426 lines
20 KiB
C#
426 lines
20 KiB
C#
using Million;
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using Million.Data;
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using Million.Data.Upbit;
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using Million.DbManagement;
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using Million.Indicators;
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using Million.Manager;
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using Million.WebMangement.Upbit;
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using System;
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using System.Collections.Generic;
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using System.ComponentModel;
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using System.Data;
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using System.Diagnostics;
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using System.Drawing;
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using System.Linq;
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using System.Text;
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using System.Threading;
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using System.Threading.Tasks;
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using System.Windows.Forms;
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using static Million.CommonProperty;
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namespace Million_Prototype
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{
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public partial class Form1 : Form
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{
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//public static string accessKey = "4jfMUL3lpwJ5GQSszm3rPp5M47tD8ssfIGew2dDb";
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//public static string secretKey = "iAasVxQt8CyADjzXaAZiF5VZXTZPdElJOP4m97Bz";
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//UpbitAPI uApi = new UpbitAPI(accessKey,secretKey);
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Stopwatch sw = new Stopwatch();
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public Form1()
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{
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InitializeComponent();
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}
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/// <summary>
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/// 1. 데이터 저장
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/// 2. 조건식 검색
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/// 3. 도출
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/// </summary>
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/// <param name="sender"></param>
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/// <param name="e"></param>
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private void button1_Click(object sender, EventArgs e)
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{
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sw.Restart();
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var data = UpbitApi.GetMarketDatas(); //전체 목록
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var krwList = data.FindAll(x => x.Payment.Contains("KRW")); //한화 목록
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List<CandleDataList> dataList = new List<CandleDataList>();
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setCandleDataList(dataList, krwList);
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//최초 데이터 전체 저장
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//4시간, 1분
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var dateTime = DateTime.Now;
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//4시간 가져오기
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foreach (var krw in dataList)
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{
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krw.CandleDataLists_Im = UpbitApi.GetCandleStics(krw.ConGoodsData.CodeFullName, MCandleTimeType.H4, dateTime);
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}
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/*
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//1분 가져오기
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foreach (var krw in dataList)
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{
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var startDateTime = dateTime;
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var endDateTime = krw.CandleDataLists_4H.Last().DateTime;
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do
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{
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krw.CandleDataLists_Im.AddRange(uApi.GetCandleStics(krw.ConGoodsData.CodeFullName, MCandleTimeType.M1, dateTime));
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dateTime = krw.CandleDataLists_Im.Last().DateTime;
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}
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while (endDateTime < dateTime);
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}*/
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//볼린저 계산
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//일목균형표 계산
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var test = krwList.Select(t => t.CodeFullName).ToList();
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//var 현재가 = uApi.GetOrderBookList(test);GetTickerList
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var 현재가 = UpbitApi.GetTickerList(test);
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foreach (var krw in krwList)
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{
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//candledataList.Add(uApi.GetCandleStics(krw.CodeFullName, Million.CommonProperty.MCandleTimeType.D1, DateTime.Now, 50));
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}
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sw.Stop();
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listBox1.Items.Add("시간 : " + sw.ElapsedMilliseconds);
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현재가.ToString();
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}
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public void setCandleDataList(List<CandleDataList> dataList, List<MarketData> marketDataList)
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{
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foreach (var marketData in marketDataList)
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{
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dataList.Add(new CandleDataList()
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{
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ConGoodsData = marketData,
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});
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}
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}
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//DB데이터 불러오기
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private void button2_Click(object sender, EventArgs e)
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{
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DbServiceFunctions.GetMarketTable_FromDB("Upbit");
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var tableList = CommonProperty.selectedMarketOfPlaceList;
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var selectTable = tableList.FirstOrDefault(t => t.CodeFullName == "KRW-BTC");
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if (selectTable != null)
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{
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var startDate = new DateTime(2000, 1, 1);
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var candleData = DbServiceFunctions.GetCandleData(selectTable, startDate, 100000, MCandleTimeType.M1);
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Bollinger_Bands.AddMovingAndBollingerBands(candleData.CandleDataLists_Im, 40, 2);
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Bollinger_Bands.AddMovingAndBollingerBands(candleData.CandleDataLists_Im, 40, 1, false);
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Ichimoku_cloud.excute(candleData.CandleDataLists_Im);
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var resultdata = candleData.CandleDataLists_Im.FindAll(x => x.IndicatorDic["Bol401"].overStatus == OverStatus.Over);
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resultdata.ToString();
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}
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}
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private void button3_Click(object sender, EventArgs e)
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{
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List<CandleDataList> list = null;
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DataSettingManager realTimeMsg = null;
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int firstFlag = 0;
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for (; ; )
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{
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if (firstFlag == 0)
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{
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realTimeMsg = new DataSettingManager(null, PaymentType.KRW);
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realTimeMsg.StartGetRealTimeTicker(null);
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var dsm = new DataSettingManager(null, PaymentType.KRW);
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list = dsm.GetRealTimeCandleData(MCandleTimeType.M1, 200);
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firstFlag = 1;
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}
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else
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{
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if (firstFlag == 1)
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{
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firstFlag = 2;
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realTimeMsg.EndRealTimeTicker();
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list = realTimeMsg.ProcessRecentlyCandleDatas(list, realTimeMsg.tickerList, MCandleTimeType.M1);
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realTimeMsg.StartGetRealTimeTicker(null);
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}
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else if (firstFlag == 2)
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{
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list = realTimeMsg.ProcessRecentlyCandleDatas(list, realTimeMsg.tickerList, MCandleTimeType.M1);
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// 1분 간격
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if (DateTime.Now.Second == 0)
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{
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realTimeMsg.StartGetRealTimeTicker(null);
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}
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Thread.Sleep(500);
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}
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}
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}
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}
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private void button4_Click(object sender, EventArgs e)
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{
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DbServiceFunctions.GetMarketTable_FromDB("Upbit");
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var tableList = CommonProperty.selectedMarketOfPlaceList;
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var resultList = new List<SearchResult>();
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var errorResultList = new List<SearchResult>();
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var win = 0;
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var lose = 0;
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foreach (var marketData in tableList)
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{
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var buyCandleList = new List<CandleDataList>();
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var sellList = new List<CandleData>();
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if (marketData != null)
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{
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//사는 로직
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var candleDataH1 = new CandleDataList();
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var candleDataM1 = new CandleDataList();
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var splitDataM = new List<List<CandleData>>();
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var splitData = ValidationCheckManager.GetValidationCandleDatas(marketData,ref splitDataM, ref candleDataH1, ref candleDataM1, new DateTime(2022, 1, 1), DateTime.Now);
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var buyData = new CandleDataList();
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buyData.ConGoodsData = marketData;
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buyData.CandleDataLists_Im = new List<CandleData>();
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foreach (var split in splitData)
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{
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var overData = split.FindAll(x => (int)x.IndicatorDic["Bol401"].overStatus >= -2 && x.IndicatorDic["Bol401"].overStatus != OverStatus.None
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&& ((IchimokData)x.IndicatorDic["Ich"]).value < x.StartValue && ((IchimokData)x.IndicatorDic["Ich"]).value2 < x.StartValue);
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buyData = BuyLogicManager.GetBuyLogicByBol401Upper(overData, candleDataM1);
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if (buyData.CandleDataLists_Im != null && buyData.CandleDataLists_Im.Count > 0)
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buyCandleList.Add(buyData);
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}
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//파는 로직
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foreach (var item in splitDataM)
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{
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var sell1 = SellLogicManager.GetSellLogicOverUnderIch(item);
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var sell2 = SellLogicManager.GetSellLogicOVerUnderBol(item, 40, 1);
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var sell3 = SellLogicManager.GetSellLogicOVerUnderBol(item, 40, 2);
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sell1.AddRange(sell2);
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sell1.AddRange(sell3);
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var dateTimeList = sell1.Select(t => t.DateTime).Distinct().ToList();
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foreach (var date in dateTimeList)
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{
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sellList.Add(sell1.FirstOrDefault(t => t.DateTime == date));
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}
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}
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var result = new SearchResult();
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var sellData = new CandleData();
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//Result 계산
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foreach (var item in buyCandleList)
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{
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result.BuyList.ConGoodsData = marketData;
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if (item.CandleDataLists_Im.Count > 0)
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{
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sellData = sellList.FirstOrDefault(t => t.DateTime > item.CandleDataLists_Im[0].DateTime);
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if (sellData == null) continue;
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foreach (var buy in item.CandleDataLists_Im)
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{
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if (buy.DateTime < sellData.DateTime)
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{
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result.BuyList.CandleDataLists_Im.Add(buy);
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}
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else
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{
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var sDate = result.BuyList.CandleDataLists_Im[0].DateTime;
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var eDate = sellData.DateTime;
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//Result Data Setting
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result.TermCandleDataList = candleDataM1.CandleDataLists_Im.Where(x => x.DateTime >= sDate && x.DateTime <= eDate).ToList();
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result.CodeFullName = result.BuyList.ConGoodsData.CodeFullName;
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result.StartDate = sDate;
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result.EndDate = eDate;
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result.SellData = sellData;
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var sellLogicKeys = result.SellData.SellLogicFlag.Keys;
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double sellValue = 0;
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#region 파는 값 계산(파는 로직 중 제일 높은 값)
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var key = Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.IchMok);
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if (result.SellData.SellLogicFlag.ContainsKey(key))
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{
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if(sellValue < ((IchimokData) result.SellData.IndicatorDic["Ich"]).GetOverValue())
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{
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sellValue = ((IchimokData)result.SellData.IndicatorDic["Ich"]).GetOverValue();
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}
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}
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key = Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.Bol) + "401";
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if (result.SellData.SellLogicFlag.ContainsKey(key))
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{
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if (sellValue < result.SellData.IndicatorDic[key].overlapValue)
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{
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sellValue = result.SellData.IndicatorDic[key].overlapValue;
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}
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}
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key = Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.Bol) + "402";
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if (result.SellData.SellLogicFlag.ContainsKey(key))
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{
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if (sellValue < result.SellData.IndicatorDic[key].overlapValue)
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{
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sellValue = result.SellData.IndicatorDic[key].overlapValue;
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}
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}
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result.SellValue = sellValue;
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#endregion
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#region Rating 계산
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double totalVal = 0;
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foreach (var x in result.BuyList.CandleDataLists_Im)
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{
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var dateTime = x.DateTime.AddMinutes(x.DateTime.Minute*-1);
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var hCandle = candleDataH1.CandleDataLists_Im.FirstOrDefault(t => t.DateTime == dateTime);
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var buyValue = hCandle.IndicatorDic[Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.Bol) + "401"].overlapValue;
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var rate = ((sellValue - buyValue) / buyValue) * 100;
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result.BuyEarningRate.Add(rate);
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result.BuyValueList.Add(buyValue);
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if (rate >= 0) win++;
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else lose++;
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totalVal += rate;
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}
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result.TotalEarningRate = totalVal / result.BuyValueList.Count;
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#endregion
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var errorList = ValidationCheckManager.ValidateCandleDataList(result.TermCandleDataList, "", MCandleTimeType.M1);
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if (errorList.Count == 0)
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{
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result.SellData = sellData;
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resultList.Add(result);
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}
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else
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{
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result.SellData = sellData;
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errorResultList.Add(result);
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}
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result = new SearchResult();
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result.BuyList.CandleDataLists_Im.Add(buy);
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sellData = sellList.FirstOrDefault(t => t.DateTime > buy.DateTime);
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}
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}
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}
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}
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//Sell 시점이 더 늦는 경우에 대한 처리(나중에 안에 있는 로직이랑 병합해서 한번에처리해야함
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if (result.BuyList.CandleDataLists_Im.Count > 0)
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{
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var sDate = result.BuyList.CandleDataLists_Im[0].DateTime;
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var eDate = sellData.DateTime;
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//Result Data Setting
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result.TermCandleDataList = candleDataM1.CandleDataLists_Im.Where(x => x.DateTime >= sDate && x.DateTime <= eDate).ToList();
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result.CodeFullName = result.BuyList.ConGoodsData.CodeFullName;
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result.StartDate = sDate;
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result.EndDate = eDate;
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result.SellData = sellData;
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var sellLogicKeys = result.SellData.SellLogicFlag.Keys;
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double sellValue = 0;
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#region 파는 값 계산(파는 로직 중 제일 높은 값)
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var key = Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.IchMok);
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if (result.SellData.SellLogicFlag.ContainsKey(key))
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{
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if (sellValue < ((IchimokData)result.SellData.IndicatorDic["Ich"]).GetOverValue())
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{
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sellValue = ((IchimokData)result.SellData.IndicatorDic["Ich"]).GetOverValue();
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}
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}
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key = Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.Bol) + "401";
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if (result.SellData.SellLogicFlag.ContainsKey(key))
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{
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if (sellValue < result.SellData.IndicatorDic[key].overlapValue)
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{
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sellValue = result.SellData.IndicatorDic[key].overlapValue;
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}
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}
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key = Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.Bol) + "402";
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if (result.SellData.SellLogicFlag.ContainsKey(key))
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{
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if (sellValue < result.SellData.IndicatorDic[key].overlapValue)
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{
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sellValue = result.SellData.IndicatorDic[key].overlapValue;
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}
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}
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result.SellValue = sellValue;
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#endregion
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#region Rating 계산
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double totalVal = 0;
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foreach (var x in result.BuyList.CandleDataLists_Im)
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{
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var dateTime = x.DateTime.AddMinutes(x.DateTime.Minute * -1);
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var hCandle = candleDataH1.CandleDataLists_Im.FirstOrDefault(t => t.DateTime == dateTime);
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var buyValue = hCandle.IndicatorDic[Enum.GetName(typeof(CommonProperty.SellLogicKeyList), CommonProperty.SellLogicKeyList.Bol) + "401"].overlapValue;
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var rate = ((sellValue - buyValue) / buyValue) * 100;
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result.BuyEarningRate.Add(rate);
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result.BuyValueList.Add(buyValue);
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if (rate >= 0) win++;
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else lose++;
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totalVal += rate;
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}
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result.TotalEarningRate = totalVal / result.BuyValueList.Count;
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#endregion
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var errorList = ValidationCheckManager.ValidateCandleDataList(result.TermCandleDataList, "", MCandleTimeType.M1);
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if (errorList.Count == 0)
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{
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result.SellData = sellData;
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resultList.Add(result);
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}
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else
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{
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result.SellData = sellData;
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errorResultList.Add(result);
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}
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}
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double total = 0;
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foreach (var item in resultList)
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{
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Console.WriteLine(item.TotalEarningRate);
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total += item.TotalEarningRate;
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}
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Console.WriteLine("Total 수익률 : " + total/resultList.Count);
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Console.WriteLine("Win : " + win);
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Console.WriteLine("Lose : " + lose);
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Console.WriteLine("승률 : " + win * 100 / (win+lose) );
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sellList.ToString();
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}
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}
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resultList.ToString();
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}
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}
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}
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