private void InitData()
{
int currentTradingDay = tradingDays[0];
this.currentTickData = dataPackage.GetTickData(currentTradingDay);
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
IKLineData_RealTime klineData = dic_Period_KLineData[period];
klineData.ChangeCurrentBar(GetKLineBar(currentTickData));
if (period == forwardPeriod.KlineForwardPeriod)
{
mainKlineData = klineData;
}
}
//初始化分时线
//int lastTradingDay = dataReader.TradingDayReader.GetPrevTradingDay(currentTradingDay);
//IKLineData lastDayklineData = dataReader.KLineDataReader.GetData(code, lastTradingDay, lastTradingDay, KLinePeriod.KLinePeriod_1Day);
//if (lastDayklineData.Length == 0)
// lastEndPrice = currentTickData.Arr_Price[0];
//else
// lastEndPrice = lastDayklineData.End;
this.lastEndPrice = dataPackage.GetLastEndPrice(currentTradingDay);
if (useTimeLineData)
{
ITimeLineData timeLineData = dataPackage.GetTimeLineData(currentTradingDay);
if (timeLineData != null)
{
this.currentTimeLineData = new TimeLineData_RealTime(timeLineData);
this.currentTimeLineData.ChangeCurrentBar(GetTimeLineBar(currentTickData, lastEndPrice));
}
}
}
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);
}
/// <summary>
/// 得到今日的TICK数据
/// </summary>
/// <returns></returns>
public ITickData_Extend GetTickData()
{
if (currentTickData == null || currentTickData.TradingDay != tradingDay)
{
currentTickData = dataPackage.GetTickData(tradingDay);
}
DataNavigate_ChangeTime.ChangeTime_TickData(currentTickData, time);
return(currentTickData);
}
public ITickData_Extend GetTickData()
{
if (currentTickData == null || currentTickData.TradingDay != tradingDay)
{
currentTickData = dataPackage_Code.GetTickData(tradingDay);
}
RealTimeDataPackageTimeChangeUtils.ChangeTime_TickData(currentTickData, time);
return(currentTickData);
}
public void TestKLineToTick_Days()
{
string code = "RB1710";
int start = 20170601;
int end = 20170605;
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);
IList <int> tradingDays = datapackage.GetTradingDays();
ITickData tickData = datapackage.GetTickData(tradingDays[0]);
KLineToTickIndeier indeier = new KLineToTickIndeier(tickData, klineData);
DoIndex(list_OnBar, klineData, tickData, indeier);
for (int i = 1; i < tradingDays.Count; i++)
{
tickData = datapackage.GetTickData(tradingDays[i]);
indeier.ChangeTradingDay(tickData);
DoIndex(list_OnBar, klineData, tickData, indeier);
}
}
public void ChangeTime(double time)
{
if (this.time == time)
{
return;
}
this.time = time;
int date = this.sessionReader.GetTradingDay(time);
if (date < 0)
{
date = this.sessionReader.GetRecentTradingDay(time);
}
if (this.date != date)
{
this.date = date;
this.tickData = dataPackage.GetTickData(date);
}
int index = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
tickData.BarPos = index < 0 ? 0 : index;
}
private TimeLineData_RealTime GetTimeLineData_RealTime(int date, double time)
{
this.tickData = dataPackage.GetTickData(date);
this.timeLineData = (TimeLineData)dataPackage.GetTimeLineData(date);
return(GetTimeLineData_RealTime(timeLineData, tickData, time));
}
private KLineData_RealTime GetKLineData_RealTime(int date, double time)
{
this.tickData = dataPackage.GetTickData(date);
this.klineData = dataPackage.GetKLineData(klinePeriod);
return(GetKLineData_RealTime(klineData, tickData, time));
}