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;
}
}
public void TestKLineDataExtendDayStart()
{
string code = "RB1710";
int start = 20170601;
int end = 20170603;
IKLineData_Extend klineData = DataCenter.Default.DataReader.KLineDataReader.GetData_Extend(code, start, end, KLinePeriod.KLinePeriod_1Minute);
int barPos = klineData.BarPos;
for (int i = 0; i < klineData.Length; i++)
{
Console.WriteLine(i + ":" + klineData.GetBar(i).ToString());
}
Assert.IsTrue(klineData.IsDayStart());
klineData.BarPos += 1;
Assert.IsFalse(klineData.IsDayStart());
Assert.IsFalse(klineData.IsDayStart(barPos + 1));
Assert.IsFalse(klineData.IsDayEnd(12));
Assert.IsTrue(klineData.IsDayEnd(344));
Assert.IsTrue(klineData.IsDayStart(345));
}