private void ForwardKLineData(IKLineData_RealTime klineData)
{
IKLineBar nextMainBar = mainKLineData.GetBar(mainKLineData.BarPos + 1);
int currentBarPos = klineData.BarPos;
int nextBarPos = currentBarPos + 1;
if (nextBarPos >= klineData.Length)
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
else
{
double nextTime = klineData.Arr_Time[nextBarPos];
double nextMainTime = mainKLineData.Arr_Time[mainKLineData.BarPos + 1];
if (nextMainTime >= nextTime)
{
ForwardBar_NextPeriod(klineData, nextMainBar);
}
else
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
/*
* 20171021 ww
* 处理回测时非主K线要onbar时时间不对，如下5分钟线
*
* 1分钟:20170531.21,3102,3106,3095,3101,135598,0,3992164
* 1分钟:20170531.2101,3102,3103,3096,3096,58762,0,4008012
* 1分钟:20170531.2102,3095,3102,3094,3100,35524,0,4013054
* 1分钟:20170531.2103,3101,3101,3093,3094,35276,0,4023900
* 1分钟:20170531.2104,3094,3102,3094,3101,34660,0,4029194
* 5分钟:20170531.2104,3102,3106,3093,3101,299820,0,402919
*
* 正确5分钟线
* 5分钟:20170531.21,3102,3106,3093,3101,299820,0,4029194
*/
if (klineData.Period.Equals(KLinePeriod.KLinePeriod_1Day))
{
if (mainKLineData.IsDayEnd(mainKLineData.BarPos + 1))
{
klineData.ResetCurrentBar();
}
}
else if (mainKLineData.BarPos < mainKLineData.Length - 2)
{
double nextMainTime2 = mainKLineData.Arr_Time[mainKLineData.BarPos + 2];
if (nextMainTime2 >= nextTime)
{
klineData.ResetCurrentBar();
return;
}
}
}
}
public static void ChangeTime_KLineData(IKLineData_RealTime klineData_RealTime, int date, double time, ITickData_Extend tickData)
{
KLinePeriod klinePeriod = klineData_RealTime.Period;
int klineIndex = IndexOfTime(klineData_RealTime, klinePeriod, time, date);
//if(tickData.TradingDay !=date)
// tickData =
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
if (IsPeriodEnd(klineData_RealTime, klineIndex, tickData, tickIndex))
{
klineData_RealTime.BarPos = klineIndex;
klineData_RealTime.ResetCurrentBar();
return;
}
int startTickIndex = GetStartTickIndex(klineData_RealTime, tickData, klinePeriod, klineIndex);
KLineBar klineBar = GetKLineBar(tickData, startTickIndex, tickIndex);
klineData_RealTime.ChangeCurrentBar(klineBar, klineIndex);
}
private void ForwardKLine(IKLineData_RealTime klineData, bool isBarFinished, bool isBarStart)
{
ITickBar tickBar = dataForForward_Code.CurrentTickData;
if (isBarFinished)
{
klineData.ResetCurrentBar();
}
else if (isBarStart)
{
KLineBar klineBar = KLineUtils.GetKLineBar(tickBar);
klineData.ChangeCurrentBar(klineBar, klineData.BarPos + 1);
}
else
{
KLineBar klineBar = KLineUtils.GetKLineBar(klineData, tickBar);
klineData.ChangeCurrentBar(klineBar);
}
dic_KLinePeriod_IsEnd[klineData.Period] = isBarFinished;
}
public bool Forward()
{
if (isEnd)
{
return(false);
}
double prevTime = this.Time;
foreach (KLinePeriod period in navigateData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = navigateData.GetKLineData(period);
//主K线最后前进
if (klineData == mainKLineData)
{
continue;
}
ForwardKLineData(klineData);
}
ForwardTimeLineData();
mainKLineData.BarPos++;
DealTimeInfo();
//如果是最后一个bar，设置结束标志
if (mainKLineData.BarPos >= mainKLineData.Length - 1)
{
isEnd = true;
}
foreach (KLinePeriod period in navigateData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = navigateData.GetKLineData(period);
if (isEnd)
{
klineData.ResetCurrentBar();
dic_KLinePeriod_IsEnd[period] = true;
}
else if (klineData.BarPos == klineData.Length - 1)
{
if (isDayEnd)
{
dic_KLinePeriod_IsEnd[period] = true;
}
else
{
dic_KLinePeriod_IsEnd[period] = false;
}
}
else if (period.PeriodType >= KLineTimeType.DAY)
{
if (period.Equals(KLinePeriod.KLinePeriod_1Day))
{
if (isDayEnd)
{
dic_KLinePeriod_IsEnd[period] = true;
}
else
{
dic_KLinePeriod_IsEnd[period] = false;
}
}
}
else
{
double nextMainTime = mainKLineData.Arr_Time[mainKLineData.BarPos + 1];
double nextKLineTime = klineData.Arr_Time[klineData.BarPos + 1];
if (nextMainTime == nextKLineTime)
{
dic_KLinePeriod_IsEnd[period] = true;
}
else
{
dic_KLinePeriod_IsEnd[period] = false;
}
}
}
foreach (string code in dic_Code_DataForward.Keys)
{
dic_Code_DataForward[code].Forward();
}
if (OnBar != null)
{
barFinishedInfos.Clear();
for (int i = 0; i < navigateData.ReferedKLinePeriods.Count; i++)
{
KLinePeriod period = navigateData.ReferedKLinePeriods[i];
if (dic_KLinePeriod_IsEnd[period])
{
IKLineData_RealTime klineData = navigateData.GetKLineData(period);
barFinishedInfos.Add(new ForwardOnbar_Info(klineData, klineData.BarPos));
}
}
OnBar(this, onBarArgument);
}
if (OnRealTimeChanged != null)
{
OnRealTimeChanged(this, new RealTimeChangedArgument(prevTime, this.Time, this));
}
return(true);
}