private static IDataForward_Code GetKLineDataForward(string code, int start, int endDate)
{
//KLineData_RealTime klineData_1Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_1Minute);
//KLineData_RealTime klineData_5Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_5Minute);
//KLineData_RealTime klineData_15Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_15Minute);
//KLineData_RealTime klineData_1Day = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_1Day);
//Dictionary<KLinePeriod, KLineData_RealTime> dic = new Dictionary<KLinePeriod, KLineData_RealTime>();
//IList<int> tradingDays = CommonData.GetDataReader().TradingDayReader.GetTradingDays(start, endDate);
//dic.Add(KLinePeriod.KLinePeriod_1Minute, klineData_1Minute);
//dic.Add(KLinePeriod.KLinePeriod_5Minute, klineData_5Minute);
//dic.Add(KLinePeriod.KLinePeriod_15Minute, klineData_15Minute);
//dic.Add(KLinePeriod.KLinePeriod_1Day, klineData_1Day);
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_1Day);
referedPeriods.UseTickData = true;
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
IDataForward_Code klineDataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
//new HistoryDataForward_Code_TickPeriod(, code, periods, KLinePeriod.KLinePeriod_1Minute);
return(klineDataForward);
}
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 DataForward_Code_Tick2(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
this.dataForForward_Code = new DataForForward_Code(dataPackage, referedPeriods);
}
public HistoryDataForward_Code(IDataReader dataReader, string code, HistoryDataForwardArguments args)
{
IDataPackage_Code dataPackage = DataPackageFactory.CreateDataPackage(dataReader, code, args.StartDate, args.EndDate);
ForwardReferedPeriods referedPeriods = args.ReferedPeriods;
ForwardPeriod forwardPeriod = new ForwardPeriod(args.IsTickForward, args.ForwardKLinePeriod);
this.Init(dataPackage, referedPeriods, forwardPeriod);
}
public DataForForward_Code(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.dic_Period_KLineData = dataPackage.CreateKLineData_RealTimes(referedPeriods.UsedKLinePeriods);
this.mainKLinePeriod = referedPeriods.GetMinPeriod();
this.mainKLineData = this.dic_Period_KLineData[mainKLinePeriod];
this.cache_TradingDay = new CacheUtils_TradingDay(dataPackage.GetTradingDays());
}
public void Load(XmlElement xmlElem)
{
this.dataPackage = this.dataCenter.DataPackageFactory.CreateDataPackage_Code(xmlElem);
this.referedPeriods = new ForwardReferedPeriods();
this.referedPeriods.Load(xmlElem);
this.dic_Period_KLineData = dataPackage.CreateKLineData_RealTimes(referedPeriods.UsedKLinePeriods);
this.cache_TradingDay = new CacheUtils_TradingDay(dataPackage.GetTradingDays());
this.TradingDay = int.Parse(xmlElem.GetAttribute("tradingDay"));
}
private static IDataForward_Code GetDataForward(string code, int start, int endDate)
{
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UseTimeLineData = true;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
ForwardPeriod forwardPeriod = new ForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
return(DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(code, start, endDate, referedPeriods, forwardPeriod));
}
public static IDataForward_Code GetHistoryDataForward_Code(string code, int startDate, int endDate, bool useTickData, bool useTimeLineData, IList <KLinePeriod> klinePeriods)
{
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UseTimeLineData = useTimeLineData;
referedPeriods.UseTickData = useTickData;
referedPeriods.UsedKLinePeriods.AddRange(klinePeriods);
ForwardPeriod forwardPeriod = new ForwardPeriod(useTickData, referedPeriods.GetMinPeriod());
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, startDate, endDate);
//DataPackageFactory.CreateDataPackage(GetDataReader(), code, startDate, endDate);
IDataForward_Code realTimeReader = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
return(realTimeReader);
}
public DataForward(IDataForwardFactory fac, IDataPackage_Code[] dataPackage, ForwardReferedPeriods[] referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
this.tradingDays = dataPackage[0].GetTradingDays();
this.historyDataForwards = new List <IDataForward_Code>();
for (int i = 0; i < dataPackage.Length; i++)
{
ForwardReferedPeriods referedPeriod = referedPeriods[i];
ForwardPeriod currentForwardPeriod = new ForwardPeriod(referedPeriod.UseTickData, referedPeriod.GetMinPeriod());
IDataForward_Code historyDataForward_Code = fac.CreateDataForward_Code(dataPackage[i], referedPeriod, currentForwardPeriod);
this.historyDataForwards.Add(historyDataForward_Code);
}
}
private static IDataForward_Code GetKLineDataForward(string code, int start, int endDate)
{
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_1Day);
referedPeriods.UseTickData = true;
referedPeriods.UseTimeLineData = true;
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
IDataForward_Code klineDataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
//new HistoryDataForward_Code_TickPeriod(, code, periods, KLinePeriod.KLinePeriod_1Minute);
return(klineDataForward);
}
public override bool Equals(object obj)
{
if (!(obj is ForwardReferedPeriods))
return false;
ForwardReferedPeriods referedPeriods = (ForwardReferedPeriods)obj;
if (this.useTickData != referedPeriods.useTickData || this.useTimeLineData != referedPeriods.useTimeLineData)
return false;
if (this.usedKLinePeriods.Count != referedPeriods.usedKLinePeriods.Count)
return false;
this.usedKLinePeriods.Sort();
referedPeriods.usedKLinePeriods.Sort();
for (int i = 0; i < this.usedKLinePeriods.Count; i++)
{
if (!this.usedKLinePeriods[i].Equals(referedPeriods.usedKLinePeriods[i]))
return false;
}
return true;
}
private static IDataForward_Code GetRealTimeReader(string code, int start, int endDate, bool useTickData)
{
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UseTimeLineData = false;
referedPeriods.UseTickData = useTickData;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
//HistoryDataForwardArguments args = new HistoryDataForwardArguments();
//args.StartDate = start;
//args.EndDate = endDate;
//args.ReferedPeriods = referedPeriods;
//args.IsTickForward = useTickData;
//args.ForwardKLinePeriod = KLinePeriod.KLinePeriod_1Minute;
IDataPackage_Code dataPackage = ForwardDataGetter.GetDataPackage(code, start, endDate);
//HistoryDataForward_Code realTimeReader = new HistoryDataForward_Code(CommonData.GetDataReader(), code, args);
IDataForward_Code realTimeReader = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, referedPeriods, new ForwardPeriod(useTickData, KLinePeriod.KLinePeriod_1Minute));
return(realTimeReader);
}
public void TestHistoryDataForward_TickKLine()
{
//主做螺纹钢，跟踪螺纹钢指数15分钟线和日线
//跟踪郑醇的分钟线
string[] codes = new string[] { "RB1801", "RB0000", "MA801" };
int start = 20170601;
int end = 20170603;
ForwardReferedPeriods[] referedPeriods = new ForwardReferedPeriods[3];
referedPeriods[0] = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute, KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Day }, true, true);
referedPeriods[1] = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Day }, true, true);
referedPeriods[2] = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute }, true, true);
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
IDataForward forward = DataCenter.Default.HistoryDataForwardFactory.CreateHistoryDataForward(codes, start, end, referedPeriods, forwardPeriod);
forward.OnBar += Forward_OnBar2;
forward.OnTick += Forward_OnTick2;
while (forward.Forward())
{
}
}
private void Init(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
Dictionary <KLinePeriod, KLineData_RealTime> allKLineData = new Dictionary <KLinePeriod, KLineData_RealTime>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
IKLineData klineData = this.dataPackage.GetKLineData(period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
allKLineData.Add(period, klineData_RealTime);
}
//ITimeLineData timelineData = this.dataReader.TimeLineDataReader.GetData(code, startDate);
//this.timeLineData_RealTime = new TimeLineData_RealTime(timelineData);
IList <int> allTradingDays = dataPackage.GetTradingDays();
if (forwardPeriod.IsTickForward)
{
//this.historyDataForward = new HistoryDataForward_Code_TickPeriod(dataReader, code, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
this.historyDataForward = new HistoryDataForward_Code_TickPeriod(dataPackage, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
}
else
{
KLinePeriod mainPeriod = forwardPeriod.KlineForwardPeriod;
KLineData_RealTime mainKLineData = allKLineData[mainPeriod];
this.historyDataForward = new HistoryDataForward_Code_KLinePeriod(Code, mainKLineData, allKLineData);
}
this.historyDataForward.OnRealTimeChanged += HistoryDataForward_OnRealTimeChanged;
this.historyDataForward.OnTick += KlineDataForward_OnTick;
this.historyDataForward.OnBar += KlineDataForward_OnBar;
}
public IDataForward_Code CreateDataForward_Code(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
if (forwardPeriod.IsTickForward)
{
return(new DataForward_Code_Tick2(dataCenter, dataPackage, referedPeriods, forwardPeriod));
}
//return new HistoryDataForward_Code_TickPeriod(dataPackage, referedPeriods.UsedKLinePeriods, forwardPeriod.KlineForwardPeriod, referedPeriods.UseTimeLineData);
return(new DataForward_Code_KLine(dataCenter, dataPackage, referedPeriods, forwardPeriod));
}
public DataForward_Code_KLine(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.navigateData = new DataForForward_Code(dataPackage, referedPeriods);
this.navigateData.TradingDay = navigateData.StartDate;
this.forwardPeriod = forwardPeriod;
this.mainKLineData = this.navigateData.GetKLineData(forwardPeriod.KlineForwardPeriod);
this.listenedCodes[0] = mainKLineData.Code;
this.onBarArgument = new ForwardOnBarArgument(this.barFinishedInfos, this);
InitKLine();
}
public DataForward_AttachCode_Tick(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.dataForForward = new DataForForward_Code(dataPackage, referedPeriods);
}
public DataForward_Code_Tick3(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.forwardData = new DataForForward_Code(dataPackage, referedPeriods);
this.forwardDataIndeier = new DataForForward_CodeIndeier(forwardData);
this.forwardPeriod = forwardPeriod;
Init();
InitData();
}
public HistoryDataForward_Code(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
Init(dataPackage, referedPeriods, forwardPeriod);
}
public IDataForward_Code CreateDataForward_Code(string code, int startDate, int endDate, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
IDataPackage_Code dataPackage = dataCenter.DataPackageFactory.CreateDataPackage_Code(code, startDate, endDate);
return(CreateDataForward_Code(dataPackage, referedPeriods, forwardPeriod));
}
public HistoryDataForwardArguments(int startDate, int endDate, ForwardReferedPeriods referedPeriods, bool isTickForward, KLinePeriod forwardKLinePeriod)
{
this.startDate = startDate;
this.endDate = endDate;
}