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 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 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 ForwardKLine(IKLineData_RealTime klineData, bool isBarFinished, bool isBarStart)
{
ITickBar tickBar = dataForForward_Code.CurrentTickData;
if (isBarFinished)
{
klineData.ResetCurrentBar();
}
else if (isBarStart)
{
KLineBar klineBar = KLineUtils.GetKLineBar(tickBar);
klineData.ChangeCurrentBar(klineBar, klineData.BarPos + 1);
}
else
{
KLineBar klineBar = KLineUtils.GetKLineBar(klineData, tickBar);
klineData.ChangeCurrentBar(klineBar);
}
dic_KLinePeriod_IsEnd[klineData.Period] = isBarFinished;
}
private void ForwardToday_KLine(IKLineData_RealTime klineData, double time, ITickData tickData, int prevTickIndex)
{
if (klineData.Period.Equals(KLinePeriod.KLinePeriod_1Day))
{
klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(klineData, tickData, prevTickIndex, tickData.BarPos));
return;
}
int nextKLineIndex = DataForward_Code_Tick.FindNextKLineIndex(klineData, time);
if (nextKLineIndex == klineData.BarPos)
{
klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(klineData, tickData, prevTickIndex, tickData.BarPos));
}
else
{
double periodStartTime = klineData.Arr_Time[nextKLineIndex];
int startTickIndex = FindNextTickIndex(tickData, prevTickIndex, time);
klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(tickData, startTickIndex, tickData.BarPos), nextKLineIndex);
}
}
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 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 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 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 ForwardNextDay_KLine(IKLineData_RealTime klineData, KLinePeriod period)
{
if (period.PeriodType >= KLineTimeType.DAY)
{
double day = currentTickData.TradingDay;
int nextKLineIndex = FindNextKLineIndex(klineData, day);
if (nextKLineIndex != klineData.BarPos)
{
dic_KLinePeriod_IsEnd[period] = true;
klineData.ChangeCurrentBar(GetKLineBar(currentTickData), nextKLineIndex);
}
else
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.ChangeCurrentBar(GetKLineBar(klineData, currentTickData));
}
return;
}
ITickBar tickBar = currentTickData.GetCurrentBar();
int nextbarPos = klineData.BarPos + 1;
klineData.ChangeCurrentBar(GetKLineBar(tickBar), nextbarPos);
}
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 InitData()
{
this.forwardData.TradingDay = forwardData.StartDate;
foreach (KLinePeriod period in forwardData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = forwardData.GetKLineData(period);
klineData.ChangeCurrentBar(GetKLineBar(forwardData.CurrentTickData));
}
if (this.forwardData.UseTimeLineData)
{
float lastEndPrice = this.forwardData.CurrentTimeLineData.YesterdayEnd; //dataPackage.GetLastEndPrice(forwardData.StartDate);
this.forwardData.CurrentTimeLineData.ChangeCurrentBar(GetTimeLineBar(forwardData.CurrentTickData, lastEndPrice));
}
foreach (string code in dic_Code_DataForward.Keys)
{
dic_Code_DataForward[code].ForwardNextDay(forwardData.TradingDay, this.Time);
}
}
public static void ChangeTime_KLineData(IKLineData_RealTime klineData_RealTime, int date, double time, ITickData_Extend tickData)
{
KLinePeriod klinePeriod = klineData_RealTime.Period;
int klineIndex = IndexOfTime(klineData_RealTime, klinePeriod, time, date);
//if(tickData.TradingDay !=date)
// tickData =
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
if (IsPeriodEnd(klineData_RealTime, klineIndex, tickData, tickIndex))
{
klineData_RealTime.BarPos = klineIndex;
klineData_RealTime.ResetCurrentBar();
return;
}
int startTickIndex = GetStartTickIndex(klineData_RealTime, tickData, klinePeriod, klineIndex);
KLineBar klineBar = GetKLineBar(tickData, startTickIndex, tickIndex);
klineData_RealTime.ChangeCurrentBar(klineBar, klineIndex);
}
private void ForwardBar_CurrentPeriod(IKLineData_RealTime klineData, IKLineBar klineBar)
{
double time = klineBar.Time;
IKLineBar oldbar = klineData.GetBar(klineData.BarPos);
KLineBar bar = new KLineBar();
bar.Time = klineBar.Time;
bar.Start = oldbar.Start;
bar.High = klineBar.High > oldbar.High ? klineBar.High : oldbar.High;
bar.Low = klineBar.Low < oldbar.Low ? klineBar.Low : oldbar.Low;
bar.End = klineBar.End;
bar.Mount = oldbar.Mount + klineBar.Mount;
bar.Money = oldbar.Money + klineBar.Money;
bar.Hold = klineBar.Hold;
klineData.ChangeCurrentBar(bar);
}
private void ForwardBar_NextPeriod(IKLineData_RealTime klineData, IKLineBar klineBar)
{
klineData.BarPos++;
klineData.ChangeCurrentBar(klineBar);
}