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  • 利用Warensoft Stock Service编写高频交易软件--DEMO

    利用Warensoft Stock Service编写高频交易软件

    无论是哪种交易软件,对于程序员来讲,最麻烦的就是去实现各种算法。本文以SAR算法的实现过程为例,为大家说明如何使用Warensoft Stock Service来实现高频交易软件的快速开发。

    目前WarensoftStockService已经实现了C# 版本的客户端驱动,可以直接在Nuget上搜索Warensoft并安装。客户端驱动已经编译为跨平台.net standard1.6版本,可以在桌面应用(WPFWinform)、Xamarin手机应用(WPAndroidIOS)、Webasp.net,asp.net core)中应用,操作系统可以是WindowAndroidIOSIMACLinux

    下面将以Android为例(注:本Demo可以直接平移到WPF中),说明SAR指标的实现过程,其他指标计算的综合应用,在其他文章中会专门讲解。

    1. 软件环境说明

    IDE

    VS2017 RC

    客户端

    Android4.4

    服务器环境

    Ubuntu16

    客户端运行环境

    Xamarin.Forms

    客户端图形组件

    Oxyplot

    1. 建立一个Xamarin.Forms手机App

     这里选择基于XAMLApp,注意共享库使用PCL

     

     

     工程目录下图所示:

     

    1. 添加Nuget引用包

    首先,为Warensoft.StockApp共享库添加Oxyplot引用(此处可能需要科学上网),如下图所示:

     

     

    然后再分别安装Warensoft.EntLib.Common,Warensoft.EntLib.StockServiceClient,如下图所示:

     

     

    然后为Warensoft.StockApp.Droid添加OxyPlotNuGet引用,如下所示:

     

    然后在AndroidMainActivity中加入平台注册代码:

    OxyPlot.Xamarin.Forms.Platform.Android.PlotViewRenderer.Init();

     

    MainActivity.cs的代码如下所示:

    protected override void OnCreate(Bundle bundle)
    
            {
    
                TabLayoutResource = Resource.Layout.Tabbar;
    
                ToolbarResource = Resource.Layout.Toolbar;
    
                OxyPlot.Xamarin.Forms.Platform.Android.PlotViewRenderer.Init();
    
                base.OnCreate(bundle);
    
     
    
                global::Xamarin.Forms.Forms.Init(this, bundle);
    
                LoadApplication(new App());
    
            }
    1. 实现主窗口

     

    主界面的实现采用MVVM模式来实现,关于MVVM的讲解,网上应该有很多了,后面的文章中,我会把我自己的理解写出来,让大家分享。本DEMOMVVM框架已经集成在了Warensoft.EntLib.Common中,使用起来很简单。

    第一步:

    编写主界面(需要了解XAML语法),并修改MainPage.xaml,如代码如下:

    <?xml version="1.0" encoding="utf-8" ?>
    
    <ContentPage xmlns="http://xamarin.com/schemas/2014/forms"
    
                 xmlns:x="http://schemas.microsoft.com/winfx/2009/xaml"
    
                 xmlns:local="clr-namespace:Warensoft.StockApp"
    
                 xmlns:oxy="clr-namespace:OxyPlot.Xamarin.Forms;assembly=OxyPlot.Xamarin.Forms"
    
                 x:Class="Warensoft.StockApp.MainPage">
    
        <!--
    
        此处要注意在头中注册OxyPlot的命名空间
    
        xmlns:oxy="clr-namespace:OxyPlot.Xamarin.Forms;assembly=OxyPlot.Xamarin.Forms"-->
    
        <Grid>
    
            <!--此处添加图形组件-->
    
            <oxy:PlotView Model="{Binding Model}" VerticalOptions="Center" HorizontalOptions="Center" />
    
        </Grid>
    
     
    
    </ContentPage>

    第二步:

    打开MainPage.xaml.cs并为视图(图面)添加其对应的模型,代码如下(注意要引入Warensoft.EntLib.Common):

    public partial class MainPage : ContentPage
    
        {
    
            public MainPage()
    
            {
    
                InitializeComponent();
    
                //此处注册ViewModel
    
                this.BindingContext = new MainPageViewModel();
    
            }
    
        }
    
        public class MainPageViewModel : ViewModelBase
    
        {
    
            public override Task ShowCancel(string title, string message)
    
            {
    
                throw new NotImplementedException();
    
            }
    
     
    
            public override Task<bool> ShowConfirm(string title, string message)
    
            {
    
                throw new NotImplementedException();
    
            }
    
     
    
            public override void ShowMessage(string message)
    
            {
    
                Application.Current.MainPage.DisplayAlert("提示",message,"OK");
    
            }
    
     
    
            protected override void InitBindingProperties()
    
            {
    
                
    
            }
    
    }

    第三步:

    定义图像组件的模型,并为图像添加XY坐标轴,添加一个K线和一条直线,代码如下所示:

          

      public PlotModel Model
    
            {
    
                get { return this.GetProperty<PlotModel>("Model"); }
    
                set { this.SetProperty("Model", value); }
    
            }
    
     
    
            protected override void InitBindingProperties()
    
            {
    
                this.Model = new PlotModel();
    
                //添加X、Y轴
    
                this.Model.Axes.Add(new OxyPlot.Axes.DateTimeAxis()
    
                {
    
                    Position = AxisPosition.Bottom,
    
                    StringFormat = "HH:mm",
    
                    MajorGridlineStyle = LineStyle.Solid,
    
                    IntervalType = DateTimeIntervalType.Minutes,
    
                    IntervalLength = 30,
    
     
    
                    MinorIntervalType = DateTimeIntervalType.Minutes,
    
                    Key = "Time",
    
     
    
                });
    
     
    
                this.Model.Axes.Add(new OxyPlot.Axes.LinearAxis()
    
                {
    
                    Position = AxisPosition.Right,
    
                    MajorGridlineStyle = LineStyle.Solid,
    
                    MinorGridlineStyle = LineStyle.Dot,
    
                    IntervalLength = 30,
    
                    IsPanEnabled = false,
    
                    IsZoomEnabled = false,
    
                    TickStyle = TickStyle.Inside,
    
                });
    
                //添加K线和直线
    
                this.candle = new OxyPlot.Series.CandleStickSeries();
    
                this.line = new OxyPlot.Series.LineSeries() { Color = OxyColors.Blue };
    
                this.Model.Series.Add(this.candle);
    
                this.Model.Series.Add(this.line);
    
            }

    第四步:

    添加获取K线函数(以OKCoin为例),代码如下:

    /// <summary>
    
            /// 读取OKCoin的15分钟K线
    
            /// </summary>
    
            /// <returns></returns>
    
            public async Task<List<Kline>> LoadKline()
    
            {
    
                var url = $"https://www.okcoin.cn/api/v1/kline.do?symbol=btc_cny&type=15min&size=100";
    
                HttpClient client = new HttpClient();
    
                var result = await client.GetStringAsync(url);
    
     
    
                dynamic k = Newtonsoft.Json.JsonConvert.DeserializeObject(result);
    
                List<Kline> lines = new List<Kline>();
    
                int index = 0;
    
                foreach (var item in k)
    
                {
    
                    List<double> d = new List<double>();
    
                    foreach (var dd in item)
    
                    {
    
                        d.Add((double)((dynamic)dd).Value);
    
                    }
    
                    lines.Add(new Kline() { Data = d.ToArray()});
    
                    index++;
    
                }
    
                return lines;
    
            }

    第五步:

    添加定时刷新并绘制图像的函数,代码如下所示:

    private StockServiceDriver driver;
    
            public async Task UpdateData()
    
            {
    
                //初始化WarensoftSocketService客户端驱动,此处使用的是测试用AppKey和SecretKey
    
                this.driver = new StockServiceDriver("C6651783-A3B9-4B72-8B02-A2E67A59C5A6", "6C442B3AF58D4DDA81BB03B353C0D7D8");
    
                await Task.Run(async()=>
    
                {
    
                    while (true)
    
                    {
    
                        try
    
                        {
    
                            //读取K线
    
                            var kline =await this.LoadKline();
    
                            //远程Warensoft Stock Service 分析SAR曲线
    
                            var sar = await this.driver.GetSAR(kline);
    
     
    
                            //绘图,注意办为需要更新UI,因此需要在主线程中执行更新代码
    
                            this.SafeInvoke(()=> {
    
                                //每次更新前,需要将旧数据清空
    
                                this.candle.Items.Clear();
    
                                this.line.Points.Clear();
    
     
    
                                foreach (var item in kline.OrderBy(k=>k.Time))
    
                                {
    
                                    //注意将时间改为OxyPlot能识别的格式
    
                                    var time = OxyPlot.Axes.DateTimeAxis.ToDouble(item.Time);
    
                                    this.candle.Items.Add(new HighLowItem(time,item.High,item.Low,item.Open,item.Close));
    
                                }
    
                                if (sar.OperationDone)
    
                                {
    
                                    foreach (var item in sar.AdditionalData.OrderBy(s=>s.DateTime))
    
                                    {
    
                                        var time= OxyPlot.Axes.DateTimeAxis.ToDouble(item.DateTime);
    
                                        this.line.Points.Add(new DataPoint(time, item.Value));
    
                                    }
    
                                }
    
                                //更新UI
    
                                this.Model.InvalidatePlot(true);
    
                            });
    
                        }
    
                        catch (Exception ex)
    
                        {
    
     
    
                             
    
                        }
    
                        await Task.Delay(5000);
    
                    }
    
                });
    
            }

    完整的ViewModel代码如下:

    using System;
    
    using System.Collections.Generic;
    
    using System.Linq;
    
    using System.Text;
    
    using System.Threading.Tasks;
    
    using Xamarin.Forms;
    
    using Warensoft.EntLib.Common;
    
    using Warensoft.EntLib.StockServiceClient;
    
    using OxyPlot;
    
    using OxyPlot.Axes;
    
    using OxyPlot.Series;
    
    using Warensoft.EntLib.StockServiceClient.Models;
    
    using System.Net.Http;
    
     
    
    namespace Warensoft.StockApp
    
    {
    
        public partial class MainPage : ContentPage
    
        {
    
            public MainPage()
    
            {
    
                InitializeComponent();
    
                this.BindingContext = new MainPageViewModel();
    
            }
    
        }
    
        public class MainPageViewModel : ViewModelBase
    
        {
    
            private CandleStickSeries candle;
    
            private LineSeries line;
    
     
    
            public override Task ShowCancel(string title, string message)
    
            {
    
                throw new NotImplementedException();
    
            }
    
     
    
            public override Task<bool> ShowConfirm(string title, string message)
    
            {
    
                throw new NotImplementedException();
    
            }
    
     
    
            public override void ShowMessage(string message)
    
            {
    
                Application.Current.MainPage.DisplayAlert("提示",message,"OK");
    
            }
    
     
    
     
    
            public PlotModel Model
    
            {
    
                get { return this.GetProperty<PlotModel>("Model"); }
    
                set { this.SetProperty("Model", value); }
    
            }
    
     
    
            protected override void InitBindingProperties()
    
            {
    
                this.Model = new PlotModel();
    
                //添加X、Y轴
    
                this.Model.Axes.Add(new OxyPlot.Axes.DateTimeAxis()
    
                {
    
                    Position = AxisPosition.Bottom,
    
                    StringFormat = "HH:mm",
    
                    MajorGridlineStyle = LineStyle.Solid,
    
                    IntervalType = DateTimeIntervalType.Minutes,
    
                    IntervalLength = 30,
    
     
    
                    MinorIntervalType = DateTimeIntervalType.Minutes,
    
                    Key = "Time",
    
     
    
                });
    
     
    
                this.Model.Axes.Add(new OxyPlot.Axes.LinearAxis()
    
                {
    
                    Position = AxisPosition.Right,
    
                    MajorGridlineStyle = LineStyle.Solid,
    
                    MinorGridlineStyle = LineStyle.Dot,
    
                    IntervalLength = 30,
    
                    IsPanEnabled = false,
    
                    IsZoomEnabled = false,
    
                    TickStyle = TickStyle.Inside,
    
                });
    
                //添加K线和直线
    
                this.candle = new OxyPlot.Series.CandleStickSeries();
    
                this.line = new OxyPlot.Series.LineSeries() { Color = OxyColors.Blue };
    
                this.Model.Series.Add(this.candle);
    
                this.Model.Series.Add(this.line);
    
                this.UpdateData();
    
            }
    
     
    
            /// <summary>
    
            /// 读取OKCoin的15分钟K线
    
            /// </summary>
    
            /// <returns></returns>
    
            public async Task<List<Kline>> LoadKline()
    
            {
    
                var url = $"https://www.okcoin.cn/api/v1/kline.do?symbol=btc_cny&type=15min&size=100";
    
                HttpClient client = new HttpClient();
    
                var result = await client.GetStringAsync(url);
    
     
    
                dynamic k = Newtonsoft.Json.JsonConvert.DeserializeObject(result);
    
                List<Kline> lines = new List<Kline>();
    
                int index = 0;
    
                foreach (var item in k)
    
                {
    
                    List<double> d = new List<double>();
    
                    foreach (var dd in item)
    
                    {
    
                        d.Add((double)((dynamic)dd).Value);
    
                    }
    
                    lines.Add(new Kline() { Data = d.ToArray()});
    
                    index++;
    
                }
    
                return lines;
    
            }
    
            private StockServiceDriver driver;
    
            public async Task UpdateData()
    
            {
    
                //初始化WarensoftSocketService客户端驱动,此处使用的是测试用AppKey和SecretKey
    
                this.driver = new StockServiceDriver("C6651783-A3B9-4B72-8B02-A2E67A59C5A6", "6C442B3AF58D4DDA81BB03B353C0D7D8");
    
                await Task.Run(async()=>
    
                {
    
                    while (true)
    
                    {
    
                        try
    
                        {
    
                            //读取K线
    
                            var kline =await this.LoadKline();
    
                            //远程Warensoft Stock Service 分析SAR曲线
    
                            var sar = await this.driver.GetSAR(kline);
    
     
    
                            //绘图,注意办为需要更新UI,因此需要在主线程中执行更新代码
    
                            this.SafeInvoke(()=> {
    
                                //每次更新前,需要将旧数据清空
    
                                this.candle.Items.Clear();
    
                                this.line.Points.Clear();
    
     
    
                                foreach (var item in kline.OrderBy(k=>k.Time))
    
                                {
    
                                    //注意将时间改为OxyPlot能识别的格式
    
                                    var time = OxyPlot.Axes.DateTimeAxis.ToDouble(item.Time);
    
                                    this.candle.Items.Add(new HighLowItem(time,item.High,item.Low,item.Open,item.Close));
    
                                }
    
                                if (sar.OperationDone)
    
                                {
    
                                    foreach (var item in sar.AdditionalData.OrderBy(s=>s.DateTime))
    
                                    {
    
                                        var time= OxyPlot.Axes.DateTimeAxis.ToDouble(item.DateTime);
    
                                        this.line.Points.Add(new DataPoint(time, item.Value));
    
                                    }
    
                                }
    
                                //更新UI
    
                                this.Model.InvalidatePlot(true);
    
                            });
    
                        }
    
                        catch (Exception ex)
    
                        {
    
     
    
                             
    
                        }
    
                        await Task.Delay(5000);
    
                    }
    
                });
    
            }
    
        }
    
    }

    最后编译,并部署到手机上,最终运行效果如下:

     

    最终编译完毕的APK文件(下载)。

     作者:科学家

                                                        Emailwarensoft@163.com

                                                        微信:43175692

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  • 原文地址:https://www.cnblogs.com/warensoft/p/6267764.html
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