private void RealTimeReader_OnBar(object sender, IForwardOnBarArgument argument) { OnBar_ReferedStrategies(this.Strategy, argument); IKLineData_Extend mainKLineData = argument.MainBar.KLineData; if (this.strategyExecutorInfo != null) { this.strategyExecutorInfo.CurrentKLineData = mainKLineData; } if (HasBarFinishedEvent()) { if (tempBarFinishedArguments == null) { tempBarFinishedArguments = new StrategyBarFinishedArguments(this.strategyExecutorInfo); } DealBarFinishEvent(tempBarFinishedArguments); } if (HasDayFinishedEvent() && mainKLineData.IsDayEnd()) { if (tempDayFinishedArguments == null) { tempDayFinishedArguments = new StrategyDayFinishedArguments(this.strategyExecutorInfo); } DealDayFinishEvent(tempDayFinishedArguments); } this.strategyExecutorInfo.CurrentKLineData = mainKLineData; this.strategyExecutorInfo.CurrentDay = mainKLineData.GetTradingTime().TradingDay; if (mainKLineData.IsDayStart()) { this.strategyExecutorInfo.CurrentDayIndex++; //this.strategyExecutorInfo.CurrentDay = mainKLineData.GetTradingTime().TradingDay; } }
private void HistoryDataForward_Code_OnBar(object sender, IForwardOnBarArgument argument) { if (timeChange != null) { timeChange(this); } }
private void KlineDataForward_OnBar(object sender, IForwardOnBarArgument argument) { IForwardKLineBarInfo mainOnBarInfo = argument.MainBar; printStrs_Forward_Tick.Add("kline:" + mainOnBarInfo.KLineBar); Console.WriteLine("kline:" + mainOnBarInfo.KLineBar); }
private void HistoryDataForward_OnBar(object sender, IForwardOnBarArgument argument) { string code1txt = code + ":" + argument.AllFinishedBars[0]; string code2txt = code2 + ":" + argument.GetOtherData(code2).GetKLineData(KLinePeriod.KLinePeriod_1Minute); printStrs_Forward_KLine.Add(code1txt); printStrs_Forward_KLine.Add(code2txt); }
private void KlineDataForward_OnBar_CompareWithReader(object sender, IForwardOnBarArgument argument) { for (int i = 0; i < argument.AllFinishedBars.Count; i++) { IForwardKLineBarInfo info = argument.AllFinishedBars[i]; Console.WriteLine(info.KLinePeriod + ":" + info.KLineBar); AddContent_KLine(info.KLinePeriod, info.KLineBar.ToString()); //list_OnBar.Add(info.KLinePeriod + ":" + info.KLineBar); } }
private void RealTimeReader_OnBar(object sender, IForwardOnBarArgument argument) { IForwardKLineBarInfo onBarInfo = argument.AllFinishedBars[0]; int barPos = onBarInfo.BarPos; if (barPos == 0) { return; } Console.WriteLine("kline:" + onBarInfo.KLineData.GetBar(barPos - 1)); }
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 KlineDataForward_OnBar(object sender, IForwardOnBarArgument argument) { for (int i = 0; i < argument.AllFinishedBars.Count; i++) { IForwardKLineBarInfo info = argument.AllFinishedBars[i]; Assert.AreEqual(info.KLineBar.End, info.KLineData.End); Console.WriteLine(info.KLinePeriod + ":" + info.KLineBar); list_OnBar.Add(info.KLinePeriod + ":" + info.KLineBar); AddContent(info.KLinePeriod, info.KLineBar.ToString()); } //Print((IDataForward_Code)sender); //AddToList(list_OnBar, (IHistoryDataForward_Code)sender); }
private void OnBar_ReferedStrategies(IStrategy strategy, IForwardOnBarArgument argument) { IList <IStrategy> referedStrategies = strategy.GetReferedStrategies(); if (referedStrategies != null) { for (int i = 0; i < referedStrategies.Count; i++) { IStrategy referedStrategy = referedStrategies[i]; OnBar_ReferedStrategies(referedStrategy, argument); } } strategy.OnBar(this, new StrategyOnBarArgument((ForwardOnBarArgument)argument)); }
private void Init() { this.onBarArgument = new ForwardOnBarArgument(barFinishedInfos, this); foreach (KLinePeriod period in forwardData.ReferedKLinePeriods) { IKLineData_RealTime klineData = forwardData.GetKLineData(period); if (period.Equals(forwardPeriod.KlineForwardPeriod)) { this.mainKlineData = klineData; } } timer.Elapsed += Timer_Elapsed; timer.AutoReset = true; }
private void KlineDataForward_OnBar1(object sender, IForwardOnBarArgument argument) { IDataForward_Code klineDataForward = (IDataForward_Code)sender; //Console.WriteLine("DayEnd:" + klineDataForward.IsDayEnd // + "|1MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Minute) // + "|5MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_5Minute) // + "|15MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_15Minute) // + "|DayEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Day)); Console.WriteLine("1minute:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute)); Console.WriteLine("tradingTimeStart:" + klineDataForward.IsTradingTimeStart + "|tradingTimeEnd:" + klineDataForward.IsTradingTimeEnd + "|dayStart:" + klineDataForward.IsDayStart + "|dayEnd:" + klineDataForward.IsDayEnd); }
private void PrepareData() { this.listenedCodes[0] = this.dataForForward_Code.Code; this.dataForForward_Code.TradingDay = dataPackage.StartDate; this.forwardDataIndeier = new ForwardDataIndeier(dataForForward_Code); this.onBarArgument = new ForwardOnBarArgument(barFinishedInfos, this); foreach (KLinePeriod period in referedPeriods.UsedKLinePeriods) { IKLineData_RealTime klineData = this.dataForForward_Code.GetKLineData(period); klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(dataForForward_Code.CurrentTickData)); } if (dataForForward_Code.UseTimeLineData) { ITimeLineData_RealTime timeLineData = dataForForward_Code.CurrentTimeLineData; timeLineData.ChangeCurrentBar(TimeLineUtils.GetTimeLineBar(dataForForward_Code.CurrentTickData, timeLineData.YesterdayEnd)); } }
private void KlineDataForward_OnBar2(object sender, IForwardOnBarArgument argument) { Console.WriteLine("Tick:" + ((IDataForward_Code)sender).GetTickData()); printStrs_Forward_TimeInfo_OnBar.Add("Tick:" + ((IDataForward_Code)sender).GetTickData()); IList <IForwardKLineBarInfo> onBarInfos = argument.AllFinishedBars; for (int i = 0; i < onBarInfos.Count; i++) { IForwardKLineBarInfo onBar_Info = onBarInfos[i]; //Assert.AreEqual(onBar_Info.KLineBar.End, onBar_Info.KlineData.End); Console.WriteLine(onBar_Info.KLinePeriod + ":" + onBar_Info.KLineBar.ToString()); printStrs_Forward_TimeInfo_OnBar.Add(onBar_Info.KLinePeriod + ":" + onBar_Info.KLineBar.ToString()); } //PrintOnBar((IHistoryDataForward_Code)sender); //printStrs.Add("kline:" + klineData.GetBar(index)); //Console.WriteLine("kline:" + klineData.GetBar(index)); }
private void Forward_OnBar2(object sender, IForwardOnBarArgument arguments) { }
private void KlineDataForward_OnBar_Long(object sender, IForwardOnBarArgument argument) { }