generate_auto_trading_csv_file.Rmd

---
title: "Generate Auto Trading csv File"
author: "chenrujiue"
date: "2023-05-25"
output: html_document
---

```{r setup, include=FALSE}
knitr::opts_chunk$set(echo = TRUE)
library(timeDate)
library(lubridate)
```

Functions Of Time Order Generation

```{r Functions Of Time Order Generation, echo=FALSE}
gen_time_order <- function(
    cont = NULL, # Contract Name
    condi_start_time = paste(toString(Sys.Date()), "21:00:01"), # Orders begin at time, into seconds
    pos = 1, # positions for every order
    dire = NULL, # order direction
    num_orders = 10 # number of orders want to generate
    ){
  
  tradeOrder.colnames <- c("合约","类型","状态","触发条件","买卖","开平","投保","预埋时间","报单价格","报单手数","合约名")
  
  if(is.null(cont)){
    print("You must specify a contract name!")
    return("error")
  }else{
    tradeOrder.cont <- cont
    tradeOrder.contname <- toupper(cont)
  }
  
  tradeOrder.type <- c("条件单(时间)")
  
  tradeOrder.mode <- c("已启动")
  
  tradeOrder.condi.pre <- c("行情时间到")
  tradeOrder.condi.tS <- timeSequence(from = condi_start_time, by = "sec", length.out = num_orders)
  tradeOrder.condi <- c()
  for(i in 1:length(tradeOrder.condi.tS)){
    s = toString(tradeOrder.condi.tS[i])
    s = substr(s, start = 12, stop = nchar(s))
    condi = paste0(tradeOrder.condi.pre, s)
    tradeOrder.condi <- c(tradeOrder.condi, condi)
  }
  
  if(is.null(dire)){
    print("You must specify a trade direction! ")
    print("bk for 买开； sk for 卖开； bp for 买平仓； sp for 卖平仓； bpj for 买平今； spj for 卖平今")
    return("error")
  }else if(dire=="bk"){
    tradeOrder.dir <- c("买")
    tradeOrder.act <- c("开仓")
  }else if(dire=="sk"){
    tradeOrder.dir <- c("卖")
    tradeOrder.act <- c("开仓")
  }else if(dire=="bp"){
    tradeOrder.dir <- c("买")
    tradeOrder.act <- c("平仓")
  }else if(dire=="sp"){
    tradeOrder.dir <- c("卖")
    tradeOrder.act <- c("平仓")
  }else if(dire=="bpj"){
    tradeOrder.dir <- c("买")
    tradeOrder.act <- c("平今")
  }else if(dire=="spj"){
    tradeOrder.dir <- c("卖")
    tradeOrder.act <- c("平今")
  }
  
  tradeOrder.pur <- c("投机")
  
  tradeOrder.placetime <- c("08:55:00")
  
  tradeOrder.price <- c("对价")
  
  tradeOrder.pos <- toString(pos)
  
  # Generate Data Frame.
  # --------------------
  tradeOrder.df <- data.frame(
      con = tradeOrder.cont, 
		  type = tradeOrder.type,
		  mode = tradeOrder.mode,
		  condi = tradeOrder.condi,
		  dir = tradeOrder.dir,
		  act = tradeOrder.act,
		  pur = tradeOrder.pur,
		  time = tradeOrder.placetime,
		  price = tradeOrder.price,
		  pos = tradeOrder.pos,
		  contname = tradeOrder.contname)
  colnames(tradeOrder.df) <- tradeOrder.colnames
  
  return(tradeOrder.df)
}

```

## OPEN TRADE

```{r test the orders generate function}
tradeOrder.df <- gen_time_order(
  cont = "zn2307",
  condi_start_time = "2023-06-06 21:00:01",
  pos = 1,
  dir = "sk",
  num_orders = 4
)

# Saving to CSV file.
filePath <- getwd()
fileToSaveFileName <- "zn2307_op.csv"
fileToSave <- file.path(filePath, fileToSaveFileName)
write.csv(tradeOrder.df, file = fileToSave, row.names = FALSE, fileEncoding = "GB18030", quote = TRUE)

```

## CLOSE TRADE

```{r generate the desired csv file}
tradeOrder.df <- gen_time_order(
  cont = "zn2309",
  condi_start_time = "2023-06-07 14:59:01",
  pos = 1,
  dir = "bpj",
  num_orders = 4
)

# Saving to CSV file.
filePath <- getwd()
fileToSaveFileName <- "zn2307_cl.csv"
fileToSave <- file.path(filePath, fileToSaveFileName)
write.csv(tradeOrder.df, file = fileToSave, row.names = FALSE, fileEncoding = "GB18030", quote = TRUE)

```