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 Android教程網 >> Android技術 >> 關於Android編程 >> 利用Warensoft Stock Service編寫高頻交易軟件

利用Warensoft Stock Service編寫高頻交易軟件

編輯:關於Android編程

無論是哪種交易軟件,對於程序員來講,最麻煩的就是去實現各種算法。本文以SAR算法的實現過程為例,為大家說明如何使用Warensoft Stock Service來實現高頻交易軟件的快速開發。

目前WarensoftStockService已經實現了C# 版本的客戶端驅動,可以直接在Nuget上搜索Warensoft並安裝。客戶端驅動已經編譯為跨平台.net standard1.6版本,可以在桌面應用(WPF,Winform)、Xamarin手機應用(WP,Android,IOS)、Web(asp.net,asp.net core)中應用,操作系統可以是Window,Android,IOS,IMAC,Linux。

下面將以Android為例(注:本Demo可以直接平移到WPF中),說明SAR指標的實現過程,其他指標計算的綜合應用,在其他文章中會專門講解。

軟件環境說明

IDE

VS2017 RC

客戶端

Android4.4

服務器環境

Ubuntu16

客戶端運行環境

Xamarin.Forms

客戶端圖形組件

Oxyplot

建立一個Xamarin.Forms手機App

這裡選擇基於XAML的App,注意共享庫使用PCL。

工程目錄下圖所示:

添加Nuget引用包

首先,為Warensoft.StockApp共享庫添加Oxyplot引用(此處可能需要科學上網),如下圖所示:

然後再分別安裝Warensoft.EntLib.Common,Warensoft.EntLib.StockServiceClient,如下圖所示:

然後為Warensoft.StockApp.Droid添加OxyPlot的NuGet引用,如下所示:

然後在Android的MainActivity中加入平台注冊代碼:

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

MainActivity.cs的代碼如下所示:

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

實現主窗口

主界面的實現采用MVVM模式來實現,關於MVVM的講解,網上應該有很多了,後面的文章中,我會把我自己的理解寫出來,讓大家分享。本DEMO的MVVM框架已經集成在了Warensoft.EntLib.Common中,使用起來很簡單。

第一步:

編寫主界面(需要了解XAML語法),並修改MainPage.xaml,如代碼如下:

<?xml version="1.0" encoding="utf-8" ?>
<ContentPage xmlns="http://xamarin.com/schemas/2014/forms"
xmlns:x="http://schemas.microsoft.com/winfx/2009/xaml"
 xmlns:local="clr-namespace:Warensoft.StockApp"
 xmlns:oxy="clr-namespace:OxyPlot.Xamarin.Forms;assembly=OxyPlot.Xamarin.Forms"
 x:Class="Warensoft.StockApp.MainPage">
 <!--
 此處要注意在頭中注冊OxyPlot的命名空間
 xmlns:oxy="clr-namespace:OxyPlot.Xamarin.Forms;assembly=OxyPlot.Xamarin.Forms"-->
 <Grid>
 <!--此處添加圖形組件-->
 <oxy:PlotView Model="{Binding Model}" VerticalOptions="Center" HorizontalOptions="Center" />
 </Grid>
</ContentPage>

第二步:

打開MainPage.xaml.cs並為視圖(圖面)添加其對應的模型,代碼如下(注意要引入Warensoft.EntLib.Common):

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

第三步:

定義圖像組件的模型,並為圖像添加X、Y坐標軸,添加一個K線和一條直線,代碼如下所示:

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

第四步:

添加獲取K線函數(以OKCoin為例),代碼如下:

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

第五步:

添加定時刷新並繪制圖像的函數,代碼如下所示:

private StockServiceDriver driver;
 public async Task UpdateData()
 {
 //初始化WarensoftSocketService客戶端驅動,此處使用的是測試用AppKey和SecretKey
 this.driver = new StockServiceDriver("C6651783-A3B9-4B72-8B02-A2E67A59C5A6", "6C442B3AF58D4DDA81BB03B353C0D7D8");
 await Task.Run(async()=>
 {
 while (true)
 {
  try
  {
  //讀取K線
  var kline =await this.LoadKline();
  //遠程Warensoft Stock Service 分析SAR曲線
  var sar = await this.driver.GetSAR(kline);
  //繪圖,注意辦為需要更新UI,因此需要在主線程中執行更新代碼
  this.SafeInvoke(()=> {
  //每次更新前,需要將舊數據清空
  this.candle.Items.Clear();
  this.line.Points.Clear();
  foreach (var item in kline.OrderBy(k=>k.Time))
  {
  //注意將時間改為OxyPlot能識別的格式
  var time = OxyPlot.Axes.DateTimeAxis.ToDouble(item.Time);
  this.candle.Items.Add(new HighLowItem(time,item.High,item.Low,item.Open,item.Close));
  }
  if (sar.OperationDone)
  {
  foreach (var item in sar.AdditionalData.OrderBy(s=>s.DateTime))
  {
   var time= OxyPlot.Axes.DateTimeAxis.ToDouble(item.DateTime);
 this.line.Points.Add(new DataPoint(time, item.Value));
  }
  }
  //更新UI
  this.Model.InvalidatePlot(true);
  });
  }
  catch (Exception ex)
  {
  }
  await Task.Delay(5000);
 }
 });
 }

完整的ViewModel代碼如下:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using Xamarin.Forms;
using Warensoft.EntLib.Common;
using Warensoft.EntLib.StockServiceClient;
using OxyPlot;
using OxyPlot.Axes;
using OxyPlot.Series;
using Warensoft.EntLib.StockServiceClient.Models;
using System.Net.Http;
namespace Warensoft.StockApp
{
 public partial class MainPage : ContentPage
 {
 public MainPage()
 {
 InitializeComponent();
 this.BindingContext = new MainPageViewModel();
 }
 }
 public class MainPageViewModel : ViewModelBase
 {
 private CandleStickSeries candle;
 private LineSeries line;
 public override Task ShowCancel(string title, string message)
 {
 throw new NotImplementedException();
 }
 public override Task<bool> ShowConfirm(string title, string message)
 {
 throw new NotImplementedException();
 }
 public override void ShowMessage(string message)
 {
 Application.Current.MainPage.DisplayAlert("提示",message,"OK");
 }
 public PlotModel Model
 {
 get { return this.GetProperty<PlotModel>("Model"); }
 set { this.SetProperty("Model", value); }
 }
 protected override void InitBindingProperties()
 {
 this.Model = new PlotModel();
 //添加X、Y軸
 this.Model.Axes.Add(new OxyPlot.Axes.DateTimeAxis()
 {
 Position = AxisPosition.Bottom,
 StringFormat = "HH:mm",
 MajorGridlineStyle = LineStyle.Solid,
 IntervalType = DateTimeIntervalType.Minutes,
 IntervalLength = 30,
 MinorIntervalType = DateTimeIntervalType.Minutes,
 Key = "Time",
 });
 this.Model.Axes.Add(new OxyPlot.Axes.LinearAxis()
 {
 Position = AxisPosition.Right,
 MajorGridlineStyle = LineStyle.Solid,
 MinorGridlineStyle = LineStyle.Dot,
 IntervalLength = 30,
 IsPanEnabled = false,
 IsZoomEnabled = false,
 TickStyle = TickStyle.Inside,
 });
 //添加K線和直線
 this.candle = new OxyPlot.Series.CandleStickSeries();
 this.line = new OxyPlot.Series.LineSeries() { Color = OxyColors.Blue };
 this.Model.Series.Add(this.candle);
 this.Model.Series.Add(this.line);
 this.UpdateData();
 }
 /// <summary>
 /// 讀取OKCoin的15分鐘K線
 /// </summary>
 /// <returns></returns>
 public async Task<List<Kline>> LoadKline()
 {
 var url = $"https://www.okcoin.cn/api/v1/kline.do?symbol=btc_cny&type=15min&size=100";
 HttpClient client = new HttpClient();
 var result = await client.GetStringAsync(url);
 dynamic k = Newtonsoft.Json.JsonConvert.DeserializeObject(result);
 List<Kline> lines = new List<Kline>();
 int index = 0;
 foreach (var item in k)
 {
 List<double> d = new List<double>();
 foreach (var dd in item)
 {
 d.Add((double)((dynamic)dd).Value);
 }
 lines.Add(new Kline() { Data = d.ToArray()});
 index++;
 }
 return lines;
 }
 private StockServiceDriver driver;
 public async Task UpdateData()
 {
 //初始化WarensoftSocketService客戶端驅動,此處使用的是測試用AppKey和SecretKey
 this.driver = new StockServiceDriver("C6651783-A3B9-4B72-8B02-A2E67A59C5A6", "6C442B3AF58D4DDA81BB03B353C0D7D8");
 await Task.Run(async()=>
 {
 while (true)
 {
 try
 {
 //讀取K線
 var kline =await this.LoadKline();
 //遠程Warensoft Stock Service 分析SAR曲線
 var sar = await this.driver.GetSAR(kline);
 //繪圖,注意辦為需要更新UI,因此需要在主線程中執行更新代碼
 this.SafeInvoke(()=> {
 //每次更新前,需要將舊數據清空
 this.candle.Items.Clear();
 this.line.Points.Clear();
 foreach (var item in kline.OrderBy(k=>k.Time))
 {
 //注意將時間改為OxyPlot能識別的格式
 var time = OxyPlot.Axes.DateTimeAxis.ToDouble(item.Time);
 this.candle.Items.Add(new HighLowItem(time,item.High,item.Low,item.Open,item.Close));

 }
 if (sar.OperationDone)
 {
 foreach (var item in sar.AdditionalData.OrderBy(s=>s.DateTime))
 {
 var time= OxyPlot.Axes.DateTimeAxis.ToDouble(item.DateTime);
this.line.Points.Add(new DataPoint(time, item.Value));
 }

 }
 //更新UI
 this.Model.InvalidatePlot(true);
 });
 }
 catch (Exception ex)
 {
 }
 await Task.Delay(5000);
 }
 });
 }
 }
}

最後編譯,並部署到手機上,最終運行效果如下:

最終編譯完畢的APK文件(下載)。

以上就是本文的全部內容,希望本文的內容對大家的學習或者工作能帶來一定的幫助,同時也希望多多支持本站!

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