private void TestKLineDataStore_Append(string uri)
{
string code = "m1005";
KLinePeriod period = KLinePeriod.KLinePeriod_1Minute;
IDataStore dataStore = DataStoreFactory.CreateDataStore(uri);
IKLineDataStore klineDataStore = dataStore.CreateKLineDataStore();
try
{
IKLineData klineData = MockDataLoader.GetKLineData(code, 20100107, 20100114, period);
IKLineData klineData2 = MockDataLoader.GetKLineData(code, 20100115, 20100120, period);
List <IKLineData> ks = new List <IKLineData>();
ks.Add(klineData);
ks.Add(klineData2);
IKLineData klineData_Merge = KLineData.Merge(ks);
klineDataStore.Save(code, period, klineData);
klineDataStore.Append(code, period, klineData2);
IKLineData klineData_Merge2 = klineDataStore.LoadAll(code, period);
AssertUtils.AssertEqual_KLineData(klineData_Merge, klineData_Merge2);
}
finally
{
klineDataStore.Delete(code, period);
}
}
private void TestKLineDataStore_LoadByDate(string uri)
{
string code = "m1005";
KLinePeriod klinePeriod = KLinePeriod.KLinePeriod_1Minute;
IDataStore dataStore = DataStoreFactory.CreateDataStore(uri);
IKLineDataStore klineDataStore = dataStore.CreateKLineDataStore();
try
{
IKLineData data = MockDataLoader.GetKLineData(code, 20100107, 20100120, klinePeriod);
klineDataStore.Save(code, klinePeriod, data);
IKLineData klineData = klineDataStore.Load(code, 20100107, 20100111, klinePeriod);
IKLineData klineData2 = klineDataStore.Load(code, 20100112, 20100120, klinePeriod);
List <IKLineData> ks = new List <IKLineData>();
ks.Add(klineData);
ks.Add(klineData2);
IKLineData klineData_Merge = KLineData.Merge(ks);
//AssertUtils.PrintKLineData(data);
//AssertUtils.PrintKLineData(klineData_Merge);
AssertUtils.PrintKLineData(klineData);
//AssertUtils.PrintKLineData(klineData_Merge);
AssertUtils.AssertEqual_KLineData(data, klineData_Merge);
}
finally
{
klineDataStore.Delete(code, klinePeriod);
}
}
private void TestKLineDataStore_SaveLoad(string uri)
{
string code = "m1005";
KLinePeriod period = KLinePeriod.KLinePeriod_1Minute;
IDataStore dataStore = DataStoreFactory.CreateDataStore(uri);
IKLineDataStore klineDataStore = dataStore.CreateKLineDataStore();
try
{
IKLineData klineData = MockDataLoader.GetKLineData(code, 20100107, 20100120, period);
klineDataStore.Save(code, period, klineData);
KLineData klineData2 = klineDataStore.LoadAll(code, period);
AssertUtils.AssertEqual_KLineData(klineData, klineData2);
Assert.AreEqual(20100107, klineDataStore.GetFirstTradingDay(code, period));
Assert.AreEqual(20100120, klineDataStore.GetLastTradingDay(code, period));
Console.WriteLine(klineDataStore.GetLastTradingTime(code, period));
}
finally
{
klineDataStore.Delete(code, period);
}
}
private void TestKLineData_GetData(string code, int start, int end, KLinePeriod period, string fileName)
{
IDataReader dataReader = DataReaderFactory.CreateDataReader(DataCenterUri.URI);
IKLineData klineData = dataReader.KLineDataReader.GetData(code, start, end, period);
//AssertUtils.PrintKLineData(klineData);
AssertUtils.AssertEqual_KLineData(fileName, GetType(), klineData);
}
private void TestKLineData_GetData(string code, int start, int end, KLinePeriod period, string fileName)
{
IDataReader dataReader = DataCenter.Default.DataReader;
IKLineData klineData = dataReader.KLineDataReader.GetData(code, start, end, period);
AssertUtils.PrintKLineData(klineData);
AssertUtils.AssertEqual_KLineData(fileName, GetType(), klineData);
}
public void TestTransferKLine_DayOverNight()
{
string code = "m1505";
IKLineData klineData = MockDataLoader.GetKLineData(code, 20141215, 20150116, KLinePeriod.KLinePeriod_1Minute);
CacheUtils_TradingTime cache = new CacheUtils_TradingTime(code, MockDataLoader.GetTradingTimeList(code));
IKLineData data = DataTransfer_KLine2KLine.Transfer_Day(klineData, new KLinePeriod(KLineTimeType.DAY, 1), cache);
AssertUtils.AssertEqual_KLineData("Kline2Kline_M05_20141215_20150116_Day", GetType(), data);
}
public void TestTransferKLine_Day()
{
string code = "m1405";
IKLineData data_1min = MockDataLoader.GetKLineData(code, 20131216, 20131231, new KLinePeriod(KLineTimeType.MINUTE, 1));
CacheUtils_TradingTime cache = new CacheUtils_TradingTime(code, MockDataLoader.GetTradingTimeList(code));
IKLineData data = DataTransfer_KLine2KLine.Transfer_Day(data_1min, new KLinePeriod(KLineTimeType.DAY, 1), cache);
AssertUtils.AssertEqual_KLineData("Kline2kline_M05_20131216_20131231_Day", GetType(), data);
}
public void TestTransferNight()
{
string code = "m1505";
int date = 20150107;
ITickData tickData = MockDataLoader.GetTickData(code, date);
string time = "20150107,20150106.21-20150107.023,20150107.09-20150107.1015,20150107.103-20150107.113,20150107.133-20150107.15";
IList <double[]> tradingtime = ParseTradingTime(time);
IKLineData klineData = DataTransfer_Tick2KLine.Transfer(tickData, tradingtime, KLinePeriod.KLinePeriod_1Minute, -1, -1);
AssertUtils.AssertEqual_KLineData("Tick2KLine_M05_20150107", GetType(), klineData);
}
public void TestTransfer_M05_20040630()
{
string code = "m0505";
int date = 20040630;
ITickData tickData = MockDataLoader.GetTickData(code, date);
string time = "20040630,20040630.09-20040630.1015,20040630.103-20040630.113,20040630.133-20040630.15";
IList <double[]> tradingtime = ParseTradingTime(time);
IKLineData data = DataTransfer_Tick2KLine.Transfer(tickData, tradingtime, KLinePeriod.KLinePeriod_1Minute, 2626, -1);
AssertUtils.AssertEqual_KLineData("Tick2KLine_M05_20040630", GetType(), data);
}
public void TestGetKLineExtend_Second()
{
IDataReader dataReader = DataCenter.Default.DataReader;
IKLineData_Extend klineData = dataReader.KLineDataReader.GetData_Extend("rb1801", 20170801, KLinePeriod.KLinePeriod_5Second);
//AssertUtils.PrintKLineData(klineData);
AssertUtils.AssertEqual_KLineData("KLineData_RB1801_20170801_5Second", GetType(), klineData);
klineData = dataReader.KLineDataReader.GetData_Extend("rb1801", 20170801, KLinePeriod.KLinePeriod_15Second);
//AssertUtils.PrintKLineData(klineData);
AssertUtils.AssertEqual_KLineData("KLineData_RB1801_20170801_15Second", GetType(), klineData);
}
public void TestKLineDataStore_SaveLoad()
{
IKLineData klineData = MockDataLoader.GetKLineData("m1005", 20100107, 20100120, KLinePeriod.KLinePeriod_1Minute);
String path = TestCaseManager.GetTestCasePath(GetType(), "output_20100107_20100120");
KLineDataStore_File_Single store = new KLineDataStore_File_Single(path);
store.Save(klineData);
KLineDataStore_File_Single store2 = new KLineDataStore_File_Single(path);
KLineData klineData2 = store.LoadAll();
AssertUtils.AssertEqual_KLineData(klineData, klineData2);
File.Delete(path);
}
public void TestKLineDataSaveLoad()
{
String filename = "KLineData_Output.csv";
string[] lines = TestCaseManager.LoadTestCaseFile(GetType(), "CsvUtils_KLineData").Split('\r');
IKLineData klineData = CsvUtils_KLineData.LoadByLines(lines);
string testCasePath = TestCaseManager.GetTestCasePath(GetType(), filename);
CsvUtils_KLineData.Save(testCasePath, klineData);
IKLineData newklineData = CsvUtils_KLineData.Load(testCasePath);
File.Delete(testCasePath);
AssertUtils.AssertEqual_KLineData(klineData, newklineData);
}
private void AssertKLineDataInDic(string code, int start, int endDate)
{
foreach (KLinePeriod period in dic_Period_Content.Keys)
{
List <string> contents = dic_Period_Content[period];
StringBuilder sb = new StringBuilder();
for (int i = 0; i < contents.Count; i++)
{
if (i != 0)
{
sb.Append("\r\n");
}
sb.Append(contents[i]);
}
IKLineData klineData = DataCenter.Default.DataReader.KLineDataReader.GetData(code, start, endDate, period);
AssertUtils.AssertEqual_KLineData(sb.ToString(), klineData);
}
}
public void TestTransferKLine_Minute()
{
string code = "m1405";
int start = 20131216;
int end = 20131231;
List <double[]> tradingTime = MockDataLoader.GetTradingTime(code, start);
IKLineData data_1min = MockDataLoader.GetKLineData(code, start, end, KLinePeriod.KLinePeriod_1Minute);
CacheUtils_TradingTime cache = new CacheUtils_TradingTime(code, MockDataLoader.GetTradingTimeList(code));
//转换成5分钟线
IKLineData data = DataTransfer_KLine2KLine.Transfer(data_1min, KLinePeriod.KLinePeriod_5Minute, cache);
AssertUtils.AssertEqual_KLineData("Kline2Kline_M05_20131216_20131231_5Minute", GetType(), data);
//转换成15分钟
data = DataTransfer_KLine2KLine.Transfer(data_1min, new KLinePeriod(KLineTimeType.MINUTE, 15), cache);
AssertUtils.AssertEqual_KLineData("Kline2Kline_M05_20131216_20131231_15Minute", GetType(), data);
//转换成1小时
data = DataTransfer_KLine2KLine.Transfer(data_1min, new KLinePeriod(KLineTimeType.HOUR, 1), cache);
AssertUtils.AssertEqual_KLineData("Kline2Kline_M05_20131216_20131231_1Hour", GetType(), data);
}
public void TestKLineDataStore_Append()
{
IKLineData klineData = MockDataLoader.GetKLineData("m1005", 20100107, 20100114, KLinePeriod.KLinePeriod_1Minute);
IKLineData klineData2 = MockDataLoader.GetKLineData("m1005", 20100115, 20100120, KLinePeriod.KLinePeriod_1Minute);
List <IKLineData> ks = new List <IKLineData>();
ks.Add(klineData);
ks.Add(klineData2);
IKLineData klineData_Merge = KLineData.Merge(ks);
String path = TestCaseManager.GetTestCasePath(GetType(), "output_append");
KLineDataStore_File_Single store = new KLineDataStore_File_Single(path);
store.Save(klineData);
store.Append(klineData2);
IKLineData klineData_Merge2 = store.LoadAll();
AssertUtils.AssertEqual_KLineData(klineData_Merge, klineData_Merge2);
File.Delete(path);
}
