public IKLineData GetData(String code, int startDate, int endDate, KLinePeriod period)
{
if (period.PeriodType == KLineTimeType.MINUTE)
{
if (period.Period == 1 || period.Period == 15)
{
return(LoadKLineData(code, startDate, endDate, period));
}
IKLineData data = LoadKLineData(code, startDate, endDate, new KLinePeriod(KLineTimeType.MINUTE, 1));
return(DataTransfer_KLine2KLine.Transfer(data, period, null));
}
if (period.PeriodType == KLineTimeType.HOUR)
{
if (period.Period == 1)
{
return(LoadKLineData(code, startDate, endDate, period));
}
IKLineData data = LoadKLineData(code, startDate, endDate, new KLinePeriod(KLineTimeType.HOUR, 1));
return(DataTransfer_KLine2KLine.Transfer(data, period, null));
}
if (period.PeriodType == KLineTimeType.DAY)
{
if (period.Period == 1)
{
return(LoadKLineData(code, startDate, endDate, period));
}
IKLineData data = LoadKLineData(code, startDate, endDate, new KLinePeriod(KLineTimeType.DAY, 1));
return(DataTransfer_KLine2KLine.Transfer(data, period, null));
}
if (period.PeriodType == KLineTimeType.SECOND)
{
//return LoadKLineData_Second(code, startDate, endDate, period);
return(dataReaderExtend.GetKLineData_Second(code, startDate, endDate, period));
}
//return LoadKLineData(code, startDate, endDate, period);
throw new ArgumentException("暂未实现");
}
private void Init(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
Dictionary <KLinePeriod, KLineData_RealTime> allKLineData = new Dictionary <KLinePeriod, KLineData_RealTime>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
IKLineData klineData = this.dataPackage.GetKLineData(period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
allKLineData.Add(period, klineData_RealTime);
}
//ITimeLineData timelineData = this.dataReader.TimeLineDataReader.GetData(code, startDate);
//this.timeLineData_RealTime = new TimeLineData_RealTime(timelineData);
IList <int> allTradingDays = dataPackage.GetTradingDays();
if (forwardPeriod.IsTickForward)
{
//this.historyDataForward = new HistoryDataForward_Code_TickPeriod(dataReader, code, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
this.historyDataForward = new HistoryDataForward_Code_TickPeriod(dataPackage, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
}
else
{
KLinePeriod mainPeriod = forwardPeriod.KlineForwardPeriod;
KLineData_RealTime mainKLineData = allKLineData[mainPeriod];
this.historyDataForward = new HistoryDataForward_Code_KLinePeriod(Code, mainKLineData, allKLineData);
}
this.historyDataForward.OnRealTimeChanged += HistoryDataForward_OnRealTimeChanged;
this.historyDataForward.OnTick += KlineDataForward_OnTick;
this.historyDataForward.OnBar += KlineDataForward_OnBar;
}
private void AddStep(CodeInfo codeInfo, IList <IStep> steps)
{
IList <int> days = historyData.GetKLineDataDays(codeInfo.Code);
int start = codeInfo.Start;
if (start <= 0)
{
start = days[0];
}
int end = codeInfo.End;
if (end <= 0)
{
end = days[days.Count - 1];
}
for (int i = 0; i < klinePeriods.Count; i++)
{
KLinePeriod period = klinePeriods[i];
//Step_UpdateKLineData step = new Step_UpdateKLineData(codeInfo.Code, start, end, period, historyData, klineDataStore);
//steps.Add(step);
}
}
private void AddSteps_KLineData_Instrument(List <IStep> steps, CodeInfo codeInfo, CacheUtils_TradingDay tradingDaysCache)
{
//if (!(codeInfo.Exchange == "SQ" && codeInfo.Code.EndsWith("0000")))
// return;
string code = codeInfo.Code;
for (int i = 0; i < updatePeriods.Count; i++)
{
//TODO 暂时没处理FillUp的情况，考虑使用全覆盖的方式实现
KLinePeriod period = updatePeriods[i];
int lastUpdatedDate = updatedDataInfo.GetLastUpdatedKLineData(code, period);
int lastCodeDate = codeInfo.End;
if (lastCodeDate <= 0)
{
lastCodeDate = tradingDaysCache.LastTradingDay;
}
//20171015 ww 在不全面更新数据情况下，如果最新的交易日比合约截止时间更新，则不再更新该合约数据
int firstNewTradingDay = newTradingDays.Count == 0 ? tradingDaysCache.LastTradingDay : newTradingDays[0];
if (firstNewTradingDay > lastCodeDate)
{
continue;
}
if (!isFillUp)
{
if (lastUpdatedDate >= lastCodeDate || lastUpdatedDate >= tradingDaysCache.LastTradingDay)
{
continue;
}
}
Step_UpdateKLineData step = new Step_UpdateKLineData(codeInfo, period, tradingDaysCache, historyData, klineDataStore, updatedDataInfo, updateInfoStore, isFillUp);
steps.Add(step);
}
}
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);
}
public IStrategyExecutor CreateExecutor(IDataPackage_Code dataPackage, IStrategy strategy, KLinePeriod period)
{
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(period);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, period);
return(StrategyCenter.Default.GetStrategyExecutorFactory_History().CreateExecutorByDataPackage(dataPackage, referedPeriods, forwardPeriod, compChart1.StrategyHelper));
}
public static KLineData_RealTime GetKLineData_RealTime(string code, int startDate, int endDate, KLinePeriod klinePeriod)
{
IKLineData klineData = GetDataReader().KLineDataReader.GetData(code, startDate, endDate, klinePeriod);
return(new KLineData_RealTime(klineData));
}
/// <summary>
/// 得到股票或期货的K线数据
/// </summary>
/// <param name="code"></param>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <param name="klinePeriod"></param>
/// <returns></returns>
public static IKLineData GetKLineData(String code, int startDate, int endDate, KLinePeriod klinePeriod)
{
return(mockData.GetKLineData(code, startDate, endDate, klinePeriod));
}
public KLineBarPos(KLinePeriod klinePeriod, int barPos)
{
this.KLinePeriod = klinePeriod;
this.BarPos = barPos;
}
public static IList <double[]> GetKLineTimeList(IList <double[]>[] tradingPeriodArr, KLinePeriod klinePeriod)
{
List <double[]> klineTimeList = new List <double[]>();
for (int i = 0; i < tradingPeriodArr.Length; i++)
{
klineTimeList.AddRange(GetKLineTimeList(tradingPeriodArr[i], klinePeriod));
}
return(klineTimeList);
}
/// <summary>
/// 得到一天内K线的每一根柱子的时间
/// </summary>
/// <param name="openDateReader"></param>
/// <param name="openTimes"></param>
/// <param name="targetPeriod"></param>
/// <returns></returns>
public static List <double> GetKLineTimeList(int date, ITradingDayReader openDateReader, List <double[]> openTimes, KLinePeriod targetPeriod)
{
if (!openDateReader.IsTrade(date))
{
throw new ArgumentException(date + "不开盘");
}
int lastOpenDate = openDateReader.GetPrevTradingDay(date);
return(GetKLineTimeList(date, lastOpenDate, openTimes, targetPeriod));
}
public KLineNewDataInfo(InstrumentDatesInfo newDataInfo, KLinePeriod KLinePeriod)
{
this.NewDataInfo = newDataInfo;
this.KLinePeriod = KLinePeriod;
}
public static KLineDataTimeInfo GetKLineDataTimeInfo(IList <double[]> tradingPeriod, KLinePeriod klinePeriod)
{
return(new KLineDataTimeInfo(GetKLineTimeList(tradingPeriod, klinePeriod), klinePeriod));
}
public void Init(IDataCenter dataCenter, string code, double time, KLinePeriod klinePeriod)
{
this.chartComponent1.Init(dataCenter, code, time, klinePeriod);
this.currentInfoComponent1.Init(this.chartComponent1.Controller);
}
private static int GetStartTickIndex(IKLineData_RealTime klineData_RealTime, ITickData_Extend tickData, KLinePeriod klinePeriod, int klineIndex)
{
int startTickIndex;
if (klinePeriod.PeriodType == KLineTimeType.DAY)
{
startTickIndex = 0;
}
else
{
double klineTime = klineData_RealTime.BarPos == klineIndex?klineData_RealTime.GetCurrentBar_Original().Time : klineData_RealTime.Arr_Time[klineIndex];
startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime, true);
if (klineData_RealTime.IsTradingTimeStart(klineIndex))
{
while (!tickData.IsTradingTimeStart(startTickIndex))
{
startTickIndex--;
}
}
}
return(startTickIndex);
}
public bool IsPeriodEnd(KLinePeriod period)
{
return(this.currentRealTimeDataReader.IsPeriodEnd(period));
}
public IKLineData GetKLineData(KLinePeriod period)
{
return(this.currentRealTimeDataReader.GetKLineData(period));
}
public StrategyReferedPeriods(IList <KLinePeriod> usedKLinePeriods, KLinePeriod mainPeriod, bool useTick, bool useTimeLine) : base(usedKLinePeriods, useTick, useTimeLine)
{
this.mainPeriod = mainPeriod;
}
public static KLineDataTimeInfo GetKLineDataTimeInfo(IList <ITradingTime> tradingTimeList, KLinePeriod klinePeriod)
{
return(new KLineDataTimeInfo(GetKLineTimeList(tradingTimeList, klinePeriod), klinePeriod));
}
public bool IsPeriodEnd(KLinePeriod period)
{
//TODO 需要实现获取当日K线每个时间
return(false);
}
public static IList <double[]> GetKLineTimeList(IList <ITradingTime> tradingTimeList, KLinePeriod klinePeriod)
{
List <double[]> klineTimeList = new List <double[]>();
for (int i = 0; i < tradingTimeList.Count; i++)
{
klineTimeList.AddRange(GetKLineTimeList(tradingTimeList[i], klinePeriod));
}
return(klineTimeList);
}
public IKLineData GetKLineData(KLinePeriod period)
{
return(dataForForward.GetKLineData(period));
}
/// <summary>
/// 获得交易时间
/// </summary>
/// <param name="tradingTime"></param>
/// <param name="klinePeriod"></param>
/// <returns></returns>
public static IList <double[]> GetKLineTimeList(ITradingTime tradingTime, KLinePeriod klinePeriod)
{
return(GetKLineTimeList(tradingTime.TradingPeriods, klinePeriod));
}
public Strategy_MaList(KLinePeriod klinePeriod, int length)
{
this.period = klinePeriod;
this.length = length;
}
/// <summary>
/// 计算指定交易时间段内指定周期的K线的每个bar的起止时间
/// </summary>
/// <param name="tradingPeriod"></param>
/// <param name="klinePeriod"></param>
/// <param name="splitPeriod"></param>
/// <returns></returns>
public static List <double[]> GetKLineTimeList(IList <double[]> tradingPeriod, KLinePeriod klinePeriod)
{
List <double[]> klineTimeList = new List <double[]>();
int offset = 0;
for (int i = 0; i < tradingPeriod.Count; i++)
{
offset = GetTimeArr(tradingPeriod[i], klinePeriod, klineTimeList, offset);
}
return(klineTimeList);
}
/// <summary>
/// 得到当日的所有K线时间列表
/// </summary>
/// <param name="openDate">今日</param>
/// <param name="lastOpenDate">上一个开盘日</param>
/// <param name="tradingSession">交易时段</param>
/// <param name="targetPeriod"></param>
/// <returns></returns>
public static List <double> GetKLineTimeList(int date, int lastOpenDate, List <double[]> tradingSession, KLinePeriod targetPeriod)
{
bool overNight = IsOverNight(tradingSession);
bool isWeekStart = IsWeekStart(date, lastOpenDate);
KLineOpenPeriods dayOpenTime = TradingTimeUtils.GetKLineTimeList_DayOpenTime(tradingSession, targetPeriod);
List <double> klineFullTimes = new List <double>(dayOpenTime.KlineTimes.Count);
List <double> klineTimes = dayOpenTime.KlineTimes;
if (overNight)
{
bool isFistOpenTimeOverNight = IsOpenTimeOverNight(tradingSession[0]);
if (isWeekStart)
{
int firstDate = lastOpenDate;
int secondDate = (int)TimeUtils.AddDays(firstDate, 1);
AddFullKLineTimes(klineFullTimes, firstDate, klineTimes, 0, dayOpenTime.OverNightIndex - 1);
AddFullKLineTimes(klineFullTimes, secondDate, klineTimes, dayOpenTime.OverNightIndex, dayOpenTime.SplitIndeies[1] - 1);
AddFullKLineTimes(klineFullTimes, date, klineTimes, dayOpenTime.SplitIndeies[1], dayOpenTime.KlineTimes.Count - 1);
}
else
{
int firstDate = lastOpenDate;
AddFullKLineTimes(klineFullTimes, firstDate, dayOpenTime.KlineTimes, 0, dayOpenTime.OverNightIndex - 1);
AddFullKLineTimes(klineFullTimes, date, dayOpenTime.KlineTimes, dayOpenTime.OverNightIndex, dayOpenTime.KlineTimes.Count - 1);
}
}
else
{
AddFullKLineTimes(klineFullTimes, date, dayOpenTime.KlineTimes, 0, dayOpenTime.KlineTimes.Count - 1);
}
return(klineFullTimes);
}
public static String GetKLineDataPath(String csvDataPath, String code, int date, KLinePeriod period)
{
return(csvDataPath + "\\" + code + "\\kline\\" + period.ToEngString() + "\\" + code + "_" + period.ToEngString() + "_" + date + ".csv");
}
public IKLineData GetKLineData(KLinePeriod period)
{
return(currentNavigate_Code.GetKLineData(period));
}
public bool IsPeriodEnd(KLinePeriod period)
{
return(false);
}
public void Forward(KLinePeriod period, int len)
{
currentNavigate_Code.Forward(period, len);
}
