private void Executor_OnBarFinished(object sender, StrategyBarFinishedArguments arguments)
{
if (OnStrategyBarFinished != null)
{
OnStrategyBarFinished(sender, arguments);
}
}
private void RealTimeReader_OnBar(object sender, IForwardOnBarArgument argument)
{
OnBar_ReferedStrategies(this.Strategy, argument);
IKLineData_Extend mainKLineData = argument.MainBar.KLineData;
if (this.strategyExecutorInfo != null)
{
this.strategyExecutorInfo.CurrentKLineData = mainKLineData;
}
if (HasBarFinishedEvent())
{
if (tempBarFinishedArguments == null)
{
tempBarFinishedArguments = new StrategyBarFinishedArguments(this.strategyExecutorInfo);
}
DealBarFinishEvent(tempBarFinishedArguments);
}
if (HasDayFinishedEvent() && mainKLineData.IsDayEnd())
{
if (tempDayFinishedArguments == null)
{
tempDayFinishedArguments = new StrategyDayFinishedArguments(this.strategyExecutorInfo);
}
DealDayFinishEvent(tempDayFinishedArguments);
}
this.strategyExecutorInfo.CurrentKLineData = mainKLineData;
this.strategyExecutorInfo.CurrentDay = mainKLineData.GetTradingTime().TradingDay;
if (mainKLineData.IsDayStart())
{
this.strategyExecutorInfo.CurrentDayIndex++;
//this.strategyExecutorInfo.CurrentDay = mainKLineData.GetTradingTime().TradingDay;
}
}
protected void DealBarFinishEvent(StrategyBarFinishedArguments barFinishedArguments)
{
if (OnBarFinished != null)
{
OnBarFinished(this, barFinishedArguments);
}
}
private void InitStrategyExecutorInfo()
{
this.strategyExecutorInfo = new StrategyExecutorInfo(codePeriod, dataPackage.GetTradingDays().Count);
this.strategyExecutorInfo.CurrentDay = dataPackage.GetTradingDays()[0];
this.strategyExecutorInfo.CurrentDayIndex = 0;
this.tempBarFinishedArguments = new StrategyBarFinishedArguments(this.strategyExecutorInfo);
this.tempDayFinishedArguments = new StrategyDayFinishedArguments(this.strategyExecutorInfo);
}
private void Executor_OnBarFinished(object sender, StrategyBarFinishedArguments arguments)
{
//Console.WriteLine(arguments.ExecutorInfo.CurrentKLineData.GetCurrentBar() + " Finished");
}
private void Executor_OnBarFinished(object sender, StrategyBarFinishedArguments arguments)
{
DealBarFinishEvent(arguments);
}
