void TextElite::GetMarketInfo(unsigned int uiPlanetIndex, std::vector<MarketInfo>& vecMarketInfos)
{
ATLASSERT(uiPlanetIndex < galsize);
const markettype& market = uiPlanetIndex == GetCurrentPlanet() ? localmarket : genmarket(0x00,galaxy[uiPlanetIndex]);
for(unsigned int ui=0; ui<lasttrade+1; ui++)
{
vecMarketInfos.push_back(MarketInfo(market.quantity[ui], market.price[ui]));
}
}
void StockManager::init(
const Parameter& baseInfoParam,
const Parameter& blockParam,
const Parameter& kdataParam,
const Parameter& preloadParam,
const Parameter& hikyuuParam) {
m_baseInfoDriverParam = baseInfoParam;
m_blockDriverParam = blockParam;
m_kdataDriverParam = kdataParam;
m_preloadParam = preloadParam;
m_hikyuuParam = hikyuuParam;
//获取临时路径信息
try {
m_tmpdir = hikyuuParam.get<string>("tmpdir");
} catch (...) {
m_tmpdir = "";
}
try {
m_datadir = hikyuuParam.get<string>("datadir");
} catch (...) {
m_datadir = "";
}
//获取log配置文件信息
init_logger("");
m_stockDict.clear();
m_marketInfoDict.clear();
m_stockTypeInfo.clear();
string funcname(" [StockManager::init]");
//初始化注册默认支持的数据驱动
DataDriverFactory::regBaseInfoDriver(make_shared<SQLiteBaseInfoDriver>());
DataDriverFactory::regBaseInfoDriver(make_shared<MySQLBaseInfoDriver>());
DataDriverFactory::regBlockDriver(make_shared<QLBlockInfoDriver>());
DataDriverFactory::regKDataDriver(make_shared<TdxKDataDriver>());
DataDriverFactory::regKDataDriver(make_shared<H5KDataDriver>());
DataDriverFactory::regKDataDriver(make_shared<MySQLKDataDriver>());
//加载证券基本信息
BaseInfoDriverPtr base_info = DataDriverFactory::getBaseInfoDriver(baseInfoParam);
base_info->loadBaseInfo();
//获取板块驱动
m_blockDriver = DataDriverFactory::getBlockDriver(blockParam);
//获取K线数据驱动并预加载指定的数据
HKU_INFO("Loading KData...");
std::chrono::system_clock::time_point start_time = std::chrono::system_clock::now();
KDataDriverPtr kdata_driver = DataDriverFactory::getKDataDriver(kdataParam);
setKDataDriver(kdata_driver);
//add special Market, for temp csv file
m_marketInfoDict["TMP"] = MarketInfo("TMP", "Temp Csv file",
"temp load from csv file",
"000001", Null<Datetime>());
std::chrono::duration<double> sec = std::chrono::system_clock::now() - start_time;
HKU_INFO(sec.count() << "s Loaded Data.");
}
int start()
{
int err = 0;
int total = 0;
int prevticket = 0;
int modespread = MarketInfo(Symbol(), MODE_SPREAD);
//----
if (IsTradeAllowed()) {
RefreshRates();
modespread = MarketInfo(Symbol(), MODE_SPREAD);
} else {
return (0);
}
ObjectSetText(WT_INFO_NAME,
"Perceptron("+gOrderbar+"): " +
"Spread("+modespread+") "+
""+DoubleToStr(perceptron(), 2)+"",
7, "Arial", White);
// check for opened position
total = OrdersTotal();
//----
for (int i = 0; i < total; i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
// check for symbol & magic number
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) {
prevticket = OrderTicket();
gOrderbar = iBarShift(Symbol(), 0, OrderOpenTime());
// long position is opened
if (OrderType() == OP_BUY) {
// check profit
if (Bid > (OrderStopLoss() + (sl * 2 + modespread) * Point)) {
if (perceptron() < 0) { // reverse
gOrderTicket = OrderSend(Symbol(), OP_SELL, OrderLots(), Bid, 3,
Ask + sl * Point, 0, "AI Rev", MagicNumber, 0, Red);
Sleep(10000);
//----
if (gOrderTicket >= 0) {
OrderCloseBy(gOrderTicket, prevticket, Blue);
} else {
err=GetLastError();
Print("error[1](",err,"): ",ErrorDescription(err));
if (OrderStopLoss() < OrderOpenPrice()) {
if (!OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), 0, 0, Blue)) {
Sleep(1000);
}
}
}
} else { // trailing stop
if (!OrderModify(OrderTicket(), OrderOpenPrice(), Bid - sl * Point, 0, 0, Blue)) {
Sleep(1000);
}
}
}
// short position is opened
} else {
// check profit
if (Ask < (OrderStopLoss() - (sl * 2 + modespread) * Point)) {
if (perceptron() > 0) { // reverse
gOrderTicket = OrderSend(Symbol(), OP_BUY, OrderLots(), Ask, 3,
Bid - sl * Point, 0, "AI Rev", MagicNumber, 0, Blue);
Sleep(10000);
//----
if (gOrderTicket >= 0) {
OrderCloseBy(gOrderTicket, prevticket, Blue);
} else {
err=GetLastError();
Print("error[2](",err,"): ",ErrorDescription(err));
if (OrderStopLoss() > OrderOpenPrice()) {
if (!OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), 0, 0, Blue)) {
Sleep(1000);
}
}
}
} else { // trailing stop
if (!OrderModify(OrderTicket(), OrderOpenPrice(), Ask + sl * Point,
0, 0, Blue)) {
Sleep(1000);
}
}
}
}
// exit
return (0);
}
}
if (gOrderbar == iBarShift(Symbol(), 0, 0)) {
return (0);
}
lots = NormalizeDouble(AccountBalance() * aiGetRisk(Period()) / (sl + modespread), 2);
if (lots < 0.01) lots = 0.01;
// check for long or short position possibility
if (perceptron() > 0) { //long
gOrderTicket = OrderSend(Symbol(), OP_BUY, lots, Ask, 3, Bid - sl * Point, 0, "AI",
MagicNumber, 0, Blue);
//----
if (gOrderTicket < 0) {
Sleep(10000);
err=GetLastError();
Print("error[3](",err,"): ",ErrorDescription(err));
}
} else { // short
gOrderTicket = OrderSend(Symbol(), OP_SELL, lots, Bid, 3, Ask + sl * Point, 0, "AI",
MagicNumber, 0, Red);
if (gOrderTicket < 0) {
Sleep(10000);
err=GetLastError();
Print("error[4](",err,"): ",ErrorDescription(err));
}
}
//--- exit
return (0);
}
