public StockSimulator(SecurityInfo _si, DateTime _startDate, DateTime _endDate, DataMonitor _da, DataReceiver _receiver, int _inteval, bool _needSimulate = false)
{
this.si = _si;
this.startDate = _startDate;
this.endDate = _endDate;
this.dataMonitor = _da;
this.inteval = _inteval;
this.dataReceiver = _receiver;
this.needSimulate = _needSimulate;
}
public void BackSimulator(List <TickData> list_tickdata, DataReceiver dataReceiver, int p)
{
for (int i = 0; i < list_tickdata.Count; i++)
{
//TickData tdx = list_tickdata[i];
dataReceiver.DataArrival(list_tickdata[i]);
}
TickData td = new TickData();
td.Code = string.Empty;
try
{
dataReceiver.DataArrival(td);
}
catch { }
}
public static DataReceiver AddDataReceiver(SecurityInfo si, Guid _policyGuid, bool isReal)
{
DataReceiver da = new DataReceiver();
da.SecInfo = si;
da.policyGuid = _policyGuid;
if (isReal)
{
lock (realLockingObj)
{
RealTimeDataReceivers.Add(da);
}
}
else
{
}
return(da);
}
public void Simulator(SecurityInfo si, DateTime startDate, DateTime endDate, DataReceiver da, int interval, bool needSimulte = false)
{
if (needSimulte)
{
DateTime today = startDate.Date;
MarketTimeRange marketRange = MarketTimeRange.getTimeRange(si.Market);
while (today <= endDate)
{
//DataTable tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\Okex%" + si.Code + "%" + today.ToString("yyyyMMdd") + ".csv");
//DataTable tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\" + si.Code + "-" + today.ToString("yyyyMMdd") + ".csv");
DataTable tickdatas = new DataTable();
try
{
tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\" + si.Code + "%" + today.ToString("yyyyMMdd") + ".csv");
}
catch { }
if (tickdatas.Rows.Count > 0)
{
for (int i = 0; i < tickdatas.Rows.Count; i++)
{
try
{
DataRow dr = tickdatas.Rows[i];
DateTime tickTime = System.Convert.ToDateTime(dr["timestamp"].ToString());
//DateTime tickTime = System.Convert.ToDateTime(dr["timestamp"].ToString().Replace("D", " ").Substring(0, 23));
TickData tickdata = new TickData();
tickdata.Code = si.Code;
tickdata.SecInfo = GlobalValue.GetFutureByCodeAndMarket(tickdata.Code, si.Market);
tickdata.Time = tickTime;
tickdata.Preclose = 0;
tickdata.Open = 0;
tickdata.High = 0;
tickdata.Low = 0;
tickdata.Ask = System.Convert.ToDouble(dr["askPrice"].ToString());
tickdata.Bid = System.Convert.ToDouble(dr["bidPrice"].ToString());
//tickdata.Last = System.Convert.ToDouble(dr["lastPrice"].ToString());
tickdata.Last = (tickdata.Ask + tickdata.Bid) / 2;
tickdata.Volume = 0;
tickdata.Amt = 0;
tickdata.IsReal = false;
for (int j = 0; j < 10; j++)
{
tickdata.Asks[j] = tickdata.Ask;
tickdata.Bids[j] = tickdata.Bid;
tickdata.Asksizes[j] = System.Convert.ToDouble(dr["askSize"]);
tickdata.Bidsizes[j] = System.Convert.ToDouble(dr["bidSize"]);
}
da.DataArrival(tickdata);
if (interval != 0)
{
Thread.Sleep(interval);
}
}
catch { }
}
}
today = today.AddDays(1);
}
//DataTable tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\rb15.csv");
////DataTable tickdatas = CSVFileHelper.OpenCSV(ConfigFileName.HistoryDataFileName + "\\XBTUSD-" + today.ToString("yyyyMMdd") + ".csv");
//if (tickdatas.Rows.Count > 0)
//{
// for (int i = 0; i < tickdatas.Rows.Count; i++)
// {
// DataRow dr = tickdatas.Rows[i];
// DateTime tickTime = System.Convert.ToDateTime(dr["timestamp"].ToString());
// //TickData tickdata = TickData.ConvertFromDataRow(dr);
// TickData tickdata = new TickData();
// tickdata.Code = "rb";
// tickdata.SecInfo = GlobalValue.GetFutureByCode(tickdata.Code);
// tickdata.Time = tickTime;
// tickdata.Preclose = 0;
// tickdata.Open = 0;
// tickdata.High = 0;
// tickdata.Low = 0;
// tickdata.Ask = System.Convert.ToDouble(dr["open"]);
// tickdata.Bid = System.Convert.ToDouble(dr["high"]);
// tickdata.Last = System.Convert.ToDouble(dr["close"]);
// tickdata.Volume = 0;
// tickdata.Amt = 0;
// tickdata.IsReal = false;
// for (int j = 0; j < 10; j++)
// {
// tickdata.Asks[j] = tickdata.Ask;
// tickdata.Bids[j] = tickdata.Bid;
// }
// da.DataArrival(tickdata);
// if (interval != 0)
// Thread.Sleep(interval);
// }
//}
}
TickData td = new TickData();
td.Code = string.Empty;
try
{
da.DataArrival(td);
}
catch { }
}
