private bool ForwardToday_MainKLineData()
{
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
double nextTickTime = nextTickBar.Time;
IKLineData_RealTime klineData = forwardData.GetMainKLineData();
if (dic_KLinePeriod_IsEnd[forwardData.MainKLinePeriod])
{
dic_KLinePeriod_IsEnd[forwardData.MainKLinePeriod] = false;
}
else
{
int nextKLineIndex = FindNextKLineIndex(klineData, nextTickTime);
}
//if (nextKLineIndex == klineData.BarPos)
//{
// dic_KLinePeriod_IsEnd[period] = false;
// klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
//}
//else
//{
// dic_KLinePeriod_IsEnd[period] = true;
// klineData.ChangeCurrentBar(GetKLineBar(nextTickBar), nextKLineIndex);
//}
return(false);
}
private static int IndexOfTime(IKLineData_RealTime klineData, KLinePeriod klinePeriod, double time, int date)
{
if (klinePeriod.PeriodType == KLineTimeType.DAY)
{
return(TimeIndeierUtils.IndexOfTime_KLine(klineData.GetKLineData_Original(), date));
}
else
{
int index = TimeIndeierUtils.IndexOfTime_KLine(klineData, time);
if (klineData.IsTradingTimeEnd(index))
{
double endTime = klineData.GetEndTime(index);
if (index >= klineData.Length - 1)
{
return(index);
}
double nextStartTime = klineData.Arr_Time[index + 1];
double middleTime = (endTime + nextStartTime) / 2;
if (time < middleTime)
{
return(index);
}
return(index + 1);
}
return(index);
}
}
private void ForwardToday_KLineData(IKLineData_RealTime klineData, KLinePeriod period)
{
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
//日线，肯定不会跳到下一个bar
if (period.Equals(KLinePeriod.KLinePeriod_1Day))
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
return;
}
double nextTickTime = nextTickBar.Time;
int nextKLineIndex = FindNextKLineIndex(klineData, nextTickTime);
if (nextKLineIndex == klineData.BarPos)
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
}
else
{
dic_KLinePeriod_IsEnd[period] = true;
klineData.ChangeCurrentBar(GetKLineBar(nextTickBar), nextKLineIndex);
}
}
private int FindNextKLineIndex(IKLineData_RealTime klineData, double time)
{
int prevBarPos = klineData.BarPos;
int barPos = prevBarPos;
if (barPos == klineData.Length - 1)
{
return(barPos);
}
while (barPos < klineData.Length)
{
double currentEndTime = GetEndTime(klineData, barPos);
if (currentEndTime > time)
{
return(barPos);
}
barPos++;
}
//if (barPos >= klineData.Length)
return(barPos - 1);
//if (barPos != prevBarPos && klineData.Arr_Time[barPos] != time)
// barPos--;
//return barPos < 0 ? 0 : barPos;
}
private void InitData()
{
int currentTradingDay = tradingDays[0];
this.currentTickData = dataPackage.GetTickData(currentTradingDay);
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
IKLineData_RealTime klineData = dic_Period_KLineData[period];
klineData.ChangeCurrentBar(GetKLineBar(currentTickData));
if (period == forwardPeriod.KlineForwardPeriod)
{
mainKlineData = klineData;
}
}
//初始化分时线
//int lastTradingDay = dataReader.TradingDayReader.GetPrevTradingDay(currentTradingDay);
//IKLineData lastDayklineData = dataReader.KLineDataReader.GetData(code, lastTradingDay, lastTradingDay, KLinePeriod.KLinePeriod_1Day);
//if (lastDayklineData.Length == 0)
// lastEndPrice = currentTickData.Arr_Price[0];
//else
// lastEndPrice = lastDayklineData.End;
this.lastEndPrice = dataPackage.GetLastEndPrice(currentTradingDay);
if (useTimeLineData)
{
ITimeLineData timeLineData = dataPackage.GetTimeLineData(currentTradingDay);
if (timeLineData != null)
{
this.currentTimeLineData = new TimeLineData_RealTime(timeLineData);
this.currentTimeLineData.ChangeCurrentBar(GetTimeLineBar(currentTickData, lastEndPrice));
}
}
}
private void ForwardToday()
{
int prevMainBarPos = mainKlineData.BarPos;
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
IKLineData_RealTime klineData = dic_Period_KLineData[period];
ForwardToday_KLineData(klineData, period);
}
if (useTimeLineData)
{
ForwardToday_TimeLineData(currentTimeLineData);
}
currentTickData.BarPos++;
if (currentTickData.IsTradingTimeEnd(currentTickData.BarPos))
{
this.isTradingTimeEnd = true;
}
else
{
this.isTradingTimeEnd = false;
}
if (currentTickData.IsTradingTimeStart(currentTickData.BarPos))
{
this.isTradingTimeStart = true;
}
else
{
this.isTradingTimeStart = false;
}
}
private void IndexKLineData(int mainIndex, double time)
{
foreach (KLinePeriod period in data.ReferedKLinePeriods)
{
if (period.Equals(data.MainKLinePeriod))
{
continue;
}
if (period.PeriodType >= KLineTimeType.DAY)
{
if (period.Period == 1)
{
IKLineData_Extend mainKlineData = data.GetMainKLineData();
//if (mainKlineData.IsDayEnd(mainIndex))
if (mainKlineData.IsDayStart(mainIndex))
{
int currentDayIndex = GetCurrentIndex(period);
AddOnBarData(mainIndex - 1, period, currentDayIndex);
dic_Period_CurrentIndex[period] = currentDayIndex + 1;
}
}
continue;
}
IKLineData_RealTime klineData = data.GetKLineData(period);
int barIndex = FindBarIndex(klineData, time, GetCurrentIndex(period));
if (barIndex >= klineData.BarPos)
{
int endBarMainKLineIndex = mainIndex - 1;
AddOnBarData(endBarMainKLineIndex, period, barIndex);
dic_Period_CurrentIndex[period] = barIndex;
}
}
}
private static void ForwardNextDay_KLine(DataForForward_Code forwardData, IKLineData_RealTime klineData, KLinePeriod period)
{
ITickBar tickBar = forwardData.CurrentTickData.GetCurrentBar();
int nextbarPos = klineData.BarPos + 1;
klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(tickBar), nextbarPos);
}
private void ForwardToday()
{
int prevMainBarPos = mainKlineData.BarPos;
foreach (KLinePeriod period in forwardData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = forwardData.GetKLineData(period);
ForwardToday_KLineData(klineData, period);
}
ForwardToday_TimeLineData(forwardData.CurrentTimeLineData);
ITickData_Extend currentTickData = forwardData.CurrentTickData;
currentTickData.BarPos++;
if (currentTickData.IsTradingTimeEnd(currentTickData.BarPos))
{
this.isTradingTimeEnd = true;
}
else
{
this.isTradingTimeEnd = false;
}
if (currentTickData.IsTradingTimeStart(currentTickData.BarPos))
{
this.isTradingTimeStart = true;
}
else
{
this.isTradingTimeStart = false;
}
}
public DataForForward_Code(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.dic_Period_KLineData = dataPackage.CreateKLineData_RealTimes(referedPeriods.UsedKLinePeriods);
this.mainKLinePeriod = referedPeriods.GetMinPeriod();
this.mainKLineData = this.dic_Period_KLineData[mainKLinePeriod];
this.cache_TradingDay = new CacheUtils_TradingDay(dataPackage.GetTradingDays());
}
public static void ForwardNextDay(DataForForward_Code forwardData, int tradingDay)
{
forwardData.TradingDay = tradingDay;
foreach (KLinePeriod period in forwardData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = forwardData.GetKLineData(period);
ForwardNextDay_KLine(forwardData, klineData, period);
}
ForwardNextDay_TimeLine(forwardData);
}
private double GetEndTime(IKLineData_RealTime klineData, int barPos)
{
double endTime = klineData.GetEndTime(barPos);
if (barPos < klineData.Length - 1 && klineData.IsTradingTimeEnd(barPos))
{
endTime = (endTime + klineData.Arr_Time[barPos + 1]) / 2;
}
return(endTime);
}
private void ForwardKLineData(IKLineData_RealTime klineData)
{
IKLineBar nextMainBar = mainKLineData.GetBar(mainKLineData.BarPos + 1);
int currentBarPos = klineData.BarPos;
int nextBarPos = currentBarPos + 1;
if (nextBarPos >= klineData.Length)
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
else
{
double nextTime = klineData.Arr_Time[nextBarPos];
double nextMainTime = mainKLineData.Arr_Time[mainKLineData.BarPos + 1];
if (nextMainTime >= nextTime)
{
ForwardBar_NextPeriod(klineData, nextMainBar);
}
else
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
/*
* 20171021 ww
* 处理回测时非主K线要onbar时时间不对，如下5分钟线
*
* 1分钟:20170531.21,3102,3106,3095,3101,135598,0,3992164
* 1分钟:20170531.2101,3102,3103,3096,3096,58762,0,4008012
* 1分钟:20170531.2102,3095,3102,3094,3100,35524,0,4013054
* 1分钟:20170531.2103,3101,3101,3093,3094,35276,0,4023900
* 1分钟:20170531.2104,3094,3102,3094,3101,34660,0,4029194
* 5分钟:20170531.2104,3102,3106,3093,3101,299820,0,402919
*
* 正确5分钟线
* 5分钟:20170531.21,3102,3106,3093,3101,299820,0,4029194
*/
if (klineData.Period.Equals(KLinePeriod.KLinePeriod_1Day))
{
if (mainKLineData.IsDayEnd(mainKLineData.BarPos + 1))
{
klineData.ResetCurrentBar();
}
}
else if (mainKLineData.BarPos < mainKLineData.Length - 2)
{
double nextMainTime2 = mainKLineData.Arr_Time[mainKLineData.BarPos + 2];
if (nextMainTime2 >= nextTime)
{
klineData.ResetCurrentBar();
return;
}
}
}
}
internal void SetKLineData(KLinePeriod period, IKLineData_RealTime klineData)
{
if (dic_Period_KLineData.ContainsKey(period))
{
dic_Period_KLineData[period] = klineData;
}
else
{
dic_Period_KLineData.Add(period, klineData);
}
}
public static DataForNavigate_Code Create(DataForForward_Code dataForForward)
{
DataForNavigate_Code dataForNav = new DataForNavigate_Code(dataForForward.DataPackage, dataForForward.Time);
foreach (KLinePeriod klinePeriod in dataForForward.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = dataForForward.GetKLineData(klinePeriod);
dataForNav.dic_Period_KLineData.Add(klinePeriod, klineData);
}
return(dataForNav);
}
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();
}
public DataNavigate_Code2(IDataPackage_Code dataPackage, DataForForward_Code forwarddata)
{
this.dataPackage = dataPackage;
foreach (KLinePeriod klinePeriod in forwarddata.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = forwarddata.GetKLineData(klinePeriod);
//this.dicNavigateKLine.Add(klinePeriod,new DataNavigate_Code_KLine())
}
//dicNavigateKLine
//this.NavigateTo(time);
}
private static void ForwardNextDay_KLine(DataForForward_Code forwardData, IKLineData_RealTime klineData, KLinePeriod period)
{
ITickBar tickBar = forwardData.CurrentTickData.GetCurrentBar();
int nextbarPos = klineData.BarPos + 1;
//TODO 这样nextday算法还是不够准确
while (!klineData.IsDayStart(nextbarPos))
{
nextbarPos = klineData.BarPos + 1;
}
klineData.ChangeCurrentBar(GetKLineBar(tickBar), nextbarPos);
}
private bool IsCurrentTradingTimeEnd()
{
if (IsPeriodEnd(dataForForward_Code.MainKLinePeriod))
{
IKLineData_RealTime mainKlineData = dataForForward_Code.MainKLine;
if (mainKlineData.IsTradingPeriodEnd(mainKlineData.BarPos))
{
return(true);
}
}
return(false);
}
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 InitKLine()
{
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
IKLineData_RealTime klineData = dic_Period_KLineData[period];
//主K线最后前进
if (klineData == mainKLineData)
{
dic_KLinePeriod_IsEnd[period] = true;
continue;
}
klineData.ChangeCurrentBar(mainKLineData);
}
}
private void ForwardToday2()
{
bool isMainKLineDataEnd = ForwardToday_MainKLineData();
foreach (KLinePeriod period in forwardData.ReferedKLinePeriods)
{
if (period.Equals(forwardData.MainKLinePeriod))
{
continue;
}
IKLineData_RealTime klineData = forwardData.GetKLineData(period);
}
//forwardDataIndeier.
}
public void ForwardToday(double time)
{
this.time = time;
int prevTickIndex = dataForForward.CurrentTickData.BarPos;
ForwardToday_Tick(dataForForward.CurrentTickData, time);
foreach (KLinePeriod period in dataForForward.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = dataForForward.GetKLineData(period);
ForwardToday_KLine(klineData, time, dataForForward.CurrentTickData, prevTickIndex);
}
ForwardToday_TimeLine(dataForForward.CurrentTimeLineData, time, dataForForward.CurrentTickData, prevTickIndex);
}
private void InitKLine()
{
foreach (KLinePeriod period in this.navigateData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = this.navigateData.GetKLineData(period);
//主K线最后前进
if (klineData == mainKLineData)
{
dic_KLinePeriod_IsEnd[period] = true;
continue;
}
klineData.ChangeCurrentBar(mainKLineData);
}
}
private static double GetEndTime(IKLineData_RealTime klineData, int barPos)
{
if (klineData.Period.PeriodType >= KLineTimeType.DAY)
{
return(klineData.Time);
}
double endTime = klineData.GetEndTime(barPos);
if (barPos < klineData.Length - 1 && klineData.IsTradingTimeEnd(barPos))
{
endTime = (endTime + klineData.Arr_Time[barPos + 1]) / 2;
}
return(endTime);
}
private void ForwardKLine_NextPeriod(IKLineData_RealTime klineData, int newBarPos, ITickBar tickBar)
{
KLineBar bar = new KLineBar();
bar.Time = tickBar.Time;
bar.Start = tickBar.Price;
bar.High = tickBar.Price;
bar.Low = tickBar.Price;
bar.End = tickBar.Price;
bar.Money = tickBar.Mount * tickBar.Price;
bar.Mount = tickBar.Mount;
bar.Hold = tickBar.Hold;
klineData.BarPos = newBarPos;
klineData.ChangeCurrentBar(bar);
}
private void Index()
{
IKLineData_RealTime mainKLineData = data.GetMainKLineData();
IKLineData_Extend klineData = mainKLineData.GetKLineData_Original();
for (int i = klineData.BarPos + 1; i < klineData.Length; i++)
{
if (i == klineData.Length - 1)
{
IndexEndBarPos();
continue;
}
double time = klineData.Arr_Time[i];
IndexKLineData(i, time);
}
}
public DataNavigater_Code_KLinePeriod(IDataPackage_Code dataPackage, IList <KLinePeriod> periods, KLinePeriod mainKLinePeriod, bool useTimeLineData)
{
this.code = dataPackage.Code;
this.periods = periods;
this.dataPackage = dataPackage;
this.dic_Period_KLineData = this.dataPackage.CreateKLineData_RealTimes(periods);
this.mainKLineData = this.dic_Period_KLineData[mainKLinePeriod];
this.currentTradingDay = dataPackage.StartDate;
this.useTimeLineData = useTimeLineData;
if (useTimeLineData)
{
this.timeLineData = dataPackage.GetTimeLineData(dataPackage.StartDate);
}
this.forwardPeriod = new ForwardPeriod(false, mainKLineData.Period);
this.onBarArgument = new ForwardOnBarArgument(this.barFinishedInfos);
InitKLine();
}
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 static bool IsPeriodEnd(IKLineData_RealTime klineData_RealTime, int klineIndex, ITickData_Extend tickData, int tickIndex)
{
if (tickIndex == tickData.Length - 1)
{
return(true);
}
double tickTime = tickData.Time;
double nextTickTime = tickData.Arr_Time[tickIndex + 1];
if (klineIndex >= klineData_RealTime.Length - 1)
{
return(false);
}
double klineTime = klineData_RealTime.Arr_Time[klineIndex + 1];
return(tickTime < klineTime && nextTickTime >= klineTime);
}
