diff --git a/drobot/bin/(20100812)GTJAQH-CFZJYJK-0000_3rd.dat b/drobot/bin/(20100812)GTJAQH-CFZJYJK-0000_3rd.dat new file mode 100644 index 00000000..9eeeef05 Binary files /dev/null and b/drobot/bin/(20100812)GTJAQH-CFZJYJK-0000_3rd.dat differ diff --git a/drobot/bin/FF_300M.exe b/drobot/bin/FF_300M.exe new file mode 100644 index 00000000..ee9658f1 Binary files /dev/null and b/drobot/bin/FF_300M.exe differ diff --git a/drobot/bin/HsFutuSDK.dll b/drobot/bin/HsFutuSDK.dll new file mode 100644 index 00000000..a1e80049 Binary files /dev/null and b/drobot/bin/HsFutuSDK.dll differ diff --git a/drobot/bin/flyingfish.dll b/drobot/bin/flyingfish.dll new file mode 100644 index 00000000..404c2ef3 Binary files /dev/null and b/drobot/bin/flyingfish.dll differ diff --git a/drobot/bin/fz_3rd.dat b/drobot/bin/fz_3rd.dat new file mode 100644 index 00000000..9eeeef05 Binary files /dev/null and b/drobot/bin/fz_3rd.dat differ diff --git a/drobot/bin/sh600328.day b/drobot/bin/sh600328.day new file mode 100644 index 00000000..0d7b3426 Binary files /dev/null and b/drobot/bin/sh600328.day differ diff --git a/drobot/bin/sjx_3rd.dat b/drobot/bin/sjx_3rd.dat new file mode 100644 index 00000000..3363197a Binary files /dev/null and b/drobot/bin/sjx_3rd.dat differ diff --git a/drobot/bin/t2sdk.dll b/drobot/bin/t2sdk.dll new file mode 100644 index 00000000..6142df2c Binary files /dev/null and b/drobot/bin/t2sdk.dll differ diff --git a/drobot/conf/ff_BB_100.ini b/drobot/conf/ff_BB_100.ini new file mode 100644 index 00000000..0af1aa7f --- /dev/null +++ b/drobot/conf/ff_BB_100.ini @@ -0,0 +1,27 @@ +[BB_100] +ACT=100 +A_min=1800 +B_min=2600 +C_min=1200 + +AB_max=5 +BC_max=5 +IA_min=8 +IA_max=18 + +CUT=12.0 +STOP=18.0 +ADD=6.0 + +#action +F=1 +S=1 +T=1 + +A=8 + +BOX_Y=3800 +BOX_X=5 + + +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! \ No newline at end of file diff --git a/drobot/conf/ff_conf_file.ini b/drobot/conf/ff_conf_file.ini new file mode 100644 index 00000000..cb39eb99 --- /dev/null +++ b/drobot/conf/ff_conf_file.ini @@ -0,0 +1,38 @@ +[0] +#section name must from 0 .. N +filename=../conf/ff_main.ini + +[1] +#section name must from 0 .. N +filename=../conf/ff_local.ini + +[2] +#section name must from 0 .. N +filename=../conf/ff_rsi.ini + +[3] +#section name must from 0 .. N +filename=../conf/ff_ma_bb.ini + +[4] +#section name must from 0 .. N +filename=../conf/ff_bb_100.ini + +[5] +#section name must from 0 .. N +filename=../conf/ff_m30_short.ini + +[6] +#section name must from 0 .. N +filename=../conf/ff_m30_long.ini + +[7] +#section name must from 0 .. N +filename=../conf/ff_short_1.ini + + + + + + +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! \ No newline at end of file diff --git a/drobot/conf/ff_local.ini b/drobot/conf/ff_local.ini new file mode 100644 index 00000000..247770c9 --- /dev/null +++ b/drobot/conf/ff_local.ini @@ -0,0 +1,34 @@ +[Main] +FC= +FCPWD= + +[FC] +FC.0= +VOL.0=1 +NAME.0=888 +VOL.0=1 +LONG_MAX.0=18 +SHORT_MAX.0=18 + + +[What] +CODE=IF1305 +KONLY=0 +LS_CTRL=0 +MBM_ONLY=1 + +NO_AUTOTRADE=1 + +LONG_ONLY=1 +SHORT_ONLY=0 + +LONG_NO_CUT=1 +SHORT_NO_CUT=0 + +LONG_STOP_PRICE=8.88 +SHORT_STOP_PRICE=8.88 + + +# +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! +# \ No newline at end of file diff --git a/drobot/conf/ff_m30_long.ini b/drobot/conf/ff_m30_long.ini new file mode 100644 index 00000000..f87adf87 --- /dev/null +++ b/drobot/conf/ff_m30_long.ini @@ -0,0 +1,26 @@ +[M30] +A_min=1800 +B_min=2600 +C_min=1200 + +AB_max=5 +BC_max=5 +IA_min=8 +IA_max=18 + +CUT=12.0 +STOP=18.0 +ADD=6.0 + +#action +F=1 +S=0 +T=0 + +A=8 + +BOX_Y=800 +BOX_X=8 + + +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! \ No newline at end of file diff --git a/drobot/conf/ff_m30_short.ini b/drobot/conf/ff_m30_short.ini new file mode 100644 index 00000000..a4af60b7 --- /dev/null +++ b/drobot/conf/ff_m30_short.ini @@ -0,0 +1,26 @@ +[M30] +A_min=1800 +B_min=2600 +C_min=1200 + +AB_max=5 +BC_max=5 +IA_min=8 +IA_max=18 + +CUT=12.0 +STOP=18.0 +ADD=6.0 + +#action +F=1 +S=0 +T=0 + +A=8 + +BOX_Y=2800 +BOX_X=6 + + +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! \ No newline at end of file diff --git a/drobot/conf/ff_ma_bb.ini b/drobot/conf/ff_ma_bb.ini new file mode 100644 index 00000000..74310484 --- /dev/null +++ b/drobot/conf/ff_ma_bb.ini @@ -0,0 +1,27 @@ +[M120BB] +ACT=100 +A_min=1800 +B_min=2600 +C_min=1200 + +AB_max=5 +BC_max=5 +IA_min=8 +IA_max=18 + +CUT=12.0 +STOP=18.0 +ADD=6.0 + +#action +F=1 +S=1 +T=1 + +A=8 + +BOX_Y=1200 +BOX_X=7 + + +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! \ No newline at end of file diff --git a/drobot/conf/ff_main.ini b/drobot/conf/ff_main.ini new file mode 100644 index 00000000..4083af20 --- /dev/null +++ b/drobot/conf/ff_main.ini @@ -0,0 +1,38 @@ +[Sever] +# +IP=10.100.202.5:2900 + +IP=222.66.166.146:2900 + +IP=10.100.202.5:2900 +#IP=10.100.202.5:2800 + + +#biz_license_str +BLS=31332263F984F45D4B07689CB2371284 +#comm_license_file +CLF=sjx_3rd.dat +#entrust_type +ENT=L + +[Kline] +MA.0=5 +MA.1=10 +MA.2=20 +MA.3=30 +MA.4=50 +MA.5=60 +MA.6=120 +MA.7=200 +MA.8=250 + + +RSI.0=6 +RSI.1=12 +RSI.2=24 +RSI.3=9 +RSI.4=18 +RSI.5=36 + + +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! \ No newline at end of file diff --git a/drobot/conf/ff_rsi.ini b/drobot/conf/ff_rsi.ini new file mode 100644 index 00000000..b00aacc4 --- /dev/null +++ b/drobot/conf/ff_rsi.ini @@ -0,0 +1,36 @@ +[W20] +ACT=10 +A_min=1800 +B_min=2600 +C_min=1200 + +AB_max=5 +BC_max=5 +IA_min=2 +IA_max=4 + +CUT=32.0 +# for 0.6% index +STOP=128.0 +# for 1%--10% index +ADD=16.0 +# for 0.5% index + +# not use +ADD_FLOSS_MAX=12 + + +#action +F=1 +S=1 +T=0 + +A=1 + +BOX_Y=800 + +M30=0 +M120=0 + + +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! \ No newline at end of file diff --git a/drobot/conf/ff_short_1.ini b/drobot/conf/ff_short_1.ini new file mode 100644 index 00000000..4a27622c --- /dev/null +++ b/drobot/conf/ff_short_1.ini @@ -0,0 +1,30 @@ +[Main] +ACT=100 +A_min=1800 +B_min=2600 +C_min=1200 + +AB_max=5 +BC_max=5 +IA_min=7 +IA_max=18 + +CUT=12.0 +STOP=6.0 +ADD=6.0 + +#action +F=1 +S=1 +T=1 + +A=8 + +BOX_Y=800 +BOX_X=8 + +M30=28 +M120=0 + + +#End Line£»Make This Line Is Last Line£»Do Not Delete This Line! \ No newline at end of file diff --git a/drobot/src/FF_300M.bdsproj b/drobot/src/FF_300M.bdsproj new file mode 100644 index 00000000..c15fb491 --- /dev/null +++ b/drobot/src/FF_300M.bdsproj @@ -0,0 +1,187 @@ + + + + + + + + + + + + FF_300M.dpr + + + 7.0 + + + 8 + 0 + 1 + 1 + 0 + 0 + 1 + 1 + 1 + 0 + 0 + 1 + 0 + 1 + 1 + 1 + 0 + 0 + 0 + 0 + 0 + 1 + 0 + 1 + 1 + 1 + True + True + WinTypes=Windows;WinProcs=Windows;DbiTypes=BDE;DbiProcs=BDE;DbiErrs=BDE; + + False + + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + False + False + False + True + True + True + True + True + True + True + True + True + True + True + True + True + True + True + + + + 0 + 0 + False + 1 + False + False + False + 16384 + 1048576 + 4194304 + + + + F:\slog\FF300W_9113\bin_1 + + + + + + + + False + + + + + + False + + + True + False + + + False + + + False + False + 1 + 0 + 0 + 0 + False + False + False + False + False + 2052 + 936 + + + + + 1.0.0.0 + + + + + + 1.0.0.0 + + + + Microsoft Office 2000 Sample Automation Server Wrapper Components + Microsoft Office XP Sample Automation Server Wrapper Components + + + + diff --git a/drobot/src/FF_300M.bdsproj.local b/drobot/src/FF_300M.bdsproj.local new file mode 100644 index 00000000..4a4ab6dc --- /dev/null +++ b/drobot/src/FF_300M.bdsproj.local @@ -0,0 +1,10 @@ + + + + 2012/12/12 08:08:52.194.pas,C:\Users\Administrator\Documents\RAD Studio\Projects\Unit1.pas=F:\slog\FF300W_9114\FF_300M\fm_main.pas + 2012/12/12 08:08:52.219.dfm,C:\Users\Administrator\Documents\RAD Studio\Projects\Unit1.dfm=F:\slog\FF300W_9114\FF_300M\fm_main.dfm + 2012/12/12 08:09:06.366.bdsproj,C:\Users\Administrator\Documents\RAD Studio\Projects\Project1.bdsproj=F:\slog\FF300W_9114\FF_300M\FF_300M.bdsproj + 2012/12/12 10:46:04.099.pas,F:\slog\FF300W_9114\FF_300M\Unit1.pas=F:\slog\FF300W_9114\FF_300M\ff_dm.pas + 2012/12/12 10:46:04.099.dfm,F:\slog\FF300W_9114\FF_300M\Unit1.dfm=F:\slog\FF300W_9114\FF_300M\ff_dm.dfm + + diff --git a/drobot/src/FF_300M.cfg b/drobot/src/FF_300M.cfg new file mode 100644 index 00000000..ed36cb68 --- /dev/null +++ b/drobot/src/FF_300M.cfg @@ -0,0 +1,39 @@ +-$A8 +-$B- +-$C+ +-$D+ +-$E- +-$F- +-$G+ +-$H+ +-$I+ +-$J- +-$K- +-$L+ +-$M- +-$N+ +-$O+ +-$P+ +-$Q- +-$R- +-$S- +-$T- +-$U- +-$V+ +-$W- +-$X+ +-$YD +-$Z1 +-cg +-AWinTypes=Windows;WinProcs=Windows;DbiTypes=BDE;DbiProcs=BDE;DbiErrs=BDE; +-H+ +-W+ +-M +-$M16384,1048576 +-K$00400000 +-E"C:\may\ff_300m_ex_wk\bin" +-LE"c:\program files\borland\delphi7\Projects\Bpl" +-LN"c:\program files\borland\delphi7\Projects\Bpl" +-w-UNSAFE_TYPE +-w-UNSAFE_CODE +-w-UNSAFE_CAST diff --git a/drobot/src/FF_300M.dof b/drobot/src/FF_300M.dof new file mode 100644 index 00000000..45d6b2fd --- /dev/null +++ b/drobot/src/FF_300M.dof @@ -0,0 +1,143 @@ +[FileVersion] +Version=7.0 +[Compiler] +A=8 +B=0 +C=1 +D=1 +E=0 +F=0 +G=1 +H=1 +I=1 +J=0 +K=0 +L=1 +M=0 +N=1 +O=1 +P=1 +Q=0 +R=0 +S=0 +T=0 +U=0 +V=1 +W=0 +X=1 +Y=1 +Z=1 +ShowHints=1 +ShowWarnings=1 +UnitAliases=WinTypes=Windows;WinProcs=Windows;DbiTypes=BDE;DbiProcs=BDE;DbiErrs=BDE; +NamespacePrefix= +SymbolDeprecated=1 +SymbolLibrary=1 +SymbolPlatform=1 +UnitLibrary=1 +UnitPlatform=1 +UnitDeprecated=1 +HResultCompat=1 +HidingMember=1 +HiddenVirtual=1 +Garbage=1 +BoundsError=1 +ZeroNilCompat=1 +StringConstTruncated=1 +ForLoopVarVarPar=1 +TypedConstVarPar=1 +AsgToTypedConst=1 +CaseLabelRange=1 +ForVariable=1 +ConstructingAbstract=1 +ComparisonFalse=1 +ComparisonTrue=1 +ComparingSignedUnsigned=1 +CombiningSignedUnsigned=1 +UnsupportedConstruct=1 +FileOpen=1 +FileOpenUnitSrc=1 +BadGlobalSymbol=1 +DuplicateConstructorDestructor=1 +InvalidDirective=1 +PackageNoLink=1 +PackageThreadVar=1 +ImplicitImport=1 +HPPEMITIgnored=1 +NoRetVal=1 +UseBeforeDef=1 +ForLoopVarUndef=1 +UnitNameMismatch=1 +NoCFGFileFound=1 +MessageDirective=1 +ImplicitVariants=1 +UnicodeToLocale=1 +LocaleToUnicode=1 +ImagebaseMultiple=1 +SuspiciousTypecast=1 +PrivatePropAccessor=1 +UnsafeType=0 +UnsafeCode=0 +UnsafeCast=0 +[Linker] +MapFile=0 +OutputObjs=0 +ConsoleApp=1 +DebugInfo=0 +RemoteSymbols=0 +MinStackSize=16384 +MaxStackSize=1048576 +ImageBase=4194304 +ExeDescription= +[Directories] +OutputDir=C:\may\ff_300m_ex_wk\bin +UnitOutputDir= +PackageDLLOutputDir= +PackageDCPOutputDir= +SearchPath= +Packages=vcl;rtl;vclx;indy;inet;xmlrtl;vclie;inetdbbde;inetdbxpress;dbrtl;dsnap;dsnapcon;vcldb;soaprtl;VclSmp;dbexpress;dbxcds;inetdb;bdertl;vcldbx;webdsnap;websnap;adortl;ibxpress;teeui;teedb;tee;dss;visualclx;visualdbclx;vclactnband;vclshlctrls;IntrawebDB_50_70;Intraweb_50_70;Rave50CLX;Rave50VCL;dclOfficeXP +Conditionals= +DebugSourceDirs= +UsePackages=0 +[Parameters] +RunParams= +HostApplication= +Launcher= +UseLauncher=0 +DebugCWD= +[Language] +ActiveLang= +ProjectLang= +RootDir= +[Version Info] +IncludeVerInfo=0 +AutoIncBuild=0 +MajorVer=1 +MinorVer=0 +Release=0 +Build=0 +Debug=0 +PreRelease=0 +Special=0 +Private=0 +DLL=0 +Locale=2052 +CodePage=936 +[Version Info Keys] +CompanyName= +FileDescription= +FileVersion=1.0.0.0 +InternalName= +LegalCopyright= +LegalTrademarks= +OriginalFilename= +ProductName= +ProductVersion=1.0.0.0 +Comments= +[HistoryLists\hlUnitAliases] +Count=1 +Item0=WinTypes=Windows;WinProcs=Windows;DbiTypes=BDE;DbiProcs=BDE;DbiErrs=BDE; +[HistoryLists\hlOutputDirectorry] +Count=2 +Item0=C:\may\ff_300m_ex_wk\bin +Item1=C:\may\ff_300m_ex_wk\bin_1 diff --git a/drobot/src/FF_300M.dpr b/drobot/src/FF_300M.dpr new file mode 100644 index 00000000..f28e3a8d --- /dev/null +++ b/drobot/src/FF_300M.dpr @@ -0,0 +1,22 @@ +program FF_300M; + +uses + Forms, + fm_main in 'fm_main.pas' {MAINFORM}, + do_beep_thread in 'do_beep_thread.pas', + ff_hs_base in 'ff_hs_base.pas', + s_lib_pas_unit in 's_lib_pas_unit.pas', + uFutuDataTypes in 'uFutuDataTypes.pas', + uFutuMessageInterface in 'uFutuMessageInterface.pas', + uFutuSdkInterface in 'uFutuSdkInterface.pas', + ff_dm in 'ff_dm.pas' {DM: TDataModule}; + +{$R *.res} + +begin + Application.Initialize; + //Application.MainFormOnTaskbar := True; + Application.CreateForm(TMAINFORM, MAINFORM); + Application.CreateForm(TDM, DM); + Application.Run; +end. diff --git a/drobot/src/FF_300M.dproj b/drobot/src/FF_300M.dproj new file mode 100644 index 00000000..0c9eb00f --- /dev/null +++ b/drobot/src/FF_300M.dproj @@ -0,0 +1,56 @@ + + + + {71aa6909-7e37-4b70-8ae1-1a082991afc4} + FF_300M.dpr + Debug + AnyCPU + DCC32 + ..\..\FZ_FF300M_EX\bin_1\FF_300M.exe + + + 7.0 + False + False + 0 + F:\slog\FF300W_9113\bin_1 + RELEASE + + + 7.0 + DEBUG + F:\slog\FZ_FF300M_EX\bin_1 + + + Delphi.Personality + + +FalseTrueFalseFalseFalse1000FalseFalseFalseFalseFalse20529361.0.0.01.0.0.0 + + + + + Microsoft Office 2000 Sample Automation Server Wrapper Components + Microsoft Office XP Sample Automation Server Wrapper Components + FF_300M.dprFalse + + + + + MainSource + + + +
DM
+ TDataModule + + + +
MAINFORM
+ + + + + + + \ No newline at end of file diff --git a/drobot/src/FF_300M.dproj.local b/drobot/src/FF_300M.dproj.local new file mode 100644 index 00000000..a105bc38 --- /dev/null +++ b/drobot/src/FF_300M.dproj.local @@ -0,0 +1,16 @@ + + + + 2012/12/12 08:08:52.194.pas,C:\Users\Administrator\Documents\RAD Studio\Projects\Unit1.pas=F:\slog\FF300W_9114\FF_300M\fm_main.pas + 2012/12/12 08:08:52.219.dfm,C:\Users\Administrator\Documents\RAD Studio\Projects\Unit1.dfm=F:\slog\FF300W_9114\FF_300M\fm_main.dfm + 2012/12/12 08:09:06.366.bdsproj,C:\Users\Administrator\Documents\RAD Studio\Projects\Project1.bdsproj=F:\slog\FF300W_9114\FF_300M\FF_300M.bdsproj + 2012/12/12 10:46:04.099.pas,F:\slog\FF300W_9114\FF_300M\Unit1.pas=F:\slog\FF300W_9114\FF_300M\ff_dm.pas + 2012/12/12 10:46:04.099.dfm,F:\slog\FF300W_9114\FF_300M\Unit1.dfm=F:\slog\FF300W_9114\FF_300M\ff_dm.dfm + 2013/04/05 11:55:56.708.pas,F:\slog\FF300W_9114\FF_300M_EX\Unit1.pas=F:\slog\FF300W_9114\FF_300M_EX\ff_qty.pas + 2013/04/05 11:55:56.708.dfm,F:\slog\FF300W_9114\FF_300M_EX\Unit1.dfm=F:\slog\FF300W_9114\FF_300M_EX\ff_qty.dfm + 2013/04/05 11:57:53.537.pas,F:\slog\FF300W_9114\FF_300M_EX\ff_qty.pas=F:\slog\FF300W_9114\FF_300M_EX\ff_x.pas + 2013/04/05 11:57:53.537.dfm,F:\slog\FF300W_9114\FF_300M_EX\ff_qty.dfm=F:\slog\FF300W_9114\FF_300M_EX\ff_x.dfm + 2013/04/05 12:05:53.395.pas,F:\slog\FF300W_9114\FF_300M_EX\ff_x.pas= + 2013/04/05 12:05:53.395.dfm,F:\slog\FF300W_9114\FF_300M_EX\ff_x.dfm= + + diff --git a/drobot/src/FF_300M.identcache b/drobot/src/FF_300M.identcache new file mode 100644 index 00000000..13dfcddf Binary files /dev/null and b/drobot/src/FF_300M.identcache differ diff --git a/drobot/src/FF_300M.res b/drobot/src/FF_300M.res new file mode 100644 index 00000000..e877da3f Binary files /dev/null and b/drobot/src/FF_300M.res differ diff --git a/drobot/src/do_beep_thread.dcu b/drobot/src/do_beep_thread.dcu new file mode 100644 index 00000000..6df9a1df Binary files /dev/null and b/drobot/src/do_beep_thread.dcu differ diff --git a/drobot/src/do_beep_thread.pas b/drobot/src/do_beep_thread.pas new file mode 100644 index 00000000..b2616c51 --- /dev/null +++ b/drobot/src/do_beep_thread.pas @@ -0,0 +1,161 @@ +unit do_beep_thread; + +interface + +uses + Windows, Messages, SysUtils,Classes,s_lib_pas_unit; + +type + Tth_beep = class(TThread) + i_do_main_loop_mark :Integer; + private + { Private declarations } + protected + procedure Execute; override; + end; + +implementation +uses ff_hs_base; + +procedure Tth_beep.Execute; +var + iRet,i_loop_count :Integer; + s_tmp_log:string; +begin + { Place thread code here } + //1.check time,loop,wait + //2.main loop + + try + + i_loop_count:=888; + + Sleep(5000); + + //frmMain2.GRID_S001.Cells[0,0]:=pc_what_wk; + + if (i_comm_ok=0) Then + begin + //frmMain2.GRID_S006.Cells[0,0]:='¶Ï¿ª'; + s_caption_3:='¶Ï¿ª'; + Exit; + end + else + begin + //frmMain2.GRID_S006.Cells[0,0]:='Áª»ú'; + s_caption_3:='Áª»ú'; + end; + + //Sleep(15000); + + While not Terminated do + begin + //Beep(); + //s_sleep_us(2000000); + + if i_do_main_loop_mark =0 Then + begin + + iRet :=888; + + if ( not g_bStop ) then + begin + if(WAIT_OBJECT_0 = WaitForSingleObject(g_hEvent,INFINITE)) then + //if(WAIT_OBJECT_0 = WaitForSingleObject(g_hEvent,1000) ) then + begin + + if (i_comm_ok=0) Then + begin + //frmMain2.GRID_S006.Cells[0,0]:='¶Ï¿ª'; + s_caption_3:='¶Ï¿ª'; + Exit; + end + else + begin + //frmMain2.GRID_S006.Cells[0,0]:='Áª»ú'; + s_caption_3:='Áª»ú'; + end; + + //Í˳ö + if g_bStop then + begin + Exit; + end; + + while ( iRet <> 0 ) do + begin + try + W_Log('Call Start',8,999,'check lpComm_Start here!') ; + //Sleep(1000); + + //for tasks restart + ExitProcess(9); + + iRet := m_lpComm.Start(g_iType); + if ( iRet = 0 ) then + begin + i_comm_ok :=888; + ResetEvent(g_hEvent); + break; + end; + Sleep(1000); + + except + W_Log('try_except',9,999,'lpComm_Start exception'); + end; + end; + + end; + end; + end + else + begin + //s_sleep_us(300000); + s_sleep_us(200000); + + try + + if( i_loop_count mod 100 =0 ) then ff_get_qty(); + + if( i_ff_get_qty_88 >0 ) then + begin + i_ff_get_qty_88 := i_ff_get_qty_88 -2; + ff_get_qty(); + end; + + except + on E: Exception do + begin + //Assert(false,s_tmp_log); + //W_Log('ff_get_qty',19,999,PChar(s_tmp_log)); + W_Log('ff_get_qty',19,999,PChar(E.Message)); + ExitProcess(999); + end; + end; + + try + ff_main_wk_loop(); + except + on E: Exception do + begin + //Assert(false,s_tmp_log); + //W_Log('ff_main_wk_loop',i_line_no_001,999,PChar(s_tmp_log)); + W_Log('ff_main_wk_loop',i_line_no_001,999,PChar(E.Message)); + ExitProcess(999); + end; + end; + + //if( i_loop_count mod 18 =0 ) then ff_get_qty(); + //if( i_loop_count mod 2 =0 ) then ff_main_wk_loop(); + i_loop_count :=i_loop_count + 1; + if(i_loop_count >88888888) then i_loop_count :=0; + end; + end; + + finally + ExitProcess(999); + end; + +end; + +end. diff --git a/drobot/src/ff_dm.dcu b/drobot/src/ff_dm.dcu new file mode 100644 index 00000000..b1e82848 Binary files /dev/null and b/drobot/src/ff_dm.dcu differ diff --git a/drobot/src/ff_dm.dfm b/drobot/src/ff_dm.dfm new file mode 100644 index 00000000..6c8290b7 --- /dev/null +++ b/drobot/src/ff_dm.dfm @@ -0,0 +1,5 @@ +object DM: TDM + OldCreateOrder = False + Height = 381 + Width = 581 +end diff --git a/drobot/src/ff_dm.pas b/drobot/src/ff_dm.pas new file mode 100644 index 00000000..952a5802 --- /dev/null +++ b/drobot/src/ff_dm.pas @@ -0,0 +1,23 @@ +unit ff_dm; + +interface + +uses + SysUtils, Classes; + +type + TDM = class(TDataModule) + private + { Private declarations } + public + { Public declarations } + end; + +var + DM: TDM; + +implementation + +{$R *.dfm} + +end. diff --git a/drobot/src/ff_hs_base.dcu b/drobot/src/ff_hs_base.dcu new file mode 100644 index 00000000..5d027a2d Binary files /dev/null and b/drobot/src/ff_hs_base.dcu differ diff --git a/drobot/src/ff_hs_base.pas b/drobot/src/ff_hs_base.pas new file mode 100644 index 00000000..704009b6 --- /dev/null +++ b/drobot/src/ff_hs_base.pas @@ -0,0 +1,6022 @@ +unit ff_hs_base; + +{ +//ff_300m_ex for ¶àÕË»§Ò»¼üϵ¥ + +// +} +interface +uses + Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,DateUtils, + Dialogs,uFutuDataTypes,uFutuMessageInterface,uFutuSdkInterface,fm_main,s_lib_pas_unit, + do_beep_thread; + +const + HSFUSDKDLL='HsFutuSDK.DLL' ; + + +type + ////////////////////////¼Ì³Ð»Øµ÷½Ó¿Ú////////////////////////////////// + TMyFuCallBack = class (IFuCallBack) + public + //²éѯ + function QueryInterface( const iid:PChar;ppv:Pointer ):Integer;override;stdcall; + + //ÒýÓýӿڣ¬ÒýÓüÆÊý¼ÓÒ» + function AddRef():Integer;override;stdcall; + + //ÊͷŽӿڣ¬ÒýÓüÆÊý¼õÒ»£¬¼ÆÊýΪ0ʱÊͷŽӿڵÄʵÏÖ¶ÔÏó + function Release():Integer;override;stdcall; + + //Á¬½Ó״̬µÄ¸Ä±ä + procedure OnConnStateNotify(lpInst:Pointer;iType:Integer;iRet:Integer; + const szNotifyTime:PChar; + const szMsg:PChar);override;stdcall; + + //µÇ½Ӧ´ðÏûÏ¢ + procedure OnRspLogin(lpInst:Pointer;lpMsg:IFuMessage);override;stdcall; + + //µÇ³ö·´À¡ + procedure OnRspLogout(lpInst:Pointer;lpMsg:IFuMessage);override;stdcall; + + //¶©ÔÄ\Í˶©ÐÐÇé»òÕ߻ر¨µÄ½á¹û + procedure OnRspSubResult(lpInst:Pointer;sType:REGType; + aAction:REGAction;iResult:Integer; + const lpParam:PChar;const szMsg:PChar);override;stdcall; + + //ÒµÎñ½ÓÊÕµ½ÒµÎñÓ¦´ðÏûÏ¢ + procedure OnReceivedBiz(lpInst:Pointer;lpAnsData:IFuMessage;iRet:Integer;iKeyID:Integer);override;stdcall; + + //½ÓÊÕµ½µ¥ÍÈÊг¡ÐÐÇé + procedure OnRspMarketInfo(lpInst:Pointer;const lpData:LPCMarketInfo;rAction:REGAction);override;stdcall; + + //½ÓÊÕµ½×éºÏÊг¡ÐÐÇé + procedure OnRspArgMaketInfo(lpInst:Pointer;const lpData:LPCArgMarketInfo;rAction:REGAction);override;stdcall; + + //½ÓÊÕµ½Î¯Íз´À¡ÏûÏ¢ + procedure OnRecvOrderInfo(lpInst:Pointer;const lpInfo:LPCOrderRspInfo);override;stdcall; + + //½ÓÊÕµ½¶©µ¥³É½»·´À¡ + procedure OnRecvOrderRealInfo(lpInst:Pointer;const lpInfo:LPCRealRspInfo);override;stdcall; + + //ÔÚÏ߸öÈËÏûÏ¢ + procedure OnRspOnlineMsg(lpInst:Pointer;szUsrID:PChar;szMessage:PChar);override;stdcall; + end; + ///////////////////////////////////////////////////////////////////// + + /////////////////////////////////////////SDKµ¼³ö½Ó¿Ú//////////////////////////////////////// + { /** + * ²úÉúÒ»ÌõеÄÏûÏ¢ + *@param iMsgType ÏûÏ¢ÀàÐÍ,Çë²Î¿¼ÓÐЧµÄÏûÏ¢ÀàÐͶ¨Òå + *return ·ÇNULL±íʾһÌõÓÐЧµÄÏûÏ¢,NULL±íʾ·ÖÅäÄÚ´æʧ°Ü + [Ḭ̈߳²È«] + */} + function NewFuMessage(iMsgType:Integer=-1;iMsgMode:Integer=-1):IFuMessage;stdcall;external HSFUSDKDLL; + + {/** + * ´´½¨ÐµÄϵͳÁ¬½Ó¶ÔÏó + *@param lpReserved ±£Áô²ÎÊý,V1°æ±¾±ØÐëÖÃΪNULL + *@return ¶ÔÏó½Ó¿Ú¶ÔÏóÖ¸Õë(¿ÉÒÔµ÷ÓÃÆäÄڵĺ¯ÊýʵÏÖ) + [Ḭ̈߳²È«] + */} + function NewFuCommObj(lpReserved:Pointer=nil):Pointer;stdcall; + external HSFUSDKDLL name 'NewFuCommObj'; + + {/** + * »ñÈ¡°æ±¾ºÅ + @return °æ±¾ºÅ,Ê®Áù½øÖÆÊý¾Ý,ÀýÈç0x10000000,±íʾ°æ±¾Îª1.0.0.0 + [Ḭ̈߳²È«] + */} + function GetSDKVersion():Integer;stdcall;external HSFUSDKDLL; + /////////////////////////////////////////SDKµ¼³ö½Ó¿Ú//////////////////////////////////////// + +const + m_ma_max_index =11; //for 12 :0..11 + +Type + //Ϊ¼æÈÝÐÔͳһÒÔ4×Ö½Ú¶ÔÆë,·ñÔòÓÐÊý¾Ý¶ÔÆëµÄÎÊÌâ + {$A4} + // µ¥ÍÈÐÐÇé + LP_s_k_line_data = ^s_k_line_data; + s_k_line_data = record + i_date :Cardinal; + i_open :Cardinal; + i_high :Cardinal; + i_low :Cardinal; + i_close :Cardinal; + f_amount :Single; + i_vol :Cardinal; + i_pre_close :Cardinal; + end; + + LP_s_k_line_ma_rsi = ^s_k_line_ma_rsi; + s_k_line_ma_rsi = record + ai_ma :array [0..m_ma_max_index] of Cardinal; + ai_rsi :array [0..5] of Cardinal; + end; + + + LP_s_fc_data = ^s_fc_data; + + s_fc_data = record + pc_username :PChar; + pc_xxx_name :PChar; + pc_fcpwd :PChar; + + i_VOL :Integer; + i_long_max:Integer; + i_short_max:Integer; + + i_got_it_mark :Integer; + i_short_mark :Integer; + i_rights_balance:Integer; + + f_rights_balance :Single; + f_short_price :Single; + f_business_price :Single; + + end; + + LP_s_vol_data = ^s_vol_data; + + s_vol_data = record + tm_0 :TDateTime; + i_business_amount :Integer; + i_VOL :Integer; + end; + +const + m_i_max_chg_kline_in_mem =18888; + + //for F9 + m_bsk_ask_long=1; + //for F10 + m_bsk_bid_long=2; + //for F11 + m_bsk_bid_short=3; + //for F12 + m_bsk_ask_short=4; + + m_bsk_clear_long=5; + m_bsk_clear_short=6; + + m_mairu='1'; + m_maichu= '2'; + m_kaicang= '1'; + m_pingcang= '2'; + m_jiaoge= '3'; + m_pingjin= '4'; + + m_i_long=1; + m_i_short=2; + + m_k_line_file_name ='sh600328.day'; + m_USER_NAME ='80104267'; + m_USER_PWD ='158363'; + + m_ff_main_ini = '../conf/ff_main.ini'; + m_ff_rsi_ini = '../conf/ff_rsi.ini'; + m_ff_local_ini = '../conf/ff_local.ini'; + m_ff_ma120_ini = '../conf/ff_ma_bb.ini'; + m_ff_bb100_ini = '../conf/ff_bb_100.ini'; + m_ff_m30_short_ini = '../conf/ff_m30_short.ini'; + m_ff_m30_long_ini = '../conf/ff_m30_long.ini'; + m_ff_short_1_ini = '../conf/ff_short_1.ini'; + m_ff_action_ini = '../conf/ff_action.ini'; + +var + i_show_string_grid :Integer=0; + i_do_ff_qty_loop :Integer=0; + + i_open_price :Integer=0; + i_open_vol :Integer=0; + i_open_vol_wk :Integer=0; + + c_open_price : array [0..88] of Char; + c_open_price_0 : array [0..88] of Char; + c_open_price_1 : array [0..88] of Char; + + //for vol ,up power + i_chk_power_vol_set :Integer=5000; + + i_chk_power_vol_wk :Integer=5000; + + i_up_count_ex:Integer=0; + i_down_count_ex:Integer=0; + i_up_vol_sum:Integer=0; + i_down_vol_sum:Integer=0; + + + //for vol display + i_vol_start:Integer=0; + i_vol_reset:Integer=0; + i_vol_stop:Integer=0; + + i_vol_0:Integer=0; + + tdt_vol_0 :TDateTime; + i_vol_1:Integer=0; + + tdt_vol_1 :TDateTime; + + + as_vol_data : array [0..88] of s_vol_data; + + i_clr_long_1_mark :Integer=0; + i_clr_short_1_mark :Integer=0; + + i_clr_long_to_001_mark :Integer=0; + i_clr_short_to_001_mark :Integer=0; + + //for stop + i_stp_long :Integer=0; + i_stp_short :Integer=0; + + i_act_stp_long :Integer=0; + i_act_stp_short :Integer=0; + + i_set_stp_long :Integer=0; + i_set_stp_short :Integer=0; + + i_set_stp_long_wk :Integer=0; + i_set_stp_short_wk :Integer=0; + + i_act_stp_long_mark :Integer=0; + i_act_stp_short_mark :Integer=0; + + i_stp_delta : Integer=3; + + + + + i_lock_long :Integer=0; + i_lock_short :Integer=0; + + i_cut_lock_long :Integer=0; + i_cut_lock_short :Integer=0; + + i_set_lock_long :Integer=0; + i_set_lock_short :Integer=0; + + i_set_lock_long_wk :Integer=0; + i_set_lock_short_wk :Integer=0; + + i_cut_lock_long_mark :Integer=0; + i_cut_lock_short_mark :Integer=0; + + i_delta : Integer=12; + + i_open_delta : Integer=12; + i_close_delta : Integer=12; + + + i_only_1 : Integer=0; + i_fc_count : Integer=0; + i_fc_wk_index : Integer=0; + i_fc_wk_index_bak : Integer=88; + as_fc_data : array [0..88] of s_fc_data; + + c_error_no :array [0..88] of Char; + c_error_info :array [0..888] of Char; + + pc_open_long_time :PChar=nil; + pc_open_short_time :PChar=nil; + pc_close_long_time :PChar=nil; + pc_close_short_time :PChar=nil; + + //<0 for disable + //=0 for enable ,just wait to do it + //>0 for had did + i_open_long_timer :Integer =-8; + i_open_short_timer :Integer =-8; + i_close_long_timer :Integer =-8; + i_close_short_timer :Integer =-8; + +var + i_lock_for_main_loop :Integer=0; + + s_edit_text_1:string=' '; + s_edit_text_2:string=' '; + + s_caption_1:string=' '; + s_caption_2:string=' '; + s_caption_3:string=' '; + s_caption_4:string=' '; + s_caption_5:string=' '; + s_caption_6:string=' '; + s_caption_7:string=' '; + s_caption_8:string=' '; + s_caption_9:string=' '; + s_caption_10:string=' '; + s_caption_11:string=' '; + s_caption_12:string=' '; + s_caption_13:string=' '; + s_caption_14:string=' '; + s_caption_15:string=' '; + s_caption_16:string=' '; + + s_caption_vol:string=' '; + s_caption_long_stp:string=' '; + s_caption_short_stp:string=' '; + s_caption_status:string=' '; + +var + i_line_no_001 :Integer; + i_line_no_002 :Integer; + i_line_no_003 :Integer; + i_line_no_004 :Integer; + i_line_no_005 :Integer; + i_line_no_006 :Integer; + i_line_no_007 :Integer; + i_line_no_008 :Integer; + + i_loop_count_001 :Integer=0; + + +var + ai_ma_set :array [0..11] of Integer=(5,10,20,30,50,60,120,200,250,600,1200,2400); + ai_rsi_set :array [0..5] of Integer=(6,12,24,9,18,36); + + m_lpComm:IHsFutuComm; + m_lpCallBack:TMyFuCallBack; + + i_comm_ok :Integer=0; + + i_ff_get_qty_88 :Integer=0; + i_ff_get_qty_flag :Integer=0; + + th_beep :Tth_beep; + th_main_loop :Tth_beep; + i_beeping :Integer=0; + + g_hEvent :THANDLE; + g_iType :Integer=0; + g_bStop :Boolean=False; + + tm_0 :TDateTime; + tm_1 :TDateTime; + tm_2 :TDateTime; + + i_as_k_chg_init_flag :Integer=0; + i_s_k_chg_index_wk :Integer=0; + i_s_k_chg_index_wk_bak :Integer=0; + i_s_k_chg_index_load :Integer=0; + i_as_k_base_init_flag:Integer=0; + + as_k_chg : array [0..m_i_max_chg_kline_in_mem] of s_k_line_data; + as_k_chg_ma_rsi : array [0..m_i_max_chg_kline_in_mem] of s_k_line_ma_rsi; + i_get_price_count :Integer=0; + + iFileHandle : Integer; + + i_will_close_market :Integer=0; + +var + i_no_trade :Integer=0; + + i_only_short:Integer=0; + + i_only_long:Integer=0; + i_mbm_only:Integer=0; + + i_short_stop_index :Integer=0; + i_long_stop_index :Integer=0; + + i_sum_short_mbm_count :Integer=0; + i_sum_long_mbm_count :Integer=0; + + i_sum_4ma_short_mbm_count :Integer=0; + i_sum_4ma_long_mbm_count :Integer=0; + + //for Big Money + i_mbm_long :Integer=888; + i_mbm_short :Integer=888; + + i_4ma_mbm_long :Integer=888; + i_4ma_mbm_short :Integer=888; + + i_short_mbm_mark :Integer=0; + i_long_mbm_mark :Integer=0; + + i_4ma_short_mbm_mark :Integer=0; + i_4ma_long_mbm_mark :Integer=0; + + i_short_mbm_count :Integer=0; + i_long_mbm_count :Integer=0; + + i_4ma_short_mbm_count :Integer=0; + i_4ma_long_mbm_count :Integer=0; + + i_long_mbm_count_action_1 :Integer=0; + i_short_mbm_count_action_1 :Integer=0; + + i_short_mbm_count_bak :Integer=0; + i_long_mbm_count_bak :Integer=0; + + i_4ma_short_mbm_count_bak :Integer=0; + i_4ma_long_mbm_count_bak :Integer=0; + + i_short_mbm_index :Integer=0; + i_long_mbm_index :Integer=0; + + i_short_mbm_index_1 :Integer=0; + i_long_mbm_index_1 :Integer=0; + + i_last_120ma250eq_index :Integer=0; + + f_mbm_cut_long :Single=0.0; + f_mbm_stop_long :Single=0.0; + + f_mbm_cut_short :Single=0.0; + f_mbm_stop_short :Single=0.0; + + i_short_long_01 :Integer=888; + i_short_long_date :Integer=0; + i_short_long_index :Integer=888; + + i_wk_log :Integer=8; + i_debug_log :Integer=0; + i_tmp_log :Integer=-1; + i_mbm_log :Integer=28; + + i_make_log_ex :Integer=-1; + + i_make_ex_test :Integer=0; + i_make_k_only :Integer=0; + + i_long_short_ctrl:Integer=0; + + i_make_long_mark :Integer=0; + i_got_it_mark :Integer=0; + + i_long_act_flag :Integer=-1; + i_short_act_flag :Integer=-1; + + i_make_short_mark :Integer =0; + + i_short_mark :Integer=0; + f_short_price :Single; + f_business_price :Single; + + i_got_it_mark_ex :Integer=0; + i_short_mark_ex :Integer=0; + f_short_price_ex :Single; + f_business_price_ex :Single; + + + f_last_price_wk :Single=0.0; + f_last_price_1 :Single=0.0; + f_price_A :Single=0.0; + + f_buy_1 :Single=0.0; + f_sale_1 :Single=0.0; + + i_BSK:Integer=0; + + i_stop_check_count:Integer=0; + i_stop_short_count:Integer=0; + + c_entrust_no :array [0..88] of Char; + c_batch_no :array [0..88] of Char; + + c_rights_balance :array [0..88] of Char; + i_rights_balance :Integer=0; + f_rights_balance :Single=0.0; + + i_entrust_no_mark :Integer=0; + +var + pc_username :PChar; + pc_user_pwd :PChar; + + pc_what_wk :PChar; + + pc_IP :PChar; + pc_BLS:PChar; + pc_CLF:Pchar; + pc_ENT:Pchar; + + i_rsi_A:Integer=1800; + i_rsi_B:Integer=2800; + i_rsi_C:Integer=1800; + + i_rsi_AB:Integer=6; + i_rsi_BC:Integer=6; + i_rsi_IA_min:Integer=8; + i_rsi_IA_max:Integer=18; + + f_rsi_stop :Single=18.0; + f_rsi_cut :Single=12.0; + + f_rsi_stop_long :Single=18.0; + f_rsi_stop_short :Single=18.0; + + f_rsi_cut_long :Single=0.0; + f_rsi_cut_short :Single=0.0; + + f_rsi_add :Single=8.0; + i_F:Integer=1; + i_S:Integer=1; + i_T:Integer=1; + i_A:Integer=1; + + i_M30:Integer=30; + i_M30_stop:Integer=0; + + i_M120:Integer=0; + i_M120_stop:Integer=0; + + i_BOX_Y:Integer =8 ; + + i_get_S_mark:Integer =0; + i_get_T_mark:Integer =0; + i_short_S_mark:Integer =0; + i_short_T_mark:Integer =0; + + i_w20_mark :Integer=0; + i_w20_A_index :Integer=0; + i_w20_B_index :Integer=0; + i_w20_C_index :Integer=0; + + i_MA120_BB_mark :Integer=0; + i_MA120_BB_n :Integer=0; + i_MA120_BB_c :Integer=0; + i_MA120_BB_i :Integer=0; + + i_BB_BOX_X :Integer=8; + i_BB_BOX_Y :Integer=800; + + i_M30_short_mark :Integer=0; + i_M30_short_n :Integer=0; + i_M30_short_c :Integer=0; + i_M30_short_i :Integer=0; + + i_M30_short_BOX_X :Integer=8; + i_M30_short_BOX_Y :Integer=2800; + + + +Var + i_BB_100_BOX_X :Integer=8; + i_BB_100_BOX_Y :Integer=3800; + i_BB_100_mark :Integer=0; + i_BB_100_n :Integer=0; + i_BB_100_c :Integer=0; + i_BB_100_i :Integer=0; + + i_MA120_120_chg :Integer=0; + i_make_long :integer=0; + i_make_short :Integer=0; + + i_short_1_mark:Integer=0; + i_short_250_mark:Integer=0; + i_short_30_mark:Integer=0; + i_short_120_mark:Integer=0; + + i_pass3_short_120_mark:Integer=0; + + i_pass_3_mark :Integer=0; + i_pass_3_mark_ex :Integer=0; + + i_act_rsi:Integer=10; + i_act_m120:Integer=10; + i_act_bb_100:Integer=10; + i_act_short:Integer=10; + + i_B_S_Flag:Integer=0; + i_B_S_Flag_10:Integer=0; + i_B_S_Flag_18:Integer=0; + + i_B_Flag:Integer=0; + i_S_Flag:Integer=0; + + i_short_pass3_mark :Integer=0; + + i_ADD_FLOSS_MAX :Integer =0; + i_long_FLOSS_MAX :Integer =0; + i_short_FLOSS_MAX :Integer =0; + +var + MAINFORM: TMAINFORM; + +function ff_chk_power_vol(i:Integer):Integer; + +function ff_set_caption():Integer; + +function ff_load_k_base():Integer; + +function ff_rsi_w20_init():Boolean; + +function FF_creat_comm_obj( ):Boolean; +function FF_release_comm_obj():Boolean; +function FF_comm_obj_init():Boolean; +function FF_do_logout(pc_fund_account :PChar):Boolean; + +function ff_make_ma_rsi_ex(ii:Integer) :Integer; +function ff_make_ma_rsi() :Integer; +function ff_get_ma(i:Integer;j:Integer) :Integer; +function ff_get_rsi(ii:Integer;jj:Integer) :Integer; +function ff_get_max_ij_high(i:Integer;j:Integer) :Integer; +function ff_get_min_ij_low(i:Integer;j:Integer) :Integer; +function ff_get_max_ij_index(i:Integer;j:Integer) :Integer; +function ff_get_min_ij_index(i:Integer;j:Integer) :Integer; + +function ff_check_rsi_w20(i:Integer):Integer; +function ff_check_rsi_w20_ex(i:Integer):Integer; +function ff_check_MA120_BB(i:Integer;i_ma_index :Integer):Integer; +function ff_check_MA120_BB_ex(i:Integer):Integer; + +function ff_check_BB_100(i:Integer;i_ma_index :Integer):Integer; +function ff_check_BB_100_ex(i:Integer):Integer; + +function ff_get_S_L_Mark(i:Integer) :Integer; +function ff_get_BS_Mark(i:Integer) :Integer; +function ff_get_long_mark_8(i:Integer) :Integer; +function ff_get_ma600_mark(i:Integer) :Integer; +function ff_get_ma600_mark_long(i:Integer) :Integer; + +function ff_check_M30_short(i:Integer):Integer; +function ff_check_M30_short_ex(i:Integer):Integer; + + + +function ff_check_short_1(i:Integer):Integer; +function ff_check_short_1_ex(i:Integer):Integer; + +function ff_check_short_250(i:Integer):Integer; +function ff_check_short_30(i:Integer):Integer; +function ff_check_short_120(i:Integer):Integer; +function ff_check_long_pass_3(i:Integer):Integer; +function ff_long_pass_3_ex(i:Integer):Integer; + +function ff_make_long_MA30(i:Integer):Integer; +function ff_make_long_MA60(i:Integer):Integer; +function ff_make_long_MA250(i:Integer):Integer; + +function ff_short_pass3_mark(i:Integer):Integer; +//function ff_pass3_short_250(i:Integer):Integer; +function ff_pass3_short_120(i:Integer):Integer; + + +function ff_make_mbm_long(i:Integer):Integer; +function ff_make_mbm_short(i:Integer):Integer; + +function ff_4ma_make_mbm_long(i:Integer):Integer; +function ff_4ma_make_mbm_short(i:Integer):Integer; + +function ff_main_wk_loop():Integer; +function ff_get_qty():Integer; +function ff_get_qty_ex():Integer; + +function ff_get_profit():Integer; + +function ff_cancel_entrust_no():Integer; +function ff_entrust_no(pc_contract_code:PChar):Integer; +function ff_order_ex( + pc_contract_code:PChar; + pc_entrust_price:PChar; + pc_entrust_amount:PChar; + pc_entrust_bs:PChar; + pc_direction:PChar ):Integer; + +function ff_passwd_chg( + pc_account:PChar; + pc_password_type:PChar; + pc_old_password:PChar; + pc_new_password:PChar ):Integer; + + +function do_beep():Boolean; +function ff_stop_do_beep():Boolean; + +function ff_do_main_loop():Integer; + + +implementation + +//³õʼ»¯Í¨ÐŶÔÏó +function FF_creat_comm_obj():Boolean; +Var + i,j,i_count,j_count,k_count:Integer; + i_tmp,j_tmp,k_tmp:Integer; + i_index,j_index,k_index:Integer; + + + i_count_1,j_count_1,k_count_1:Integer; + i_tmp_1,j_tmp_1,k_tmp_1:Integer; + i_index_1,j_index_1,k_index_1:Integer; + s_tmp_log:string; + +begin + Result := False; + + FF_load_allconf(); + ff_rsi_w20_init(); + ff_load_k_base(); + + + //only for test + i_make_ex_test :=0; + i_count:=0; + j_count:=0; + k_count:=0; + + i_count_1:=0; + j_count_1:=0; + k_count_1:=0; + + //Assert(false,s_tmp_log); + + if i_make_ex_test >0 Then for j := 80 to i_s_k_chg_index_wk-2 Do + begin + + f_last_price_wk := as_k_chg[j].i_close/100; + + if( Round(as_k_chg[j].i_date/10000) > Round(as_k_chg[j-1].i_date/10000) ) Then + begin + W_Log('MBM long sum',as_k_chg[j].i_date,i_mbm_log+6,PChar('4MA OK! Count:'+IntToStr(i_sum_long_mbm_count)+ + ' short: ' + IntToStr(i_sum_short_mbm_count) + + ' long-short: ' + IntToStr(i_sum_long_mbm_count -i_sum_short_mbm_count) + + ' S-L: ' + IntToStr(i_sum_short_mbm_count -i_sum_long_mbm_count) + + ) ); + W_Log('MBM long 4ma sum',as_k_chg[j].i_date,i_mbm_log+7,PChar('4MA OK! Count:'+IntToStr(i_sum_4ma_long_mbm_count)+ + ' short 4ma: ' + IntToStr(i_sum_4ma_short_mbm_count) + + ' 4ma L-S: ' + IntToStr(i_sum_4ma_long_mbm_count -i_sum_4ma_short_mbm_count) ) ); + end; + + + ff_get_BS_Mark(j); + + ff_4ma_make_mbm_long(j); + ff_4ma_make_mbm_short(j); + + i_tmp_1 := ff_make_mbm_long(j); + + if(i_tmp_1 =0) then + begin + i_tmp_1 := as_k_chg[j].i_close; + j_tmp_1 :=ff_get_max_ij_high(j,j+240); + k_tmp_1 :=ff_get_min_ij_low(j,j+240); + j_index_1:=ff_get_max_ij_index(j,j+240); + k_index_1:=ff_get_min_ij_index(j,j+240); + + if(i_tmp_1-k_tmp_1 >1600 ) or (j_tmp_1-i_tmp_1<1000) then + begin + i_count_1:=i_count_1+1; + W_Log('MBM long',as_k_chg[j].i_date,i_mbm_log+1, + PChar('Buy:'+IntToStr(i_tmp_1) + '-BAD-' +'Cut Cut:'+IntToStr(k_tmp_1)+' i:'+IntToStr(j_index_1-k_index_1)+' j:'+IntToStr(j_index_1-j)+' k:'+IntToStr(k_index_1-j) )); + end + else + begin + j_count_1:=j_count_1+1; + W_Log('MBM long',as_k_chg[j].i_date,i_mbm_log+1, + PChar('Buy:'+IntToStr(i_tmp_1) + '-GOOD-' +'Stop Stop:'+IntToStr(j_tmp_1)+' i:'+IntToStr(j_index_1-k_index_1)+' j:'+IntToStr(j_index_1-j)+' k:'+IntToStr(k_index_1-j) )); + end; + + end; + + i_tmp := ff_make_mbm_short(j); + + if(i_tmp =0) then + begin + i_tmp := as_k_chg[j].i_close; + j_tmp :=ff_get_max_ij_high(j,j+240); + k_tmp :=ff_get_min_ij_low(j,j+240); + j_index:=ff_get_max_ij_index(j,j+240); + k_index:=ff_get_min_ij_index(j,j+240); + + if(j_tmp-i_tmp >1600 ) or (i_tmp-k_tmp<1000) then + //if(i_tmp-k_tmp >1600 ) or (j_tmp-i_tmp<1000) then + begin + i_count:=i_count+1; + W_Log('MBM short',as_k_chg[j].i_date,i_mbm_log, + PChar('Buy:'+IntToStr(i_tmp) + '-BAD-' +'Cut Cut:'+IntToStr(j_tmp)+' i:'+IntToStr(j_index-k_index)+' j:'+IntToStr(j_index-j)+' k:'+IntToStr(k_index-j) )); + end + else + begin + j_count:=j_count+1; + W_Log('MBM short',as_k_chg[j].i_date,i_mbm_log, + PChar('Buy:'+IntToStr(i_tmp) + '-GOOD-' + 'Stop Stop:'+IntToStr(k_tmp)+' i:'+IntToStr(j_index-k_index)+' j:'+IntToStr(j_index-j)+' k:'+IntToStr(k_index-j) )); + end; + + end; + + + //ff_short_pass3_mark(j); + //ff_pass3_short_120(j); + //ff_make_mbm_long(j); + //ff_make_mbm_short(j); + + //ff_get_BS_Mark(j); + //ff_make_long_MA30(j); + //ff_make_long_MA250(j); + + //ff_check_short_1(j); + //ff_check_short_1_ex(j); + //ff_check_short_30(j); + //ff_check_short_250(j); + //ff_check_short_120(j); + + //ff_long_pass_3_ex(j); + //ff_check_long_pass_3(j); + + if as_k_chg[j].i_date = 1131314 then + begin + //ff_make_mbm_short(j); + //ff_short_pass3_mark(j); + //ff_pass3_short_120(j); + + //ff_make_long_MA30(j); + + //ff_check_long_pass_3(j); + //ff_check_short_250(j); + //ff_check_long_pass_3(j); + //ff_check_short_1(j); + //ff_check_short_1_ex(j); + end; + //ff_check_M30_short(j); + //ff_check_M30_short_ex(j); + + //ff_check_rsi_w20(j); + //ff_check_rsi_w20_ex(j); + + //ff_check_MA120_BB(j,3); + //ff_check_MA120_BB_ex(j); + //ff_check_BB_100(j,3); + //ff_check_BB_100_ex(j); + end; + + if i_make_ex_test >0 Then W_Log('MBM long',88888,i_mbm_log+1,PChar('Stop:'+IntToStr(j_count_1) + '----------' + 'Cut:'+IntToStr(i_count_1) )); + if i_make_ex_test >0 Then W_Log('MBM short',888,i_mbm_log,PChar('Stop:'+IntToStr(j_count) + '----------' + 'Cut:'+IntToStr(i_count) )); + + //for test + if i_make_ex_test >0 Then ExitProcess(888); + //only for test End + + for j := 888 to i_s_k_chg_index_wk-2 Do + begin + //for short long lamp + ff_get_BS_Mark(j); + + ff_4ma_make_mbm_long(j); + ff_4ma_make_mbm_short(j); + + ff_make_mbm_long(j); + ff_make_mbm_short(j); + end; + + + //ºÜÖØÒª:¼ì²éһϰ汾ÊÇ·ñ·ûºÏ + if HSFUSDK_VERSION <> GetSDKVersion() then + begin + //MessageBox(Self.Handle,'Í·Îļþ°æ±¾Óë¿âÎļþ°æ±¾²»Æ¥Åä,½«¿ÉÄܵ¼Ö¼æÈÝÐÔÎÊÌâ!','°æ±¾¾¯¸æ',MB_OK or MB_ICONWARNING); + Exit; + end; + + //µÚÒ»²½ ´´½¨Ò»¸öͨÐŶÔÏó + m_lpComm := NewFuCommObj(nil); + if nil = m_lpComm then + begin + //Form1.AddLog('´´½¨Í¨ÐŶÔÏóʧ°Ü'); + Exit; + end; + //Form1.AddLog('´´½¨Í¨ÐŶÔÏóOK'); + //´´½¨»Øµ÷¶ÔÏó + m_lpCallBack := TMyFuCallBack.Create; + + FF_comm_obj_init(); + + // + if( i_comm_ok >0) then + begin + W_Log('create_thread',i_wk_log,i_wk_log,'call do_beep!'); + do_beep(); + end; +end; + +//ÊÍ·ÅͨÐŶÔÏó +function FF_release_comm_obj():Boolean; +begin + Result := False; + if Assigned(m_lpComm) then + begin + //FileClose(iFileHandle); + if i_beeping >0 then ff_stop_do_beep(); + + m_lpComm.SubscribeRequest(UnKnownType,CxlAll,'ALLWWW'); + m_lpComm.DoLogout(pc_username); + //¹Ø±Õ×Ô¶¯ÖØÁ¬Ïß³Ì + g_bStop := true; + SetEvent(g_hEvent); + Sleep(2000); + WaitForSingleObject(th_beep.Handle,10000); + CloseHandle(th_beep.Handle); + WaitForSingleObject(th_main_loop.Handle,10000); + CloseHandle(th_main_loop.Handle); + + //¹Ø±ÕͨÐÅÁ¬½Ó + m_lpComm.Stop(); + m_lpComm.Release(); + m_lpComm := nil; + m_lpCallBack.Destroy; + end; +end; + +function FF_comm_obj_init():Boolean; +var + i_loop,iRet:Integer; + //szServer:string; + sLog:string; +begin + Result := False; + + //ºÜÖØÒª:¼ì²éһϰ汾ÊÇ·ñ·ûºÏ + if HSFUSDK_VERSION <> GetSDKVersion() then + begin + //MessageBox(Self.Handle,'Í·Îļþ°æ±¾Óë¿âÎļþ°æ±¾²»Æ¥Åä,½«¿ÉÄܵ¼Ö¼æÈÝÐÔÎÊÌâ!','°æ±¾¾¯¸æ',MB_OK or MB_ICONWARNING); + Exit; + end; + + //szServer := '222.66.166.146:2800'; + pc_IP := FF_ffconf(m_ff_main_ini,'Sever','IP'); + pc_BLS:= FF_ffconf(m_ff_main_ini,'Sever','BLS'); + pc_CLF:= FF_ffconf(m_ff_main_ini,'Sever','CLF'); + pc_ENT:= FF_ffconf(m_ff_main_ini,'Sever','ENT'); + + pc_username:= FF_ffconf(m_ff_local_ini,'Main','FC'); + pc_user_pwd:= FF_ffconf(m_ff_local_ini,'Main','FCPWD'); + + //sBiz:= + //sDatF:= + //sL:= + //ÉèÖÃÅäÖòÎÊý + m_lpComm.SetConfig('futu','server',pc_IP); //t2·þÎñÆ÷µØÖ· + //m_lpComm.SetConfig('futu','biz_license_str','31332263F984F45D4B07689AB3352E19'); //ÊÚȨҵÎñÖ¤Êé´® + //m_lpComm.SetConfig('futu','comm_license_file','fz_3rd.dat');//t2ͨÐÅÖ¤Êé + //m_lpComm.SetConfig('futu','entrust_type','L');//ίÍз½Ê½ + + m_lpComm.SetConfig('futu','biz_license_str',pc_BLS); //ÊÚȨҵÎñÖ¤Êé´® + m_lpComm.SetConfig('futu','comm_license_file',pc_CLF);//t2ͨÐÅÖ¤Êé + + m_lpComm.SetConfig('futu','entrust_type',pc_ENT);//ίÍз½Ê½ + + //µÚ¶þ²½ ³õʼ»¯½Ó¿Ú¶ÔÏó + iRet := m_lpComm.Init(m_lpCallBack); + if 0<> iRet then + begin + //sLog := '½Ó¿Ú³õʼ»¯Ê§°Ü:'+m_lpComm.GetErrorMsg(iRet); + Exit; + end; + + //³õʼ»¯³É¹¦ + sLog := '½Ó¿Ú³õʼ»¯³É¹¦!'; + + iRet := m_lpComm.Start(SERVICE_TYPE_TRADE); + if 0 <> iRet then + begin + sLog := 'Æô¶¯½»Ò×Á¬½Óʧ°Ü:'+m_lpComm.GetErrorMsg(iRet); + W_Log('m_lpComm.Start',i_wk_log,i_wk_log,PChar(sLog)); + Exit; + end; + //Form1.AddLog('´´½¨Í¨ÐŶÔÏóOK 999'); + //½¨Á¢Í¨ÐÅÁ¬½Ó + iRet := m_lpComm.Start(SERVICE_TYPE_QUOTE); + if 0 <> iRet then + begin + sLog := 'Æô¶¯ÐÐÇéÁ¬½Óʧ°Ü:'+m_lpComm.GetErrorMsg(iRet); + W_Log('m_lpComm.Start',i_wk_log,i_wk_log,PChar(sLog)); + Exit; + end; + //Form1.AddLog('´´½¨Í¨ÐŶÔÏóOK 1000'); + //µÚÈý²½ Ò»ÇвÙ×÷´ÓµÇ½¿ªÊ¼ + + for i_loop := 0 to i_fc_count-1 Do + begin + if( as_fc_data[i_loop].pc_fcpwd = nil ) Then as_fc_data[i_loop].pc_fcpwd :=pc_user_pwd; + + iRet := m_lpComm.DoLogin( as_fc_data[i_loop].pc_username ,as_fc_data[i_loop].pc_fcpwd,1); + if iRet <> 0 then + begin + sLog := 'µÇ½ʧ°Ü:'+IntToStr(iRet)+':'+m_lpComm.GetErrorMsg(iRet); + W_Log('DoLogin',i_wk_log,i_wk_log,PChar(sLog)); + ExitProcess(199); + end; + //Form1.AddLog('´´½¨Í¨ÐŶÔÏóOK 1888'); + end; + + pc_username :=as_fc_data[i_fc_wk_index].pc_username; + + s_caption_12:=pc_what_wk; + + //¶©ÔÄÐÐÇé + m_lpComm.SubscribeRequest(SingleCode,Subscription,pc_what_wk); + m_lpComm.SubscribeRequest(RspReport,Subscription,pc_username); + + + //for password chg + //ff_passwd_chg(pc_username,'0',pc_user_pwd,'138688'); + + i_comm_ok :=888; + + if (i_comm_ok=0) Then + begin + s_caption_3:='¶Ï¿ª'; + end + else + begin + s_caption_3:='Áª»ú'; + end; + + +end; + + + +function FF_do_logout(pc_fund_account :PChar):Boolean; +var + iRet:Integer; +begin + //µÇ³ö + if Assigned(m_lpComm) then + begin + iRet := m_lpComm.DoLogout(pc_fund_account); + if 0 <> iRet then + begin + //Form1.AddLog('µÇ³öʧ°Ü:'+m_lpComm.GetErrorMsg(iRet)); + end; + end; + + Result :=True; + +end; + + + + +{ TMyFuCallBack } + ////////////////////////////////////ÏûÏ¢»Øµ÷º¯ÊýʵÏÖ/////////////////////////////////////////////////// +function TMyFuCallBack.QueryInterface( const iid:PChar;ppv:Pointer ):Integer; +begin + Result := 0; +end; + +function TMyFuCallBack.AddRef():Integer; +begin + Result := 0; +end; + +function TMyFuCallBack.Release():Integer; +begin + Result := 0; +end; + +procedure TMyFuCallBack.OnConnStateNotify(lpInst: Pointer; iType:Integer;iRet: Integer; const szNotifyTime, szMsg: PChar); +begin + //Form1.Addlog('Á¬½Ó״̬±ä»¯:'+szNotifyTime+'-> '+szMsg+':'+IntToStr(iType)); + if iRet = 0 then//Á¬½Ó¶Ï¿ªÁË + begin + i_comm_ok:=0; + g_iType := iType; + SetEvent(g_hEvent); + end; +end; + +procedure TMyFuCallBack.OnReceivedBiz(lpInst: Pointer;lpAnsData: IFuMessage;iRet:Integer;iKeyID:Integer); +begin + //Form1.AddLog('ÊÕµ½Òì²½Ó¦´ðÏûÏ¢:type'+IntToStr(lpAnsData.GetMsgType())); + //Form1.ShowFuMessage(lpAnsData); +end; + +procedure TMyFuCallBack.OnRecvOrderInfo(lpInst: Pointer;const lpInfo: LPCOrderRspInfo); +begin + //Form1.AddLog('ÊÕµ½Î¯Íз´À¡ÏûÏ¢:type'+IntToStr(lpInfo.fund_account)); +end; + +procedure TMyFuCallBack.OnRecvOrderRealInfo(lpInst: Pointer;const lpInfo: LPCRealRspInfo); +var + c_log :array [0..88] of char; + s_tmp:string; +begin + //Form1.AddLog('ÊÕµ½³É½»·´À¡ÏûÏ¢:type'+IntToStr(lpInfo.fund_account)); + //entrust_bs: array[0..8] of Char; //5 ÂòÂô±êʶ + //entrust_direction: array[0..8] of Char;//6 ¿ªÆ½±êʶ + //business_price: Double; //7 ³É½»¼Û¸ñ + //business_amount: Double; //8 ³É½»ÊýÁ¿ + + //for i_got_it_mark,i_short_mark ,etc ,gobal var error + Exit; + + FillChar(c_log,SizeOf(c_log),0); + + StrCopy(c_log,lpInfo.entrust_bs); + + if c_log[0] = '2' Then + begin + FillChar(c_log,SizeOf(c_log),0); + StrCopy(c_log,lpInfo.entrust_direction); + + //kaicang + if c_log[0]= '1' Then + begin + f_short_price :=lpInfo.business_price; + s_tmp:=FloatToStrF(lpInfo.business_price,ffFixed,8,2); + i_short_mark :=i_short_mark + Round(lpInfo.business_amount); + + s_caption_9:='¿Õ '+Trim(s_tmp); + s_caption_11:=IntToStr(i_short_mark); + + //MAINFORM.Label9.Caption :='¿Õ '+Trim(s_tmp); + //MAINFORM.Label11.Caption :=IntToStr(i_short_mark); + + if(i_short_mark > (i_F + i_S -1)) then i_short_S_mark :=888 else i_short_S_mark :=0; + if(i_short_mark > (i_F + i_S + i_T -1)) then i_short_T_mark :=888 else i_short_T_mark :=0; + end; + + //pingcang + if c_log[0]= '2' Then + begin + f_short_price :=lpInfo.business_price; + s_tmp:=FloatToStrF(lpInfo.business_price,ffFixed,8,2); + i_got_it_mark :=i_got_it_mark - Round(lpInfo.business_amount); + + s_caption_8:='¶à '+Trim(s_tmp); + s_caption_10:=IntToStr(i_got_it_mark); + //MAINFORM.Label8.Caption :='¶à '+Trim(s_tmp); + //MAINFORM.Label10.Caption:=IntToStr(i_got_it_mark); + + if(i_got_it_mark > (i_F + i_S -1) ) then i_get_S_mark :=888 else i_get_S_mark :=0; + if(i_got_it_mark > (i_F + i_S + i_T -1 )) then i_get_T_mark :=888 else i_get_T_mark:=0; + end; + + end + else if c_log[0] = '1' Then + begin + FillChar(c_log,SizeOf(c_log),0); + StrCopy(c_log,lpInfo.entrust_direction); + + //kaicang + if c_log[0]= '1' Then + begin + f_business_price :=lpInfo.business_price; + s_tmp:=FloatToStrF(lpInfo.business_price,ffFixed,8,2); + i_got_it_mark :=i_got_it_mark + Round(lpInfo.business_amount); + + s_caption_8:='¶à '+Trim(s_tmp); + s_caption_10:=IntToStr(i_got_it_mark); + + //MAINFORM.Label8.Caption :='¶à '+Trim(s_tmp); + //MAINFORM.Label10.Caption:=IntToStr(i_got_it_mark); + + if(i_got_it_mark > (i_F + i_S -1) ) then i_get_S_mark :=888 else i_get_S_mark :=0; + if(i_got_it_mark > (i_F + i_S + i_T -1 )) then i_get_T_mark :=888 else i_get_T_mark:=0; + end; + + //pingcang + if c_log[0]= '2' Then + begin + + f_short_price :=lpInfo.business_price; + s_tmp:=FloatToStrF(lpInfo.business_price,ffFixed,8,2); + i_short_mark :=i_short_mark - Round(lpInfo.business_amount); + + s_caption_9:='¿Õ '+Trim(s_tmp); + s_caption_11:=IntToStr(i_short_mark); + + //MAINFORM.Label9.Caption :='¿Õ '+Trim(s_tmp); + //MAINFORM.Label11.Caption :=IntToStr(i_short_mark); + + if(i_short_mark > (i_F + i_S -1)) then i_short_S_mark :=888 else i_short_S_mark :=0; + if(i_short_mark > (i_F + i_S + i_T -1)) then i_short_T_mark :=888 else i_short_T_mark :=0; + end; + + end; + + //frmMain2.CalcAll; + //frmMain2.GRID.Repaint; + +end; + +procedure TMyFuCallBack.OnRspArgMaketInfo(lpInst: Pointer;const lpData: LPCArgMarketInfo;rAction:REGAction); +begin + //Form1.AddLog('ÊÕµ½×éºÏÐÐÇéÏûÏ¢.×éºÏ´úÂë:'+lpData.arbicontract_id); +end; + +procedure TMyFuCallBack.OnRspLogin(lpInst: Pointer; lpMsg: IFuMessage); +begin + //Form1.AddLog('Òì²½ÊÕµ½µÇ½Ӧ´ð:'); + //Form1.ShowFuMessage(lpMsg); +end; + +procedure TMyFuCallBack.OnRspLogout(lpInst: Pointer; lpMsg: IFuMessage); +begin + //Form1.AddLog('Òì²½ÊÕµ½µÇ³öÓ¦´ð:'); + //Form1.ShowFuMessage(lpMsg); +end; + +procedure TMyFuCallBack.OnRspMarketInfo(lpInst: Pointer;const lpData: LPCMarketInfo;rAction:REGAction); +var + //iFileHandle : Integer; + s_tmp:string; + i_loop :Integer; + i_tmp :Integer; +begin + //cout<<"µ¥ÍÈÐÐÇé:("<futu_exch_type<<":"<contract_code<<")"<futu_last_price<<"\t"<sale_low_price<<"\t"; + //cout<0) Then Exit; + + s_tmp :=FloatToStrF(lpData.futu_last_price,ffFixed,8,2) + ' MA30' + + + IntToStr(as_k_chg_ma_rsi[i_s_k_chg_index_wk].ai_ma[3]) + ' MA60' + + IntToStr(as_k_chg_ma_rsi[i_s_k_chg_index_wk].ai_ma[5]) + ' RSI6' + + IntToStr(as_k_chg_ma_rsi[i_s_k_chg_index_wk-1].ai_rsi[0]) + ' ' + + IntToStr(as_k_chg_ma_rsi[i_s_k_chg_index_wk].ai_rsi[0]) ; + tm_1 :=Now; + + if( lpData.futu_last_price <10 ) Then Exit; + + f_last_price_wk := lpData.futu_last_price; + + //20120622 add + if(i_got_it_mark =0 ) Then i_long_FLOSS_MAX :=0; + if(i_got_it_mark >0 ) and + (f_last_price_wk - f_business_price < -3 ) then + begin + if i_long_FLOSS_MAX < Round(f_business_price - f_last_price_wk ) Then + i_long_FLOSS_MAX := Round(f_business_price - f_last_price_wk ); + end; + + if(i_short_mark =0 ) Then i_short_FLOSS_MAX :=0; + if(i_short_mark >0 ) and + (f_last_price_wk - f_business_price > 3 ) then + begin + if i_short_FLOSS_MAX < Round(f_last_price_wk - f_business_price ) Then + i_short_FLOSS_MAX := Round(f_last_price_wk - f_business_price ); + end; + //20120622 add end + + if i_s_k_chg_index_wk > 8 then f_last_price_1 := as_k_chg[i_s_k_chg_index_wk-1].i_close /100 + else f_last_price_1 := f_last_price_wk; + + if (i_get_price_count <1 ) or ( i_get_price_count > m_i_max_chg_kline_in_mem-8 ) then + begin + i_get_price_count :=0; + end; + + if i_get_price_count = 0 then + begin + s_tmp := FormatDateTime('mmddhhnn',Now); + as_k_chg[i_s_k_chg_index_wk].i_date := StrToInt(s_tmp); + + as_k_chg[i_s_k_chg_index_wk].i_open := Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk].i_close :=Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk].i_high := Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk].i_low := Round(lpData.futu_last_price * 100); + + tm_0 :=Now; + + FillChar(as_vol_data,sizeof(as_vol_data),0); + + for i_loop := 0 to 19 Do + begin + as_vol_data[i_loop].tm_0 :=Now; + as_vol_data[i_loop].i_business_amount := Round(lpData.business_amount); + end; + + end; + + //for vol display + tm_2 :=Now; + + if( i_vol_start =888 ) and ( i_vol_reset =0 ) Then + begin + i_vol_0 := Round(lpData.business_amount); + i_vol_start :=999; + tdt_vol_0 :=Now; + end; + + if( i_vol_start =999 ) and ( i_vol_reset =0 ) Then + begin + i_vol_1:= Round(lpData.business_amount) - i_vol_0; + i_tmp :=SecondsBetween(tdt_vol_0,tm_2); + if (i_tmp < 59) Then + begin + s_caption_vol :=IntToStr(i_tmp) + ' : ' + IntToStr(Round((60 /(i_tmp+1)) * i_vol_1)); + end + else + begin + i_vol_0 := Round(lpData.business_amount); + i_vol_start :=999; + tdt_vol_0 :=Now; + end; + end; + + for i_loop := 0 to 19 Do + begin + if (SecondsBetween(as_vol_data[i_loop].tm_0,tm_2) > ((i_loop+1)*3-1) ) Then + begin + as_vol_data[i_loop].tm_0:=tm_2; + as_vol_data[i_loop].i_vol := Round(lpData.business_amount) - as_vol_data[i_loop].i_business_amount; + as_vol_data[i_loop].i_business_amount := Round(lpData.business_amount); + end; + end; + + if( i_vol_start =0 ) and ( i_vol_reset =0 ) Then + begin + s_caption_vol :=IntToStr(as_vol_data[7].i_vol + as_vol_data[2].i_vol* 2 + as_vol_data[1].i_vol * 2 + as_vol_data[0].i_vol*2 ) ; + end; + + if i_as_k_chg_init_flag = 0 then + begin + FillChar(as_k_chg,SizeOf(as_k_chg),0); + FillChar(as_k_chg_ma_rsi,sizeof(as_k_chg_ma_rsi),0); + i_as_k_chg_init_flag :=888; + i_s_k_chg_index_wk :=0; + + s_tmp := FormatDateTime('mmddhhnn',Now); + + as_k_chg[i_s_k_chg_index_wk].i_date := StrToInt(s_tmp); + as_k_chg[i_s_k_chg_index_wk].i_open := Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk].i_close :=Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk].i_high := Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk].i_low := Round(lpData.futu_last_price * 100); + + tm_0 :=Now; + end; + + s_tmp := FormatDateTime('hhnn',Now); + + if (SecondsBetween(tm_0,tm_1) > 59 ) or + ( (SecondsBetween(tm_0,tm_1) > 50 ) and (i_will_close_market = 888) ) then + Begin + { + Form1.AddLog('ÊÕµ½µ¥ÍÈÐÐÇéÊý¾Ý:'+lpData.contract_code +' ' + + FloatToStrF(lpData.futu_last_price,ffFixed,8,2) + ' MA30' + + IntToStr(as_k_chg_ma_rsi[i_s_k_chg_index_wk].ai_ma[3]) + ' MA60' + + IntToStr(as_k_chg_ma_rsi[i_s_k_chg_index_wk].ai_ma[5]) + ' RSI6' + + IntToStr(as_k_chg_ma_rsi[i_s_k_chg_index_wk-1].ai_rsi[0]) + ' ' + + IntToStr(as_k_chg_ma_rsi[i_s_k_chg_index_wk].ai_rsi[0]) +' ' + + IntTostr(i_got_it_mark) + ' ' + + FloatToStrF(f_business_price,ffFixed,8,2) ); + } + + as_k_chg[i_s_k_chg_index_wk].i_close := Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk].i_pre_close := Round(lpData.business_amount); + + if as_k_chg[i_s_k_chg_index_wk].i_close > as_k_chg[i_s_k_chg_index_wk].i_high then + as_k_chg[i_s_k_chg_index_wk].i_high:= as_k_chg[i_s_k_chg_index_wk].i_close; + if as_k_chg[i_s_k_chg_index_wk].i_close < as_k_chg[i_s_k_chg_index_wk].i_low then + as_k_chg[i_s_k_chg_index_wk].i_low:= as_k_chg[i_s_k_chg_index_wk].i_close; + + if i_s_k_chg_index_wk > i_s_k_chg_index_load then + as_k_chg[i_s_k_chg_index_wk].i_vol:= as_k_chg[i_s_k_chg_index_wk].i_pre_close-as_k_chg[i_s_k_chg_index_wk-1].i_pre_close; + + s_tmp := FormatDateTime('mmddhhnn',Now); + as_k_chg[i_s_k_chg_index_wk].i_date := StrToInt(s_tmp); + + s_tmp := FormatDateTime('hhnn',Now); + if( s_tmp = '1514' ) Then i_will_close_market := 888; + + s_tmp := FormatDateTime('nn',Now); + + tm_0 :=Now; + tm_1 :=Now; + + iFileHandle :=FileOpen(m_k_line_file_name,fmOpenWrite); + if iFileHandle > 0 Then + begin + + if( as_k_chg[i_s_k_chg_index_wk].i_vol =0 ) and ( s_tmp = '15' ) then + as_k_chg[i_s_k_chg_index_wk].i_vol := Round(lpData.business_amount); + + FileSeek(iFileHandle,0,2); + if ( as_k_chg[i_s_k_chg_index_wk].i_close <100 ) or + ( as_k_chg[i_s_k_chg_index_wk].i_high <100 ) or + ( as_k_chg[i_s_k_chg_index_wk].i_low <100 ) or + ( as_k_chg[i_s_k_chg_index_wk].i_vol =0 ) or + ( as_k_chg[i_s_k_chg_index_wk].i_open <100 ) Then + begin + FileClose(iFileHandle); + end + else + begin + FileWrite(iFileHandle, as_k_chg[i_s_k_chg_index_wk], SizeOf(s_k_line_data)); + FileClose(iFileHandle); + //for FF_300k + //try + + //frmMain2.StkDataFile.writeStkDataToM(1,@as_k_chg[i_s_k_chg_index_wk]); + //except + // W_Log('try_except_0',1119,999,'StkDataFile.writeStkDataToM exception'); + //end; + end; + end; + + + + ff_make_ma_rsi_ex(i_s_k_chg_index_wk); + + i_s_k_chg_index_wk_bak:=i_s_k_chg_index_wk; + + s_tmp := FormatDateTime('mmddhhnn',Now); + as_k_chg[i_s_k_chg_index_wk+1].i_date := StrToInt(s_tmp); + + if i_s_k_chg_index_wk > m_i_max_chg_kline_in_mem -8 then + begin + FillChar(as_k_chg,SizeOf(as_k_chg),0); + FillChar(as_k_chg_ma_rsi,sizeof(as_k_chg_ma_rsi),0); + i_as_k_chg_init_flag :=888; + i_s_k_chg_index_wk :=0; + end; + + as_k_chg[i_s_k_chg_index_wk+1].i_open := Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk+1].i_close :=Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk+1].i_high := Round(lpData.futu_last_price * 100); + as_k_chg[i_s_k_chg_index_wk+1].i_low := Round(lpData.futu_last_price * 100); + //try + //frmMain2.StkDataFile.writeStkDataToM(0,@as_k_chg[i_s_k_chg_index_wk]); + //except + // W_Log('try_except_1',11119,999,'StkDataFile.writeStkDataToM exception'); + //end; + //frmMain2.CalcAll; + //frmMain2.GRID.Repaint; + + i_s_k_chg_index_wk:=i_s_k_chg_index_wk+1; + ff_make_ma_rsi_ex(i_s_k_chg_index_wk); + end + else + begin + as_k_chg[i_s_k_chg_index_wk].i_close := Round(lpData.futu_last_price * 100); + ff_make_ma_rsi_ex(i_s_k_chg_index_wk); + + if as_k_chg[i_s_k_chg_index_wk].i_close > as_k_chg[i_s_k_chg_index_wk].i_high then + as_k_chg[i_s_k_chg_index_wk].i_high:= as_k_chg[i_s_k_chg_index_wk].i_close; + if as_k_chg[i_s_k_chg_index_wk].i_close < as_k_chg[i_s_k_chg_index_wk].i_low then + as_k_chg[i_s_k_chg_index_wk].i_low:= as_k_chg[i_s_k_chg_index_wk].i_close; + + //if i_s_k_chg_index_wk > i_s_k_chg_index_load then + // as_k_chg[i_s_k_chg_index_wk].i_vol:= as_k_chg[i_s_k_chg_index_wk].i_pre_close-as_k_chg[i_s_k_chg_index_wk-1].i_pre_close; + + //try + // frmMain2.StkDataFile.writeStkDataToM(1,@as_k_chg[i_s_k_chg_index_wk]); + //except + // W_Log('try_except_2',1119,999,'StkDataFile.writeStkDataToM exception'); + //end; + + + end; + + if(i_long_mbm_count > 0) Then + begin + //frmMain2.GRID_S002.Cells[0,0]:='L5 ' + IntToStr(i_long_mbm_count); + //frmMain2.GRID_S002.Cells[1,0]:='L4 ' + IntToStr(i_4ma_long_mbm_count); + end; + + if(i_short_mbm_count > 0) Then + begin + //frmMain2.GRID_S002.Cells[0,0]:='S5 ' + IntToStr(i_short_mbm_count); + //frmMain2.GRID_S002.Cells[1,0]:='S4 ' + IntToStr(i_4ma_short_mbm_count); + end; + + + //frmMain2.GRID_S002.Cells[0,1]:='RSI'; + //frmMain2.GRID_S002.Cells[1,1]:=FloatToStrF(as_k_chg_ma_rsi[i_s_k_chg_index_wk].ai_rsi[0]/100,ffFixed,7,2); + + //MAINFORM.Label1.Caption:='Âô '+FloatToStrF(lpData.sale_low_price,ffFixed,7,2); + //MAINFORM.Label2.Caption:=IntToStr(lpData.sale_low_amount); + + //MAINFORM.Label5.Caption:='Âò '+FloatToStrF(lpData.buy_high_price,ffFixed,7,2); + //MAINFORM.Label6.Caption:=IntToStr(lpData.buy_high_amount); + + //MAINFORM.Label7.Caption:=pc_username; + + s_caption_1:='Âô '+FloatToStrF(lpData.sale_low_price,ffFixed,7,2); + s_caption_2:=IntToStr(lpData.sale_low_amount); + + s_caption_5:='Âò '+FloatToStrF(lpData.buy_high_price,ffFixed,7,2); + s_caption_6:=IntToStr(lpData.buy_high_amount); + + s_caption_7:=pc_username; + + f_buy_1 :=lpData.buy_high_price; + f_sale_1 :=lpData.sale_low_price; + + //for + if ( (i_get_price_count mod 18 ) =0 ) Then + begin + //frmMain2.CalcAll; + //frmMain2.GRID.Repaint; + //frmMain2.GridSxxxRePaint; + end; + + i_get_price_count:=i_get_price_count+1; + +end; + +procedure TMyFuCallBack.OnRspOnlineMsg(lpInst: Pointer; szUsrID,szMessage: PChar); +begin + //Form1.AddLog('ÊÕµ½ÔÚÏßÏûÏ¢.'); +end; + +procedure TMyFuCallBack.OnRspSubResult(lpInst: Pointer; sType: REGType;aAction: REGAction; iResult: Integer; const lpParam, szMsg: PChar); +begin + //Form1.AddLog('ÊÕµ½¶©ÔĽá¹ûÓ¦´ð.'); +end; + + + + +//from cpp +function ff_get_rsi(ii:Integer;jj:Integer) :Integer; +var + n :Integer; + i :Integer; + j :Integer; + sum1:Single; + sum2:Single; + AX1:Double; + BX1:Double; +begin + n := ai_rsi_set[jj]; + + for i:=0 to ii do + begin + + if( i < n+8 ) Then + begin + as_k_chg_ma_rsi[i].ai_rsi[jj] :=5000; + Continue; + end; + + sum1:=0.0; + sum2:=0.0; + + for j:=0 to n-1 do + begin + if(as_k_chg[i - j].i_close > as_k_chg[(i - j) - 1].i_close) Then + sum1 := sum1 + as_k_chg[i - j].i_close/100 - as_k_chg[(i - j) - 1].i_close/100 + else + if(as_k_chg[i - j].i_close < as_k_chg[(i - j) - 1].i_close) Then + sum2 := sum2 + as_k_chg[(i - j) - 1].i_close/100 - as_k_chg[i - j].i_close/100; + + end; + + AX1 := sum1/n; + BX1 := sum2/n; + + if ( sum1 < 0.001 ) and (sum2 <0.001) Then + begin + Result :=0; + as_k_chg_ma_rsi[i].ai_rsi[jj] :=as_k_chg_ma_rsi[i-1].ai_rsi[jj]; + Exit; + end; + + BX1 := 10000.0 *2*(AX1/(AX1+BX1)/3.0); + + as_k_chg_ma_rsi[i].ai_rsi[jj] :=Round( as_k_chg_ma_rsi[i-1].ai_rsi[jj]/3) + Round(BX1); + //as_k_chg_ma_rsi[i].ai_rsi[jj] :=Round(BX1); + + end; + + Result :=0; +end; + + + +function ff_get_ma(i:Integer;j:Integer) :Integer; +var + k :Integer; + f_tmp :Single; +begin + f_tmp :=0.0; + for k:=i - ai_ma_set[j]+1 to i do f_tmp:=f_tmp+as_k_chg[k].i_close; + as_k_chg_ma_rsi[i].ai_ma[j] := Round(f_tmp/ai_ma_set[j]); + Result :=0; +end; + + +//from cpp +function ff_get_rsi_ex(i:Integer;jj:Integer) :Integer; +var + n :Integer; + j :Integer; + sum1:Single; + sum2:Single; + AX1:Double; + BX1:Double; +begin + n := ai_rsi_set[jj]; + Result :=0; + + if( i < 88 ) Then + begin + as_k_chg_ma_rsi[i].ai_rsi[jj] :=5000; + Exit; + end; + + sum1:=0.0; + sum2:=0.0; + + for j:=0 to n-1 do + begin + if(as_k_chg[i - j].i_close > as_k_chg[(i - j) - 1].i_close) Then + sum1 := sum1 + as_k_chg[i - j].i_close/100 - as_k_chg[(i - j) - 1].i_close/100 + else + if(as_k_chg[i - j].i_close < as_k_chg[(i - j) - 1].i_close) Then + sum2 := sum2 + as_k_chg[(i - j) - 1].i_close/100 - as_k_chg[i - j].i_close/100; + + end; + + AX1 := sum1/n; + BX1 := sum2/n; + + if ( sum1 < 0.001 ) and (sum2 <0.001) Then + begin + Result :=0; + as_k_chg_ma_rsi[i].ai_rsi[jj] :=as_k_chg_ma_rsi[i-1].ai_rsi[jj]; + Exit; + end; + + + BX1 := 10000.0 *2*(AX1/(AX1+BX1)/3.0); + + as_k_chg_ma_rsi[i].ai_rsi[jj] :=Round( as_k_chg_ma_rsi[i-1].ai_rsi[jj]/3) + Round(BX1); + + Result :=0; +end; + + + +function ff_get_max_ij_high(i:Integer;j:Integer) :Integer; +var + k :Integer; + i_m :Integer; +begin + i_m :=as_k_chg[i].i_high; + for k:=i to j do if Integer(as_k_chg[k].i_high) > i_m then i_m :=as_k_chg[k].i_high; + Result :=i_m; +end; + +function ff_get_max_ij_index(i:Integer;j:Integer) :Integer; +var + k :Integer; + i_m :Integer; + i_index :Integer; +begin + i_m :=as_k_chg[i].i_high; + i_index :=i; + for k:=i to j do if Integer(as_k_chg[k].i_high) > i_m then + begin + i_m :=as_k_chg[k].i_high; + i_index :=k; + end; + Result :=i_index; +end; + +function ff_get_min_ij_low(i:Integer;j:Integer) :Integer; +var + k :Integer; + i_m :Integer; +begin + i_m :=as_k_chg[i].i_low; + for k:=i to j do if Integer(as_k_chg[k].i_low) < i_m then i_m :=as_k_chg[k].i_low; + Result :=i_m; +end; + +function ff_get_min_ij_index(i:Integer;j:Integer) :Integer; +var + k :Integer; + i_m :Integer; + i_index :Integer; +begin + i_index :=i; + i_m :=as_k_chg[i].i_low; + for k:=i to j do if Integer(as_k_chg[k].i_low) < i_m then + begin + i_m :=as_k_chg[k].i_low; + i_index :=k; + end; + Result :=i_index; +end; + +function ff_make_ma_rsi_ex(ii:Integer) :Integer; +var + j :Integer; +begin + for j:=0 to m_ma_max_index do if( ii > ai_ma_set[j]-1 ) Then ff_get_ma(ii,j); + for j:=0 to 5 do ff_get_rsi_ex(ii,j); + Result :=0; +end; + + +function ff_make_ma_rsi() :Integer; +var + i :Integer; + j :Integer; +begin + + for i:=0 to i_s_k_chg_index_wk do + begin + for j:=0 to m_ma_max_index do if( i > ai_ma_set[j]-1 ) Then ff_get_ma(i,j); + end; + + i := i_s_k_chg_index_wk; + + for j:=0 to 5 do ff_get_rsi(i,j); + + Result :=0; +end; + +function ff_check_rsi_w20(i:Integer):Integer; +var + j :Integer; + k :Integer; +begin + + Result := -1; + if ( i< 88 ) Then Exit; + + if(i_act_rsi = 0) then Exit; + + if(i_w20_mark = 888) Then Exit; + + if (as_k_chg_ma_rsi[i].ai_rsi[0] > 6000) or (as_k_chg_ma_rsi[i].ai_rsi[0] < 2100) Then Exit; + + if (as_k_chg_ma_rsi[i-1].ai_rsi[0] < Cardinal(i_rsi_A)) or + (as_k_chg_ma_rsi[i-2].ai_rsi[0] < Cardinal(i_rsi_A)) or + (as_k_chg_ma_rsi[i-3].ai_rsi[0] < Cardinal(i_rsi_A)) Then + begin + for j := 0 to i_rsi_AB Do + if as_k_chg_ma_rsi[i-j-2].ai_rsi[0] > Cardinal(i_rsi_B) Then + begin + for k := 0 to i_rsi_BC Do + if as_k_chg_ma_rsi[i-j-k-2].ai_rsi[0] < Cardinal(i_rsi_C) Then + begin + + W_Log('W20',as_k_chg[i].i_date,i_wk_log,'RSI W20!'); + + Result :=-2; + i_w20_mark :=888; + i_w20_C_index :=i-j-k-2; + i_w20_B_index :=i-j-2; + i_w20_A_index :=i-1; + Exit; + end; + end; + End; + + Result :=-1; + +end; + +function ff_check_MA120_BB(i:Integer;i_ma_index :Integer):Integer; +var + j :Integer; + n :Integer; + a :Integer; + b :Integer; + c :Integer; +begin + + Result := -1; + + if (i_act_m120 = 0) then exit; + + if ( i< 888 ) Then Exit; + + if ( i - i_MA120_BB_mark > i_BB_BOX_X*3 ) Then i_MA120_BB_mark:=0; + + if(i_MA120_BB_mark >888) Then Exit; + + //ai_ma[6] for MA120 + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] - 100 ) Then Exit; + + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[6] +800 ) Then Exit; + + if( as_k_chg_ma_rsi[i].ai_ma[i_ma_index] < (as_k_chg_ma_rsi[i].ai_ma[6] ) ) Then Exit; + + n := ff_get_min_ij_index(i-i_BB_BOX_X-2,i); + + c := ff_get_max_ij_index(i-5*i_BB_BOX_X,n); + + b := ff_get_min_ij_index(c-8*i_BB_BOX_X,c); + + a := ff_get_max_ij_index(b-8*i_BB_BOX_X,b); + + if ( Integer(as_k_chg[a].i_high + 800 ) < ff_get_max_ij_high(a,n) ) Then Exit; + + //MA30 < MA120 + for j := a - i_BB_BOX_X*2 to n - i_BB_BOX_X Do + begin + if as_k_chg_ma_rsi[j].ai_ma[i_ma_index] > as_k_chg_ma_rsi[j].ai_ma[6] then Exit; + end; + + if( c > (n - i_BB_BOX_X + 2 ) ) Then Exit; + + if as_k_chg[c].i_high >( as_k_chg[n].i_close + 1600) Then Exit; + + if (as_k_chg[a].i_high > (as_k_chg[c].i_high + 600) ) Then Exit; + + if (as_k_chg[c].i_high > (as_k_chg[a].i_high + 600) ) Then Exit; + + if (as_k_chg[n].i_low < as_k_chg[b].i_low ) Then Exit; + + if (as_k_chg[n].i_close - as_k_chg[b].i_low) < Round(( as_k_chg[c].i_high - as_k_chg[b].i_low)/3) Then Exit; + if (as_k_chg[n].i_close - as_k_chg[b].i_low) < Round(( as_k_chg[a].i_high - as_k_chg[b].i_low)/3) Then Exit; + + if( b - a < i_BB_BOX_X*2 ) Then Exit; + if( c - b < i_BB_BOX_X ) Then Exit; + if( i - n < 2 ) Then Exit; + + i_MA120_BB_c :=c; + i_MA120_BB_n :=n; + i_MA120_BB_i :=i; + i_MA120_BB_mark := i; + + W_Log('M120 BB',i_tmp_log,i_make_log_ex,'n !!!'); + W_Log('M120 BB',i_tmp_log,i_make_log_ex,'c !!!'); + W_Log('M120 BB',i_tmp_log,i_make_log_ex,'b !!!'); + W_Log('M120 BB',i_tmp_log,i_make_log_ex,'a !!!'); + + Result :=-1; + +end; + +function ff_check_MA120_BB_ex(i:Integer):Integer; +begin + Result := -1; + if ( i< 888 ) Then Exit; + + if ( i - i_MA120_BB_mark > i_BB_BOX_X*2 ) Then i_MA120_BB_mark:=0; + + if ( i_MA120_BB_mark =0 ) Then Exit; + + W_Log('M120_BB_EX',i_tmp_log,i_make_log_ex,'1 888!!!'); + + if( f_last_price_wk < ff_get_min_ij_low(i_MA120_BB_n,i_MA120_BB_i)/100 -2.0 ) Then + begin + W_Log('M120_BB_EX',i_tmp_log,i_make_log_ex,'2 888!!!'); + + i_MA120_BB_mark:=0; + end; + + if( f_last_price_wk > (as_k_chg[i_MA120_BB_c].i_high /100+ 5.0) ) Then + begin + W_Log('M120_BB_EX',i_tmp_log,i_make_log_ex,'2.5 f_last_price_wk 888!!!'); + + W_Log('M120_BB_EX',i_tmp_log,i_make_log_ex,'3 888!!!'); + i_MA120_BB_mark:=0; + end; + + W_Log('M120_BB_EX',i_tmp_log,i_make_log_ex,'4 888!!!'); + + if ( i_MA120_BB_mark =0 ) Then Exit; + + W_Log('M120_BB_EX',i_tmp_log,i_make_log_ex,'5 f_last_price_wk 888!!!'); + W_Log('M120_BB_EX',i_tmp_log,i_make_log_ex,'6 max high!!'); + + if( f_last_price_wk > ff_get_max_ij_high(i_MA120_BB_n,i_MA120_BB_i)/100 ) and + ( f_last_price_wk < ( ff_get_max_ij_high(i_MA120_BB_n,i_MA120_BB_i)/100 + 5 )) then + begin + W_Log('M120_BB_EX',as_k_chg[i].i_date,i_wk_log,'88888888!!!'); + Result :=0; + i_MA120_BB_mark :=0; + Exit; + end; + Result :=-1; + +end; + + + +function ff_check_rsi_w20_ex(i:Integer):Integer; +begin + + Result := -1; + if ( i< 88 ) Then Exit; + + if(i_w20_mark = 0) Then Exit; + + if i_w20_A_index > i-i_rsi_IA_min Then Exit; + + //if i - i_w20_A_index > i_rsi_IA_max Then i_w20_mark :=0; + + if(f_last_price_wk < (ff_get_min_ij_low(i_w20_A_index,i-i_rsi_IA_min)/100-1.0) ) Then + begin + i_w20_mark :=0; + end; + + if(f_last_price_wk > (ff_get_max_ij_high(i_w20_A_index,i-i_rsi_IA_max)/100+5.0) ) Then + begin + i_w20_mark :=0; + end; + + if(i_w20_mark = 0) Then Exit; + + if( ff_get_max_ij_high(i_w20_A_index,i-2) - ff_get_min_ij_low(i_w20_A_index,i-2) < i_BOX_Y ) then + begin + if( f_last_price_wk > (ff_get_max_ij_high(i_w20_A_index,i_w20_A_index + i_rsi_IA_min)/100 + 1.0)) and + ( f_last_price_wk < (ff_get_max_ij_high(i_w20_A_index,i_w20_A_index + i_rsi_IA_min)/100 + 5.0)) then + begin + W_Log('W20_EX',as_k_chg[i].i_date,i_wk_log,'888888 !!!'); + Result :=0; + i_w20_mark :=0; + Exit; + end; + end + else + begin + i_w20_mark :=0; + end; + + Result :=-1; + +end; + + +function ff_check_BB_100(i:Integer;i_ma_index :Integer):Integer; +var + j :Integer; + n :Integer; + a :Integer; + b :Integer; + c :Integer; +begin + + Result := -1; + + if(i_act_bb_100= 0) then exit; + + if ( i< 888 ) Then Exit; + + if ( i - i_BB_100_mark > i_BB_100_BOX_X*5 ) Then i_BB_100_mark:=0; + + if(i_BB_100_mark >888) Then Exit; + + //ai_ma[6] for MA120 + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] - 100 ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[6] +1200 ) Then Exit; + + if( as_k_chg_ma_rsi[i].ai_ma[3] < (as_k_chg_ma_rsi[i].ai_ma[6] ) ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[5] < (as_k_chg_ma_rsi[i].ai_ma[6] ) ) Then Exit; + + n := ff_get_min_ij_index(i-i_BB_100_BOX_X-2,i); + + c := ff_get_max_ij_index(i-5*i_BB_100_BOX_X,n); + + b := ff_get_min_ij_index(c-12*i_BB_100_BOX_X,c); + + a := ff_get_max_ij_index(b-12*i_BB_100_BOX_X,b); + + if ( Integer(as_k_chg[a].i_high + 800 ) < ff_get_max_ij_high(a,n) ) Then Exit; + + if ( Integer(as_k_chg[a].i_high - as_k_chg[b].i_low) > Round( (Integer(as_k_chg[a].i_high) - ff_get_min_ij_low(a-12*i_BB_100_BOX_X,a) )/2) ) Then Exit; + + + //MA30 < MA120 + for j := a - i_BB_100_BOX_X*2 to n - i_BB_100_BOX_X Do + begin + if as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[6] then Exit; + if as_k_chg_ma_rsi[j].ai_ma[5] < (as_k_chg_ma_rsi[j].ai_ma[6] - 200) then Exit; + if( as_k_chg[j].i_close < as_k_chg_ma_rsi[j-1].ai_ma[6] - 100 ) Then Exit; + end; + + if( c > (n - i_BB_100_BOX_X + 2 ) ) Then Exit; + + if as_k_chg[c].i_high > (as_k_chg[n].i_close + 2800) Then Exit; + + if (as_k_chg[a].i_high > (as_k_chg[c].i_high + 1200) ) Then Exit; + + if (as_k_chg[c].i_high > (as_k_chg[a].i_high + 1200) ) Then Exit; + + if (as_k_chg[n].i_low < as_k_chg[b].i_low ) Then Exit; + + if (as_k_chg[n].i_close - as_k_chg[b].i_low) < Round(( as_k_chg[c].i_high - as_k_chg[b].i_low)/3) Then Exit; + if (as_k_chg[n].i_close - as_k_chg[b].i_low) < Round(( as_k_chg[a].i_high - as_k_chg[b].i_low)/3) Then Exit; + + if( b - a < i_BB_100_BOX_X*2 ) Then Exit; + if( c - b < i_BB_100_BOX_X ) Then Exit; + if( i - n < 2 ) Then Exit; + + i_BB_100_c :=c; + i_BB_100_n :=n; + i_BB_100_i :=i; + i_BB_100_mark := i; + + W_Log('BB_100',i_tmp_log,i_make_log_ex,'n !!!'); + W_Log('BB_100',i_tmp_log,i_make_log_ex,'c !!!'); + W_Log('BB_100',i_tmp_log,i_make_log_ex,'b !!!'); + W_Log('BB_100',i_tmp_log,i_make_log_ex,'a !!!'); + + Result :=-1; + +end; + + +function ff_check_BB_100_ex(i:Integer):Integer; +begin + Result := -1; + if ( i< 888 ) Then Exit; + + if ( i_BB_100_mark =0 ) Then Exit; + + //W_Log('BB_100_EX',as_k_chg[i].i_date,8,'1 888!!!'); + + if( f_last_price_wk < ff_get_min_ij_low(i_BB_100_n,i_BB_100_i)/100 -2.0 ) Then + begin + //W_Log('BB_100_EX',as_k_chg[i].i_date,8,'2 888!!!'); + i_BB_100_mark:=0; + end; + + if( f_last_price_wk > (as_k_chg[i_BB_100_c].i_high /100+ 5.0) ) Then + begin + //W_Log('BB_100_EX',as_k_chg[i].i_high,8,'2.5 f_last_price_wk 888!!!'); + //W_Log('BB_100_EX',as_k_chg[i].i_date,8,'3 888!!!'); + i_BB_100_mark:=0; + end; + + //W_Log('BB_100_EX',as_k_chg[i].i_date,8,'4 888!!!'); + + if ( i_BB_100_mark =0 ) Then Exit; + + //W_Log('BB_100_EX',as_k_chg[i].i_high,8,'5 f_last_price_wk 888!!!'); + //W_Log('BB_100_EX',ff_get_max_ij_high(i_BB_100_n,i_BB_100_i),8,'6 max high!!'); + + if( f_last_price_wk > ff_get_max_ij_high(i_BB_100_n,i_BB_100_i)/100 ) and + ( f_last_price_wk < ( ff_get_max_ij_high(i_BB_100_n,i_BB_100_i)/100 + 5 )) then + begin + W_Log('BB_100_EX',as_k_chg[i].i_date,i_wk_log,'88888888!!!'); + Result :=0; + i_BB_100_mark:=0; + Exit; + end; + Result :=-1; + +end; + + +function ff_get_S_L_Mark(i:Integer) :Integer; +begin + Result := -1; + + if ( i< 888 ) Then Exit; + + i_MA120_120_chg := as_k_chg_ma_rsi[i].ai_ma[6] - as_k_chg_ma_rsi[i-120].ai_ma[6]; + + if(i_MA120_120_chg > 1600 ) Then + begin + f_rsi_stop_long :=f_rsi_stop*2; + i_make_long :=888 + end + else + begin + i_make_long :=0; + f_rsi_stop_long :=f_rsi_stop; + end; + + if(i_MA120_120_chg < -1600 ) Then + begin + f_rsi_stop_short :=f_rsi_stop*2; + i_make_short :=888 + end + else + begin + f_rsi_stop_short :=f_rsi_stop; + i_make_short :=0; + end; + + if ( f_mbm_stop_short >1.0 ) Then + f_rsi_stop_short :=f_mbm_stop_short; + + if ( f_mbm_stop_long >1.0 ) Then + f_rsi_stop_long :=f_mbm_stop_long; + + if ( f_mbm_cut_short >1.0 ) Then + f_rsi_cut_short :=f_mbm_cut_short + else + f_rsi_cut_short :=f_rsi_cut; + + if ( f_mbm_stop_long >1.0 ) Then + f_rsi_cut_long :=f_mbm_cut_long + else + f_rsi_cut_long :=f_rsi_cut; + +end; + + + + + + + +function ff_check_M30_short(i:Integer):Integer; +var + j :Integer; + n :Integer; + a :Integer; + b :Integer; + c :Integer; +begin + + Result := -1; + + if ( i< 288 ) Then Exit; + + if ( i - i_M30_short_mark > i_M30_short_BOX_X*2 ) Then i_M30_short_mark:=0; + + if(i_M30_short_mark >288) Then Exit; + + //ai_ma[6] for MA120 + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[5] - 100 ) Then Exit; + + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[5] - 1200 ) Then Exit; + + if( as_k_chg_ma_rsi[i].ai_ma[3] < (as_k_chg_ma_rsi[i].ai_ma[6] ) ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[5] < (as_k_chg_ma_rsi[i].ai_ma[6] ) ) Then Exit; + + n := ff_get_max_ij_index(i-i_M30_short_BOX_X-2,i); + + c := ff_get_min_ij_index(i-5*i_M30_short_BOX_X,n); + + b := ff_get_max_ij_index(c-8*i_M30_short_BOX_X,c); + + a := ff_get_min_ij_index(b-8*i_M30_short_BOX_X,b); + + if ( Integer(as_k_chg[a].i_low + 800 ) < ff_get_min_ij_low(a,n) ) Then Exit; + + //MA30 < MA120 + for j := a to n - i_M30_short_BOX_X Do + begin + if as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[6] then Exit; + end; + + if( c > (n - i_M30_short_BOX_X + 2 ) ) Then Exit; + + //if ((as_k_chg[c].i_low +1600) < as_k_chg[n].i_close) Then Exit; + + //if (as_k_chg[a].i_low > (as_k_chg[c].i_low + 800) ) Then Exit; + + //if (as_k_chg[c].i_low > (as_k_chg[a].i_low + 800) ) Then Exit; + + if (as_k_chg[n].i_high > as_k_chg[b].i_high ) Then Exit; + + if( b - a < i_M30_short_BOX_X*2 ) Then Exit; + if( c - b < i_M30_short_BOX_X ) Then Exit; + if( i - n < 2 ) Then Exit; + + i_M30_short_c :=c; + i_M30_short_n :=n; + i_M30_short_i :=i; + i_M30_short_mark := i; + + //W_Log('M30_short',as_k_chg[n].i_date,8,'n !!!'); + //W_Log('M30_short',as_k_chg[c].i_date,8,'c !!!'); + //W_Log('M30_short',as_k_chg[b].i_date,8,'b !!!'); + //W_Log('M30_short',as_k_chg[a].i_date,8,'a !!!'); + + Result :=-1; + +end; + +function ff_check_M30_short_ex(i:Integer):Integer; +begin + Result := -1; + if ( i< 288 ) Then Exit; + + if ( i_M30_short_mark =0 ) Then Exit; + + //W_Log('M30_short_EX',as_k_chg[i].i_date,8,'1 888!!!'); + + if( f_last_price_wk > ff_get_max_ij_high(i_M30_short_n,i_M30_short_i)/100 -2.0 ) Then + begin + //W_Log('M30_short_EX',as_k_chg[i].i_date,8,'2 888!!!'); + i_M30_short_mark:=0; + end; + + if( f_last_price_wk < (as_k_chg[i_M30_short_c].i_low /100 - 15.0) ) Then + begin + //W_Log('M30_short_EX',as_k_chg[i].i_high,8,'2.5 f_last_price_wk 888!!!'); + + //W_Log('M30_short_EX',as_k_chg[i].i_date,8,'3 888!!!'); + i_M30_short_mark:=0; + end; + + //W_Log('M120_BB_EX',as_k_chg[i].i_date,8,'4 888!!!'); + + if ( i_M30_short_mark =0 ) Then Exit; + + //W_Log('M30_short_EX',as_k_chg[i].i_low,8,'5 f_last_price_wk 888!!!'); + //W_Log('M30_short_EX',ff_get_min_ij_low(i_M30_short_n,i_M30_short_i),8,'6 min low!!'); + + if( f_last_price_wk > as_k_chg_ma_rsi[i-1].ai_ma[6]/100 ) Then Exit; + + if( f_last_price_wk < ff_get_min_ij_low(i_M30_short_n,i_M30_short_i)/100 ) and + ( f_last_price_wk > ( ff_get_min_ij_low(i_M30_short_n,i_M30_short_i)/100 - 15 )) then + begin + W_Log('M30_short_EX',as_k_chg[i].i_date,i_wk_log,'88888888!!'); + Result :=0; + i_M30_short_mark:=0; + Exit; + end; + Result :=-1; + +end; + +function ff_check_short_1(i:Integer):Integer; +var + j:Integer; + a:Integer; + b:Integer; + k:Integer; + m:Cardinal; +begin + + Result := -1; + + if (i_act_short =0) then Exit; + + if ( i< 888 ) Then Exit; + + if ( i - i_short_1_mark > i_BB_BOX_X*3 ) Then i_short_1_mark:=0; + + if(i_short_1_mark >888) Then Exit; + + //ai_ma[6] for MA120 + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[3] ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + + if( as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[8] + 30 ) Then Exit; + m:=400; + a:=0; + k:=i; + for j := k downto k-i_BB_BOX_X*8 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[3] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[6] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[8] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[6] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[8] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[3] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[5] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[6] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[5] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[8] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[5] + m ) and + ( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[3] + m ) ) Then + begin + a:=j; + Break; + end; + end; + + if(a = 0) Then Exit; + + if( ff_get_max_ij_high(i-i_BB_BOX_X*8 ,i) < integer(as_k_chg_ma_rsi[a].ai_ma[6]) ) Then Exit; + + if( ff_get_max_ij_high(i-3 ,i) < integer(as_k_chg_ma_rsi[i].ai_ma[3]) ) Then Exit; + + + b:=0; + k:=i; + for j := k downto k-i_BB_BOX_X*8 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[8] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[6] + 20 ) )Then + begin + b:=j; + Break; + end; + end; + + if((b = 0) or (b < a - i_BB_BOX_X*2 ) ) Then Exit; + + if( as_k_chg[b].i_high + 1200 < as_k_chg_ma_rsi[b].ai_ma[6] ) Then exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[3] > as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + if( as_k_chg_ma_rsi[i-1].ai_ma[5] > as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + if( as_k_chg_ma_rsi[i-1].ai_ma[6] > as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[3] > as_k_chg_ma_rsi[a].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[i-1].ai_ma[5] > as_k_chg_ma_rsi[a].ai_ma[5] ) Then Exit; + if( as_k_chg_ma_rsi[i-1].ai_ma[6] > as_k_chg_ma_rsi[a].ai_ma[6] ) Then Exit; + if( as_k_chg_ma_rsi[i-1].ai_ma[8] > as_k_chg_ma_rsi[a].ai_ma[8] ) Then Exit; + + if( ff_get_max_ij_high(i-3 ,i) > integer(as_k_chg_ma_rsi[i].ai_ma[6]) ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[5] ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[3] ) and + ( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then + begin + i_short_1_mark:=i; + W_Log('short_1',as_k_chg[i].i_date,i_wk_log,'Down Under M120, SET i_short_1_mark'); + Result :=0; + Exit; + End; + + + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[3] ) Then + begin + i_short_1_mark:=i; + W_Log('Short_1',as_k_chg[i].i_date,i_wk_log,'SET i_short_1_mark!'); + Result :=0; + Exit; + End; + + Result :=-1; + +end; + + +function ff_check_short_1_ex(i:Integer):Integer; +begin + Result := -1; + if ( i< 288 ) Then Exit; + + if ( i_short_1_mark =0 ) Then Exit; + + if( f_last_price_wk > ff_get_max_ij_high(i-5,i-1)/100 + 2.0 ) Then + begin + i_short_1_mark:=0; + end; + + if( f_last_price_wk < (ff_get_min_ij_low(i-i_BB_BOX_X*2,i-1)/100 - 3.0 ) ) Then + begin + i_short_1_mark:=0; + end; + + if ( i_short_1_mark =0 ) Then Exit; + + if( f_last_price_wk < as_k_chg_ma_rsi[i-1].ai_ma[3]/100 ) and + ( f_last_price_wk > ( as_k_chg_ma_rsi[i-1].ai_ma[3]/100 -5 ) ) Then + begin + W_Log('Short_1',as_k_chg[i].i_date,i_wk_log,'88888888!!'); + i_short_1_mark:=0; + Result :=0; + Exit; + end; + Result :=-1; +end; + + +function ff_get_BS_Mark(i:Integer) :Integer; +begin + Result := -1; + + if ( i< 888 ) Then Exit; + + i_B_S_Flag_10 :=as_k_chg_ma_rsi[i-10].ai_ma[6] - as_k_chg_ma_rsi[i-10].ai_ma[8]; + i_B_S_Flag_18 :=as_k_chg_ma_rsi[i-18].ai_ma[6] - as_k_chg_ma_rsi[i-18].ai_ma[8]; + + i_B_S_Flag :=as_k_chg_ma_rsi[i].ai_ma[6] - as_k_chg_ma_rsi[i].ai_ma[8]; + + if i_B_S_Flag >0 Then + begin + //i_act_rsi:=10; + //i_act_m120:=10; + //i_act_bb_100:=10; + //i_act_short:=0; + end + else + begin + //i_act_short:=10; + //i_act_rsi:=0; + //i_act_m120:=0; + //i_act_bb_100:=0; + end; + + if ( Integer(as_k_chg_ma_rsi[i].ai_ma[8] - as_k_chg_ma_rsi[i].ai_ma[3]) > 700 ) and + ( i_short_long_01 = 888 ) Then + begin + if (as_k_chg_ma_rsi[i].ai_ma[8] > as_k_chg_ma_rsi[i].ai_ma[6] + 100 ) and + (as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[5] + 50 ) and + (as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[i].ai_ma[3] + 100 ) Then + begin + //for short + i_short_long_01 :=0; + i_short_long_date := as_k_chg[i].i_date mod 10000; + i_short_long_index :=i; + W_Log(PChar(IntToStr(as_k_chg[i].i_date)),i_wk_log,i_wk_log,'DO SHORT ONLY!'); + end; + end; + + if ( Integer(as_k_chg_ma_rsi[i].ai_ma[8]) < as_k_chg[i].i_high ) and + ( i_short_long_01 = 0 ) Then + begin + i_short_long_01 :=888; + W_Log(PChar(IntToStr(as_k_chg[i].i_date)),i_wk_log,i_wk_log,'DO SHORT END!'); + end; + + + if ( Integer(as_k_chg_ma_rsi[i].ai_ma[3] - as_k_chg_ma_rsi[i].ai_ma[8]) > 700 ) and + ( i_short_long_01 = 888 ) Then + begin + if (as_k_chg_ma_rsi[i].ai_ma[3] > as_k_chg_ma_rsi[i].ai_ma[5] + 100 ) and + (as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[i].ai_ma[6] + 50 ) and + (as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[8] + 100 ) Then + begin + //for short + i_short_long_01 :=1; + i_short_long_index :=i; + i_short_long_date := as_k_chg[i].i_date mod 10000; + W_Log(PChar(IntToStr(as_k_chg[i].i_date)),i_wk_log,i_wk_log,'DO LONG ONLY!'); + end; + end; + + if ( Integer(as_k_chg_ma_rsi[i].ai_ma[8]) > as_k_chg[i].i_low ) and + ( i_short_long_01 = 1 ) Then + begin + i_short_long_01 :=888; + W_Log(PChar(IntToStr(as_k_chg[i].i_date)),i_wk_log,i_wk_log,'DO LONG END!'); + end; + + if (i_short_long_01=0) Then + begin + //frmMain2.GRID_S008.Cells[0,0]:='SHORT'; + //frmMain2.Header.Cells[12,0] := IntToStr(i_short_long_date); + //frmMain2.Header.Cells[13,0] := 'SHORT!'; + end + else if (i_short_long_01=1) Then + begin + //frmMain2.GRID_S008.Cells[0,0]:='LONG'; + //frmMain2.Header.Cells[12,0] := IntToStr(i_short_long_date); + //frmMain2.Header.Cells[13,0] := 'LONG!'; + end + else + begin + //frmMain2.GRID_S008.Cells[0,0]:='NOTRADE'; + //frmMain2.Header.Cells[12,0] := ' '; + //frmMain2.Header.Cells[13,0] := 'NO TRADE!'; + end; + +end; + +function ff_get_long_mark_8(i:Integer) :Integer; +var + i_B_S_Flag_tmp:Integer; + i_B_S_Flag_10_tmp:Integer; + i_B_S_Flag_18_tmp:Integer; +begin + Result := -1; + + if ( i< 888 ) Then Exit; + + i_B_S_Flag_10_tmp :=as_k_chg_ma_rsi[i-10].ai_ma[6] - as_k_chg_ma_rsi[i-10].ai_ma[8]; + i_B_S_Flag_18_tmp :=as_k_chg_ma_rsi[i-18].ai_ma[6] - as_k_chg_ma_rsi[i-18].ai_ma[8]; + i_B_S_Flag_tmp :=as_k_chg_ma_rsi[i].ai_ma[6] - as_k_chg_ma_rsi[i].ai_ma[8]; + + //if( i_B_S_Flag_18_tmp>0 ) and ( i_B_S_Flag_10_tmp>0 ) Then + //if (i_B_S_Flag_tmp < 0 ) Then + //begin + // Result :=i; + //end; + + if( i_B_S_Flag_18_tmp<0 ) and ( i_B_S_Flag_10_tmp<0 ) Then + if (i_B_S_Flag_tmp > 0 ) Then + begin + Result :=i; + end; + +end; + +function ff_get_ma600_mark(i:Integer) :Integer; +var + i_low_600:Integer; + i_high_600:Integer; + i_check_count:Integer; +begin + Result := -1; + + if ( i< 888 ) Then Exit; + + i_check_count :=38; + + i_low_600 :=ff_get_min_ij_low(i-i_check_count,i); + i_high_600 :=ff_get_max_ij_high(i-i_check_count,i); + + if ( i_low_600 < as_k_chg_ma_rsi[i-i_check_count].ai_ma[9] ) and + ( i_low_600 < as_k_chg_ma_rsi[i].ai_ma[9] ) and + ( as_k_chg_ma_rsi[i].ai_ma[0] > as_k_chg_ma_rsi[i-i_check_count].ai_ma[9] - 1000 ) and + ( as_k_chg_ma_rsi[i].ai_ma[0] > as_k_chg_ma_rsi[i].ai_ma[9] -1000 ) and + ( i_low_600 > as_k_chg_ma_rsi[i-i_check_count].ai_ma[9] - 1200 ) and + ( i_low_600 > as_k_chg_ma_rsi[i].ai_ma[9] - 1200 ) and + + //( as_k_chg_ma_rsi[i-300].ai_ma[9] < as_k_chg_ma_rsi[i].ai_ma[9] ) and + + ( as_k_chg_ma_rsi[i].ai_ma[6] < as_k_chg_ma_rsi[i].ai_ma[9] ) and + + ( i_high_600 < as_k_chg_ma_rsi[i-i_check_count].ai_ma[9] ) and + ( i_high_600 < as_k_chg_ma_rsi[i].ai_ma[9] ) + //( i_high_600 > as_k_chg_ma_rsi[i-10].ai_ma[9] - 500 ) and + //( i_high_600 > as_k_chg_ma_rsi[i].ai_ma[9] -500 ) + Then + begin + + if( ( as_k_chg_ma_rsi[i-1].ai_ma[8] > as_k_chg_ma_rsi[i-1].ai_ma[6] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[6] > as_k_chg_ma_rsi[i-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] > as_k_chg_ma_rsi[i-1].ai_ma[4] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[3] < as_k_chg_ma_rsi[i-5].ai_ma[3] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[4] < as_k_chg_ma_rsi[i-5].ai_ma[4] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] < as_k_chg_ma_rsi[i-5].ai_ma[5] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[4] > as_k_chg_ma_rsi[i-1].ai_ma[3] ) ) Then + + Result:=i; + + end; + +end; + +function ff_get_ma600_mark_long(i:Integer) :Integer; +var + i_low_600:Integer; + i_high_600:Integer; + i_check_count:Integer; +begin + Result := -1; + + if ( i< 888 ) Then Exit; + + i_check_count :=28; + + i_low_600 :=ff_get_min_ij_low(i-i_check_count,i); + i_high_600 :=ff_get_max_ij_high(i-i_check_count,i); + + if ( i_low_600 > as_k_chg_ma_rsi[i-i_check_count].ai_ma[9] ) and + ( i_low_600 > as_k_chg_ma_rsi[i].ai_ma[9] ) and + ( as_k_chg_ma_rsi[i].ai_ma[1] < as_k_chg_ma_rsi[i-i_check_count].ai_ma[9] + 1000 ) and + ( as_k_chg_ma_rsi[i].ai_ma[1] < as_k_chg_ma_rsi[i].ai_ma[9] + 1000 ) and + ( i_high_600 < as_k_chg_ma_rsi[i-i_check_count].ai_ma[9] + 1200 ) and + ( i_high_600 < as_k_chg_ma_rsi[i].ai_ma[9] + 1200 ) and + + ( as_k_chg_ma_rsi[i-300].ai_ma[9] > as_k_chg_ma_rsi[i].ai_ma[9] ) and + + //( as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[i].ai_ma[9] ) and + + ( i_high_600 > as_k_chg_ma_rsi[i-i_check_count].ai_ma[9] ) and + ( i_high_600 > as_k_chg_ma_rsi[i].ai_ma[9] ) + Then + begin + + if( ( as_k_chg_ma_rsi[i-1].ai_ma[8] < as_k_chg_ma_rsi[i-1].ai_ma[6] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[6] < as_k_chg_ma_rsi[i-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] < as_k_chg_ma_rsi[i-1].ai_ma[4] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[3] > as_k_chg_ma_rsi[i-5].ai_ma[3] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[4] > as_k_chg_ma_rsi[i-5].ai_ma[4] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] > as_k_chg_ma_rsi[i-5].ai_ma[5] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[4] < as_k_chg_ma_rsi[i-1].ai_ma[3] ) ) Then + + Result:=i; + + end; + +end; + + + + + +function ff_check_short_250(i:Integer):Integer; +var + j:Integer; + b:Integer; + k:Integer; + i_high:Integer; + i_low:Integer; + +begin + + Result := -1; + + if (i_act_short =0) then Exit; + + if ( i< 888 ) Then Exit; + + if ( i - i_short_250_mark > i_BB_BOX_X ) Then i_short_250_mark:=0; + + if( i_short_250_mark >888 ) Then Exit; + + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + b:=0; + k:=i; + for j := k-120 to i-i_BB_BOX_X Do + begin + if( as_k_chg[j].i_high > as_k_chg_ma_rsi[j].ai_ma[8] + 20 ) Then + begin + Exit; + end; + end; + + + b:=0; + k:=i; + for j := k downto 888 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[8] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[6] + 20 ) )Then + begin + b:=j; + Break; + end; + end; + + if b =0 then Exit; + + i_high := ff_get_max_ij_high(b ,i); + i_low :=ff_get_min_ij_low(b,i); + + if( i_high < integer(as_k_chg[i].i_close) ) Then Exit; + + if( i_low > integer(as_k_chg[i].i_low - 800) ) Then Exit; + + if( (i_high - i_low) > integer(3*( integer(as_k_chg[i].i_high) - i_low ))) Then Exit; + + if( (100*(i_high - i_low)/(i_high+100)) < 1) Then Exit; + + if( as_k_chg[b].i_close < as_k_chg[i].i_close + 800 ) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[6] > as_k_chg_ma_rsi[b].ai_ma[6] ) Then Exit; + if( as_k_chg_ma_rsi[i-1].ai_ma[8] > as_k_chg_ma_rsi[b].ai_ma[8] ) Then Exit; + + if( as_k_chg_ma_rsi[i].ai_ma[3] > as_k_chg_ma_rsi[i].ai_ma[8] ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[i].ai_ma[8] ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[8] ) Then Exit; + + if( ff_get_max_ij_high(i-3 ,i) > integer(as_k_chg_ma_rsi[i].ai_ma[8]) ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[6] ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[3] ) and + ( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then + begin + i_short_250_mark:=i; + W_Log('Short_1',as_k_chg[i].i_date,i_wk_log,'SET i_short_250_mark!'); + Result :=0; + Exit; + End; + + Result :=-1; + +end; + + + + + +function ff_check_short_30(i:Integer):Integer; +var + j:Integer; + b:Integer; + k:Integer; + i_high:Integer; +begin + + Result := -1; + + if (i_act_short =0) then Exit; + + if ( i< 888 ) Then Exit; + + if ( i - i_short_30_mark > i_BB_BOX_X ) Then i_short_30_mark:=0; + + if( i_short_30_mark >888 ) Then Exit; + + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + + k:=i; + for j := k-5 downto k-i_BB_BOX_X-5 Do + begin + if( as_k_chg[j].i_high > as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + end; + + b:=0; + k:=i; + for j := k downto 888 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[8] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[6] + 20 ) )Then + begin + b:=j; + Break; + end; + end; + + if b =0 then Exit; + + //for 1.5 hour + if ( (i-b) > 58) then Exit; + + i_high := ff_get_max_ij_high(b ,i); + + if( i_high < integer(as_k_chg[i].i_close) ) Then Exit; + if( as_k_chg[b].i_close < as_k_chg[i].i_close + 800 ) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[6] > as_k_chg_ma_rsi[b].ai_ma[6] +100 ) Then Exit; + if( as_k_chg_ma_rsi[i-1].ai_ma[8] > as_k_chg_ma_rsi[b].ai_ma[8] +100 ) Then Exit; + + if( ff_get_max_ij_high(i-6 ,i) > integer(as_k_chg_ma_rsi[i].ai_ma[3]) ) and + ( as_k_chg[i-1].i_close < as_k_chg_ma_rsi[i-1].ai_ma[3] ) and + ( as_k_chg[i].i_close < as_k_chg[i-1].i_close ) and + ( ( as_k_chg[i-2].i_high > as_k_chg_ma_rsi[i-2].ai_ma[3] ) or + ( as_k_chg[i-3].i_high > as_k_chg_ma_rsi[i-3].ai_ma[3] ) or + ( as_k_chg[i-4].i_high > as_k_chg_ma_rsi[i-4].ai_ma[3] ) or + ( as_k_chg[i-1].i_high > as_k_chg_ma_rsi[i-1].ai_ma[3] ) or + ( as_k_chg[i-6].i_high > as_k_chg_ma_rsi[i-6].ai_ma[3] ) or + ( as_k_chg[i-5].i_high > as_k_chg_ma_rsi[i-5].ai_ma[3] ) ) Then + begin + i_short_30_mark:=i; + W_Log('short_30',as_k_chg[i].i_date,i_wk_log,'short 30!!!'); + Result :=0; + Exit; + End; + + Result :=-1; + +end; + +function ff_check_short_120(i:Integer):Integer; +var + j:Integer; + k:Integer; + i_high:Integer; + i_low:Integer; +begin + + Result := -1; + + if (i_act_short =0) then Exit; + + if ( i< 888 ) Then Exit; + + if ( i - i_short_120_mark > i_BB_BOX_X ) Then i_short_120_mark:=0; + + + if( i_short_120_mark >888 ) Then Exit; + + if(as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[8] ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + k:=i; + for j := k-5 downto k-128 Do + begin + if( as_k_chg[j].i_high > as_k_chg_ma_rsi[j].ai_ma[6] ) Then Exit; + end; + + i_low := ff_get_min_ij_low(i-i_BB_BOX_X*8 ,i); + + if( i_low > integer(as_k_chg[i].i_close ) ) Then Exit; + + i_high := ff_get_max_ij_high(i-i_BB_BOX_X*3,i-5); + if( i_high > integer(as_k_chg_ma_rsi[i].ai_ma[6]) ) Then Exit; + + if(ff_get_max_ij_high(i-3 ,i) > integer(as_k_chg_ma_rsi[i].ai_ma[6]) ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[3] ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[5] ) and + ( as_k_chg[i].i_close < as_k_chg_ma_rsi[i].ai_ma[6] ) Then + begin + i_short_120_mark:=i; + W_Log('short_120',as_k_chg[i].i_date,8,'short 120!!!'); + Result :=0; + Exit; + End; + + Result :=-1; + +end; + + +function ff_short_pass3_mark(i:Integer):Integer; +var + j:Integer; + c:Integer; + b:Integer; + a:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + if ( i - i_short_pass3_mark > 58 ) Then i_short_pass3_mark:=0; + + if( i_short_pass3_mark >888 ) Then Exit; + + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + k:=i; + for j := k-8 downto k-38 Do + begin + // if( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[6] ) Then Exit; + end; + + k:=i; + c:=0; + for j := k-1 downto k-i_BB_BOX_X*6 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[3] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[8] + 20 ) )Then + begin + c:=j; + Break; + end; + end; + + if( c=0 ) Then Exit; + + k:=i; + b:=0; + for j := k-1 downto k-i_BB_BOX_X*6 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[3] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[6] + 20 ) )Then + begin + b:=j; + Break; + end; + end; + + if( b=0 ) Then Exit; + + a:=0; + k:=i; + for j := k-1 downto k-i_BB_BOX_X*6 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[3] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[5] + 20 ) )Then + begin + a:=j; + Break; + end; + end; + + if( a=0 ) Then Exit; + + if( (i-a)>i_BB_BOX_X ) and ( (i-b)>i_BB_BOX_X ) and ( (i-c)>i_BB_BOX_X ) Then Exit; + + + for j := a-2 downto a-i_BB_BOX_X Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[5] > as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + end; + + for j := b-2 downto b-i_BB_BOX_X Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[6] > as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + end; + + for j := c-2 downto c-i_BB_BOX_X Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[8] > as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + end; + + i_short_pass3_mark:=i; + W_Log('short_pass3_mark',as_k_chg[i].i_date,i_wk_log,'SET short pass3_mark!!!'); + + Result :=0; + +end; + + + +function ff_pass3_short_120(i:Integer):Integer; +var + j:Integer; + k:Integer; + i_high:Integer; + i_low:Integer; +begin + + Result := -1; + + if (i_act_short =0) then Exit; + + if( i_short_pass3_mark = 0 ) Then Exit; + + if ( i - i_pass3_short_120_mark > i_BB_BOX_X ) Then i_pass3_short_120_mark:=0; + + if( i_pass3_short_120_mark >888 ) Then Exit; + + if ( i< 888 ) Then Exit; + + if(as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[8] ) Then Exit; + if(as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[i].ai_ma[8] ) Then Exit; + + if( as_k_chg[i].i_close > as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + if(ff_get_max_ij_high(i-3 ,i) > integer(as_k_chg_ma_rsi[i].ai_ma[6]) ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[3] ) and + ( as_k_chg[i].i_close < as_k_chg_ma_rsi[i].ai_ma[6] ) Then + begin + i_pass3_short_120_mark:=i; + W_Log('pass3_short120',as_k_chg[i].i_date,i_wk_log,'pass3_short120!!!'); + Result :=0; + Exit; + End; + + Result :=-1; + +end; + + + + +function ff_check_long_pass_3(i:Integer):Integer; +var + j:Integer; + b:Integer; + a:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + if ( i - i_pass_3_mark > i_BB_BOX_X ) Then i_pass_3_mark:=0; + + if( i_pass_3_mark >888 ) Then Exit; + + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + k:=i; + for j := k-8 downto k-188 Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[6] ) Then Exit; + if( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[5] ) Then Exit; + end; + + k:=i; + b:=0; + for j := k-1 downto k-i_BB_BOX_X*6 Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[3] + 30 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[6] + 30 ) )Then + begin + b:=j; + Break; + end; + end; + + if( b=0 ) Then Exit; + + a:=0; + k:=i; + for j := b-2 downto k-i_BB_BOX_X*5 Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + + if(( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[3] + 30 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[5] + 30 ) )Then + begin + a:=j; + Break; + end; + end; + + if( a=0 ) Then Exit; + + for j := a-2 downto a-i_BB_BOX_X Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + end; + + if( as_k_chg_ma_rsi[i].ai_ma[8] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + + i_pass_3_mark:=i; + W_Log('pass_3',as_k_chg[i].i_date,8,'long pass_3!!!'); + + Result :=0; + +end; + + +function ff_long_pass_3_ex(i:Integer):Integer; +var + j:Integer; + c:Integer; + b:Integer; + a:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + if ( i - i_pass_3_mark_ex > i_BB_BOX_X ) Then i_pass_3_mark_ex:=0; + + if( i_pass_3_mark_ex >888 ) Then Exit; + + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + if( as_k_chg_ma_rsi[i].ai_ma[8] > as_k_chg_ma_rsi[i].ai_ma[6] + 50 ) Then Exit; + + if( as_k_chg_ma_rsi[i].ai_ma[6] < as_k_chg_ma_rsi[i-20].ai_ma[6] + 50 ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[8] + 100 < as_k_chg_ma_rsi[i-20].ai_ma[8] ) Then Exit; + + k:=i; + c:=0; + for j := k-1 downto k-i_BB_BOX_X*6 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[3] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[8] + 20 ) )Then + begin + c:=j; + Break; + end; + end; + + if( c=0 ) Then Exit; + + k:=i; + b:=0; + for j := k-1 downto k-i_BB_BOX_X*6 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[3] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[6] + 20 ) )Then + begin + b:=j; + Break; + end; + end; + + if( b=0 ) Then Exit; + + a:=0; + k:=i; + for j := k-1 downto k-i_BB_BOX_X*6 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[3] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[5] + 20 ) )Then + begin + a:=j; + Break; + end; + end; + + if( a=0 ) Then Exit; + + if( (i-a)>i_BB_BOX_X ) and ( (i-b)>i_BB_BOX_X ) and ( (i-c)>i_BB_BOX_X ) Then Exit; + + + if( as_k_chg_ma_rsi[i].ai_ma[8] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + + i_pass_3_mark_ex:=i; + W_Log('pass_3_ex',as_k_chg[i].i_date,i_wk_log,'long pass_3_ex!!!'); + + Result :=0; + +end; + +function ff_short_pass_3_ex(i:Integer):Integer; +var + j:Integer; + b:Integer; + a:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + if ( i - i_pass_3_mark > i_BB_BOX_X ) Then i_pass_3_mark:=0; + + if( i_pass_3_mark >888 ) Then Exit; + + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + k:=i; + for j := k-8 downto k-188 Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[6] ) Then Exit; + if( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[5] ) Then Exit; + end; + + k:=i; + b:=0; + for j := k-1 downto k-i_BB_BOX_X*6 Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[3] + 30 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[6] + 30 ) )Then + begin + b:=j; + Break; + end; + end; + + if( b=0 ) Then Exit; + + a:=0; + k:=i; + for j := b-2 downto k-i_BB_BOX_X*5 Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + + if(( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[3] + 30 ) and + ( as_k_chg_ma_rsi[j].ai_ma[3] < as_k_chg_ma_rsi[j].ai_ma[5] + 30 ) )Then + begin + a:=j; + Break; + end; + end; + + if( a=0 ) Then Exit; + + for j := a-2 downto a-i_BB_BOX_X Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[5] < as_k_chg_ma_rsi[j].ai_ma[3] ) Then Exit; + end; + + if( as_k_chg_ma_rsi[i].ai_ma[8] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[6] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + if( as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[i].ai_ma[3] ) Then Exit; + + i_pass_3_mark:=i; + W_Log('pass_3',as_k_chg[i].i_date,8,'long pass_3!!!'); + + Result :=0; + +end; + + + +function ff_make_long_MA30(i:Integer):Integer; +var + j:Integer; + b:Integer; + a:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + if ( i_short_long_01 <> 1 ) Then Exit; + if ( i > i_short_long_index +38) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[6] < as_k_chg_ma_rsi[i-8].ai_ma[6] ) Then Exit; + + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[3] < as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + + k:=i; + b:=0; + for j := k-1 downto k-i_BB_BOX_X*2 Do + begin + if( as_k_chg[j].i_low > as_k_chg_ma_rsi[j].ai_ma[3] ) Then + begin + b:=j; + Break; + end; + end; + + if( b=0 ) Then Exit; + + if ( ff_get_min_ij_low(b,i) < as_k_chg_ma_rsi[i].ai_ma[3]) and + ( ff_get_min_ij_low(b,i) > as_k_chg_ma_rsi[i].ai_ma[5]) and + (as_k_chg_ma_rsi[i].ai_ma[3] > as_k_chg_ma_rsi[b].ai_ma[3] ) and + (as_k_chg[i].i_close > ff_get_max_ij_high(i-3,i-1) ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[3] ) Then + begin + W_Log('LONY_MA30',as_k_chg[i].i_date,i_tmp_log,'MAKE LONG_MA30!!!' ); + Result :=0; + end; + +end; + + +function ff_make_long_MA60(i:Integer):Integer; +var + j:Integer; + b:Integer; + a:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + if ( i_short_long_01 <> 1 ) Then Exit; + if ( i > i_short_long_index +38) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[8] < as_k_chg_ma_rsi[i-8].ai_ma[8] ) Then Exit; + if( as_k_chg_ma_rsi[i-1].ai_ma[6] < as_k_chg_ma_rsi[i-8].ai_ma[6] ) Then Exit; + + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[8] ) Then Exit; + if( as_k_chg[i].i_close < as_k_chg_ma_rsi[i-1].ai_ma[6] ) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[3] < as_k_chg_ma_rsi[i-1].ai_ma[5] ) Then Exit; + + k:=i; + b:=0; + for j := k-1 downto k-i_BB_BOX_X*2 Do + begin + if( as_k_chg[j].i_low > as_k_chg_ma_rsi[j].ai_ma[5] ) Then + begin + b:=j; + Break; + end; + end; + + if( b=0 ) Then Exit; + + if ( ff_get_min_ij_low(b,i) < as_k_chg_ma_rsi[i].ai_ma[5]) and + ( ff_get_min_ij_low(b,i) > as_k_chg_ma_rsi[i].ai_ma[6]) and + (as_k_chg_ma_rsi[i].ai_ma[5] > as_k_chg_ma_rsi[b].ai_ma[5] ) and + + (as_k_chg[i].i_close > ff_get_max_ij_high(i-3,i-1) ) and + + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[5] ) Then + begin + W_Log('LONY_MA60',as_k_chg[i].i_date,i_tmp_log,'MAKE LONG_MA60!!!' ); + Result :=0; + end; + +end; + +function ff_make_long_MA250(i:Integer):Integer; +var + j:Integer; + b:Integer; + a:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + //if ( i_short_long_01 <> 1 ) Then Exit; + //if ( i > i_short_long_index +38) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[8] < as_k_chg_ma_rsi[i-8].ai_ma[8] ) Then Exit; + + b:=0; + k:=i; + for j := k downto k-288 Do + begin + if(( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[8] + 20 ) and + ( as_k_chg_ma_rsi[j].ai_ma[8] < as_k_chg_ma_rsi[j].ai_ma[6] + 20 ) )Then + begin + b:=j; + Break; + end; + end; + + if( b=0 ) Then Exit; + + if( as_k_chg_ma_rsi[i-1].ai_ma[8] < as_k_chg_ma_rsi[b].ai_ma[8] ) Then Exit; + + if( i-b< 58 ) Then Exit; + + for j := b+8 to b+58 Do + begin + if( as_k_chg_ma_rsi[j].ai_ma[6] < as_k_chg_ma_rsi[j].ai_ma[8] ) Then Exit; + if( as_k_chg[j].i_close < as_k_chg_ma_rsi[j].ai_ma[8] ) Then Exit; + end; + + if (as_k_chg[i].i_close > ff_get_max_ij_high(i-8,i-2) ) and + ( ff_get_max_ij_high(i-8,i-2) < as_k_chg_ma_rsi[i].ai_ma[8]) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[8] ) Then + begin + W_Log('LONY_MA250',as_k_chg[i].i_date,i_tmp_log,'MAKE LONG_MA250!!!' ); + Result :=0; + end; + +end; + + +function ff_chk_power_vol(i:Integer):Integer; +var + j:Integer; + k:Integer; + i_tmp :Integer; + i_tmp_1 :Integer; + i_up_count_wk :Integer; + i_down_count_wk :Integer; + i_up_sum_wk :Integer; + i_down_sum_wk :Integer; + +begin + + Result := -1; + + k:=i-1; + + i_up_count_wk :=0; + i_down_count_wk :=0; + + i_up_sum_wk :=0; + i_down_sum_wk :=0; + + for j := k downto 8 Do + begin + i_tmp:= Round(as_k_chg[j].i_date/10000); + i_tmp_1 :=Round(as_k_chg[j-1].i_date/10000); + + + if( i_tmp <> i_tmp_1 ) Then + begin + Break; + end; + + if( as_k_chg[j].i_open < as_k_chg[j].i_close ) and ( as_k_chg[j].i_vol > i_chk_power_vol_wk ) Then + begin + i_up_count_wk := i_up_count_wk +1; + i_up_sum_wk:=i_up_sum_wk + as_k_chg[j].i_vol; + end; + + if( as_k_chg[j].i_open > as_k_chg[j].i_close ) and ( as_k_chg[j].i_vol > i_chk_power_vol_wk ) Then + begin + i_down_count_wk := i_down_count_wk +1; + i_down_sum_wk:=i_down_sum_wk + as_k_chg[j].i_vol; + end; + + end; + + i_up_count_ex:=i_up_count_wk; + i_down_count_ex:=i_down_count_wk; + i_up_vol_sum:= i_up_sum_wk; + i_down_vol_sum:=i_down_sum_wk; + +end; + + + +//start for big money +function ff_4ma_make_mbm_long(i:Integer):Integer; +var + j:Integer; + b:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + if( + ( as_k_chg_ma_rsi[i-1].ai_ma[6] < as_k_chg_ma_rsi[i-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] < as_k_chg_ma_rsi[i-1].ai_ma[4] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[3] > as_k_chg_ma_rsi[i-3].ai_ma[3] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[4] > as_k_chg_ma_rsi[i-3].ai_ma[4] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] > as_k_chg_ma_rsi[i-3].ai_ma[5] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[4] < as_k_chg_ma_rsi[i-1].ai_ma[3] ) ) Then + begin + if(i_4ma_mbm_long = 888) Then + begin + //check how long + k:=i; + b:=0; + for j := k-888 to k Do + begin + if( not ( + ( as_k_chg_ma_rsi[j-1].ai_ma[6] > as_k_chg_ma_rsi[j-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[5] > as_k_chg_ma_rsi[j-1].ai_ma[4] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[4] > as_k_chg_ma_rsi[j-1].ai_ma[3] ) ) )Then + begin + if( not ( + ( as_k_chg_ma_rsi[j-1].ai_ma[6] < as_k_chg_ma_rsi[j-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[5] < as_k_chg_ma_rsi[j-1].ai_ma[4] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[4] < as_k_chg_ma_rsi[j-1].ai_ma[3] ) ) )Then + begin + b:=j; + Break; + end; + end; + end; + + if( b=0 ) Then Exit; + if( i-b<18 ) Then Exit; + + i_4ma_long_mbm_mark :=i; + + i_4ma_long_mbm_count_bak :=i_4ma_long_mbm_count; + i_4ma_long_mbm_count :=i_4ma_long_mbm_count +1; + + i_sum_4ma_long_mbm_count := i_sum_4ma_long_mbm_count +1; + + if(i_4ma_long_mbm_count <0) Then W_Log('MBM 4ma long',as_k_chg[i].i_date,i_mbm_log+1,PChar('4MA OK! Count:'+IntToStr(i_4ma_long_mbm_count)) ); + + if( (i_sum_4ma_long_mbm_count mod 5) =0 ) Then W_Log('MBM 4ma long sum',as_k_chg[i].i_date,i_mbm_log+2,PChar('4MA OK! Count:'+IntToStr(i_sum_4ma_long_mbm_count)+ ' vs 4ma short ' + IntToStr(i_sum_4ma_short_mbm_count) ) ); + + i_4ma_mbm_long := m_i_long; + end; + + i_4ma_mbm_long := m_i_long; + i_4ma_short_mbm_count :=0; + + i_4ma_short_mbm_mark :=0; + i_4ma_mbm_short := 888; + + end + else + begin + i_4ma_long_mbm_mark :=0; + i_4ma_mbm_long := 888; + end; + +end; + +function ff_4ma_make_mbm_short(i:Integer):Integer; +var + j:Integer; + b:Integer; + k:Integer; +begin + + Result := -1; + + if ( i< 888 ) Then Exit; + + if( + ( as_k_chg_ma_rsi[i-1].ai_ma[6] > as_k_chg_ma_rsi[i-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] > as_k_chg_ma_rsi[i-1].ai_ma[4] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[3] < as_k_chg_ma_rsi[i-5].ai_ma[3] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[4] < as_k_chg_ma_rsi[i-5].ai_ma[4] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] < as_k_chg_ma_rsi[i-5].ai_ma[5] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[4] > as_k_chg_ma_rsi[i-1].ai_ma[3] ) ) Then + begin + if(i_4ma_mbm_short = 888) Then + begin + //check how long + k:=i; + b:=0; + for j := k-888 to k Do + begin + if( not ( + ( as_k_chg_ma_rsi[j-1].ai_ma[6] < as_k_chg_ma_rsi[j-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[5] < as_k_chg_ma_rsi[j-1].ai_ma[4] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[4] < as_k_chg_ma_rsi[j-1].ai_ma[3] ) ) )Then + begin + if( not ( + ( as_k_chg_ma_rsi[j-1].ai_ma[6] > as_k_chg_ma_rsi[j-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[5] > as_k_chg_ma_rsi[j-1].ai_ma[4] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[4] > as_k_chg_ma_rsi[j-1].ai_ma[3] ) ) )Then + begin + b:=j; + Break; + end; + end; + end; + + if( b=0 ) Then Exit; + if( i-b<18 ) Then Exit; + + + + i_4ma_short_mbm_mark :=i; + + i_4ma_short_mbm_count_bak :=i_4ma_short_mbm_count; + + i_4ma_short_mbm_count :=i_4ma_short_mbm_count +1; + + i_sum_4ma_short_mbm_count := i_sum_4ma_short_mbm_count +1; + + if(i_4ma_short_mbm_count <0) Then W_Log('MBM 4ma_short',as_k_chg[i].i_date,i_mbm_log,PChar('4MA OK! Count:'+IntToStr(i_4ma_short_mbm_count)) ); + + if( (i_sum_4ma_short_mbm_count mod 5) =0 ) Then W_Log('MBM short 4ma sum',as_k_chg[i].i_date,i_mbm_log+3,PChar('4MA OK! Count:'+IntToStr(i_sum_4ma_short_mbm_count)+ ' vs 4ma long ' + IntToStr(i_sum_4ma_long_mbm_count) ) ); + + i_4ma_mbm_short := m_i_short; + end; + + i_4ma_mbm_short := m_i_short; + + i_4ma_long_mbm_count :=0; + i_4ma_long_mbm_mark :=0; + i_4ma_mbm_long := 888; + + end + else + begin + i_4ma_short_mbm_mark :=0; + i_4ma_mbm_short := 888; + end; + +end; + + + + +function ff_make_mbm_long(i:Integer):Integer; +var + j:Integer; + b:Integer; + k:Integer; +begin + + Result := -1; + + if(( as_k_chg_ma_rsi[i].ai_ma[8] < as_k_chg_ma_rsi[i].ai_ma[6] + 40 ) and + ( as_k_chg_ma_rsi[i].ai_ma[6] < as_k_chg_ma_rsi[i].ai_ma[8] +40 ) )Then + begin + i_last_120ma250eq_index :=i; + end; + + if ( i< 888 ) Then Exit; + + if( ( as_k_chg_ma_rsi[i-1].ai_ma[8] < as_k_chg_ma_rsi[i-1].ai_ma[6] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[6] < as_k_chg_ma_rsi[i-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] < as_k_chg_ma_rsi[i-1].ai_ma[4] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[3] > as_k_chg_ma_rsi[i-5].ai_ma[3] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[4] > as_k_chg_ma_rsi[i-5].ai_ma[4] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] > as_k_chg_ma_rsi[i-5].ai_ma[5] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[4] < as_k_chg_ma_rsi[i-1].ai_ma[3] ) ) Then + begin + if(i_mbm_long = 888) Then + begin + //check how long + k:=i; + b:=0; + for j := k-888 to k Do + begin + if( not ( ( as_k_chg_ma_rsi[j-1].ai_ma[8] > as_k_chg_ma_rsi[j-1].ai_ma[6] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[6] > as_k_chg_ma_rsi[j-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[5] > as_k_chg_ma_rsi[j-1].ai_ma[4] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[4] > as_k_chg_ma_rsi[j-1].ai_ma[3] ) ) )Then + begin + if( not ( ( as_k_chg_ma_rsi[j-1].ai_ma[8] < as_k_chg_ma_rsi[j-1].ai_ma[6] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[6] < as_k_chg_ma_rsi[j-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[5] < as_k_chg_ma_rsi[j-1].ai_ma[4] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[4] < as_k_chg_ma_rsi[j-1].ai_ma[3] ) ) )Then + begin + b:=j; + Break; + end; + end; + end; + + if( b=0 ) Then Exit; + if( i-b<58 ) Then Exit; + + + if(i_long_mbm_count>0) Then + begin + if( (i-i_long_mbm_index)<18 ) Then Exit; + end; + + + i_long_mbm_mark :=i; + + i_long_mbm_count_bak :=i_long_mbm_count; + i_long_mbm_count :=i_long_mbm_count +1; + + i_sum_long_mbm_count := i_sum_long_mbm_count +1; + + if( (i_sum_long_mbm_count mod 5) =0 ) Then W_Log('MBM long sum',as_k_chg[i].i_date,i_mbm_log+4,PChar('4MA OK! Count:'+IntToStr(i_sum_long_mbm_count)+ ' vs short ' + IntToStr(i_sum_short_mbm_count) ) ); + + if (i_long_mbm_count = 1) Then i_long_mbm_count_action_1:=1 else i_long_mbm_count_action_1:=0; + + if ( i_long_mbm_count<3 ) and ( i_long_mbm_count>0 ) Then + begin + + Result :=0; + + if ( i_long_mbm_count=2 ) Then Result :=0 else Result :=1; + + if( i_4ma_long_mbm_count >4 ) and ( i_long_mbm_count=1 ) Then Result :=0; + + //if( i_4ma_long_mbm_count <3 ) and ( i_long_mbm_count=2 ) Then Result :=1; + + //if( i_4ma_long_mbm_count >2 ) and ( i_long_mbm_count=3 ) Then Result :=0; + + { + if(i_short_mbm_count >5) and ( i_long_mbm_count=1 ) Then Result :=1; + //20120918 for test // + if(i_short_mbm_count_bak >5) and ( i_long_mbm_count=2 ) Then Result :=1; + + if(i_short_mbm_count_bak >5) Then Result :=1; + + if(i_long_mbm_count_bak >5) and ( i_long_mbm_count=1 ) Then Result :=1; + if(i_long_mbm_count_bak >5) and ( i_long_mbm_count=2 ) Then Result :=1; + + if(Result =0) Then W_Log('MBM long',as_k_chg[i].i_date,i_wk_log,PChar('MA OK! Count:'+IntToStr(i_long_mbm_count)) ); + } + i_long_mbm_index :=i; + + end; + + if(i_long_mbm_count <88) Then W_Log('MBM long',as_k_chg[i].i_date,i_mbm_log+1,PChar('MA OK! Count:'+IntToStr(i_long_mbm_count)) ); + + i_mbm_long := m_i_long; + end; + + i_mbm_long := m_i_long; + f_mbm_cut_long :=f_rsi_cut*1.5; + f_mbm_stop_long :=f_rsi_stop*2; + + i_long_mbm_index_1 :=i; + + i_short_mbm_count :=0; + + i_short_mbm_mark :=0; + i_mbm_short := 888; + f_mbm_cut_short :=0.0; + f_mbm_stop_short :=0.0; + + end + else + begin + i_long_mbm_mark :=0; + i_mbm_long := 888; + f_mbm_cut_long :=0.0; + f_mbm_stop_long :=0.0; + end; + + if (i_mbm_long = m_i_long) and ( as_k_chg[i].i_close < as_k_chg_ma_rsi[i].ai_ma[4] ) Then + begin + f_mbm_cut_long :=0.0; + f_mbm_stop_long :=0.0; + end; + + if ( i_long_mbm_count_action_1=1 ) Then + begin + //i_long_mbm_count_action_1:=0; + //i_long_mbm_index :=i; + //W_Log('MBM Action_1',as_k_chg[i].i_date,i_tmp_log,'MBM do long!!!' ); + //Result :=0; + //Exit; + end; + + + if ( i i_long_mbm_mark +58 ) Then Exit; + + //if (i < i_long_mbm_mark + 3 ) Then Exit; + //if (i > i_last_120ma250eq_index +78 ) Then Exit; + + if(i_long_mbm_count >3) Then Exit; + + if (i_mbm_long = m_i_long) and + //(as_k_chg[i].i_close > ff_get_max_ij_high(i-3,i-1) ) and + ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[3] ) Then + begin + //i_long_mbm_index :=i; + //W_Log('MBM Action',as_k_chg[i].i_date,i_tmp_log,'Set MBM long lamp!!!' ); + //Result :=0; + end; + +end; + + +function ff_make_mbm_short(i:Integer):Integer; +var + j:Integer; + b:Integer; + k:Integer; +begin + + Result := -1; + + if(( as_k_chg_ma_rsi[i].ai_ma[8] < as_k_chg_ma_rsi[i].ai_ma[6] + 40 ) and + ( as_k_chg_ma_rsi[i].ai_ma[6] < as_k_chg_ma_rsi[i].ai_ma[8] +40 ) )Then + begin + i_last_120ma250eq_index :=i; + end; + + if ( i< 888 ) Then Exit; + + if( ( as_k_chg_ma_rsi[i-1].ai_ma[8] > as_k_chg_ma_rsi[i-1].ai_ma[6] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[6] > as_k_chg_ma_rsi[i-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] > as_k_chg_ma_rsi[i-1].ai_ma[4] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[3] < as_k_chg_ma_rsi[i-5].ai_ma[3] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[4] < as_k_chg_ma_rsi[i-5].ai_ma[4] ) and + ( as_k_chg_ma_rsi[i-1].ai_ma[5] < as_k_chg_ma_rsi[i-5].ai_ma[5] ) and + + ( as_k_chg_ma_rsi[i-1].ai_ma[4] > as_k_chg_ma_rsi[i-1].ai_ma[3] ) ) Then + begin + if(i_mbm_short = 888) Then + begin + //check how long + k:=i; + b:=0; + for j := k-888 to k Do + begin + if( not ( ( as_k_chg_ma_rsi[j-1].ai_ma[8] < as_k_chg_ma_rsi[j-1].ai_ma[6] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[6] < as_k_chg_ma_rsi[j-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[5] < as_k_chg_ma_rsi[j-1].ai_ma[4] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[4] < as_k_chg_ma_rsi[j-1].ai_ma[3] ) ) )Then + begin + if( not ( ( as_k_chg_ma_rsi[j-1].ai_ma[8] > as_k_chg_ma_rsi[j-1].ai_ma[6] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[6] > as_k_chg_ma_rsi[j-1].ai_ma[5] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[5] > as_k_chg_ma_rsi[j-1].ai_ma[4] ) and + ( as_k_chg_ma_rsi[j-1].ai_ma[4] > as_k_chg_ma_rsi[j-1].ai_ma[3] ) ) )Then + begin + b:=j; + Break; + end; + end; + end; + + if( b=0 ) Then Exit; + if( i-b<58 ) Then Exit; + + if(i_short_mbm_count>0) Then + begin + if( (i-i_short_mbm_index)<18 ) Then Exit; + end; + + i_short_mbm_mark :=i; + + i_short_mbm_count_bak :=i_short_mbm_count; + + i_short_mbm_count :=i_short_mbm_count +1; + + i_sum_short_mbm_count := i_sum_short_mbm_count +1; + if( (i_sum_short_mbm_count mod 5) =0 ) Then W_Log('MBM short sum',as_k_chg[i].i_date,i_mbm_log+5,PChar('4MA OK! Count:'+IntToStr(i_sum_short_mbm_count)+ ' vs 4ma long ' + IntToStr(i_sum_long_mbm_count) ) ); + + if (i_short_mbm_count = 1) Then i_short_mbm_count_action_1:=1 else i_short_mbm_count_action_1:=0; + + if ( i_short_mbm_count<3 ) and ( i_short_mbm_count>0 ) Then + begin + Result :=0; + + if ( i_short_mbm_count=2 ) Then Result :=0 else Result :=1; + if( i_4ma_short_mbm_count >4 ) and ( i_short_mbm_count=1 ) Then Result :=0; + //if( i_4ma_short_mbm_count <3 ) and ( i_short_mbm_count=2 ) Then Result :=1; + //if( i_4ma_short_mbm_count >2 ) and ( i_short_mbm_count=3 ) Then Result :=0; + + { + if(i_long_mbm_count >3) and ( i_short_mbm_count=1 ) Then Result :=1; + //20120918 for test // + if(i_long_mbm_count_bak >3) and ( i_short_mbm_count=2 ) Then Result :=1; + if(i_short_mbm_count_bak >3) and ( i_short_mbm_count=1 ) Then Result :=1; + if(i_short_mbm_count_bak >3) and ( i_short_mbm_count=2 ) Then Result :=1; + if(Result =0) Then W_Log('MBM short',as_k_chg[i].i_date,i_wk_log,PChar('MA OK! Count:'+IntToStr(i_short_mbm_count)) ); + } + i_short_mbm_index :=i; + + end; + + + if(i_short_mbm_count <88) Then W_Log('MBM short',as_k_chg[i].i_date,i_mbm_log,PChar('MA OK! Count:'+IntToStr(i_short_mbm_count)) ); + + i_mbm_short := m_i_short; + end; + + i_mbm_short := m_i_short; + f_mbm_cut_short :=f_rsi_cut*1.5; + f_mbm_stop_short :=f_rsi_stop*2; + + i_short_mbm_index_1 :=i; + + + i_long_mbm_count :=0; + i_long_mbm_mark :=0; + i_mbm_long := 888; + f_mbm_cut_long :=0.0; + f_mbm_stop_long :=0.0; + + + end + else + begin + i_short_mbm_mark :=0; + i_mbm_short := 888; + f_mbm_cut_short :=0.0; + f_mbm_stop_short :=0.0; + + end; + + if (i_mbm_short = m_i_short) and ( as_k_chg[i].i_close > as_k_chg_ma_rsi[i].ai_ma[4] ) Then + begin + f_mbm_cut_short :=0.0; + f_mbm_stop_short :=0.0; + end; + + if ( i_short_mbm_count_action_1=1 ) Then + begin + //i_short_mbm_count_action_1:=0; + //i_short_mbm_index :=i; + //W_Log('MBM Action_1',as_k_chg[i].i_date,i_tmp_log,'MBM do short!' ); + //Result :=0; + //Exit; + end; + + if ( i < i_long_mbm_index_1 + 168 ) Then Exit; + + if( i - i_short_mbm_index < i_BB_BOX_X*2 ) Then Exit; + + if (i > i_short_mbm_mark +58 ) Then Exit; + //if (i < i_short_mbm_mark +3 ) Then Exit; + + //if (i > i_last_120ma250eq_index +68 ) Then Exit; + + if(i_short_mbm_count >3) Then Exit; + + + if (i_mbm_short = m_i_short) and + //(as_k_chg[i].i_close < ff_get_min_ij_low(i-3,i-1) ) and + ( as_k_chg[i].i_close < as_k_chg_ma_rsi[i].ai_ma[3] ) Then + begin + //i_short_mbm_index :=i; + //W_Log('MBM Action',as_k_chg[i].i_date,i_tmp_log,'Set MBM short lamp!!!' ); + //Result :=0; + end; + +end; + + +//end for big money + + +function ff_set_caption():Integer; +var + p,q:PChar; + i_loop_wk:Integer; +begin + MAINFORM.Label1.Caption :=s_caption_1; + MAINFORM.Label2.Caption :=s_caption_2; + MAINFORM.Label3.Caption :=s_caption_3; + MAINFORM.Label4.Caption :=s_caption_4; + MAINFORM.Label5.Caption :=s_caption_5; + MAINFORM.Label6.Caption :=s_caption_6; + MAINFORM.Label7.Caption :=s_caption_7; + MAINFORM.Label8.Caption :=s_caption_8; + MAINFORM.Label9.Caption :=s_caption_9; + MAINFORM.Label10.Caption :=s_caption_10; + MAINFORM.Label11.Caption :=s_caption_11; + MAINFORM.Label12.Caption :=s_caption_12; + MAINFORM.Label13.Caption :=s_caption_13; + MAINFORM.Label14.Caption :=s_caption_14; + MAINFORM.Label15.Caption :=s_caption_15; + MAINFORM.Label16.Caption :=s_caption_16; + MAINFORM.Label_status.Caption :=s_caption_status; + + MAINFORM.Label_Vol.Caption :=s_caption_vol; + MAINFORM.Label_long_stp.Caption :=s_caption_long_stp; + MAINFORM.Label_short_stp.Caption :=s_caption_short_stp; + + if (i_lock_short=0) Then MAINFORM.N5.Checked:=False; + if (i_lock_long=0) Then MAINFORM.N4.Checked:=False; + if (i_lock_short>0) Then MAINFORM.N5.Checked:=True; + if (i_lock_long>0) Then MAINFORM.N4.Checked:=True; + + if MAINFORM.N4.Checked =True Then s_caption_15 :='Ëø' else s_caption_15 :=' '; + if MAINFORM.N5.Checked =True Then s_caption_16 :='Ëø' else s_caption_16 :=' '; + + if (i_stp_short=0) Then MAINFORM.Short_STP.Checked:=False; + if (i_stp_long=0) Then MAINFORM.Long_STP.Checked:=False; + if (i_stp_short>0) Then MAINFORM.Short_STP.Checked:=True; + if (i_stp_long>0) Then MAINFORM.Long_STP.Checked:=True; + + if MAINFORM.Short_STP.Checked =True Then s_caption_short_stp :='+' else s_caption_short_stp :=' '; + if MAINFORM.Long_STP.Checked =True Then s_caption_long_stp :='+' else s_caption_long_stp :=' '; + + if( StrLen(PChar(MAINFORM.Edit_vol_chk.Text)) >2 ) Then i_chk_power_vol_wk := StrToInt(MAINFORM.Edit_vol_chk.Text) + else i_chk_power_vol_wk :=1000; + + MAINFORM.Label_up_power.Caption := '¶à·½Á¿ÄÜ '+IntToStr(i_up_count_ex) + ' : '+IntToStr(i_up_vol_sum); + MAINFORM.Label_down_power.Caption :='¿Õ·½Á¿ÄÜ '+IntToStr(i_down_count_ex) + ' : '+IntToStr(i_down_vol_sum); + + if i_show_string_grid <1 Then + begin + MAINFORM.Height :=418; + end + else + begin + MAINFORM.ff_sg.Height:=558; + MAINFORM.Height :=988; + MAINFORM.Top:=1; + MAINFORM.Left:=1; + + for i_loop_wk := 0 to i_fc_count-1 Do + begin + MAINFORM.ff_sg.Cells[0,i_loop_wk+1] :=as_fc_data[i_loop_wk].pc_username; + MAINFORM.ff_sg.Cells[1,i_loop_wk+1] :=as_fc_data[i_loop_wk].pc_xxx_name; + MAINFORM.ff_sg.Cells[2,i_loop_wk+1] :=IntToStr(as_fc_data[i_loop_wk].i_got_it_mark); + + if (as_fc_data[i_loop_wk].i_got_it_mark >0) then + begin + MAINFORM.ff_sg.Cells[2,i_loop_wk+1] :=FloatToStrF(as_fc_data[i_loop_wk].f_business_price,ffFixed,8,2); + MAINFORM.ff_sg.Cells[3,i_loop_wk+1] :=IntToStr(as_fc_data[i_loop_wk].i_got_it_mark); + end + else + begin + MAINFORM.ff_sg.Cells[2,i_loop_wk+1] :=' '; + MAINFORM.ff_sg.Cells[3,i_loop_wk+1] :=' '; + end; + + if (as_fc_data[i_loop_wk].i_short_mark >0 ) then + begin + MAINFORM.ff_sg.Cells[4,i_loop_wk+1] :=FloatToStrF(as_fc_data[i_loop_wk].f_short_price,ffFixed,8,2); + MAINFORM.ff_sg.Cells[5,i_loop_wk+1] :=IntToStr(as_fc_data[i_loop_wk].i_short_mark); + end + else + begin + MAINFORM.ff_sg.Cells[4,i_loop_wk+1] :=' '; + MAINFORM.ff_sg.Cells[5,i_loop_wk+1] :=' '; + end; + MAINFORM.ff_sg.Cells[6,i_loop_wk+1] :=FloatToStrF(as_fc_data[i_loop_wk].f_rights_balance,ffFixed,11,2); + end; + end; + + if( StrLen(PChar(MAINFORM.Edit_open_price.Text)) >3 ) Then + begin + FillChar(c_open_price,SizeOf(c_open_price),0); + StrCopy(c_open_price,PChar(MAINFORM.Edit_open_price.Text)); + end; + + if( StrLen(c_open_price) >3 ) Then + begin + i_open_vol :=0; + q:=StrPos(c_open_price,':'); + if(q <>nil) Then + begin + q[0]:=#0; + p:=@q[1]; + i_open_price :=StrToInt(c_open_price); + if(StrLen(p) >0) Then i_open_vol :=StrToInt(p); + end + else + i_open_price := StrToInt(c_open_price) + end + else i_open_price :=0; + +end; + + + +function ff_load_k_base():Integer; +var + //iFileHandle : Integer; + iFileLength : Integer; + iBytesRead : Integer; + i :Integer; + k_line_file_name :String; + pc_Buffer :PChar; + +begin + + Result :=0; + + FillChar(as_k_chg,SizeOf(as_k_chg),0); + FillChar(as_k_chg_ma_rsi,sizeof(as_k_chg_ma_rsi),0); + + pc_Buffer := @as_k_chg[0]; + + tm_0 := Now; + tm_1 := Now; + + k_line_file_name :=m_k_line_file_name; + + if not FileExists(k_line_file_name) then + begin + iFileHandle := FileCreate(k_line_file_name); + FileClose(iFileHandle); + end; + + iFileHandle :=FileOpen(k_line_file_name,fmOpenRead); + if iFileHandle > -1 Then + begin + iFileLength := FileSeek(iFileHandle,0,2); + FileSeek(iFileHandle,0,0); + + if( iFileLength > (m_i_max_chg_kline_in_mem -5888)*SizeOf(s_k_line_data) ) then + FileSeek(iFileHandle, + iFileLength -(m_i_max_chg_kline_in_mem -5888)*SizeOf(s_k_line_data) ,0); + + iBytesRead := FileRead(iFileHandle, pc_Buffer^, iFileLength); + FileClose(iFileHandle); + end + else Exit; + + DeleteFile(k_line_file_name); + iFileHandle := FileCreate(k_line_file_name); + + + if iBytesRead > 0 Then + begin + + for i := 0 to Round(iBytesRead/SizeOf(s_k_line_data)-1) do + begin + if ( as_k_chg[i].i_open > 0 ) and ( as_k_chg[i].i_low > 0 ) then + FileWrite(iFileHandle, as_k_chg[i], SizeOf(s_k_line_data)); + end; + i_s_k_chg_index_wk :=Round(iBytesRead/SizeOf(s_k_line_data)) - 1 + 1; + i_s_k_chg_index_load := Round(iBytesRead/SizeOf(s_k_line_data)); + i_as_k_base_init_flag :=888; + i_as_k_chg_init_flag:=888; + + as_k_chg[i_s_k_chg_index_wk].i_open := as_k_chg[i_s_k_chg_index_wk-1].i_open; + as_k_chg[i_s_k_chg_index_wk].i_close :=as_k_chg[i_s_k_chg_index_wk-1].i_close; + as_k_chg[i_s_k_chg_index_wk].i_high :=as_k_chg[i_s_k_chg_index_wk-1].i_high; + as_k_chg[i_s_k_chg_index_wk].i_low := as_k_chg[i_s_k_chg_index_wk-1].i_low; + + for i := 0 to i_s_k_chg_index_wk do ff_make_ma_rsi_ex(i); + + end + else i_s_k_chg_index_wk :=0; + + FileClose(iFileHandle); + +End; + +function ff_passwd_chg( + pc_account:PChar; + pc_password_type:PChar; + pc_old_password:PChar; + pc_new_password:PChar ):Integer; +var + iRet :Integer; + lpReqMsg,lpAnsMsg:IFuMessage; + lpRecord,lpAnsRecord:IFuRecord; + c_log :array [0..88] of char; + +begin + Result :=0; + + if not Assigned(m_lpComm) then Exit; + if ( i_comm_ok = 0 ) Then Exit; + + //ÒµÎñ²Ù×÷ίÍÐϵ¥ + lpReqMsg := NewFuMessage(MSG_TYPE_MODIFY_PASSWORD,Integer(MSG_MODE_REQUEST)); //¿Í»§ÐÞ¸ÄÃÜÂë + lpAnsMsg := NewFuMessage(MSG_TYPE_UNKNOWN,Integer(MSG_MODE_ANSWER)); //½ÓÊÕÏûÏ¢(ÎÞ¹ØÏûÏ¢ÀàÐÍ) + + //´ò°üÇëÇó²ÎÊý(×Ö¶Î˳ÐòÎÞ¹Ø,Öظ´ÉèÖÃ×Ö¶ÎÔò¸²¸ÇÆäÖµ) + lpRecord := lpReqMsg.AddRecord(); + + + lpRecord.SetString('fund_account',pc_account); + lpRecord.SetString('password_type',pc_password_type); + lpRecord.SetString('password', pc_old_password); + lpRecord.SetString('new_password', pc_new_password); + + //ͬ²½½ÓÊÕÏûÏ¢ + iRet := m_lpComm.SyncSendRecv(lpReqMsg,lpAnsMsg); + if iRet <> 0 then + begin + //cout<<"ͬ²½Î¯ÍÐʧ°Ü:iRet="<GetErrorMsg(iRet)<0 then + begin + lpAnsRecord := lpAnsMsg.GetRecord(0); + FillChar(c_log,SizeOf(c_log),0); + StrCopy(c_log,lpAnsRecord.GetString('result')); + + W_Log(pc_new_password,i_tmp_log,i_wk_log,c_log); + end; + + lpReqMsg.Release(); + lpAnsMsg.Release(); +end; + + + + + + +function ff_order_ex( + pc_contract_code:PChar; + pc_entrust_price:PChar; + pc_entrust_amount:PChar; + pc_entrust_bs:PChar; + pc_direction:PChar ):Integer; +var + iRet :Integer; + lpReqMsg,lpAnsMsg:IFuMessage; + lpRecord,lpAnsRecord:IFuRecord; +begin + Result :=0; + + if not Assigned(m_lpComm) then Exit; + if ( i_comm_ok = 0 ) Then Exit; + + //ÒµÎñ²Ù×÷ίÍÐϵ¥ + lpReqMsg := NewFuMessage(MSG_TYPE_NEW_SINGLE_ORDER,Integer(MSG_MODE_REQUEST)); //ίÍÐϵ¥ + lpAnsMsg := NewFuMessage(MSG_TYPE_UNKNOWN,Integer(MSG_MODE_ANSWER)); //½ÓÊÕÏûÏ¢(ÎÞ¹ØÏûÏ¢ÀàÐÍ) + + //´ò°üÇëÇó²ÎÊý(×Ö¶Î˳ÐòÎÞ¹Ø,Öظ´ÉèÖÃ×Ö¶ÎÔò¸²¸ÇÆäÖµ) + lpRecord := lpReqMsg.AddRecord(); + + + lpRecord.SetString('fund_account',pc_username); + //lpRecord.SetString('password',pc_user_pwd); + lpRecord.SetString('futu_exch_type','F4'); + lpRecord.SetString('futures_account',''); + lpRecord.SetString('contract_code',pc_contract_code); + //buy + lpRecord.SetString('entrust_bs',pc_entrust_bs); + //long,open + lpRecord.SetString('futures_direction',pc_direction); + + lpRecord.SetString('hedge_type','0'); + lpRecord.SetString('futu_entrust_prop','0'); + + + lpRecord.SetString('futu_entrust_price',pc_entrust_price); + + lpRecord.SetString('entrust_amount',pc_entrust_amount); + + lpRecord.SetString('entrust_kind','0'); + + //ͬ²½½ÓÊÕÏûÏ¢ + iRet := m_lpComm.SyncSendRecv(lpReqMsg,lpAnsMsg); + if iRet <> 0 then + begin + + if lpAnsMsg.GetCount()>0 then + begin + + lpAnsRecord := lpAnsMsg.GetRecord(0); + FillChar(c_error_no,SizeOf(c_error_no),0); + FillChar(c_error_info,SizeOf(c_error_info),0); + + StrCopy(c_error_no,lpAnsRecord.GetString('error_no')); + StrCopy(c_error_info,lpAnsRecord.GetString('error_info')); + + W_Log('order_ex_error',iRet,i_wk_log,c_error_no); + W_Log('order_ex_error',iRet,i_wk_log,c_error_info); + + end; + + + //cout<<"ͬ²½Î¯ÍÐʧ°Ü:iRet="<GetErrorMsg(iRet)<0 then + begin + lpAnsRecord := lpAnsMsg.GetRecord(0); + FillChar(c_batch_no,SizeOf(c_batch_no),0); + FillChar(c_entrust_no,SizeOf(c_entrust_no),0); + + StrCopy(c_entrust_no,lpAnsRecord.GetString('entrust_no')); + StrCopy(c_entrust_no,lpAnsRecord.GetString('batch_no')); + end; + + lpReqMsg.Release(); + lpAnsMsg.Release(); +end; + + + +function ff_entrust_no(pc_contract_code:PChar):Integer; +var + iRet :Integer; + lpReqMsg,lpAnsMsg:IFuMessage; + lpRecord,lpAnsRecord:IFuRecord; +begin + Result :=0; + + if not Assigned(m_lpComm) then Exit; + if ( i_comm_ok = 0 ) Then Exit; + + FillChar(c_batch_no,SizeOf(c_batch_no),0); + FillChar(c_entrust_no,SizeOf(c_entrust_no),0); + + + //ÒµÎñ²Ù×÷ίÍÐϵ¥ + lpReqMsg := NewFuMessage(MSG_TYPE_GET_ENTRUST_ORDERS,Integer(MSG_MODE_REQUEST)); //ίÍÐϵ¥ + lpAnsMsg := NewFuMessage(MSG_TYPE_UNKNOWN,Integer(MSG_MODE_ANSWER)); //½ÓÊÕÏûÏ¢(ÎÞ¹ØÏûÏ¢ÀàÐÍ) + + //´ò°üÇëÇó²ÎÊý(×Ö¶Î˳ÐòÎÞ¹Ø,Öظ´ÉèÖÃ×Ö¶ÎÔò¸²¸ÇÆäÖµ) + lpRecord := lpReqMsg.AddRecord(); + + + lpRecord.SetString('fund_account',pc_username); + //lpRecord.SetString('password',pc_user_pwd); + lpRecord.SetString('futu_exch_type','F4'); + lpRecord.SetString('futures_account',''); + lpRecord.SetString('contract_code',pc_contract_code); + + lpRecord.SetString('en_entrust_status','012347C'); + lpRecord.SetString('query_direction','0'); + + lpRecord.SetString('futu_entrust_type','0'); + + //ͬ²½½ÓÊÕÏûÏ¢ + iRet := m_lpComm.SyncSendRecv(lpReqMsg,lpAnsMsg); + if iRet <> 0 then + begin + //cout<<"ͬ²½Î¯ÍÐʧ°Ü:iRet="<GetErrorMsg(iRet)<0 then + begin + + lpAnsRecord := lpAnsMsg.GetRecord(0); + FillChar(c_batch_no,SizeOf(c_batch_no),0); + FillChar(c_entrust_no,SizeOf(c_entrust_no),0); + + StrCopy(c_entrust_no,lpAnsRecord.GetString('entrust_no')); + StrCopy(c_entrust_no,lpAnsRecord.GetString('batch_no')); + + i_entrust_no_mark :=888; + + end; + + lpReqMsg.Release(); + lpAnsMsg.Release(); + +end; + + +function ff_cancel_entrust_no():Integer; +var + iRet :Integer; + lpReqMsg,lpAnsMsg:IFuMessage; + lpRecord:IFuRecord; + lpAnsRecord:IFuRecord; + +begin + Result :=0; + + iRet := StrLen(c_entrust_no); + if(iRet =0) Then Exit; + + if not Assigned(m_lpComm) then Exit; + if ( i_comm_ok = 0 ) Then Exit; + + //ÒµÎñ²Ù×÷ίÍÐϵ¥ + lpReqMsg := NewFuMessage(MSG_TYPE_CANCEL_ORDER,Integer(MSG_MODE_REQUEST)); + lpAnsMsg := NewFuMessage(MSG_TYPE_UNKNOWN,Integer(MSG_MODE_ANSWER)); //½ÓÊÕÏûÏ¢(ÎÞ¹ØÏûÏ¢ÀàÐÍ) + + //´ò°üÇëÇó²ÎÊý(×Ö¶Î˳ÐòÎÞ¹Ø,Öظ´ÉèÖÃ×Ö¶ÎÔò¸²¸ÇÆäÖµ) + lpRecord := lpReqMsg.AddRecord(); + + lpRecord.SetString('fund_account',pc_username); + //lpRecord.SetString('password',pc_user_pwd); + lpRecord.SetString('futu_exch_type','F4'); + lpRecord.SetString('entrust_no',c_entrust_no); //ίÍкŠ+ + //ͬ²½½ÓÊÕÏûÏ¢ + iRet := m_lpComm.SyncSendRecv(lpReqMsg,lpAnsMsg); + if iRet <> 0 then + begin + + if lpAnsMsg.GetCount()>0 then + begin + + lpAnsRecord := lpAnsMsg.GetRecord(0); + FillChar(c_error_no,SizeOf(c_error_no),0); + FillChar(c_error_info,SizeOf(c_error_info),0); + + StrCopy(c_error_no,lpAnsRecord.GetString('error_no')); + StrCopy(c_error_info,lpAnsRecord.GetString('error_info')); + + W_Log('cancel_error',iRet,i_wk_log,c_error_no); + W_Log('cancel_error',iRet,i_wk_log,c_error_info); + + end; + + + //cout<<"ͬ²½Î¯ÍÐʧ°Ü:iRet="<GetErrorMsg(iRet)<0) Then + begin + for I := 0 to i_get_count-1 do + begin + lpAnsRecord := lpAnsMsg.GetRecord(I); + FillChar(c_log,SizeOf(c_log),0); + + StrCopy(c_log,lpAnsRecord.GetString('contract_code')); + s_tmp:=c_log; + s_tmp1:=pc_what_wk; + + FillChar(c_log,SizeOf(c_log),0); + + StrCopy(c_log,lpAnsRecord.GetString('entrust_bs')); + if c_log[0] = '2' Then + begin + if(s_tmp = s_tmp1) Then + begin + + StrCopy(c_log,lpAnsRecord.GetString('futu_average_price')); + f_short_price :=StrToFloat(c_log); + + + s_caption_9:='¿Õ '+Trim(c_log); + + FillChar(c_log,SizeOf(c_log),0); + StrCopy(c_log,lpAnsRecord.GetString('real_amount')); + + + i_short_mark :=Round(StrToFloat(c_log)); + + s_caption_11:=Trim(c_log); + + if(i_short_mark > (i_F + i_S -1)) then i_short_S_mark :=888 else i_short_S_mark :=0; + if(i_short_mark > (i_F + i_S + i_T -1)) then i_short_T_mark :=888 else i_short_T_mark :=0; + end + end + else if c_log[0] = '1' Then + begin + if(s_tmp = s_tmp1) Then + begin + + StrCopy(c_log,lpAnsRecord.GetString('futu_average_price')); + + f_business_price :=StrToFloat(c_log); + + s_caption_8:='¶à '+Trim(c_log); + + FillChar(c_log,SizeOf(c_log),0); + + StrCopy(c_log,lpAnsRecord.GetString('real_amount')); + + s_caption_10:=Trim(c_log); + + i_got_it_mark :=Round(StrToFloat(c_log)); + + if(i_got_it_mark > (i_F + i_S -1) ) then i_get_S_mark :=888 else i_get_S_mark :=0; + if(i_got_it_mark > (i_F + i_S + i_T -1 )) then i_get_T_mark :=888 else i_get_T_mark:=0; + end; + end; + end; + end + else + begin + + i_got_it_mark :=0; + i_get_S_mark :=0; + i_get_T_mark :=0; + i_short_mark :=0; + i_short_S_mark :=0; + i_short_T_mark :=0; + + //frmMain2.GRID_S001.Cells[0,0]:=pc_what_wk; + + end; + + lpReqMsg.Release(); + lpAnsMsg.Release(); + + if(i_long_act_flag=-1) and (i_got_it_mark =0) Then i_long_act_flag :=1; + if(i_short_act_flag=-1) and (i_short_mark =0) Then i_short_act_flag :=1; + +end; + + +function ff_get_qty_ex():Integer; +var + iRet :Integer; + lpReqMsg,lpAnsMsg:IFuMessage; + lpRecord,lpAnsRecord:IFuRecord; + c_log :array [0..88] of char; + s_tmp:string; + s_tmp1:string; + + I,i_get_count:Integer; + +begin + Result :=0; + + if not Assigned(m_lpComm) then Exit; + + if ( i_comm_ok = 0 ) Then Exit; + + //for + i_short_mark_ex :=0; + i_got_it_mark_ex:=0; + f_short_price_ex :=0.0; + f_business_price_ex :=0.0; + + //ÒµÎñ²Ù×÷ίÍÐϵ¥ + lpReqMsg := NewFuMessage(MSG_TYPE_GET_HOLDSINFO,Integer(MSG_MODE_REQUEST)); //ίÍÐϵ¥ + lpAnsMsg := NewFuMessage(MSG_TYPE_UNKNOWN,Integer(MSG_MODE_ANSWER)); //½ÓÊÕÏûÏ¢(ÎÞ¹ØÏûÏ¢ÀàÐÍ) + + //´ò°üÇëÇó²ÎÊý(×Ö¶Î˳ÐòÎÞ¹Ø,Öظ´ÉèÖÃ×Ö¶ÎÔò¸²¸ÇÆäÖµ) + lpRecord := lpReqMsg.AddRecord(); + + + lpRecord.SetString('fund_account',pc_username); + //lpRecord.SetString('password',pc_user_pwd); + lpRecord.SetString('futu_exch_type',''); + + lpRecord.SetString('futures_account',''); + lpRecord.SetString('contract_code',''); + lpRecord.SetString('entrust_bs',''); + lpRecord.SetString('query_direction','0'); + lpRecord.SetString('query_mode','1'); + lpRecord.SetString('request_num','50'); + lpRecord.SetString('action_in',''); + lpRecord.SetString('position_str','0'); + lpRecord.SetString('switch_type','1'); + + iRet := m_lpComm.SyncSendRecv(lpReqMsg,lpAnsMsg); + + //Form1.ShowFuMessage(lpAnsMsg); + + i_get_count:=0; + if (iRet = 0) Then i_get_count :=lpAnsMsg.GetCount; + + if (iRet = 0) and (i_get_count >0) Then + begin + for I := 0 to i_get_count-1 do + begin + lpAnsRecord := lpAnsMsg.GetRecord(I); + FillChar(c_log,SizeOf(c_log),0); + + StrCopy(c_log,lpAnsRecord.GetString('contract_code')); + s_tmp:=c_log; + s_tmp1:=pc_what_wk; + + FillChar(c_log,SizeOf(c_log),0); + + StrCopy(c_log,lpAnsRecord.GetString('entrust_bs')); + if c_log[0] = '2' Then + begin + if(s_tmp = s_tmp1) Then + begin + + StrCopy(c_log,lpAnsRecord.GetString('futu_average_price')); + + f_short_price_ex :=StrToFloat(c_log); + + FillChar(c_log,SizeOf(c_log),0); + StrCopy(c_log,lpAnsRecord.GetString('real_amount')); + + i_short_mark_ex :=Round(StrToFloat(c_log)); + end + end + else if c_log[0] = '1' Then + begin + if(s_tmp = s_tmp1) Then + begin + + StrCopy(c_log,lpAnsRecord.GetString('futu_average_price')); + + f_business_price_ex :=StrToFloat(c_log); + + FillChar(c_log,SizeOf(c_log),0); + + StrCopy(c_log,lpAnsRecord.GetString('real_amount')); + + i_got_it_mark_ex :=Round(StrToFloat(c_log)); + end; + end; + end; + end + else + begin + i_short_mark_ex :=0; + i_got_it_mark_ex:=0; + f_short_price_ex :=0.0; + f_business_price_ex :=0.0; + end; + + lpReqMsg.Release(); + lpAnsMsg.Release(); +end; + + +//20130221 + +function ff_get_profit():Integer; +var + iRet :Integer; + lpReqMsg,lpAnsMsg:IFuMessage; + lpRecord,lpAnsRecord:IFuRecord; +begin + Result :=0; + + if not Assigned(m_lpComm) then Exit; + if ( i_comm_ok = 0 ) Then Exit; + + FillChar(c_batch_no,SizeOf(c_batch_no),0); + FillChar(c_entrust_no,SizeOf(c_entrust_no),0); + + + //ÒµÎñ²Ù×÷ίÍÐϵ¥ + lpReqMsg := NewFuMessage(MSG_TYPE_GET_PROFIT,Integer(MSG_MODE_REQUEST)); //ίÍÐϵ¥ + lpAnsMsg := NewFuMessage(MSG_TYPE_UNKNOWN,Integer(MSG_MODE_ANSWER)); //½ÓÊÕÏûÏ¢(ÎÞ¹ØÏûÏ¢ÀàÐÍ) + + //´ò°üÇëÇó²ÎÊý(×Ö¶Î˳ÐòÎÞ¹Ø,Öظ´ÉèÖÃ×Ö¶ÎÔò¸²¸ÇÆäÖµ) + lpRecord := lpReqMsg.AddRecord(); + + + lpRecord.SetString('fund_account',pc_username); + //lpRecord.SetString('password',pc_user_pwd); + lpRecord.SetString('money_type','0'); + + //ͬ²½½ÓÊÕÏûÏ¢ + iRet := m_lpComm.SyncSendRecv(lpReqMsg,lpAnsMsg); + if iRet <> 0 then + begin + //cout<<"ͬ²½Î¯ÍÐʧ°Ü:iRet="<GetErrorMsg(iRet)<0 then + begin + lpAnsRecord := lpAnsMsg.GetRecord(0); + FillChar(c_rights_balance,SizeOf(c_rights_balance),0); + StrCopy(c_rights_balance,lpAnsRecord.GetString('rights_balance')); + f_rights_balance :=StrToFloat(c_rights_balance); + i_rights_balance :=Round( StrToFloat(c_rights_balance) /10000 ); + end; + + lpReqMsg.Release(); + lpAnsMsg.Release(); + + +end; + +//20130221 end + + + +function ff_main_wk_loop():Integer; +var + i_loop_wk,i_loop,i_tmp :Integer; + i_tmp_1 :Integer; + i_tmp_2 :Integer; + i_tmp_3 :Integer; + i_tmp_4 :Integer; + i_tmp_5 :Integer; + i_tmp_6 :Integer; + i_tmp_7 :Integer; + i_tmp_8 :Integer; + i_index_8 :Integer; + + i_tmp_9 :Integer; + + s_tmp,s_tmp1:string; + + pc_username_bak:PChar; + + +begin + Result :=0; + + i_line_no_001:=1; + i_line_no_001:=i_line_no_001+1; + + if i_only_1 = 1 Then s_caption_14 :='µ¥·¢' else s_caption_14 :='Ⱥ·¢'; + + if (i_comm_ok=0) Then + begin + //frmMain2.GRID_S006.Cells[0,0]:='¶Ï¿ª'; + s_caption_3:='¶Ï¿ª'; + Exit; + end + else + begin + //frmMain2.GRID_S006.Cells[0,0]:='Áª»ú'; + s_caption_3:='Áª»ú'; + end; + + if i_do_ff_qty_loop >0 Then + begin + i_do_ff_qty_loop :=0; + for i_loop_wk := 0 to i_fc_count-1 Do + begin + pc_username :=as_fc_data[i_loop_wk].pc_username; + ff_get_qty_ex(); + ff_get_profit(); + as_fc_data[i_loop_wk].i_short_mark := i_short_mark_ex; + as_fc_data[i_loop_wk].i_got_it_mark := i_got_it_mark_ex; + as_fc_data[i_loop_wk].i_rights_balance := i_rights_balance; + as_fc_data[i_loop_wk].f_short_price :=f_short_price_ex; + as_fc_data[i_loop_wk].f_business_price :=f_business_price_ex; + as_fc_data[i_loop_wk].f_rights_balance :=f_rights_balance; + end; + end; + + pc_username :=as_fc_data[i_fc_wk_index].pc_username; + s_caption_7:=pc_username; + s_caption_13:=as_fc_data[i_fc_wk_index].pc_xxx_name; + + i_line_no_001:=i_line_no_001+1; + + if (i_no_trade=0) Then + begin + //s_caption_4:='×Ô¶¯'; + end + else + begin + //s_caption_4:='ÊÖ¶¯'; + end; + i_line_no_001:=i_line_no_001+1; + + + if(i_long_mbm_count > 0) Then + begin + //frmMain2.GRID_S002.Cells[0,0]:='L5 ' + IntToStr(i_long_mbm_count); + //frmMain2.GRID_S002.Cells[1,0]:='L4 ' + IntToStr(i_4ma_long_mbm_count); + end; + i_line_no_001:=i_line_no_001+1; + + if(i_short_mbm_count > 0) Then + begin + //frmMain2.GRID_S002.Cells[0,0]:='S5 ' + IntToStr(i_short_mbm_count); + //frmMain2.GRID_S002.Cells[1,0]:='S4 ' + IntToStr(i_4ma_short_mbm_count); + end; + + i_line_no_001:=i_line_no_001+1; + + //for i_sum_long_mbm_count ... ... + if( 1 > 0) Then + begin + //frmMain2.GRID_S003.Cells[0,0]:='SL5 '; + //frmMain2.GRID_S003.Cells[1,0]:=IntToStr(i_sum_long_mbm_count); + //frmMain2.GRID_S003.Cells[0,1]:='SS5 '; + //frmMain2.GRID_S003.Cells[1,1]:=IntToStr(i_sum_short_mbm_count); + //frmMain2.GRID_S003.Cells[0,2]:='SD5 '; + //frmMain2.GRID_S003.Cells[1,2]:=IntToStr(i_sum_long_mbm_count-i_sum_short_mbm_count); + + //frmMain2.GRID_S003.Cells[0,3]:='SL4 '; + //frmMain2.GRID_S003.Cells[1,3]:=IntToStr(i_sum_4ma_long_mbm_count); + //frmMain2.GRID_S003.Cells[0,4]:='SS4 '; + //frmMain2.GRID_S003.Cells[1,4]:=IntToStr(i_sum_4ma_short_mbm_count); + //frmMain2.GRID_S003.Cells[0,5]:='SD4 '; + //frmMain2.GRID_S003.Cells[1,5]:=IntToStr(i_sum_4ma_long_mbm_count-i_sum_4ma_short_mbm_count); + + end; + + i_line_no_001:=i_line_no_001+1; + + + //frmMain2.GRID_S002.Cells[0,1]:='RSI'; + //frmMain2.GRID_S002.Cells[1,1]:=FloatToStrF(as_k_chg_ma_rsi[i_s_k_chg_index_wk].ai_rsi[0]/100,ffFixed,7,2); + i_line_no_001:=i_line_no_001+1; + + if not Assigned(m_lpComm) then Exit; + if ( i_comm_ok = 0 ) Then Exit; + + + ff_chk_power_vol(i_s_k_chg_index_wk); + + + i_line_no_001:=i_line_no_001+1; + //for get K line Only + if (i_make_k_only >0) Then Exit; + i_line_no_001:=i_line_no_001+1; + + + if i_do_ff_qty_loop >0 Then + begin + i_do_ff_qty_loop :=0; + for i_loop_wk := 0 to i_fc_count-1 Do + begin + ff_get_qty(); + ff_get_profit(); + as_fc_data[i_loop_wk].i_short_mark := i_short_mark; + as_fc_data[i_loop_wk].i_got_it_mark := i_got_it_mark; + as_fc_data[i_loop_wk].i_rights_balance := i_rights_balance; + end; + end; + + + if(i_fc_wk_index_bak <> i_fc_wk_index) Then + begin + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; + + i_fc_wk_index_bak :=i_fc_wk_index; + ff_get_qty(); + ff_get_profit(); + as_fc_data[i_fc_wk_index].i_rights_balance := i_rights_balance; + s_caption_4:=c_rights_balance; + end; + + if (i_short_mark=0) Then i_lock_short :=0; + if (i_got_it_mark=0) Then i_lock_long :=0; + + if(i_ff_get_qty_flag >1) Then + begin + i_ff_get_qty_flag := i_ff_get_qty_flag -1; + ff_get_qty(); + end; + + //for ff_action.ini + s_tmp := FormatDateTime('yyyymmddhhnnss',Now); + + if( i_open_long_timer =0 ) and + (pc_open_long_time <>nil) and (StrLen(pc_open_long_time) = StrLen(PChar(s_tmp))) Then + begin + s_tmp1:=pc_open_long_time; + if(s_tmp > s_tmp1) Then + begin + i_BSK :=1; + i_open_long_timer :=888; + end; + end; + + if( i_open_short_timer =0 ) and + (pc_open_short_time <>nil) and (StrLen(pc_open_short_time) = StrLen(PChar(s_tmp))) Then + begin + s_tmp1:=pc_open_short_time; + if(s_tmp > s_tmp1) Then + begin + i_BSK :=3; + i_open_short_timer :=888; + end; + end; + + + if( i_close_long_timer =0 ) and + (pc_close_long_time <>nil) and (StrLen(pc_close_long_time) = StrLen(PChar(s_tmp))) Then + begin + s_tmp1:=pc_close_long_time; + if(s_tmp > s_tmp1) Then + begin + i_BSK :=5; + i_close_long_timer :=888; + end; + end; + + + if( i_close_short_timer =0 ) and + (pc_close_short_time <>nil) and (StrLen(pc_close_short_time) = StrLen(PChar(s_tmp))) Then + begin + s_tmp1:=pc_close_short_time; + if(s_tmp > s_tmp1) Then + begin + i_BSK :=6; + i_close_short_timer :=888; + end; + end; + + + + if (i_BSK = 1 ) or (i_BSK = 2) and (f_last_price_wk >8.0) Then + begin + + i_ff_get_qty_flag := 18; + + //for loop add + for i_loop_wk := 0 to i_fc_count-1 Do + begin + + if i_only_1 = 1 Then i_loop:= i_fc_wk_index else i_loop :=i_loop_wk; + + if as_fc_data[i_loop].pc_username = nil then Break; + pc_username := as_fc_data[i_loop].pc_username; + + //ff_entrust_no(pc_what_wk); + //ff_cancel_entrust_no(); + ff_get_qty(); + + if(i_BSK =1) Then s_tmp := FloatToStrF(f_sale_1+i_open_delta,ffFixed,8,2 ); + if(i_BSK =2) Then s_tmp := FloatToStrF(f_buy_1-1.0,ffFixed,8,2 ); + if(i_BSK =2) and ( i_open_price >0 ) Then s_tmp := IntToStr(i_open_price); + + i_BSK :=0; + + if (i_got_it_mark > (as_fc_data[i_loop].i_long_max-1)) then Continue; + + //ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_F)),m_mairu,m_kaicang); + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(as_fc_data[i_loop].i_VOL)),m_mairu,m_kaicang); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'BSK,make long position!'); + //Sleep(2000); + //ff_get_qty(); + + if i_only_1 = 1 Then Break; + + end + end + else if (i_BSK = 1 ) or (i_BSK = 2) then i_BSK :=0; + + if (i_BSK =3) or (i_BSK =4) and (f_last_price_wk >8.0) Then + begin + + i_ff_get_qty_flag := 18; + //for loop add + for i_loop_wk := 0 to i_fc_count-1 Do + begin + + if i_only_1 = 1 Then i_loop:= i_fc_wk_index else i_loop :=i_loop_wk; + + if as_fc_data[i_loop].pc_username = nil then Break; + pc_username := as_fc_data[i_loop].pc_username; + + //ff_entrust_no(pc_what_wk); + //ff_cancel_entrust_no(); + ff_get_qty(); + + if(i_BSK =3) Then s_tmp := FloatToStrF(f_buy_1-i_open_delta,ffFixed,8,2 ); + if(i_BSK =4) Then s_tmp := FloatToStrF(f_sale_1 + 1.0,ffFixed,8,2 ); + if(i_BSK =4) and ( i_open_price >0 ) Then s_tmp := IntToStr(i_open_price); + + i_BSK :=0; + + if ( i_short_mark > (as_fc_data[i_loop].i_short_max-1)) then Continue; + + //ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_F)),m_maichu,m_kaicang); + + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(as_fc_data[i_loop].i_VOL)),m_maichu,m_kaicang); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'BSK,make short position!'); + //Sleep(2000); + //ff_get_qty(); + //frmMain2.GRID_S002.Repaint; + + if i_only_1 = 1 Then Break; + + end + end + else if (i_BSK =3) or (i_BSK =4) then i_BSK :=0; + + //for stp, auto_trade + + if( i_stp_long >0 ) and (i_BSK =0 ) and (i_act_stp_long_mark=0) Then + if(i_got_it_mark >-1) and (f_last_price_wk >8.0) Then + begin + //if( i_set_stp_long_wk =0 ) Then i_set_stp_long_wk := Round(f_business_price+0.49); + if( i_set_stp_long_wk >0 ) and ( i_set_stp_long_wk < Round(f_last_price_wk + 0.49)) Then + begin + i_stp_long :=0; + i_act_stp_long_mark:=888; + i_ff_get_qty_flag := 18; + i_act_stp_long :=888; + i_BSK :=m_bsk_ask_long; + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'Long STP!'); + end; + end; + + if( i_stp_short >0 ) and (i_BSK =0 ) and (i_act_stp_short_mark=0) Then + if(i_got_it_mark >-1) and (f_last_price_wk >8.0) Then + begin + //if( i_set_stp_short_wk =0 ) Then i_set_stp_short_wk := Round(f_business_price+0.49); + if( i_set_stp_short_wk >0 ) and ( i_set_stp_short_wk > Round(f_last_price_wk - 0.49)) Then + begin + i_stp_short :=0; + i_act_stp_short_mark:=888; + i_ff_get_qty_flag := 18; + i_act_stp_short :=888; + i_BSK :=m_bsk_bid_short; + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'Short STP!'); + end; + end; + //end stp + + //for locked, auto_clear + + if( i_lock_long >0 ) and (i_BSK =0 ) and (i_cut_lock_long_mark=0) Then + //if(i_got_it_mark >0) and (f_last_price_wk >8.0) and (f_last_price_wk - f_business_price < 0.50 ) Then + if(i_got_it_mark >0) and (f_last_price_wk >8.0) Then + begin + if( i_set_lock_long_wk =0 ) Then i_set_lock_long_wk := Round(f_business_price+0.49); + if( i_set_lock_long_wk >0 ) and ( i_set_lock_long_wk >Round(f_last_price_wk-0.49)) Then + begin + i_lock_long :=0; + i_cut_lock_long_mark:=888; + i_ff_get_qty_flag := 18; + i_cut_lock_long :=888; + i_BSK :=m_bsk_clear_long; + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'Locked Long Clear!'); + end; + end; + + if( i_lock_short >0 ) and (i_BSK =0 ) and (i_cut_lock_short_mark=0) Then + //if(i_short_mark >0) and (f_last_price_wk >8.0) and ( f_short_price - f_last_price_wk <0.50 ) Then + if(i_short_mark >0) and (f_last_price_wk >8.0) Then + begin + if( i_set_lock_short_wk =0 ) Then i_set_lock_short_wk := Round(f_short_price-0.49); + if( i_set_lock_short_wk >0 ) and ( i_set_lock_short_wk 0) and (f_last_price_wk >8.0) Then + if (i_BSK = 5 ) and (f_last_price_wk >8.0) Then + begin + i_ff_get_qty_flag := 18; + + i_BSK :=0; + + if ( i_lock_long > 0 ) and (i_cut_lock_long =0) Then + begin + s_caption_status :='ÒÑËø¶à²Ö£¬²»µÃ½øÐг嶯µÄƽ¶à²Ù×÷£¡'; + end + else + begin + //for loop add + for i_loop_wk := 0 to i_fc_count-1 Do + begin + + //for reset + if ( i_lock_long > 0 ) and (i_cut_lock_long >0) Then + begin + i_cut_lock_long :=0; + end; + + if i_only_1 = 1 Then i_loop:= i_fc_wk_index else i_loop :=i_loop_wk; + + if as_fc_data[i_loop].pc_username = nil then Break; + pc_username := as_fc_data[i_loop].pc_username; + + s_tmp := FloatToStrF(f_last_price_wk - i_close_delta,ffFixed,8,2 ); + + //ff_entrust_no(pc_what_wk); + //ff_cancel_entrust_no(); + ff_get_qty(); + + if(i_clr_long_1_mark >0) Then + //if (i_loop <> i_fc_wk_index ) Then + i_got_it_mark :=as_fc_data[i_loop].i_VOL; + + if(i_clr_long_to_001_mark >0) Then + begin + if(i_got_it_mark <2) Then + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_got_it_mark)),m_maichu,m_pingcang) + else + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_got_it_mark-1)),m_maichu,m_pingcang); + end + else + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_got_it_mark)),m_maichu,m_pingcang); + + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'-12,BSK,long clear!'); + //Sleep(2000); + //ff_get_qty(); + //frmMain2.GRID_S002.Repaint; + + if i_only_1 = 1 Then Break; + + end + end; + + if(i_clr_long_1_mark >0) Then i_clr_long_1_mark :=0; + if(i_clr_long_to_001_mark >0) Then i_clr_long_to_001_mark :=0; + + end + else if (i_BSK = 5 ) then i_BSK :=0; + + i_line_no_001:=i_line_no_001+1; + + if (i_BSK = 7 ) and (f_last_price_wk >8.0) Then + //if (i_BSK = 7 ) and (i_got_it_mark >0) and (f_last_price_wk >8.0) Then + begin + //i_ff_get_qty_flag := 18; + + for i_loop_wk := 0 to i_fc_count-1 Do + begin + + if i_only_1 = 1 Then i_loop:= i_fc_wk_index else i_loop :=i_loop_wk; + + if as_fc_data[i_loop].pc_username = nil then Break; + pc_username := as_fc_data[i_loop].pc_username; + + i_got_it_mark :=as_fc_data[i_loop].i_VOL; + + //ff_entrust_no(pc_what_wk); + //ff_cancel_entrust_no(); + + ff_get_qty(); + + i_BSK :=0; + s_tmp := FloatToStrF(f_last_price_wk + 2.0,ffFixed,8,2 ); + if( i_open_price >0 ) Then s_tmp := IntToStr(i_open_price); + + if( i_open_price >0 ) and (i_open_vol >0) Then + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_open_vol)),m_maichu,m_pingcang) + else + //20120309 chg + //if(i_got_it_mark <2) Then + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_got_it_mark)),m_maichu,m_pingcang); + //else + // ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_got_it_mark-1)),m_maichu,m_pingcang); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'+2,BSK,long clear!'); + //Sleep(2000); + //ff_get_qty(); + //frmMain2.GRID_S002.Repaint; + if i_only_1 = 1 Then Break; + end + end + else if (i_BSK = 7 ) then i_BSK :=0; + + + i_line_no_001:=i_line_no_001+1; + + + if (i_BSK = 6 ) and (i_short_mark >0) and (f_last_price_wk >8.0) Then + begin + i_ff_get_qty_flag := 18; + + i_BSK :=0; + + if (i_lock_short > 0 ) and ( i_cut_lock_short=0 )Then + begin + s_caption_status :='ÒÑËø¶à²Ö£¬²»µÃ½øÐг嶯µÄƽ¶à²Ù×÷£¡'; + end + else + begin + + for i_loop_wk := 0 to i_fc_count-1 Do + begin + + if (i_lock_short > 0 ) and ( i_cut_lock_short>0 )Then + begin + i_cut_lock_short :=0; + end; + + if i_only_1 = 1 Then i_loop:= i_fc_wk_index else i_loop :=i_loop_wk; + + if as_fc_data[i_loop].pc_username = nil then Break; + pc_username := as_fc_data[i_loop].pc_username; + i_short_mark :=as_fc_data[i_loop].i_VOL; + + //ff_entrust_no(pc_what_wk); + //ff_cancel_entrust_no(); + + ff_get_qty(); + + if(i_clr_short_1_mark >0) Then + i_short_mark :=as_fc_data[i_loop].i_VOL; + + s_tmp := FloatToStrF(f_last_price_wk + i_close_delta,ffFixed,8,2 ); + + if(i_clr_short_to_001_mark >0) Then + begin + if(i_short_mark <2) Then + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark)),m_mairu,m_pingcang) + else + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark-1)),m_mairu,m_pingcang); + end + else + //if(i_short_mark <2) Then + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark)),m_mairu,m_pingcang); + //else + // ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark-1)),m_mairu,m_pingcang); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'+12 BSK,short clear!'); + //Sleep(2000); + //ff_get_qty(); + //frmMain2.GRID_S002.Repaint; + if i_only_1 = 1 Then Break; + end + end; + + if(i_clr_short_1_mark >0) Then i_clr_short_1_mark :=0; + if(i_clr_short_to_001_mark >0) Then i_clr_short_to_001_mark:=0; + + end + else if (i_BSK = 6 ) then i_BSK :=0; + + i_line_no_001:=i_line_no_001+1; + + if (i_BSK = 8 ) and (i_short_mark >0) and (f_last_price_wk >8.0) Then + begin + //i_ff_get_qty_flag := 18; + + i_BSK :=0; + for i_loop_wk := 0 to i_fc_count-1 Do + begin + if i_only_1 = 1 Then i_loop:= i_fc_wk_index else i_loop :=i_loop_wk; + + if as_fc_data[i_loop].pc_username = nil then Break; + pc_username := as_fc_data[i_loop].pc_username; + i_short_mark :=as_fc_data[i_loop].i_VOL; + + //ff_entrust_no(pc_what_wk); + //ff_cancel_entrust_no(); + + ff_get_qty(); + + s_tmp := FloatToStrF(f_last_price_wk - 2.0,ffFixed,8,2 ); + if( i_open_price >0 ) Then s_tmp := IntToStr(i_open_price); + //ff_entrust_no(pc_what_wk); + //ff_cancel_entrust_no(); + + //if(i_short_mark <2) Then + if( i_open_price >0 ) and (i_open_vol >0) Then + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_open_vol)),m_mairu,m_pingcang) + else + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark)),m_mairu,m_pingcang); + //else + //ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark-1)),m_mairu,m_pingcang); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'-2,BSK,short clear!'); + //Sleep(2000); + //ff_get_qty(); + //frmMain2.GRID_S002.Repaint; + if i_only_1 = 1 Then Break; + end + end + else if (i_BSK = 8 ) then i_BSK :=0; + + if (i_BSK = 9 ) and (f_last_price_wk >8.0) Then + begin + i_BSK :=0; + + for i_loop_wk := 0 to i_fc_count-1 Do + begin + if i_only_1 = 1 Then i_loop:= i_fc_wk_index else i_loop :=i_loop_wk; + + if as_fc_data[i_loop].pc_username = nil then Break; + pc_username := as_fc_data[i_loop].pc_username; + + ff_entrust_no(pc_what_wk); + ff_cancel_entrust_no(); + + if i_only_1 = 1 Then Break; + end + end + else if (i_BSK = 9 ) then i_BSK :=0; + + //for ff_300m_ex : Exit Here! + Exit; + + + i_line_no_001:=i_line_no_001+1; + + ff_short_pass3_mark(i_s_k_chg_index_wk-1); + + i_line_no_001:=i_line_no_001+1; + + ff_get_BS_Mark(i_s_k_chg_index_wk-1); + + i_line_no_001:=i_line_no_001+1; + + ff_get_S_L_Mark (i_s_k_chg_index_wk-1); + + i_line_no_001:=i_line_no_001+1; + + if( f_last_price_wk < 1 ) Then Exit; + + i_line_no_001:=i_line_no_001+1; + //for auto_clear + i_tmp := i_B_S_Flag; + if( i_B_S_Flag_18>0 ) and ( i_B_S_Flag_10>0 ) Then + if (i_tmp < 0 ) and (i_got_it_mark >0) and (f_last_price_wk >8.0) Then + begin + s_tmp := FloatToStrF(f_last_price_wk - 2.0,ffFixed,8,2 ); + ff_entrust_no(pc_what_wk); + ff_cancel_entrust_no(); + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_got_it_mark)),m_maichu,m_pingcang); + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'Auto_Clear_Long!'); + Sleep(2000); + ff_get_qty(); + //frmMain2.GRID_S002.Repaint; + end; + i_line_no_001:=i_line_no_001+1; + + i_tmp := i_B_S_Flag; + if( i_B_S_Flag_18 <0 ) and ( i_B_S_Flag_10 < 0 ) Then + if (i_tmp >0 ) and (i_short_mark >0) and (f_last_price_wk >8.0) Then + begin + s_tmp := FloatToStrF(f_last_price_wk + 2.0,ffFixed,8,2 ); + ff_entrust_no(pc_what_wk); + ff_cancel_entrust_no(); + + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark)),m_mairu,m_pingcang); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'auto_clear_short!'); + Sleep(2000); + ff_get_qty(); + //frmMain2.GRID_S002.Repaint; + end; + + //for auto_clear_end + i_line_no_001:=i_line_no_001+1; + + if( i_get_S_mark =0 ) and (i_S > 0 ) and + (f_last_price_wk > f_last_price_1 + i_A ) and + (i_got_it_mark >0 ) and + + //(i_ADD_FLOSS_MAX > i_long_FLOSS_MAX) and + + (f_last_price_wk - f_business_price > f_rsi_add ) and + (f_last_price_wk - f_business_price < f_rsi_add*2 ) then + begin + if i_B_S_Flag >0 Then + begin + i_get_S_mark :=888; + s_tmp := FloatToStrF(f_last_price_wk + 1,ffFixed,8,2 ); + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_S)),'1','1'); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'8,add long position!'); + + Sleep(2000); + ff_get_qty(); + end; + + end; + + i_line_no_001:=i_line_no_001+1; + + if( i_short_S_mark =0 ) and (i_S > 0 ) and + (f_last_price_wk < f_last_price_1 - i_A ) and + (i_short_mark >0 ) and + + //(i_ADD_FLOSS_MAX > i_short_FLOSS_MAX) and + + (f_short_price - f_last_price_wk > f_rsi_add ) and + (f_short_price - f_last_price_wk < f_rsi_add*2 ) then + begin + if i_B_S_Flag <0 Then + begin + i_short_S_mark :=888; + s_tmp := FloatToStrF(f_last_price_wk - 2.0,ffFixed,8,2 ); + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_S)),'2','1'); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'8,add short position!'); + + Sleep(2000); + ff_get_qty(); + end; + end; + + i_line_no_001:=i_line_no_001+1; + + if( i_make_short_mark >0 ) and + (i_s_k_chg_index_wk - i_make_short_mark >0) then i_make_short_mark :=0; + + i_tmp_1 :=ff_check_short_250(i_s_k_chg_index_wk); + + i_line_no_001:=i_line_no_001+1; + + + i_tmp_2 :=ff_check_short_30(i_s_k_chg_index_wk); + + i_line_no_001:=i_line_no_001+1; + + i_tmp_3 :=ff_check_short_120(i_s_k_chg_index_wk); + + i_line_no_001:=i_line_no_001+1; + + //for No MA120 Short + i_tmp_3 :=1; + + i_tmp_4 :=ff_pass3_short_120(i_s_k_chg_index_wk); + + i_line_no_001:=i_line_no_001+1; + + i_tmp_7:=ff_make_mbm_short(i_s_k_chg_index_wk); + + i_line_no_001:=i_line_no_001+1; + + ff_check_short_1(i_s_k_chg_index_wk-1); + + i_tmp :=ff_check_short_1_ex(i_s_k_chg_index_wk-1); + + if i_mbm_only = 1 then + begin + i_tmp_1 :=1; + i_tmp_2 :=1; + i_tmp_3 :=1; + i_tmp_4 :=1; + i_tmp :=1; + i_tmp_7 :=1; + end; + + i_tmp_9 :=ff_get_ma600_mark(i_s_k_chg_index_wk-1); + if(i_tmp_9 >0) Then + begin + if( i_short_act_flag >0) Then + begin + i_short_act_flag := i_short_act_flag-1; + i_tmp_7:=0; + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'i_tmp_9,make a short position!'); + end; + end; + + i_line_no_001:=i_line_no_001+1; + + if( (i_tmp = 0) or (i_tmp_1=0) or (i_tmp_2=0) or (i_tmp_3 = 0) or (i_tmp_4=0) or + ( (i_tmp_7 =0 ) and (i_s_k_chg_index_wk - i_short_stop_index>28) ) ) then + begin + if(i_no_trade=0) Then if ( (i_only_short=1) or ( i_long_short_ctrl = 0 ) ) then + begin + if i_B_S_Flag <0 Then + begin + s_tmp := FloatToStrF(f_last_price_wk - 2.0,ffFixed,8,2 ); + if( i_short_mark =0 ) and ( i_make_short_mark =0 ) then + begin + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_F)),'2','1'); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'8,make a short position!'); + + Sleep(2000); + ff_get_qty(); + i_make_short_mark := i_s_k_chg_index_wk; + end; + end; + end; + end; + + i_line_no_001:=i_line_no_001+1; + ff_4ma_make_mbm_short(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + ff_4ma_make_mbm_long(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + + i_tmp_7:=ff_make_mbm_long(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + + i_tmp_6:=ff_long_pass_3_ex(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + + i_tmp_4 :=ff_make_long_MA30(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + i_tmp_4 :=1; + + i_tmp_5 :=ff_make_long_MA60(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + i_tmp_5 :=1; + i_tmp_5 :=ff_make_long_MA250(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + //i_tmp_5 :=1; + + i_tmp_3 := ff_check_long_pass_3(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + + ff_check_BB_100(i_s_k_chg_index_wk,3); + i_line_no_001:=i_line_no_001+1; + i_tmp_2 := ff_check_BB_100_ex(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + + ff_check_MA120_BB(i_s_k_chg_index_wk,3); + i_line_no_001:=i_line_no_001+1; + i_tmp_1 := ff_check_MA120_BB_ex(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + + if( i_make_long_mark >0 ) and + (i_s_k_chg_index_wk - i_make_long_mark >0) then i_make_long_mark :=0; + + ff_check_rsi_w20(i_s_k_chg_index_wk-1); + i_line_no_001:=i_line_no_001+1; + i_tmp := ff_check_rsi_w20_ex(i_s_k_chg_index_wk); + i_line_no_001:=i_line_no_001+1; + + if i_mbm_only = 1 then + begin + i_tmp_1 :=1; + i_tmp_2 :=1; + i_tmp_3 :=1; + i_tmp_4 :=1; + i_tmp_5 :=1; + i_tmp_6 :=1; + i_tmp_7 :=1; + i_tmp :=1; + end; + + i_tmp_9 :=ff_get_ma600_mark_long(i_s_k_chg_index_wk-1); + if(i_tmp_9 >0) Then + begin + if( i_long_act_flag >0) Then + begin + i_long_act_flag := i_long_act_flag-1; + i_tmp_7:=0; + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'i_tmp_9,make a long position!'); + end + end; + + i_line_no_001:=i_line_no_001+1; + + if( (i_tmp = 0) or (i_tmp_1=0) or (i_tmp_2=0) or (i_tmp_3=0) or (i_tmp_4=0) or (i_tmp_5=0) or (i_tmp_6 =0) or (i_tmp_7 =0) ) then + begin + if(i_no_trade=0) Then if ( ( i_only_long=1 ) or ( i_long_short_ctrl = 0 ) ) Then + begin + if (i_B_S_Flag >0) or ( (i_s_k_chg_index_wk - i_short_stop_index<28) and (i_tmp=0) ) or + (i_tmp_3=0) or (i_tmp_4=0) or (i_tmp_5=0) or (i_tmp_6=0) or (i_tmp_2=0) or + (i_tmp_1=0) or (i_tmp_7 =0) Then + begin + s_tmp := FloatToStrF(f_last_price_wk + 1,ffFixed,8,2 ); + if( i_got_it_mark =0 ) and ( i_make_long_mark =0 ) then + begin + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_F)),'1','1'); + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'8,make a long position!'); + + Sleep(2000); + ff_get_qty(); + i_make_long_mark := i_s_k_chg_index_wk; + end; + end; + end; + end; + i_line_no_001:=i_line_no_001+1; + + //for short Stop + if( i_short_mark >0 ) and ( f_last_price_wk > ( f_short_price + f_rsi_cut_short ) ) then + begin + i_stop_short_count := i_stop_short_count+1; + if( i_stop_short_count > 1) then + begin + i_stop_short_count:=0; + + //for OPEN, NO CUT! + s_tmp := FormatDateTime('hhnn',Now); + if ( (s_tmp <>'0915') and (s_tmp <>'0916') and (s_tmp <>'0916') and (s_tmp <>'0916') and + (s_tmp <>'915') and (s_tmp <>'916') and (s_tmp <>'916') and (s_tmp <>'916') ) Then + begin + + s_tmp := FloatToStrF(f_last_price_wk + 2.0,ffFixed,8,2 ); + ff_entrust_no(pc_what_wk); + ff_cancel_entrust_no(); + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark)),m_mairu,m_pingcang); + i_stop_short_count:=0; + + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'99,Cut Short!'); + + //for make a long + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark)),m_mairu,m_pingcang); + + if( as_k_chg[i_s_k_chg_index_wk].i_close > as_k_chg_ma_rsi[i_s_k_chg_index_wk-1].ai_ma[6] ) and + ( as_k_chg[i_s_k_chg_index_wk].i_close > as_k_chg_ma_rsi[i_s_k_chg_index_wk-1].ai_ma[3] ) and + ( as_k_chg[i_s_k_chg_index_wk].i_close < as_k_chg_ma_rsi[i_s_k_chg_index_wk-1].ai_ma[8] ) and + ( as_k_chg[i_s_k_chg_index_wk].i_close > as_k_chg_ma_rsi[i_s_k_chg_index_wk-1].ai_ma[5] ) Then + begin + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark)),m_mairu,m_kaicang); + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'88,Make Long!'); + end; + + Sleep(2000); + ff_get_qty(); + + end; + end; + end + else if( i_short_mark >0 ) and ( f_short_price > f_last_price_wk + f_rsi_stop_short ) then + begin + i_stop_short_count := i_stop_short_count+1; + + if (i_M120 >0 ) and + ((Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-1 ].ai_ma[6]) + i_M120) < + (Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-2 ].ai_ma[6]) ) ) Then + begin + i_M120_stop :=888; + end + else if i_M120 >0 then + begin + i_M120_stop :=8; + end + else i_M120_stop :=0; + + if (i_M30 >0 ) and + ( (Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-1 ].ai_ma[3]) + i_M30 ) < + (Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-2 ].ai_ma[3]) ) ) Then + begin + i_M30_stop :=888; + end + else if i_M30 >0 then + begin + i_M30_stop :=8; + end + else i_M30_stop :=0; + + if ( i_M120_stop = 888 ) or ( i_M30_stop =888 ) or + ( (i_M30_stop =0) and (i_M120_stop =0) ) Then + begin + + //M30 delta check + //if ( (Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-1 ].ai_ma[3]) + i_M30 ) > + // Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-2 ].ai_ma[3]) ) Then + //begin + + if( i_stop_short_count > 1) then + begin + s_tmp := FloatToStrF(f_last_price_wk + 2.0,ffFixed,8,2 ); + ff_entrust_no(pc_what_wk); + ff_cancel_entrust_no(); + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_short_mark)),m_mairu,m_pingcang); + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'888,Stop Short Profit!'); + i_stop_short_count:=0; + + i_short_stop_index :=i_s_k_chg_index_wk; + + Sleep(2000); + ff_get_qty(); + end; + + end; + end; + + i_line_no_001:=i_line_no_001+1; + + //for Stop + if( i_got_it_mark >0 ) and ( f_last_price_wk - f_business_price > f_rsi_stop_long ) then + begin + + i_stop_check_count := i_stop_check_count+1; + + if (i_M120 >0 ) and + (Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-1 ].ai_ma[6]) < + (Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-2 ].ai_ma[6]) + i_M120 ) ) Then + begin + i_M120_stop :=888; + end + else if i_M120 >0 then + begin + i_M120_stop :=8; + end + else i_M120_stop :=0; + + if (i_M30 >0 ) and + (Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-1 ].ai_ma[3]) < + (Integer(as_k_chg_ma_rsi[ i_s_k_chg_index_wk-2 ].ai_ma[3]) + i_M30 ) ) Then + begin + i_M30_stop :=888; + end + else if i_M30 >0 then + begin + i_M30_stop :=8; + end + else i_M30_stop :=0; + + if ( i_M120_stop = 888 ) or ( i_M30_stop =888 ) or + ( (i_M30_stop =0) and (i_M120_stop =0) ) Then + begin + + if( i_stop_check_count > 1) then + begin + s_tmp := FloatToStrF(f_last_price_wk - 1.0,ffFixed,8,2 ); + ff_entrust_no(pc_what_wk); + ff_cancel_entrust_no(); + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_got_it_mark)),m_maichu,m_pingcang); + i_stop_check_count:=0; + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'888,Stop Long Profit!'); + + i_long_stop_index :=i_s_k_chg_index_wk; + + Sleep(2000); + ff_get_qty(); + end; + + end; + + end + else if( i_got_it_mark > 0 ) and ( f_business_price - f_last_price_wk > f_rsi_cut_long ) then + begin + + s_tmp := FormatDateTime('hhnn',Now); + if ( (s_tmp <>'0915') and (s_tmp <>'0916') and (s_tmp <>'0917') and (s_tmp <>'0918') and + (s_tmp <>'915') and (s_tmp <>'916') and (s_tmp <>'917') and (s_tmp <>'918') ) Then + begin + + i_stop_check_count := i_stop_check_count+1; + if( i_stop_check_count > 1) then + begin + i_stop_check_count:=0; + s_tmp := FloatToStrF(f_last_price_wk - 2.0,ffFixed,8,2 ); + ff_entrust_no(pc_what_wk); + ff_cancel_entrust_no(); + ff_order_ex(pc_what_wk,PChar(s_tmp),PChar(IntToStr(i_got_it_mark)),m_maichu,m_pingcang); + W_Log('main_loop',as_k_chg[i_s_k_chg_index_wk].i_date,i_wk_log,'999,Cut loss!'); + i_stop_check_count:=0; + Sleep(2000); + ff_get_qty(); + end; + + end; + end; + +end; + +function do_beep():Boolean; +begin + Result :=False; + if i_beeping =1 then Exit; + i_beeping :=1; + g_hEvent := CreateEvent(nil,TRUE,FALSE,nil); + //Application.ProcessMessages; + th_beep := Tth_beep.Create(false); + th_beep.i_do_main_loop_mark :=0; + + th_main_loop := Tth_beep.Create(false); + th_main_loop.i_do_main_loop_mark :=888; + + Result :=True; +end; + +function ff_stop_do_beep():Boolean; +begin + Result :=True; + if i_beeping =0 then Exit; + th_main_loop.Terminate; + th_beep.Terminate; + sleep(3000); + //for not need + //th_main_loop.Destroy; + //th_beep.Destroy; + i_beeping :=0; +end; + +function ff_rsi_w20_init():Boolean; +var + pc_tmp :PChar; + s_tmp: string; + i_loop:Integer; + s_tmp1 :string; + +begin + + FillChar(as_fc_data,sizeof(as_fc_data),0); + + FillChar(c_batch_no,SizeOf(c_batch_no),0); + FillChar(c_entrust_no,SizeOf(c_entrust_no),0); + + s_tmp := FormatDateTime('yyyymmddhhnnss',Now); + + pc_tmp := FF_ffconf(m_ff_action_ini,'LONG','OPEN_TIME'); + if pc_tmp <> nil then pc_open_long_time :=pc_tmp; + + s_tmp1:=pc_open_long_time; + if (pc_open_long_time <> nil) and ( StrLen(pc_open_long_time) = StrLen(PChar(s_tmp)) ) then + begin + if(s_tmp >= s_tmp1) Then i_open_long_timer:=-888 else i_open_long_timer :=0; + end; + + pc_tmp := FF_ffconf(m_ff_action_ini,'SHORT','OPEN_TIME'); + if pc_tmp <> nil then pc_open_short_time :=pc_tmp; + + s_tmp1:=pc_open_short_time; + if (pc_open_short_time <> nil) and ( StrLen(pc_open_short_time) = StrLen(PChar(s_tmp)) ) then + begin + if(s_tmp >= s_tmp1) Then i_open_short_timer:=-888 else i_open_short_timer :=0; + end; + + pc_tmp := FF_ffconf(m_ff_action_ini,'LONG','CLOSE_TIME'); + if pc_tmp <> nil then pc_close_long_time :=pc_tmp; + + s_tmp1:=pc_close_long_time; + if (pc_close_long_time <> nil) and ( StrLen(pc_close_long_time) = StrLen(PChar(s_tmp)) ) then + begin + if(s_tmp >= s_tmp1) Then i_close_long_timer:=-888 else i_close_long_timer :=0; + end; + + pc_tmp := FF_ffconf(m_ff_action_ini,'SHORT','CLOSE_TIME'); + if pc_tmp <> nil then pc_close_short_time :=pc_tmp; + + s_tmp1:=pc_close_short_time; + if (pc_close_long_time <> nil) and ( StrLen(pc_close_short_time) = StrLen(PChar(s_tmp)) ) then + begin + if(s_tmp >= s_tmp1) Then i_close_short_timer:=-888 else i_close_short_timer :=0; + end; + + for i_loop := 0 to 78 Do + begin + s_tmp :='FC.'+IntToStr(i_loop); + pc_tmp := FF_ffconf(m_ff_local_ini,'FC',PChar(s_tmp)); + i_fc_count :=i_loop; + if pc_tmp <> nil then as_fc_data[i_loop].pc_username :=pc_tmp else Break; + + s_tmp :='FCPWD.'+IntToStr(i_loop); + pc_tmp := FF_ffconf(m_ff_local_ini,'FC',PChar(s_tmp)); + i_fc_count :=i_loop; + if pc_tmp <> nil then as_fc_data[i_loop].pc_fcpwd :=pc_tmp; + + s_tmp :='NAME.'+IntToStr(i_loop); + pc_tmp := FF_ffconf(m_ff_local_ini,'FC',PChar(s_tmp)); + i_fc_count :=i_loop; + if pc_tmp <> nil then as_fc_data[i_loop].pc_xxx_name :=pc_tmp else Break; + + s_tmp :='VOL.'+IntToStr(i_loop); + pc_tmp := FF_ffconf(m_ff_local_ini,'FC',PChar(s_tmp)); + i_fc_count :=i_loop; + if pc_tmp <> nil then as_fc_data[i_loop].i_VOL :=StrToInt(pc_tmp) else Break; + + s_tmp :='LONG_MAX.'+IntToStr(i_loop); + pc_tmp := FF_ffconf(m_ff_local_ini,'FC',PChar(s_tmp)); + i_fc_count :=i_loop; + if pc_tmp <> nil then as_fc_data[i_loop].i_long_max :=StrToInt(pc_tmp) else Break; + + s_tmp :='SHORT_MAX.'+IntToStr(i_loop); + pc_tmp := FF_ffconf(m_ff_local_ini,'FC',PChar(s_tmp)); + i_fc_count :=i_loop; + if pc_tmp <> nil then as_fc_data[i_loop].i_short_max :=StrToInt(pc_tmp) else Break; + + end; + + Result :=True; + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','A_min'); + if pc_tmp <> nil then i_rsi_A :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','B_min'); + if pc_tmp <> nil then i_rsi_B :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','C_min'); + if pc_tmp <> nil then i_rsi_C :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','AB_max'); + if pc_tmp <> nil then i_rsi_AB :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','BC_max'); + if pc_tmp <> nil then i_rsi_BC :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','IA_min'); + if pc_tmp <> nil then i_rsi_IA_min :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','IA_max'); + if pc_tmp <> nil then i_rsi_IA_max :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','CUT'); + if pc_tmp <> nil then f_rsi_cut :=StrToFloat(pc_tmp); + + //f_mbm_cut_all :=f_rsi_cut*3; + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','STOP'); + if pc_tmp <> nil then f_rsi_stop :=StrToFloat(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','ADD'); + if pc_tmp <> nil then f_rsi_add :=StrToFloat(pc_tmp); + + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','F'); + if pc_tmp <> nil then i_F :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','S'); + if pc_tmp <> nil then i_S :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','T'); + if pc_tmp <> nil then i_T :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','A'); + if pc_tmp <> nil then i_A :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','M30'); + if pc_tmp <> nil then i_M30 :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','M120'); + if pc_tmp <> nil then i_M120 :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','BOX_Y'); + if pc_tmp <> nil then i_BOX_Y :=StrToInt(pc_tmp); + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','KONLY'); + if pc_tmp <> nil then i_make_k_only :=StrToInt(pc_tmp); + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','LS_CTRL'); + if pc_tmp <> nil then i_long_short_ctrl :=StrToInt(pc_tmp); + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','CODE'); + if pc_tmp <> nil then pc_what_wk :=pc_tmp; + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','MBM_ONLY'); + if pc_tmp <> nil then i_mbm_only :=StrToInt(pc_tmp); + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','LONG_ONLY'); + if pc_tmp <> nil then i_only_long :=StrToInt(pc_tmp); + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','SHORT_ONLY'); + if pc_tmp <> nil then i_only_short :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_ma120_ini,'M120BB','BOX_Y'); + if pc_tmp <> nil then i_BB_BOX_Y :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_ma120_ini,'M120BB','BOX_X'); + if pc_tmp <> nil then i_BB_BOX_X :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_bb100_ini,'BB_100','BOX_X'); + if pc_tmp <> nil then i_BB_100_BOX_X :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_bb100_ini,'BB_100','BOX_Y'); + if pc_tmp <> nil then i_BB_100_BOX_Y :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_m30_short_ini,'M30','BOX_X'); + if pc_tmp <> nil then i_M30_short_BOX_X :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_m30_short_ini,'M30','BOX_Y'); + if pc_tmp <> nil then i_M30_short_BOX_Y :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_short_1_ini,'Main','ACT'); + if pc_tmp <> nil then i_act_short :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','ACT'); + if pc_tmp <> nil then i_act_rsi :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_rsi_ini,'W20','ADD_FLOSS_MAX'); + if pc_tmp <> nil then i_ADD_FLOSS_MAX :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_ma120_ini,'M120BB','ACT'); + if pc_tmp <> nil then i_act_m120 :=StrToInt(pc_tmp); + + pc_tmp := FF_ffconf(m_ff_bb100_ini,'BB_100','ACT'); + if pc_tmp <> nil then i_act_bb_100 :=StrToInt(pc_tmp); + + f_rsi_stop_long :=f_rsi_stop; + f_rsi_stop_short :=f_rsi_stop; + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','OPEN_DELTA'); + if pc_tmp <> nil then i_open_delta :=StrToInt(pc_tmp); + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','CLOSE_DELTA'); + if pc_tmp <> nil then i_close_delta :=StrToInt(pc_tmp); + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','STP_DELTA'); + if pc_tmp <> nil then i_stp_delta :=StrToInt(pc_tmp); + + pc_tmp:= FF_ffconf(m_ff_local_ini,'What','CHK_POWER_VOL'); + if pc_tmp <> nil then i_chk_power_vol_set :=StrToInt(pc_tmp); + +end; + +function ff_do_main_loop():Integer; +var + s_tmp_log :string; +begin + + i_lock_for_main_loop:=1; + + Result :=0; + + i_loop_count_001 :=i_loop_count_001 + 1; + if(i_loop_count_001 >88888888) then i_loop_count_001 :=0; + + try + + if( i_loop_count_001 mod 100 =0 ) then ff_get_qty(); + + if( i_ff_get_qty_88 >0 ) then + begin + i_ff_get_qty_88 := i_ff_get_qty_88 -2; + ff_get_qty(); + end; + + except + on E: Exception do + begin + //Assert(false,s_tmp_log); + //W_Log('ff_do_main_loop ff_get_qty',19,999,PChar(s_tmp_log)); + W_Log('ff_do_main_loop ff_get_qty',19,999,PChar(E.Message)); + ExitProcess(999); + end; + end; + + try + ff_main_wk_loop(); + except + on E: Exception do + begin + //Assert(false,s_tmp_log); + //W_Log('ff_do_main_loop ff_main_wk_loop',i_line_no_001,999,PChar(s_tmp_log)); + W_Log('ff_do_main_loop ff_main_wk_loop',i_line_no_001,999,PChar(E.Message)); + ExitProcess(999); + end; + end; + + i_lock_for_main_loop:=0; + +end; + + +end. diff --git a/drobot/src/ff_qty.dfm b/drobot/src/ff_qty.dfm new file mode 100644 index 00000000..f8324299 --- /dev/null +++ b/drobot/src/ff_qty.dfm @@ -0,0 +1,25 @@ +object fm_x: Tfm_x + Left = 0 + Top = 0 + ClientHeight = 300 + ClientWidth = 635 + Color = clBlack + Font.Charset = DEFAULT_CHARSET + Font.Color = clWindowText + Font.Height = -11 + Font.Name = 'Tahoma' + Font.Style = [] + OldCreateOrder = False + PixelsPerInch = 96 + TextHeight = 13 + object StringGrid1: TStringGrid + Left = 0 + Top = 0 + Width = 641 + Height = 297 + Color = clBlack + FixedCols = 0 + FixedRows = 0 + TabOrder = 0 + end +end diff --git a/drobot/src/ff_qty.pas b/drobot/src/ff_qty.pas new file mode 100644 index 00000000..c2554dcf --- /dev/null +++ b/drobot/src/ff_qty.pas @@ -0,0 +1,25 @@ +unit ff_qty; + +interface + +uses + Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms, + Dialogs, Grids; + +type + Tfm_x = class(TForm) + StringGrid1: TStringGrid; + private + { Private declarations } + public + { Public declarations } + end; + +var + fm_x: Tfm_x; + +implementation + +{$R *.dfm} + +end. diff --git a/drobot/src/ff_x.dcu b/drobot/src/ff_x.dcu new file mode 100644 index 00000000..ac5e8303 Binary files /dev/null and b/drobot/src/ff_x.dcu differ diff --git a/drobot/src/ff_x.dfm b/drobot/src/ff_x.dfm new file mode 100644 index 00000000..f8324299 --- /dev/null +++ b/drobot/src/ff_x.dfm @@ -0,0 +1,25 @@ +object fm_x: Tfm_x + Left = 0 + Top = 0 + ClientHeight = 300 + ClientWidth = 635 + Color = clBlack + Font.Charset = DEFAULT_CHARSET + Font.Color = clWindowText + Font.Height = -11 + Font.Name = 'Tahoma' + Font.Style = [] + OldCreateOrder = False + PixelsPerInch = 96 + TextHeight = 13 + object StringGrid1: TStringGrid + Left = 0 + Top = 0 + Width = 641 + Height = 297 + Color = clBlack + FixedCols = 0 + FixedRows = 0 + TabOrder = 0 + end +end diff --git a/drobot/src/ff_x.pas b/drobot/src/ff_x.pas new file mode 100644 index 00000000..c0223134 --- /dev/null +++ b/drobot/src/ff_x.pas @@ -0,0 +1,25 @@ +unit ff_x; + +interface + +uses + Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms, + Dialogs, Grids; + +type + Tfm_x = class(TForm) + StringGrid1: TStringGrid; + private + { Private declarations } + public + { Public declarations } + end; + +var + fm_x: Tfm_x; + +implementation + +{$R *.dfm} + +end. diff --git a/drobot/src/fm_main.dcu b/drobot/src/fm_main.dcu new file mode 100644 index 00000000..4ffeb5db Binary files /dev/null and b/drobot/src/fm_main.dcu differ diff --git a/drobot/src/fm_main.ddp b/drobot/src/fm_main.ddp new file mode 100644 index 00000000..4370276c Binary files /dev/null and b/drobot/src/fm_main.ddp differ diff --git a/drobot/src/fm_main.dfm b/drobot/src/fm_main.dfm new file mode 100644 index 00000000..264867f3 --- /dev/null +++ b/drobot/src/fm_main.dfm @@ -0,0 +1,790 @@ +object MAINFORM: TMAINFORM + Left = 10 + Top = 27 + Width = 765 + Height = 912 + Caption = 'FF_300M' + Color = clBlack + Font.Charset = DEFAULT_CHARSET + Font.Color = clLime + Font.Height = -21 + Font.Name = 'Tahoma' + Font.Style = [] + Menu = MainMenu1 + OldCreateOrder = False + OnCreate = FormCreate + OnDestroy = FormDestroy + PixelsPerInch = 96 + TextHeight = 25 + object Label1: TLabel + Left = 131 + Top = 39 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label2: TLabel + Left = 466 + Top = 39 + Width = 78 + Height = 24 + Alignment = taRightJustify + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label3: TLabel + Left = 424 + Top = 323 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label4: TLabel + Left = 611 + Top = 68 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label5: TLabel + Left = 131 + Top = 69 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label6: TLabel + Left = 466 + Top = 69 + Width = 78 + Height = 24 + Alignment = taRightJustify + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label7: TLabel + Left = 136 + Top = 323 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label8: TLabel + Left = 131 + Top = 110 + Width = 104 + Height = 24 + Caption = ' ' + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label9: TLabel + Left = 131 + Top = 160 + Width = 104 + Height = 24 + Caption = ' ' + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label10: TLabel + Left = 461 + Top = 110 + Width = 78 + Height = 24 + Alignment = taRightJustify + Caption = ' ' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label11: TLabel + Left = 461 + Top = 160 + Width = 78 + Height = 24 + Alignment = taRightJustify + Caption = ' ' + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label12: TLabel + Left = 3 + Top = 68 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label13: TLabel + Left = 268 + Top = 323 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label14: TLabel + Left = 520 + Top = 323 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label15: TLabel + Left = 569 + Top = 104 + Width = 13 + Height = 24 + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label16: TLabel + Left = 569 + Top = 160 + Width = 13 + Height = 24 + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label_Vol: TLabel + Left = 388 + Top = 8 + Width = 13 + Height = 24 + Alignment = taRightJustify + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label_long_stp: TLabel + Left = 424 + Top = 110 + Width = 13 + Height = 24 + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label_short_stp: TLabel + Left = 424 + Top = 160 + Width = 13 + Height = 24 + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label_up_power: TLabel + Left = 126 + Top = 221 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label_down_power: TLabel + Left = 424 + Top = 221 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + end + object Label_status: TLabel + Left = 126 + Top = 281 + Width = 78 + Height = 24 + Caption = 'Label1' + Font.Charset = GB2312_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = #24188#22278 + Font.Style = [fsBold] + ParentFont = False + OnClick = Label_statusClick + end + object BitBtn1: TBitBtn + Left = 8 + Top = 8 + Width = 33 + Height = 25 + Caption = #24320#22810 + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [] + ParentFont = False + TabOrder = 1 + OnClick = BitBtn1Click + end + object BitBtn2: TBitBtn + Left = 8 + Top = 323 + Width = 33 + Height = 24 + Caption = #28165'0' + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [fsBold] + ParentFont = False + TabOrder = 2 + OnClick = BitBtn2Click + end + object BitBtn3: TBitBtn + Left = 696 + Top = 8 + Width = 37 + Height = 25 + Caption = #24320#31354 + Font.Charset = GB2312_CHARSET + Font.Color = clBlue + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [] + ParentFont = False + TabOrder = 3 + OnClick = BitBtn3Click + end + object BitBtn4: TBitBtn + Left = 696 + Top = 323 + Width = 37 + Height = 24 + Caption = #28165'0' + Font.Charset = GB2312_CHARSET + Font.Color = clBlue + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [] + ParentFont = False + TabOrder = 4 + OnClick = BitBtn4Click + end + object F7FC: TBitBtn + Left = 368 + Top = 317 + Width = 33 + Height = 30 + Caption = 'F7' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -29 + Font.Name = #38582#20070 + Font.Style = [fsBold] + ParentFont = False + TabOrder = 0 + OnClick = NextFCClick + end + object Edit1: TEdit + Left = 611 + Top = 98 + Width = 117 + Height = 37 + Color = clWindowText + Font.Charset = DEFAULT_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = 'Tahoma' + Font.Style = [] + ParentFont = False + TabOrder = 5 + OnKeyPress = Edit1KeyPress + end + object Edit2: TEdit + Left = 611 + Top = 154 + Width = 117 + Height = 37 + Color = clWindowText + Font.Charset = DEFAULT_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = 'Tahoma' + Font.Style = [] + ParentFont = False + TabOrder = 6 + OnKeyPress = Edit2KeyPress + end + object BitBtn5: TBitBtn + Left = 616 + Top = 11 + Width = 42 + Height = 23 + Caption = #25764#21333 + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -29 + Font.Name = #38582#20070 + Font.Style = [] + ParentFont = False + TabOrder = 7 + OnClick = CancelOrderClick + end + object Edit_long_stp: TEdit + Left = 3 + Top = 98 + Width = 117 + Height = 37 + Color = clWindowText + Font.Charset = DEFAULT_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = 'Tahoma' + Font.Style = [] + ParentFont = False + TabOrder = 8 + OnKeyPress = Edit_long_stpKeyPress + end + object Edit_short_stp: TEdit + Left = 3 + Top = 154 + Width = 117 + Height = 37 + Color = clWindowText + Font.Charset = DEFAULT_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = 'Tahoma' + Font.Style = [] + ParentFont = False + TabOrder = 9 + OnKeyPress = Edit_short_stpKeyPress + end + object BitBtn6: TBitBtn + Left = 8 + Top = 251 + Width = 33 + Height = 24 + Caption = '-1' + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [fsBold] + ParentFont = False + TabOrder = 10 + OnClick = BitBtn6Click + end + object BitBtn7: TBitBtn + Left = 696 + Top = 251 + Width = 37 + Height = 24 + Caption = '-1' + Font.Charset = GB2312_CHARSET + Font.Color = clBlue + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [fsBold] + ParentFont = False + TabOrder = 11 + OnClick = BitBtn7Click + end + object BitBtn8: TBitBtn + Left = 616 + Top = 323 + Width = 37 + Height = 24 + Caption = #30041'1' + Font.Charset = GB2312_CHARSET + Font.Color = clBlue + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [] + ParentFont = False + TabOrder = 12 + OnClick = BitBtn8Click + end + object BitBtn9: TBitBtn + Left = 92 + Top = 323 + Width = 33 + Height = 24 + Caption = #30041'1' + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [fsBold] + ParentFont = False + TabOrder = 13 + OnClick = BitBtn9Click + end + object BitBtn10: TBitBtn + Left = 92 + Top = 251 + Width = 33 + Height = 24 + Caption = '0 +' + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [fsBold] + ParentFont = False + TabOrder = 14 + OnClick = BitBtn10Click + end + object BitBtn11: TBitBtn + Left = 616 + Top = 251 + Width = 37 + Height = 24 + Caption = '0 +' + Font.Charset = GB2312_CHARSET + Font.Color = clBlue + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [fsBold] + ParentFont = False + TabOrder = 15 + OnClick = BitBtn11Click + end + object Edit_vol_chk: TEdit + Left = 3 + Top = 208 + Width = 117 + Height = 37 + Color = clWindowText + Font.Charset = DEFAULT_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = 'Tahoma' + Font.Style = [] + ParentFont = False + TabOrder = 16 + OnKeyPress = Edit_vol_chkKeyPress + end + object BitBtn12: TBitBtn + Left = 92 + Top = 8 + Width = 33 + Height = 25 + Caption = 'C' + Font.Charset = GB2312_CHARSET + Font.Color = clRed + Font.Height = -19 + Font.Name = #38582#20070 + Font.Style = [] + ParentFont = False + TabOrder = 17 + OnClick = BitBtn12Click + end + object Edit_open_price: TEdit + Left = 616 + Top = 280 + Width = 117 + Height = 37 + Color = clWindowText + Font.Charset = DEFAULT_CHARSET + Font.Color = clLime + Font.Height = -24 + Font.Name = 'Tahoma' + Font.Style = [] + ParentFont = False + TabOrder = 18 + Text = '0' + OnKeyPress = Edit_open_priceKeyPress + end + object ff_sg: TStringGrid + Left = 8 + Top = 368 + Width = 725 + Height = 473 + Color = clBlack + ColCount = 7 + FixedCols = 0 + FixedRows = 0 + TabOrder = 19 + OnDrawCell = ff_sgDrawCell + end + object BitBtn13: TBitBtn + Left = 368 + Top = 244 + Width = 33 + Height = 30 + Caption = 'V' + Font.Charset = GB2312_CHARSET + Font.Color = clFuchsia + Font.Height = -29 + Font.Name = #38582#20070 + Font.Style = [fsBold] + ParentFont = False + TabOrder = 20 + OnClick = BitBtn13Click + end + object MainMenu1: TMainMenu + AutoHotkeys = maManual + Left = 667 + Top = 40 + object N3: TMenuItem + Caption = #25511#21046 + object N16: TMenuItem + Caption = #27490#36194#21152#20493 + end + object N17: TMenuItem + Caption = #27490#36194#20943#21322 + end + object N20: TMenuItem + Caption = '--------' + end + object N18: TMenuItem + Caption = #27490#25439#21152#20493 + end + object N19: TMenuItem + Caption = #27490#25439#20943#21322 + end + object N14: TMenuItem + Caption = '--------' + end + object N15: TMenuItem + Caption = #25163#21160#20132#26131 + OnClick = N15Click + end + object N27: TMenuItem + Caption = #33258#21160#20132#26131 + OnClick = N27Click + end + object N33: TMenuItem + Caption = '--------' + end + object ShortOnly: TMenuItem + Caption = 'Short Only' + OnClick = ShortOnlyClick + end + object N35: TMenuItem + Caption = '--------' + end + object LongOnly: TMenuItem + Caption = 'Long Only' + OnClick = LongOnlyClick + end + object N34: TMenuItem + Caption = '--------' + end + object Konly: TMenuItem + Caption = 'K Only' + Checked = True + OnClick = KonlyClick + end + object N1: TMenuItem + Caption = '--------' + end + object Only1: TMenuItem + Caption = #21333#21457 + OnClick = Only1Click + end + object NextFC: TMenuItem + Caption = 'Next FC' + ShortCut = 118 + OnClick = NextFCClick + end + object N2: TMenuItem + Caption = '--------' + end + object N4: TMenuItem + Caption = #22810#21333#38145#20179 + OnClick = N4Click + end + object N5: TMenuItem + Caption = #31354#21333#38145#20179 + OnClick = N5Click + end + object N6: TMenuItem + Caption = '--------' + end + object Long_STP: TMenuItem + Caption = #22810#21333'STP' + OnClick = Long_STPClick + end + object Short_STP: TMenuItem + Caption = #31354#21333'STP' + OnClick = Short_STPClick + end + end + object N21: TMenuItem + Caption = #20132#26131 + object N22: TMenuItem + Caption = #21334#20215#20316#22810 + ShortCut = 120 + OnClick = N22Click + end + object N23: TMenuItem + Caption = #20080#20215#20316#22810 + ShortCut = 121 + OnClick = N23Click + end + object N26: TMenuItem + Caption = '--------' + end + object N24: TMenuItem + Caption = #20080#20215#20316#31354 + ShortCut = 122 + OnClick = N24Click + end + object N25: TMenuItem + Caption = #21334#20215#20316#31354 + ShortCut = 123 + OnClick = N25Click + end + object N28: TMenuItem + Caption = '--------' + end + object N29: TMenuItem + Caption = #22810#22836#24179#20179 + ShortCut = 114 + OnClick = N29Click + end + object N30: TMenuItem + Caption = '--------' + end + object N31: TMenuItem + Caption = '--------' + end + object N32: TMenuItem + Caption = #31354#22836#24179#20179 + ShortCut = 115 + OnClick = N32Click + end + object N36: TMenuItem + Caption = '--------' + end + object N38: TMenuItem + Caption = '--------' + end + object N37: TMenuItem + Caption = 'ClearLong +1' + ShortCut = 116 + OnClick = N37Click + end + object N39: TMenuItem + Caption = '--------' + end + object N40: TMenuItem + Caption = '--------' + end + object ClearShort11: TMenuItem + Caption = 'ClearShort -1' + ShortCut = 117 + OnClick = ClearShort11Click + end + object N41: TMenuItem + Caption = '--------' + end + object CancelOrder: TMenuItem + Caption = 'CancelOrder' + ShortCut = 119 + OnClick = CancelOrderClick + end + end + end + object Timer1: TTimer + Interval = 150 + OnTimer = Timer1Timer + Left = 704 + Top = 40 + end +end diff --git a/drobot/src/fm_main.pas b/drobot/src/fm_main.pas new file mode 100644 index 00000000..a5892673 --- /dev/null +++ b/drobot/src/fm_main.pas @@ -0,0 +1,700 @@ +unit fm_main; + +interface + +uses + Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms, + Dialogs, Menus, StdCtrls, ExtCtrls, Buttons, Grids; + +type + TMAINFORM = class(TForm) + MainMenu1: TMainMenu; + N3: TMenuItem; + N16: TMenuItem; + N17: TMenuItem; + N20: TMenuItem; + N18: TMenuItem; + N19: TMenuItem; + N14: TMenuItem; + N15: TMenuItem; + N27: TMenuItem; + N33: TMenuItem; + ShortOnly: TMenuItem; + N35: TMenuItem; + LongOnly: TMenuItem; + N34: TMenuItem; + Konly: TMenuItem; + N21: TMenuItem; + N22: TMenuItem; + N23: TMenuItem; + N26: TMenuItem; + N24: TMenuItem; + N25: TMenuItem; + N28: TMenuItem; + N29: TMenuItem; + N30: TMenuItem; + N31: TMenuItem; + N32: TMenuItem; + N36: TMenuItem; + N38: TMenuItem; + N37: TMenuItem; + N39: TMenuItem; + N40: TMenuItem; + ClearShort11: TMenuItem; + N41: TMenuItem; + CancelOrder: TMenuItem; + Label1: TLabel; + Label2: TLabel; + Label3: TLabel; + Label4: TLabel; + Label5: TLabel; + Label6: TLabel; + Label7: TLabel; + Label8: TLabel; + Label9: TLabel; + Label10: TLabel; + Label11: TLabel; + Timer1: TTimer; + N1: TMenuItem; + NextFC: TMenuItem; + Only1: TMenuItem; + Label12: TLabel; + Label13: TLabel; + Label14: TLabel; + BitBtn1: TBitBtn; + BitBtn2: TBitBtn; + BitBtn3: TBitBtn; + BitBtn4: TBitBtn; + F7FC: TBitBtn; + Label15: TLabel; + Label16: TLabel; + N2: TMenuItem; + N4: TMenuItem; + N5: TMenuItem; + Edit1: TEdit; + Edit2: TEdit; + BitBtn5: TBitBtn; + Edit_long_stp: TEdit; + Edit_short_stp: TEdit; + Label_Vol: TLabel; + Label_long_stp: TLabel; + Label_short_stp: TLabel; + N6: TMenuItem; + Long_STP: TMenuItem; + Short_STP: TMenuItem; + BitBtn6: TBitBtn; + BitBtn7: TBitBtn; + BitBtn8: TBitBtn; + BitBtn9: TBitBtn; + BitBtn10: TBitBtn; + BitBtn11: TBitBtn; + Edit_vol_chk: TEdit; + Label_up_power: TLabel; + Label_down_power: TLabel; + BitBtn12: TBitBtn; + Edit_open_price: TEdit; + Label_status: TLabel; + ff_sg: TStringGrid; + BitBtn13: TBitBtn; + procedure FormCreate(Sender: TObject); + procedure FormDestroy(Sender: TObject); + procedure LongOnlyClick(Sender: TObject); + procedure ShortOnlyClick(Sender: TObject); + procedure KonlyClick(Sender: TObject); + procedure N15Click(Sender: TObject); + procedure N27Click(Sender: TObject); + procedure Timer1Timer(Sender: TObject); + procedure N22Click(Sender: TObject); + procedure N23Click(Sender: TObject); + procedure N24Click(Sender: TObject); + procedure N25Click(Sender: TObject); + procedure N29Click(Sender: TObject); + procedure N32Click(Sender: TObject); + procedure N37Click(Sender: TObject); + procedure ClearShort11Click(Sender: TObject); + procedure CancelOrderClick(Sender: TObject); + procedure NextFCClick(Sender: TObject); + procedure Only1Click(Sender: TObject); + procedure BitBtn1Click(Sender: TObject); + procedure BitBtn3Click(Sender: TObject); + procedure BitBtn2Click(Sender: TObject); + procedure BitBtn4Click(Sender: TObject); + procedure N4Click(Sender: TObject); + procedure N5Click(Sender: TObject); + procedure Edit1KeyPress(Sender: TObject; var Key: Char); + procedure Edit2KeyPress(Sender: TObject; var Key: Char); + procedure Long_STPClick(Sender: TObject); + procedure Short_STPClick(Sender: TObject); + procedure Edit_long_stpKeyPress(Sender: TObject; var Key: Char); + procedure Edit_short_stpKeyPress(Sender: TObject; var Key: Char); + procedure BitBtn6Click(Sender: TObject); + procedure BitBtn7Click(Sender: TObject); + procedure BitBtn8Click(Sender: TObject); + procedure BitBtn9Click(Sender: TObject); + procedure BitBtn10Click(Sender: TObject); + procedure BitBtn11Click(Sender: TObject); + procedure BitBtn12Click(Sender: TObject); + procedure Label_statusClick(Sender: TObject); + procedure Edit_open_priceKeyPress(Sender: TObject; var Key: Char); + procedure Edit_vol_chkKeyPress(Sender: TObject; var Key: Char); + procedure BitBtn13Click(Sender: TObject); + procedure ff_sgDrawCell(Sender: TObject; ACol, ARow: Integer; Rect: TRect; + State: TGridDrawState); + private + { Private declarations } + public + { Public declarations } + end; + +//var +// MAINFORM: TMAINFORM; + +implementation + +{$R *.dfm} + +uses ff_hs_base,s_lib_pas_unit; + +procedure TMAINFORM.BitBtn10Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + + i_stp_long :=0; + Long_STP.Checked :=False; + + i_set_stp_long_wk := Round(f_last_price_wk-0.49 + i_stp_delta); + Edit_long_stp.Text:=IntToStr(i_set_stp_long_wk); + + Long_STPClick(Sender); + + i_BSK :=m_bsk_clear_long; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; +end; + +procedure TMAINFORM.BitBtn11Click(Sender: TObject); +begin + + if f_buy_1 <1.0 Then Exit; + + i_stp_short :=0; + Short_STP.Checked :=False; + + i_set_stp_short_wk := Round(f_last_price_wk+0.49 - i_stp_delta); + Edit_short_stp.Text:=IntToStr(i_set_stp_short_wk); + Short_STPClick(Sender); + + i_BSK :=m_bsk_clear_short; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; + +end; + +procedure TMAINFORM.BitBtn12Click(Sender: TObject); +begin + if( i_vol_start =0 ) and ( i_vol_reset =0 ) Then + begin + i_vol_start :=888; + i_vol_reset :=0; + tdt_vol_0 :=Now; + end; + + if( i_vol_start =999 ) and ( i_vol_reset =0 ) Then + begin + i_vol_start :=0; + i_vol_reset :=0; + tdt_vol_0 :=Now; + end; + +end; + +procedure TMAINFORM.BitBtn13Click(Sender: TObject); +begin + if i_show_string_grid <1 Then i_show_string_grid :=1 else i_show_string_grid :=0; + if i_do_ff_qty_loop =0 Then i_do_ff_qty_loop :=888; +end; + +procedure TMAINFORM.BitBtn1Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK:=m_bsk_ask_long; +end; + +procedure TMAINFORM.BitBtn2Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK :=m_bsk_clear_long; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; +end; + +procedure TMAINFORM.BitBtn3Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK:=m_bsk_bid_short; +end; + +procedure TMAINFORM.BitBtn4Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK :=m_bsk_clear_short; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; +end; + +procedure TMAINFORM.BitBtn6Click(Sender: TObject); +begin + + if f_buy_1 <1.0 Then Exit; + + i_clr_long_1_mark :=888; + i_BSK :=m_bsk_clear_long; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; +end; + +procedure TMAINFORM.BitBtn7Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK :=m_bsk_clear_short; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; + i_clr_short_1_mark:=888; +end; + +procedure TMAINFORM.BitBtn8Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK :=m_bsk_clear_short; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; + i_clr_short_to_001_mark :=888; +end; + +procedure TMAINFORM.BitBtn9Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + + i_clr_long_to_001_mark :=888; + i_BSK :=m_bsk_clear_long; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; +end; + +procedure TMAINFORM.CancelOrderClick(Sender: TObject); +begin + //ClearOrder + i_BSK :=9; +end; + +procedure TMAINFORM.ClearShort11Click(Sender: TObject); +begin + //ClearShort -2 + if f_buy_1 <1.0 Then Exit; + i_BSK :=8; + //i_ff_get_qty_88 := 188; + +end; + +procedure TMAINFORM.Edit1KeyPress(Sender: TObject; var Key: Char); +begin + if Key in ['a'..'z'] + ['A'..'Z']then Key := #0; + i_lock_long:=0; +end; + +procedure TMAINFORM.Edit2KeyPress(Sender: TObject; var Key: Char); +begin + if Key in ['a'..'z'] + ['A'..'Z']then Key := #0; + i_lock_short :=0; +end; + +procedure TMAINFORM.Edit_long_stpKeyPress(Sender: TObject; var Key: Char); +begin + if Key in ['a'..'z'] + ['A'..'Z']then Key := #0; + i_stp_long:=0; +end; + +procedure TMAINFORM.Edit_open_priceKeyPress(Sender: TObject; var Key: Char); +begin + if Key in ['a'..'z'] + ['A'..'Z']then Key := #0; +end; + +procedure TMAINFORM.Edit_short_stpKeyPress(Sender: TObject; var Key: Char); +begin + if Key in ['a'..'z'] + ['A'..'Z']then Key := #0; + i_stp_short:=0; +end; + +procedure TMAINFORM.Edit_vol_chkKeyPress(Sender: TObject; var Key: Char); +begin + if Key in ['a'..'z'] + ['A'..'Z']then Key := #0; +end; + +procedure TMAINFORM.ff_sgDrawCell(Sender: TObject; ACol, ARow: Integer; + Rect: TRect; State: TGridDrawState); +var + iBackColor,iFrontColor:Integer; +begin + case ( ACol ) of + 0: iFrontColor :=clYellow; + 1: iFrontColor :=$00FF00; + 2: iFrontColor :=clRed; + 3: iFrontColor :=$ff00ff; + 4: iFrontColor :=$00FF00; + 5: iFrontColor :=$ff00ff; + 6: iFrontColor := clYellow; + end; + + with TStringGrid(Sender) do + begin + Canvas.Font.Color := iFrontColor; + Canvas.FillRect(Rect); + Canvas.TextRect(Rect,Rect.Left+2,Rect.Top+2,Cells[ACol,ARow]); + end; + +end; + +procedure TMAINFORM.FormCreate(Sender: TObject); +begin + FillChar(c_open_price,SizeOf(c_open_price),0); + + FF_creat_comm_obj(); + + //DoubleBuffered:=True; + if(i_make_k_only >0) then + begin + Konly.Checked:=True; + end + else + Konly.Checked:=false; + + + if(i_only_long=0) then + begin + LongOnly.Checked:=False; + end + else if(i_only_long=1) then + begin + LongOnly.Checked:=True; + end; + + if(i_only_short=0) then + begin + ShortOnly.Checked:=False; + end + else if(i_only_short=1) then + begin + ShortOnly.Checked:=True; + end; + + if(i_only_long=0) and (i_only_short=0) then i_long_short_ctrl :=0; + if(i_only_long=1) or (i_only_short=1) then i_long_short_ctrl :=1; + + Edit_vol_chk.Text:=IntToStr(i_chk_power_vol_set); + + + //ff_sg.Options := Header.Options - [goVertLine, goHorzLine]; + ff_sg.ColCount:=7; + ff_sg.RowCount:=i_fc_count+1; + + ff_sg.Color := clBlack; + ff_sg.Cells[0,0] := 'ÕË ºÅ'; + ff_sg.Cells[1,0] := 'Ãû ³Æ'; + ff_sg.Cells[2,0] := '¶à ³É ±¾'; + ff_sg.Cells[3,0] := '¶àÊýÁ¿'; + ff_sg.Cells[4,0] := '¿Õ ³É ±¾'; + ff_sg.Cells[5,0] := '¿ÕÊýÁ¿'; + ff_sg.Cells[6,0] := '×Ü ×Ê ²ú'; + + ff_sg.ColWidths[0]:=100; + ff_sg.ColWidths[1]:=100; + ff_sg.ColWidths[2]:=100; + ff_sg.ColWidths[3]:=70; + ff_sg.ColWidths[4]:=100; + ff_sg.ColWidths[5]:=70; + ff_sg.ColWidths[6]:=120; + +end; + +procedure TMAINFORM.FormDestroy(Sender: TObject); +begin + FF_release_comm_obj(); +end; + +procedure TMAINFORM.KonlyClick(Sender: TObject); +begin + if(i_make_k_only =0) and (Konly.Checked = false) then + begin + Konly.Checked:=True; + i_make_k_only :=128; + end + else if(i_make_k_only >0) and (Konly.Checked = true) then + begin + Konly.Checked:=false; + i_make_k_only :=0; + end; +end; + +procedure TMAINFORM.Label_statusClick(Sender: TObject); +begin + s_caption_status :=' '; +end; + +procedure TMAINFORM.LongOnlyClick(Sender: TObject); +begin + if(i_only_long=0) and (LongOnly.Checked = false) then + begin + LongOnly.Checked:=True; + i_only_long:=1; + i_only_short:=0; + end + else if(i_only_long=1) and (LongOnly.Checked = true) then + begin + LongOnly.Checked:=false; + i_only_long:=0; + end; + + if(i_only_short=0) then + begin + ShortOnly.Checked:=False; + end + else if(i_only_short=1) then + begin + ShortOnly.Checked:=True; + end; + + if(i_only_long=0) and (i_only_short=0) then i_long_short_ctrl :=0; + if(i_only_long=1) or (i_only_short=1) then i_long_short_ctrl :=1; + +end; + +procedure TMAINFORM.Long_STPClick(Sender: TObject); +begin + if Long_STP.Checked =True Then Long_STP.Checked :=False else Long_STP.Checked :=True; + if Long_STP.Checked =True Then s_caption_long_stp :='+' else s_caption_long_stp :=' '; + if Long_STP.Checked =True Then i_stp_long :=888 else i_stp_long :=0; + if Long_STP.Checked =True Then i_act_stp_long_mark :=0; + + if i_stp_long =888 Then Long_STP.Checked :=True; + + if( StrLen(PChar(Edit_long_stp.Text)) >0 ) Then i_set_stp_long := StrToInt(Edit_long_stp.Text) + else i_set_stp_long :=0; + + if( i_set_stp_long > 9 ) Then + begin + i_set_stp_long_wk := i_set_stp_long; + end + else i_set_stp_long_wk :=0; +end; + + +procedure TMAINFORM.N15Click(Sender: TObject); +begin + i_no_trade:=888; + +end; + +procedure TMAINFORM.N22Click(Sender: TObject); +begin + if f_sale_1 <1.0 Then Exit; + i_BSK :=1; + i_ff_get_qty_88 := 88; +end; + +procedure TMAINFORM.N23Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK :=2; + i_ff_get_qty_88 := 88; +end; + +procedure TMAINFORM.N24Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK :=3; + i_ff_get_qty_88 := 88; +end; + +procedure TMAINFORM.N25Click(Sender: TObject); +begin + if f_sale_1 <1.0 Then Exit; + i_BSK :=4; + i_ff_get_qty_88 := 88; + +end; + +procedure TMAINFORM.N27Click(Sender: TObject); +begin + i_no_trade:=0; +end; + +procedure TMAINFORM.N29Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK :=5; + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; + +end; + +procedure TMAINFORM.N32Click(Sender: TObject); +begin + if f_buy_1 <1.0 Then Exit; + i_BSK :=6; + + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; + +end; + +procedure TMAINFORM.N37Click(Sender: TObject); +begin + //ClearLong +2 + if f_buy_1 <1.0 Then Exit; + i_BSK :=7; + //i_ff_get_qty_88 := 188; + +end; + +procedure TMAINFORM.N4Click(Sender: TObject); +begin + i_cut_lock_long :=0; + + if N4.Checked =True Then N4.Checked :=False else N4.Checked :=True; + if N4.Checked =True Then s_caption_15 :='Ëø' else s_caption_15 :=' '; + if N4.Checked =True Then i_lock_long :=888 else i_lock_long :=0; + if N4.Checked =True Then i_cut_lock_long_mark :=0; + + if i_lock_long =888 Then N4.Checked :=True; + + if( StrLen(PChar(Edit1.Text)) >0 ) Then i_set_lock_long := StrToInt(Edit1.Text) + else i_set_lock_long :=0; + + if( i_set_lock_long > 9 ) Then + begin + i_set_lock_long_wk := i_set_lock_long; + end + else i_set_lock_long_wk :=0; + +end; + +procedure TMAINFORM.N5Click(Sender: TObject); +begin + i_cut_lock_short :=0; + + if N5.Checked =True Then N5.Checked :=False else N5.Checked :=True; + if N5.Checked =True Then s_caption_16 :='Ëø' else s_caption_16 :=' '; + if N5.Checked =True Then i_lock_short :=888 else i_lock_short :=0; + if N5.Checked =True Then i_cut_lock_short_mark :=0; + + if i_lock_short =888 Then N5.Checked :=True; + + if( StrLen(PChar(Edit2.Text)) >0 ) Then i_set_lock_short := StrToInt(Edit2.Text) + else i_set_lock_short :=0; + + if( i_set_lock_short > 9 ) Then + begin + i_set_lock_short_wk := i_set_lock_short; + end + else i_set_lock_short_wk :=0; + +end; + +procedure TMAINFORM.NextFCClick(Sender: TObject); +begin + + i_fc_wk_index := i_fc_wk_index +1; + if(i_fc_wk_index >i_fc_count -1 ) Then i_fc_wk_index := 0; + + s_caption_8:=' '; + s_caption_9:=' '; + s_caption_10:=' '; + s_caption_11:=' '; + + i_got_it_mark :=0; + i_short_mark :=0; + i_ff_get_qty_88 := 8; +end; + +procedure TMAINFORM.Only1Click(Sender: TObject); +begin + if Only1.Checked =True Then Only1.Checked :=False else Only1.Checked :=True; + if Only1.Checked =True Then i_only_1 := 1 else i_only_1 := 0; + + if Only1.Checked =True Then s_caption_14 :='µ¥·¢' else s_caption_14 :='Ⱥ·¢'; + +end; + +procedure TMAINFORM.ShortOnlyClick(Sender: TObject); +begin + if(i_only_short=0) and (ShortOnly.Checked = false) then + begin + ShortOnly.Checked:=True; + i_only_short:=1; + i_only_long:=0; + end + else if(i_only_short=1) and (ShortOnly.Checked = true) then + begin + ShortOnly.Checked:=false; + i_only_short:=0; + end; + + if(i_only_long=0) then + begin + LongOnly.Checked:=False; + end + else if(i_only_long=1) then + begin + LongOnly.Checked:=True; + end; + + if(i_only_long=0) and (i_only_short=0) then i_long_short_ctrl :=0; + if(i_only_long=1) or (i_only_short=1) then i_long_short_ctrl :=1; + +end; + +procedure TMAINFORM.Short_STPClick(Sender: TObject); +begin + if Short_STP.Checked =True Then Short_STP.Checked :=False else Short_STP.Checked :=True; + if Short_STP.Checked =True Then s_caption_short_stp :='+' else s_caption_short_stp :=' '; + if Short_STP.Checked =True Then i_stp_short :=888 else i_stp_short :=0; + if Short_STP.Checked =True Then i_act_stp_short_mark :=0; + + if i_stp_short =888 Then Short_STP.Checked :=True; + + if( StrLen(PChar(Edit_short_stp.Text)) >0 ) Then i_set_stp_short := StrToInt(Edit_short_stp.Text) + else i_set_stp_short :=0; + + if( i_set_stp_short > 9 ) Then + begin + i_set_stp_short_wk := i_set_stp_short; + end + else i_set_stp_short_wk :=0; +end; + +procedure TMAINFORM.Timer1Timer(Sender: TObject); +begin + ff_set_caption(); +end; + +end. diff --git a/drobot/src/s_lib_pas_unit.dcu b/drobot/src/s_lib_pas_unit.dcu new file mode 100644 index 00000000..c8fbd27b Binary files /dev/null and b/drobot/src/s_lib_pas_unit.dcu differ diff --git a/drobot/src/s_lib_pas_unit.pas b/drobot/src/s_lib_pas_unit.pas new file mode 100644 index 00000000..9739c342 --- /dev/null +++ b/drobot/src/s_lib_pas_unit.pas @@ -0,0 +1,146 @@ +unit s_lib_pas_unit; + +interface +uses Windows; + +const + m_error_log =0; + m_info_log =1; + + + m_dead_lock_exit =118; + m_exit_be_killed =119; + m_error_exit =117; + m_exit =0; + FFdll = 'flyingfish.dll'; + FF_NTSRTS_DLL = 'ff_ntsrts.dll'; + +var + m_module_name :array[0..255] of Char; + + + +function W_Log( + pc_module :PChar; + i_lineno :Integer; + int :Integer; + pc_log :PChar + ):Integer;cdecl; +external 'flyingfish.dll' name 'W_Log'; + + +function GetKeyValue( + inifilename :PChar; + section :PChar; + key :PChar; + datatype :PChar; + { + /* c for null end char */ + /* s for short */ + /* i for int */ + /* l for long */ + /* f for float */ + /* d for double */ + } + value :PChar + ):Integer;cdecl; +external 'flyingfish.dll' name 'GetKeyValue'; + +function WriteIni( + c_filename :PChar; + c_section :PChar; + c_key :PChar; + c_value :PChar + ):Integer;cdecl; +external 'flyingfish.dll' name 'WriteIni'; + + +procedure s_sleep_us(l_us:Integer);cdecl; +external 'flyingfish.dll' name 's_sleep_us'; + +function FF_exit(i_exit:Integer):Integer;cdecl; +external 'flyingfish.dll' name 'FF_exit'; + +function FF_RtsMain( + p_cert_passwd :PChar + ):Integer;cdecl; +external FF_NTSRTS_DLL name 'FF_RtsMain'; + +function FF_NtsMain( + p_cert_passwd :PChar + ):Integer;cdecl; +external FF_NTSRTS_DLL name 'FF_NtsMain'; + +function FF_webMain( + p_cert_passwd :PChar + ):Integer;cdecl; +external FF_NTSRTS_DLL name 'FF_webMain'; + +function FF_CAMain( + p_cert_passwd :PChar + ):Integer;cdecl; +external FF_NTSRTS_DLL name 'FF_CAMain'; + +function FF_init( + p_cert_passwd :PChar + ):Integer;cdecl; +external 'flyingfish.dll' name 'FF_init'; + + +function FF_get_thdinfo1( + p_v :Pointer + ):Integer;cdecl; +external 'flyingfish.dll' name 'FF_get_thdinfo'; + +function FF_get_thdinfo( + p_v :Pointer;pv_size:Integer + ):Integer;cdecl; +external 'flyingfish.dll' name 'FF_get_thdinfo1'; + +function CurDate( + buf :PChar + ):PChar;cdecl; +external 'flyingfish.dll' name 'CurDate'; +function CurTime( + buf :PChar + ):PChar;cdecl; +external 'flyingfish.dll' name 'CurTime'; + +function FF_W_Info1( + pc_file_name:PChar; + pc_info:PChar; + i_flag:Integer + ):PChar;cdecl; +external 'flyingfish.dll' name 'FF_W_Info1'; + +//int FF_cert_key_passwd(char *p_keyfile,char *p_oldpass,char *p_newpass) +function FF_cert_key_passwd( + p_key_file :PChar; + p_oldpass:PChar; + p_newpass:PChar + ):Integer;cdecl; +external 'flyingfish.dll' name 'FF_cert_key_passwd'; +//char *FF_ffconf(char *c_filename,char *c_section,char *c_name) +function FF_ffconf( +c_filename:PChar; +c_section:PChar; +c_name:PChar +):PChar;cdecl; +external 'flyingfish.dll' name 'FF_ffconf'; + +function FF_load_allconf():PChar;cdecl; +external 'flyingfish.dll' name 'FF_load_allconf'; + + +//int FF_key_passwd_check(char *p_keyfile,char *p_passwd) +function FF_key_passwd_check( + p_keyfile :PChar; + p_passwd:PChar + ):Integer;cdecl; +external FFdll name 'FF_key_passwd_check'; + + + +implementation + +end. diff --git a/drobot/src/sh600328.day b/drobot/src/sh600328.day new file mode 100644 index 00000000..e69de29b diff --git a/drobot/src/uFutuDataTypes.dcu b/drobot/src/uFutuDataTypes.dcu new file mode 100644 index 00000000..e859133f Binary files /dev/null and b/drobot/src/uFutuDataTypes.dcu differ diff --git a/drobot/src/uFutuDataTypes.pas b/drobot/src/uFutuDataTypes.pas new file mode 100644 index 00000000..4af83d95 --- /dev/null +++ b/drobot/src/uFutuDataTypes.pas @@ -0,0 +1,286 @@ +{/********************************************************************** +* Ô´³ÌÐòÃû³Æ: futu_data_types.h +* Èí¼þÖø×÷Ȩ: ºãÉúµç×ӹɷÝÓÐÏÞ¹«Ë¾ +* ϵͳÃû³Æ : 06°æ±¾ÆÚ»õϵͳ +* Ä£¿éÃû³Æ : ºãÉúÆÚ»õÖÜ±ß½Ó¿Ú +* ¹¦ÄÜ˵Ã÷ : Öܱ߽ӿڳ£ÓÃÊý¾ÝÀàÐͶ¨Òå +* ×÷ Õß : xdx +* ¿ª·¢ÈÕÆÚ : 20110315 +* ±¸ ×¢ : Êý¾ÝÀàÐͶ¨Òå +* ÐÞ¸ÄÈËÔ± £º +* ÐÞ¸ÄÈÕÆÚ £º +* ÐÞ¸Ä˵Ã÷ £º20110315 ´´½¨ +20110701 luyj Ð޸ĵ¥ºÅ20110603001 °æ±¾Ôö¼Óµ½V1.0.0.1 +20110802 luyj Ð޸ĵ¥ºÅ20110802006 °æ±¾Ôö¼Óµ½V1.0.0.2 +20110809 luyj Ð޸ĵ¥ºÅ20110808022 °æ±¾Ôö¼Óµ½V1.0.0.3 +20110824 luyj Ð޸ĵ¥ºÅ20110819035 °æ±¾Ôö¼Óµ½V1.0.0.4 +20110913 luyj Ð޸ĵ¥ºÅ20110913002 °æ±¾Ôö¼Óµ½V1.0.0.5 +20111026 luyj Ð޸ĵ¥ºÅ20111026001 °æ±¾Ôö¼Óµ½V1.0.0.6 +20111027 luyj Ð޸ĵ¥ºÅ20111103023 °æ±¾Ôö¼Óµ½V1.0.0.7 +20111027 luyj Ð޸ĵ¥ºÅ20111124003 °æ±¾Ôö¼Óµ½V1.0.0.8 +20120207 luyj Ð޸ĵ¥ºÅ20120207003 °æ±¾Ôö¼Óµ½V1.0.0.9 +20120216 tangui Ð޸ĵ¥ºÅ20120214036 °æ±¾Ôö¼Óµ½V1.0.0.10 +20120216 tangui Ð޸ĵ¥ºÅ20120214036 °æ±¾Ôö¼Óµ½V1.0.0.11 +20120504 tangui Ð޸ĵ¥ºÅ20120412046 °æ±¾Ôö¼Óµ½V1.0.0.12 +20120512 tangui Ð޸ĵ¥ºÅ20120509021 °æ±¾Ôö¼Óµ½V1.0.0.13 +20120720 tanghui Ð޸ĵ¥ºÅ20120515030 °æ±¾Ôö¼Óµ½V1.0.0.14 +**********************************************************************/} +unit uFutuDataTypes; + +interface + +const + //¶¨Òå°æ±¾ÐÅÏ¢ + HSFUSDK_VERSION = $10000014; + HSFUSDK_VERSTRING = 'V1.0.0.14'; + + //¶¨ÒåÁ¬½Ó·þÎñÀàÐÍ + SERVICE_TYPE_TRADE = 1;//½»Ò×·þÎñ + SERVICE_TYPE_QUOTE = 2;//ÐÐÇé»Ø±¨·þÎñ + + //¶¨ÒåÏûÏ¢ÀàÐÍ + MSG_TYPE_UNKNOWN = -1; //δ֪ÏûÏ¢ÀàÐÍ + + MSG_TYPE_USER_LOGIN = 100; //Óû§µÇ¼ + MSG_TYPE_USER_LOGOUT = 101; //UFT¿Í»§×¢Ïú + MSG_TYPE_CONFIRM_BILL = 102;//¿Í»§È·ÈÏÕ˵¥ + MSG_TYPE_CHECK_CONTRACT_CODE = 103;//¼ì²éºÏÔ¼´úÂë(µ¥ÍÈ) + MSG_TYPE_CHECK_ENTRUST_PRICE = 104;//¼ì²éίÍм۸ñ + MSG_TYPE_NEW_SINGLE_ORDER = 105;//ίÍÐϵ¥ + MSG_TYPE_CANCEL_ORDER = 106;//ίÍг·µ¥ + MSG_TYPE_BANK_TRANSFER = 107;//ÒøÆÚתÕË + MSG_TYPE_MODIFY_PASSWORD = 108;//¿Í»§ÐÞ¸ÄÃÜÂë + + //20110822 luyj Ôö¼Ó×éºÏίÍÐ Ð޸ĵ¥ºÅ:20110819035 + MSG_TYPE_CHECK_COMBIN_CODE = 109;//¼ì²é×éºÏºÏÔ¼´úÂë + MSG_TYPE_NEW_COMBIN_ORDER = 110;//×éºÏίÍÐÈ·ÈÏ + //20110822 end + + MSG_TYPE_GET_TRADING_CODE = 200;//½»Ò×±àÂë²éѯ + MSG_TYPE_GET_PROFIT = 201;//ÆÚ»õ¿Í»§×ʽðȨÒæ²éѯ + MSG_TYPE_GET_HOLDSINFO = 202;//³Ö²Ö²éѯ + MSG_TYPE_GET_ENTRUST_ORDERS = 203;//ίÍвéѯ + MSG_TYPE_GET_TRANS_DETAIL = 204;//³É½»Ã÷ϸ²éѯ + MSG_TYPE_GET_FUNDJOUR = 205;//ÀúÊ·×ʽðÁ÷Ë®²éѯ + MSG_TYPE_GET_FUND_HISTRANSJOUR = 206;//²éÀúʷתÕËÁ÷Ë® + MSG_TYPE_GET_BANK_ACCOUNT = 207;//ÒøÐÐÕ˺Ųéѯ + MSG_TYPE_GET_BANK_TRANSJOUR = 208;//ÒøÆÚתÕËÁ÷Ë®²éѯ + MSG_TYPE_GET_BANKBALA = 209;//ÒøÐÐÕË»§Óà¶î²éѯ + MSG_TYPE_GET_MARKET_DATA = 210;//ÆÚ»õÐÐÇé²éѯ + MSG_TYPE_GET_MARGIN = 211;//ºÏÔ¼±£Ö¤½ð²éѯ + MSG_TYPE_GET_FUTU_BANKINFO = 212;//ÆÚ»õµÇ¼ÇÒøÐÐÐÅÏ¢²éѯ + MSG_TYPE_GET_EXCH_TIME = 213;//½»Ò×Ëùʱ¼ä²î²éѯ + MSG_TYPE_GET_FMMC_PWD = 214;//¼à¿ØÖÐÐĽáË㵥ϵͳÃÜÂë²éѯ + MSG_TYPE_GET_BILL = 215;//½áËãµ¥²éѯ + MSG_TYPE_GET_HIS_ENTRUST = 216;//ÀúʷίÍвéѯ + MSG_TYPE_GET_HIS_BUSINESS = 217;//ÀúÊ·³É½»²éѯ + MSG_TYPE_GET_HIS_FUND = 218;//ÀúÊ·×ʽð²éѯ + MSG_TYPE_UFT_ORDERHSACK = 219;//ίÍз´À¡ + MSG_TYPE_UFT_ORDEREXACK = 220;//³É½»·´À¡ + + //20110822 luyj Ôö¼Ó×éºÏίÍÐÏà¹Ø²éѯ(06) Ð޸ĵ¥ºÅ:20110819035 + MSG_TYPE_GET_COMBIN_CODE = 221; //²éѯ×éºÏ´úÂë + MSG_TYPE_GET_COMBIN_QUOTE = 222; //²éѯ×éºÏÐÐÇé + MSG_TYPE_CHECK_PWD = 223; //УÑéÃÜÂë + //20110822 end + + //20120426 tanghui Ôö¼Óµ¥¿Í»§²é·ÑÓÃÊôÐԺͱ£Ö¤½ðÊôÐÔ Ð޸ĵ¥:20120412046 + MSG_TYPE_GET_FEE_PROPERTY = 224; //UFT¿Í»§²éѯ·ÑÓÃÊôÐÔ + MSG_TYPE_GET_MARGIN_PROPERTY = 225; //UFT¿Í»§²éѯ±£Ö¤½ðÊôÐÔ + +type + //¶¨ÒåIntegerÖ¸Õë + PInteger = ^Integer; + //¶©ÔÄÀàÐÍ + REGType = + ( + UnKnownType = -1, // δ֪ÀàÐÍ + SingleCode = 0, // µ¥ÍÈÐÐÇé + RspReport = 1, // ίÍлر¨ + CombinCode = 2, // ×éºÏÐÐÇé + OnlineMsg = 3 // ÔÚÏßÏûÏ¢ + ); + + //¶©ÔĶ¯×÷ + REGAction = + ( + UnKnownAction = -1, // δ֪¶¯×÷ + Subscription = 0, // ¶©ÔÄË¢ÐÂ(Ö÷ÒªÖ¸ÐÐÇé)»òÕßָʾ²»ÊÇÍ˶© + CxlAll = 1, // È¡ÏûÈ«²¿µÄ¶©ÔÄ + CxlFlag = 2, // ¸ù¾ÝÖƶ¨ÀàÐͶ©ÔÄ + Snapshot = 3 // ²éѯ¿ìÕÕ(Ö÷ÒªÖ¸ÐÐÇé) + ); + + //Á¬½ÓµÄ״̬ + CONState = + ( + Uninitialized = -1, // Á¬½Óδ³õʼ»¯ + Disconnected = $0000, // δÁ¬½Ó + Connecting = $0001, // socketÕýÔÚÁ¬½Ó + Connected = $0002, // socketÒÑÁ¬½Ó + SafeConnecting = $0004, // ÕýÔÚ½¨Á¢°²È«Á¬½Ó + SafeConnected = $0008, // Òѽ¨Á¢°²È«Á¬½Ó + Registering = $0010, // Õý×¢²á + Registered = $0020, // ÒÑ×¢²á + Rejected = $0040// ±»¾Ü¾ø,½«±»¹Ø±Õ + ); + + //¶¨ÒåÏûϢģʽ(FUTU_MSG_MODE¶¨Òå) + FUTU_MSG_MODE = + ( + MSG_MODE_UNKNOWN = -1, //δ֪ÏûϢģʽ + MSG_MODE_REQUEST = 0, //±íʾÊÇÇëÇóÏûÏ¢ + MSG_MODE_ANSWER = 1 //±íʾÊÇÓ¦´ðÏûÏ¢ + ); + + //Ϊ¼æÈÝÐÔͳһÒÔ4×Ö½Ú¶ÔÆë,·ñÔòÓÐÊý¾Ý¶ÔÆëµÄÎÊÌâ + {$A4} + // µ¥ÍÈÐÐÇé + LPCMarketInfo = ^CMarketInfo; + CMarketInfo = record + contract_code: array[0..12] of Char; //0 ºÏÔ¼´úÂë, + pre_square_price: Double; //1 ×òÈÕ½»¸î½áËã¼Û + futu_open_price: Double; //2 ¿ªÅÌ¼Û + futu_last_price: Double; //3 ×îм۸ñ + buy_high_price: Double; //4 ×î¸ßÂòÈë¼Û + buy_high_amount: Integer; //5 ×î¸ßÂòÈë¼ÛÂòÁ¿ + buy_total_amount: Integer; //6 È«²¿ÂòÁ¿ + sale_low_price: Double; //7 ×îµÍÂô¼Û¼Û¸ñ + sale_low_amount: Integer; //8 ×îµÍÂô¼ÛÂôÁ¿ + sale_total_amount: Integer; //9 È«²¿ÂôÁ¿ + futu_high_price: Double; //10 ×î¸ß¼Û + futu_low_price: Double; //11 ×îµÍ¼Û + average_price: Double; //12 ¾ù¼Û + change_direction: Double; //13 Ç÷ÊÆ + business_amount: Integer; //14 ³É½»Á¿ + bear_amount: Integer; //15 ×ܳÖÁ¿ + business_balance: Double; //16 ³É½»¶î + uplimited_price: Double; //17 ÕÇÍ£°å + downlimited_price: Double; //18 µøÍ£°å + futu_exch_type: array[0..2] of Char; //19 ½»Ò×Àà±ð + form_buy_price: Double; //20 ×éºÏÂòÈë¼Û¸ñ + form_sale_price: Double; //21 ×éºÏÂô³ö¼Û¸ñ + form_buy_amount: Integer; //22 ×éºÏÂòÈëÊýÁ¿ + form_sale_amount: Integer; //23 ×éºÏÂô³öÊýÁ¿ + pre_close_price: Double; //24 ×òÈÕÊÕÅÌ¼Û + pre_open_interest: Double; //25 ×òÈÕ¿ÕÅÌÁ¿ + futu_close_price: Double; //26 ½ñÈÕÊÕÅÌ¼Û + square_price: Double; //27 ½áËã¼Û + pre_delta: Double; //28 ×òÈÕÐéʵ¶È + curr_delta: Double; //29 ½ñÈÕÐéʵ¶È + bid_price2: Double; //30 Âò¶þ¼Û + bid_volume2: Integer; //31 Âò¶þÁ¿ + bid_price3: Double; //32 ÂòÈý¼Û + bid_volume3: Integer; //33 ÂòÈýÁ¿ + bid_price4: Double; //34 ÂòËÄ¼Û + bid_volume4: Integer; //35 ÂòËÄÁ¿ + bid_price5: Double; //36 ÂòÎå¼Û + bid_volume5: Integer; //37 ÂòÎåÁ¿ + ask_price2: Double; //38 Âô¶þ¼Û + ask_volume2: Integer; //39 Âô¶þÁ¿ + ask_price3: Double; //40 ÂôÈý¼Û + ask_volume3: Integer; //41 ÂôÈýÁ¿ + ask_price4: Double; //42 ÂôËÄ¼Û + ask_volume4: Integer; //43 ÂôËÄÁ¿ + ask_price5: Double; //44 ÂôÎå¼Û + ask_volume5: Integer; //45 ÂôÎåÁ¿ + end; + + // ×éºÏÐÐÇé + LPCArgMarketInfo = ^CArgMarketInfo; + CArgMarketInfo = record + arbicontract_id: array[0..30] of Char; //0 Ì×ÀûºÏÔ¼ºÅ + futu_exch_type: array[0..2] of Char; //1 ½»Ò×Àà±ð + first_code: array[0..12] of Char; //2 µÚÒ»ÍÈ + second_code: array[0..12] of Char; //3 µÚ¶þÍÈ + arbi_type: Char; //4 ×éºÏÀàÐÍ1-SPD, 2 -IPS + buy_price: Double; //5 ×î¸ßÂòÈë¼Û + buy_amount: Integer; //6 ×î¸ßÂòÈë¼ÛÂòÁ¿ + buy_total_amount: Integer; //7 È«²¿ÂòÁ¿ + sale_price: Double; //8 ×îµÍÂô¼Û¼Û¸ñ + sale_amount: Integer; //9 ×îµÍÂô¼ÛÂôÁ¿ + sale_total_amount: Integer; //10 È«²¿ÂôÁ¿ + futu_high_price: Double; //11 ×î¸ß¼Û + futu_low_price: Double; //12 ×îµÍ¼Û + uplimited_price: Double; //13 ÕÇÍ£°å¼Û¸ñ + downlimited_price: Double; //14 µøÍ£°å¼Û¸ñ + end; + + //ίÍз´À¡ÐÅÏ¢ + LPCOrderRspInfo = ^COrderRspInfo; + COrderRspInfo = record + entrust_no: Integer; //0 ίÍкŠ+ futures_account: array[0..20] of Char; //1 ½»Ò×±àÂë + futu_exch_type: array[0..10] of Char; //2 ½»Ò×ËùÀà±ð + contract_code: array[0..12] of Char; //3 ºÏÔ¼´úÂë + entrust_bs: array[0..8] of Char; //4 ÂòÂô±êʶ + entrust_direction: array[0..8] of Char;//6 ¿ªÆ½±êʶ + hedge_type: array[0..8] of Char; //7 Ì×±£±êʶ + fund_account: Integer; //8 ×ʽðÕË»§ + futu_report_no: array[0..20] of Char; //9 ±¾µØµ¥ºÅ + firm_no: array[0..8] of Char; //10 »áÔ±ºÅ + operator_no: array[0..8] of Char; //11 ²Ù×÷Ô±ºÅ + client_group: Integer; //12 ¿Í»§Àà±ð + entrust_amount: Integer; //13 ίÍÐÊýÁ¿ + business_total_amount: Integer; //14 ³É½»×ÜÊýÁ¿ + cacel_amount: Integer; //15 ³·µ¥ÊýÁ¿ + entrust_price: Double; //16 ίÍм۸ñ + entrust_status: Char; //17 ίÍÐ״̬ + branch_no: Integer; //18 ÓªÒµ²¿ºÅ + batch_no: Integer; //19 ίÍÐÅúºÅ + futu_entrust_type: Char; //20 ίÍÐÀàÐÍ + amount_per_hand: Integer; //21 ºÏÔ¼³ÆÊý + forceclose_reason: Char; //22 ǿƽԭÒò + init_date : Integer; //23 ½»Ò×ÈÕÆÚ + curr_time :Integer; //24 µ±Ç°Ê±¼ä + confirm_no : array[0..20] of Char; //25 Ö÷³¡µ¥ºÅ + weave_type : Integer; //26 ×éºÏίÍÐÀàÐÍ + arbitrage_code : array[0..20] of Char; //27 ×éºÏίÍÐÀàÐÍ + time_condition : Integer; //28 ÓÐЧÆÚÀàÐÍ + volume_condition : Integer; //29 ³É½»Á¿ÀàÐÍ + futu_entrust_prop : Integer; //30 ÆÚ»õίÍÐÊôÐÔ + frozen_fare : Double; //31 ¶³½á×Ü·ÑÓà + //20120428 tanghui ίÍз´À¡ºÍ³É½»·´À¡Ôö¼Ó´íÎóÐÅÏ¢×ֶΠÐ޸ĵ¥:20120412049 + error_message : array[0..254] of Char; //32 ´íÎóÐÅÏ¢ + end; + + //³É½»·´À¡ÐÅÏ¢ + LPCRealRspInfo = ^CRealRspInfo; + CRealRspInfo = record + entrust_no: Integer; //0 ίÍкŠ+ futures_account: array[0..20] of Char; //1 ½»Ò×±àÂë + futu_exch_type: array[0..10] of Char; //2 ½»Ò×ËùÀà±ð + business_no: array[0..20] of Char; //3 ³É½»±àºÅ + contract_code: array[0..12] of Char; //4 ºÏÔ¼´úÂë + entrust_bs: array[0..8] of Char; //5 ÂòÂô±êʶ + entrust_direction: array[0..8] of Char;//6 ¿ªÆ½±êʶ + business_price: Double; //7 ³É½»¼Û¸ñ + business_amount: Double; //8 ³É½»ÊýÁ¿ + hedge_type: array[0..8] of Char; //9 Ì×±£±êʶ + fund_account: Integer; //10 ×ʽðÕË»§ + futu_report_no: array[0..20] of Char; //11 ±¾µØµ¥ºÅ + firm_no: array[0..8] of Char; //12 »áÔ±ºÅ + operator_no: array[0..8] of Char; //13 ²Ù×÷Ô±ºÅ + client_group: Integer; //14 ¿Í»§Àà±ð + entrust_amount: Integer; //15 ίÍÐÊýÁ¿ + business_total_amount: Integer; //16 ³É½»×ÜÊýÁ¿ + cacel_amount: Integer; //17 ³·µ¥ÊýÁ¿ + entrust_price: Double; //18 ίÍм۸ñ + entrust_status: Char; //19 ίÍÐ״̬ + branch_no: Integer; //20 ÓªÒµ²¿ºÅ + batch_no: Integer; //21 ίÍÐÅúºÅ + futu_entrust_type: Char; //22 ίÍÐÀàÐÍ + amount_per_hand: Integer; //23 ºÏÔ¼³ÆÊý + forceclose_reason: Char; //24 ǿƽԭÒò + init_date : Integer; //25 ½»Ò×ÈÕÆÚ + business_time :Integer; //26 ³É½»Ê±¼ä + confirm_no : array[0..20] of Char; //27 Ö÷³¡µ¥ºÅ + frozen_fare : Double; //28 ¶³½á×Ü·ÑÓà + //20120428 tanghui ίÍз´À¡ºÍ³É½»·´À¡Ôö¼Ó´íÎóÐÅÏ¢×ֶΠÐ޸ĵ¥:20120412049 + error_message : array[0..254] of Char; //29 ´íÎóÐÅÏ¢ + end; +{$A8} +implementation + +end. + diff --git a/drobot/src/uFutuMessageInterface.dcu b/drobot/src/uFutuMessageInterface.dcu new file mode 100644 index 00000000..cac70522 Binary files /dev/null and b/drobot/src/uFutuMessageInterface.dcu differ diff --git a/drobot/src/uFutuMessageInterface.pas b/drobot/src/uFutuMessageInterface.pas new file mode 100644 index 00000000..f20f64c5 --- /dev/null +++ b/drobot/src/uFutuMessageInterface.pas @@ -0,0 +1,253 @@ +{/********************************************************************** +* Ô´³ÌÐòÃû³Æ: futu_message_interface.h +* Èí¼þÖø×÷Ȩ: ºãÉúµç×ӹɷÝÓÐÏÞ¹«Ë¾ +* ϵͳÃû³Æ : 06°æ±¾ÆÚ»õϵͳ +* Ä£¿éÃû³Æ : ºãÉúÆÚ»õÖÜ±ß½Ó¿Ú +* ¹¦ÄÜ˵Ã÷ : Öܱ߽ӿÚÊý¾Ý²Ù×÷¶¨Òå +* ×÷ Õß : xdx +* ¿ª·¢ÈÕÆÚ : 20110315 +* ±¸ ×¢ : Êý¾ÝÀàÐͶ¨Òå +* ÐÞ¸ÄÈËÔ± £º +* ÐÞ¸ÄÈÕÆÚ £º +* ÐÞ¸Ä˵Ã÷ £º20110315 ´´½¨ +**********************************************************************/} + +unit uFutuMessageInterface; + +interface + +uses + Classes; + +type + +//¸÷Àà½Ó¿ÚͳһµÄ²éѯÓëÒýÓÃ½Ó¿Ú (²ÎÕÕCOM±ê×¼) +IHSKnown = class +public + {/** + * ²éѯÓ뵱ǰ½Ó¿ÚÏà¹ØµÄÆäËû½Ó¿Ú(±¾½Ó¿ÚÖÐÒ»°ã²»Ê¹ÓÃ) + *@param HS_SID iid ½Ó¿ÚÈ«¾ÖΨһ±êʶ + *@param IKnown **ppv ·µ»Øiid¶ÔÓ¦µÄ½Ó¿ÚÖ¸Õë + *@return R_OK ³É¹¦£¬R_FAIL δ²éµ½iid ÏàÓ¦½Ó¿Ú + */} + function QueryInterface( const iid:PChar;ppv:Pointer ):Integer;virtual;stdcall;abstract; + + {/** + * ÒýÓýӿڣ¬ÒýÓüÆÊý¼ÓÒ» + *@return µ±Ç°ÒýÓüÆÊý + */} + function AddRef():Integer;virtual;stdcall;abstract; + + {/** + * ÊͷŽӿڣ¬ÒýÓüÆÊý¼õÒ»£¬¼ÆÊýΪ0ʱÊͷŽӿڵÄʵÏÖ¶ÔÏó + *@param R_OK±íʾ³É¹¦,ÆäËû±íʾʧ°Ü + */} + function Release():Integer;virtual;stdcall;abstract; +end; + + +{/* + Ò»ÌõÏûÏ¢Êý¾Ý¼Ç¼,°üº¬Á˺ܶàµÄtag=value,ÆäÖÐtag²»Öظ´ + Öظ´²åÈëÏàͬµÄtag,Ôò¸²¸ÇÉϴεÄÊý¾Ý + ΪÁËʹ½Ó¿Ú¿çÓïÑÔ,½öÖ§³ÖÒÔÏÂÊý¾ÝÀàÐÍ: + µ¥×Ö·ûÐÍ(char),Èç'A','1', + ÕûÐÍ(int),Èç123,-2343 + ¸¡µãÐÍ(float),Èç23.50,-34.34 + ×Ö·û´®ÐÍ(CÓïÑÔ·ç¸ñ'\0'½áβµÄ´®)(char*),Èç"Hello World" + ×¢ÒâÆä½Ó¿Ú·½·¨Ḭ̈߳²È«ÐÔ +*/} +IFuRecord = class(IHSKnown) +public + ///Ìí¼ÓÊý¾ÝµÄ·½·¨,Èô´æÔÚfieldÔò¸²¸ÇÆäÖµ + {/** + * Ìí¼ÓÒ»¸ö×Ö·ûÐÍÖµ + *@param sField ×Ö¶ÎÃû³Æ + *@param cValue Ò»¸ö×Ö·ûÖµ + *@return R_OKÌí¼Ó³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function SetChar(const sField:PChar;cValue:Char):Integer;virtual;stdcall;abstract; + + {/** + * Ìí¼ÓÒ»¸öÕûÐÍÖµ + *@param sField ×Ö¶ÎÃû³Æ + *@param iValue Ò»¸öÕûÐÍÖµ + *@return R_OKÌí¼Ó³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function SetInt(const sField:PChar;iValue:Integer):Integer;virtual;stdcall;abstract; + + {/** + * Ìí¼ÓÒ»¸ö¸¡µãÖµ + *@param sField ×Ö¶ÎÃû³Æ + *@param cValue Ò»¸ö¸¡µãÖµ + *@return R_OKÌí¼Ó³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function SetDouble(const sField:PChar;dValue:Double):Integer;virtual;stdcall;abstract; + + {/** + * Ìí¼ÓÒ»¸ö×Ö·û´®(CÓïÑÔ¸ñʽ'\0'½áβµÄ×Ö·û´®) + *@param sField ×Ö¶ÎÃû³Æ + *@param cValue Ò»¸ö×Ö·û´®Öµ + *@return R_OKÌí¼Ó³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function SetString(const sField:PChar;const strValue:PChar):Integer;virtual;stdcall;abstract; + + ///¸ù¾Ý×ֶηÃÎÊÊý¾ÝµÄ·½·¨ + + {/** + * »ñÈ¡Ò»¸ö×Ö·ûÐÍÖµ + *@param sField ×Ö¶ÎÃû³Æ + *@return ÓÐЧ×Ö·ûÖµ;×ֶβ»´æÔÚÔòĬÈÏ'\0' + [Ḭ̈߳²È«] + */} + function GetChar(const sField:PChar):Char;virtual;stdcall;abstract; + + {/** + * »ñÈ¡Ò»¸öÕûÐÍÖµ + *@param sField ×Ö¶ÎÃû³Æ + *@return ·µ»ØÒ»¸öÕûÐÍÖµ;×ֶβ»´æÔÚÔòĬÈÏ·µ»Ø0 + [Ḭ̈߳²È«] + */} + function GetInt(const sField:PChar):Integer;virtual;stdcall;abstract; + + {/** + * »ñµÃÒ»¸ö¸¡µãÖµ + *@param sField ×Ö¶ÎÃû³Æ + *@return ·µ»ØÒ»¸öÕûÐÍÖµ;×ֶβ»´æÔÚÔòĬÈÏ·µ»Ø0.0(×¢Ò⸡µãÐ͵ľ«¶ÈÎÊÌâ) + [Ḭ̈߳²È«] + */} + function GetDouble(const sField:PChar):Double;virtual;stdcall;abstract; + + {/** + * »ñµÃÒ»¸ö×Ö·û´® + *@param sField ×Ö¶ÎÃû³Æ + *@return ·µ»ØÒ»¸ö×Ö·û´®,Èç²»´æÔÚ¸Ã×Ö¶ÎÔò·µ»ØNULL(0) + [Ḭ̈߳²È«] + */} + function GetString(const sField:Pchar):PChar;virtual;stdcall;abstract; + + ///±éÀú·ÃÎÊ·½·¨,ͨ¹ý´Ë·ÃÎʿɱéÀúÕû¸öÌõ¼Ç¼ + {/** + * Òƶ¯µ½¼Ç¼ͷ(µÚÒ»¸ötag=value) + *@return R_OK±íʾ³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function MoveFirst():Integer;virtual;stdcall;abstract; + + {/** + * ÏÂÒ»Ìõ¼Ç¼ + *@return R_OK±íʾ³É¹¦,ÆäËû±íʾʧ°Ü»òÒѾ­µ½¼Ç¼β + [·ÇḬ̈߳²È«] + */} + function MoveNext():Integer;virtual;stdcall;abstract; + + {/** + * ÅжÏÊÇ·ñÒƵ½Á˼Ǽβ + *@return 0±íʾδµ½¼Ç¼β,1±íʾÒѵ½¼Ç¼β + [·ÇḬ̈߳²È«] + */} + function IsEOF():Integer;virtual;stdcall;abstract; + + {/** + * »ñÈ¡µ±Ç°×Ö¶ÎÃû(ͨ¹ý¸ÃÃû¿ÉÒÔ·ÃÎʵ½Öµ) + *@return NULL±íʾÒѵ½½áβ»òÎÞÊý¾Ý,·ÇNULL±íʾ×Ö¶ÎÃû + [Ḭ̈߳²È«] + */} + function GetFieldName():PChar;virtual;stdcall;abstract; + + {/** + * ɾ³ýÒ»¸ö×ֶΠ+ *@param sField Ҫɾ³ýµÄ×Ö¶ÎÃû + *@return R_OK±íʾɾ³ý³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function RemoveField(const sField:PChar):Integer;virtual;stdcall;abstract; + + {/** + * ÊÇ·ñ´æÔÚijºÍ×ֶΠ+ *@param sField ×Ö¶ÎÃû + *@return 0±íʾ²»´æÔÚ,1±íʾ´æÔÚ + [·ÇḬ̈߳²È«] + */} + function IsExist(const sField:PChar):Integer;virtual;stdcall;abstract; + + {/** + * ɾ³ýËùÓеÄ×ֶΠ+ *@return R_OK±íʾ³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function Clear():Integer;virtual;stdcall;abstract; + + {/** + * »ñÈ¡¼Ç¼¸öÊý(Field=Value) + *@return ±íʾ¼Ç¼µÄÌõÊý + [Ḭ̈߳²È«] + */} + function GetCount():Integer;virtual;stdcall;abstract; +end; + + +///ÆÚ»õÏûÏ¢½Ó¿Ú,Ò»ÌõÏûÏ¢±íÃ÷ÁËÆäÏûÏ¢µÄÀàÐÍ,²¢ÓÉÒ»¸ö»ò¶àÕâ¸öIFuRecord×é³É +IFuMessage = class(IHSKnown) +public + {/** + * ÉèÖÃÏûÏ¢ÀàÐÍ + *@param iType ²Î¼ûFUTU_MSG_TYPEµÄ¶¨Òå + *@param iMode ±íʾ´ËÏûÏ¢ÊÇÇëÇó»¹ÊÇÓ¦´ð,0-ÇëÇó,1-Ó¦´ð + *@return R_OK±íʾ³É¹¦,ÆäËû±íʾÎÞЧ»ò²»Ö§³ÖµÄÏûÏ¢ÀàÐÍ + [·ÇḬ̈߳²È«] + */} + function SetMsgType(iType:Integer;iMode:Integer):Integer;virtual;stdcall;abstract; + + {/** + * »ñÈ¡ÏûÏ¢ÀàÐÍ + *@param [int]ÏûÏ¢ÀàÐÍ.²Î¿¼FUTU_MSG_TYPEµÄ¶¨Òå + *@return ÏûϢģʽ.²Î¿¼FUTU_MSG_MODEµÄ¶¨Òå + [Ḭ̈߳²È«] + */} + function GetMsgType(iMsgMode:PInteger= nil ):Integer;virtual;stdcall;abstract; + + {/** + * »ñÈ¡¼Ç¼ÌõÊý + *@param >=0±íʾ¼Ç¼ÌõÊý,ÆäËû±íʾ´íÎó»òʧ°Ü + [Ḭ̈߳²È«] + */} + function GetCount():Integer;virtual;stdcall;abstract; + + {/** + * ÐÂÔöÒ»Ìõ¼Ç¼,²Ù×÷·µ»ØµÄÖ¸ÕëÒÔ²Ù×÷ÆäÖµ + *@return ·ÇNULL±íʾһÌõÓÐЧµÄ¼Ç¼,NULL±íʾ·ÖÅäÄÚ´æʧ°Ü + [·ÇḬ̈߳²È«] + */} + function AddRecord():IFuRecord;virtual;stdcall;abstract; + + {/** + * »ñÈ¡Ò»Ìõ¼Ç¼ + *@param iIndex ¼Ç¼Ë÷ÒýλÖÃ,´Ó0¿ªÊ¼¼ÆÊý + *@return ·ÇNULL±íʾһÌõÓÐЧµÄ¼Ç¼,NULL±íʾË÷ÒýÔ½½ç + [·ÇḬ̈߳²È«] + */} + function GetRecord(iIndex:Integer = 0):IFuRecord;virtual;stdcall;abstract; + + {/** + * ɾ³ýÒ»Ìõ¼Ç¼ + *@param iIndex ¼Ç¼Ë÷ÒýλÖÃ,´Ó0¿ªÊ¼¼ÆÊý + *@return R_OK±íʾɾ³ý¹¦ÄÜ,·ñÔòʧ°Ü(¿ÉÄÜÊÇË÷ÒýÔ½½ç) + [·ÇḬ̈߳²È«] + */} + function DelRecord(iIndex:Integer = 0):Integer;virtual;stdcall;abstract; + + {/** + * ɾ³ýËùÓеļǼ + *@return R_OK±íʾ³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function Clear():Integer;virtual;stdcall;abstract; +end; + +implementation + +end. diff --git a/drobot/src/uFutuSdkInterface.dcu b/drobot/src/uFutuSdkInterface.dcu new file mode 100644 index 00000000..f60d45a3 Binary files /dev/null and b/drobot/src/uFutuSdkInterface.dcu differ diff --git a/drobot/src/uFutuSdkInterface.pas b/drobot/src/uFutuSdkInterface.pas new file mode 100644 index 00000000..c1cd0680 --- /dev/null +++ b/drobot/src/uFutuSdkInterface.pas @@ -0,0 +1,248 @@ +{/********************************************************************** +* Ô´³ÌÐòÃû³Æ: futu_sdk_interface.h +* Èí¼þÖø×÷Ȩ: ºãÉúµç×ӹɷÝÓÐÏÞ¹«Ë¾ +* ϵͳÃû³Æ : 06°æ±¾ÆÚ»õϵͳ +* Ä£¿éÃû³Æ : ºãÉúÆÚ»õÖÜ±ß½Ó¿Ú +* ¹¦ÄÜ˵Ã÷ : ÖܱßͨÐŽӿڶ¨Òå +* ×÷ Õß : xdx +* ¿ª·¢ÈÕÆÚ : 20110315 +* ±¸ ×¢ : ÖܱßͨÐŽӿڶ¨Òå +* ÐÞ¸ÄÈËÔ± £º +* ÐÞ¸ÄÈÕÆÚ £º +* ÐÞ¸Ä˵Ã÷ £º20110315 ´´½¨ +**********************************************************************/} +unit uFutuSdkInterface; + +interface + +uses + Classes,uFutuDataTypes,uFutuMessageInterface; + +type + + //Ç°Ïò¶¨Òå + IFuCallBack = class; + +////////////////////////////////ÆÚ»õͨÐŶÔÏó½Ó¿Ú////////////////////////////////////////// + IHsFutuComm = class(IHSKnown) + public + {/** + * ÉèÖÃÅäÖòÎÊý + *@param szSection ½ÚµãÃû + *@param szName ÅäÖÃÏî + *@param szVal ÅäÖÃÖµ + *@return R_OK³É¹¦£¬ÆäËûʧ°Ü + [·ÇḬ̈߳²È«] + */} + function SetConfig(const szSection:PChar;const szName:PChar;const szVal:PChar):Integer;virtual;stdcall;abstract; + + {/** + * ³õʼ»¯½Ó¿Ú,ʼ»¯¸÷ÖÖÊý¾Ý,²¢´ÓµÇ½·þÎñÆ÷ÉÏÈ¡µÃÏàÓ¦µÄÐÅÏ¢ + *@param lpCallback Òì²½»Øµ÷¶ÔÏó,ÓÉÓû§¼Ì³Ð¶ÔÓ¦µÄ½Ó¿ÚʵÏÖÖ®,ΪNULLÔò±íʾ²»¹ØÐĻص÷ÐÅÏ¢ + *@param iTimeOut ³¬Ê±Ê±¼ä,±íʾ³õʼ»¯³¬Ê±Ê±¼ä,µ¥Î»ºÁÃë,-1±íʾÎÞÏÞÆڵȴý. + *@return R_OK±íʾ³É¹¦,ÆäËû±íʾʧ°Ü + [Ḭ̈߳²È«] + */} + function Init(lpCallback:IFuCallBack;iTimeOut:Integer=5000):Integer;virtual;stdcall;abstract; + + {/** + * Æô¶¯·þÎñ,½¨Á¢¸÷ÖÖÓ¦ÓõÄͨÐÅÁ¬½Ó.µ±Í¨ÐÅÁ¬½Ó¶Ï¿ªÊ±,Ò²¿ÉÒÔµ÷Óô˺¯Êý½øÐÐÖØÐÂÁ¬½Ó + *@param iType ÒªÆô¶¯µÄ·þÎñÀàÐÍ.ÔÊÐíÈ¡Öµ(»òÁ½ÕßÏà¼Ó):SERVICE_TYPE_TRADE,SERVICE_TYPE_QUOTE + *@param iTimeout Æô¶¯·þÎñ³¬Ê± + [Ḭ̈߳²È«] + */} + function Start(iType:Integer;iTimeOut:Integer=5000):Integer;virtual;stdcall;abstract; + + {/** + * Óû§µÇ¼,ÔÚ×ö¾ßÌåµÄÒµÎñ֮ǰ,ÐèÒªÏȵǽÒÔÈ¡µÃÏà¹ØµÄÈÏÖ¤Éí·ÝÐÅÏ¢ + *@param szUserID Óû§Ãû,Ò»°ãÖ¸×ʲúÕ˺Š+ *@param szUserPass Óû§ÃÜÂë + *@param reportFlag Óû§ÊÇ·ñÐèÒªUFTÖ÷Íƻر¨£¬1ÐèÒª£¬0²»ÐèÒª + * *@param lpReserved ÆäËûÊý¾Ý,V1°æ±¾±ØÐëÉèÖÃΪNULL + *@return ERR_OK±íʾÇëÇó³É¹¦(µ«´Ëʱ²¢²»±íʾÒѾ­µÇ½³É¹¦,Ðè´ÓÒì²½»Øµ÷ÖÐÈ¡Ó¦´ðÏûÏ¢) + [Ḭ̈߳²È«] + */} + function DoLogin(const szUserID:PChar;const szUserPass:PChar;const reportFlag:Integer;const lpReserved:Pointer = nil):Integer;virtual;stdcall;abstract; + + {/**luyj 20110701ÓÃÊäÈëµÄ²ÎÊýÀ´½ÓÊÜ»ØÀ¡ÐÅÏ¢¡£²»ÐèÒªÒì²½»Øµ÷¡£Ð޸ĵ¥20110623004 + * Óû§µÇ¼,ÔÚ×ö¾ßÌåµÄÒµÎñ֮ǰ,ÐèÒªÏȵǽÒÔÈ¡µÃÏà¹ØµÄÈÏÖ¤Éí·ÝÐÅÏ¢ + *@param szUserID Óû§Ãû,Ò»°ãÖ¸×ʲúÕ˺Š+ *@param szUserPass Óû§ÃÜÂë + *@param lpReceivedMsg Óû§µÄ·µ»ØÐÅÏ¢ + *@param reportFlag Óû§ÊÇ·ñÐèÒªUFTÖ÷Íƻر¨£¬1ÐèÒª£¬0²»ÐèÒª + *@param lpReserved ±£Áô²ÎÊý,±¾°æ±¾½Ó¿Ú±ØÐëÉèÖÃΪNULL + *@return ERR_OK±íʾÇëÇó³É¹¦(µ«´Ëʱ²¢²»±íʾÒѾ­µÇ½³É¹¦,Òª´ÓlpReceivedMsgÈ¡µÃÓ¦´ðÏûÏ¢) + [Ḭ̈߳²È«] + */} + function DoLoginEx(const szUserID:PChar;const szUserPass:PChar;lpReceivedMsg:IFuMessage;const reportFlag:Integer;const lpReserved:Pointer = nil):Integer;virtual;stdcall;abstract; + + {/** + *·¢ËÍÒ»¸öÒµÎñÇëÇóÏûÏ¢(·´À¡½á¹ûÔÚÒì²½»Øµ÷ÖнÓÊÕ) + *@param lpMessage Ò»ÌõÒµÎñÇëÇóÏûÏ¢,ÓÉÓû§¸ºÔð¹ÜÀíÆäÉúÃüÆÚ + *@param iKeyID Ò»¸ö×Ô¶¨Òå±êʶ,Òì²½Ó¦´ð°üÖлá´ø´Ë±êʶ.-1±íʾ²»¹ØÐĴ˱êÖ¾(ÔòĬÈÏÒì²½Ó¦´ðÒÔ×ʽðÕ˺Å×÷Ϊkeyid) + *@return ERR_OK±íʾ·¢ËÍÇëÇó³É¹¦,ÐèÒªÔÙÒì²½»Øµ÷ÖÐÈ¡ÏàÓ¦µÄÓ¦´ðÏûÏ¢½á¹û + [·ÇḬ̈߳²È«] + */} + function AsyncSend(const lpReqMsg:IFuMessage;iKeyID:Integer=-1):Integer;virtual;stdcall;abstract; + + {/** ͬ²½·¢ËÍÒ»¸öÒµÎñÇëÇóÏûÏ¢ + *@param lpReqMsg ÇëÇóµÄÒµÎñÏûÏ¢ [in] + *@param lpAnsMsg ͬ²½Ó¦´ðÒµÎñÏûÏ¢[out] + *@param iTimeout ³¬Ê±Ê±¼ä,µ¥Î»ºÁÃë + *@return ERR_OK±íʾ³É¹¦,ÆäËû±íʾʧ°Ü + [·ÇḬ̈߳²È«] + */} + function SyncSendRecv(const lpReqMsg:IFuMessage;lpAnsMsg:IFuMessage;iTimeout:Integer=3000):Integer;virtual;stdcall;abstract; + + {/** + * ·¢ËͶ©ÔÄÇëÇó,ÒµÎñ½ÓÊÕ½á¹û + *@param rType ¶©ÔÄÀàÐÍ(²Î¼ûREGTypeµÄ¶¨Òå) + *@param rAction ¶©ÔÄ/Í˶©µÈ¶¯×÷(²Î¼ûREGActionµÄ¶¨Òå) + *@param szParam ¸ù¾Ý²»Í¬µÄrTypeÇø·Ö: + ÈôÊÇÐÐÇé:szParam±íʾ¶©ÔĵĺÏÔ¼Áбí,ÒÔ¶ººÅ·Ö¸î×Ö·û´®,ÀýÈçWS905,a0905,cu0905,IF0905 + Èô¶©ÔÄÈ«Êг¡µÄÐÐÇé,¶©ÔÄ´úÂëΪALLWWW + ºÏÔ¼´®Ö»ÄÜÖ¸¶¨Ò»ÖÖÀàÐÍ(µ¥ÍÈ»òÕß×éºÏ) + ÈôÊǻر¨/¸öÈËÏûÏ¢:szParamÔò±íʾ´ý¶©ÔĵÄÓû§Õ˺Å,×¢ÒâÕâÀïµÄÕ˺Ŷ¼Êǵǽ¹ýµÄÕ˺Š+ *@return ERR_OK±íʾÇëÇó³É¹¦(´ÓÒì²½Ó¦´ðÖÐÈ¡¶©ÔĽá¹û),ÆäËû±íʾÇëÇóʧ°Ü + [·ÇḬ̈߳²È«] + */} + function SubscribeRequest(rType:REGType;rAction:REGAction;const szParam:PChar):Integer;virtual;stdcall;abstract; + + {/* + *Óû§µÇ³ö + *@param szUserID ´ýµÇ³öµÄÓû§Õ˺Š+ *@param lpReserved ±£ÁôÖ®ÓÃ,V1°æ±¾±ØÐëÉèÖÃΪNULL + *@return ERR_OK±íʾÇëÇó³É¹¦,¾ßÌå¿ÉÒԴӵǽӦ´ðÖÐÈ¡µÃÐÅÏ¢ + [Ḭ̈߳²È«] + */} + function DoLogout(const szUserID:PChar;const lpReserved:Pointer = nil):Integer;virtual;stdcall;abstract; + + {/** + * ¹Ø±ÕÇåÀíͨÐŶÔÏó,ÊÍ·ÅÏàÓ¦µÄ×ÊÔ´ + @return R_OK³É¹¦,ÆäËû±íʾʧ°Ü + [Ḭ̈߳²È«] + */} + function Stop():Integer;virtual;stdcall;abstract; + + {/** + * »ñÈ¡Á¬½Ó״̬ + *@param iIndexÁ¬½Ó±àºÅ.SERVICE_TYPE_TRADE - ±íʾ½»Ò×Á¬½Ó SERVICE_TYPE_QUOTE -ÐÐÇé(¿ÉÄÜ°üº¬»Ø±¨)Á¬½Ó + *@return »ñÈ¡Á¬½Ó״̬ + [Ḭ̈߳²È«] + */} + function GetStatus(iIndex:Integer):Integer;virtual;stdcall;abstract; + + {/** + * »ñÈ¡´íÎóÐÅÏ¢ + *@param iErrNo »ñÈ¡´íÎóÐÅÏ¢ + *@return »ñÈ¡´íÎóÐÅÏ¢µÄ˵Ã÷ + [Ḭ̈߳²È«] + */} + function GetErrorMsg(iErrNo:Integer):PChar;virtual;stdcall;abstract; + + {/** + * °ó¶¨ÊµÀýÏà¹ØÊý¾Ý + *@param lpKey Òª°ó¶¨µÄÊý¾Ý»º³åÇø + *@param iKeyLen Òª°ó¶¨µÄÊý¾Ý³¤¶È + *@return °ó¶¨³É¹¦,°ó¶¨Ê§°Ü + [Ḭ̈߳²È«] + */} + function SetKeyData(const lpKeyData:Pointer;iLen:Integer):Integer;virtual;stdcall;abstract; + + {/** + * »ñÈ¡°ó¶¨µÄÊý¾Ý + *param iLen ÒªbandingµÄÊý¾Ý³¤¶È + *return ·µ»ØÒª°ó¶¨µÄÊý¾ÝÖ¸Õë + [Ḭ̈߳²È«] + */} + function GetKeyData(var iLen:Integer):Pointer;virtual;stdcall;abstract; + end; + + ////////////////////////ͨÐÅÒì²½»Øµ÷½Ó¿Ú(×¢Òâ»Øµ÷ÖеÄIFuMessageÏûÏ¢ÓÉSDK¹ÜÀíÆäÉúÃüÖÜÆÚ)////////////////////////////////////////////////// + IFuCallBack = class(IHSKnown) + public + {/** + * Á¬½Ó״̬µÄ¸Ä±ä + *@param lpComm ͨÐŽӿڶÔÏó + *@param iRet ·µ»Ø״̬±êʶ + *@param szNotifyTime ·¢ÉúµÄʱ¼ä + *@param szMessage ˵Ã÷ÏûÏ¢ + */} + procedure OnConnStateNotify(lpInst:Pointer;iType:Integer;iStatus:Integer; + const szNotifyTime:PChar; + const szMsg:PChar);virtual;stdcall;abstract; + + {/** + * µÇ½Ӧ´ðÏûÏ¢ + *@param lpComm ͨÐŽӿڶÔÏó + */} + procedure OnRspLogin(lpInst:Pointer;lpMsg:IFuMessage);virtual;stdcall;abstract; + + {/** + * µÇ³ö·´À¡ + *@param lpComm ͨÐŽӿڶÔÏó + */} + procedure OnRspLogout(lpInst:Pointer;lpMsg:IFuMessage);virtual;stdcall;abstract; + + {/** + *¶©ÔÄ\Í˶©ÐÐÇé»òÕ߻ر¨µÄ½á¹û + *@param lpComm ͨÐŽӿڶÔÏó + *@param sType ¶©ÔÄÀàÐÍ(µ¥ÍÈÐÐÇé,»Ø±¨µÈ) + *@param aAction ÇëÇó·½Ê½(¶©ÔÄ,È¡Ïû,È¡ÏûÈ«²¿,¿ìÕÕ) + *@param iResult ¶©ÔĽá¹û,-1δ֪ʧ°Ü,0¶©Ôijɹ¦,1Öظ´¶©ÔÄ,2È¡Ïû³É¹¦,3ûÓж©ÔÄ¿ÉÒÔÈ¡Ïû + *@param lpParam ¸½¼ÓµÄ²ÎÊý,ÈôÊǻر¨Ó¦´ð,ÔòÊÇÕ˺Å;ÈôÊÇÐÐÇé,ÔòÊǺÏÔ¼´úÂë;ALLWWW±íʾËùÓÐ;NULLδ֪ + *@param szMessage ÎÄ×Ö˵Ã÷ + */} + procedure OnRspSubResult(lpInst:Pointer;sType:REGType; + aAction:REGAction;iResult:Integer; + const lpParam:PChar;const szMsg:PChar);virtual;stdcall;abstract; + + {/** + * ÒµÎñ½ÓÊÕµ½ÒµÎñÓ¦´ðÏûÏ¢ + *@param lpComm ͨÐŽӿڶÔÏó + *@param lpAnsData ÒµÎñÓ¦´ðÏûÏ¢ + */} + procedure OnReceivedBiz(lpInst:Pointer;lpAnsData:IFuMessage;iRet:Integer;iKeyID:Integer);virtual;stdcall;abstract; + + {/** + * ½ÓÊÕµ½µ¥ÍÈÊг¡ÐÐÇé + *@param lpComm ͨÐŽӿڶÔÏó + *@param lpInfo µ¥ÍÈÐÐÇéÊý¾Ý + */} + procedure OnRspMarketInfo(lpInst:Pointer;const lpData:LPCMarketInfo;rAction:REGAction);virtual;stdcall;abstract; + + //½ÓÊÕµ½×éºÏÊг¡ÐÐÇé + {/** + * ½ÓÊÕµ½µ¥ÍÈÊг¡ÐÐÇé + *@param lpComm ͨÐŽӿڶÔÏó + *@param lpInfo µ¥ÍÈÐÐÇéÊý¾Ý + */} + procedure OnRspArgMaketInfo(lpInst:Pointer;const lpData:LPCArgMarketInfo;rAction:REGAction);virtual;stdcall;abstract; + + {/** + * ½ÓÊÕµ½Î¯Íз´À¡ÏûÏ¢ + *@param lpComm ͨÐŽӿڶÔÏó + *@param lpInfo ίÍз´À¡ÏûÏ¢ + */} + procedure OnRecvOrderInfo(lpInst:Pointer;const lpInfo:LPCOrderRspInfo);virtual;stdcall;abstract; + + {/** + * ½ÓÊÕµ½¶©µ¥³É½»·´À¡ + *@param lpComm ͨÐŽӿڶÔÏó + *@param lpInfo ¶©µ¥³É½»·´À¡ + */} + procedure OnRecvOrderRealInfo(lpInst:Pointer;const lpInfo:LPCRealRspInfo);virtual;stdcall;abstract; + + {/** + * ÔÚÏ߸öÈËÏûÏ¢ + *@param lpComm ͨÐŽӿڶÔÏó + *@param szUsrID ÏûÏ¢Ïà¹ØµÄÕ˺Š+ *@param szMessage Ïà¹ØµÄ¸öÈËÏûÏ¢ + */} + procedure OnRspOnlineMsg(lpInst:Pointer;szUsrID:PChar;szMessage:PChar);virtual;stdcall;abstract; +end; + + +implementation + +end.