public void TestForwardCodeIndeier()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, endDate);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Hour);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
referedPeriods.UseTickData = true;
referedPeriods.UseTimeLineData = true;
printLine.Clear();
DataForForward_Code data1 = new DataForForward_Code(dataPackage, referedPeriods);
DataForForward_CodeIndeier indeier = new DataForForward_CodeIndeier(data1);
int len = data1.GetMainKLineData().Length;
for (int i = 0; i < len; i++)
{
IKLineBar bar = data1.GetMainKLineData().GetBar(i);
Print(bar, indeier.GetFinishedBarsRelativeToMainKLine(i), data1);
}
AssertUtils.AssertEqual_List("forwardcodeindeier", GetType(), printLine);
}
public static KLineBar GetKLineBar(IKLineBar klineBar, ITickData tickData, int startIndex, int endIndex)
{
KLineBar bar = new KLineBar();
ITickBar endTickBar = tickData.GetBar(endIndex);
bar.Time = endTickBar.Time;
bar.Start = klineBar.Start;
float high = klineBar.High;
float low = klineBar.Low;
float money = klineBar.Money;
int mount = klineBar.Mount;
for (int i = startIndex; i <= endIndex; i++)
{
ITickBar tickBar = tickData.GetBar(i);
if (high < tickBar.Price)
{
high = tickBar.Price;
}
if (low > tickBar.Price)
{
low = tickBar.Price;
}
money += tickBar.Mount * tickBar.Price;
mount += tickBar.Mount;
}
bar.High = high;
bar.Low = low;
bar.End = endTickBar.Price;
bar.Money = money;
bar.Mount = mount;
bar.Hold = endTickBar.Hold;
return(bar);
}
private void DrawMount(Graphics g, IKLineBar chart, int index, PriceGraphicMapping priceMapping, float blockWidth, float blockPadding)
{
Rectangle rectangle = priceMapping.DrawRect;
bool isRed = chart.End > chart.Start;
//Brush b = new SolidBrush(isRed ? Color.Red : Color.LightSeaGreen);
Brush b = isRed ? this.colorConfig.Brush_CandleBlockUp : this.colorConfig.Brush_CandleBlockDown;
Pen p = new Pen(b);
double XMiddle = priceMapping.CalcX(index);
double YTop = priceMapping.CalcY(chart.Mount);
double YBottom = rectangle.Bottom;
double halfBlockWidth = (blockWidth - blockPadding) / 2;
float XLeft = (float)(XMiddle - halfBlockWidth);
float XRight = (float)(XMiddle + halfBlockWidth);
if (isRed)
{
g.DrawRectangle(p, (int)XLeft, (int)YTop, (int)halfBlockWidth * 2, (int)(YBottom - YTop));
}
else
{
g.FillRectangle(b, (int)XLeft, (int)YTop, (int)halfBlockWidth * 2, (int)(YBottom - YTop));
}
}
public void AddValue(int barPos, IKLineBar klineBar, double value)
{
data[barPos] = value;
if (klineBar.High > value && klineBar.Low < value)
{
MaCrossPoint point = new MaCrossPoint(barPos, klineBar, value);
recentCrossPoints.Add(point);
}
}
private void ForwardKLineData(IKLineData_RealTime klineData)
{
IKLineBar nextMainBar = mainKLineData.GetBar(mainKLineData.BarPos + 1);
int currentBarPos = klineData.BarPos;
int nextBarPos = currentBarPos + 1;
if (nextBarPos >= klineData.Length)
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
else
{
double nextTime = klineData.Arr_Time[nextBarPos];
double nextMainTime = mainKLineData.Arr_Time[mainKLineData.BarPos + 1];
if (nextMainTime >= nextTime)
{
ForwardBar_NextPeriod(klineData, nextMainBar);
}
else
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
/*
* 20171021 ww
* 处理回测时非主K线要onbar时时间不对，如下5分钟线
*
* 1分钟:20170531.21,3102,3106,3095,3101,135598,0,3992164
* 1分钟:20170531.2101,3102,3103,3096,3096,58762,0,4008012
* 1分钟:20170531.2102,3095,3102,3094,3100,35524,0,4013054
* 1分钟:20170531.2103,3101,3101,3093,3094,35276,0,4023900
* 1分钟:20170531.2104,3094,3102,3094,3101,34660,0,4029194
* 5分钟:20170531.2104,3102,3106,3093,3101,299820,0,402919
*
* 正确5分钟线
* 5分钟:20170531.21,3102,3106,3093,3101,299820,0,4029194
*/
if (klineData.Period.Equals(KLinePeriod.KLinePeriod_1Day))
{
if (mainKLineData.IsDayEnd(mainKLineData.BarPos + 1))
{
klineData.ResetCurrentBar();
}
}
else if (mainKLineData.BarPos < mainKLineData.Length - 2)
{
double nextMainTime2 = mainKLineData.Arr_Time[mainKLineData.BarPos + 2];
if (nextMainTime2 >= nextTime)
{
klineData.ResetCurrentBar();
return;
}
}
}
}
public static KLineBar CopyFrom(IKLineBar otherKlineBar)
{
KLineBar klineBar = new KLineBar();
klineBar.code = otherKlineBar.Code;
klineBar.start = otherKlineBar.Start;
klineBar.high = otherKlineBar.High;
klineBar.low = otherKlineBar.Low;
klineBar.end = otherKlineBar.End;
klineBar.mount = otherKlineBar.Mount;
klineBar.money = otherKlineBar.Money;
klineBar.hold = otherKlineBar.Hold;
return(klineBar);
}
private KLineBar GetKLineBar(IKLineBar klineBar, ITickBar tickBar)
{
KLineBar bar = new KLineBar();
bar.Time = tickBar.Time;
bar.Start = klineBar.Start;
bar.High = tickBar.Price > klineBar.High ? tickBar.Price : klineBar.High;
bar.Low = tickBar.Price < klineBar.Low ? tickBar.Price : klineBar.Low;
bar.End = tickBar.Price;
bar.Money = klineBar.Money + tickBar.Mount * tickBar.Price;
bar.Mount = klineBar.Mount + tickBar.Mount;
bar.Hold = tickBar.Hold;
return(bar);
}
public void ChangeTime(double time)
{
if (currentTime == time)
{
return;
}
//比如 20150531140500
//1分钟线可以正常显示
//日线需要将
int date = DaySplitter.GetTimeDate(time, dataCache_Code.GetOpenDateReader());
if (currentDate != date)
{
//TODO 将以前生成的klineChartBuilder_1Minute cache下来
this.currentDataCache_CodeDate = dataCache_Code.GetCache_CodeDate(date);
this.klineChartBuilder_1Minute = new RealTimeDataBuilder_DayData(currentDataCache_CodeDate, time);
this.currentDate = date;
}
int index = klineData.IndexOfTime(time);
double t = klineData.Arr_Time[index];
IKLineData todayMinuteKLineData = klineChartBuilder_1Minute.MinuteKlineData;
KLineBar currentMinuteChart = klineChartBuilder_1Minute.GetCurrentChart();
//TODO 这里最多只支持到日线，两日线或以上不支持
int startIndex;
if (t == (int)t)
{
startIndex = 0;
}
else
{
startIndex = todayMinuteKLineData.IndexOfTime(t);
}
int endIndex = todayMinuteKLineData.IndexOfTime(currentMinuteChart.Time);
IKLineBar currentChart = todayMinuteKLineData.GetAggrKLineBar(startIndex, endIndex - 1);
KLineBarMerge.MergeTo((KLineBar)currentChart, currentMinuteChart);
this.currentChart = currentChart;
this.currentTime = time;
}
public void ChangeCurrentBar(IKLineBar chart, int barPos)
{
this.BarPos = barPos;
if (chart == null)
{
list_Time.ClearTmpValue();
list_Start.ClearTmpValue();
list_High.ClearTmpValue();
list_Low.ClearTmpValue();
list_End.ClearTmpValue();
list_Mount.ClearTmpValue();
list_Money.ClearTmpValue();
list_Hold.ClearTmpValue();
list_Height.ClearTmpValue();
list_HeightPercent.ClearTmpValue();
list_BlockHigh.ClearTmpValue();
list_BlockLow.ClearTmpValue();
list_BlockHeight.ClearTmpValue();
list_BlockHeightPercent.ClearTmpValue();
list_UpPercent.ClearTmpValue();
}
else
{
list_Time.SetTmpValue(barPos, chart.Time);
list_Start.SetTmpValue(barPos, chart.Start);
list_High.SetTmpValue(barPos, chart.High);
list_Low.SetTmpValue(barPos, chart.Low);
list_End.SetTmpValue(barPos, chart.End);
list_Mount.SetTmpValue(barPos, chart.Mount);
list_Money.SetTmpValue(barPos, chart.Money);
list_Hold.SetTmpValue(barPos, chart.Hold);
list_Height.SetTmpValue(barPos, chart.Height);
list_HeightPercent.SetTmpValue(barPos, chart.HeightPercent);
list_BlockHigh.SetTmpValue(barPos, chart.BlockHigh);
list_BlockLow.SetTmpValue(barPos, chart.BlockLow);
list_BlockHeight.SetTmpValue(barPos, chart.BlockHeight);
list_BlockHeightPercent.SetTmpValue(barPos, chart.BlockHeightPercent);
float upPercent = barPos == 0 ?
(float)NumberUtils.percent(chart.End, chart.Start) :
(float)NumberUtils.percent(chart.End, klineData.Arr_End[barPos - 1]);
list_UpPercent.SetTmpValue(barPos, upPercent);
}
}
private void Loop(int startBarPos, int endBarPos)
{
double start = klineData.GetBar(startBarPos).End;
double high = 0;
double low = double.MaxValue;
for (int i = startBarPos; i <= endBarPos; i++)
{
IKLineBar bar = klineData.GetBar(i);
if (bar.High > high)
{
high = bar.High;
}
if (bar.Low < low)
{
low = bar.Low;
}
}
}
private void ForwardBar_CurrentPeriod(IKLineData_RealTime klineData, IKLineBar klineBar)
{
double time = klineBar.Time;
IKLineBar oldbar = klineData.GetBar(klineData.BarPos);
KLineBar bar = new KLineBar();
bar.Time = klineBar.Time;
bar.Start = oldbar.Start;
bar.High = klineBar.High > oldbar.High ? klineBar.High : oldbar.High;
bar.Low = klineBar.Low < oldbar.Low ? klineBar.Low : oldbar.Low;
bar.End = klineBar.End;
bar.Mount = oldbar.Mount + klineBar.Mount;
bar.Money = oldbar.Money + klineBar.Money;
bar.Hold = klineBar.Hold;
klineData.ChangeCurrentBar(bar);
}
//private KLineDataIndeier klineDataIndeier;
public void ChangeTime(double time)
{
if (this.time == time)
{
return;
}
if (!IsInCurrentKLineData(time))
{
Change(code, time, period);
return;
}
RefreshChartBuilder(time);
this.time = time;
this.currentKLineIndex = TimeIndeierUtils.IndexOfTime_KLine(klineData, time);
this.chartBuilder.ChangeTime(time);
IKLineBar chart = this.chartBuilder.GetCurrentChart();
klineData.SetRealTimeData(chart, currentKLineIndex);
}
private void Print(IKLineBar bar, IList <KLineBarPos> posList, DataForForward_Code data1)
{
if (posList == null)
{
return;
}
StringBuilder sb = new StringBuilder();
sb.Append(bar.Time + ":");
//Console.Write(bar.Time + ":");
for (int i = 0; i < posList.Count; i++)
{
KLineBarPos periodBar = posList[i];
//Console.Write(periodBar + "," + data1.GetKLineData(periodBar.KLinePeriod).GetBar(periodBar.BarPos).Time + "|");
sb.Append(periodBar + "," + data1.GetKLineData(periodBar.KLinePeriod).GetBar(periodBar.BarPos).Time + "|");
//Assert.AreEqual(bar.Time, data1.GetKLineData(posList[i].KLinePeriod).Time);
}
//Console.WriteLine();
printLine.Add(sb.ToString());
}
private void DrawCandle(Graphics g, IKLineBar chart, int index, PriceGraphicMapping priceMapping, float blockWidth, float blockPadding)
{
bool isRed = chart.End > chart.Start;
Brush b = isRed ? this.ColorConfig.Brush_CandleBlockUp : this.ColorConfig.Brush_CandleBlockDown;
if (chart.End.Equals(chart.Start))
{
b = this.ColorConfig.Brush_CandleFlat;
}
Pen p = new Pen(b);
float XMiddle = priceMapping.CalcX(index);
float YTop = priceMapping.CalcY(chart.High);
float YBottom = priceMapping.CalcY(chart.Low);
float YBlockTop = (float)priceMapping.CalcY(isRed ? chart.End : chart.Start);
float YBlockBottom = (float)priceMapping.CalcY(isRed ? chart.Start : chart.End);
//画上影线和下影线
g.DrawLine(p, new PointF(XMiddle, YTop), new PointF(XMiddle, YBlockTop));
g.DrawLine(p, new PointF(XMiddle, YBottom), new PointF(XMiddle, YBlockBottom));
float halfBlockWidth = (blockWidth - blockPadding) / 2;
float XLeft = XMiddle - halfBlockWidth;
float XRight = XMiddle + halfBlockWidth;
//画block
if (chart.End == chart.Start)
{
g.DrawLine(p, XLeft, YBlockBottom, XRight, YBlockBottom);
}
else if (isRed)
{
g.DrawRectangle(p, XLeft, YBlockTop, halfBlockWidth * 2, YBlockBottom - YBlockTop);
}
else
{
g.FillRectangle(b, XLeft, YBlockTop, halfBlockWidth * 2, YBlockBottom - YBlockTop);
}
}
public override void OnBar(object sender, IStrategyOnBarArgument currentData)
{
if (isOpen)
{
return;
}
IStrategyOnBarInfo barInfo = currentData.MainBar;
IKLineBar currentBar = barInfo.KLineBar;
IKLineBar lastBar = barInfo.KLineData.GetBar(barInfo.BarPos - 1);
//多头吞噬
if (currentBar.BlockHigh > lastBar.BlockHigh &&
currentBar.BlockLow < lastBar.BlockLow &&
currentBar.isRed() &&
currentBar.BlockHeight >= 20)
{
openPrice = currentBar.End;
StrategyHelper.Trader.Open(currentData.Code, data.market.OrderSide.Buy, openPrice, 10);
isOpen = true;
strategyResult.AddRow(currentBar.Code, barInfo.KLineBar.Time, new object[] { currentBar.BlockHeight, lastBar.BlockHeight });
IStrategyDrawer_PriceRect drawer = StrategyHelper.Drawer.GetDrawer_KLine(barInfo.KLinePeriod);
drawer.DrawPoint(new graphic.shape.PriceShape_Point(barInfo.BarPos, openPrice));
}
}
private void ForwardKLineData(IKLineData_RealTime klineData)
{
IKLineBar nextMainBar = mainKLineData.GetBar(mainKLineData.BarPos + 1);
int currentBarPos = klineData.BarPos;
int nextBarPos = currentBarPos + 1;
if (nextBarPos >= klineData.Length)
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
else
{
double nextTime = klineData.Arr_Time[nextBarPos];
double nextMainTime = mainKLineData.Arr_Time[mainKLineData.BarPos + 1];
if (nextMainTime >= nextTime)
{
ForwardBar_NextPeriod(klineData, nextMainBar);
}
else
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
}
}
private void DrawMount(Graphics g, IKLineBar chart, int index)
{
Rectangle rectangle = DisplayRect;
bool isRed = chart.End > chart.Start;
Brush b = new SolidBrush(isRed ? Color.Red : Color.LightSeaGreen);
Pen p = new Pen(b);
double XMiddle = priceMapping.CalcX(index);
double YTop = priceMapping.CalcY(chart.Mount);
double YBottom = rectangle.Bottom;
double halfBlockWidth = (BlockWidth - BlockPadding) / 2;
float XLeft = (float)(XMiddle - halfBlockWidth);
float XRight = (float)(XMiddle + halfBlockWidth);
if (isRed)
{
g.DrawRectangle(p, (int)XLeft, (int)YTop, (int)halfBlockWidth * 2, (int)(YBottom - YTop));
}
else
{
g.FillRectangle(b, (int)XLeft, (int)YTop, (int)halfBlockWidth * 2, (int)(YBottom - YTop));
}
}
private void ForwardBar_NextPeriod(IKLineData_RealTime klineData, IKLineBar klineBar)
{
klineData.BarPos++;
klineData.ChangeCurrentBar(klineBar);
}
public MaCrossPoint(int barPos, IKLineBar klineBar, double maPrice)
{
this.barPos = barPos;
this.klineBar = klineBar;
this.maPrice = maPrice;
}
/// <summary>
/// 修改当前chart，
/// </summary>
/// <param name="chart"></param>
public void ChangeCurrentBar(IKLineBar chart)
{
ChangeCurrentBar(chart, BarPos);
}
private void ForwardBar_NextPeriod(KLineData_RealTime klineData, IKLineBar klineBar)
{
klineData.BarPos++;
klineData.SetRealTimeData(klineBar);
}
private static KLineBar GetKLineBar(IKLineBar klineBar, ITickBar tickBar)
{
return(KLineUtils.GetKLineBar(klineBar, tickBar));
}
public KLineBarInfo(IKLineBar klineBar, int barPos)
{
this.KLineBar = klineBar;
this.BarPos = barPos;
}
