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())
{
}
}
public bool Forward()
{
return(historyDataForward.Forward());
}