public void TestStrategyExecute_Multi()
{
finishedCount = 0;
string[] codes = new string[] { "rb", "ma", "m", "a", "j", "jd" };
int startDate = 20170101;
int endDate = 20180101;
ICodePeriodList codePeriodPackage =
StrategyCenter.Default.BelongDataCenter.CodePeriodFactory.CreateCodePeriodList(codes, startDate, endDate, CodeChooseMethod.Maincontract);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_CodePeriodList arguments = new StrategyArguments_CodePeriodList(codePeriodPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Multi executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_Multi_History(arguments);
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Event));
executor.Strategy = strategy;
executor.OnStrategyDayFinished += Executor_OnStrategyDayFinished;
executor.OnStrategyFinished += Executor_OnStrategyFinished;
executor.Execute();
StrategyCenter.Default.GetStrategyExecutorPool().ThreadCount = 2;
StrategyCenter.Default.GetStrategyExecutorPool().MaxExecutorCount = 3;
StrategyCenter.Default.GetStrategyExecutorPool().Execute();
while (finishedCount < 6)
{
}
}
private static StrategyArguments_CodePeriodList GetStrategyPackage(List <string> codes, int start, int end)
{
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
ICodePeriodFactory codePeriodFactory = DataCenter.Default.CodePeriodFactory;
ICodePeriodList codePeriodPackage = codePeriodFactory.CreateCodePeriodList(codes, start, end, CodeChooseMethod.Maincontract);
StrategyArguments_CodePeriodList strategyCodePeriodPackage = new StrategyArguments_CodePeriodList(codePeriodPackage, referedPeriods, forwardPeriod);
return(strategyCodePeriodPackage);
}
public void TestCodePackageCreate_Catelog()
{
CodePeriodListChooser codePackageInfo = new CodePeriodListChooser();
codePackageInfo.CodeChooseMethod = CodeChooseMethod.Catelog;
codePackageInfo.Codes.Add("RB");
codePackageInfo.Codes.Add("M");
codePackageInfo.Codes.Add("A");
codePackageInfo.Start = 20170101;
codePackageInfo.End = 20180101;
IDataReader dataReader = TestDataCenter.Instance.DataReader;
CodePeriodFactory fac = new CodePeriodFactory(dataReader);
ICodePeriodList codePackage = fac.CreateCodePeriodList(codePackageInfo);
Console.WriteLine(codePackage);
}
public void TestCodePackageCreate_Normal()
{
CodePeriodListChooser codePackageInfo = new CodePeriodListChooser();
codePackageInfo.CodeChooseMethod = CodeChooseMethod.Normal;
codePackageInfo.Codes.Add("RB1705");
codePackageInfo.Codes.Add("RB1709");
codePackageInfo.Codes.Add("RB1801");
codePackageInfo.Start = 20170101;
codePackageInfo.End = 20180101;
IDataReader dataReader = TestDataCenter.Instance.DataReader;
CodePeriodFactory fac = new CodePeriodFactory(dataReader);
ICodePeriodList codePackage = fac.CreateCodePeriodList(codePackageInfo);
Assert.AreEqual(3, codePackage.CodePeriods.Count);
Assert.AreEqual(20170101, codePackage.CodePeriods[0].StartDate);
}
public StrategyArguments_CodePeriodList(ICodePeriodList codePeriodPackage, StrategyReferedPeriods referedPeriods, StrategyForwardPeriod forwardPeriod, StrategyTraderSetting traderSetting) : this(codePeriodPackage, referedPeriods, forwardPeriod)
{
this.TraderSetting = traderSetting;
}
public StrategyArguments_CodePeriodList(ICodePeriodList codePeriodPackage, StrategyReferedPeriods referedPeriods, StrategyForwardPeriod forwardPeriod)
{
this.codePeriodPackage = codePeriodPackage;
this.ReferedPeriods = referedPeriods;
this.ForwardPeriod = forwardPeriod;
}