t.DateTime).Max().AddHours(1);

+                        var buyDataList = buyList.FirstOrDefault(t => t.ConGoodsData.CoinFullName == item);
                        sw.Restart();
-                        dic = IndicatorSetupManager.CalculateIndicator(dic, totalIndicatorList, minDateTime, maxDateTime, item, true);
+                        if (buyDataList != null && buyDataList.CandleDataLists_Im.Count > 0)
+                        {                            
+                            dic = IndicatorSetupManager.CalculateIndicator(dic, totalIndicatorList, minDateTime, maxDateTime, item, true, buyDataList.CandleDataLists_Im[0]);
+                        }
+                        else
+                        {
+                            dic = IndicatorSetupManager.CalculateIndicator(dic, totalIndicatorList, minDateTime, maxDateTime, item, true);
+                        }                       
+                        
                        sw.Stop();
                        if (sw.Elapsed.TotalSeconds > 1)
                            InsertLog("Indicator Calculate 계산 시간 : " + sw.Elapsed.ToString());
@@ -516,7 +525,7 @@ namespace Million_Buyer
                                    buyData.CandleDataLists_Im.Add(recentlyData);
                                    var valDic = ResultLogicManager.GetIndicateValue(recentlyData.CalculateFlag, totalIndicatorList, recentlyData);

-                                    recentlyData.BuyValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(buyRex, valDic, recentlyData.CalculateFlag));
+                                    recentlyData.BuyValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(buyScript.regularExpressionString, valDic, recentlyData.CalculateFlag));
                                    recentlyData.BuyTime = time;
                                    buyData.ConGoodsData = CommonProperty.selectedMarketOfPlaceList.FirstOrDefault(t => t.CoinFullName == item);

@@ -574,7 +583,15 @@ namespace Million_Buyer
                        }
                        else
                        {
+                            //default sell
                            var flag = sellScript.DicExcuteScript(recentlyData.CalculateFlag);
+
+                            if (!flag)
+                            {
+                                //예외처리 로직 추가
+                                
+                            }
+
                            if (flag)
                            {
                                sw.Restart();
@@ -583,7 +600,7 @@ namespace Million_Buyer
                                
                                var sellItem = recentlyData;
                                var valDic = ResultLogicManager.GetIndicateValue(sellItem.CalculateFlag, totalIndicatorList, sellItem);
-                                sellItem.SellValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(sellRex, valDic, sellItem.CalculateFlag), false);
+                                sellItem.SellValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(sellScript.regularExpressionString, valDic, sellItem.CalculateFlag), false);
                                sellItem.SellTime = time;

                                var buyCandleData = buyItem.CandleDataLists_Im[0];
--- a/Million/Manager/CalculateManager.cs
+++ b/Million/Manager/CalculateManager.cs
@@ -317,7 +317,7 @@ namespace Million.Manager
        /// <param name="childrenCandleDataList"></param>
        /// <returns></returns>
        public static void SwitchFun(List<IndicatorCoditionSetup> totalIndicator, IndicatorCoditionSetup setUp, List<CandleData> parentCandleDataList,
-            List<CandleData> childrenCandleDataList, List<IndicatorCoditionSetup> subIndicator, bool recentlyDataFlag, string coinFullName)
+            List<CandleData> childrenCandleDataList, List<IndicatorCoditionSetup> subIndicator, bool recentlyDataFlag, string coinFullName, CandleData buyData)
        {
            parentCandleDataList = parentCandleDataList.OrderBy(t => t.DateTime).ToList();
            childrenCandleDataList = childrenCandleDataList.OrderBy(t => t.DateTime).ToList();
@@ -340,6 +340,10 @@ namespace Million.Manager
                {
                    EndValue(setUp, parentCandleDataList, childrenCandleDataList);
                }
+                else if (temp.PriceRateSetupConditionType == PriceRateSetupConditionType.비율)
+                {
+                    RateValue(setUp, parentCandleDataList, childrenCandleDataList, buyData);
+                }
            }
            //돌파
            else if (setUp.SubIndicatorSetupType == SubIndicatorSetupType.돌파비교)
@@ -365,6 +369,44 @@ namespace Million.Manager
            }
        }

+        /// <summary>
+        ///     Rate 판매 -> 구매는 될수가 없음 기준이 없으므로(추후 어떤식으로 할지는 모르겠음)
+        /// </summary>
+        /// <param name="setUp"></param>
+        /// <param name="parentCandleDataList"></param>
+        /// <param name="childrenCandleDataList"></param>
+        /// <param name="buyList"></param>
+        private static void RateValue(IndicatorCoditionSetup setUp, List<CandleData> parentCandleDataList, List<CandleData> childrenCandleDataList, CandleData buyData)
+        {
+            // buy의 경우 하나만 사고 있음(여러개가 다른 가격대 일경우는 제외함 -> 나중에 V2에서 해야할 듯)
+            if(buyData != null)
+            {
+                var rate = ((PriceRateCondtionSetup)setUp).Rate;
+                var rateVal = buyData.BuyValue + (buyData.BuyValue * rate / 100);
+                foreach (var item in parentCandleDataList)
+                {                    
+                    var itemValue = GetValue(item, setUp);
+                    if (setUp.CandlePriceType == CommonProperty.CandlePriceType.종가)
+                        itemValue = item.LowValue;
+
+                    if(rateVal > itemValue)
+                    {                        
+                        item.CalculateFlag[setUp.IndexString] = true;
+
+                        foreach (var child in childrenCandleDataList)
+                        {
+                            itemValue = GetValue(child, setUp);
+                            if (setUp.CandlePriceType == CommonProperty.CandlePriceType.종가)
+                                itemValue = child.LowValue;
+
+                            if (rateVal > itemValue)
+                                child.CalculateFlag[setUp.IndexString] = true;
+                        }
+                    }
+                }
+            }
+        }
+
        /// <summary>
        ///     종가 구매 및 판매
        /// </summary>
@@ -1310,7 +1352,7 @@ namespace Million.Manager
        /// <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, bool recentlyDataFlag = false, string coinFullName = null)
+            Dictionary<MCandleTimeType, List<CandleData>> parentList, bool recentlyDataFlag = false, string coinFullName = null, CandleData buyData = null)
        {
            //최신 Child데이터 계산하기 전에 부모 자식 관계 정리부터 처리
            var parentKeys = parentList.Keys;
@@ -1360,7 +1402,7 @@ namespace Million.Manager
                        list = list.Where(t => t.RecentlyDataFlag).ToList();                        
                    }

-                    SwitchFun(totalIndicator, indicator, list, resultCandleDataList, subIndicator, recentlyDataFlag, coinFullName);                    
+                    SwitchFun(totalIndicator, indicator, list, resultCandleDataList, subIndicator, recentlyDataFlag, coinFullName, buyData);                    
                }                
            }            
        }
--- a/Million/Manager/IndicatorSetupManager.cs
+++ b/Million/Manager/IndicatorSetupManager.cs
@@ -89,7 +89,7 @@ namespace Million.Manager
        /// <param name="endDate"></param>
        /// <returns></returns>
        public static Dictionary<MCandleTimeType, List<CandleData>> CalculateIndicator(Dictionary<MCandleTimeType, List<CandleData>> dic,
-            List<IndicatorCoditionSetup> totalIndicators, DateTime startDate, DateTime endDate,string coinFullName = null, bool recentlyDataFlag = false)
+            List<IndicatorCoditionSetup> totalIndicators, DateTime startDate, DateTime endDate,string coinFullName = null, bool recentlyDataFlag = false, CandleData buyData = null)
        {       
            dic[MCandleTimeType.M1] = dic[MCandleTimeType.M1].Where(t => startDate <= t.DateTime && t.DateTime < endDate).ToList();
            // Sub Indicator string list 반환
@@ -100,7 +100,7 @@ namespace Million.Manager
           
            // 선처리
            CalculateManager.GetCalculateIndicator(totalIndicators, subIndStringList, null, startDate,
-                endDate, dic[MCandleTimeType.M1], subIndicator, dic, recentlyDataFlag, coinFullName);
+                endDate, dic[MCandleTimeType.M1], subIndicator, dic, recentlyDataFlag, coinFullName, buyData);

            var totalIndi = totalIndicators.Select(t => t.IndexString).ToList();

@@ -110,7 +110,7 @@ namespace Million.Manager

            // 후처리
            CalculateManager.GetCalculateIndicator(totalIndicators, totalIndi, null, startDate,
-                endDate, dic[MCandleTimeType.M1], subIndicator, dic, recentlyDataFlag, coinFullName);           
+                endDate, dic[MCandleTimeType.M1], subIndicator, dic, recentlyDataFlag, coinFullName, buyData);           
            return dic;
        }
    }