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 ForwardDataIndeier(DataForForward_Code dataForForward)
{
this.dataForForward = dataForForward;
if (this.dataForForward.ReferedKLinePeriods.Count > 1)
{
List <IKLineData_Extend> indexKLines = new List <IKLineData_Extend>();
for (int i = 0; i < this.dataForForward.ReferedKLinePeriods.Count; i++)
{
KLinePeriod klinePeriod = this.dataForForward.ReferedKLinePeriods[i];
if (this.dataForForward.MainKLinePeriod == klinePeriod)
{
continue;
}
indexKLines.Add(this.dataForForward.GetKLineData(klinePeriod));
}
this.klineToKlineIndeier = new KLineToKLineIndeier(dataForForward.MainKLine, indexKLines);
}
if (this.dataForForward.UseTickData)
{
int tradingDay = dataForForward.TradingDay;
ITickData_Extend tickData = this.dataForForward.CurrentTickData;
this.klineToTickIndeier = new KLineToTickIndeier(tickData, dataForForward.MainKLine);
}
if (this.dataForForward.UseTimeLineData)
{
int tradingDay = dataForForward.TradingDay;
ITimeLineData_Extend timeLineData = this.dataForForward.CurrentTimeLineData;
this.timeToKLineIndeier = new TimeLineToKLineIndeier(dataForForward.MainKLine, timeLineData);
}
}
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);
}
}
private static void DoIndex(List <string> list_OnBar, IKLineData_Extend klineData, ITickData tickData, KLineToTickIndeier indeier)
{
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));
}
}
}
}