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;
}
}
}
}
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 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);
}
}
}