├── .gitattributes ├── .gitignore ├── CPlus ├── AlgoWorker │ ├── AlgoWorker.vcxproj │ └── AlgoWorker.vcxproj.filters ├── DataCenter │ ├── DataCenter.vcxproj │ └── DataCenter.vcxproj.filters ├── MDReceiver │ ├── MDReceiver.vcxproj │ └── MDReceiver.vcxproj.filters └── TradingCenter │ ├── TradingCenter.vcxproj │ └── TradingCenter.vcxproj.filters ├── CSharp ├── Api │ ├── Api.csproj │ ├── BaseFastTest.cs │ ├── BaseStrategy.cs │ ├── Properties │ │ └── AssemblyInfo.cs │ ├── QuotationApi.cs │ └── TradeApi.cs ├── Asteroids │ ├── Asteroids.csproj │ ├── Functions │ │ ├── AverageE.cs │ │ ├── AverageS.cs │ │ ├── BaseFunction.cs │ │ ├── MaxValue.cs │ │ └── MinValue.cs │ ├── Indicators │ │ ├── BaseIndicator.cs │ │ ├── IndicatorGraph.cs │ │ ├── KDJ.cs │ │ ├── MA.cs │ │ └── MACD.cs │ └── Properties │ │ └── AssemblyInfo.cs ├── Commons │ ├── Commons.csproj │ ├── NetHelper.cs │ ├── Properties │ │ └── AssemblyInfo.cs │ └── StringHelper.cs ├── DataAccess │ ├── BaseDataAccess.cs │ ├── BaseMySql.cs │ ├── ContractMySql.cs │ ├── DataAccess.csproj │ ├── Properties │ │ └── AssemblyInfo.cs │ └── UserMySql.cs ├── FTCenter │ ├── FTCenter.csproj │ └── Properties │ │ └── AssemblyInfo.cs ├── FTWorker │ ├── FTWorker.csproj │ └── Properties │ │ └── AssemblyInfo.cs ├── Model │ ├── BarData.cs │ ├── Contracts.cs │ ├── DailyMoneys.cs │ ├── Enums │ │ ├── EnumBarStruct.cs │ │ ├── EnumLineStyle.cs │ │ ├── EnumOrderStatus.cs │ │ └── EnumSide.cs │ ├── IStrategy.cs │ ├── JPR.cs │ ├── Messages.cs │ ├── Models.csproj │ ├── Orders.cs │ ├── Positions.cs │ ├── Properties │ │ └── AssemblyInfo.cs │ ├── Reports.cs │ ├── ResData.cs │ ├── Settings.cs │ ├── Strategies.cs │ ├── TickData.cs │ ├── Trades.cs │ └── Users.cs ├── Quant │ ├── App.config │ ├── Program.cs │ ├── Properties │ │ ├── AssemblyInfo.cs │ │ ├── Resources.Designer.cs │ │ ├── Resources.resx │ │ ├── Settings.Designer.cs │ │ └── Settings.settings │ ├── Quant.csproj │ ├── frmMain.Designer.cs │ ├── frmMain.cs │ └── frmMain.resx ├── Resources │ ├── MySql.Data.dll │ ├── MySql.Data.xml │ ├── Newtonsoft.Json.dll │ ├── Newtonsoft.Json.xml │ └── ZeroMQ.4.1.0.26 │ │ ├── .signature.p7s │ │ └── lib │ │ └── net40 │ │ ├── ZeroMQ.dll │ │ └── ZeroMQ.xml ├── Services │ ├── BaseService.cs │ ├── ContractService.cs │ ├── Properties │ │ └── AssemblyInfo.cs │ ├── Services.csproj │ └── UserService.cs ├── SettleWorker │ ├── Properties │ │ └── AssemblyInfo.cs │ └── SettleWorker.csproj ├── StrategyWorker │ ├── Properties │ │ └── AssemblyInfo.cs │ └── StrategyWorker.csproj └── Tests │ ├── App.config │ ├── Program.cs │ ├── Properties │ └── AssemblyInfo.cs │ ├── StrategyTest.cs │ ├── Tests.csproj │ └── ZMQTest.cs ├── Datas ├── quant_accounts.sql ├── quant_contracts.sql ├── quant_dailymoneys.sql ├── quant_logs.sql ├── quant_orders.sql ├── quant_positions.sql ├── quant_reports.sql ├── quant_settles.sql ├── quant_strategies.sql ├── quant_trades.sql └── quant_users.sql ├── NodeJs ├── api │ ├── strategy.js │ └── user.js ├── app.js ├── common │ ├── Msg.js │ └── util.js ├── models │ ├── Strategies.js │ ├── Sys.js │ ├── Users.js │ └── mysqldb.js ├── package-lock.json ├── package.json ├── public │ ├── css │ │ └── style.css │ └── js │ │ └── util.js ├── routes │ ├── index.js │ ├── strategy.js │ └── user.js └── views │ ├── error.ejs │ ├── footer.ejs │ ├── header.ejs │ ├── index.ejs │ ├── login.ejs │ ├── login2.ejs │ ├── strategy.ejs │ └── user.ejs ├── Quant.sln ├── README.md └── favicon.ico /.gitattributes: -------------------------------------------------------------------------------- 1 | ############################################################################### 2 | # Set default behavior to automatically normalize line endings. 3 | ############################################################################### 4 | * text=auto 5 | 6 | ############################################################################### 7 | # Set default behavior for command prompt diff. 8 | # 9 | # This is need for earlier builds of msysgit that does not have it on by 10 | # default for csharp files. 11 | # Note: This is only used by command line 12 | ############################################################################### 13 | #*.cs diff=csharp 14 | 15 | ############################################################################### 16 | # Set the merge driver for project and solution files 17 | # 18 | # Merging from the command prompt will add diff markers to the files if there 19 | # are conflicts (Merging from VS is not affected by the settings below, in VS 20 | # the diff markers are never inserted). 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Turn it on by uncommenting the 52 | # entries below. 53 | ############################################################################### 54 | #*.doc diff=astextplain 55 | #*.DOC diff=astextplain 56 | #*.docx diff=astextplain 57 | #*.DOCX diff=astextplain 58 | #*.dot diff=astextplain 59 | #*.DOT diff=astextplain 60 | #*.pdf diff=astextplain 61 | #*.PDF diff=astextplain 62 | #*.rtf diff=astextplain 63 | #*.RTF diff=astextplain 64 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | ## Ignore Visual Studio temporary files, build results, and 2 | ## files generated by popular Visual Studio add-ons. 3 | 4 | # User-specific files 5 | *.suo 6 | *.user 7 | *.userosscache 8 | *.sln.docstates 9 | 10 | # User-specific files (MonoDevelop/Xamarin Studio) 11 | *.userprefs 12 | 13 | # Build results 14 | [Dd]ebug/ 15 | [Dd]ebugPublic/ 16 | [Rr]elease/ 17 | [Rr]eleases/ 18 | [Xx]64/ 19 | [Xx]86/ 20 | [Bb]uild/ 21 | bld/ 22 | [Bb]in/ 23 | [Oo]bj/ 24 | 25 | # Visual Studio 2015 cache/options directory 26 | .vs/ 27 | # Uncomment if you have tasks that create the project's static files in wwwroot 28 | #wwwroot/ 29 | 30 | # MSTest test Results 31 | [Tt]est[Rr]esult*/ 32 | [Bb]uild[Ll]og.* 33 | 34 | # NUNIT 35 | *.VisualState.xml 36 | TestResult.xml 37 | 38 | # Build Results of an ATL Project 39 | [Dd]ebugPS/ 40 | [Rr]eleasePS/ 41 | dlldata.c 42 | 43 | # DNX 44 | project.lock.json 45 | artifacts/ 46 | 47 | *_i.c 48 | *_p.c 49 | *_i.h 50 | *.ilk 51 | *.meta 52 | *.obj 53 | *.pch 54 | *.pdb 55 | *.pgc 56 | *.pgd 57 | *.rsp 58 | *.sbr 59 | *.tlb 60 | *.tli 61 | *.tlh 62 | *.tmp 63 | *.tmp_proj 64 | *.log 65 | *.vspscc 66 | *.vssscc 67 | .builds 68 | *.pidb 69 | *.svclog 70 | *.scc 71 | 72 | # Chutzpah Test files 73 | _Chutzpah* 74 | 75 | # Visual C++ cache files 76 | ipch/ 77 | *.aps 78 | *.ncb 79 | *.opendb 80 | *.opensdf 81 | *.sdf 82 | *.cachefile 83 | *.VC.db 84 | 85 | # Visual Studio profiler 86 | *.psess 87 | *.vsp 88 | *.vspx 89 | *.sap 90 | 91 | # TFS 2012 Local Workspace 92 | $tf/ 93 | 94 | # Guidance Automation Toolkit 95 | *.gpState 96 | 97 | # ReSharper is a .NET coding add-in 98 | _ReSharper*/ 99 | *.[Rr]e[Ss]harper 100 | *.DotSettings.user 101 | 102 | # JustCode is a .NET coding add-in 103 | .JustCode 104 | 105 | # TeamCity is a build add-in 106 | _TeamCity* 107 | 108 | # DotCover is a Code Coverage Tool 109 | *.dotCover 110 | 111 | # NCrunch 112 | _NCrunch_* 113 | .*crunch*.local.xml 114 | nCrunchTemp_* 115 | 116 | # MightyMoose 117 | *.mm.* 118 | AutoTest.Net/ 119 | 120 | # Web workbench (sass) 121 | .sass-cache/ 122 | 123 | # Installshield output folder 124 | [Ee]xpress/ 125 | 126 | # DocProject is a documentation generator add-in 127 | DocProject/buildhelp/ 128 | DocProject/Help/*.HxT 129 | DocProject/Help/*.HxC 130 | DocProject/Help/*.hhc 131 | DocProject/Help/*.hhk 132 | DocProject/Help/*.hhp 133 | DocProject/Help/Html2 134 | DocProject/Help/html 135 | 136 | # Click-Once directory 137 | publish/ 138 | 139 | # Publish Web Output 140 | *.[Pp]ublish.xml 141 | *.azurePubxml 142 | 143 | # TODO: Un-comment the next line if you do not want to checkin 144 | # your web deploy settings because they may include unencrypted 145 | # passwords 146 | #*.pubxml 147 | *.publishproj 148 | 149 | # NuGet Packages 150 | *.nupkg 151 | # The packages folder can be ignored because of Package Restore 152 | **/packages/* 153 | # except build/, which is used as an MSBuild target. 154 | !**/packages/build/ 155 | # Uncomment if necessary however generally it will be regenerated when needed 156 | #!**/packages/repositories.config 157 | # NuGet v3's project.json files produces more ignoreable files 158 | *.nuget.props 159 | *.nuget.targets 160 | 161 | # Microsoft Azure Build Output 162 | csx/ 163 | *.build.csdef 164 | 165 | # Microsoft Azure Emulator 166 | ecf/ 167 | rcf/ 168 | 169 | # Windows Store app package directory 170 | AppPackages/ 171 | BundleArtifacts/ 172 | 173 | # Visual Studio cache files 174 | # files ending in .cache can be ignored 175 | *.[Cc]ache 176 | # but keep track of directories ending in .cache 177 | !*.[Cc]ache/ 178 | 179 | # Others 180 | ClientBin/ 181 | [Ss]tyle[Cc]op.* 182 | ~$* 183 | *~ 184 | *.dbmdl 185 | *.dbproj.schemaview 186 | *.pfx 187 | *.publishsettings 188 | node_modules/ 189 | sessions/ 190 | orleans.codegen.cs 191 | 192 | # RIA/Silverlight projects 193 | Generated_Code/ 194 | 195 | # Backup & report files from converting an old project file 196 | # to a newer Visual Studio version. Backup files are not needed, 197 | # because we have git ;-) 198 | _UpgradeReport_Files/ 199 | Backup*/ 200 | UpgradeLog*.XML 201 | UpgradeLog*.htm 202 | 203 | # SQL Server files 204 | *.mdf 205 | *.ldf 206 | 207 | # Business Intelligence projects 208 | *.rdl.data 209 | *.bim.layout 210 | *.bim_*.settings 211 | 212 | # Microsoft Fakes 213 | FakesAssemblies/ 214 | 215 | # GhostDoc plugin setting file 216 | *.GhostDoc.xml 217 | 218 | # Node.js Tools for Visual Studio 219 | .ntvs_analysis.dat 220 | 221 | # Visual Studio 6 build log 222 | *.plg 223 | 224 | # Visual Studio 6 workspace options file 225 | *.opt 226 | 227 | # Visual Studio LightSwitch build output 228 | **/*.HTMLClient/GeneratedArtifacts 229 | **/*.DesktopClient/GeneratedArtifacts 230 | **/*.DesktopClient/ModelManifest.xml 231 | **/*.Server/GeneratedArtifacts 232 | **/*.Server/ModelManifest.xml 233 | _Pvt_Extensions 234 | 235 | # LightSwitch generated files 236 | GeneratedArtifacts/ 237 | ModelManifest.xml 238 | 239 | # Paket dependency manager 240 | .paket/paket.exe 241 | 242 | # FAKE - F# Make 243 | .fake/ 244 | -------------------------------------------------------------------------------- /CPlus/AlgoWorker/AlgoWorker.vcxproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | Win32 7 | 8 | 9 | Release 10 | Win32 11 | 12 | 13 | Debug 14 | x64 15 | 16 | 17 | Release 18 | x64 19 | 20 | 21 | 22 | {818193AC-BE49-42D0-ADD0-8643ABFC5251} 23 | AlgoWorker 24 | 8.1 25 | 26 | 27 | 28 | Application 29 | true 30 | v140 31 | MultiByte 32 | 33 | 34 | Application 35 | false 36 | v140 37 | true 38 | MultiByte 39 | 40 | 41 | Application 42 | true 43 | v140 44 | MultiByte 45 | 46 | 47 | Application 48 | false 49 | v140 50 | true 51 | MultiByte 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | Level3 75 | Disabled 76 | true 77 | 78 | 79 | 80 | 81 | Level3 82 | Disabled 83 | true 84 | 85 | 86 | 87 | 88 | Level3 89 | MaxSpeed 90 | true 91 | true 92 | true 93 | 94 | 95 | true 96 | true 97 | 98 | 99 | 100 | 101 | Level3 102 | MaxSpeed 103 | true 104 | true 105 | true 106 | 107 | 108 | true 109 | true 110 | 111 | 112 | 113 | 114 | 115 | 116 | 117 | -------------------------------------------------------------------------------- /CPlus/AlgoWorker/AlgoWorker.vcxproj.filters: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | {4FC737F1-C7A5-4376-A066-2A32D752A2FF} 6 | cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx 7 | 8 | 9 | {93995380-89BD-4b04-88EB-625FBE52EBFB} 10 | h;hh;hpp;hxx;hm;inl;inc;xsd 11 | 12 | 13 | {67DA6AB6-F800-4c08-8B7A-83BB121AAD01} 14 | rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms 15 | 16 | 17 | -------------------------------------------------------------------------------- /CPlus/DataCenter/DataCenter.vcxproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | Win32 7 | 8 | 9 | Release 10 | Win32 11 | 12 | 13 | Debug 14 | x64 15 | 16 | 17 | Release 18 | x64 19 | 20 | 21 | 22 | {F076824B-A905-4B85-93D9-AFF849121F67} 23 | DataCenter 24 | 8.1 25 | 26 | 27 | 28 | Application 29 | true 30 | v140 31 | MultiByte 32 | 33 | 34 | Application 35 | false 36 | v140 37 | true 38 | MultiByte 39 | 40 | 41 | Application 42 | true 43 | v140 44 | MultiByte 45 | 46 | 47 | Application 48 | false 49 | v140 50 | true 51 | MultiByte 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | Level3 75 | Disabled 76 | true 77 | 78 | 79 | 80 | 81 | Level3 82 | Disabled 83 | true 84 | 85 | 86 | 87 | 88 | Level3 89 | MaxSpeed 90 | true 91 | true 92 | true 93 | 94 | 95 | true 96 | true 97 | 98 | 99 | 100 | 101 | Level3 102 | MaxSpeed 103 | true 104 | true 105 | true 106 | 107 | 108 | true 109 | true 110 | 111 | 112 | 113 | 114 | 115 | 116 | 117 | -------------------------------------------------------------------------------- /CPlus/DataCenter/DataCenter.vcxproj.filters: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | {4FC737F1-C7A5-4376-A066-2A32D752A2FF} 6 | cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx 7 | 8 | 9 | {93995380-89BD-4b04-88EB-625FBE52EBFB} 10 | h;hh;hpp;hxx;hm;inl;inc;xsd 11 | 12 | 13 | {67DA6AB6-F800-4c08-8B7A-83BB121AAD01} 14 | rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms 15 | 16 | 17 | -------------------------------------------------------------------------------- /CPlus/MDReceiver/MDReceiver.vcxproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | Win32 7 | 8 | 9 | Release 10 | Win32 11 | 12 | 13 | Debug 14 | x64 15 | 16 | 17 | Release 18 | x64 19 | 20 | 21 | 22 | {71AE3803-3C95-462C-8881-0DBD8509933F} 23 | MDReceiver 24 | 8.1 25 | 26 | 27 | 28 | Application 29 | true 30 | v140 31 | MultiByte 32 | 33 | 34 | Application 35 | false 36 | v140 37 | true 38 | MultiByte 39 | 40 | 41 | Application 42 | true 43 | v140 44 | MultiByte 45 | 46 | 47 | Application 48 | false 49 | v140 50 | true 51 | MultiByte 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | Level3 75 | Disabled 76 | true 77 | 78 | 79 | 80 | 81 | Level3 82 | Disabled 83 | true 84 | 85 | 86 | 87 | 88 | Level3 89 | MaxSpeed 90 | true 91 | true 92 | true 93 | 94 | 95 | true 96 | true 97 | 98 | 99 | 100 | 101 | Level3 102 | MaxSpeed 103 | true 104 | true 105 | true 106 | 107 | 108 | true 109 | true 110 | 111 | 112 | 113 | 114 | 115 | 116 | 117 | -------------------------------------------------------------------------------- /CPlus/MDReceiver/MDReceiver.vcxproj.filters: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | {4FC737F1-C7A5-4376-A066-2A32D752A2FF} 6 | cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx 7 | 8 | 9 | {93995380-89BD-4b04-88EB-625FBE52EBFB} 10 | h;hh;hpp;hxx;hm;inl;inc;xsd 11 | 12 | 13 | {67DA6AB6-F800-4c08-8B7A-83BB121AAD01} 14 | rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms 15 | 16 | 17 | -------------------------------------------------------------------------------- /CPlus/TradingCenter/TradingCenter.vcxproj.filters: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | {4FC737F1-C7A5-4376-A066-2A32D752A2FF} 6 | cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx 7 | 8 | 9 | {93995380-89BD-4b04-88EB-625FBE52EBFB} 10 | h;hh;hpp;hxx;hm;inl;inc;xsd 11 | 12 | 13 | {67DA6AB6-F800-4c08-8B7A-83BB121AAD01} 14 | rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav;mfcribbon-ms 15 | 16 | 17 | -------------------------------------------------------------------------------- /CSharp/Api/Api.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {86E4F9A4-D170-41AB-9385-1965B09C4E1C} 8 | Library 9 | Properties 10 | EPI.CSharp.Api 11 | Api 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | {704f62d5-467c-4701-be8e-020984078f74} 52 | Commons 53 | 54 | 55 | {fca5e410-9f2b-4a74-a7ae-45227d92e64d} 56 | Models 57 | 58 | 59 | {0cb731cb-caf6-4495-b62a-b8083353e5f1} 60 | Services 61 | 62 | 63 | 64 | 71 | -------------------------------------------------------------------------------- /CSharp/Api/BaseStrategy.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Api 8 | { 9 | class BaseStrategy 10 | { 11 | } 12 | } 13 | -------------------------------------------------------------------------------- /CSharp/Api/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("TradeApi")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("TradeApi")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("86e4f9a4-d170-41ab-9385-1965b09c4e1c")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/Api/QuotationApi.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Api 8 | { 9 | /// 10 | /// 行情接口类 11 | /// 12 | public class QuotationApi 13 | { 14 | } 15 | } 16 | -------------------------------------------------------------------------------- /CSharp/Api/TradeApi.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Api 8 | { 9 | /// 10 | /// 交易接口类 11 | /// 12 | public class TradeApi 13 | { 14 | } 15 | } 16 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Asteroids.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {20677463-0008-4077-85D1-F439B7E49DD2} 8 | Library 9 | Properties 10 | Asteroids 11 | Asteroids 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | {fca5e410-9f2b-4a74-a7ae-45227d92e64d} 60 | Models 61 | 62 | 63 | 64 | 71 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Functions/AverageE.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Model; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Asteroids.Functions 9 | { 10 | public class AverageE : BaseFunction 11 | { 12 | private int _length; 13 | private double factor; 14 | private double preLastValue; 15 | private double lastValue; 16 | 17 | public AverageE() 18 | { 19 | Name = "AverageE"; 20 | Description = "指数求平均"; 21 | lastValue = JPR.NaN; 22 | } 23 | 24 | public void SetParameters(int length) 25 | { 26 | _length = length; 27 | factor = 2d / (length + 1); 28 | lastValue = JPR.NaN; 29 | } 30 | 31 | public double Caculate(double data) 32 | { 33 | double result; 34 | if (lastValue == JPR.NaN) 35 | { 36 | preLastValue = lastValue = data; 37 | result = lastValue; 38 | } 39 | else 40 | { 41 | preLastValue = lastValue; 42 | lastValue = lastValue + factor * (data - lastValue); 43 | result = lastValue; 44 | } 45 | return result; 46 | } 47 | 48 | public void ResetValue() 49 | { 50 | lastValue = preLastValue; 51 | } 52 | 53 | public int Length 54 | { 55 | get { return _length; } 56 | } 57 | } 58 | } 59 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Functions/AverageS.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Model; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Asteroids.Functions 9 | { 10 | public class AverageS : BaseFunction 11 | { 12 | private int _length; 13 | private List tmpList; 14 | 15 | public AverageS() 16 | { 17 | Name = "AverageS"; 18 | Description = "简单求平均"; 19 | tmpList = new List(); 20 | } 21 | 22 | public void SetParameters(int length) 23 | { 24 | _length = length; 25 | tmpList.Clear(); 26 | } 27 | 28 | public void Clear() 29 | { 30 | tmpList.Clear(); 31 | } 32 | 33 | public double AddValue(double data) 34 | { 35 | double result; 36 | if (tmpList.Count > 0 && tmpList.Count == _length) 37 | { tmpList.RemoveAt(0); } 38 | else if (tmpList.Count > _length) 39 | { throw new Exception("计算数量超出范围"); } 40 | tmpList.Add(data); 41 | if (tmpList.Count == _length) 42 | { result = tmpList.Average(); } 43 | else 44 | { result = JPR.NaN; } 45 | return result; 46 | } 47 | 48 | public void RemoveLast() 49 | { 50 | tmpList.RemoveAt(tmpList.Count - 1); 51 | } 52 | 53 | public int Length 54 | { 55 | get { return _length; } 56 | } 57 | 58 | public double REF(int refidx) 59 | { 60 | if (refidx >= 0 && refidx < _length && refidx < tmpList.Count) 61 | { 62 | return tmpList[tmpList.Count - refidx - 1]; 63 | } 64 | else 65 | return JPR.NaN; 66 | } 67 | } 68 | } 69 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Functions/BaseFunction.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Asteroids.Functions 8 | { 9 | public class BaseFunction 10 | { 11 | /// 12 | /// 方法名称 13 | /// 14 | public string Name { get; set; } 15 | /// 16 | /// 方法描述 17 | /// 18 | public string Description { get; set; } 19 | 20 | } 21 | } 22 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Functions/MaxValue.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Model; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Asteroids.Functions 9 | { 10 | public class MaxValue : BaseFunction 11 | { 12 | private int _length; 13 | private List tmpList; 14 | 15 | public MaxValue() 16 | { 17 | Name = "MaxValue"; 18 | Description = "求最高值"; 19 | tmpList = new List(); 20 | } 21 | 22 | public void SetParameters(int length) 23 | { 24 | _length = length; 25 | tmpList.Clear(); 26 | } 27 | 28 | public double AddValue(double data) 29 | { 30 | double result; 31 | if (tmpList.Count == _length) 32 | { tmpList.RemoveAt(0); } 33 | else if (tmpList.Count > _length) 34 | { throw new Exception("计算数量超出范围"); } 35 | tmpList.Add(data); 36 | if (tmpList.Count == _length) 37 | { result = tmpList.Max(); } 38 | else 39 | { result = JPR.NaN; } 40 | return result; 41 | } 42 | 43 | public void RemoveLast() 44 | { 45 | tmpList.RemoveAt(tmpList.Count - 1); 46 | } 47 | 48 | public int Length 49 | { 50 | get { return _length; } 51 | } 52 | } 53 | } 54 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Functions/MinValue.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Model; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Asteroids.Functions 9 | { 10 | public class MinValue : BaseFunction 11 | { 12 | private int _length; 13 | private List tmpList; 14 | 15 | public MinValue() 16 | { 17 | Name = "MinValue"; 18 | Description = "求最低值"; 19 | tmpList = new List(); 20 | } 21 | 22 | public void SetParameters(int length) 23 | { 24 | _length = length; 25 | tmpList.Clear(); 26 | } 27 | 28 | public double AddValue(double data) 29 | { 30 | double result; 31 | if (tmpList.Count == _length) 32 | { tmpList.RemoveAt(0); } 33 | else if (tmpList.Count > _length) 34 | { throw new Exception("计算数量超出范围"); } 35 | tmpList.Add(data); 36 | if (tmpList.Count == _length) 37 | { result = tmpList.Min(); } 38 | else 39 | { result = JPR.NaN; } 40 | return result; 41 | } 42 | 43 | public void RemoveLast() 44 | { 45 | tmpList.RemoveAt(tmpList.Count - 1); 46 | } 47 | 48 | public int Length 49 | { 50 | get { return _length; } 51 | } 52 | } 53 | } 54 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Indicators/IndicatorGraph.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Model.Enums; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Drawing; 5 | using System.Linq; 6 | using System.Text; 7 | using System.Threading.Tasks; 8 | 9 | namespace Asteroids.Indicators 10 | { 11 | public class IndicatorGraph 12 | { 13 | private List _colors; 14 | 15 | private List _values; 16 | 17 | public IndicatorGraph() 18 | { 19 | _values = new List(); 20 | _colors = new List(); 21 | } 22 | /// 23 | /// 图形名称 24 | /// 25 | public string Name { get; set; } 26 | /// 27 | /// 图形标签 28 | /// 29 | public string Tag { get; set; } 30 | /// 31 | /// 图形样式 32 | /// 33 | public EnumLineStyle LineStyle { get; set; } 34 | /// 35 | /// 图形颜色 36 | /// 37 | public List Colors 38 | { 39 | get { return _colors; } 40 | } 41 | /// 42 | /// 图形值 43 | /// 44 | public List Values 45 | { 46 | get { return _values; } 47 | } 48 | 49 | /// 50 | /// 添加值 51 | /// 52 | /// 53 | /// 54 | public void AddValue(double value, Color color) 55 | { 56 | _values.Add(value); 57 | _colors.Add(color); 58 | } 59 | 60 | public void RemoveLast() 61 | { 62 | _values.RemoveAt(_values.Count - 1); 63 | _colors.RemoveAt(_colors.Count - 1); 64 | } 65 | /// 66 | /// 清空记录 67 | /// 68 | public void Clear() 69 | { 70 | _values.Clear(); 71 | _colors.Clear(); 72 | } 73 | } 74 | } 75 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Indicators/MA.cs: -------------------------------------------------------------------------------- 1 | using Asteroids.Functions; 2 | using EPI.CSharp.Model; 3 | using EPI.CSharp.Model.Enums; 4 | using System; 5 | using System.Collections.Generic; 6 | using System.Drawing; 7 | using System.Linq; 8 | using System.Text; 9 | using System.Threading.Tasks; 10 | 11 | namespace Asteroids.Indicators 12 | { 13 | public class MA : BaseIndicator 14 | { 15 | private EnumBarStruct barStruct; 16 | private int _length; 17 | private AverageS averageS; 18 | 19 | public MA(List barDatas, EnumBarStruct objBarStruct = EnumBarStruct.Close, 20 | int length = 10, bool isSimpleMode = true, bool isShowInMain = true, string tag = "1") 21 | : base(barDatas) 22 | { 23 | Tag = tag; 24 | _length = length; 25 | barStruct = objBarStruct; 26 | IsSimpleMode = isSimpleMode; 27 | string paramTag = string.Format("({0},{1})", barStruct.ToString(), _length); 28 | Name = string.Format("MA{0}", paramTag); 29 | Description = "移动平均"; 30 | valueDict.Add("MA", new List()); 31 | if (!IsSimpleMode) 32 | { 33 | graphDict.Add("MA", new IndicatorGraph() { Name = "MA", Tag = paramTag, LineStyle = EnumLineStyle.SolidLine }); 34 | } 35 | averageS = new AverageS(); 36 | IsShowInMain = isShowInMain; 37 | Caculate(); 38 | } 39 | 40 | public void SetParameters(EnumBarStruct objBarStruct, int length) 41 | { 42 | if (objBarStruct != barStruct || length != _length) 43 | { 44 | string paramTag = string.Format("({0},{1})", objBarStruct.ToString(), length); 45 | Name = string.Format("MA{0}", paramTag); 46 | if (!IsSimpleMode) 47 | { 48 | graphDict["MA"].Tag = paramTag; 49 | } 50 | barStruct = objBarStruct; 51 | _length = length; 52 | Caculate(); 53 | } 54 | } 55 | 56 | protected override void Caculate() 57 | { 58 | valueDict["MA"].Clear(); 59 | if (!IsSimpleMode) 60 | { 61 | graphDict["MA"].Clear(); 62 | } 63 | averageS.SetParameters(_length); 64 | if (barDatas != null && Count != 0) 65 | { 66 | for (int i = 0; i < Count; i++) 67 | { 68 | GenerateSMA(i); 69 | } 70 | } 71 | base.Caculate(); 72 | } 73 | 74 | private void GenerateSMA(int i) 75 | { 76 | BarData curData = null; 77 | if (i >= barDatas.Count) 78 | { 79 | curData = GetBarData(0); 80 | } 81 | else 82 | { 83 | curData = barDatas[i]; 84 | } 85 | double value = averageS.AddValue(GetData(curData)); 86 | valueDict["MA"].Add(value); 87 | if (!IsSimpleMode) 88 | { 89 | graphDict["MA"].AddValue(value, Color.Yellow); 90 | } 91 | } 92 | 93 | public override void UpdateBarData(BarData bar) 94 | { 95 | base.UpdateBarData(bar); 96 | valueDict["MA"].RemoveAt(Count - 1); 97 | if (!IsSimpleMode) 98 | { 99 | graphDict["MA"].RemoveLast(); 100 | } 101 | averageS.RemoveLast(); 102 | GenerateSMA(Count - 1); 103 | 104 | 105 | } 106 | 107 | public override void AddBarData(BarData bar) 108 | { 109 | base.AddBarData(bar); 110 | GenerateSMA(Count - 1); 111 | } 112 | 113 | private double GetData(BarData bar) 114 | { 115 | double data; 116 | switch (barStruct) 117 | { 118 | case EnumBarStruct.Open: 119 | data = bar.Open; 120 | break; 121 | case EnumBarStruct.High: 122 | data = bar.High; 123 | break; 124 | case EnumBarStruct.Low: 125 | data = bar.Low; 126 | break; 127 | case EnumBarStruct.Close: 128 | data = bar.Close; 129 | break; 130 | case EnumBarStruct.Volume: 131 | data = bar.Volume; 132 | break; 133 | case EnumBarStruct.OpenInterest: 134 | data = bar.OpenInterest; 135 | break; 136 | case EnumBarStruct.Amount: 137 | data = bar.Amount; 138 | break; 139 | default: 140 | data = 0; 141 | break; 142 | } 143 | return data; 144 | } 145 | 146 | public List GetValues() 147 | { 148 | return valueDict["MA"]; 149 | } 150 | 151 | public double GetValue(int index) 152 | { 153 | if (index >= 0 && index < Count) 154 | return valueDict["MA"][index]; 155 | else 156 | return JPR.NaN; 157 | } 158 | 159 | public double GetLast() 160 | { 161 | if (Count != 0) 162 | return valueDict["MA"][Count - 1]; 163 | else 164 | return JPR.NaN; 165 | } 166 | 167 | public int Length 168 | { 169 | get { return _length; } 170 | } 171 | 172 | public int DataType 173 | { 174 | get { return barStruct.GetHashCode(); } 175 | } 176 | } 177 | } 178 | -------------------------------------------------------------------------------- /CSharp/Asteroids/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Asteroids")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("Asteroids")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("20677463-0008-4077-85d1-f439b7e49dd2")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/Commons/Commons.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {704F62D5-467C-4701-BE8E-020984078F74} 8 | Library 9 | Properties 10 | EPI.CSharp.Commons 11 | Commons 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 55 | -------------------------------------------------------------------------------- /CSharp/Commons/NetHelper.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.IO; 4 | using System.Linq; 5 | using System.Net; 6 | using System.Text; 7 | using System.Threading.Tasks; 8 | 9 | namespace EPI.CSharp.Commons 10 | { 11 | public class NetHelper 12 | { 13 | #region 公共方法 14 | /// 15 | /// Get数据接口 16 | /// 17 | /// 接口地址 18 | /// 19 | public string GetWebRequest(string getUrl) 20 | { 21 | string responseContent = ""; 22 | 23 | HttpWebRequest request = (HttpWebRequest)WebRequest.Create(getUrl); 24 | request.ContentType = "application/json"; 25 | request.Method = "GET"; 26 | 27 | HttpWebResponse response = (HttpWebResponse)request.GetResponse(); 28 | //在这里对接收到的页面内容进行处理 29 | using (Stream resStream = response.GetResponseStream()) 30 | { 31 | using (StreamReader reader = new StreamReader(resStream, Encoding.UTF8)) 32 | { 33 | responseContent = reader.ReadToEnd().ToString(); 34 | } 35 | } 36 | return responseContent; 37 | } 38 | /// 39 | /// Post数据接口 40 | /// 41 | /// 接口地址 42 | /// 提交json数据 43 | /// 编码方式(Encoding.UTF8) 44 | /// 45 | public string PostWebRequest(string postUrl, string paramData, Encoding dataEncode) 46 | { 47 | string responseContent = string.Empty; 48 | try 49 | { 50 | byte[] byteArray = dataEncode.GetBytes(paramData); //转化 51 | HttpWebRequest webReq = (HttpWebRequest)WebRequest.Create(new Uri(postUrl)); 52 | webReq.Method = "POST"; 53 | webReq.ContentType = "application/x-www-form-urlencoded"; 54 | webReq.ContentLength = byteArray.Length; 55 | using (Stream reqStream = webReq.GetRequestStream()) 56 | { 57 | reqStream.Write(byteArray, 0, byteArray.Length);//写入参数 58 | //reqStream.Close(); 59 | } 60 | using (HttpWebResponse response = (HttpWebResponse)webReq.GetResponse()) 61 | { 62 | //在这里对接收到的页面内容进行处理 63 | using (StreamReader sr = new StreamReader(response.GetResponseStream(), Encoding.Default)) 64 | { 65 | responseContent = sr.ReadToEnd().ToString(); 66 | } 67 | } 68 | } 69 | catch (Exception ex) 70 | { 71 | return ex.Message; 72 | } 73 | return responseContent; 74 | } 75 | 76 | #endregion 77 | } 78 | } 79 | -------------------------------------------------------------------------------- /CSharp/Commons/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("FCommons")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("FCommons")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("704f62d5-467c-4701-be8e-020984078f74")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/Commons/StringHelper.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Commons 8 | { 9 | public static class StringHelper 10 | { 11 | /// 12 | /// 转换周期为分钟数 13 | /// 14 | /// 15 | /// 16 | public static int ConvertCycleToMinute(string cycle) 17 | { 18 | cycle = cycle.ToUpper(); 19 | var sign = cycle[cycle.Length - 1]; 20 | var numStr = cycle.Substring(0, cycle.Length - 1); 21 | var num = 0; 22 | if (int.TryParse(numStr, out num)) 23 | { 24 | if (sign == 'H') 25 | { 26 | return num * 60; 27 | } 28 | else if (sign == 'D') 29 | { 30 | return num * 60 * 24; 31 | } 32 | else if (sign == 'W') 33 | { 34 | return num * 60 * 24 * 7; 35 | } 36 | else if (sign == 'U') 37 | { 38 | return num * 60 * 24 * 30; 39 | } 40 | else if (sign == 'Y') 41 | { 42 | return num * 60 * 24 * 365; 43 | } 44 | else 45 | { 46 | return num; 47 | } 48 | } 49 | else return -1; 50 | } 51 | 52 | /// 53 | /// 是否标准合约 54 | /// 55 | /// 周期 56 | /// 57 | public static bool IsStandardCycle(string cycle) 58 | { 59 | cycle = cycle.ToUpper(); 60 | return cycle == "1M" || cycle == "3M" || cycle == "5M" || cycle == "15M" || cycle == "1D"; 61 | } 62 | 63 | /// 64 | /// 获取提取数据数量 65 | /// 66 | /// 67 | /// 68 | /// 69 | /// 70 | public static int GetTakeNumber(string cycle, string minCycle, int takeNumber) 71 | { 72 | char symbol = cycle[cycle.Length - 1]; 73 | int usrNum = int.Parse(RemoveNotNumber(cycle)); 74 | if (symbol == 'M') 75 | { 76 | int realNum = int.Parse(RemoveNotNumber(minCycle)); 77 | return takeNumber * (usrNum / realNum); 78 | } 79 | else if (symbol == 'H') 80 | { 81 | return takeNumber * 4 * usrNum; 82 | } 83 | else if (symbol == 'W') 84 | { 85 | return takeNumber * 7 * usrNum; 86 | } 87 | else if (symbol == 'U') 88 | { 89 | return takeNumber * 30 * usrNum; 90 | } 91 | else 92 | { 93 | return takeNumber * 360 * usrNum; 94 | } 95 | } 96 | 97 | /// 98 | /// 创建数据库字符串（In内字符串） 99 | /// 100 | /// 字符串队列 101 | /// 是否数字 102 | /// 103 | public static string CreateDBInStr(string[] strArray, bool isNumber = true) 104 | { 105 | for (int i = 0; i < strArray.Length; i++) 106 | { 107 | strArray[i] = strArray[i].Replace("'", "''"); 108 | } 109 | if (isNumber) 110 | return string.Join(",", strArray); 111 | else 112 | return string.Format("'{0}'", string.Join("','", strArray)); 113 | } 114 | 115 | /// 116 | /// 返回构成周期 117 | /// 118 | /// 119 | /// 120 | public static string ComposeCycle(string objCycle) 121 | { 122 | if (RemoveNumber(objCycle) == "U" || RemoveNumber(objCycle) == "W" || RemoveNumber(objCycle) == "Y" || RemoveNumber(objCycle) == "D") 123 | { return "1D"; } 124 | else if (RemoveNumber(objCycle) == "H") 125 | { return "15M"; } 126 | else if (IsStandardCycle(objCycle)) 127 | { return objCycle; } 128 | else if (RemoveNumber(objCycle) == "M") 129 | { 130 | int Number = 1; 131 | if (int.TryParse(RemoveNotNumber(objCycle), out Number)) 132 | { 133 | if (Number % 15 == 0) 134 | { return "15M"; } 135 | else if (Number % 5 == 0) 136 | { return "5M"; } 137 | else if (Number % 3 == 0) 138 | { return "3M"; } 139 | else 140 | { return "1M"; } 141 | } 142 | else 143 | { return "1M"; } 144 | } 145 | else 146 | { return null; } 147 | } 148 | 149 | /// 150 | /// 去掉字符串中的数字 151 | /// 152 | /// 关键字 153 | /// 154 | public static string RemoveNumber(string key) 155 | { 156 | return System.Text.RegularExpressions.Regex.Replace(key, @"\d", ""); 157 | } 158 | 159 | /// 160 | /// 去掉字符串中的非数字 161 | /// 162 | /// 关键字 163 | /// 164 | public static string RemoveNotNumber(string key) 165 | { 166 | return System.Text.RegularExpressions.Regex.Replace(key, @"[^\d]*", ""); 167 | } 168 | 169 | } 170 | } 171 | -------------------------------------------------------------------------------- /CSharp/DataAccess/BaseDataAccess.cs: -------------------------------------------------------------------------------- 1 | using MySql.Data.MySqlClient; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Configuration; 5 | using System.Linq; 6 | using System.Text; 7 | using System.Threading.Tasks; 8 | 9 | namespace EPI.CSharp.DataAccess 10 | { 11 | public class BaseDataAccess 12 | { 13 | 14 | 15 | public BaseDataAccess() 16 | { 17 | string constr = ConfigurationManager.ConnectionStrings["MySqlConn"].ConnectionString.ToString(); 18 | //string constr = "Server=localhost;Data Source=127.0.0.1;User ID=root;Password=1234;DataBase=mysql;Charset=gb2312;"; 19 | MySqlConnection conn = new MySqlConnection(constr); 20 | conn.Open(); 21 | MySqlCommand cmd = new MySqlCommand("select * from Users", conn); 22 | MySqlDataReader dr = cmd.ExecuteReader(); 23 | 24 | //dr.Close(); 25 | conn.Close(); 26 | 27 | } 28 | 29 | } 30 | } 31 | -------------------------------------------------------------------------------- /CSharp/DataAccess/ContractMySql.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Commons; 2 | using EPI.CSharp.Model; 3 | using MySql.Data.MySqlClient; 4 | using System; 5 | using System.Collections.Generic; 6 | using System.Data; 7 | using System.Linq; 8 | using System.Text; 9 | using System.Threading.Tasks; 10 | 11 | namespace EPI.CSharp.DataAccess 12 | { 13 | public class ContractMySql: BaseMySql 14 | { 15 | /// 16 | /// 获取合约信息 17 | /// 18 | /// 19 | public List GetContracts() 20 | { 21 | List contractList = new List(); 22 | string sql = @"select * from contracts where status=1"; 23 | DataTable dt = ExcuteDataTable(sql, null); 24 | if (dt!=null) 25 | { 26 | foreach(DataRow row in dt.Rows) 27 | { 28 | Contracts contract = new Contracts() 29 | { 30 | Contract = row["Code"].ToString(), 31 | Category = row["Category"].ToString(), 32 | PriceTick = double.Parse(row["PriceTick"].ToString()), 33 | VolumeMultiple = double.Parse(row["VolumeMultiple"].ToString()), 34 | Fee = double.Parse(row["Fee"].ToString()), 35 | Margin = double.Parse(row["Margin"].ToString()) 36 | }; 37 | contractList.Add(contract); 38 | } 39 | } 40 | return contractList; 41 | } 42 | 43 | /// 44 | /// 获取合约 45 | /// 46 | /// 47 | /// 48 | public List GetContracts(string[] contracts) 49 | { 50 | List contractList = new List(); 51 | string sql = @"select * from contracts where Status=1 and Code in("+ StringHelper.CreateDBInStr(contracts, false) + ")"; 52 | DataTable dt = ExcuteDataTable(sql, null); 53 | if (dt != null) 54 | { 55 | foreach (DataRow row in dt.Rows) 56 | { 57 | Contracts contract = new Contracts() 58 | { 59 | Contract = row["Code"].ToString(), 60 | Category = row["Category"].ToString(), 61 | PriceTick = double.Parse(row["PriceTick"].ToString()), 62 | VolumeMultiple = double.Parse(row["VolumeMultiple"].ToString()), 63 | Fee = double.Parse(row["Fee"].ToString()), 64 | Margin = double.Parse(row["Margin"].ToString()) 65 | }; 66 | contractList.Add(contract); 67 | } 68 | } 69 | return contractList; 70 | } 71 | } 72 | } 73 | -------------------------------------------------------------------------------- /CSharp/DataAccess/DataAccess.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {F1BE9AE9-8EC2-4D29-88F7-ADA74F20CCBA} 8 | Library 9 | Properties 10 | EPI.CSharp.DataAccess 11 | DataAccess 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | False 35 | ..\Resources\MySql.Data.dll 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | {704f62d5-467c-4701-be8e-020984078f74} 57 | Commons 58 | 59 | 60 | {fca5e410-9f2b-4a74-a7ae-45227d92e64d} 61 | Models 62 | 63 | 64 | 65 | 72 | -------------------------------------------------------------------------------- /CSharp/DataAccess/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("DataAccess")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("DataAccess")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("f1be9ae9-8ec2-4d29-88f7-ada74f20ccba")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/DataAccess/UserMySql.cs: -------------------------------------------------------------------------------- 1 | using MySql.Data.MySqlClient; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Data; 5 | using System.Linq; 6 | using System.Text; 7 | using System.Threading.Tasks; 8 | 9 | namespace EPI.CSharp.DataAccess 10 | { 11 | public class UserMySql: BaseMySql 12 | { 13 | public void GetUserInfo() 14 | { 15 | string sql = @"select * from log_account where (createtime between @startTime and @endTime) and (serverinfo like @serverinfo)"; 16 | List Paramter = new List(); 17 | //Paramter.Add(new MySqlParameter("@startTime", startTime)); 18 | //Paramter.Add(new MySqlParameter("@endTime", endTime)); 19 | //Paramter.Add(new MySqlParameter("@serverinfo", (ConfManager.Ins.currentConf.serverid + "-%"))); 20 | //DataTable data = DbManager.Ins.ExcuteDataTable(sql, Paramter.ToArray()); 21 | 22 | } 23 | } 24 | } 25 | -------------------------------------------------------------------------------- /CSharp/FTCenter/FTCenter.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {233CC9AF-80B2-45AF-B678-9C2C43FC842B} 8 | Library 9 | Properties 10 | EPI.CSharp.FTCenter 11 | FTCenter 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 53 | -------------------------------------------------------------------------------- /CSharp/FTCenter/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("FTCenter")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("FTCenter")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("233cc9af-80b2-45af-b678-9c2c43fc842b")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/FTWorker/FTWorker.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {FD6B0D80-394B-40DD-8D29-7EC28A4B54C2} 8 | Library 9 | Properties 10 | EPI.CSharp.FTWorker 11 | FTWorker 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 53 | -------------------------------------------------------------------------------- /CSharp/FTWorker/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("FTWorker")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("FTWorker")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("fd6b0d80-394b-40dd-8d29-7ec28a4b54c2")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/Model/BarData.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class BarData 10 | { 11 | public BarData() 12 | { 13 | 14 | } 15 | public BarData(BarData bar) 16 | { 17 | Contract = bar.Contract; 18 | Cycle = bar.Cycle; 19 | Open = bar.Open; 20 | High = bar.High; 21 | Low = bar.Low; 22 | Volume = bar.Volume; 23 | OpenInterest = bar.OpenInterest; 24 | Amount = bar.Amount; 25 | Close = bar.Close; 26 | Offset = bar.Offset; 27 | RealDay = bar.RealDay; 28 | TradingDay = bar.TradingDay; 29 | UpdateTime = bar.UpdateTime; 30 | } 31 | /// 32 | /// 合约名 33 | /// 34 | public string Contract { get; set; } 35 | /// 36 | /// 周期 37 | /// 38 | public string Cycle { get; set; } 39 | /// 40 | /// 开盘价 41 | /// 42 | public double Open { get; set; } 43 | /// 44 | /// 收盘价 45 | /// 46 | public double Close { get; set; } 47 | /// 48 | /// 最高价 49 | /// 50 | public double High { get; set; } 51 | /// 52 | /// 最低价 53 | /// 54 | public double Low { get; set; } 55 | /// 56 | /// 成交量 57 | /// 58 | public double Volume { get; set; } 59 | /// 60 | /// 持仓量 61 | /// 62 | public double OpenInterest { get; set; } 63 | /// 64 | /// 成交金额 65 | /// 66 | public double Amount { get; set; } 67 | /// 68 | /// 偏移量 69 | /// 70 | public double Offset { get; set; } 71 | /// 72 | /// 真实日期 73 | /// 74 | public string RealDay { get; set; } 75 | /// 76 | /// 交易日 77 | /// 78 | public string TradingDay { get; set; } 79 | /// 80 | /// 更新时间(HH:mm:ss) 81 | /// 82 | public string UpdateTime { get; set; } 83 | 84 | /// 85 | /// 真实时间 86 | /// 87 | public DateTime RealDateTime 88 | { 89 | get 90 | { 91 | return DateTime.ParseExact(string.Format("{0} {1}", RealDay, UpdateTime.Length == 5 ? UpdateTime + ":00" : UpdateTime), "yyyyMMdd HH:mm:ss", null); 92 | } 93 | } 94 | 95 | } 96 | } 97 | -------------------------------------------------------------------------------- /CSharp/Model/Contracts.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class Contracts 10 | { 11 | public string Contract { get; set; } 12 | 13 | public string Category { get; set; } 14 | 15 | public double PriceTick { get; set; } 16 | 17 | public double VolumeMultiple { get; set; } 18 | 19 | public double Fee { get; set; } 20 | 21 | public double Margin { get; set; } 22 | } 23 | } 24 | -------------------------------------------------------------------------------- /CSharp/Model/DailyMoneys.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class DailyMoneys 10 | { 11 | public int Id { get; set; } 12 | 13 | public int UserId { get; set; } 14 | 15 | public string StrategyId { get; set; } 16 | 17 | public double Right { get; set; } 18 | 19 | public double Profit { get; set; } 20 | 21 | public double BaseYield { get; set; } 22 | 23 | public double CompoundYield { get; set; } 24 | 25 | public double NetValue { get; set; } 26 | 27 | public double Fee { get; set; } 28 | 29 | public int NetVolume { get; set; } 30 | 31 | public double UsedMargin { get; set; } 32 | 33 | public DateTime CreateTime { get; set; } 34 | } 35 | } 36 | -------------------------------------------------------------------------------- /CSharp/Model/Enums/EnumBarStruct.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model.Enums 8 | { 9 | public enum EnumBarStruct 10 | { 11 | Open = 0, 12 | High = 1, 13 | Low = 2, 14 | Close = 3, 15 | Average = 4, 16 | Volume = 5, 17 | OpenInterest = 6, 18 | Amount = 7 19 | } 20 | } 21 | -------------------------------------------------------------------------------- /CSharp/Model/Enums/EnumLineStyle.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model.Enums 8 | { 9 | public enum EnumLineStyle 10 | { 11 | SolidLine = 1, 12 | DashLine = 2, 13 | DotLine = 3, 14 | DashDotLine = 4, 15 | DashDotDotLine = 5, 16 | Steam = 6, 17 | Point = 7, 18 | Circle = 8 19 | } 20 | } 21 | -------------------------------------------------------------------------------- /CSharp/Model/Enums/EnumOrderStatus.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model.Enums 8 | { 9 | public enum EnumOrderStatus : byte 10 | { 11 | /// 12 | /// 全部成交 13 | /// 14 | AllTraded = (byte)'0', 15 | /// 16 | /// 部分成交还在队列中 17 | /// 18 | PartTradedQueueing = (byte)'1', 19 | /// 20 | /// 部分成交不在队列中 21 | /// 22 | PartTradedNotQueueing = (byte)'2', 23 | /// 24 | /// 未成交还在队列中 25 | /// 26 | NoTradeQueueing = (byte)'3', 27 | /// 28 | /// 未成交不在队列中 29 | /// 30 | NoTradeNotQueueing = (byte)'4', 31 | /// 32 | /// 撤单 33 | /// 34 | Canceled = (byte)'5', 35 | /// 36 | /// 限制 37 | /// 38 | Limit = (byte)'6', 39 | /// 40 | /// 未知 41 | /// 42 | Unknown = (byte)'a', 43 | /// 44 | /// 尚未触发 45 | /// 46 | NotTouched = (byte)'b', 47 | /// 48 | /// 已触发 49 | /// 50 | Touched = (byte)'c', 51 | /// 52 | /// 交易中心已收到 53 | /// 54 | CenterReceived = (byte)'d', 55 | /// 56 | /// 算法服务器已接收 57 | /// 58 | AlgServerReceived = (byte)'e', 59 | /// 60 | /// 错误 61 | /// 62 | Error = (byte)'f', 63 | /// 64 | /// 待撤 65 | /// 66 | WaitCancel = (byte)'w' 67 | } 68 | } 69 | -------------------------------------------------------------------------------- /CSharp/Model/Enums/EnumSide.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model.Enums 8 | { 9 | public enum EnumSide : byte 10 | { 11 | /// 12 | /// 买 13 | /// 14 | Buy = (byte)'1', 15 | /// 16 | /// 卖 17 | /// 18 | Sell = (byte)'2' 19 | } 20 | } 21 | -------------------------------------------------------------------------------- /CSharp/Model/JPR.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public static class JPR 10 | { 11 | /// 12 | /// 非有效数值 13 | /// 14 | public const double NaN = -3.1415926; 15 | /// 16 | /// 是非有效数 17 | /// 18 | public static bool IsNaN(double value) 19 | { 20 | return value == -3.142 || value == -3.1415926 || value == -3.141593 || value == -3.1415925; 21 | } 22 | /// 23 | /// 是非有效数 24 | /// 25 | public static bool IsNaN(float value) 26 | { 27 | return value == -3.142f || value == -3.141593f || value == -3.141592f || value == -3.1415925f; 28 | } 29 | 30 | /// 31 | /// 判断是否为正常价格 32 | /// 33 | public static bool IsValidPrice(double price, bool isGroup) 34 | { 35 | if (isGroup) 36 | return !JPR.IsNaN(price) && price != double.MaxValue && price != double.MinValue; 37 | else 38 | return !JPR.IsNaN(price) && price != 0 && price != double.MaxValue && price != double.MinValue; 39 | } 40 | } 41 | } 42 | -------------------------------------------------------------------------------- /CSharp/Model/Messages.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class Messages 10 | { 11 | public int Id { get; set; } 12 | 13 | public string OrderId { get; set; } 14 | 15 | public string MsgType { get; set; } 16 | 17 | public string MsgContent { get; set; } 18 | 19 | public DateTime CreateTime { get; set; } 20 | } 21 | } 22 | -------------------------------------------------------------------------------- /CSharp/Model/Models.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {FCA5E410-9F2B-4A74-A7AE-45227D92E64D} 8 | Library 9 | Properties 10 | EPI.CSharp.Model 11 | Model 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 72 | -------------------------------------------------------------------------------- /CSharp/Model/Orders.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Model.Enums; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace EPI.CSharp.Model 9 | { 10 | public class Orders 11 | { 12 | public string OrderId { get; set; } 13 | 14 | public int UserId { get; set; } 15 | 16 | public string StrategyId { get; set; } 17 | 18 | public string OrderType { get; set; } 19 | 20 | public string Contract { get; set; } 21 | 22 | private EnumSide _eSide; 23 | /// 24 | /// 买卖（通讯字段） 25 | /// 26 | public EnumSide ESide 27 | { 28 | get { return _eSide; } 29 | set 30 | { 31 | _eSide = value; 32 | _side = _eSide.ToString(); 33 | } 34 | } 35 | 36 | private string _side; 37 | /// 38 | /// 买卖（数据库字段） 39 | /// 40 | public string Side 41 | { 42 | get { return _side; } 43 | set 44 | { 45 | _side = value; 46 | _eSide = (EnumSide)Enum.Parse(typeof(EnumSide), _side); 47 | } 48 | } 49 | 50 | public double InsertPrice { get; set; } 51 | 52 | public int InsertVolume { get; set; } 53 | 54 | public DateTime InsertTime { get; set; } 55 | 56 | public double TradedPrice { get; set; } 57 | 58 | public int TradedVolume { get; set; } 59 | 60 | public DateTime TradedTime { get; set; } 61 | 62 | public string RealAccount { get; set; } 63 | 64 | private EnumOrderStatus _eOrderStatus; 65 | /// 66 | /// 订单状态（通讯字段） 67 | /// 68 | public EnumOrderStatus EOrderStatus 69 | { 70 | get { return _eOrderStatus; } 71 | set 72 | { 73 | _eOrderStatus = value; 74 | _orderStatus = _eOrderStatus.ToString(); 75 | } 76 | } 77 | private string _orderStatus; 78 | /// 79 | /// 订单状态（数据库字段） 80 | /// 81 | public string OrderStatus 82 | { 83 | get { return _orderStatus; } 84 | set 85 | { 86 | _orderStatus = value; 87 | _eOrderStatus = (EnumOrderStatus)Enum.Parse(typeof(EnumOrderStatus), _orderStatus); 88 | } 89 | } 90 | 91 | public string TradeDay { get; set; } 92 | } 93 | } 94 | -------------------------------------------------------------------------------- /CSharp/Model/Positions.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class Positions 10 | { 11 | public Positions Clone() 12 | { 13 | return (Positions)this.MemberwiseClone(); 14 | } 15 | public int Id { get; set; } 16 | 17 | public int UserId { get; set; } 18 | 19 | public string StrategyId { get; set; } 20 | 21 | public string Contract { get; set; } 22 | 23 | public double LongPrice { get; set; } 24 | 25 | public int LongVolume { get; set; } 26 | 27 | public double ShortPrice { get; set; } 28 | 29 | public int ShortVolume { get; set; } 30 | public double LongMarketValue { get; set; } 31 | public double ShortMarketValue { get; set; } 32 | 33 | public double UsedMargin { get; set; } 34 | 35 | public double Fee { get; set; } 36 | 37 | public double SlippageFee { get; set; } 38 | public double LeftProfit { get; set; } 39 | 40 | public string LongUnitMarketValues { get; set; } 41 | 42 | public string ShortUnitMarketValues { get; set; } 43 | 44 | public int NetVolume { get { return LongVolume - ShortVolume; } } 45 | } 46 | } 47 | -------------------------------------------------------------------------------- /CSharp/Model/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("FModel")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("FModel")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("fca5e410-9f2b-4a74-a7ae-45227d92e64d")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/Model/Reports.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class Reports 10 | { 11 | public Reports() 12 | { 13 | 14 | } 15 | 16 | public Reports Clone() 17 | { 18 | return (Reports)this.MemberwiseClone(); 19 | } 20 | 21 | public string Id { get; set; } 22 | 23 | public string StrategyId { get; set; } 24 | 25 | public string StrategyName { get; set; } 26 | 27 | public int UserId { get; set; } 28 | 29 | public double InitRight { get; set; } 30 | 31 | public double TotalProfit { get; set; } 32 | 33 | public double TotalFee { get; set; } 34 | 35 | public double TotalSlippageFee { get; set; } 36 | 37 | public double MaxRight { get; set; } 38 | 39 | public double MaxUsedMargin { get; set; } 40 | 41 | public double MaxMarketValue { get; set; } 42 | 43 | public double MaxBack { get; set; } 44 | 45 | public DateTime MaxBackTime { get; set; } 46 | 47 | public double MaxWin { get; set; } 48 | 49 | public double MaxLoss { get; set; } 50 | 51 | public int TradedDays { get; set; } 52 | 53 | public double LongWinMoney { get; set; } 54 | 55 | public int LongWinCount { get; set; } 56 | 57 | public double ShortWinMoney { get; set; } 58 | 59 | public int ShortWinCount { get; set; } 60 | 61 | public double LongLossMoney { get; set; } 62 | 63 | public int LongLossCount { get; set; } 64 | 65 | public double ShortLossMoney { get; set; } 66 | 67 | public int ShortLossCount { get; set; } 68 | 69 | public int CurHoldDayCount { get; set; } 70 | 71 | public int MaxHoldDayCount { get; set; } 72 | 73 | public string UserFields { get; set; } 74 | } 75 | } 76 | -------------------------------------------------------------------------------- /CSharp/Model/ResData.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class ResData 10 | { 11 | public bool status { get; set; } 12 | public int code { get; set; } 13 | public string msg { get; set; } 14 | 15 | public object result { get; set; } 16 | } 17 | } 18 | -------------------------------------------------------------------------------- /CSharp/Model/Settings.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class Settings 10 | { 11 | public string StrategyName { get; set; } 12 | 13 | public double InitMoney { get; set; } 14 | 15 | public int MaxLongVolumeAllowed { get; set; } 16 | 17 | public int MaxShortVolumeAllowed { get; set; } 18 | 19 | public string[] Contracts { get; set; } 20 | 21 | public string[] Cycles { get; set; } 22 | 23 | } 24 | } 25 | -------------------------------------------------------------------------------- /CSharp/Model/Strategies.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class Strategies 10 | { 11 | public string StrategyId { get; set; } 12 | 13 | public string UserId { get; set; } 14 | 15 | public string Name { get; set; } 16 | 17 | public string Category { get; set; } 18 | 19 | public string StrategyParams { get; set; } 20 | 21 | public string StrategySettings { get; set; } 22 | 23 | public string StrategyWorker { get; set; } 24 | 25 | public string RealAccount { get; set; } 26 | 27 | public bool IsAuto { get; set; } 28 | 29 | public DateTime CreateTime { get; set; } 30 | } 31 | } 32 | -------------------------------------------------------------------------------- /CSharp/Model/TickData.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class TickData 10 | { 11 | public string Contract { get; set; } 12 | 13 | public double LastPrice { get; set; } 14 | 15 | public double AskPrice1 { get; set; } 16 | 17 | public int AskVolume1 { get; set; } 18 | 19 | public double BidPrice { get; set; } 20 | 21 | public int BidVolume { get; set; } 22 | 23 | public int Volume { get; set; } 24 | 25 | public double Amount { get; set; } 26 | 27 | public double OpenInst { get; set; } 28 | 29 | public DateTime RealTime { get; set; } 30 | 31 | public string TradeDay { get; set; } 32 | } 33 | } 34 | -------------------------------------------------------------------------------- /CSharp/Model/Trades.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Model.Enums; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace EPI.CSharp.Model 9 | { 10 | public class Trades 11 | { 12 | public int TradeId { get; set; } 13 | 14 | public string OrderId { get; set; } 15 | 16 | public int UserId { get; set; } 17 | 18 | public string StrategyId { get; set; } 19 | 20 | public string Contract { get; set; } 21 | 22 | private EnumSide _eSide; 23 | /// 24 | /// 买卖（通讯字段） 25 | /// 26 | public EnumSide ESide 27 | { 28 | get { return _eSide; } 29 | set 30 | { 31 | _eSide = value; 32 | _side = _eSide.ToString(); 33 | } 34 | } 35 | 36 | private string _side; 37 | /// 38 | /// 买卖（数据库字段） 39 | /// 40 | public string Side 41 | { 42 | get { return _side; } 43 | set 44 | { 45 | _side = value; 46 | _eSide = (EnumSide)Enum.Parse(typeof(EnumSide), _side); 47 | } 48 | } 49 | 50 | public double TradedPrice { get; set; } 51 | 52 | public double Fee { get; set; } 53 | 54 | public double SlippageFee { get; set; } 55 | 56 | public double Offset { get; set; } 57 | 58 | public string RealAccount { get; set; } 59 | 60 | public int TradedVolume { get; set; } 61 | 62 | public DateTime TradedTime { get; set; } 63 | 64 | public string TradeDay { get; set; } 65 | 66 | 67 | } 68 | } 69 | -------------------------------------------------------------------------------- /CSharp/Model/Users.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace EPI.CSharp.Model 8 | { 9 | public class Users 10 | { 11 | public int UserId { get; set; } 12 | 13 | public string UserName { get; set; } 14 | 15 | public string UserPwd { get; set; } 16 | 17 | public string Token { get; set; } 18 | } 19 | } 20 | -------------------------------------------------------------------------------- /CSharp/Quant/App.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | -------------------------------------------------------------------------------- /CSharp/Quant/Program.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Threading.Tasks; 5 | using System.Windows.Forms; 6 | 7 | namespace EPI.CSharp.Quant 8 | { 9 | static class Program 10 | { 11 | /// 12 | /// 应用程序的主入口点。 13 | /// 14 | [STAThread] 15 | static void Main() 16 | { 17 | Application.EnableVisualStyles(); 18 | Application.SetCompatibleTextRenderingDefault(false); 19 | Application.Run(new frmMain()); 20 | } 21 | } 22 | } 23 | -------------------------------------------------------------------------------- /CSharp/Quant/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Quant")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("Quant")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("8d9ac7cc-8612-4679-8bd5-93392a3f7f19")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/Quant/Properties/Resources.Designer.cs: -------------------------------------------------------------------------------- 1 | //------------------------------------------------------------------------------ 2 | // 3 | // 此代码由工具生成。 4 | // 运行时版本:4.0.30319.42000 5 | // 6 | // 对此文件的更改可能会导致不正确的行为，并且如果 7 | // 重新生成代码，这些更改将会丢失。 8 | // 9 | //------------------------------------------------------------------------------ 10 | 11 | namespace EPI.CSharp.Quant.Properties { 12 | using System; 13 | 14 | 15 | /// 16 | /// 一个强类型的资源类，用于查找本地化的字符串等。 17 | /// 18 | // 此类是由 StronglyTypedResourceBuilder 19 | // 类通过类似于 ResGen 或 Visual Studio 的工具自动生成的。 20 | // 若要添加或移除成员，请编辑 .ResX 文件，然后重新运行 ResGen 21 | // (以 /str 作为命令选项)，或重新生成 VS 项目。 22 | [global::System.CodeDom.Compiler.GeneratedCodeAttribute("System.Resources.Tools.StronglyTypedResourceBuilder", "4.0.0.0")] 23 | [global::System.Diagnostics.DebuggerNonUserCodeAttribute()] 24 | [global::System.Runtime.CompilerServices.CompilerGeneratedAttribute()] 25 | internal class Resources { 26 | 27 | private static global::System.Resources.ResourceManager resourceMan; 28 | 29 | private static global::System.Globalization.CultureInfo resourceCulture; 30 | 31 | [global::System.Diagnostics.CodeAnalysis.SuppressMessageAttribute("Microsoft.Performance", "CA1811:AvoidUncalledPrivateCode")] 32 | internal Resources() { 33 | } 34 | 35 | /// 36 | /// 返回此类使用的缓存的 ResourceManager 实例。 37 | /// 38 | [global::System.ComponentModel.EditorBrowsableAttribute(global::System.ComponentModel.EditorBrowsableState.Advanced)] 39 | internal static global::System.Resources.ResourceManager ResourceManager { 40 | get { 41 | if (object.ReferenceEquals(resourceMan, null)) { 42 | global::System.Resources.ResourceManager temp = new global::System.Resources.ResourceManager("EPI.CSharp.Quant.Properties.Resources", typeof(Resources).Assembly); 43 | resourceMan = temp; 44 | } 45 | return resourceMan; 46 | } 47 | } 48 | 49 | /// 50 | /// 使用此强类型资源类，为所有资源查找 51 | /// 重写当前线程的 CurrentUICulture 属性。 52 | /// 53 | [global::System.ComponentModel.EditorBrowsableAttribute(global::System.ComponentModel.EditorBrowsableState.Advanced)] 54 | internal static global::System.Globalization.CultureInfo Culture { 55 | get { 56 | return resourceCulture; 57 | } 58 | set { 59 | resourceCulture = value; 60 | } 61 | } 62 | } 63 | } 64 | -------------------------------------------------------------------------------- /CSharp/Quant/Properties/Resources.resx: -------------------------------------------------------------------------------- 1 |  2 | 3 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | 86 | 87 | 88 | 89 | 90 | 91 | 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 | 101 | 102 | 103 | 104 | 105 | 106 | text/microsoft-resx 107 | 108 | 109 | 2.0 110 | 111 | 112 | System.Resources.ResXResourceReader, System.Windows.Forms, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089 113 | 114 | 115 | System.Resources.ResXResourceWriter, System.Windows.Forms, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089 116 | 117 | -------------------------------------------------------------------------------- /CSharp/Quant/Properties/Settings.Designer.cs: -------------------------------------------------------------------------------- 1 | //------------------------------------------------------------------------------ 2 | // 3 | // 此代码由工具生成。 4 | // 运行时版本:4.0.30319.42000 5 | // 6 | // 对此文件的更改可能会导致不正确的行为，并且如果 7 | // 重新生成代码，这些更改将会丢失。 8 | // 9 | //------------------------------------------------------------------------------ 10 | 11 | namespace EPI.CSharp.Quant.Properties { 12 | 13 | 14 | [global::System.Runtime.CompilerServices.CompilerGeneratedAttribute()] 15 | [global::System.CodeDom.Compiler.GeneratedCodeAttribute("Microsoft.VisualStudio.Editors.SettingsDesigner.SettingsSingleFileGenerator", "14.0.0.0")] 16 | internal sealed partial class Settings : global::System.Configuration.ApplicationSettingsBase { 17 | 18 | private static Settings defaultInstance = ((Settings)(global::System.Configuration.ApplicationSettingsBase.Synchronized(new Settings()))); 19 | 20 | public static Settings Default { 21 | get { 22 | return defaultInstance; 23 | } 24 | } 25 | } 26 | } 27 | -------------------------------------------------------------------------------- /CSharp/Quant/Properties/Settings.settings: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | -------------------------------------------------------------------------------- /CSharp/Quant/Quant.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {8D9AC7CC-8612-4679-8BD5-93392A3F7F19} 8 | WinExe 9 | Properties 10 | EPI.CSharp.Quant 11 | Quant 12 | v4.5 13 | 512 14 | 15 | 16 | AnyCPU 17 | true 18 | full 19 | false 20 | bin\Debug\ 21 | DEBUG;TRACE 22 | prompt 23 | 4 24 | 25 | 26 | AnyCPU 27 | pdbonly 28 | true 29 | bin\Release\ 30 | TRACE 31 | prompt 32 | 4 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | Form 50 | 51 | 52 | frmMain.cs 53 | 54 | 55 | 56 | 57 | frmMain.cs 58 | 59 | 60 | ResXFileCodeGenerator 61 | Resources.Designer.cs 62 | Designer 63 | 64 | 65 | True 66 | Resources.resx 67 | True 68 | 69 | 70 | SettingsSingleFileGenerator 71 | Settings.Designer.cs 72 | 73 | 74 | True 75 | Settings.settings 76 | True 77 | 78 | 79 | 80 | 81 | 82 | 83 | 90 | -------------------------------------------------------------------------------- /CSharp/Quant/frmMain.Designer.cs: -------------------------------------------------------------------------------- 1 | namespace EPI.CSharp.Quant 2 | { 3 | partial class frmMain 4 | { 5 | /// 6 | /// 必需的设计器变量。 7 | /// 8 | private System.ComponentModel.IContainer components = null; 9 | 10 | /// 11 | /// 清理所有正在使用的资源。 12 | /// 13 | /// 如果应释放托管资源，为 true；否则为 false。 14 | protected override void Dispose(bool disposing) 15 | { 16 | if (disposing && (components != null)) 17 | { 18 | components.Dispose(); 19 | } 20 | base.Dispose(disposing); 21 | } 22 | 23 | #region Windows 窗体设计器生成的代码 24 | 25 | /// 26 | /// 设计器支持所需的方法 - 不要修改 27 | /// 使用代码编辑器修改此方法的内容。 28 | /// 29 | private void InitializeComponent() 30 | { 31 | this.SuspendLayout(); 32 | // 33 | // frmMain 34 | // 35 | this.AutoScaleDimensions = new System.Drawing.SizeF(6F, 12F); 36 | this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font; 37 | this.ClientSize = new System.Drawing.Size(791, 435); 38 | this.Name = "frmMain"; 39 | this.Text = "Quant"; 40 | this.ResumeLayout(false); 41 | 42 | } 43 | 44 | #endregion 45 | } 46 | } 47 | 48 | -------------------------------------------------------------------------------- /CSharp/Quant/frmMain.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.ComponentModel; 4 | using System.Data; 5 | using System.Drawing; 6 | using System.Linq; 7 | using System.Text; 8 | using System.Threading.Tasks; 9 | using System.Windows.Forms; 10 | 11 | namespace EPI.CSharp.Quant 12 | { 13 | public partial class frmMain : Form 14 | { 15 | public frmMain() 16 | { 17 | InitializeComponent(); 18 | } 19 | } 20 | } 21 | -------------------------------------------------------------------------------- /CSharp/Resources/MySql.Data.dll: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/epaiquant/quant/e8e385781a02e362f92cebc31183da1c1df1ee6c/CSharp/Resources/MySql.Data.dll -------------------------------------------------------------------------------- /CSharp/Resources/Newtonsoft.Json.dll: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/epaiquant/quant/e8e385781a02e362f92cebc31183da1c1df1ee6c/CSharp/Resources/Newtonsoft.Json.dll -------------------------------------------------------------------------------- /CSharp/Resources/ZeroMQ.4.1.0.26/.signature.p7s: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/epaiquant/quant/e8e385781a02e362f92cebc31183da1c1df1ee6c/CSharp/Resources/ZeroMQ.4.1.0.26/.signature.p7s -------------------------------------------------------------------------------- /CSharp/Resources/ZeroMQ.4.1.0.26/lib/net40/ZeroMQ.dll: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/epaiquant/quant/e8e385781a02e362f92cebc31183da1c1df1ee6c/CSharp/Resources/ZeroMQ.4.1.0.26/lib/net40/ZeroMQ.dll -------------------------------------------------------------------------------- /CSharp/Services/BaseService.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Commons; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Configuration; 5 | using System.Linq; 6 | using System.Text; 7 | using System.Threading.Tasks; 8 | 9 | namespace EPI.CSharp.Services 10 | { 11 | public class BaseService 12 | { 13 | #region 私有方法 14 | private string _hostUrl; // 主机Url 15 | private NetHelper _net; // 网络类 16 | 17 | #endregion 18 | 19 | public delegate void OnRtnLogDelegate(string msg, bool isError = false); 20 | /// 21 | /// 日志事件 22 | /// 23 | public event OnRtnLogDelegate OnRtnLogEvent; 24 | 25 | public delegate void OnRtnErrorDelegate(string title, Exception ex); 26 | /// 27 | /// 错误事件 28 | /// 29 | public event OnRtnErrorDelegate OnRtnErrorEvent; 30 | 31 | /// 32 | /// 网络帮助 33 | /// 34 | internal NetHelper Net { get { return _net; } } 35 | 36 | internal string HostUrl { get { return _hostUrl; } } 37 | 38 | public BaseService() 39 | { 40 | if (String.IsNullOrEmpty(ConfigurationManager.AppSettings["HostUrl"])) 41 | _hostUrl = "http://localhost:3000"; 42 | else 43 | _hostUrl = ConfigurationManager.AppSettings["HostUrl"]; 44 | _net = new NetHelper(); 45 | } 46 | 47 | /// 48 | /// 日志 49 | /// 50 | /// 消息 51 | /// 是否错误消息 52 | public void Log(string msg, bool isError = false) 53 | { 54 | if (OnRtnLogEvent != null) 55 | OnRtnLogEvent(msg, isError); 56 | } 57 | /// 58 | /// 日志 59 | /// 60 | /// 标题 61 | /// 异常 62 | public void Log(string title, Exception ex) 63 | { 64 | if (OnRtnErrorEvent != null) 65 | OnRtnErrorEvent(title, ex); 66 | } 67 | } 68 | } 69 | -------------------------------------------------------------------------------- /CSharp/Services/ContractService.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Commons; 2 | using EPI.CSharp.DataAccess; 3 | using EPI.CSharp.Model; 4 | using Newtonsoft.Json; 5 | using System; 6 | using System.Collections.Generic; 7 | using System.Linq; 8 | using System.Text; 9 | using System.Threading.Tasks; 10 | 11 | namespace EPI.CSharp.Services 12 | { 13 | public class ContractService : BaseService 14 | { 15 | /// 16 | /// 获取合约信息 17 | /// 18 | /// 19 | public List GetContracts() 20 | { 21 | try 22 | { 23 | ContractMySql contractMySql = new ContractMySql(); 24 | return contractMySql.GetContracts(); 25 | } 26 | catch(Exception ex) 27 | { 28 | Log("GetContracts", ex); 29 | return null; 30 | } 31 | } 32 | 33 | /// 34 | /// 获取合约信息 35 | /// 36 | /// 37 | public List GetContracts(string[] contracts) 38 | { 39 | try 40 | { 41 | ContractMySql contractMySql = new ContractMySql(); 42 | return contractMySql.GetContracts(contracts); 43 | } 44 | catch (Exception ex) 45 | { 46 | Log("GetContracts", ex); 47 | return null; 48 | } 49 | } 50 | } 51 | } 52 | -------------------------------------------------------------------------------- /CSharp/Services/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("FServices")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("FServices")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("0cb731cb-caf6-4495-b62a-b8083353e5f1")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/Services/Services.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {0CB731CB-CAF6-4495-B62A-B8083353E5F1} 8 | Library 9 | Properties 10 | EPI.CSharp.Services 11 | Services 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | ..\Resources\Newtonsoft.Json.dll 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | {704f62d5-467c-4701-be8e-020984078f74} 55 | Commons 56 | 57 | 58 | {f1be9ae9-8ec2-4d29-88f7-ada74f20ccba} 59 | DataAccess 60 | 61 | 62 | {fca5e410-9f2b-4a74-a7ae-45227d92e64d} 63 | Models 64 | 65 | 66 | 67 | 74 | -------------------------------------------------------------------------------- /CSharp/Services/UserService.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Commons; 2 | using EPI.CSharp.Model; 3 | using Newtonsoft.Json; 4 | using System; 5 | using System.Collections.Generic; 6 | using System.Linq; 7 | using System.Text; 8 | using System.Threading.Tasks; 9 | 10 | namespace EPI.CSharp.Services 11 | { 12 | public class UserService : BaseService 13 | { 14 | public Users Login(string userName, string userPwd) 15 | { 16 | var url = HostUrl + "/api/user/login"; 17 | var jsonResult = Net.PostWebRequest(url, string.Format("userName={0}&userPwd={1}", userName, userPwd), Encoding.UTF8); 18 | ResData resData = JsonConvert.DeserializeObject(jsonResult); 19 | if (resData.status) 20 | { 21 | return JsonConvert.DeserializeObject(resData.result.ToString()); 22 | } 23 | else return null; 24 | } 25 | 26 | public Users GetUserInfo(int userId, string token) 27 | { 28 | var url = HostUrl + "/api/user/info?"+ string.Format("id={0}&access_token={1}", userId, token); 29 | var jsonResult = Net.GetWebRequest(url); 30 | ResData resData = JsonConvert.DeserializeObject(jsonResult); 31 | if (resData.status) 32 | { 33 | return JsonConvert.DeserializeObject(resData.result.ToString()); 34 | } 35 | else return null; 36 | } 37 | } 38 | } 39 | -------------------------------------------------------------------------------- /CSharp/SettleWorker/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("SettleWorker")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("SettleWorker")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("bf31c984-33e8-4f35-999c-11769113ed69")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/SettleWorker/SettleWorker.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {BF31C984-33E8-4F35-999C-11769113ED69} 8 | Library 9 | Properties 10 | EPI.CSharp.SettleWorker 11 | SettleWorker 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 53 | -------------------------------------------------------------------------------- /CSharp/StrategyWorker/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("StrategyWorker")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("StrategyWorker")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("25854259-78de-41f7-b278-2411bf6b996f")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/StrategyWorker/StrategyWorker.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {25854259-78DE-41F7-B278-2411BF6B996F} 8 | Library 9 | Properties 10 | EPI.CSharp.StrategyWorker 11 | StrategyWorker 12 | v4.5 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 53 | -------------------------------------------------------------------------------- /CSharp/Tests/App.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | -------------------------------------------------------------------------------- /CSharp/Tests/Program.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Model; 2 | using EPI.CSharp.Services; 3 | using System; 4 | using System.Collections.Generic; 5 | using System.Linq; 6 | using System.Text; 7 | using System.Threading.Tasks; 8 | 9 | namespace EPI.CSharp.Tests 10 | { 11 | class Program 12 | { 13 | public static Users UserInfo { get; set; } 14 | 15 | static void Main(string[] args) 16 | { 17 | // 测试获取Web数据 18 | //UserService userService = new UserService(); 19 | //UserInfo = userService.Login("jie", "123456"); 20 | //var user = userService.GetUserInfo(UserInfo.UserId, UserInfo.Token); 21 | 22 | // 测试ZeroMQ 23 | //ZMQTest zmqTest = new ZMQTest(); 24 | //zmqTest.StartPubServer(); 25 | //zmqTest.StartSubClient(); 26 | 27 | //zmqTest.StartPullServer(); 28 | //zmqTest.StartPushClient(); 29 | 30 | //zmqTest.StartRouterServer(); 31 | //zmqTest.StartDealerWorker("Worker1"); 32 | 33 | //zmqTest.StartDealerWorker("Worker2"); 34 | 35 | //zmqTest.StartDealerClient(); 36 | 37 | //while (true) 38 | //{ 39 | // var msg = Console.ReadLine(); 40 | // if (msg == "Q") 41 | // { 42 | // zmqTest.Stop(); 43 | // Console.WriteLine("程序已结束."); 44 | // Console.Read(); 45 | // break; 46 | // } 47 | 48 | //} 49 | 50 | StrategyTest strategyTest = new StrategyTest(100002, "f57e3cb8-0920-4086-8075-8cbc7887ec72"); 51 | strategyTest.OnRtnLogEvent += (msg, isError) => 52 | { 53 | Console.WriteLine(msg); 54 | }; 55 | strategyTest.OnRtnErrorEvent += (title, msg) => 56 | { 57 | Console.WriteLine("{0}:{1}",title,msg); 58 | }; 59 | strategyTest.IsSavedToCsv = true; 60 | if (strategyTest.InitSetting("rb000,1M,100000,50,50")) 61 | { 62 | if (strategyTest.CreateMockBarDatas("1M_rb000", "2019-04-01", "2019-05-01", "rb000_1M.csv", null)) 63 | { 64 | strategyTest.InitStrategy("9,3,3"); 65 | } 66 | 67 | } 68 | Console.Read(); 69 | 70 | } 71 | } 72 | } 73 | -------------------------------------------------------------------------------- /CSharp/Tests/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Tests")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("Microsoft")] 12 | [assembly: AssemblyProduct("Tests")] 13 | [assembly: AssemblyCopyright("Copyright © Microsoft 2019")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("366faed0-2472-4173-ab4d-027c8d93bffb")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /CSharp/Tests/StrategyTest.cs: -------------------------------------------------------------------------------- 1 | using EPI.CSharp.Api; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | using EPI.CSharp.Model; 8 | using Asteroids.Indicators; 9 | 10 | namespace EPI.CSharp.Tests 11 | { 12 | public class StrategyTest : BaseFastTest 13 | { 14 | KDJ kdj; 15 | 16 | public StrategyTest(int userId, string strategyId) : base(userId, strategyId) 17 | { 18 | 19 | } 20 | 21 | public override bool InitStrategy(object sender) 22 | { 23 | LoadDataCount = 1; 24 | return LoadBarDatas(Setting.Contracts[0], Setting.Cycles[0], 100, false); 25 | } 26 | 27 | public override void FinishedLoadData(string contract, string cycle, List barDatas, bool isLast) 28 | { 29 | if (contract== Setting.Contracts[0] && cycle == Setting.Cycles[0]) 30 | { 31 | kdj = new KDJ(barDatas, 9, 3, 3); 32 | } 33 | if (isLast) 34 | { 35 | StartStrategy(); 36 | } 37 | } 38 | 39 | public override void RtnBarData(BarData barData, bool isNewBar) 40 | { 41 | kdj.AddBarData(barData); 42 | var postion = GetPosition(barData.Contract); 43 | bool isUp = CrossKdjUp(kdj); 44 | bool isDown = CrossKdjDown(kdj); 45 | if (postion.NetVolume<=0 && isUp) 46 | { 47 | Buy(barData.Contract, 1); 48 | } 49 | else if (postion.NetVolume>=0&& isDown) 50 | { 51 | Sell(barData.Contract, 1); 52 | } 53 | } 54 | 55 | 56 | /// 57 | /// KDJ金叉 58 | /// 59 | /// 60 | bool CrossKdjUp(KDJ kdj) 61 | { 62 | var preDValue = kdj.GetDValue(kdj.Count - 2); 63 | var preJValue = kdj.GetJValue(kdj.Count - 2); 64 | var dValue = kdj.GetDValue(kdj.Count - 1); 65 | var jValue = kdj.GetJValue(kdj.Count - 1); 66 | if (!JPR.IsNaN(preDValue) && !JPR.IsNaN(preJValue) && !JPR.IsNaN(dValue) && !JPR.IsNaN(jValue)) 67 | { 68 | return preJValue < preDValue && jValue > dValue; 69 | } 70 | return false; 71 | } 72 | /// 73 | /// KDJ死叉 74 | /// 75 | /// 76 | bool CrossKdjDown(KDJ kdj) 77 | { 78 | var preDValue = kdj.GetDValue(kdj.Count - 2); 79 | var preJValue = kdj.GetJValue(kdj.Count - 2); 80 | var dValue = kdj.GetDValue(kdj.Count - 1); 81 | var jValue = kdj.GetJValue(kdj.Count - 1); 82 | if (!JPR.IsNaN(preDValue) && !JPR.IsNaN(preJValue) && !JPR.IsNaN(dValue) && !JPR.IsNaN(jValue)) 83 | { 84 | return preJValue > preDValue && jValue < dValue; 85 | } 86 | return false; 87 | } 88 | } 89 | } 90 | -------------------------------------------------------------------------------- /CSharp/Tests/Tests.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {366FAED0-2472-4173-AB4D-027C8D93BFFB} 8 | Exe 9 | Properties 10 | EPI.CSharp.Tests 11 | Tests 12 | v4.5 13 | 512 14 | 15 | 16 | AnyCPU 17 | true 18 | full 19 | false 20 | bin\Debug\ 21 | DEBUG;TRACE 22 | prompt 23 | 4 24 | 25 | 26 | AnyCPU 27 | pdbonly 28 | true 29 | bin\Release\ 30 | TRACE 31 | prompt 32 | 4 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | ..\Resources\ZeroMQ.4.1.0.26\lib\net40\ZeroMQ.dll 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | {86e4f9a4-d170-41ab-9385-1965b09c4e1c} 59 | Api 60 | 61 | 62 | {20677463-0008-4077-85d1-f439b7e49dd2} 63 | Asteroids 64 | 65 | 66 | {f1be9ae9-8ec2-4d29-88f7-ada74f20ccba} 67 | DataAccess 68 | 69 | 70 | {fca5e410-9f2b-4a74-a7ae-45227d92e64d} 71 | Models 72 | 73 | 74 | {0cb731cb-caf6-4495-b62a-b8083353e5f1} 75 | Services 76 | 77 | 78 | 79 | 86 | -------------------------------------------------------------------------------- /Datas/quant_accounts.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `accounts` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `accounts`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `accounts` ( 26 | `UserId` int(11) NOT NULL, 27 | `StaticRight` double NOT NULL DEFAULT '0', 28 | `Fee` double NOT NULL DEFAULT '0', 29 | `UsedMargin` double NOT NULL DEFAULT '0', 30 | `FrozenMargin` double NOT NULL DEFAULT '0', 31 | `FrozenFee` double NOT NULL DEFAULT '0', 32 | PRIMARY KEY (`UserId`) 33 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 34 | /*!40101 SET character_set_client = @saved_cs_client */; 35 | 36 | -- 37 | -- Dumping data for table `accounts` 38 | -- 39 | 40 | LOCK TABLES `accounts` WRITE; 41 | /*!40000 ALTER TABLE `accounts` DISABLE KEYS */; 42 | /*!40000 ALTER TABLE `accounts` ENABLE KEYS */; 43 | UNLOCK TABLES; 44 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 45 | 46 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 47 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 48 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 49 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 50 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 51 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 52 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 53 | 54 | -- Dump completed on 2019-04-27 21:02:33 55 | -------------------------------------------------------------------------------- /Datas/quant_contracts.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `contracts` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `contracts`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `contracts` ( 26 | `Code` varchar(20) NOT NULL, 27 | `ExCode` varchar(20) NOT NULL, 28 | `Name` varchar(20) DEFAULT NULL, 29 | `Category` varchar(10) NOT NULL, 30 | `Exchange` varchar(20) NOT NULL, 31 | `Status` tinyint(4) NOT NULL DEFAULT '1', 32 | PRIMARY KEY (`Code`) 33 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 34 | /*!40101 SET character_set_client = @saved_cs_client */; 35 | 36 | -- 37 | -- Dumping data for table `contracts` 38 | -- 39 | 40 | LOCK TABLES `contracts` WRITE; 41 | /*!40000 ALTER TABLE `contracts` DISABLE KEYS */; 42 | INSERT INTO `contracts` VALUES ('rb1910','rb1910','螺纹1910','rb','SHFE',1); 43 | /*!40000 ALTER TABLE `contracts` ENABLE KEYS */; 44 | UNLOCK TABLES; 45 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 46 | 47 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 48 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 49 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 50 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 51 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 52 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 53 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 54 | 55 | -- Dump completed on 2019-04-27 21:02:32 56 | -------------------------------------------------------------------------------- /Datas/quant_dailymoneys.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `dailymoneys` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `dailymoneys`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `dailymoneys` ( 26 | `Id` int(10) unsigned NOT NULL AUTO_INCREMENT, 27 | `UserId` int(11) NOT NULL, 28 | `StrategyId` varchar(200) DEFAULT NULL, 29 | `Right` double DEFAULT NULL, 30 | `Profit` double DEFAULT NULL, 31 | `Fee` double DEFAULT NULL, 32 | `CreateTime` varchar(45) DEFAULT 'CURRENT_TIMESTAMP', 33 | PRIMARY KEY (`Id`) 34 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 35 | /*!40101 SET character_set_client = @saved_cs_client */; 36 | 37 | -- 38 | -- Dumping data for table `dailymoneys` 39 | -- 40 | 41 | LOCK TABLES `dailymoneys` WRITE; 42 | /*!40000 ALTER TABLE `dailymoneys` DISABLE KEYS */; 43 | /*!40000 ALTER TABLE `dailymoneys` ENABLE KEYS */; 44 | UNLOCK TABLES; 45 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 46 | 47 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 48 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 49 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 50 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 51 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 52 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 53 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 54 | 55 | -- Dump completed on 2019-04-27 21:02:34 56 | -------------------------------------------------------------------------------- /Datas/quant_logs.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `logs` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `logs`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `logs` ( 26 | `Id` int(11) NOT NULL AUTO_INCREMENT, 27 | `Category` varchar(45) DEFAULT NULL, 28 | `Message` text, 29 | `CreateTime` datetime DEFAULT CURRENT_TIMESTAMP, 30 | PRIMARY KEY (`Id`), 31 | UNIQUE KEY `Id_UNIQUE` (`Id`) 32 | ) ENGINE=InnoDB AUTO_INCREMENT=3 DEFAULT CHARSET=utf8; 33 | /*!40101 SET character_set_client = @saved_cs_client */; 34 | 35 | -- 36 | -- Dumping data for table `logs` 37 | -- 38 | 39 | LOCK TABLES `logs` WRITE; 40 | /*!40000 ALTER TABLE `logs` DISABLE KEYS */; 41 | INSERT INTO `logs` VALUES (1,'Info','[object Object]','2019-04-12 19:11:41'),(2,'Info','[{\"UserId\":100001,\"UserName\":\"Admin\",\"UserPwd\":\"123456\",\"Status\":1}]','2019-04-12 19:39:21'); 42 | /*!40000 ALTER TABLE `logs` ENABLE KEYS */; 43 | UNLOCK TABLES; 44 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 45 | 46 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 47 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 48 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 49 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 50 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 51 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 52 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 53 | 54 | -- Dump completed on 2019-04-27 21:02:32 55 | -------------------------------------------------------------------------------- /Datas/quant_orders.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `orders` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `orders`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `orders` ( 26 | `OrderId` int(10) unsigned NOT NULL AUTO_INCREMENT, 27 | `UserId` int(11) NOT NULL, 28 | `StrategyId` varchar(200) NOT NULL, 29 | `OrderType` varchar(20) NOT NULL, 30 | `Contract` varchar(20) NOT NULL, 31 | `Side` varchar(5) NOT NULL, 32 | `InsertPrice` double NOT NULL, 33 | `InsertVolume` int(10) unsigned NOT NULL, 34 | `InsertTime` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP, 35 | `TradedPrice` double DEFAULT NULL, 36 | `TradedVolume` int(11) DEFAULT NULL, 37 | `TradedTime` datetime DEFAULT NULL, 38 | `RealAccount` varchar(20) DEFAULT NULL, 39 | `OrderStatus` varchar(20) DEFAULT 'Received', 40 | PRIMARY KEY (`OrderId`) 41 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 42 | /*!40101 SET character_set_client = @saved_cs_client */; 43 | 44 | -- 45 | -- Dumping data for table `orders` 46 | -- 47 | 48 | LOCK TABLES `orders` WRITE; 49 | /*!40000 ALTER TABLE `orders` DISABLE KEYS */; 50 | /*!40000 ALTER TABLE `orders` ENABLE KEYS */; 51 | UNLOCK TABLES; 52 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 53 | 54 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 55 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 56 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 57 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 58 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 59 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 60 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 61 | 62 | -- Dump completed on 2019-04-27 21:02:34 63 | -------------------------------------------------------------------------------- /Datas/quant_positions.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `positions` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `positions`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `positions` ( 26 | `Id` int(10) unsigned NOT NULL AUTO_INCREMENT, 27 | `UserId` int(11) NOT NULL, 28 | `StrategyId` varchar(45) DEFAULT NULL, 29 | `Contract` varchar(45) NOT NULL, 30 | `LongVolume` int(10) unsigned NOT NULL DEFAULT '0', 31 | `LongPrice` double NOT NULL DEFAULT '0', 32 | `ShortVolume` int(10) unsigned NOT NULL DEFAULT '0', 33 | `ShortPrice` double NOT NULL DEFAULT '0', 34 | PRIMARY KEY (`Id`) 35 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 36 | /*!40101 SET character_set_client = @saved_cs_client */; 37 | 38 | -- 39 | -- Dumping data for table `positions` 40 | -- 41 | 42 | LOCK TABLES `positions` WRITE; 43 | /*!40000 ALTER TABLE `positions` DISABLE KEYS */; 44 | /*!40000 ALTER TABLE `positions` ENABLE KEYS */; 45 | UNLOCK TABLES; 46 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 47 | 48 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 49 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 50 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 51 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 52 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 53 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 54 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 55 | 56 | -- Dump completed on 2019-04-27 21:02:33 57 | -------------------------------------------------------------------------------- /Datas/quant_reports.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `reports` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `reports`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `reports` ( 26 | `Id` int(10) unsigned NOT NULL AUTO_INCREMENT, 27 | `UserId` int(11) NOT NULL, 28 | `StrategyId` varchar(200) DEFAULT NULL, 29 | `InitRight` double NOT NULL DEFAULT '0', 30 | `TotalProfit` double DEFAULT '0', 31 | `TotalFee` double DEFAULT '0', 32 | `MaxRight` double DEFAULT '0', 33 | `MaxUsedMargin` double DEFAULT '0', 34 | `MaxBack` double DEFAULT '0', 35 | `TradedDays` double DEFAULT '0', 36 | `LongWinMoney` double DEFAULT '0', 37 | `LongWinCount` int(11) DEFAULT '0', 38 | `ShortWinMoney` double DEFAULT '0', 39 | `ShortWinCount` int(11) DEFAULT '0', 40 | `LongLossMoney` double DEFAULT '0', 41 | `LongLossCount` int(11) DEFAULT '0', 42 | `ShortLossMoney` double DEFAULT '0', 43 | `ShortLossCount` int(11) DEFAULT '0', 44 | PRIMARY KEY (`Id`) 45 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 46 | /*!40101 SET character_set_client = @saved_cs_client */; 47 | 48 | -- 49 | -- Dumping data for table `reports` 50 | -- 51 | 52 | LOCK TABLES `reports` WRITE; 53 | /*!40000 ALTER TABLE `reports` DISABLE KEYS */; 54 | /*!40000 ALTER TABLE `reports` ENABLE KEYS */; 55 | UNLOCK TABLES; 56 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 57 | 58 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 59 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 60 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 61 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 62 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 63 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 64 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 65 | 66 | -- Dump completed on 2019-04-27 21:02:33 67 | -------------------------------------------------------------------------------- /Datas/quant_settles.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `settles` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `settles`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `settles` ( 26 | `Id` int(10) unsigned NOT NULL AUTO_INCREMENT, 27 | `UserId` int(11) NOT NULL, 28 | `StrategyId` varchar(200) DEFAULT NULL, 29 | `Contract` varchar(20) NOT NULL, 30 | `SettlePrice` double NOT NULL, 31 | `LeftVolume` int(11) NOT NULL, 32 | `Profit` double NOT NULL, 33 | `Fee` double NOT NULL, 34 | `CreateTime` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP, 35 | PRIMARY KEY (`Id`) 36 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 37 | /*!40101 SET character_set_client = @saved_cs_client */; 38 | 39 | -- 40 | -- Dumping data for table `settles` 41 | -- 42 | 43 | LOCK TABLES `settles` WRITE; 44 | /*!40000 ALTER TABLE `settles` DISABLE KEYS */; 45 | /*!40000 ALTER TABLE `settles` ENABLE KEYS */; 46 | UNLOCK TABLES; 47 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 48 | 49 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 50 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 51 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 52 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 53 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 54 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 55 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 56 | 57 | -- Dump completed on 2019-04-27 21:02:32 58 | -------------------------------------------------------------------------------- /Datas/quant_strategies.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `strategies` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `strategies`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `strategies` ( 26 | `StrategyId` varchar(200) NOT NULL, 27 | `UserId` int(11) NOT NULL, 28 | `Name` varchar(45) NOT NULL, 29 | `Category` varchar(45) DEFAULT NULL, 30 | `Code` text, 31 | `StrategyParams` varchar(45) DEFAULT NULL, 32 | `StrategySettings` varchar(45) DEFAULT NULL, 33 | `StrategyWorker` varchar(45) DEFAULT NULL, 34 | `RealAccount` varchar(45) DEFAULT NULL, 35 | `IsAuto` tinyint(4) NOT NULL DEFAULT '0', 36 | `CreateTime` datetime DEFAULT CURRENT_TIMESTAMP, 37 | PRIMARY KEY (`StrategyId`) 38 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 39 | /*!40101 SET character_set_client = @saved_cs_client */; 40 | 41 | -- 42 | -- Dumping data for table `strategies` 43 | -- 44 | 45 | LOCK TABLES `strategies` WRITE; 46 | /*!40000 ALTER TABLE `strategies` DISABLE KEYS */; 47 | INSERT INTO `strategies` VALUES ('12115d37-80aa-4e98-a37c-a6c970a4057e',100002,'我的趋势策略2','趋势','H4sIAAAAAAAAAwMAAAAAAAAAAAA=','','100,,,10,10,100','','',0,'2019-04-24 08:52:27'),('49e402d8-f514-40e5-8720-f751d7159bf2',100002,'我的新建策略2','震荡','H4sIAAAAAAAAAwMAAAAAAAAAAAA=','','0,,,10,10,100','','',0,'2019-04-24 08:37:06'),('5789755d-5aee-43f6-890c-15bd310393f1',100002,'我的新建策略5','趋势','H4sIAAAAAAAAAysoTcrJTFZIzkksLlYISS0uqeZSAAKuWgDozz/4GQAAAA==','','0,,,10,10,100','','',0,'2019-04-24 08:46:14'),('e4f79fe9-1b56-453c-8f9a-5ed766516db6',100002,'我的趋势策略3','趋势','H4sIAAAAAAAAAwMAAAAAAAAAAAA=','','0,,,10,10,100','','',1,'2019-04-24 08:45:22'),('STY10001',100002,'测试策略1001','趋势','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','','0,,,10,10,100','','',1,'2019-04-21 19:45:58'); 48 | /*!40000 ALTER TABLE `strategies` ENABLE KEYS */; 49 | UNLOCK TABLES; 50 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 51 | 52 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 53 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 54 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 55 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 56 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 57 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 58 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 59 | 60 | -- Dump completed on 2019-04-27 21:02:33 61 | -------------------------------------------------------------------------------- /Datas/quant_trades.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `trades` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `trades`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `trades` ( 26 | `TradeId` int(10) unsigned NOT NULL AUTO_INCREMENT, 27 | `OrderId` int(11) NOT NULL, 28 | `UserId` int(11) NOT NULL, 29 | `StrategyId` varchar(200) DEFAULT NULL, 30 | `Contract` varchar(20) NOT NULL, 31 | `Side` varchar(5) NOT NULL, 32 | `TradedPrice` double NOT NULL, 33 | `TradedVolume` int(11) NOT NULL, 34 | `TradedTime` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP, 35 | `Fee` double NOT NULL, 36 | `RealAccount` varchar(20) DEFAULT NULL, 37 | PRIMARY KEY (`TradeId`) 38 | ) ENGINE=InnoDB DEFAULT CHARSET=utf8; 39 | /*!40101 SET character_set_client = @saved_cs_client */; 40 | 41 | -- 42 | -- Dumping data for table `trades` 43 | -- 44 | 45 | LOCK TABLES `trades` WRITE; 46 | /*!40000 ALTER TABLE `trades` DISABLE KEYS */; 47 | /*!40000 ALTER TABLE `trades` ENABLE KEYS */; 48 | UNLOCK TABLES; 49 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 50 | 51 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 52 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 53 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 54 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 55 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 56 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 57 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 58 | 59 | -- Dump completed on 2019-04-27 21:02:33 60 | -------------------------------------------------------------------------------- /Datas/quant_users.sql: -------------------------------------------------------------------------------- 1 | -- MySQL dump 10.13 Distrib 5.7.12, for Win64 (x86_64) 2 | -- 3 | -- Host: localhost Database: quant 4 | -- ------------------------------------------------------ 5 | -- Server version 5.7.16-log 6 | 7 | /*!40101 SET @OLD_CHARACTER_SET_CLIENT=@@CHARACTER_SET_CLIENT */; 8 | /*!40101 SET @OLD_CHARACTER_SET_RESULTS=@@CHARACTER_SET_RESULTS */; 9 | /*!40101 SET @OLD_COLLATION_CONNECTION=@@COLLATION_CONNECTION */; 10 | /*!40101 SET NAMES utf8 */; 11 | /*!40103 SET @OLD_TIME_ZONE=@@TIME_ZONE */; 12 | /*!40103 SET TIME_ZONE='+00:00' */; 13 | /*!40014 SET @OLD_UNIQUE_CHECKS=@@UNIQUE_CHECKS, UNIQUE_CHECKS=0 */; 14 | /*!40014 SET @OLD_FOREIGN_KEY_CHECKS=@@FOREIGN_KEY_CHECKS, FOREIGN_KEY_CHECKS=0 */; 15 | /*!40101 SET @OLD_SQL_MODE=@@SQL_MODE, SQL_MODE='NO_AUTO_VALUE_ON_ZERO' */; 16 | /*!40111 SET @OLD_SQL_NOTES=@@SQL_NOTES, SQL_NOTES=0 */; 17 | 18 | -- 19 | -- Table structure for table `users` 20 | -- 21 | 22 | DROP TABLE IF EXISTS `users`; 23 | /*!40101 SET @saved_cs_client = @@character_set_client */; 24 | /*!40101 SET character_set_client = utf8 */; 25 | CREATE TABLE `users` ( 26 | `UserId` int(10) unsigned NOT NULL AUTO_INCREMENT, 27 | `UserName` varchar(100) NOT NULL, 28 | `UserPwd` varchar(45) NOT NULL, 29 | `Status` tinyint(4) DEFAULT '1', 30 | PRIMARY KEY (`UserId`) 31 | ) ENGINE=InnoDB AUTO_INCREMENT=100003 DEFAULT CHARSET=utf8; 32 | /*!40101 SET character_set_client = @saved_cs_client */; 33 | 34 | -- 35 | -- Dumping data for table `users` 36 | -- 37 | 38 | LOCK TABLES `users` WRITE; 39 | /*!40000 ALTER TABLE `users` DISABLE KEYS */; 40 | INSERT INTO `users` VALUES (100001,'Admin','123456',1),(100002,'jie','123456',1); 41 | /*!40000 ALTER TABLE `users` ENABLE KEYS */; 42 | UNLOCK TABLES; 43 | /*!40103 SET TIME_ZONE=@OLD_TIME_ZONE */; 44 | 45 | /*!40101 SET SQL_MODE=@OLD_SQL_MODE */; 46 | /*!40014 SET FOREIGN_KEY_CHECKS=@OLD_FOREIGN_KEY_CHECKS */; 47 | /*!40014 SET UNIQUE_CHECKS=@OLD_UNIQUE_CHECKS */; 48 | /*!40101 SET CHARACTER_SET_CLIENT=@OLD_CHARACTER_SET_CLIENT */; 49 | /*!40101 SET CHARACTER_SET_RESULTS=@OLD_CHARACTER_SET_RESULTS */; 50 | /*!40101 SET COLLATION_CONNECTION=@OLD_COLLATION_CONNECTION */; 51 | /*!40111 SET SQL_NOTES=@OLD_SQL_NOTES */; 52 | 53 | -- Dump completed on 2019-04-27 21:02:34 54 | -------------------------------------------------------------------------------- /NodeJs/api/strategy.js: -------------------------------------------------------------------------------- 1 | var express = require('express') 2 | var router = express.Router() 3 | var co = require('co') 4 | const Strategies = require('../models/Strategies') 5 | const Msg = require('../common/Msg') 6 | const util = require('../common/util') 7 | 8 | router.get('/index', util.DoAuth, function (req, res, next) { 9 | co(function* () { 10 | if (req.query.UserId) { 11 | let r1 = yield Strategies.FindAllStrategies(req.query.UserId) 12 | res.json(r1) 13 | } else { 14 | res.json(Msg.Err.ParamError) 15 | } 16 | }).catch(function (err) { 17 | res.json(err) 18 | }) 19 | }); 20 | 21 | router.get('/detail', util.DoAuth, function (req, res, next) { 22 | co(function* () { 23 | if (req.query.UserId && req.query.StrategyId) { 24 | let r1 = yield Strategies.FindOne(req.query.UserId, req.query.StrategyId) 25 | res.json(r1) 26 | } else { 27 | res.json(Msg.Err.ParamError) 28 | } 29 | }).catch(function (err) { 30 | res.json(err) 31 | }) 32 | }); 33 | 34 | router.delete('/del', util.DoAuth, function (req, res, next) { 35 | co(function* () { 36 | if (req.body.StrategyId) { 37 | let r1 = yield Strategies.Delete(req.body.UserId, req.body.StrategyId) 38 | res.json(r1) 39 | } else { 40 | res.json(Msg.Err.ParamError) 41 | } 42 | }).catch(function (err) { 43 | res.json(err) 44 | }) 45 | }); 46 | 47 | router.post('/add', util.DoAuth, function (req, res, next) { 48 | co(function* () { 49 | if (req.body.UserId && req.body.Name) { 50 | var strategy = { 51 | UserId: req.body.UserId, 52 | Name: req.body.Name, 53 | Category: (req.body.Category ? req.body.Category : '趋势'), 54 | Code: req.body.Code, 55 | StrategyParams: req.body.StrategyParams, 56 | StrategySettings: req.body.StrategySettings, 57 | StrategyWorker: req.body.StrategyWorker, 58 | RealAccount: req.body.RealAccount, 59 | IsAuto: (req.body.IsAuto ? 1 : 0) 60 | } 61 | let r1 = yield Strategies.Add(strategy) 62 | res.json(r1) 63 | } else { 64 | res.json(Msg.Err.ParamError) 65 | } 66 | }).catch(function (err) { 67 | res.json(err) 68 | }) 69 | }); 70 | 71 | router.put('/update', util.DoAuth, function (req, res, next) { 72 | co(function* () { 73 | if (req.body.UserId && req.body.StrategyId && req.body.Name && req.body.Category) { 74 | var strategy = { 75 | StrategyId: req.body.StrategyId, 76 | UserId: req.body.UserId, 77 | Name: req.body.Name, 78 | Category: req.body.Category, 79 | Code: req.body.Code, 80 | StrategyParams: req.body.StrategyParams, 81 | StrategySettings: req.body.StrategySettings, 82 | StrategyWorker: req.body.StrategyWorker, 83 | RealAccount: req.body.RealAccount, 84 | IsAuto: req.body.IsAuto 85 | } 86 | let r1 = yield Strategies.Update(strategy) 87 | res.json(r1) 88 | } else { 89 | res.json(Msg.Err.ParamError) 90 | } 91 | }).catch(function (err) { 92 | res.json(err) 93 | }) 94 | }); 95 | 96 | module.exports = router 97 | -------------------------------------------------------------------------------- /NodeJs/api/user.js: -------------------------------------------------------------------------------- 1 | var express = require('express') 2 | var router = express.Router() 3 | var co = require('co') 4 | const Users = require('../models/Users') 5 | const Msg = require('../common/Msg') 6 | const util = require('../common/util') 7 | 8 | router.post('/login', function (req, res, next) { 9 | if (req.session.UserId) { 10 | res.json(Msg.Info.IsLogined) 11 | } else { 12 | co(function* () { 13 | if (req.body.userName && req.body.userPwd) { 14 | let r1 = yield Users.Login(req.body.userName, req.body.userPwd) 15 | req.session.regenerate(function (err) { 16 | if (err) { 17 | res.json(Msg.Error(err)) 18 | } 19 | if (r1.status) { 20 | req.session.UserId = r1.result.UserId; 21 | } 22 | res.json(r1) 23 | }) 24 | } else { 25 | res.json(Msg.Err.ParamError) 26 | } 27 | }).catch(function (err) { 28 | res.json(Msg.Error(err)) 29 | }) 30 | } 31 | }); 32 | 33 | router.get('/logout', function (req, res, next) { 34 | req.session.destroy(function (err) { 35 | if (err) { 36 | res.json(Msg.Error(err)) 37 | return 38 | } 39 | if (req.session) { 40 | res.clearCookie(req.session.UserId) 41 | req.session.UserId = null 42 | } 43 | res.redirect('../../login') 44 | }) 45 | }) 46 | 47 | router.get('/info', util.DoAuth, function (req, res, next) { 48 | co(function* () { 49 | if (req.query.id) { 50 | let user = yield Users.FindOne(req.query.id) 51 | res.json(user) 52 | } else { 53 | res.json(Msg.Err.NoAccess) 54 | } 55 | }).catch(function (err) { 56 | res.json(Msg.ServerError) 57 | }) 58 | }); 59 | 60 | module.exports = router 61 | -------------------------------------------------------------------------------- /NodeJs/app.js: -------------------------------------------------------------------------------- 1 | var createError = require('http-errors') 2 | var express = require('express') 3 | var path = require('path') 4 | var partials = require("express-partials") 5 | var cookieParser = require('cookie-parser') 6 | var logger = require('morgan') 7 | var session = require('express-session'); 8 | var FileStore = require('session-file-store')(session); 9 | 10 | var indexRouter = require('./routes/index') 11 | var userRouter = require('./routes/user') 12 | var strategyRouter = require('./routes/strategy') 13 | var userApi = require('./api/user') 14 | var strategyApi = require('./api/strategy') 15 | 16 | var app = express() 17 | app.use(partials()) 18 | 19 | app.use(session({ 20 | name: 'quant', 21 | secret: 'quantkey', // 用来对session id相关的cookie进行签名 22 | store: new FileStore(), // 本地存储session（文本文件，也可以选择其他store，比如redis的） 23 | saveUninitialized: false, // 是否自动保存未初始化的会话，建议false 24 | resave: false, // 是否每次都重新保存会话，建议false 25 | cookie: { 26 | maxAge: 3600 * 1000 // 有效期，单位是毫秒 27 | } 28 | })) 29 | 30 | // view engine setup 31 | app.set('views', path.join(__dirname, 'views')) 32 | app.set('view engine', 'ejs') 33 | 34 | app.use(logger('dev')) 35 | app.use(express.json()) 36 | app.use(express.urlencoded({ extended: false })) 37 | app.use(cookieParser()) 38 | app.use(express.static(path.join(__dirname, 'public'))) 39 | 40 | app.use('/api/user', userApi) 41 | app.use('/api/strategy', strategyApi) 42 | app.use('/', indexRouter) 43 | app.use('/user', userRouter) 44 | app.use('/strategy', strategyRouter) 45 | 46 | // catch 404 and forward to error handler 47 | app.use(function(req, res, next) { 48 | next(createError(404)) 49 | }); 50 | 51 | // error handler 52 | app.use(function(err, req, res, next) { 53 | // set locals, only providing error in development 54 | res.locals.message = err.message 55 | res.locals.error = req.app.get('env') === 'development' ? err : {} 56 | 57 | // render the error page 58 | res.status(err.status || 500) 59 | res.render('error') 60 | }) 61 | 62 | module.exports = app 63 | -------------------------------------------------------------------------------- /NodeJs/common/Msg.js: -------------------------------------------------------------------------------- 1 | 'use strict' 2 | var Err = {} 3 | var Info = {} 4 | 5 | Err.ServerError = { status: false, code: 9001, msg: 'Server Error' } 6 | Err.DBError = { false: false, code: 9002, msg: 'DataBase Error' } 7 | Err.ParamError = { false: false, code: 9003, msg: 'Params Error'} 8 | Err.LoginFaild = { false: false, code: 9103, msg: 'Login Failed' } 9 | Err.NoAccess = { false: false, code: 9104, msg: 'No Access' } 10 | 11 | Info.Success = { status: true, code: 1001, msg: 'Success' } 12 | Info.DBSuccess = { status: true, code: 1001, msg: 'DataBase Success' } 13 | Info.IsLogined = { status: true, code: 1001, msg: 'User is Logined' } 14 | 15 | function Success(obj) { 16 | return { status: true, result: obj} 17 | } 18 | function Error(obj) { 19 | console.log(obj) 20 | return { status: false, result: obj } 21 | } 22 | module.exports = { Err, Info, Success, Error } -------------------------------------------------------------------------------- /NodeJs/common/util.js: -------------------------------------------------------------------------------- 1 | 'use strict' 2 | 3 | var jwt = require('jwt-simple') 4 | var Buffer = require('Buffer') 5 | const Msg = require('../common/Msg') 6 | // var moment = require('moment') 7 | const secret = Buffer.from('epiquantsecret', 'hex') 8 | 9 | // 获取Token 10 | function GetJwtToken(userId) { 11 | //var expires = moment().add(7,'days').valueOf() 12 | //console.log(expires) 13 | var payload = { Id: userId }; 14 | var token = jwt.encode(payload, secret) 15 | console.log(token) 16 | return token 17 | } 18 | 19 | // 验证Token 20 | function DoAuth(req, res, next) { 21 | if (req.session.UserId) { 22 | next() 23 | } else { 24 | var token = (req.body && req.body.access_token) || (req.query && req.query.access_token) 25 | || req.header['x-access-token'] 26 | if (token) { 27 | try { 28 | var decoded = jwt.decode(token, secret); 29 | // 此处可以对token信息进行验证和权限控制 30 | next() 31 | } catch (err) { 32 | return next() 33 | } 34 | } else { 35 | if (req.originalUrl.indexOf('/api/') >= 0) { 36 | res.json(Msg.Err.NoAccess) 37 | } else { 38 | res.render('login') 39 | } 40 | } 41 | } 42 | } 43 | // 获取UUID 44 | function GetUUID() { 45 | var s = []; 46 | var hexDigits = "0123456789abcdef"; 47 | for (var i = 0; i < 36; i++) { 48 | s[i] = hexDigits.substr(Math.floor(Math.random() * 0x10), 1); 49 | } 50 | s[14] = "4"; // bits 12-15 of the time_hi_and_version field to 0010 51 | s[19] = hexDigits.substr((s[19] & 0x3) | 0x8, 1); // bits 6-7 of the clock_seq_hi_and_reserved to 01 52 | s[8] = s[13] = s[18] = s[23] = "-"; 53 | 54 | var uuid = s.join(""); 55 | return uuid; 56 | } 57 | 58 | 59 | module.exports = { GetJwtToken, DoAuth, GetUUID } -------------------------------------------------------------------------------- /NodeJs/models/Strategies.js: -------------------------------------------------------------------------------- 1 | 'use strict' 2 | const mysql = require('./mysqldb') 3 | var Promise = require('bluebird') 4 | var co = require('co') 5 | var util = require('../common/util') 6 | var Msg = require('../common/Msg') 7 | 8 | var Strategies = {} 9 | Strategies.FindOne = function (userId, strategyId) { 10 | return new Promise(function (resolve, reject) { 11 | co(function* () { 12 | const sql = "SELECT * from strategies where UserId = ? and StrategyId = ?" 13 | mysql.db.query(sql, [userId, strategyId], function (err, result) { 14 | if (err) { 15 | reject(err) 16 | } else { 17 | if (result.length > 0) { 18 | resolve(Msg.Success(result[0])) 19 | } else { 20 | resolve(Msg.Err.LoginFaild) 21 | } 22 | } 23 | }) 24 | }).catch(function (err) { 25 | reject(err) 26 | }) 27 | }) 28 | } 29 | 30 | Strategies.FindAllStrategies = function (userId) { 31 | return new Promise(function (resolve, reject) { 32 | co(function* () { 33 | const sql = "SELECT StrategyId,`Name`,Category from strategies where UserId = ? order by Category,`Name`" 34 | mysql.db.query(sql, [userId], function (err, result) { 35 | if (err) { 36 | reject(err) 37 | } else { 38 | if (result.length > 0) { 39 | resolve(Msg.Success(result)) 40 | } else { 41 | resolve(Msg.Err.LoginFaild) 42 | } 43 | } 44 | }) 45 | }).catch(function (err) { 46 | reject(err) 47 | }) 48 | }) 49 | } 50 | 51 | Strategies.Add = function (strategy) { 52 | return new Promise(function (resolve, reject) { 53 | co(function* () { 54 | var strategyId = util.GetUUID() 55 | const sql = "insert into strategies(StrategyId,UserId,`Name`,Category,Code,StrategyParams,StrategySettings,StrategyWorker,RealAccount,IsAuto) " 56 | + "values(?,?,?,?,?,?,?,?,?,?)" 57 | mysql.db.query(sql, [ 58 | strategyId, 59 | strategy.UserId, 60 | strategy.Name, 61 | strategy.Category, 62 | strategy.Code, 63 | strategy.StrategyParams, 64 | strategy.StrategySettings, 65 | strategy.StrategyWorker, 66 | strategy.RealAccount, 67 | strategy.IsAuto 68 | ], function (err, result) { 69 | if (err) { 70 | reject(err) 71 | } else { 72 | if (result && result.affectedRows > 0) { 73 | resolve(Msg.Success({ Id: strategyId })) 74 | } else { 75 | reject(Msg.Err.DBError) 76 | } 77 | } 78 | }) 79 | }).catch(function (err) { 80 | reject(Msg.Error(err)) 81 | }) 82 | }) 83 | } 84 | 85 | Strategies.Delete = function (userId, strategyId) { 86 | return new Promise(function (resolve, reject) { 87 | co(function* () { 88 | const sql = "delete from strategies where StrategyId=? and UserId=?" 89 | mysql.db.query(sql, [strategyId, userId], function (err, result) { 90 | if (err) { 91 | reject(Msg.Error(err)) 92 | } else { 93 | if (result && result.affectedRows > 0) { 94 | resolve(Msg.Info.DBSuccess) 95 | } else { 96 | resolve(Msg.Err.DBError) 97 | } 98 | } 99 | }) 100 | }).catch(function (err) { 101 | reject(Msg.Error(err)) 102 | }) 103 | }) 104 | } 105 | 106 | Strategies.Update = function (strategy) { 107 | return new Promise(function (resolve, reject) { 108 | co(function* () { 109 | const sql = "update strategies set `Name`=?,Category=?,Code=?,StrategyParams=?,StrategySettings=?,StrategyWorker=?,RealAccount=?,IsAuto=? " 110 | + "where UserId=? and StrategyId=?" 111 | mysql.db.query(sql, [ 112 | strategy.Name, 113 | strategy.Category, 114 | strategy.Code, 115 | strategy.StrategyParams, 116 | strategy.StrategySettings, 117 | strategy.StrategyWorker, 118 | strategy.RealAccount, 119 | strategy.IsAuto, 120 | strategy.UserId, 121 | strategy.StrategyId 122 | ], function (err, result) { 123 | if (err) { 124 | reject(Msg.Error(err)) 125 | } else { 126 | if (result && result.affectedRows > 0) { 127 | resolve(Msg.Info.DBSuccess) 128 | } else { 129 | resolve(Msg.Err.DBError) 130 | } 131 | } 132 | }) 133 | }).catch(function (err) { 134 | reject(Msg.Error(err)) 135 | }) 136 | }) 137 | } 138 | 139 | module.exports = Strategies -------------------------------------------------------------------------------- /NodeJs/models/Sys.js: -------------------------------------------------------------------------------- 1 | 'use strict' 2 | var Promise = require('bluebird') 3 | var co = require('co') 4 | const mysql = require('./mysqldb') 5 | const Msg = require('../common/Msg') 6 | // 私有方法 7 | function Log(msg, isError) { 8 | var msgType = isError ? 'Error' : 'Info' 9 | return new Promise(function (resolve, reject) { 10 | if (msg) { 11 | if (typeof msg === typeof {}) { 12 | msg = JSON.stringify(msg) 13 | } 14 | co(function* () { 15 | const sql = "insert into logs(Category,Message) values(?,?)" 16 | mysql.db.query(sql, [msgType, msg], function (err, result) { 17 | if (err) { 18 | reject(Msg.Error(err)) 19 | } else { 20 | resolve(result) 21 | } 22 | }) 23 | }).catch(function (err) { 24 | reject(Msg.Error(err)) 25 | }) 26 | } else { 27 | reject(Msg.Err.ParamError) 28 | } 29 | }) 30 | } 31 | // 公共Sys类 32 | var Sys = {} 33 | // 添加消息日志 34 | Sys.AddLog = function (msg) { 35 | return Log('info', msg) 36 | } 37 | // 添加错误日志 38 | Sys.AddError = function (msg) { 39 | return Log('Error', msg) 40 | } 41 | module.exports = Sys -------------------------------------------------------------------------------- /NodeJs/models/Users.js: -------------------------------------------------------------------------------- 1 | 'use strict' 2 | const mysql = require('./mysqldb') 3 | var Promise = require('bluebird') 4 | var co = require('co') 5 | var util = require('../common/util') 6 | var Msg = require('../common/Msg') 7 | 8 | var Users = {} 9 | Users.FindOne = function (id) { 10 | return new Promise(function (resolve, reject) { 11 | co(function* () { 12 | const sql = "select * from users where UserId = ?" 13 | mysql.db.query(sql, [id], function (err, result) { 14 | if (err) { 15 | reject(err) 16 | } else { 17 | if (result.length > 0) { 18 | resolve(Msg.Success(result[0])) 19 | } else { 20 | resolve(Msg.Err.LoginFaild) 21 | } 22 | } 23 | }) 24 | }).catch(function (err) { 25 | reject(err) 26 | }) 27 | }) 28 | } 29 | // 用户登录 30 | Users.Login = function (userName, userPwd) { 31 | return new Promise(function (resolve, reject) { 32 | co(function* () { 33 | const sql = "select * from users where UserName = ? and UserPwd = ?" 34 | mysql.db.query(sql, [userName, userPwd], function (err, result) { 35 | if (err) { 36 | reject(Msg.Error(err)) 37 | } else { 38 | if (result.length > 0) { 39 | var user = result[0] 40 | var token = util.GetJwtToken(user.UserId) 41 | resolve(Msg.Success({ Token: token, UserId: user.UserId, UserName: user.UserName })) 42 | } else { 43 | resolve(Msg.Err.LoginFaild) 44 | } 45 | } 46 | }) 47 | }).catch(function (err) { 48 | reject(Msg.Error(err)) 49 | }) 50 | }) 51 | } 52 | module.exports = Users -------------------------------------------------------------------------------- /NodeJs/models/mysqldb.js: -------------------------------------------------------------------------------- 1 | 'use strict' 2 | 3 | const mysql = require('mysql') 4 | var mysqldb = {} 5 | 6 | function connectDB() { 7 | mysqldb.db = mysql.createConnection({ 8 | host: '127.0.0.1', 9 | user: 'root', 10 | password: '123456', 11 | port: '3306', 12 | database: 'quant', 13 | multipleStatements: true 14 | }) 15 | console.log("==========>>>>>mysql connect<<<<<<===========") 16 | // 连接错误，2秒重试 17 | mysqldb.db.connect(function (err) { 18 | if (err) { 19 | console.log('error when connecting to db:', err) 20 | setTimeout(handleError, 2000) 21 | } else { 22 | console.log('mysql connect ok!') 23 | } 24 | }) 25 | mysqldb.db.on('error', function (err) { 26 | console.log('db error', err) 27 | // 如果是连接断开，自动重新连接 28 | if (err.code == 'PROTOCOL_CONNECTION_LOST' || err.code == 'ECONNREFUSED') { 29 | connectDB() 30 | } else { 31 | console.log(err) 32 | } 33 | }) 34 | } 35 | connectDB() 36 | 37 | module.exports = mysqldb 38 | -------------------------------------------------------------------------------- /NodeJs/package.json: -------------------------------------------------------------------------------- 1 | { 2 | "name": "nodejs", 3 | "version": "0.0.0", 4 | "private": true, 5 | "scripts": { 6 | "start": "node ./bin/www" 7 | }, 8 | "dependencies": { 9 | "Buffer": "0.0.0", 10 | "bluebird": "^3.5.4", 11 | "co": "^4.6.0", 12 | "cookie-parser": "~1.4.3", 13 | "debug": "~2.6.9", 14 | "ejs": "^2.6.1", 15 | "express": "~4.16.0", 16 | "express-partials": "^0.3.0", 17 | "express-session": "^1.16.1", 18 | "http-errors": "~1.6.2", 19 | "jwt-simple": "^0.5.6", 20 | "moment": "^2.24.0", 21 | "morgan": "~1.9.0", 22 | "mysql": "^2.16.0", 23 | "session-file-store": "^1.2.0" 24 | } 25 | } 26 | -------------------------------------------------------------------------------- /NodeJs/public/css/style.css: -------------------------------------------------------------------------------- 1 | body { 2 | padding: 50px; 3 | font: 14px "Lucida Grande", Helvetica, Arial, sans-serif; 4 | } 5 | 6 | a { 7 | color: #00B7FF; 8 | } 9 | -------------------------------------------------------------------------------- /NodeJs/public/js/util.js: -------------------------------------------------------------------------------- 1 | // 加密字符串 2 | function encode(encodeStr) { 3 | return window.btoa(pako.gzip(encodeURIComponent(encodeStr), { to: "string" })); 4 | } 5 | // 解密字符串 6 | function decode(decodeStr) { 7 | var decodedData = window.atob(decodeStr); 8 | var charData = decodedData.split('').map(function (x) { return x.charCodeAt(0); }); 9 | var binData = new Uint8Array(charData); 10 | var data = pako.inflate(binData); 11 | return decodeURIComponent(String.fromCharCode.apply(null, new Uint16Array(data))); 12 | } -------------------------------------------------------------------------------- /NodeJs/routes/index.js: -------------------------------------------------------------------------------- 1 | var express = require('express') 2 | var router = express.Router() 3 | 4 | router.get('/', function(req, res, next) { 5 | res.render('index', { title: 'Express' }) 6 | }) 7 | 8 | router.get('/login', function(req, res, next) { 9 | if (req.session.UserId) { 10 | res.render('index') 11 | } else { 12 | res.render('login') 13 | } 14 | }) 15 | 16 | module.exports = router 17 | -------------------------------------------------------------------------------- /NodeJs/routes/strategy.js: -------------------------------------------------------------------------------- 1 | var express = require('express') 2 | var router = express.Router() 3 | var co = require('co') 4 | const util = require('../common/util') 5 | const Strategies = require('../models/Strategies') 6 | const Msg = require('../common/Msg') 7 | 8 | router.get('/', util.DoAuth, function (req, res, next) { 9 | co(function* () { 10 | if (req.session.UserId) { 11 | let r1 = yield Strategies.FindAllStrategies(req.session.UserId) 12 | res.render('strategy', { Strategies: r1.result }) 13 | } 14 | }).catch(function (err) { 15 | res.json(Msg.Error(err)) 16 | }) 17 | }) 18 | 19 | module.exports = router 20 | -------------------------------------------------------------------------------- /NodeJs/routes/user.js: -------------------------------------------------------------------------------- 1 | var express = require('express') 2 | var router = express.Router() 3 | var co = require('co') 4 | const util = require('../common/util') 5 | const Users = require('../models/Users') 6 | const Msg = require('../common/Msg') 7 | 8 | router.get('/', util.DoAuth, function (req, res, next) { 9 | co(function* () { 10 | if (req.session.UserId) { 11 | let r1 = yield Users.FindOne(req.session.UserId) 12 | res.render('user',{UserName:r1.result.UserName}) 13 | } 14 | }).catch(function (err) { 15 | res.json(Msg.Error(err)) 16 | }) 17 | }) 18 | 19 | module.exports = router 20 | -------------------------------------------------------------------------------- /NodeJs/views/error.ejs: -------------------------------------------------------------------------------- 1 |

错误页面

2 |

<%=error%>

-------------------------------------------------------------------------------- /NodeJs/views/footer.ejs: -------------------------------------------------------------------------------- 1 |
2 |
EPI Open Quant v1.0 3 | 9 |
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11 | 12 | 13 | -------------------------------------------------------------------------------- /NodeJs/views/header.ejs: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | EPI Quant 9 | 10 | 11 | 12 | 13 | 30 | 31 | 32 |
33 |
34 |
EPI Open Quant 35 | 41 |
42 | 43 | 44 |
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56 |
57 | -------------------------------------------------------------------------------- /NodeJs/views/index.ejs: -------------------------------------------------------------------------------- 1 | <%- partial('header') %> 2 | 3 | 8 | <%- partial('footer') %> -------------------------------------------------------------------------------- /NodeJs/views/login.ejs: -------------------------------------------------------------------------------- 1 | <%- partial('header') %> 2 |
3 |
4 |
5 |

用户登录

6 |
7 |
8 | 9 |
10 | 11 |
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14 | 15 |
16 | 17 |
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19 | 27 |
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37 | 72 | <%- partial('footer') %> -------------------------------------------------------------------------------- /NodeJs/views/login2.ejs: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | Quant登录页 5 | 6 | 7 | 8 |
9 |

Quant登录页

10 |

用户名：

11 |

12 | 密码： 13 |

14 |

15 |

16 |
17 | 39 | 40 | -------------------------------------------------------------------------------- /NodeJs/views/user.ejs: -------------------------------------------------------------------------------- 1 | <%- partial('header') %> 2 |

您好，<%=UserName%>！ 3 |

4 | <%- partial('footer') %> -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # 前言 2 | 本人是一名计算机专业毕业的普通程序员，机缘巧合踏入了这个神奇而又刺激的金融行业，不知不觉也在这个行业里面摸爬滚打了十几年。很幸运的是，5年前遇到了一位期货界资深元老，俩人志同道合，并一致看好量化交易是未来很大的趋势，于是共同在量化交易这条道路上一直坚持着，同时不断的学习着、成长着，如今整套系统已经实盘运行稳定，整个量化逻辑也梳理清晰，是时候与大家共同分享我们的经验，给未来也想在量化这条路上前行的朋友们一点建议和一些帮助，避免重复走一些我们已经走过的错路和弯路，也希望量化交易在我们中国能越来越成熟，团队也越来越壮大。 3 | 以下将会从量化交易的基本概念开始引领大家走进量化交易的大门，然后循序渐进的去探索整个量化交易的世界。由于本人程序猿一名，文采不够优美，只能用白话语言给大家讲述整个过程，还请大家见谅，期间如有不对之处还请大家指正。 4 | # 目录 5 | - 前言 6 | - 量化概念 7 | - 准备工作 8 | - 架构设计 9 | - 后端模块 10 | - 交易中心 11 | - 行情中心 12 | - 算法工人 13 | - 前端模块 14 | - 策略编辑 15 | - 策略回测 16 | - 策略仿真 17 | - 系统部署 18 | - 策略分享 19 | - 回顾与后记 20 | 21 | 22 | 23 | 公司网站：http://www.epaitech.com 24 | QQ交流群：21323365 25 | -------------------------------------------------------------------------------- /favicon.ico: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/epaiquant/quant/e8e385781a02e362f92cebc31183da1c1df1ee6c/favicon.ico --------------------------------------------------------------------------------