private static CacheUtils_TradingTime GetTradingSessionCache(string code)
{
IList <ITradingTime> tradingSessions = MockDataLoader.GetTradingTimeList(code);
CacheUtils_TradingTime cache = new CacheUtils_TradingTime(code, tradingSessions);
return(cache);
}
public ITradingTimeReader_Code CreateTradingTimeReader(string code)
{
IList <ITradingTime> sessions = tradingTimeStore.Load(code);
CacheUtils_TradingTime cache = new CacheUtils_TradingTime(code, sessions);
return(cache);
}
public void TestTransferKLine_DayOverNight()
{
string code = "m1505";
IKLineData klineData = MockDataLoader.GetKLineData(code, 20141215, 20150116, KLinePeriod.KLinePeriod_1Minute);
CacheUtils_TradingTime cache = new CacheUtils_TradingTime(code, MockDataLoader.GetTradingTimeList(code));
IKLineData data = DataTransfer_KLine2KLine.Transfer_Day(klineData, new KLinePeriod(KLineTimeType.DAY, 1), cache);
AssertUtils.AssertEqual_KLineData("Kline2Kline_M05_20141215_20150116_Day", GetType(), data);
}
public void TestTransferKLine_Day()
{
string code = "m1405";
IKLineData data_1min = MockDataLoader.GetKLineData(code, 20131216, 20131231, new KLinePeriod(KLineTimeType.MINUTE, 1));
CacheUtils_TradingTime cache = new CacheUtils_TradingTime(code, MockDataLoader.GetTradingTimeList(code));
IKLineData data = DataTransfer_KLine2KLine.Transfer_Day(data_1min, new KLinePeriod(KLineTimeType.DAY, 1), cache);
AssertUtils.AssertEqual_KLineData("Kline2kline_M05_20131216_20131231_Day", GetType(), data);
}
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 TestTransferKLine_Minute()
{
string code = "m1405";
int start = 20131216;
int end = 20131231;
List <double[]> tradingTime = MockDataLoader.GetTradingTime(code, start);
IKLineData data_1min = MockDataLoader.GetKLineData(code, start, end, KLinePeriod.KLinePeriod_1Minute);
CacheUtils_TradingTime cache = new CacheUtils_TradingTime(code, MockDataLoader.GetTradingTimeList(code));
//转换成5分钟线
IKLineData data = DataTransfer_KLine2KLine.Transfer(data_1min, KLinePeriod.KLinePeriod_5Minute, cache);
AssertUtils.AssertEqual_KLineData("Kline2Kline_M05_20131216_20131231_5Minute", GetType(), data);
//转换成15分钟
data = DataTransfer_KLine2KLine.Transfer(data_1min, new KLinePeriod(KLineTimeType.MINUTE, 15), cache);
AssertUtils.AssertEqual_KLineData("Kline2Kline_M05_20131216_20131231_15Minute", GetType(), data);
//转换成1小时
data = DataTransfer_KLine2KLine.Transfer(data_1min, new KLinePeriod(KLineTimeType.HOUR, 1), cache);
AssertUtils.AssertEqual_KLineData("Kline2Kline_M05_20131216_20131231_1Hour", GetType(), data);
}
public TradingTimeReader(string code, ITradingTimeStore tradingSessionStore)
{
this.code = code;
this.tradingSessionStore = tradingSessionStore;
this.cache = new CacheUtils_TradingTime(code, tradingSessionStore.Load(code));
}
