private void DataForward_OnTick(object sender, IForwardOnTickArgument argument)
{
double time = argument.Time;
//if (time < 20170601.205900)
// return;
int tradingDay = argument.TickInfo.TickData.TradingDay;
if (prevTime == time)
{
return;
}
this.prevTime = time;
ITickData_Extend tickData = GetTickData(tradingDay);
//Console.WriteLine(tickData);
RealTimeDataPackageTimeChangeUtils.ChangeTime_TickData(tickData, time);
Assert.AreEqual(argument.TickInfo.TickBar.ToString(), tickData.ToString());
IRealTimeDataReader_Code realTimeData = ((IRealTimeDataReader_Code)sender);
RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_1Minute, tradingDay, time, tickData);
Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_1Minute).ToString(), klineData_1Minute.ToString());
RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_5Minute, tradingDay, time, tickData);
Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_5Minute).ToString(), klineData_5Minute.ToString());
RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_15Minute, tradingDay, time, tickData);
Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_15Minute).ToString(), klineData_15Minute.ToString());
RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_1Day, tradingDay, time, tickData);
Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_1Day).ToString(), klineData_1Day.ToString());
ITimeLineData_RealTime timeLineData = GetTimeLineData(tradingDay);
RealTimeDataPackageTimeChangeUtils.ChangeTime_TimeLineData(timeLineData, time, tickData);
Assert.AreEqual(realTimeData.GetTimeLineData().ToString(), timeLineData.ToString());
}
private void ForwardToday_KLineData(IKLineData_RealTime klineData, KLinePeriod period)
{
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
//日线，肯定不会跳到下一个bar
if (period.Equals(KLinePeriod.KLinePeriod_1Day))
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
return;
}
double nextTickTime = nextTickBar.Time;
int nextKLineIndex = FindNextKLineIndex(klineData, nextTickTime);
if (nextKLineIndex == klineData.BarPos)
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
}
else
{
dic_KLinePeriod_IsEnd[period] = true;
klineData.ChangeCurrentBar(GetKLineBar(nextTickBar), nextKLineIndex);
}
}
private void ForwardToday_TimeLineData(ITimeLineData_RealTime timeLineData)
{
if (timeLineData == null)
{
return;
}
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
int nextTimeLineBarPos = timeLineData.BarPos + 1;
if (nextTimeLineBarPos >= timeLineData.Length)
{
TimeLineBar timeLineBar = GetTimeLineBar(timeLineData, nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, timeLineData.BarPos);
return;
}
else
{
double nextTime = timeLineData.Arr_Time[nextTimeLineBarPos];
TimeLineBar timeLineBar;
if (nextTickBar.Time >= nextTime)
{
timeLineBar = GetTimeLineBar(nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, nextTimeLineBarPos);
}
else
{
timeLineBar = GetTimeLineBar(timeLineData, nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, timeLineData.BarPos);
}
}
}
private void ForwardToday()
{
int prevMainBarPos = mainKlineData.BarPos;
foreach (KLinePeriod period in forwardData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = forwardData.GetKLineData(period);
ForwardToday_KLineData(klineData, period);
}
ForwardToday_TimeLineData(forwardData.CurrentTimeLineData);
ITickData_Extend currentTickData = forwardData.CurrentTickData;
currentTickData.BarPos++;
if (currentTickData.IsTradingTimeEnd(currentTickData.BarPos))
{
this.isTradingTimeEnd = true;
}
else
{
this.isTradingTimeEnd = false;
}
if (currentTickData.IsTradingTimeStart(currentTickData.BarPos))
{
this.isTradingTimeStart = true;
}
else
{
this.isTradingTimeStart = false;
}
}
private bool ForwardToday_MainKLineData()
{
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
double nextTickTime = nextTickBar.Time;
IKLineData_RealTime klineData = forwardData.GetMainKLineData();
if (dic_KLinePeriod_IsEnd[forwardData.MainKLinePeriod])
{
dic_KLinePeriod_IsEnd[forwardData.MainKLinePeriod] = false;
}
else
{
int nextKLineIndex = FindNextKLineIndex(klineData, nextTickTime);
}
//if (nextKLineIndex == klineData.BarPos)
//{
// dic_KLinePeriod_IsEnd[period] = false;
// klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
//}
//else
//{
// dic_KLinePeriod_IsEnd[period] = true;
// klineData.ChangeCurrentBar(GetKLineBar(nextTickBar), nextKLineIndex);
//}
return(false);
}
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));
}
}
}
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);
}
}
private int Forward(DataForForward_Code dataForForward, ForwardDataIndeier indeier, int tradingDay, int klineIndex, List <string> list_OnBar)
{
IKLineData_Extend klineData = dataForForward.GetMainKLineData();
ITickData_Extend tickData = dataForForward.CurrentTickData;
int lastMainKLineBarPos;
int mainBarPos = 0;
KLinePeriod mainPeriod = dataForForward.MainKLinePeriod;
for (int i = 0; i < tickData.Length; i++)
{
tickData.BarPos = i;
Console.WriteLine("tick:" + tickData);
list_OnBar.Add("tick:" + tickData);
mainBarPos = indeier.GetMainKLineBarPosIfFinished(i, out lastMainKLineBarPos);
if (mainBarPos < 0)
{
continue;
}
PrintData(dataForForward, indeier, klineData, mainBarPos, mainPeriod, list_OnBar);
if (lastMainKLineBarPos >= 0 && lastMainKLineBarPos != mainBarPos)
{
for (int m = mainBarPos + 1; m <= lastMainKLineBarPos; m++)
{
PrintData(dataForForward, indeier, klineData, m, mainPeriod, list_OnBar);
}
}
}
return(mainBarPos);
}
private void Timer_Elapsed(object sender, ElapsedEventArgs e)
{
ITickData_Extend currentTickData = forwardData.CurrentTickData;
bool canForward = true;
if (currentTickData == null)
{
this.Pause();
return;
}
int barPos = currentTickData.BarPos;
int nextBarPos = barPos + 1;
if (nextBarPos >= currentTickData.Length)
{
canForward = this.Forward();
}
else
{
mileSecondCount++;
if (mileSecondCount == 4)
{
forwardTime = TimeUtils.AddSeconds(forwardTime, 1);
mileSecondCount = 0;
}
if (forwardTime >= currentTickData.Arr_Time[nextBarPos])
{
canForward = this.Forward();
}
}
if (!canForward)
{
this.Pause();
}
}
private ITickData_Extend GetTickData(int date)
{
if (tickData == null || tickData.TradingDay != date)
{
tickData = DataCenter.Default.DataReader.TickDataReader.GetTickData_Extend(code, date);
}
return(tickData);
}
/// <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 static void ChangeTime_TickData(ITickData_Extend tickData, double time)
{
if (tickData.Time == time)
{
return;
}
int index = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
tickData.BarPos = index < 0 ? 0 : index;
}
private static int GetStartTickIndex(ITimeLineData_RealTime timeLineData, ITickData_Extend tickData, int timeLineIndex)
{
double klineTime = timeLineData.BarPos == timeLineIndex?timeLineData.GetCurrentBar_Original().Time : timeLineData.Arr_Time[timeLineIndex];
int startTickIndex;
startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime, true);
if (timeLineData.IsTradingTimeStart(timeLineIndex))
{
while (!tickData.IsTradingTimeStart(startTickIndex))
{
startTickIndex--;
}
}
return(startTickIndex);
}
public void ForwardToday()
{
ITickData_Extend tickData = this.dataForForward.CurrentTickData;
int lastMainKLineBarPos = -1;
int mainKLineBarPos = forwardDataIndeier.GetMainKLineBarPosIfFinished(tickData.BarPos, out lastMainKLineBarPos);
//小于0，则表示这个K线bar没有结束
if (mainKLineBarPos < 0)
{
ForwardCurrentBar();
}
else
{
ForwardNextBar(lastMainKLineBarPos);
}
}
private bool ForwardNextDay()
{
ITickData_Extend tickData = ForwardTickData();
if (tickData == null)
{
isEnd = true;
return(false);
}
this.lastEndPrice = currentTickData.Arr_Price[currentTickData.Length - 1];
this.currentTickData = tickData;
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
IKLineData_RealTime klineData = dic_Period_KLineData[period];
ForwardNextDay_KLine(klineData, period);
}
ForwardNextDay_TimeLine();
return(true);
}
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 static int GetStartTickIndex(IKLineData_RealTime klineData_RealTime, ITickData_Extend tickData, KLinePeriod klinePeriod, int klineIndex)
{
int startTickIndex;
if (klinePeriod.PeriodType == KLineTimeType.DAY)
{
startTickIndex = 0;
}
else
{
double klineTime = klineData_RealTime.BarPos == klineIndex?klineData_RealTime.GetCurrentBar_Original().Time : klineData_RealTime.Arr_Time[klineIndex];
startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime, true);
if (klineData_RealTime.IsTradingTimeStart(klineIndex))
{
while (!tickData.IsTradingTimeStart(startTickIndex))
{
startTickIndex--;
}
}
}
return(startTickIndex);
}
public ForwardTickInfo(ITickData_Extend tickData, int index)
{
this.index = index;
this.tickData = tickData;
}
private static bool IsPeriodEnd(IKLineData_RealTime klineData_RealTime, int klineIndex, ITickData_Extend tickData, int tickIndex)
{
if (tickIndex == tickData.Length - 1)
{
return(true);
}
double tickTime = tickData.Time;
double nextTickTime = tickData.Arr_Time[tickIndex + 1];
if (klineIndex >= klineData_RealTime.Length - 1)
{
return(false);
}
double klineTime = klineData_RealTime.Arr_Time[klineIndex + 1];
return(tickTime < klineTime && nextTickTime >= klineTime);
}
public static void ChangeTime_KLineData(IKLineData_RealTime klineData_RealTime, int date, double time, ITickData_Extend tickData)
{
KLinePeriod klinePeriod = klineData_RealTime.Period;
int klineIndex = IndexOfTime(klineData_RealTime, klinePeriod, time, date);
//if(tickData.TradingDay !=date)
// tickData =
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
if (IsPeriodEnd(klineData_RealTime, klineIndex, tickData, tickIndex))
{
klineData_RealTime.BarPos = klineIndex;
klineData_RealTime.ResetCurrentBar();
return;
}
int startTickIndex = GetStartTickIndex(klineData_RealTime, tickData, klinePeriod, klineIndex);
KLineBar klineBar = GetKLineBar(tickData, startTickIndex, tickIndex);
klineData_RealTime.ChangeCurrentBar(klineBar, klineIndex);
}
public static void ChangeTime_TimeLineData(ITimeLineData_RealTime timeLineData, double time, ITickData_Extend tickData)
{
//if (timeLineData.Time == time)
// return;
int timeLineIndex = GetTimeLineIndex(timeLineData, time);
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time);
double klineTime = timeLineData.Arr_Time[timeLineIndex];
int startTickIndex = GetStartTickIndex(timeLineData, tickData, timeLineIndex);
TimeLineBar klineBar = GetTimeLineBar(tickData, startTickIndex, tickIndex, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(klineBar, timeLineIndex);
}
public ForwardOnTickArgument(ITickData_Extend tickData, int index, IDataForward_Code dataForward_Code)
{
this.tickInfo = new ForwardTickInfo(tickData, index);
this.dataForward_Code = dataForward_Code;
}
private void ForwardTickData()
{
ITickData_Extend tickData = dataForForward_Code.CurrentTickData;
tickData.BarPos += 1;
}
public TickData_RealTime(ITickData_Extend tickData)
{
this.tickData = tickData;
}
public StrategyOnTickInfo(ITickData_Extend tickData, int index) : base(tickData, index)
{
}
public StrategyOnTickArgument(ITickData_Extend tickData, int index, IDataForward_Code dataForward_Code) : base(tickData, index, dataForward_Code)
{
this.onTickInfo = new StrategyOnTickInfo(tickData, index);
}
