private void CurrentNavigate_Code_OnRealTimeChanged(object sender, RealTimeChangedArgument argument)
{
if (this.OnRealTimeChanged != null)
{
this.OnRealTimeChanged(sender, argument);
}
}
private void RealTimeDataReader_Code_OnRealTimeChanged(object sender, RealTimeChangedArgument argument)
{
if (OnRealTimeChanged != null)
{
OnRealTimeChanged(this, argument);
}
}
private void HistoryDataForward_OnRealTimeChanged(object sender, RealTimeChangedArgument e)
{
if (this.OnRealTimeChanged != null)
{
this.OnRealTimeChanged(this, e);
}
}
//public RealTimeReader_Strategy(IDataReader dataReader, RealTimeReader_StrategyArguments args)
//{
// //this.dataPackage = DataPackageFactory.CreateDataPackage(dataReader,)
// this.dataReader = dataReader;
// this.code = args.Code;
// this.startDate = args.StartDate;
// this.endDate = args.EndDate;
// this.referedPeriods = args.ReferedPeriods;
// this.forwardPeriod = new ForwardPeriod(args.IsTickForward, args.ForwardKLinePeriod);
// this.allKLineData = new Dictionary<KLinePeriod, KLineData_RealTime>();
// for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
// {
// KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
// IKLineData klineData = this.dataReader.KLineDataReader.GetData(code, startDate, endDate, period);
// KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
// allKLineData.Add(period, klineData_RealTime);
// }
// IList<int> allTradingDays = dataReader.TradingDayReader.GetTradingDays(startDate, endDate);
// if (args.IsTickForward)
// {
// this.klineDataForward = new HistoryDataForward_Code_TickPeriod(dataReader, code, allKLineData, allTradingDays, args.ForwardKLinePeriod);
// }
// else
// {
// KLinePeriod mainPeriod = args.ForwardKLinePeriod;
// KLineData_RealTime mainKLineData = allKLineData[mainPeriod];
// this.klineDataForward = new HistoryDataForward_Code_KLinePeriod(code, mainKLineData, allKLineData);
// }
// this.klineDataForward.OnTick += KlineDataForward_OnTick;
// this.klineDataForward.OnBar += KlineDataForward_OnBar;
//}
private void KlineDataForward_OnRealTimeChanged(object sender, RealTimeChangedArgument e)
{
if (OnRealTimeChanged != null)
{
OnRealTimeChanged(this, e);
}
}
private void DataForward_OnRealTimeChanged(object sender, RealTimeChangedArgument argument)
{
if (OnRealTimeChanged != null)
{
OnRealTimeChanged(this, new RealTimeChangedArgument(argument.PrevTime, this.Time, this));
}
if (OnNavigateTo != null)
{
OnNavigateTo(this, new DataNavigateEventArgs(Code, Code, argument.PrevTime, argument.Time));
}
}
private void RealTimeDataReader_RealTimeChanged(object sender, RealTimeChangedArgument e)
{
lock (lockObj)
{
this.time = e.Time;
//过了新的一天，昨日的委托需要全部清除
if (e.TradingDayChanged)
{
CancelAllOrder();
return;
}
loopOrders.Clear();
loopOrders.AddRange(waitingOrders);
//TODO 价格变化后需要修改现金余额
for (int i = 0; i < loopOrders.Count; i++)
{
OrderInfo order = loopOrders[i];
if (AccountSetting.TradeType == AccountTradeType.DELAYTIME)
{
double delayTime = AccountSetting.DelayTime;
double betweenTime = e.Time - order.OrderTime;
if (betweenTime <= delayTime)
{
continue;
}
}
else if (accountSetting.TradeType == AccountTradeType.DELAYTICK)
{
ITickData tickData = this.realTimeDataReader.GetRealTimeData(order.Instrumentid).GetTickData();
if (tickData != null)
{
if (this.dic_Code_OrderDelayInfo.ContainsKey(order.OrderID))
{
OrderDelayInfo delayInfo = this.dic_Code_OrderDelayInfo[order.OrderID];
int tickIndex = delayInfo.orderTickIndex;
int delayTick = AccountSetting.DelayTick;
if (tickData.BarPos - tickIndex < delayTick)
{
continue;
}
}
}
}
DoTrade(order);
}
}
}
private void DataForward_Code_OnRealTimeChanged(object sender, RealTimeChangedArgument argument)
{
if (this.OnRealTimeChanged != null)
{
double prevTime = argument.PrevTime;
double time = argument.Time;
this.OnRealTimeChanged(this, new RealTimeChangedArgument(prevTime, time, this));
}
if (this.OnNavigateTo != null)
{
string prevCode = Code;
string code = Code;
double prevTime = argument.PrevTime;
double time = argument.Time;
this.OnNavigateTo(this, new DataNavigateEventArgs(prevCode, code, prevTime, time));
}
}
