public void TestForwardCodeIndeier()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, endDate);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Hour);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
referedPeriods.UseTickData = true;
referedPeriods.UseTimeLineData = true;
printLine.Clear();
DataForForward_Code data1 = new DataForForward_Code(dataPackage, referedPeriods);
DataForForward_CodeIndeier indeier = new DataForForward_CodeIndeier(data1);
int len = data1.GetMainKLineData().Length;
for (int i = 0; i < len; i++)
{
IKLineBar bar = data1.GetMainKLineData().GetBar(i);
Print(bar, indeier.GetFinishedBarsRelativeToMainKLine(i), data1);
}
AssertUtils.AssertEqual_List("forwardcodeindeier", GetType(), printLine);
}
private void AssertText(string code, int start, int end, string fileName)
{
List <string> list_OnBar = new List <string>();
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
ITickData tickData = datapackage.GetTickData(start);
KLineToTickIndeier indeier = new KLineToTickIndeier(tickData, klineData);
int lastBarPos;
for (int i = 0; i < tickData.Length; i++)
{
list_OnBar.Add("tick:" + tickData.GetBar(i));
Console.WriteLine("tick:" + tickData.GetBar(i));
int pos = indeier.GetKLineBarPosIfFinished(i, out lastBarPos);
if (pos >= 0)
{
list_OnBar.Add(klineData.Period + ":" + klineData.GetBar(pos));
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(pos));
for (int m = pos + 1; m <= lastBarPos; m++)
{
list_OnBar.Add(klineData.Period + ":" + klineData.GetBar(m));
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(m));
//lastBarPos = 1;
}
}
}
AssertUtils.AssertEqual_List(fileName, GetType(), list_OnBar);
}
public void TestKLineDataForward_Tick()
{
printStrs_Forward_Tick.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar;
klineDataForward.OnTick += KlineDataForward_OnTick;
DateTime prevtime = DateTime.Now;
while (klineDataForward.Forward())
{
}
DateTime time = DateTime.Now;
TimeSpan span = time.Subtract(prevtime);
Console.WriteLine(span.Minutes * 60 * 1000 + span.Seconds * 1000 + span.Milliseconds);
//ITimeLineData timeLineData = klineDataForward.GetTimeLineData();
//for(int i = 0; i < timeLineData.Length; i++)
//{
// ITimeLineBar timeLineBar = timeLineData.GetBar(i);
// Console.WriteLine(timeLineBar);
//}
AssertUtils.AssertEqual_List("forward_tick", GetType(), printStrs_Forward_Tick);
printStrs_Forward_Tick.Clear();
}
public void TestTrade()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170603;
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(code, startDate, endDate, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
StrategyAbstract strategy = (StrategyAbstract)StrategyGetter.GetStrategy(typeof(MockStrategy_Trade));
executor.Strategy = strategy;
executor.Run();
StrategyTrader_History trader = ((StrategyTrader_History)strategy.StrategyHelper.Trader);
IList <TradeInfo> tradeInfos = trader.Account.CurrentTradeInfo;
AssertUtils.PrintLineList((IList)tradeInfos);
AssertUtils.AssertEqual_List("StrategyTrade", GetType(), tradeInfos);
Assert.AreEqual(96250, trader.Account.Asset);
//Assert.AreEqual(98870, trader.Account.Asset);
//IList<OrderInfo> orderInfos = strategy.StrategyOperator.Trader.CurrentOrderInfo;
//for (int i = 0; i < tradeInfos.Count; i++)
//{
// Console.WriteLine(tradeInfos[i]);
//}
//Console.WriteLine(strategy.StrategyOperator.Trader.OwnerTrader.Account.Asset);
}
public void TestReadMainContract()
{
IDataReader dataReader = TestDataCenter.Instance.DataReader;
IList <MainContractInfo> contracts = dataReader.MainContractReader.GetMainContractInfos("RB", 20160101, 20170101);
//AssertUtils.PrintLineList((IList)contracts);
AssertUtils.AssertEqual_List("MainContract", GetType(), contracts);
}
public void TestGetAllCodes()
{
List <CodeInfo> codes = CsvUtils_Code.Load(TestCaseManager.GetTestCasePath(GetType(), "Codes"));
CacheUtils_CodeInfo cache = new CacheUtils_CodeInfo(codes);
List <CodeInfo> newcodes = cache.GetAllCodes();
AssertUtils.AssertEqual_List("Codes", GetType(), newcodes);
}
public void TestGetDataCenter()
{
string filePath = TestCaseManager.GetTestCasePath(GetType(), "datacenter.config");
DataCenter dataCenter = DataCenterManager.Create(filePath).GetDataCenterByUri("file:/E:/FUTURES/MOCKDATACENTER/");
List <CodeInfo> instruments = dataCenter.DataReader.CodeReader.GetAllCodes();
AssertUtils.PrintLineList(instruments);
AssertUtils.AssertEqual_List("instruments", GetType(), instruments);
}
public void TestIndeier()
{
List <string> list_OnBar = new List <string>();
string code = "RB1710";
int start = 20170601;
int end = 20170603;
AssertForwardData(code, start, end, list_OnBar);
AssertUtils.AssertEqual_List("ForwardDataIndeier", GetType(), list_OnBar);
}
public void TestGetAllCodesByVariety()
{
List <CodeInfo> codes = CsvUtils_Code.Load(TestCaseManager.GetTestCasePath(GetType(), "Codes"));
CacheUtils_CodeInfo cache = new CacheUtils_CodeInfo(codes);
List <CodeInfo> newcodes = cache.GetCodesByCatelog("m", 20160101);
//AssertUtils.PrintLineList(newcodes);
AssertUtils.AssertEqual_List("Codes_M_20160101", GetType(), newcodes);
}
public void TestKLineToKLine()
{
list_OnBar.Clear();
string code = "RB1710";
int start = 20170601;
int end = 20170603;
AssertKLineToKLine(code, start, end, list_OnBar);
AssertUtils.AssertEqual_List("forward_kline", GetType(), list_OnBar);
}
private void AssertDaySplitter(string code, int start, int end, KLinePeriod period, string fileName)
{
CacheUtils_TradingTime cache = GetTradingSessionCache(code);
IKLineData klineData = MockDataLoader.GetKLineData(code, start, end, period);
List <SplitterResult> results = DaySplitter.Split(klineData, cache);
AssertUtils.AssertEqual_List <SplitterResult>(fileName, GetType(), results);
//AssertUtils.PrintKLineData(klineData);
//AssertUtils.PrintLineList(results);
}
public void TestGetAllInstruments()
{
IDataReader dataReader = DataReaderFactory.CreateDataReader(DataCenterUri.URI);
List <CodeInfo> instruments = dataReader.CodeReader.GetAllCodes();
AssertUtils.PrintLineList(instruments);
AssertUtils.AssertEqual_List("instruments", GetType(), instruments);
CodeInfo instrument = dataReader.CodeReader.GetCodeInfo("m05");
Assert.AreEqual("M05", instrument.Code);
Assert.AreEqual("豆粕05", instrument.Name);
Assert.AreEqual("M", instrument.Catelog);
}
public void TestRunStrategy()
{
string code = "rb1710";
int start = 20170601;
int end = 20170603;
IStrategyExecutor_Single executor = StrategyTestUtils.CreateExecutor_CodePeriod(code, start, end);
MockStrategy strategy = new MockStrategy();
executor.Strategy = strategy;
//executor.Execute();
executor.Run();
//AssertUtils.PrintLineList(strategy.PrintData);
AssertUtils.AssertEqual_List("executorhistory", GetType(), strategy.PrintData);
}
public void TestTradingDaySaveLoad()
{
string path = TestCaseManager.GetTestCasePath(GetType(), "output_TradingDay");
List <int> tradingDays = MockDataLoader.GetAllTradingDays();
TradingDayStore_File store = new TradingDayStore_File(path);
store.Save(tradingDays);
TradingDayStore_File newstore = new TradingDayStore_File(path);
List <int> tradingDays2 = newstore.Load();
AssertUtils.AssertEqual_List(tradingDays, tradingDays2);
File.Delete(path);
}
public void TestInstrumentsSaveLoad()
{
string path = TestCaseManager.GetTestCasePath(GetType(), "CsvUtils_Instruments");
List <CodeInfo> instruments = CsvUtils_Code.Load(path);
string outputPath = TestCaseManager.GetTestCasePath(GetType(), "Instruments_Output.csv");
CsvUtils_Code.Save(outputPath, instruments);
List <CodeInfo> newInstruments = CsvUtils_Code.Load(outputPath);
AssertUtils.AssertEqual_List(instruments, newInstruments);
//TestCaseManager.SaveTestCaseFile(GetType(),)
//List<InstrumentInfo> instruments = MockDataLoader.GetAllInstruments();
//AssertUtils.AssertEqual_List("CsvUtils_Instruments", GetType(), instruments);
}
public void TestGetTradingSessionDetail()
{
string pluginPath = ScConfig.Instance.ScPath;
DataLoader_Variety dataLoader_Instrument = new DataLoader_Variety(pluginPath);
DataLoader_TradingSessionDetail dataLoader = new DataLoader_TradingSessionDetail(pluginPath, dataLoader_Instrument);
List <double[]> tradingSessionDetail = dataLoader.GetTradingTime("m1005", 20100104);
AssertUtils.AssertEqual_List <double[]>("tradingsessiondetail_normal", GetType(), tradingSessionDetail);
tradingSessionDetail = dataLoader.GetTradingTime("rb1005", 20100106);
AssertUtils.AssertEqual_List <double[]>("tradingsessiondetail_sqearly", GetType(), tradingSessionDetail);
tradingSessionDetail = dataLoader.GetTradingTime(20100104);
AssertUtils.PrintLineList(tradingSessionDetail);
}
public void TestKLineDataForward_OnBar()
{
list_OnBar.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
KLineDataForward_BigPeriod klineDataForward = GetDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar;
AddToList(list_OnBar, klineDataForward);
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_bigperiod", GetType(), list_OnBar);
}
public void TestKLineDataForward_OnBar()
{
list_OnBar.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = GetDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar;
list_OnBar.Add(KLinePeriod.KLinePeriod_1Minute + ":" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
Console.WriteLine(KLinePeriod.KLinePeriod_1Minute + ":" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_kline", GetType(), list_OnBar);
}
public void TestBiaoPuYongHua()
{
IDataProvider dataProvider = new DataProvider_BiaoPuYongHua(DataUpdateConst.SRCDATAPATH_BIAOPUYONGHUA, DataUpdateConst.PLUGINPATH);
List <int> tradingDays = dataProvider.GetNewTradingDays();
AssertUtils.AssertEqual_List("tradingdays", GetType(), tradingDays);
//AssertUtils.PrintLineList(tradingDays);
List <CodeInfo> codes = dataProvider.GetNewCodes();
AssertUtils.PrintLineList(codes);
AssertUtils.AssertEqual_List("codes", GetType(), codes);
ITickData tickData = dataProvider.LoadTickData("A1005", 20100105);
//AssertUtils.PrintTickData(tickData);
AssertUtils.AssertEqual_TickData("TickData_A1005_20100105", GetType(), tickData);
}
public void TestForward_TimeLineData()
{
printStrs_Forward_TimeLine.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, start, endDate, true, true, new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute });
klineDataForward.OnTick += KlineDataForward_OnTick;
DateTime prevtime = DateTime.Now;
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_tick_timeline", GetType(), printStrs_Forward_TimeLine);
printStrs_Forward_TimeLine.Clear();
}
public void TestKLineDataForward_Tick_OnBar()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
printStrs_Forward_TimeInfo_OnBar.Clear();
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar2;
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_tick_onbar", GetType(), printStrs_Forward_TimeInfo_OnBar);
printStrs_Forward_TimeInfo_OnBar.Clear();
}
public void TestForwardTimeInfo_OnTick()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
//klineDataForward.OnBar += KlineDataForward_OnBar1; ;
//klineDataForward.OnTick += KlineDataForward_OnTick;
klineDataForward.OnTick += KlineDataForward_OnTick1;
printStrs_Forward_TimeInfo_OnTick.Clear();
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_tick_timeinfo", GetType(), printStrs_Forward_TimeInfo_OnTick);
printStrs_Forward_TimeInfo_OnTick.Clear();
}
public void TestKLineDataForward_Minute()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
KLineDataForward_BigPeriod klineDataForward = GetDataForward(code, start, endDate);
List <string> list = new List <string>();
//Print(klineDataForward);
AddToList(list, klineDataForward);
while (klineDataForward.Forward())
{
//Print(klineDataForward);
AddToList(list, klineDataForward);
}
AssertUtils.AssertEqual_List("forward_bigperiod", GetType(), list);
}
public void TestExecuteStrategy_MA()
{
string code = "rb1710";
int start = 20170601;
int end = 20170603;
IStrategyExecutor_Single executor = StrategyTestUtils.CreateExecutor_CodePeriod(code, start, end);
MockStrategy_Ma strategy = new MockStrategy_Ma();
executor.Strategy = strategy;
executor.Run();
List <float> floats = strategy.MAList;
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end);
IKLineData_Extend klineData = dataPackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
List <float> floats2 = KLineDataUtils.MaList(klineData, klineData.BarPos, klineData.Length - 1, 5);
for (int i = 0; i < floats.Count; i++)
{
Console.WriteLine(floats[i] + "," + floats2[i]);
}
AssertUtils.AssertEqual_List(floats2, floats);
}
public void TestLoadDaily()
{
//string srcDataPath = @"E:\FUTURES\CSV\TICK_DAILY\";
//string pluginPath = @"D:\SCWORK\DEV\SC2\bin\Debug\plugin\cnfutures\";
IDataProvider dataProvider = new DataProvider_Daily(DataUpdateConst.SRCDATAPATH_DAILY, DataUpdateConst.PLUGINPATH);
List <int> tradingDays = dataProvider.GetNewTradingDays();
tradingDays.RemoveRange(40, tradingDays.Count - 40);
AssertUtils.AssertEqual_List("tradingdays", GetType(), tradingDays);
List <CodeInfo> codes = dataProvider.GetNewCodes();
codes.Sort(new CodeInfoComparer());
//AssertUtils.PrintLineList(codes);
//AssertUtils.AssertEqual_List("codes", GetType(), codes);
ITickData tickData = dataProvider.LoadTickData("A1705", 20170405);
//AssertUtils.PrintTickData(tickData);
AssertUtils.AssertEqual_TickData("TickData_A1705_20170405", GetType(), tickData);
}
public void TestTickAttachKLine()
{
int start = 20170601;
int endDate = 20170602;
//string code = "A0401";
//int start = 20040106;
//int endDate = 20040106;
printStrs_Forward_KLine.Clear();
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, start, endDate, false);
historyDataForward.AttachOtherData(code2);
historyDataForward.OnBar += HistoryDataForward_OnBar;
historyDataForward.OnTick += HistoryDataForward_OnTick;
//historyDataForward.OnTick += KlineDataForward_OnTick;
while (historyDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("attachcode_kline", GetType(), printStrs_Forward_KLine);
}
public void TestLoadJinShuYuan()
{
//string srcDataPath = @"E:\FUTURES\CSV\TICK_JSY\";
//string pluginPath = @"D:\SCWORK\DEV\SC2\bin\Debug\plugin\cnfutures\";
DataProvider_JinShuYuan dataProvider = new DataProvider_JinShuYuan(DataUpdateConst.SRCDATAPATH_JINSHUYUAN, DataUpdateConst.PLUGINPATH);
List <CodeInfo> codes = dataProvider.GetNewCodes();
//AssertUtils.PrintLineList(codes);
AssertUtils.AssertEqual_List("codes", GetType(), codes);
List <int> tradingDays = dataProvider.GetNewTradingDays();
AssertUtils.AssertEqual_List("tradingdays", GetType(), tradingDays);
ITickData tickData = dataProvider.LoadTickData("a1607", 20160503);
AssertUtils.AssertEqual_TickData("TickData_A1607_20160503", GetType(), tickData);
tickData = dataProvider.LoadTickData("CF1607", 20160503);
AssertUtils.AssertEqual_TickData("TickData_CF1607_20160503", GetType(), tickData);
//AssertUtils.PrintTickData(tickData);
}
private void Executor_OnFinished(object sender, StrategyFinishedArguments arguments)
{
AssertUtils.AssertEqual_List("executorhistory", GetType(), ((MockStrategy)arguments.Strategy).PrintData);
}