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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

posted on 2017-01-10 03:01 王宇 warensoft 阅读(...) 评论(...) 编辑 收藏