private IDataForward_Code GetDataForward()
{
if (isTickForward)
{
return(dataForward);
}
if (this.dataForward != null)
{
this.dataForward.NavigateTo(Time);
return(this.dataForward);
}
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UseTickData = true;
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);
this.dataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(this.DataPackage, referedPeriods, forwardPeriod);
this.dataForward.Forward();
this.dataForward.NavigateTo(this.Time);
this.dataForward.OnRealTimeChanged += DataForward_OnRealTimeChanged;
return(this.dataForward);
}
public void TestSaveLoad_DataForward_Code()
{
string code = "rb1710";
int startDate = 20170601;
int endDate = 20170602;
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute, KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Hour, KLinePeriod.KLinePeriod_1Day }, true, false);
IDataForward_Code dataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(code, startDate, endDate, referedPeriods, forwardPeriod);
for (int i = 0; i < 100; i++)
{
dataForward.Forward();
}
Console.WriteLine(XmlUtils.ToString(dataForward));
XmlElement root = GetXmlRoot();
dataForward.Save(root);
IDataForward_Code dataForward2 = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(root);
for (int i = 0; i < 100; i++)
{
dataForward.Forward();
dataForward2.Forward();
}
Console.WriteLine(XmlUtils.ToString(dataForward2));
Assert.AreEqual(dataForward.Time, dataForward2.Time);
}
private void AssertForwardData(string code, int start, int end, List <string> list_OnBar)
{
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
List <KLinePeriod> usedKLinePeriods = new List <KLinePeriod>();
usedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
usedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
usedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
usedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Hour);
usedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods(usedKLinePeriods, true, true);
DataForForward_Code dataForForward = new DataForForward_Code(dataPackage, referedPeriods);
List <int> tradingDays = dataForForward.TradingDayReader.GetAllTradingDays();
dataForForward.TradingDay = tradingDays[0];
ForwardDataIndeier indeier = new ForwardDataIndeier(dataForForward);
IKLineData_Extend klineData = dataForForward.MainKLine;
int currentBarPos = klineData.BarPos;
for (int i = 0; i < tradingDays.Count; i++)
{
int tradingDay = tradingDays[i];
dataForForward.TradingDay = tradingDay;
currentBarPos = Forward(dataForForward, indeier, tradingDay, currentBarPos, list_OnBar);
}
}
private void AssertMockStrategy_Ma_Object1(IStrategy strategyObject)
{
ForwardReferedPeriods periods = strategyObject.GetStrategyPeriods();
Assert.AreEqual(false, periods.UseTickData);
Assert.AreEqual(2, periods.UsedKLinePeriods.Count);
Assert.AreEqual(KLinePeriod.KLinePeriod_1Minute, periods.UsedKLinePeriods[0]);
Assert.AreEqual(KLinePeriod.KLinePeriod_5Minute, periods.UsedKLinePeriods[1]);
}
public void TestSaveLoad_ReferedPeriod()
{
ForwardReferedPeriods rp = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute, KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Hour, KLinePeriod.KLinePeriod_1Day }, true, false);
XmlElement root = GetXmlRoot();
rp.Save(root);
ForwardReferedPeriods rp2 = new ForwardReferedPeriods();
rp2.Load(root);
Assert.AreEqual(rp, rp2);
}
public void Play()
{
this.isPlaying = true;
if (dataForward_Code == null || this.LastOperator == OPERATOR_NAVIGATE)
{
if (this.dataForward_Code != null)
{
this.dataForward_Code.OnRealTimeChanged -= DataForward_Code_OnRealTimeChanged;
}
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute, KLinePeriod.KLinePeriod_5Minute,
KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Hour, KLinePeriod.KLinePeriod_1Day }, true, true);
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
this.dataForward_Code = dataCenter.HistoryDataForwardFactory.CreateDataForward_Code(this.DataPackage, referedPeriods, forwardPeriod);
this.dataForward_Code.OnRealTimeChanged += DataForward_Code_OnRealTimeChanged;
this.dataForward_Code.NavigateTo(Time);
}
this.LastOperator = OPERATOR_PLAY;
this.dataForward_Code.Play();
}
public RealTimeReader_Strategy(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.code = dataPackage.Code;
this.startDate = dataPackage.StartDate;
this.endDate = dataPackage.EndDate;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
this.allKLineData = new Dictionary <KLinePeriod, KLineData_RealTime>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
IKLineData klineData = dataPackage.GetKLineData(period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
allKLineData.Add(period, klineData_RealTime);
}
IList <int> allTradingDays = dataPackage.GetTradingDays();
if (forwardPeriod.IsTickForward)
{
this.klineDataForward = new HistoryDataForward_Code_TickPeriod(dataPackage, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
}
else
{
KLinePeriod mainPeriod = forwardPeriod.KlineForwardPeriod;
KLineData_RealTime mainKLineData = allKLineData[mainPeriod];
this.klineDataForward = new HistoryDataForward_Code_KLinePeriod(code, mainKLineData, allKLineData);
}
this.klineDataForward.OnRealTimeChanged += KlineDataForward_OnRealTimeChanged;
this.klineDataForward.OnTick += KlineDataForward_OnTick;
this.klineDataForward.OnBar += KlineDataForward_OnBar;
//this.klineDataForward = HistoryDataForwardFactory.CreateHistoryDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
//this.klineDataForward.OnTick += KlineDataForward_OnTick;
//this.klineDataForward.OnBar += KlineDataForward_OnBar;
}
public DataForward_AttachCode_Tick(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.dataForForward = new DataForForward_Code(dataPackage, referedPeriods);
}
public void AttachOtherData(string code, ForwardReferedPeriods referedPeriods)
{
}
