병합

Million Prototype/Form1.cs

@@ -17,6 +17,9 @@ using System.Text;
 using System.Threading;
 using System.Threading.Tasks;
 using System.Windows.Forms;
+using DocumentFormat.OpenXml;
+using DocumentFormat.OpenXml.Packaging;
+using DocumentFormat.OpenXml.Spreadsheet;
 using static Million.CommonProperty;
 
 namespace Million_Prototype
@@ -191,7 +194,7 @@ namespace Million_Prototype
                     var candleDataH1 = new CandleDataList();
                     var candleDataM1 = new CandleDataList();
                     var splitDataM = new List<List<CandleData>>();
-                    var splitData = ValidationCheckManager.GetValidationCandleDatas(marketData,ref splitDataM, ref candleDataH1, ref candleDataM1, new DateTime(2020, 1, 1), new DateTime(2021, 1, 1));
+                    var splitData = ValidationCheckManager.GetValidationCandleDatas(marketData,ref splitDataM, ref candleDataH1, ref candleDataM1, new DateTime(2022, 1, 1), DateTime.Now);
 
                     var buyData = new CandleDataList();
                     buyData.ConGoodsData = marketData;
@@ -211,11 +214,11 @@ namespace Million_Prototype
                     foreach (var item in splitDataM)
                     {
                         var sell1 = SellLogicManager.GetSellLogicOverUnderIch(item);
-                        //var sell2 = SellLogicManager.GetSellLogicOVerUnderBol(item, 40, 1);
-                        //var sell3 = SellLogicManager.GetSellLogicOVerUnderBol(item, 40, 2);
+                        var sell2 = SellLogicManager.GetSellLogicOVerUnderBol(item, 40, 1);
+                        var sell3 = SellLogicManager.GetSellLogicOVerUnderBol(item, 40, 2);
 
-                        //sell1.AddRange(sell2);
-                        //sell1.AddRange(sell3);
+                        sell1.AddRange(sell2);
+                        sell1.AddRange(sell3);
 
                         var dateTimeList = sell1.Select(t => t.DateTime).Distinct().ToList();
 
@@ -321,6 +324,7 @@ namespace Million_Prototype
 
                                     result = new SearchResult();
                                     result.BuyList.CandleDataLists_Im.Add(buy);
+                                    result.CodeFullName = result.BuyList.ConGoodsData.CodeFullName;
                                     sellData = sellList.FirstOrDefault(t => t.DateTime > buy.DateTime);
                                 }
                             }
@@ -404,21 +408,23 @@ namespace Million_Prototype
                             result.SellData = sellData;
                             errorResultList.Add(result);
                         }
-                    }
-
-                    double total = 0;
-                    foreach (var item in resultList)
-                    {
-                        Console.WriteLine(item.TotalEarningRate);
-                        total += item.TotalEarningRate;
-                    }
-                    Console.WriteLine("Total 수익률 : " + total/resultList.Count);
-                    Console.WriteLine("Win : " + win);
-                    Console.WriteLine("Lose : " + lose);
-                    Console.WriteLine("승률 : " + win * 100 / (win+lose) );
-                    sellList.ToString();
+                    }                    
+                    
+                    
                 }
             }
+            double total = 0;
+            foreach (var item in resultList)
+            {
+                Console.WriteLine(item.CodeFullName);
+                Console.WriteLine(item.TotalEarningRate);
+                total += item.TotalEarningRate;
+            }
+            
+            Console.WriteLine("Total 수익률 : " + total / resultList.Count);
+            Console.WriteLine("Win : " + win);
+            Console.WriteLine("Lose : " + lose);
+            Console.WriteLine("승률 : " + win * 100 / (win + lose));
             resultList.ToString();
         }
 

Million Prototype/Million Prototype.csproj

@@ -34,6 +34,9 @@
     <WarningLevel>4</WarningLevel>
   </PropertyGroup>
   <ItemGroup>
+    <Reference Include="DocumentFormat.OpenXml, Version=2.16.0.0, Culture=neutral, PublicKeyToken=8fb06cb64d019a17, processorArchitecture=MSIL">
+      <HintPath>..\packages\DocumentFormat.OpenXml.2.16.0\lib\net46\DocumentFormat.OpenXml.dll</HintPath>
+    </Reference>
     <Reference Include="System" />
     <Reference Include="System.Core" />
     <Reference Include="System.Xml.Linq" />
@@ -45,6 +48,7 @@
     <Reference Include="System.Net.Http" />
     <Reference Include="System.Windows.Forms" />
     <Reference Include="System.Xml" />
+    <Reference Include="WindowsBase" />
   </ItemGroup>
   <ItemGroup>
     <Compile Include="Form1.cs">
@@ -68,6 +72,7 @@
       <DependentUpon>Resources.resx</DependentUpon>
       <DesignTime>True</DesignTime>
     </Compile>
+    <None Include="packages.config" />
     <None Include="Properties\Settings.settings">
       <Generator>SettingsSingleFileGenerator</Generator>
       <LastGenOutput>Settings.Designer.cs</LastGenOutput>

Million Prototype/packages.config

@@ -0,0 +1,4 @@
+<?xml version="1.0" encoding="utf-8"?>
+<packages>
+  <package id="DocumentFormat.OpenXml" version="2.16.0" targetFramework="net48" />
+</packages>

Million/Manager/ExportManager.cs

@@ -0,0 +1,176 @@
+using DocumentFormat.OpenXml;
+using DocumentFormat.OpenXml.Packaging;
+using DocumentFormat.OpenXml.Spreadsheet;
+using Million.Data;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace Million.Manager
+{
+    /// <summary>
+    ///     출력 관련 Manager
+    /// </summary>
+    public static class ExportManager
+    {
+        /// <summary>
+        ///     Excel Export 기능(Result 데이터로만)
+        /// </summary>
+        /// <param name="filePath"></param>
+        /// <param name="resultList"></param>
+        public static void CreateResultOfExcel(string filePath, List<SearchResult> resultList)
+        {
+            using (SpreadsheetDocument spreadSheet = SpreadsheetDocument.Create(filePath, SpreadsheetDocumentType.Workbook))
+            {
+                try
+                {
+                    // Get the SharedStringTablePart. If it does not exist, create a new one.
+                    SharedStringTablePart shareStringPart;
+                    if (spreadSheet.WorkbookPart.GetPartsOfType<SharedStringTablePart>().Count() > 0)
+                    {
+                        shareStringPart = spreadSheet.WorkbookPart.GetPartsOfType<SharedStringTablePart>().First();
+                    }
+                    else
+                    {
+                        shareStringPart = spreadSheet.WorkbookPart.AddNewPart<SharedStringTablePart>();
+                    }
+
+                    //result 돌면 서 데이터 처리
+                    var fieldList = new List<string>();
+
+                    
+
+                    // Insert the text into the SharedStringTablePart.
+                    int index = InsertSharedStringItem("", shareStringPart);
+
+                    // Insert a new worksheet.
+                    WorksheetPart worksheetPart = InsertWorksheet(spreadSheet.WorkbookPart);
+
+                    // Insert cell A1 into the new worksheet.
+                    Cell cell = InsertCellInWorksheet("A", 1, worksheetPart);
+
+                    // Set the value of cell A1.
+                    cell.CellValue = new CellValue(index.ToString());
+                    cell.DataType = new EnumValue<CellValues>(CellValues.SharedString);
+
+                    // Save the new worksheet.
+                    worksheetPart.Worksheet.Save();
+                }
+                catch (Exception e)
+                {
+                    spreadSheet.Close();
+                }
+            }
+
+
+
+
+        }
+
+        // Given text and a SharedStringTablePart, creates a SharedStringItem with the specified text 
+        // and inserts it into the SharedStringTablePart. If the item already exists, returns its index.
+        private static int InsertSharedStringItem(string text, SharedStringTablePart shareStringPart)
+        {
+            // If the part does not contain a SharedStringTable, create one.
+            if (shareStringPart.SharedStringTable == null)
+            {
+                shareStringPart.SharedStringTable = new SharedStringTable();
+            }
+
+            int i = 0;
+
+            // Iterate through all the items in the SharedStringTable. If the text already exists, return its index.
+            foreach (SharedStringItem item in shareStringPart.SharedStringTable.Elements<SharedStringItem>())
+            {
+                if (item.InnerText == text)
+                {
+                    return i;
+                }
+
+                i++;
+            }
+
+            // The text does not exist in the part. Create the SharedStringItem and return its index.
+            shareStringPart.SharedStringTable.AppendChild(new SharedStringItem(new DocumentFormat.OpenXml.Spreadsheet.Text(text)));
+            shareStringPart.SharedStringTable.Save();
+
+            return i;
+        }
+
+        // Given a WorkbookPart, inserts a new worksheet.
+        private static WorksheetPart InsertWorksheet(WorkbookPart workbookPart)
+        {
+            // Add a new worksheet part to the workbook.
+            WorksheetPart newWorksheetPart = workbookPart.AddNewPart<WorksheetPart>();
+            newWorksheetPart.Worksheet = new Worksheet(new SheetData());
+            newWorksheetPart.Worksheet.Save();
+
+            Sheets sheets = workbookPart.Workbook.GetFirstChild<Sheets>();
+            string relationshipId = workbookPart.GetIdOfPart(newWorksheetPart);
+
+            // Get a unique ID for the new sheet.
+            uint sheetId = 1;
+            if (sheets.Elements<Sheet>().Count() > 0)
+            {
+                sheetId = sheets.Elements<Sheet>().Select(s => s.SheetId.Value).Max() + 1;
+            }
+
+            string sheetName = "Sheet" + sheetId;
+
+            // Append the new worksheet and associate it with the workbook.
+            Sheet sheet = new Sheet() { Id = relationshipId, SheetId = sheetId, Name = sheetName };
+            sheets.Append(sheet);
+            workbookPart.Workbook.Save();
+
+            return newWorksheetPart;
+        }
+
+        // Given a column name, a row index, and a WorksheetPart, inserts a cell into the worksheet. 
+        // If the cell already exists, returns it. 
+        private static Cell InsertCellInWorksheet(string columnName, uint rowIndex, WorksheetPart worksheetPart)
+        {
+            Worksheet worksheet = worksheetPart.Worksheet;
+            SheetData sheetData = worksheet.GetFirstChild<SheetData>();
+            string cellReference = columnName + rowIndex;
+
+            // If the worksheet does not contain a row with the specified row index, insert one.
+            Row row;
+            if (sheetData.Elements<Row>().Where(r => r.RowIndex == rowIndex).Count() != 0)
+            {
+                row = sheetData.Elements<Row>().Where(r => r.RowIndex == rowIndex).First();
+            }
+            else
+            {
+                row = new Row() { RowIndex = rowIndex };
+                sheetData.Append(row);
+            }
+
+            // If there is not a cell with the specified column name, insert one.  
+            if (row.Elements<Cell>().Where(c => c.CellReference.Value == columnName + rowIndex).Count() > 0)
+            {
+                return row.Elements<Cell>().Where(c => c.CellReference.Value == cellReference).First();
+            }
+            else
+            {
+                // Cells must be in sequential order according to CellReference. Determine where to insert the new cell.
+                Cell refCell = null;
+                foreach (Cell cell in row.Elements<Cell>())
+                {
+                    if (string.Compare(cell.CellReference.Value, cellReference, true) > 0)
+                    {
+                        refCell = cell;
+                        break;
+                    }
+                }
+
+                Cell newCell = new Cell() { CellReference = cellReference };
+                row.InsertBefore(newCell, refCell);
+
+                worksheet.Save();
+                return newCell;
+            }
+        }
+    }
+}

Million/Manager/SellLogicManager.cs

@@ -20,9 +20,9 @@ namespace Million.Manager
         /// <returns></returns>
         public static List<CandleData> GetSellLogicOverUnderIch(List<CandleData> candleDataM)
         {
-            var list = candleDataM.Where(t => t.IndicatorDic.ContainsKey("Ich") &&
-            t.IndicatorDic["Ich"] != null && t.IndicatorDic["Ich"].overStatus != OverStatus.None &&
-            ((IchimokData)t.IndicatorDic["Ich"]).GetOverStatus() <= OverStatus.UnderOver).ToList();
+            var list = candleDataM.Where(t => t.IndicatorDic.ContainsKey("Ich") && t.IndicatorDic["Ich"] != null
+            && ((IchimokData)t.IndicatorDic["Ich"]).GetOverStatus() != OverStatus.None
+            && ((IchimokData)t.IndicatorDic["Ich"]).GetOverStatus() <= OverStatus.UnderOver ).ToList();
             foreach(var item in list)
             {
                 item.SellLogicFlag[Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.IchMok)] = true;
@@ -50,5 +50,15 @@ namespace Million.Manager
             return list;
         }
 
+        public static List<CandleData> GetSellLogicLossCut(List<CandleData> candleDataM, int lossFactor, double buyValue)
+        {
+            var lossVal = buyValue * ((100 - lossFactor) / 100);
+            var list = candleDataM.Where(t => t.EndValue < lossVal).ToList();
+            foreach (var item in list)
+            {
+                item.SellLogicFlag["LossCut"] = true;
+            }
+            return list;
+        }
     }
 }

Million/Million Core.csproj

@@ -56,6 +56,9 @@
     <Reference Include="DevExpress.XtraRichEdit.v18.2, Version=18.2.8.0, Culture=neutral, PublicKeyToken=b88d1754d700e49a" />
     <Reference Include="DevExpress.XtraTreeList.v18.2, Version=18.2.8.0, Culture=neutral, PublicKeyToken=b88d1754d700e49a" />
     <Reference Include="DevExpress.XtraTreeMap.v18.2, Version=18.2.8.0, Culture=neutral, PublicKeyToken=b88d1754d700e49a" />
+    <Reference Include="DocumentFormat.OpenXml, Version=2.16.0.0, Culture=neutral, PublicKeyToken=8fb06cb64d019a17, processorArchitecture=MSIL">
+      <HintPath>..\packages\DocumentFormat.OpenXml.2.16.0\lib\net46\DocumentFormat.OpenXml.dll</HintPath>
+    </Reference>
     <Reference Include="log4net, Version=2.0.12.0, Culture=neutral, PublicKeyToken=669e0ddf0bb1aa2a, processorArchitecture=MSIL">
       <HintPath>..\packages\log4net.2.0.12\lib\net45\log4net.dll</HintPath>
     </Reference>
@@ -97,6 +100,7 @@
     <Reference Include="System.Net.Http" />
     <Reference Include="System.Windows.Forms" />
     <Reference Include="System.Xml" />
+    <Reference Include="WindowsBase" />
   </ItemGroup>
   <ItemGroup>
     <Compile Include="CommonProperty.cs" />
@@ -136,6 +140,7 @@
     <Compile Include="Manager\BuyLogicManager.cs" />
     <Compile Include="Manager\DataSettingManager.cs" />
     <Compile Include="Manager\OrderbookManager.cs" />
+    <Compile Include="Manager\ExportManager.cs" />
     <Compile Include="Manager\ResultLogicManager.cs" />
     <Compile Include="Manager\SellLogicManager.cs" />
     <Compile Include="Manager\ValidationCheckManager.cs" />

Million/packages.config

@@ -1,5 +1,6 @@
 <?xml version="1.0" encoding="utf-8"?>
 <packages>
+  <package id="DocumentFormat.OpenXml" version="2.16.0" targetFramework="net48" />
   <package id="log4net" version="2.0.12" targetFramework="net48" />
   <package id="Microsoft.IdentityModel.JsonWebTokens" version="6.12.0" targetFramework="net48" />
   <package id="Microsoft.IdentityModel.Logging" version="6.12.0" targetFramework="net48" />