public DataNavigate_Code_KLine(IDataPackage_Code dataPackage, double time, KLinePeriod klinePeriod)
{
this.dataPackage = dataPackage;
this.klinePeriod = klinePeriod;
this.sessionReader = dataPackage.GetTradingTimeReader();
this.ChangeTime(time);
}
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 TestRunStrategy_Minute()
{
string code = "RB1710";
int startDate = 20170301;
int endDate = 20170603;
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, startDate, endDate);
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_DataPackage strategyDataPackage = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
//strategyDataPackage.IsSaveResult = true;
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyDataPackage);
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Simple));
executor.Strategy = strategy;
executor.Run();
Console.WriteLine(executor.StrategyResult);
}
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 btStrategyDataPackage_Click(object sender, EventArgs e)
{
IDataPackage_Code dataPackage = this.chartComponent.Controller.CurrentNavigater.DataPackage;
FormStrategyDataPackage form = new FormStrategyDataPackage(dataPackage);
form.ShowDialog();
}
public void TestRunStrategy_Tick()
{
//data.reader.IDataReader dataReader = CommonData.GetDataReader();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, start, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = true;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_DataPackage arguments = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Single runner = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(arguments);
DateTime prevtime = DateTime.Now;
runner.Strategy = new MockStrategy(referedPeriods);
runner.Run();
DateTime time = DateTime.Now;
TimeSpan span = time.Subtract(prevtime);
Console.WriteLine(span.Minutes * 60 * 1000 + span.Seconds * 1000 + span.Milliseconds);
}
public void TestExecuteStrategy()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, start, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_DataPackage arguments = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Single runner = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(arguments);
DateTime prevtime = DateTime.Now;
runner.Strategy = new MockStrategy(null);
runner.OnFinished += Runner_OnFinished;
runner.Execute();
while (!isFinished)
{
}
DateTime time = DateTime.Now;
TimeSpan span = time.Subtract(prevtime);
Console.WriteLine(span.Minutes * 60 + span.Seconds);
}
private static IDataForward_Code GetKLineDataForward(string code, int start, int endDate)
{
//KLineData_RealTime klineData_1Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_1Minute);
//KLineData_RealTime klineData_5Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_5Minute);
//KLineData_RealTime klineData_15Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_15Minute);
//KLineData_RealTime klineData_1Day = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_1Day);
//Dictionary<KLinePeriod, KLineData_RealTime> dic = new Dictionary<KLinePeriod, KLineData_RealTime>();
//IList<int> tradingDays = CommonData.GetDataReader().TradingDayReader.GetTradingDays(start, endDate);
//dic.Add(KLinePeriod.KLinePeriod_1Minute, klineData_1Minute);
//dic.Add(KLinePeriod.KLinePeriod_5Minute, klineData_5Minute);
//dic.Add(KLinePeriod.KLinePeriod_15Minute, klineData_15Minute);
//dic.Add(KLinePeriod.KLinePeriod_1Day, klineData_1Day);
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_1Day);
referedPeriods.UseTickData = true;
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
IDataForward_Code klineDataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
//new HistoryDataForward_Code_TickPeriod(, code, periods, KLinePeriod.KLinePeriod_1Minute);
return(klineDataForward);
}
public StrategyExecutor_CodePeriod_MainContract(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments) : base(strategyCenter, strategyArguments)
{
this.strategyArguments = strategyArguments;
this.PrepareStrategyHelper();
IList <ICodePeriod> codePeriods = this.strategyArguments.CodePeriod.Contracts;
this.dataPackages = new List <IDataPackage_Code>();
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
this.dataPackages.Add(strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate));
}
this.BuildExecutorInfo();
for (int i = 0; i < dataPackages.Count; i++)
{
IDataPackage_Code dataPackage = dataPackages[i];
StrategyHelper executorStrategyHelper = new StrategyHelper();
executorStrategyHelper.QueryResultManager = this.strategyHelper.QueryResultManager;
executorStrategyHelper.Drawer = null;//TODO
executorStrategyHelper.Trader = this.strategyHelper.Trader;
StrategyArguments_DataPackage strategyArgument = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod, executorStrategyHelper);
StrategyExecutor_DataPackage executor = new StrategyExecutor_DataPackage(strategyCenter, strategyArgument, this.strategyExecutorInfo);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
this.executors.Add(executor);
}
}
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);
}
public HistoryDataForward_Code(IDataReader dataReader, string code, HistoryDataForwardArguments args)
{
IDataPackage_Code dataPackage = DataPackageFactory.CreateDataPackage(dataReader, code, args.StartDate, args.EndDate);
ForwardReferedPeriods referedPeriods = args.ReferedPeriods;
ForwardPeriod forwardPeriod = new ForwardPeriod(args.IsTickForward, args.ForwardKLinePeriod);
this.Init(dataPackage, referedPeriods, forwardPeriod);
}
public FormStrategyDataPackage(IDataPackage_Code dataPackage)
{
InitializeComponent();
this.lbCode.Text = dataPackage.Code;
this.lbStart.Text = dataPackage.StartDate.ToString();
this.lbEnd.Text = dataPackage.EndDate.ToString();
}
public DataForward_Code_Tick2(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
this.dataForForward_Code = new DataForForward_Code(dataPackage, referedPeriods);
}
public IDataNavigate_Code CreateDataNavigate_Code(string code, double time)
{
int openDate = this.dataReader.CreateTradingTimeReader(code).GetRecentTradingDay(time);
if (openDate < 0)
return null;
IDataPackage_Code dataPackage = DataPackageFactory.CreateDataPackage(dataReader, code, openDate, 500, 500);
return CreateDataNavigate_Code(dataPackage, time);
}
public FormStrategy(CompChartStrategyBinder binder, IStrategyInfo strategyInfo, IStrategy strategy, IDataPackage_Code dataPackage)
{
InitializeComponent();
this.binder = binder;
this.dataPackage = dataPackage;
InitStrategy(strategyInfo, strategy);
}
public DataForward_Code_Tick3(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.forwardData = new DataForForward_Code(dataPackage, referedPeriods);
this.forwardDataIndeier = new DataForForward_CodeIndeier(forwardData);
this.forwardPeriod = forwardPeriod;
Init();
InitData();
}
public IDataForward_Code CreateDataForward_Code(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
if (forwardPeriod.IsTickForward)
{
return(new DataForward_Code_Tick2(dataCenter, dataPackage, referedPeriods, forwardPeriod));
}
//return new HistoryDataForward_Code_TickPeriod(dataPackage, referedPeriods.UsedKLinePeriods, forwardPeriod.KlineForwardPeriod, referedPeriods.UseTimeLineData);
return(new DataForward_Code_KLine(dataCenter, dataPackage, referedPeriods, forwardPeriod));
}
public DataForForward_Code(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.dic_Period_KLineData = dataPackage.CreateKLineData_RealTimes(referedPeriods.UsedKLinePeriods);
this.mainKLinePeriod = referedPeriods.GetMinPeriod();
this.mainKLineData = this.dic_Period_KLineData[mainKLinePeriod];
this.cache_TradingDay = new CacheUtils_TradingDay(dataPackage.GetTradingDays());
}
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 HistoryDataForward_Code_TickPeriod(IDataPackage_Code dataPackage, IList <KLinePeriod> periods, KLinePeriod forwardPeriod, bool useTimeLineData)
{
this.allKLinePeriods = periods;
Dictionary <KLinePeriod, IKLineData_RealTime> allKLineData = dataPackage.CreateKLineData_RealTimes(periods);
IList <int> tradingDays = dataPackage.GetTradingDays();
this.useTimeLineData = useTimeLineData;
this.onBarArgument = new ForwardOnBarArgument(barFinishedInfos);
Init(dataPackage, allKLineData, tradingDays, forwardPeriod);
}
private void InitCodePackage(ChartComponent chartComponent)
{
IDataPackage_Code dataPackage = chartComponent.Controller.CurrentNavigater.DataPackage;
CodePeriodListChooser codePackageInfo = new CodePeriodListChooser();
codePackageInfo.Codes.Add(dataPackage.Code);
codePackageInfo.Start = dataPackage.StartDate;
codePackageInfo.End = dataPackage.EndDate;
this.compCodePackage1.Init(codePackageInfo);
}
public void Load(XmlElement xmlElem)
{
this.dataPackage = this.dataCenter.DataPackageFactory.CreateDataPackage_Code(xmlElem);
this.referedPeriods = new ForwardReferedPeriods();
this.referedPeriods.Load(xmlElem);
this.dic_Period_KLineData = dataPackage.CreateKLineData_RealTimes(referedPeriods.UsedKLinePeriods);
this.cache_TradingDay = new CacheUtils_TradingDay(dataPackage.GetTradingDays());
this.TradingDay = int.Parse(xmlElem.GetAttribute("tradingDay"));
}
public StrategyDrawer(IDataPackage_Code dataPackage, StrategyReferedPeriods referPeriods)
{
this.dataPackage = dataPackage;
foreach (KLinePeriod period in referPeriods.UsedKLinePeriods)
{
IKLineData_Extend klineData = dataPackage.GetKLineData(period);
dic_KLinePeriod_Start.Add(period, klineData.BarPos);
dic_KLinePeriod_DataKey.Add(period, new KLineKey(dataPackage.Code, dataPackage.StartDate, dataPackage.EndDate, period));
}
}
public IDataForward CreateHistoryDataForward(string[] codes, int startDate, int endDate, ForwardReferedPeriods[] referedPeriods, ForwardPeriod forwardPeriod)
{
IDataPackage_Code[] dataPackages = new IDataPackage_Code[codes.Length];
for (int i = 0; i < codes.Length; i++)
{
string code = codes[i];
IDataPackage_Code dataPackage = dataCenter.DataPackageFactory.CreateDataPackage_Code(code, startDate, endDate);
dataPackages[i] = dataPackage;
}
return(CreateHistoryDataForward(dataPackages, referedPeriods, forwardPeriod));
}
public DataForward_Code_KLine(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.navigateData = new DataForForward_Code(dataPackage, referedPeriods);
this.navigateData.TradingDay = navigateData.StartDate;
this.forwardPeriod = forwardPeriod;
this.mainKLineData = this.navigateData.GetKLineData(forwardPeriod.KlineForwardPeriod);
this.listenedCodes[0] = mainKLineData.Code;
this.onBarArgument = new ForwardOnBarArgument(this.barFinishedInfos, this);
InitKLine();
}
private void Init(IDataPackage_Code dataPackage, Dictionary <KLinePeriod, IKLineData_RealTime> allKLineData, IList <int> tradingDays, KLinePeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.dic_Period_KLineData = allKLineData;
this.tradingDays = tradingDays;
this.forwardPeriod = new ForwardPeriod(true, forwardPeriod);
InitData();
timer.Elapsed += Timer_Elapsed;
timer.AutoReset = true;
}
public DataNavigate_Code2(IDataPackage_Code dataPackage, DataForForward_Code forwarddata)
{
this.dataPackage = dataPackage;
foreach (KLinePeriod klinePeriod in forwarddata.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = forwarddata.GetKLineData(klinePeriod);
//this.dicNavigateKLine.Add(klinePeriod,new DataNavigate_Code_KLine())
}
//dicNavigateKLine
//this.NavigateTo(time);
}
public static IStrategyExecutor_Single CreateExecutor_DataPackage(string code, int start, int end)
{
IStrategyExecutorFactory executorFactory = StrategyCenter.Default.GetStrategyExecutorFactory();
StrategyReferedPeriods referedPeriods = GetReferedPeriods();
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end);
StrategyArguments_DataPackage strategyCodePeriod = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = executorFactory.CreateExecutor_History(strategyCodePeriod);
return(executor);
}
public StrategyExecutor_DataPackage(IStrategyCenter strategyCenter, StrategyArguments_DataPackage strategyArguments, StrategyExecutorInfo strategyExecutorInfo) : base(strategyCenter, strategyArguments)
{
this.dataPackage = strategyArguments.DataPackage;
this.codePeriod = new CodePeriod(dataPackage.Code, dataPackage.StartDate, dataPackage.EndDate);
if (strategyExecutorInfo == null)
{
this.InitStrategyExecutorInfo();
}
else
{
this.strategyExecutorInfo = strategyExecutorInfo;
}
}
public void AttachOtherData(string code)
{
if (dic_Code_DataForward.ContainsKey(code))
{
return;
}
int startDate = this.DataPackage.StartDate;
int endDate = this.DataPackage.EndDate;
IDataPackage_Code dataPackage_AttachCode = dataCenter.DataPackageFactory.CreateDataPackage_Code(code, startDate, endDate);
IDataForward_Code dataForward_AttachCode = new DataForward_Code_KLine(dataCenter, dataPackage_AttachCode, navigateData.ReferedPeriods, forwardPeriod);
this.dic_Code_DataForward.Add(code, dataForward_AttachCode);
}
