1108 lines
49 KiB
C#
1108 lines
49 KiB
C#
using DevExpress.XtraEditors;
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using DevExpress.XtraTreeList;
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using Million;
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using Million.IndicatorConditionSetup;
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using Million.HunterSubForm;
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using Million.HunterSubForm.IndicatorSetupForm;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Windows.Forms;
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using Million.Data;
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using Million.DbManagement;
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using Million.FileDBManagement;
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using Million.Manager;
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using Million.SaveData;
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using Microsoft.CodeAnalysis.CSharp.Scripting;
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using System.Threading.Tasks;
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using DevExpress.Data.Helpers;
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using System.Drawing;
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using static Million.CommonProperty;
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using Million.Data.SaveData;
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using Million_Hunter.HunterSubForm;
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using System.Threading;
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namespace Million
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{
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public partial class MainForm : Form
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{
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// 계산 저정 할/ 계산 저장 된 데이터 Class
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public SavedResultData _saveResultData;
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public List<MultiSavedResultData> multiSavedResultDatas;
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// 현재 선택된 Indicator 폼
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private CommonIndicatorSetupUserForm _curruentIndicatorform;
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// 현재 수정/삭제 대기중인 클래스의 초기화
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private IndicatorCoditionSetup _curIndicatorSetup = null;
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private int _indexOfList = 0;
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public MainForm()
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{
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InitializeComponent();
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InitForm();
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}
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private void InitForm()
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{
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InitManager.InitFunc("Upbit", CommonProperty.PaymentType.KRW);
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// 기간 선택
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dateEdit_StartDateTime.DateTime = DateTime.Now;
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dateEdit_EndDateTime.DateTime = DateTime.Now;
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// 버튼 태그 값 설정
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simpleButton_TobuyList.Tag = "Buy";
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simpleButton_ToSellList.Tag = "Sell";
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// 지표 ComboBox 초기화
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comboBoxEdit_IndicatorSelection.Properties.Items.Clear();
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comboBoxEdit_IndicatorSelection.Properties.Items.AddRange(InitManager.GetIndicatorTypeList());
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// 저장 할 계산 데이터 클래스 생성
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_saveResultData = new SavedResultData();
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if(multiSavedResultDatas == null)
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multiSavedResultDatas = new List<MultiSavedResultData>();
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// 트리리스트 와 클래스 리스트 연결
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treeList_BuySetupList.DataSource = _saveResultData.BuySetupList = new List<object>();
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treeList_SellSetupList.DataSource = _saveResultData.SellSetupList = new List<object>();
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// 지표 새로 추가 시 수정/삭제 버튼 Visible 처리
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simpleButton_SetupEdit.Visible = false;
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simpleButton_SetupDelete.Visible = false;
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simpleButton_TobuyList.Visible = true;
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simpleButton_ToSellList.Visible = true;
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}
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// 지표 콤보박스 클릭 시 이벤트
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private void comboBoxEdit_IndicatorSelection_SelectedIndexChanged(object sender, EventArgs e)
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{
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var comboboxEdit = sender as ComboBoxEdit;
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if (comboboxEdit == null) return;
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if (comboboxEdit.SelectedIndex < 0) return;
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Enum.TryParse(comboBoxEdit_IndicatorSelection.SelectedItem.ToString(),
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out CommonProperty.IndicatorType indicatorType);
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// 지표 조건 설정 폼 생성하기
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CreateIndicatorForm(indicatorType);
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// 지표 새로 추가 시 수정/삭제 버튼 Hidden 처리
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simpleButton_SetupEdit.Visible = false;
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simpleButton_SetupDelete.Visible = false;
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simpleButton_TobuyList.Visible = true;
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simpleButton_ToSellList.Visible = true;
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// 현재 수정/삭제 대기중인 클래스의 초기화
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_curIndicatorSetup = null;
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}
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// 지표 조건 설정 폼 생성하기
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public void CreateIndicatorForm(CommonProperty.IndicatorType indicatorType, object setupData = null)
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{
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// 조건 설정 창 초기화
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panelControl_IndicatorSetup.Controls.Clear();
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// 공통 Indicator 폼 생성
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_curruentIndicatorform = new CommonIndicatorSetupUserForm(indicatorType, setupData);
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// 패널에 Indicator 폼 추가
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if (_curruentIndicatorform != null) panelControl_IndicatorSetup.Controls.Add(_curruentIndicatorform);
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}
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// 구매/판매에 추가 버튼 클릭 시 이벤트 처리
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private void simpleButton_BuySellButton_Click(object sender, EventArgs e)
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{
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var button = sender as SimpleButton;
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// 예외처리
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if (_curruentIndicatorform == null || comboBoxEdit_IndicatorSelection.SelectedItem == null) return;
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// 선택된 콤보박스로 부터 Indicator type 가져오기
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Enum.TryParse(comboBoxEdit_IndicatorSelection.SelectedItem.ToString(),
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out CommonProperty.IndicatorType indicatorType);
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// Buy Sell 구분
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Enum.TryParse(button.Tag.ToString(), out CommonProperty.BuySellType buySelltype);
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_curIndicatorSetup = (IndicatorCoditionSetup)_curruentIndicatorform.SaveIndicatorSetup(true);
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_curIndicatorSetup.ByBuySellType = buySelltype;
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var totalIndi = new List<object>();
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totalIndi.AddRange( _saveResultData.BuySetupList);
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totalIndi.AddRange(_saveResultData.SellSetupList);
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var indexStringList = totalIndi.OfType<IndicatorCoditionSetup>().Select(x=>x.IndexString).ToList();
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var num = 0;
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if(indexStringList.Count != 0)
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{
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foreach (var item in indexStringList)
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{
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int.TryParse(item, out var compareInt);
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if (num < compareInt)
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num = compareInt;
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}
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num++;
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}
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_curIndicatorSetup.IndexString = num.ToString();
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switch (buySelltype)
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{
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case CommonProperty.BuySellType.Buy:
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_saveResultData.BuySetupList.Add(_curIndicatorSetup);
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treeList_BuySetupList.RefreshDataSource();
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break;
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case CommonProperty.BuySellType.Sell:
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_saveResultData.SellSetupList.Add(_curIndicatorSetup);
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treeList_SellSetupList.RefreshDataSource();
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break;
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}
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// 현재 수정/삭제 대기중인 클래스의 초기화
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_curIndicatorSetup = null;
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}
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// 구매/판매 트리 리스트 더블 클릭 시 이벤트 처리
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private void treeList_BuySetupList_MouseDoubleClick(object sender, MouseEventArgs e)
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{
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var treeList = sender as TreeList;
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if (treeList == null) return;
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var hitInfo = treeList.CalcHitInfo(e.Location);
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if (hitInfo.HitInfoType != HitInfoType.Cell) return;
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var indicatorType = (CommonProperty.IndicatorType)hitInfo.Node["IndicatorType"];
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var indicatorSetupClassData = treeList.GetDataRecordByNode(hitInfo.Node);
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// 현재 수정/삭제 대기중인 클래스 저장
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_curIndicatorSetup = (IndicatorCoditionSetup)indicatorSetupClassData;
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_indexOfList = treeList.Nodes.IndexOf(hitInfo.Node);
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// 지표 조건 설정 폼 생성하기
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CreateIndicatorForm(indicatorType, indicatorSetupClassData);
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// 지표 새로 추가 시 수정/삭제 버튼 Visible 처리
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simpleButton_SetupEdit.Visible = true;
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simpleButton_SetupDelete.Visible = true;
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simpleButton_TobuyList.Visible = false;
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simpleButton_ToSellList.Visible = false;
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// 조건 설정 창 초기화
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comboBoxEdit_IndicatorSelection.Text = "";
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}
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// 조건 수정 버튼 클릭
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private void simpleButton_SetupEdit_Click(object sender, EventArgs e)
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{
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if (_curIndicatorSetup == null) return;
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var type = _curIndicatorSetup.GetType();
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_curruentIndicatorform.SaveIndicatorSetup();
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// 해당 List안에 있는 Class를 수정
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if (_saveResultData.BuySetupList.Contains(_curIndicatorSetup))
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treeList_BuySetupList.RefreshDataSource();
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else
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treeList_SellSetupList.RefreshDataSource();
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}
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// 조건 삭제 버튼 클릭
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private void simpleButton_SetupDelete_Click(object sender, EventArgs e)
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{
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if (_curIndicatorSetup == null) return;
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// 해당 List안에 있는 Class를 삭제
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if (_curIndicatorSetup.ByBuySellType == CommonProperty.BuySellType.Buy)
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{
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_saveResultData.BuySetupList.RemoveAt(_indexOfList);
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treeList_BuySetupList.RefreshDataSource();
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}
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else
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{
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_saveResultData.SellSetupList.RemoveAt(_indexOfList);
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treeList_SellSetupList.RefreshDataSource();
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}
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// 조건 설정 창 초기화
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_curruentIndicatorform = null;
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panelControl_IndicatorSetup.Controls.Clear();
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comboBoxEdit_IndicatorSelection.Text = "";
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// 지표 새로 추가 시 수정/삭제 버튼 Visible 처리
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simpleButton_SetupEdit.Visible = false;
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simpleButton_SetupDelete.Visible = false;
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simpleButton_TobuyList.Visible = true;
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simpleButton_ToSellList.Visible = true;
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}
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//지표 Refresh
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private void simpleButton_SetupRefresh_Click(object sender, EventArgs e)
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{
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// 선택된 지표가 있는 경우, 해당 지표를 새로 생성함
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if (comboBoxEdit_IndicatorSelection.SelectedIndex <= 0) return;
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Enum.TryParse(comboBoxEdit_IndicatorSelection.SelectedItem.ToString(),
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out CommonProperty.IndicatorType indicatorType);
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// 지표 조건 설정 폼 생성하기
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CreateIndicatorForm(indicatorType);
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// 지표 새로 추가 시 수정/삭제 버튼 Hidden 처리
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simpleButton_SetupEdit.Visible = false;
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simpleButton_SetupDelete.Visible = false;
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simpleButton_TobuyList.Visible = true;
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simpleButton_ToSellList.Visible = true;
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// 현재 수정/삭제 대기중인 클래스의 초기화
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_curIndicatorSetup = null;
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}
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// 계산하기 버튼 클릭 시 이벤트 처리
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// 조건 검색을 반영하여 데이터 계산
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private void simpleButton_CalcurateData_Click(object sender, EventArgs e)
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{
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CommonProperty.StarValueLowOverlapUp = cb_StarValueLowOverlapUp.Checked;
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// 계산 결과 데이터 관련 클래스에 값 채우기
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DeafultDataSet();
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CommonProperty.InsertLogFlag = false;
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CalculateDatas(_saveResultData, cb_UpperMainIndi.Checked, cb_IncludeClearIndicator.Checked, cb_DownBeforeValueFlag.Checked, rd_Hunter.Checked);
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// 3. 자동으로 저장하기
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if (DBConnection.QueryInsertExecuter_SavedResultData(_saveResultData))
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{
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MessageBox.Show("데이터 저장 성공");
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}
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else
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{
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MessageBox.Show("데이터 저장 실패");
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}
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// 데이터가 있는 경우 버튼 색 변경
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if (_saveResultData.SearchResultList != null)
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{
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simpleButton_ViewResultData.Appearance.BackColor = Color.FromArgb(128, 128, 255);
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}
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}
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/// <summary>
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/// Saved Result Data에 Data Setting
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/// </summary>
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private void DeafultDataSet()
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{
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_saveResultData.StartDateTime = dateEdit_StartDateTime.DateTime;
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_saveResultData.EndDateTime = dateEdit_EndDateTime.DateTime;
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_saveResultData.SavedDateTime = DateTime.Now;
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_saveResultData.SearchResultList = new List<SearchResult>();
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_saveResultData.BuyRegularExpression = textEdit_BuyRegularExpression.Text;
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_saveResultData.SellRegularExpression = textEdit_SellRegularExpression.Text;
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_saveResultData.SellExceptionRegularExpression = textEdit_SellExceptionRegularExpression.Text;
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}
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/// <summary>
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/// 실행 함수
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/// </summary>
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/// <param name="savedResult"></param>
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private void CalculateDatas(SavedResultData savedResult, bool upperMainIndicatorFlag, bool includeClearIndicator, bool downBeforeValueFlag, bool hunterMode)
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{
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// 예외 처리
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var buyIndicatorList = IndicatorSetupManager.InitDataSetup(savedResult.BuySetupList);
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var sellIndicatorList = IndicatorSetupManager.InitDataSetup(savedResult.SellSetupList);
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var totalIndicator = new List<IndicatorCoditionSetup>();
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totalIndicator.AddRange(buyIndicatorList);
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totalIndicator.AddRange(sellIndicatorList);
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var tableList = CommonProperty.selectedMarketOfPlaceList;
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var totalResultList = new List<SearchResult>();
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var startDate = savedResult.StartDateTime;
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var endDate = savedResult.EndDateTime;
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Dictionary<string, bool> overlapBuyManagementList = null;
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if (!hunterMode)
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{
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CommonProperty.RealtimeHunterMode = true;
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overlapBuyManagementList = new Dictionary<string, bool>();
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}
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InitManager.SettingInit(includeClearIndicator, overlapBuyManagementList, totalIndicator);
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CommonProperty.UpperMainIndicatorFlag = upperMainIndicatorFlag;
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CommonProperty.DownBeforeValueFlag = downBeforeValueFlag;
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var buyScript = new InteratorScripter("Buy Script");
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buyScript.regularExpressionString = savedResult.BuyRegularExpression;
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var sellScript = new InteratorScripter("Sell Script");
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sellScript.regularExpressionString = savedResult.SellRegularExpression;
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var sellExceptionScript = new InteratorScripter("Sell Exception Script");
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sellExceptionScript.regularExpressionString = savedResult.SellExceptionRegularExpression;
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var dic = new Dictionary<string, List<SearchResult>>();
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Parallel.For(0, tableList.Count, i =>
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{
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// for (var i = 0; i < tableList.Count; i++)
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//{
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var market = tableList[i];
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var distinctIndicator = IndicatorSetupManager.Distinct(totalIndicator);
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if (hunterMode)
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{
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var list = CalculateHunter(totalIndicator, startDate, endDate, market, distinctIndicator,
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buyScript, sellScript);
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dic[market.CoinFullName] = list;
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}
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else
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{
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var list = CalculateHunterRealtime(totalIndicator, startDate, endDate,
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market, distinctIndicator, overlapBuyManagementList, buyScript, sellScript, sellExceptionScript);
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dic[market.CoinFullName] = list;
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}
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//}
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});
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foreach (var item in dic.Keys)
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{
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if (dic.ContainsKey(item))
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totalResultList.AddRange(dic[item]);
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}
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//수익 률 계산 로직 -> 이거는 추후 빼도 될듯
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double totalVal = 0;
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double win = 0;
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double lose = 0;
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double firstProfitRate = 0;
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double firstWin = 0;
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//승률, 수익률 계산
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foreach (var item in totalResultList)
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{
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if (item.FirstWinFlag) firstWin++;
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firstProfitRate += item.FirstEarningRate;
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win += item.WinCount;
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lose += item.LoseCount;
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totalVal += item.TotalEarningRate;
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}
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var winRate = 0.0;
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if (win == 0)
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{
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winRate = 0;
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}
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else if (lose == 0)
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{
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winRate = 100;
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}
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else
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{
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winRate = (win * 100 / (win + lose));
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}
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double tt = 0;
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double t1 = 0;
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foreach (var item in totalResultList)
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{
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var buy = item.BuyList.CandleDataLists_Im[0];
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var sell = item.SellData;
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tt += ((sell.SellValue - buy.BuyValue) / buy.BuyValue) * 100;
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if (buy.BuyValue < sell.SellValue) t1++;
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}
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//savedResult.EndDateTime = DateTime.Now;
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savedResult.SavedDateTime = DateTime.Now;
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tt /= totalResultList.Count;
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savedResult.ResultDataCount = totalResultList.Count;
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savedResult.FirstWinRate = (firstWin * 100) / totalResultList.Count;
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savedResult.FirstProfitRate = firstProfitRate;
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savedResult.WinRate = winRate;
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savedResult.ProfitRate = totalVal / totalResultList.Count;
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savedResult.SearchResultList = totalResultList;
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if(string.IsNullOrEmpty(savedResult.Name))
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savedResult.Name = savedResult.SavedDateTime.ToString("yyyy-MM-dd HH:mm:ss") + (hunterMode ? "Hunter" : "Hunter Realtime");
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savedResult.Type = "Data";
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savedResult.SaveResultType = (hunterMode ? "Hunter" : "Hunter Realtime");
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savedResult.ExchangePlace = "Upbit";
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}
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/// <summary>
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/// Hunter Realtime Mode
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/// </summary>
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/// <param name="totalIndicator"></param>
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/// <param name="startDate"></param>
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/// <param name="endDate"></param>
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/// <param name="market"></param>
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/// <param name="distinctIndicator"></param>
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/// <param name=""></param>
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/// <returns></returns>
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private List<SearchResult> CalculateHunterRealtime(List<IndicatorCoditionSetup> totalIndicator, DateTime startDate, DateTime endDate, MarketData market,
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List<IndicatorCoditionSetup> distinctIndicator, Dictionary<string, bool> overlapBuyManagementList,
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InteratorScripter buyScript, InteratorScripter sellScript, InteratorScripter sellExceptionScript)
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{
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var totalCandleTypeList = totalIndicator.Select(t => t.MCandleTimeType).ToList();
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var maxCandleType = totalCandleTypeList.Max();
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|
|
var minMaxCandleType = totalCandleTypeList.Where(t => t < MCandleTimeType.H1).Max();
|
|
|
|
|
|
var buyList = new List<CandleDataList>();
|
|
var subBuyList = new List<CandleDataList>();
|
|
var item = market.CoinFullName;
|
|
|
|
var subIndStringiList = DataManager.GetSubIndicatorStringList(totalIndicator);
|
|
|
|
var resultData = new List<SearchResult>();
|
|
|
|
var startMiniuteDate = startDate.AddMinutes((int)minMaxCandleType * -80);
|
|
|
|
var mCandleTypeList = new List<CommonProperty.MCandleTimeType>();
|
|
mCandleTypeList.Add(CommonProperty.MCandleTimeType.M1);
|
|
|
|
var standardData = DataManager.GetStandardData(totalIndicator, startMiniuteDate, startDate, market, distinctIndicator, true, mCandleTypeList);
|
|
totalCandleTypeList.AddRange(mCandleTypeList);
|
|
|
|
if (maxCandleType >= MCandleTimeType.H1)
|
|
{
|
|
var startHourDate = startDate.AddHours((int)maxCandleType / 60 * -80);
|
|
var hCandleTypeList = new List<CommonProperty.MCandleTimeType>();
|
|
hCandleTypeList.Add(CommonProperty.MCandleTimeType.H1);
|
|
var hStandardData = DataManager.GetStandardData(totalIndicator, startHourDate, startDate, market, distinctIndicator, true, hCandleTypeList);
|
|
standardData.Add(CommonProperty.MCandleTimeType.H1, hStandardData[CommonProperty.MCandleTimeType.H1]);
|
|
totalCandleTypeList.AddRange(hCandleTypeList);
|
|
}
|
|
|
|
totalCandleTypeList = totalCandleTypeList.Distinct().ToList();
|
|
|
|
foreach(var candleTimeType in totalCandleTypeList)
|
|
{
|
|
if (standardData.ContainsKey(candleTimeType)) continue;
|
|
|
|
var candleDataList = standardData[MCandleTimeType.M1];
|
|
if (candleTimeType >= MCandleTimeType.H1)
|
|
candleDataList = standardData[MCandleTimeType.H1];
|
|
|
|
standardData[candleTimeType] = DataManager.GetConvertCandleDataList(candleDataList, candleTimeType);
|
|
}
|
|
|
|
//속도 및 메모리 부하를 줄이기 위한 로직 추가
|
|
//db 전체 데이터 불러오는 로직 -> 1분봉 데이터 하나도 안빠져있다는 가정
|
|
|
|
#region 개선 후
|
|
|
|
var standardStartDate = startDate;
|
|
var standardEndDate = startDate.AddDays(7);
|
|
|
|
if (endDate <= standardEndDate)
|
|
{
|
|
standardEndDate = endDate;
|
|
}
|
|
|
|
var mDataList = DbServiceFunctions.GetCandleData(market, standardStartDate, standardEndDate);
|
|
|
|
var breakFlag = true;
|
|
|
|
var count = 0;
|
|
|
|
while (true)
|
|
{
|
|
if (mDataList.CandleDataLists_Im.Count == 0) break;
|
|
if(mDataList.CandleDataLists_Im.Count < 10)
|
|
{
|
|
if (breakFlag)
|
|
{
|
|
standardStartDate = standardEndDate;
|
|
standardEndDate = standardEndDate.AddDays(7);
|
|
|
|
if (standardEndDate >= endDate)
|
|
{
|
|
breakFlag = false;
|
|
standardEndDate = endDate;
|
|
}
|
|
|
|
var tempMDataList = DbServiceFunctions.GetCandleData(market, standardStartDate, standardEndDate);
|
|
|
|
mDataList.CandleDataLists_Im.AddRange(tempMDataList.CandleDataLists_Im);
|
|
}
|
|
}
|
|
|
|
var minData = mDataList.CandleDataLists_Im[0];
|
|
|
|
var compareMin = standardData[CommonProperty.MCandleTimeType.M1].LastOrDefault();
|
|
if (compareMin == null || compareMin.DateTime == minData.DateTime || compareMin.DateTime > minData.DateTime)
|
|
{
|
|
mDataList.CandleDataLists_Im.RemoveAt(0);
|
|
continue;
|
|
}
|
|
|
|
//remove
|
|
foreach (var key in standardData.Keys) {
|
|
if (standardData[key].Count > 150)
|
|
standardData[key].RemoveAt(0);
|
|
}
|
|
|
|
//1분씩 증가하면서 나머지 처리
|
|
minData.RecentlyDataFlag = true;
|
|
standardData[CommonProperty.MCandleTimeType.M1].Add(minData);
|
|
|
|
foreach (var key in standardData.Keys)
|
|
{
|
|
var compareData = standardData[key].LastOrDefault();
|
|
var newFlag = false;
|
|
var candleData = DataManager.GetRecentlyCandleData(minData, compareData, key, ref newFlag);
|
|
if (newFlag)
|
|
standardData[key].Add(candleData);
|
|
}
|
|
|
|
standardData = DataManager.GetExecuteData(standardData, totalIndicator);
|
|
|
|
var minDateTime = standardData[CommonProperty.MCandleTimeType.M1].Select(t => t.DateTime).Min();
|
|
var maxDateTime = standardData[CommonProperty.MCandleTimeType.M1].Select(t => t.DateTime).Max().AddHours(1);
|
|
|
|
var buyDataList = buyList.FirstOrDefault(t => t.ConGoodsData.CoinFullName == market.CoinFullName);
|
|
|
|
if (buyDataList != null && buyDataList.CandleDataLists_Im.Count > 0)
|
|
{
|
|
standardData = IndicatorSetupManager.CalculateIndicator(standardData, totalIndicator, minDateTime, maxDateTime, item, true, buyDataList.CandleDataLists_Im[0]);
|
|
}
|
|
else
|
|
{
|
|
standardData = IndicatorSetupManager.CalculateIndicator(standardData, totalIndicator, minDateTime, maxDateTime, item, true);
|
|
}
|
|
|
|
var recentlyData = DataManager.GetRecentlyData(standardData, MCandleTimeType.M1, true);
|
|
if (recentlyData == null) {
|
|
mDataList.CandleDataLists_Im.RemoveAt(0);
|
|
continue;
|
|
}
|
|
|
|
//before 데이터 가져오는 함수 -> 사는 케이스만
|
|
var beforeData = standardData[maxCandleType].LastOrDefault();
|
|
|
|
if (!buyList.Any(t => t.ConGoodsData.CoinFullName == item))
|
|
{
|
|
var flag = buyScript.DicExcuteScript(recentlyData.CalculateFlag);
|
|
if (flag)
|
|
{
|
|
//var buyData = new CandleDataList();
|
|
//buyData.CandleDataLists_Im.Add(recentlyData);
|
|
//var valDic = ResultLogicManager.GetIndicateValue(recentlyData.CalculateFlag, totalIndicator, recentlyData);
|
|
|
|
//recentlyData.BuyValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(buyScript.regularExpressionString, valDic, recentlyData.CalculateFlag));
|
|
//recentlyData.BuyTime = recentlyData.DateTime;
|
|
//buyData.ConGoodsData = CommonProperty.selectedMarketOfPlaceList.FirstOrDefault(t => t.CoinFullName == item);
|
|
//recentlyData.BuyCount = 1;
|
|
//buyList.Add(buyData);
|
|
|
|
if (overlapBuyManagementList[item])
|
|
{
|
|
var buyData = new CandleDataList();
|
|
buyData.CandleDataLists_Im.Add(recentlyData);
|
|
var valDic = ResultLogicManager.GetIndicateValue(recentlyData.CalculateFlag, totalIndicator, recentlyData);
|
|
recentlyData.BuyValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(buyScript.regularExpressionString, valDic, recentlyData.CalculateFlag));
|
|
|
|
// 이전 전봉(H1)의 고가가 사려는 가격보다 높을경우 pass
|
|
if (StarValueLowOverlapUp)
|
|
{
|
|
if (recentlyData.StartValue < beforeData.HighValue)
|
|
{
|
|
foreach (var indi in totalIndicator)
|
|
subIndicatorStateManagement[indi.IndexString][item] = false;
|
|
|
|
overlapBuyManagementList[item] = false;
|
|
continue;
|
|
}
|
|
|
|
//if (recentlyData.BuyValue < beforeData.HighValue)
|
|
//{
|
|
// foreach (var indi in totalIndicator)
|
|
// subIndicatorStateManagement[indi.IndexString][item] = false;
|
|
|
|
// overlapBuyManagementList[item] = true;
|
|
// continue;
|
|
//}
|
|
}
|
|
|
|
recentlyData.BuyTime = recentlyData.DateTime;
|
|
buyData.ConGoodsData = CommonProperty.selectedMarketOfPlaceList.FirstOrDefault(t => t.CoinFullName == item);
|
|
recentlyData.BuyCount = 1;
|
|
buyList.Add(buyData);
|
|
subBuyList.Add(buyData);
|
|
overlapBuyManagementList[item] = false;
|
|
count++;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
overlapBuyManagementList[item] = true;
|
|
}
|
|
}
|
|
//Hunter의 경우 1분안에 사고 팔고가 다 끝날수도 있음 그러므로 처리해야함
|
|
if (buyList.Any(t => t.ConGoodsData.CoinFullName == item))
|
|
{
|
|
//buy count 수
|
|
var flagData = buyScript.DicExcuteScript(recentlyData.CalculateFlag);
|
|
if (flagData)
|
|
{
|
|
var buyItem = buyList.FirstOrDefault(x => x.ConGoodsData.CoinFullName == item);
|
|
//buyItem.CandleDataLists_Im.Add(recentlyData);
|
|
count++;
|
|
}
|
|
|
|
var flag = false;
|
|
var scriptStr = sellScript.regularExpressionString;
|
|
|
|
if (sellExceptionScript.regularExpressionString != null &&
|
|
sellExceptionScript.regularExpressionString.Length > 0)
|
|
{
|
|
//예외처리 로직 추가
|
|
flag = sellExceptionScript.DicExcuteScript(recentlyData.CalculateFlag);
|
|
if (flag) scriptStr = sellExceptionScript.regularExpressionString;
|
|
}
|
|
|
|
if (!flag)
|
|
{
|
|
//default sell
|
|
flag = sellScript.DicExcuteScript(recentlyData.CalculateFlag);
|
|
scriptStr = sellScript.regularExpressionString;
|
|
}
|
|
|
|
if (flag)
|
|
{
|
|
var buyItem = buyList.FirstOrDefault(x => x.ConGoodsData.CoinFullName == item);
|
|
|
|
var sellItem = recentlyData;
|
|
var valDic = ResultLogicManager.GetIndicateValue(sellItem.CalculateFlag, totalIndicator, sellItem);
|
|
|
|
|
|
sellItem.SellValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(scriptStr, valDic, sellItem.CalculateFlag), false);
|
|
|
|
var sellVal = sellItem.SellValue;
|
|
|
|
sellItem.SellTime = recentlyData.DateTime;
|
|
|
|
var buyCandleData = buyItem.CandleDataLists_Im[0];
|
|
var result = DataManager.GetBuyerSearchResult(buyCandleData, recentlyData, buyItem.ConGoodsData, buyItem.CandleDataLists_Im);
|
|
result.BuyCount = count;
|
|
|
|
resultData.Add(result);
|
|
|
|
//초기화 작업
|
|
foreach (var sublIndi in subIndStringiList)
|
|
{
|
|
CommonProperty.subIndicatorStateManagement[sublIndi][item] = false;
|
|
}
|
|
|
|
//처리한 buyList는 삭제
|
|
buyList.Remove(buyItem);
|
|
count = 0;
|
|
}
|
|
}
|
|
mDataList.CandleDataLists_Im.RemoveAt(0);
|
|
}
|
|
|
|
#endregion
|
|
|
|
#region 개선 전
|
|
/*
|
|
var mTotalDataList = DbServiceFunctions.GetCandleData(market, startDate, endDate);
|
|
lastData = mTotalDataList.CandleDataLists_Im.LastOrDefault();
|
|
foreach (var minData in mTotalDataList.CandleDataLists_Im)
|
|
{
|
|
var compareMin = standardData[CommonProperty.MCandleTimeType.M1].LastOrDefault();
|
|
if (compareMin == null || compareMin.DateTime == minData.DateTime || compareMin.DateTime > minData.DateTime) continue;
|
|
|
|
//remove
|
|
if (standardData[CommonProperty.MCandleTimeType.M1].Count > 250)
|
|
standardData[CommonProperty.MCandleTimeType.M1].RemoveAt(0);
|
|
if (standardData[CommonProperty.MCandleTimeType.H1].Count > 250)
|
|
standardData[CommonProperty.MCandleTimeType.H1].RemoveAt(0);
|
|
|
|
//1분씩 증가하면서 1h 처리
|
|
minData.RecentlyDataFlag = true;
|
|
standardData[CommonProperty.MCandleTimeType.M1].Add(minData);
|
|
|
|
var compareHour = standardData[CommonProperty.MCandleTimeType.H1].LastOrDefault();
|
|
|
|
|
|
if (compareHour.DateTime.Hour != minData.DateTime.Hour)
|
|
{
|
|
var candle = new CandleData();
|
|
candle.CandleTimeType = (int)MCandleTimeType.H1;
|
|
candle.StartValue = minData.StartValue;
|
|
candle.HighValue = minData.HighValue;
|
|
candle.LowValue = minData.LowValue;
|
|
candle.RecentlyDataFlag = true;
|
|
candle.EndValue = minData.EndValue;
|
|
|
|
var date = compareHour.DateTime.AddHours(1);
|
|
date = date.AddMinutes(-1 * date.Minute);
|
|
date = date.AddSeconds(-1 * date.Second);
|
|
|
|
candle.DateTime = date;
|
|
|
|
standardData[CommonProperty.MCandleTimeType.H1].Add(candle);
|
|
}
|
|
else
|
|
{
|
|
compareHour.HighValue = compareHour.HighValue < minData.HighValue ? minData.HighValue : compareHour.HighValue;
|
|
compareHour.LowValue = compareHour.LowValue < minData.LowValue ? compareHour.LowValue : minData.LowValue;
|
|
compareHour.EndValue = minData.EndValue;
|
|
compareHour.RecentlyDataFlag = true;
|
|
}
|
|
|
|
standardData = DataManager.GetExecuteData(standardData, totalIndicator);
|
|
|
|
var minDateTime = standardData[CommonProperty.MCandleTimeType.M1].Select(t => t.DateTime).Min();
|
|
var maxDateTime = standardData[CommonProperty.MCandleTimeType.M1].Select(t => t.DateTime).Max().AddHours(1);
|
|
|
|
var buyDataList = buyList.FirstOrDefault(t => t.ConGoodsData.CoinFullName == market.CoinFullName);
|
|
|
|
if (buyDataList != null && buyDataList.CandleDataLists_Im.Count > 0)
|
|
{
|
|
standardData = IndicatorSetupManager.CalculateIndicator(standardData, totalIndicator, minDateTime, maxDateTime, item, true, buyDataList.CandleDataLists_Im[0]);
|
|
}
|
|
else
|
|
{
|
|
standardData = IndicatorSetupManager.CalculateIndicator(standardData, totalIndicator, minDateTime, maxDateTime, item, true);
|
|
}
|
|
|
|
var recentlyData = DataManager.GetRecentlyData(standardData, MCandleTimeType.M1, true);
|
|
if (recentlyData == null)
|
|
continue;
|
|
|
|
|
|
if (!buyList.Any(t => t.ConGoodsData.CoinFullName == item))
|
|
{
|
|
var flag = buyScript.DicExcuteScript(recentlyData.CalculateFlag);
|
|
if (flag)
|
|
{
|
|
//var buyData = new CandleDataList();
|
|
//buyData.CandleDataLists_Im.Add(recentlyData);
|
|
//var valDic = ResultLogicManager.GetIndicateValue(recentlyData.CalculateFlag, totalIndicator, recentlyData);
|
|
|
|
//recentlyData.BuyValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(buyScript.regularExpressionString, valDic, recentlyData.CalculateFlag));
|
|
//recentlyData.BuyTime = recentlyData.DateTime;
|
|
//buyData.ConGoodsData = CommonProperty.selectedMarketOfPlaceList.FirstOrDefault(t => t.CoinFullName == item);
|
|
//recentlyData.BuyCount = 1;
|
|
//buyList.Add(buyData);
|
|
|
|
if (overlapBuyManagementList[item])
|
|
{
|
|
var buyData = new CandleDataList();
|
|
buyData.CandleDataLists_Im.Add(recentlyData);
|
|
var valDic = ResultLogicManager.GetIndicateValue(recentlyData.CalculateFlag, totalIndicator, recentlyData);
|
|
|
|
recentlyData.BuyValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(buyScript.regularExpressionString, valDic, recentlyData.CalculateFlag));
|
|
recentlyData.BuyTime = recentlyData.DateTime;
|
|
buyData.ConGoodsData = CommonProperty.selectedMarketOfPlaceList.FirstOrDefault(t => t.CoinFullName == item);
|
|
recentlyData.BuyCount = 1;
|
|
buyList.Add(buyData);
|
|
overlapBuyManagementList[item] = false;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
overlapBuyManagementList[item] = true;
|
|
}
|
|
}
|
|
//Hunter의 경우 1분안에 사고 팔고가 다 끝날수도 있음 그러므로 처리해야함
|
|
if (buyList.Any(t => t.ConGoodsData.CoinFullName == item))
|
|
{
|
|
var flag = false;
|
|
var scriptStr = sellScript.regularExpressionString;
|
|
|
|
if (sellExceptionScript.regularExpressionString != null &&
|
|
sellExceptionScript.regularExpressionString.Length > 0)
|
|
{
|
|
//예외처리 로직 추가
|
|
flag = sellExceptionScript.DicExcuteScript(recentlyData.CalculateFlag);
|
|
if (flag) scriptStr = sellExceptionScript.regularExpressionString;
|
|
}
|
|
|
|
if (!flag)
|
|
{
|
|
//default sell
|
|
flag = sellScript.DicExcuteScript(recentlyData.CalculateFlag);
|
|
scriptStr = sellScript.regularExpressionString;
|
|
}
|
|
|
|
if (flag)
|
|
{
|
|
var buyItem = buyList.FirstOrDefault(x => x.ConGoodsData.CoinFullName == item);
|
|
|
|
|
|
var sellItem = recentlyData;
|
|
var valDic = ResultLogicManager.GetIndicateValue(sellItem.CalculateFlag, totalIndicator, sellItem);
|
|
|
|
|
|
sellItem.SellValue = OrderbookManager.GetAskPrice(CalculateManager.GetConditionValue(scriptStr, valDic, sellItem.CalculateFlag), false);
|
|
|
|
var sellVal = sellItem.SellValue;
|
|
|
|
sellItem.SellTime = recentlyData.DateTime;
|
|
|
|
var buyCandleData = buyItem.CandleDataLists_Im[0];
|
|
var result = DataManager.GetBuyerSearchResult(buyCandleData, recentlyData, buyItem.ConGoodsData);
|
|
|
|
|
|
resultData.Add(result);
|
|
|
|
//초기화 작업
|
|
foreach (var sublIndi in subIndStringiList)
|
|
{
|
|
CommonProperty.subIndicatorStateManagement[sublIndi][item] = false;
|
|
}
|
|
|
|
//처리한 buyList는 삭제
|
|
buyList.Remove(buyItem);
|
|
}
|
|
}
|
|
}
|
|
*/
|
|
#endregion
|
|
|
|
if (buyList.Count > 0)
|
|
{
|
|
var lastData = standardData[MCandleTimeType.M1].LastOrDefault();
|
|
foreach(var buy in buyList)
|
|
{
|
|
lastData.SellValue = lastData.EndValue;
|
|
lastData.SellTime = new DateTime(2000, 1, 1);
|
|
var result = DataManager.GetBuyerSearchResult(buy.CandleDataLists_Im[0], lastData, buy.ConGoodsData);
|
|
resultData.Add(result);
|
|
}
|
|
}
|
|
|
|
return resultData;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Hunter 처리 로직
|
|
/// </summary>
|
|
private List<SearchResult> CalculateHunter(List<IndicatorCoditionSetup> totalIndicator, DateTime startDate, DateTime endDate,
|
|
MarketData market, List<IndicatorCoditionSetup> distinctIndicator, InteratorScripter buyScript, InteratorScripter sellScript)
|
|
{
|
|
// 총 데이터
|
|
var dic = DataManager.GetStandardData(totalIndicator, startDate, endDate, market, distinctIndicator, true);
|
|
|
|
// buy, sell 계산
|
|
var lossIndicator = new List<IndicatorCoditionSetup>();
|
|
|
|
// 1분봉 데이터 Setting
|
|
var resultCandleDataList = dic[CommonProperty.MCandleTimeType.M1];
|
|
resultCandleDataList = resultCandleDataList.Where(t => startDate <= t.DateTime && t.DateTime < endDate).ToList();
|
|
var subIndStringiList = DataManager.GetSubIndicatorStringList(totalIndicator);
|
|
// Sub Indicator Class
|
|
var subIndicator = totalIndicator.Where(t => subIndStringiList.Any(u => u == t.IndexString)).ToList();
|
|
|
|
// 선처리
|
|
CalculateManager.GetCalculateIndicator(totalIndicator, subIndStringiList, lossIndicator, startDate,
|
|
endDate, resultCandleDataList, subIndicator, dic, rd_RealtimeHunter.Checked);
|
|
|
|
|
|
var totalIndi = totalIndicator.Select(t => t.IndexString).ToList();
|
|
|
|
// 중복계산 방지
|
|
foreach (var sub in subIndStringiList)
|
|
totalIndi.Remove(sub);
|
|
|
|
// 후처리
|
|
CalculateManager.GetCalculateIndicator(totalIndicator, totalIndi, lossIndicator, startDate,
|
|
endDate, resultCandleDataList, subIndicator, dic, rd_RealtimeHunter.Checked);
|
|
|
|
// 계산 로직
|
|
var resultLsit = ResultLogicManager.GetSearchResultList(resultCandleDataList, lossIndicator,
|
|
market, totalIndicator, false, buyScript, sellScript);
|
|
|
|
return resultLsit;
|
|
}
|
|
|
|
|
|
// 결과 보기 버튼 클릭 시 이벤트 처리
|
|
private void simpleButton_ViewResultData_Click(object sender, EventArgs e)
|
|
{
|
|
// 예외 처리
|
|
if (_saveResultData.SearchResultList == null || _saveResultData.SearchResultList.Count <= 0)
|
|
{
|
|
MessageBox.Show("계산 처리된 데이터가 없습니다.");
|
|
return;
|
|
}
|
|
|
|
var resultViewerForm = new ResultViewerForm(_saveResultData) { StartPosition = FormStartPosition.CenterScreen };
|
|
resultViewerForm.ShowDialog();
|
|
}
|
|
|
|
// 저장된 결과 데이터 폼 불러오기
|
|
private void simpleButton_SavedResultViewer_Click(object sender, EventArgs e)
|
|
{
|
|
var savedResultViewerForm = new SavedResultViewerForm(this) { StartPosition = FormStartPosition.CenterScreen };
|
|
if (savedResultViewerForm.ShowDialog() != DialogResult.OK) return;
|
|
|
|
// 시간 데이터 추가
|
|
dateEdit_StartDateTime.DateTime = _saveResultData.StartDateTime.Date;
|
|
dateEdit_EndDateTime.DateTime = _saveResultData.EndDateTime.Date;
|
|
textEdit_BuyRegularExpression.Text = _saveResultData.BuyRegularExpression;
|
|
textEdit_SellRegularExpression.Text = _saveResultData.SellRegularExpression;
|
|
textEdit_SellExceptionRegularExpression.Text = _saveResultData.SellExceptionRegularExpression;
|
|
|
|
// Buy/Sell 리스트에 데이터 추가
|
|
treeList_BuySetupList.DataSource = _saveResultData.BuySetupList;
|
|
treeList_SellSetupList.DataSource = _saveResultData.SellSetupList;
|
|
treeList_BuySetupList.RefreshDataSource();
|
|
treeList_SellSetupList.RefreshDataSource();
|
|
|
|
}
|
|
|
|
/// <summary>
|
|
/// 전체 초기화
|
|
/// </summary>
|
|
/// <param name="sender"></param>
|
|
/// <param name="e"></param>
|
|
private void simpleButton1_Click(object sender, EventArgs e)
|
|
{
|
|
//List 처리에 대한 초기화 처리
|
|
tb_SearchResultDataName.Text = "";
|
|
cb_DownBeforeValueFlag.Checked = true;
|
|
cb_IncludeClearIndicator.Checked = true;
|
|
cb_UpperMainIndi.Checked = true;
|
|
rd_RealtimeHunter.Checked = true;
|
|
InitForm();
|
|
}
|
|
|
|
// 임시 저장 버튼
|
|
private void simpleButton_SaveTest_Click(object sender, EventArgs e)
|
|
{
|
|
// 계산 결과 데이터 관련 클래스에 값 채우기
|
|
_saveResultData.StartDateTime = dateEdit_StartDateTime.DateTime;
|
|
_saveResultData.EndDateTime = dateEdit_EndDateTime.DateTime;
|
|
_saveResultData.SavedDateTime = DateTime.Now;
|
|
if (_saveResultData == null)
|
|
_saveResultData.SearchResultList = new List<SearchResult>();
|
|
_saveResultData.BuyRegularExpression = textEdit_BuyRegularExpression.Text;
|
|
_saveResultData.SellRegularExpression = textEdit_SellRegularExpression.Text;
|
|
_saveResultData.SellExceptionRegularExpression = textEdit_SellExceptionRegularExpression.Text;
|
|
if (DBConnection.QueryInsertExecuter_SavedResultData(_saveResultData))
|
|
MessageBox.Show("데이터 저장 성공");
|
|
else
|
|
MessageBox.Show("데이터 저장 실패");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Buyer 정규식에 추가
|
|
/// </summary>
|
|
/// <param name="sender"></param>
|
|
/// <param name="e"></param>
|
|
private void bt_InsertBuyerIndicator_Click(object sender, EventArgs e)
|
|
{
|
|
var name = tb_BuyerIndicatorName.Text;
|
|
_saveResultData.StartDateTime = dateEdit_StartDateTime.DateTime;
|
|
_saveResultData.EndDateTime = dateEdit_EndDateTime.DateTime;
|
|
_saveResultData.SavedDateTime = DateTime.Now;
|
|
if (_saveResultData == null)
|
|
_saveResultData.SearchResultList = new List<SearchResult>();
|
|
_saveResultData.BuyRegularExpression = textEdit_BuyRegularExpression.Text;
|
|
_saveResultData.SellRegularExpression = textEdit_SellRegularExpression.Text;
|
|
_saveResultData.SellExceptionRegularExpression = textEdit_SellExceptionRegularExpression.Text;
|
|
if (DBConnection.QueryInsertExecuter_RealTimeIndicator(_saveResultData, name))
|
|
MessageBox.Show("데이터 저장 성공");
|
|
else
|
|
MessageBox.Show("데이터 저장 실패");
|
|
}
|
|
|
|
/// <summary>
|
|
/// List 데이터 계산하기
|
|
/// </summary>
|
|
/// <param name="sender"></param>
|
|
/// <param name="e"></param>
|
|
private void bt_CalculateList_Click(object sender, EventArgs e)
|
|
{
|
|
CommonProperty.StarValueLowOverlapUp = cb_StarValueLowOverlapUp.Checked;
|
|
if (multiSavedResultDatas.Count > 0)
|
|
{
|
|
LogManager.WriteLog("헌터 리스트 계산 시작", "Hunter List 계산");
|
|
CommonProperty.InsertLogFlag = true;
|
|
|
|
foreach (var item in multiSavedResultDatas)
|
|
{
|
|
CalculateDatas(item.SavedResultData, item.UpperMainIndicatorFlag, item.IncludeClearIndicator, item.DownBeforeValueFlag, item.HunterMode);
|
|
LogManager.WriteLog("헌터 리스트 계산 완료. Name : " + item.SavedResultData.Name, "Hunter List 계산");
|
|
|
|
// 3. 자동으로 저장하기
|
|
if (DBConnection.QueryInsertExecuter_SavedResultData(item.SavedResultData))
|
|
{
|
|
LogManager.WriteLog("데이터 저장 성공. Name : " + item.SavedResultData.Name, "Hunter List 계산");
|
|
}
|
|
else
|
|
{
|
|
LogManager.WriteLog("데이터 저장 실패. Name : " + item.SavedResultData.Name, "Hunter List 계산");
|
|
}
|
|
}
|
|
MessageBox.Show("List 계산 완료");
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// List에 데이터 추가하기
|
|
/// </summary>
|
|
/// <param name="sender"></param>
|
|
/// <param name="e"></param>
|
|
private void bt_InsertList_Click(object sender, EventArgs e)
|
|
{
|
|
if(tb_SearchResultDataName.Text.Length == 0)
|
|
{
|
|
MessageBox.Show("Name 입력 바람");
|
|
}
|
|
else
|
|
{
|
|
if(multiSavedResultDatas.Any(t=>t.Name == tb_SearchResultDataName.Text))
|
|
{
|
|
MessageBox.Show("겹치는 Name이 존재 함. 다르게 입력 바람.");
|
|
}
|
|
else
|
|
{
|
|
_saveResultData.Name = tb_SearchResultDataName.Text;
|
|
|
|
DeafultDataSet();
|
|
var data = new MultiSavedResultData();
|
|
data.Name = tb_SearchResultDataName.Text.ToString();
|
|
data.SavedResultData = _saveResultData.Clone();
|
|
data.DownBeforeValueFlag = cb_DownBeforeValueFlag.Checked;
|
|
data.HunterMode = rd_Hunter.Checked;
|
|
data.IncludeClearIndicator = cb_IncludeClearIndicator.Checked;
|
|
data.UpperMainIndicatorFlag = cb_UpperMainIndi.Checked;
|
|
multiSavedResultDatas.Add(data);
|
|
|
|
MessageBox.Show("추가 완료");
|
|
}
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// List 확인
|
|
/// </summary>
|
|
/// <param name="sender"></param>
|
|
/// <param name="e"></param>
|
|
private void bt_CheckedList_Click(object sender, EventArgs e)
|
|
{
|
|
var subForm = new LoadCalculateDataList();
|
|
subForm.Init(multiSavedResultDatas);
|
|
|
|
if (subForm.ShowDialog() == DialogResult.OK)
|
|
multiSavedResultDatas = subForm.dataList;
|
|
}
|
|
}
|
|
}
|