public ForwardDataIndeier(DataForForward_Code dataForForward)
{
this.dataForForward = dataForForward;
if (this.dataForForward.ReferedKLinePeriods.Count > 1)
{
List <IKLineData_Extend> indexKLines = new List <IKLineData_Extend>();
for (int i = 0; i < this.dataForForward.ReferedKLinePeriods.Count; i++)
{
KLinePeriod klinePeriod = this.dataForForward.ReferedKLinePeriods[i];
if (this.dataForForward.MainKLinePeriod == klinePeriod)
{
continue;
}
indexKLines.Add(this.dataForForward.GetKLineData(klinePeriod));
}
this.klineToKlineIndeier = new KLineToKLineIndeier(dataForForward.MainKLine, indexKLines);
}
if (this.dataForForward.UseTickData)
{
int tradingDay = dataForForward.TradingDay;
ITickData_Extend tickData = this.dataForForward.CurrentTickData;
this.klineToTickIndeier = new KLineToTickIndeier(tickData, dataForForward.MainKLine);
}
if (this.dataForForward.UseTimeLineData)
{
int tradingDay = dataForForward.TradingDay;
ITimeLineData_Extend timeLineData = this.dataForForward.CurrentTimeLineData;
this.timeToKLineIndeier = new TimeLineToKLineIndeier(dataForForward.MainKLine, timeLineData);
}
}
public void TestTimeLineToKLine()
{
string code = "RB1710";
int start = 20170601;
int end = 20170605;
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
//IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_5Minute);
IList <int> tradingDays = datapackage.GetTradingDays();
ITimeLineData timeLineData = datapackage.GetTimeLineData(tradingDays[0]);
TimeLineToKLineIndeier indeier = new TimeLineToKLineIndeier(klineData, timeLineData);
int tradingDayIndex = 0;
bool isFirst = true;
for (int i = klineData.BarPos; i < klineData.Length; i++)
{
if (!isFirst && klineData.IsDayStart(i))
{
tradingDayIndex++;
if (tradingDayIndex >= tradingDays.Count)
{
return;
}
timeLineData = datapackage.GetTimeLineData(tradingDays[tradingDayIndex]);
indeier.ChangeTradingDay(timeLineData);
}
isFirst = false;
klineData.BarPos = i;
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(i));
int barPos = indeier.GetTimeLineBarPosIfFinished(i);
if (barPos >= 0)
{
timeLineData.BarPos = barPos;
Console.WriteLine("分时线:" + timeLineData.GetBar(barPos));
}
Assert.AreEqual(klineData.Time, timeLineData.Time);
Assert.AreEqual(klineData.End, timeLineData.Price);
}
}
