Trader API top view @ perl ...

Target: 其實理由很簡單,為了簡化我的交易系統,讓整體的 flow 更完整點,不然東一塊西一塊的看起來真醜....像之前的所寫過的 learning plus: SDDE Server-V1 ,learning plus: DDE server for Stock ..怎現在都不知道在做啥....XD, 不過人說最初的心血是不會白費的,好在之前有些紀錄.不然還真是砍掉重練. Trader API 我們主要分成 3 大部份來講解 在 part 1 DDE, 主要透過 Web/DDE server 來抓取我們要的 info. 1. DDE part support 1-1 OFF_TIME data 1-1-1. history data @(Yahoo,Google) 1-1-2. super sell/buy [1,5,10,30] @ Web(yuanta) 1-1-3. trader info [1,5,10,30] @ Web (yuanta) 1-1-4. finance_bill [1] @ Web (yuanta) 1-2 ON_TIME data 1-2-1 Real DDE server @ Fubon e01 ex: data.pl

my $google = NET::GoogleDailyData->new();
 $google->get_history_data('2330.TW','2010/01/01','2010/10/10');
 $google->exp_history_data('2330.TW',"./DATA/2330.TW.csv");

my $yahoo  = NET::YahooDailyData->new();
 $yahoo->get_history_data('2330.TW','2010/01/01','2010/10/15');
 $yahoo->exp_history_data('2330.TW',"2330.TW.csv");

my $trader = NET::TraderDetail->new();
 $trader->get_trader_data();
 $trader->exp_trader_data("2010_10_20_trader_detail.csv");

#===========================================
#
# get super buy/sell[1,5,10,30] info from web
# get trader [1,5,30] info from web
#
#============================================
my $global = SYS::GLB->new();
my $market_super_hstable = $global->get_market_super_hstable;
#  printf Dumper($market_super_hstable);
my $market = NET::Market->new($market_super_hstable);
 $market->get_market_super_buyer_seller_data();
 $market->exp_market_data();

my $market_trader_hstable = $global->get_market_trader_hstable;
#printf Dumper($market_trader_hstable);
my $td4bysel = NET::Trader4BuySellDetail->new($market_trader_hstable);
 $td4bysel->get_market_trader_data();
 $td4bysel->exp_market_trader_data();

在 part 2 FINANCE 為資料分析 跟 簡單的判斷 2. FINANCE part support 2-1 Indicator 2-1-1 KD 2-1-2 BIAS 2-1-3 DMI 2-1-3 MACD 2-1-4 MA 2-1-5 OBV 2-1-6 PSY 2-1-7 RSI 2-1-8 SAR 2-1-9 VR 2-1-10 WR 2-2 Trader info 2-2-1 get trader info list by day 2-2-2 get statistic info by constrain 2-3 super buy/sell info 2-3-1 get super buy/sell by day 2-3-2 get statistic info by constrain ex:

my $ikd = FINANCE::KD->new($hslist);
my $kd  = $ikd->get_KD('30','2010/08/12');
printf Dumper($kd);

my $ibias = FINANCE::BIAS->new($hslist);
my $bias  = $ibias->get_BIAS('30','2010/08/12');
printf Dumper($bias);

my $idmi = FINANCE::DMI->new($hslist);
my $dmi  = $idmi->get_DMI('30','2010/08/12');
printf Dumper($dmi);

my $trader = TRADER::UTIL->new();
  $trader->set_market_super_hstable($market_super_hstable);
  $trader->set_market_trader_hstable($market_trader_hstable);

my $rst = $trader->get_bk_external_super_buy_hstable('1','2010/10/26');
  $rst = $trader->get_bk_main_super_sell_hstable('1','2010/10/26');
printf Dumper($rst);

  $rst = $trader->get_bk_external_trader_buy_hstable('1','2010/10/26','1440');
  $rst = $trader->get_bk_internal_trader_sell_hstable('1','2010/10/26','9800');

在 part 3 PROFIT 為回測分析我們進場點的 report

my %data = (
       "START_TIME"        => '2010/09/01',    #開始時間
       "END_TIME"          => '2010/10/18',    #結束時間
       "CAPITAL"           => '500000',        #成本
       "LEAVE_PROFIT_LOST" => '15.0',          #出場停損 10%
       "LEAVE_PROFIT_MAKE" => '10.0',           #出場獲利 7%
       "KEEP_PROFIT_LOST"  => '5.0',           #持有時確保 損失 達 -5%,如超過則回補
       "KEEP_PROFIT_MAKE"  => '3.0',           #持有時確保 獲利 達  3%,如操過則加碼  
       "KEEP_PROFIT_LOST_T"=> '1',             #最多回補次數 3 次
       "KEEP_PROFIT_MAKE_T"=> '0',             #最多加碼次數 3 次
       "KEEP_PROFIT_LENGTH"=> '1',             #每5 天 check 損失/獲利
       "PRICE_UP_LIMIT"    => '40',            #股價 <> '10',            #股價 > 10  的才會進場 check
);

my $prt = PROFIT::profit->new(\%data);
  $prt->get_input_set();
  $prt->set_history_path("./daily/");
  $prt->set_profit_info("Sharkv2_2010_09_10_c3.csv");
  $prt->get_profit_run();
  $prt->get_profit_report("rep.csv");
~                                          

有興趣的人可以到 http://github.com/funningboy 參考看看,當然也歡迎一起開發..@@