private void DataForward_OnTick(object sender, IForwardOnTickArgument argument)
{
double time = argument.Time;
//if (time < 20170601.205900)
// return;
int tradingDay = argument.TickInfo.TickData.TradingDay;
if (prevTime == time)
{
return;
}
this.prevTime = time;
ITickData_Extend tickData = GetTickData(tradingDay);
//Console.WriteLine(tickData);
RealTimeDataPackageTimeChangeUtils.ChangeTime_TickData(tickData, time);
Assert.AreEqual(argument.TickInfo.TickBar.ToString(), tickData.ToString());
IRealTimeDataReader_Code realTimeData = ((IRealTimeDataReader_Code)sender);
RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_1Minute, tradingDay, time, tickData);
Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_1Minute).ToString(), klineData_1Minute.ToString());
RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_5Minute, tradingDay, time, tickData);
Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_5Minute).ToString(), klineData_5Minute.ToString());
RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_15Minute, tradingDay, time, tickData);
Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_15Minute).ToString(), klineData_15Minute.ToString());
RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_1Day, tradingDay, time, tickData);
Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_1Day).ToString(), klineData_1Day.ToString());
ITimeLineData_RealTime timeLineData = GetTimeLineData(tradingDay);
RealTimeDataPackageTimeChangeUtils.ChangeTime_TimeLineData(timeLineData, time, tickData);
Assert.AreEqual(realTimeData.GetTimeLineData().ToString(), timeLineData.ToString());
}
public StrategyOnBarArgument(IRealTimeDataReader_Code realTimeDataReader_Code, List <IForwardKLineBarInfo> onBarInfos) : base(realTimeDataReader_Code)
{
this.onBarInfos = onBarInfos;
for (int i = 0; i < onBarInfos.Count; i++)
{
IForwardKLineBarInfo bar = onBarInfos[i];
this.dic_Period_Bar.Add(bar.KLinePeriod, bar);
}
}
/**
* 综合算法：
* 1.找到疑似的高点低点
* 2.
*/
private void initTurnPoint(IRealTimeDataReader_Code currentData)
{
IKLineData klineData = currentData.GetKLineData(klinePeriod);
int barPos = klineData.BarPos;
IList <float> arr_HighPrice = klineData.Arr_High;
IList <float> arr_LowPrice = klineData.Arr_Low;
int zzLen = ZZLen;
int hlLen = HLLen;
/**
* 条件：
* 1.向前第二个chart是最近9个chart里最低点
* 2.该点和该点之前的点都高于之前的低点
*/
float refLow = GetRefData(arr_LowPrice, barPos, zzLen);
bool con_dd = refLow == MathUtils.Lowest(arr_LowPrice, barPos, hlLen) && MathUtils.GetPreviousData(arr_LowPrice, barPos, 1) > refLow &&
arr_LowPrice[barPos] > refLow;
float refHigh = MathUtils.GetPreviousData(arr_HighPrice, barPos, zzLen);
bool con_gd = refHigh == MathUtils.Highest(arr_HighPrice, barPos, hlLen) && MathUtils.GetPreviousData(arr_HighPrice, barPos, 1) < refHigh &&
arr_HighPrice[barPos] < refHigh;
if (!(con_gd || con_dd))
{
return;
}
int lastType = getLastPointType(barPos);
int pointPos = barPos - zzLen;
//发生在chart刚开始，之前还没有低点高点
if (lastType == 0)
{
if (con_gd)
{
addRealGd(arr_HighPrice, pointPos);
}
else
{
addRealDd(arr_LowPrice, pointPos);
}
}
//上一个是高点
else if (lastType == 1)
{
//又找到一个新高点
if (con_gd)
{
float currentHighPrice = arr_HighPrice[pointPos];
float lastHighPrice = MathUtils.GetPreviousData(Arr_RealGD, barPos, 0);
if (currentHighPrice > lastHighPrice)
{
Arr_PosRealGD.RemoveAt(Arr_PosRealGD.Count - 1);
Arr_RealGD.RemoveAt(Arr_RealGD.Count - 1);
addRealGd(arr_HighPrice, pointPos);
}
}
else if (con_dd)
{
addRealDd(arr_LowPrice, pointPos);
}
}
else
{
if (con_dd)
{
float currentLowPrice = arr_LowPrice[pointPos];
float lastLowPrice = MathUtils.GetPreviousData(Arr_RealDD, barPos, 0);
if (currentLowPrice < lastLowPrice)
{
Arr_PosRealDD.RemoveAt(Arr_PosRealDD.Count - 1);
Arr_RealDD.RemoveAt(Arr_RealDD.Count - 1);
addRealDd(arr_HighPrice, pointPos);
}
}
else if (con_gd)
{
addRealGd(arr_HighPrice, pointPos);
}
}
addPosPoint(zzLen, barPos, con_dd, con_gd);
}
public StrategyOnTickArgument(IRealTimeDataReader_Code realTimeDataReader_Code) : base(realTimeDataReader_Code)
{
}
