public void LoadCurrentInstrumentMarketData(DateTime start, DateTime end)
{
if (CurrentInstrument == null)
{
return;
}
else
{
MarketDataList.Clear();
var ml = CurrentDataSource.GetDataList(new List <IInstrument>()
{
CurrentInstrument
}, start, end, Grade);
ml.ForEach(v => MarketDataList.Add(v));
}
}
public void TransToCSV(string dirPath)
{
if (!string.IsNullOrEmpty(dirPath) && Directory.Exists(dirPath))
{
var fileList = Directory.EnumerateFiles(dirPath);
foreach (var f in fileList)
{
if (f.EndsWith("lc5"))
{
MarketDataList.Clear();
ReadData(f);
WriteData(f + ".csv");
}
}
}
}
public void LoadMarketData(DateTime start, DateTime end, Func <IDataSource> ds, IInstrument instrument)
{
if (ds == null || ds() == null)
{
MessageBox.Show("please select valid data source");
return;
}
var dl = ds().GetDataList(new List <IInstrument> {
instrument
}, start, end, MarketDataGrade.FiveMinutes);
SourceList.Clear();
dl.ForEach(v => SourceList.Add(v));
var ml = MarketData.SummaryMarketDataList(dl, CurrentPeriod);
MarketDataList.Clear();
ml.ForEach(v => MarketDataList.Add(v));
OnPropertyChanged("IsLoaded");
}
public void TransToDB(string dirPath, string connectionStr)
{
if (!string.IsNullOrEmpty(dirPath) && Directory.Exists(dirPath))
{
var fileList = Directory.EnumerateFiles(dirPath);
var count = fileList.Count();
var i = 0;
foreach (var f in fileList)
{
var d = DateTime.Now;
if (f.EndsWith(".lc5"))
{
MarketDataList.Clear();
ReadData(f);
WriteToDB(connectionStr);
}
i++;
Console.WriteLine("Finish " + (i / Convert.ToDouble(count) * 100d).ToString() + "%," + (DateTime.Now - d).TotalSeconds.ToString() + " s");
}
}
}
void Clear()
{
MarketDataList.Clear();
}
public override void PrepareWork()
{
TargetPortfolio.PrepareWork();
MarketDataList.Clear();
CurrentDataSource.DataList.Clear();
CurrentValueList.Clear();
StandardValueList.Clear();
OrderList.Clear();
DateTime st = TestStartTime;
if (TestStartTime > AnalyseStartTime)
{
st = AnalyseStartTime;
}
CurrentDataSource.CacheStartTime = st;
CurrentDataSource.CacheEndTime = TestEndTime;
TestCurrentTime = TestStartTime;
analyseTime = MarketData.GetNextTime(TestCurrentTime, AnalyseGrade);
_MaxLost = new Money()
{
FxCode = Pnl.FxCode, Number = 0
};
if (UseFirstMarketDataInit)
{
var fdl = new List <IMarketData>();
InstrumentList.ForEach(v =>
{
var d = CurrentDataSource.GetFirstData(v, TestStartTime, TestEndTime, Grade);
if (d != null)
{
fdl.Add(d);
}
});
TargetPortfolio.ProcessMarketData(fdl);
TargetPortfolio.PositionList.ForEach(v =>
{
var d = fdl.FirstOrDefault(m => m.InstrumentTicker == v.InstrumentTicker);
if (d != null)
{
v.Cost = d.Close;
}
});
}
if (IsUnlimited)
{
TargetPortfolio.IsUnlimited = true;
}
standardPortfolio = TargetPortfolio.Clone() as IPortfolio;
testStartValue = TargetPortfolio.CurrentValue;
CurrentDataSource.PrepareWork();
CurrentTradeGate.PrepareWork();
foreach (var condition in ConditionList)
{
condition.PrepareWork();
condition.GetInstrumentList = () => { return(InstrumentList); };
condition.AnalyseDataSource = CurrentDataSource;
}
TestStrategy.CurrentPortfolio = TargetPortfolio;
TestStrategy.PrepareWork();
RiskPolicy.PrepareWork();
}
