private void RealTimeReader_OnBar(object sender, IForwardOnBarArgument argument)
{
OnBar_ReferedStrategies(this.Strategy, argument);
IKLineData_Extend mainKLineData = argument.MainBar.KLineData;
if (this.strategyExecutorInfo != null)
{
this.strategyExecutorInfo.CurrentKLineData = mainKLineData;
}
if (HasBarFinishedEvent())
{
if (tempBarFinishedArguments == null)
{
tempBarFinishedArguments = new StrategyBarFinishedArguments(this.strategyExecutorInfo);
}
DealBarFinishEvent(tempBarFinishedArguments);
}
if (HasDayFinishedEvent() && mainKLineData.IsDayEnd())
{
if (tempDayFinishedArguments == null)
{
tempDayFinishedArguments = new StrategyDayFinishedArguments(this.strategyExecutorInfo);
}
DealDayFinishEvent(tempDayFinishedArguments);
}
this.strategyExecutorInfo.CurrentKLineData = mainKLineData;
this.strategyExecutorInfo.CurrentDay = mainKLineData.GetTradingTime().TradingDay;
if (mainKLineData.IsDayStart())
{
this.strategyExecutorInfo.CurrentDayIndex++;
//this.strategyExecutorInfo.CurrentDay = mainKLineData.GetTradingTime().TradingDay;
}
}
private void HistoryDataForward_Code_OnBar(object sender, IForwardOnBarArgument argument)
{
if (timeChange != null)
{
timeChange(this);
}
}
private void KlineDataForward_OnBar(object sender, IForwardOnBarArgument argument)
{
IForwardKLineBarInfo mainOnBarInfo = argument.MainBar;
printStrs_Forward_Tick.Add("kline:" + mainOnBarInfo.KLineBar);
Console.WriteLine("kline:" + mainOnBarInfo.KLineBar);
}
private void HistoryDataForward_OnBar(object sender, IForwardOnBarArgument argument)
{
string code1txt = code + ":" + argument.AllFinishedBars[0];
string code2txt = code2 + ":" + argument.GetOtherData(code2).GetKLineData(KLinePeriod.KLinePeriod_1Minute);
printStrs_Forward_KLine.Add(code1txt);
printStrs_Forward_KLine.Add(code2txt);
}
private void KlineDataForward_OnBar_CompareWithReader(object sender, IForwardOnBarArgument argument)
{
for (int i = 0; i < argument.AllFinishedBars.Count; i++)
{
IForwardKLineBarInfo info = argument.AllFinishedBars[i];
Console.WriteLine(info.KLinePeriod + ":" + info.KLineBar);
AddContent_KLine(info.KLinePeriod, info.KLineBar.ToString());
//list_OnBar.Add(info.KLinePeriod + ":" + info.KLineBar);
}
}
private void RealTimeReader_OnBar(object sender, IForwardOnBarArgument argument)
{
IForwardKLineBarInfo onBarInfo = argument.AllFinishedBars[0];
int barPos = onBarInfo.BarPos;
if (barPos == 0)
{
return;
}
Console.WriteLine("kline:" + onBarInfo.KLineData.GetBar(barPos - 1));
}
public DataForward_Code_KLine(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.navigateData = new DataForForward_Code(dataPackage, referedPeriods);
this.navigateData.TradingDay = navigateData.StartDate;
this.forwardPeriod = forwardPeriod;
this.mainKLineData = this.navigateData.GetKLineData(forwardPeriod.KlineForwardPeriod);
this.listenedCodes[0] = mainKLineData.Code;
this.onBarArgument = new ForwardOnBarArgument(this.barFinishedInfos, this);
InitKLine();
}
private void KlineDataForward_OnBar(object sender, IForwardOnBarArgument argument)
{
for (int i = 0; i < argument.AllFinishedBars.Count; i++)
{
IForwardKLineBarInfo info = argument.AllFinishedBars[i];
Assert.AreEqual(info.KLineBar.End, info.KLineData.End);
Console.WriteLine(info.KLinePeriod + ":" + info.KLineBar);
list_OnBar.Add(info.KLinePeriod + ":" + info.KLineBar);
AddContent(info.KLinePeriod, info.KLineBar.ToString());
}
//Print((IDataForward_Code)sender);
//AddToList(list_OnBar, (IHistoryDataForward_Code)sender);
}
private void OnBar_ReferedStrategies(IStrategy strategy, IForwardOnBarArgument argument)
{
IList <IStrategy> referedStrategies = strategy.GetReferedStrategies();
if (referedStrategies != null)
{
for (int i = 0; i < referedStrategies.Count; i++)
{
IStrategy referedStrategy = referedStrategies[i];
OnBar_ReferedStrategies(referedStrategy, argument);
}
}
strategy.OnBar(this, new StrategyOnBarArgument((ForwardOnBarArgument)argument));
}
private void Init()
{
this.onBarArgument = new ForwardOnBarArgument(barFinishedInfos, this);
foreach (KLinePeriod period in forwardData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = forwardData.GetKLineData(period);
if (period.Equals(forwardPeriod.KlineForwardPeriod))
{
this.mainKlineData = klineData;
}
}
timer.Elapsed += Timer_Elapsed;
timer.AutoReset = true;
}
private void KlineDataForward_OnBar1(object sender, IForwardOnBarArgument argument)
{
IDataForward_Code klineDataForward = (IDataForward_Code)sender;
//Console.WriteLine("DayEnd:" + klineDataForward.IsDayEnd
// + "|1MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Minute)
// + "|5MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_5Minute)
// + "|15MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_15Minute)
// + "|DayEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Day));
Console.WriteLine("1minute:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
Console.WriteLine("tradingTimeStart:" + klineDataForward.IsTradingTimeStart
+ "|tradingTimeEnd:" + klineDataForward.IsTradingTimeEnd
+ "|dayStart:" + klineDataForward.IsDayStart
+ "|dayEnd:" + klineDataForward.IsDayEnd);
}
private void PrepareData()
{
this.listenedCodes[0] = this.dataForForward_Code.Code;
this.dataForForward_Code.TradingDay = dataPackage.StartDate;
this.forwardDataIndeier = new ForwardDataIndeier(dataForForward_Code);
this.onBarArgument = new ForwardOnBarArgument(barFinishedInfos, this);
foreach (KLinePeriod period in referedPeriods.UsedKLinePeriods)
{
IKLineData_RealTime klineData = this.dataForForward_Code.GetKLineData(period);
klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(dataForForward_Code.CurrentTickData));
}
if (dataForForward_Code.UseTimeLineData)
{
ITimeLineData_RealTime timeLineData = dataForForward_Code.CurrentTimeLineData;
timeLineData.ChangeCurrentBar(TimeLineUtils.GetTimeLineBar(dataForForward_Code.CurrentTickData, timeLineData.YesterdayEnd));
}
}
private void KlineDataForward_OnBar2(object sender, IForwardOnBarArgument argument)
{
Console.WriteLine("Tick:" + ((IDataForward_Code)sender).GetTickData());
printStrs_Forward_TimeInfo_OnBar.Add("Tick:" + ((IDataForward_Code)sender).GetTickData());
IList <IForwardKLineBarInfo> onBarInfos = argument.AllFinishedBars;
for (int i = 0; i < onBarInfos.Count; i++)
{
IForwardKLineBarInfo onBar_Info = onBarInfos[i];
//Assert.AreEqual(onBar_Info.KLineBar.End, onBar_Info.KlineData.End);
Console.WriteLine(onBar_Info.KLinePeriod + ":" + onBar_Info.KLineBar.ToString());
printStrs_Forward_TimeInfo_OnBar.Add(onBar_Info.KLinePeriod + ":" + onBar_Info.KLineBar.ToString());
}
//PrintOnBar((IHistoryDataForward_Code)sender);
//printStrs.Add("kline:" + klineData.GetBar(index));
//Console.WriteLine("kline:" + klineData.GetBar(index));
}
private void Forward_OnBar2(object sender, IForwardOnBarArgument arguments)
{
}
private void KlineDataForward_OnBar_Long(object sender, IForwardOnBarArgument argument)
{
}
