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);
}
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));
}
}
}
}
private void AssertKLineToKLine(string code, int start, int end, List <string> list_OnBar)
{
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end);
IKLineData_Extend mainKLine = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
IList <IKLineData_Extend> indexKLines = new List <IKLineData_Extend>();
indexKLines.Add(datapackage.GetKLineData(KLinePeriod.KLinePeriod_5Minute));
indexKLines.Add(datapackage.GetKLineData(KLinePeriod.KLinePeriod_15Minute));
indexKLines.Add(datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Hour));
indexKLines.Add(datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Day));
KLineToKLineIndeier indeier = new KLineToKLineIndeier(mainKLine, indexKLines);
int startMainPos = mainKLine.BarPos;
int endMainPos = mainKLine.Length - 1;
for (int i = startMainPos; i <= endMainPos; i++)
{
Console.WriteLine(mainKLine.Period + ":" + mainKLine.GetBar(i));
list_OnBar.Add(mainKLine.Period + ":" + mainKLine.GetBar(i));
PrintKLines(i, indeier, indexKLines, list_OnBar);
}
}
private static void PrintData(DataForForward_Code dataForForward, ForwardDataIndeier indeier, IKLineData_Extend klineData, int mainBarPos, KLinePeriod mainPeriod, List <string> list_OnBar)
{
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(mainBarPos));
list_OnBar.Add(klineData.Period + ":" + klineData.GetBar(mainBarPos));
for (int m = 0; m < dataForForward.ReferedKLinePeriods.Count; m++)
{
KLinePeriod period = dataForForward.ReferedKLinePeriods[m];
if (mainPeriod.Equals(period))
{
continue;
}
int barPos = indeier.GetOtherKLineBarPosIfFinished(mainBarPos, period);
if (barPos >= 0)
{
IKLineData otherKLine = dataForForward.GetKLineData(period);
Console.WriteLine(period + ":" + otherKLine.GetBar(barPos));
list_OnBar.Add(period + ":" + otherKLine.GetBar(barPos));
}
}
Console.WriteLine("分时线:" + dataForForward.CurrentTimeLineData.GetBar(mainBarPos));
list_OnBar.Add("分时线:" + dataForForward.CurrentTimeLineData.GetBar(mainBarPos));
}
public void TestTimeLineToKLine()
{
string code = "RB1710";
int start = 20170601;
int end = 20170605;
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
//IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_5Minute);
IList <int> tradingDays = datapackage.GetTradingDays();
ITimeLineData timeLineData = datapackage.GetTimeLineData(tradingDays[0]);
TimeLineToKLineIndeier indeier = new TimeLineToKLineIndeier(klineData, timeLineData);
int tradingDayIndex = 0;
bool isFirst = true;
for (int i = klineData.BarPos; i < klineData.Length; i++)
{
if (!isFirst && klineData.IsDayStart(i))
{
tradingDayIndex++;
if (tradingDayIndex >= tradingDays.Count)
{
return;
}
timeLineData = datapackage.GetTimeLineData(tradingDays[tradingDayIndex]);
indeier.ChangeTradingDay(timeLineData);
}
isFirst = false;
klineData.BarPos = i;
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(i));
int barPos = indeier.GetTimeLineBarPosIfFinished(i);
if (barPos >= 0)
{
timeLineData.BarPos = barPos;
Console.WriteLine("分时线:" + timeLineData.GetBar(barPos));
}
Assert.AreEqual(klineData.Time, timeLineData.Time);
Assert.AreEqual(klineData.End, timeLineData.Price);
}
}
public void TestKLineDataExtendDayStart()
{
string code = "RB1710";
int start = 20170601;
int end = 20170603;
IKLineData_Extend klineData = DataCenter.Default.DataReader.KLineDataReader.GetData_Extend(code, start, end, KLinePeriod.KLinePeriod_1Minute);
int barPos = klineData.BarPos;
for (int i = 0; i < klineData.Length; i++)
{
Console.WriteLine(i + ":" + klineData.GetBar(i).ToString());
}
Assert.IsTrue(klineData.IsDayStart());
klineData.BarPos += 1;
Assert.IsFalse(klineData.IsDayStart());
Assert.IsFalse(klineData.IsDayStart(barPos + 1));
Assert.IsFalse(klineData.IsDayEnd(12));
Assert.IsTrue(klineData.IsDayEnd(344));
Assert.IsTrue(klineData.IsDayStart(345));
}
