Esempio n. 1
0
        public void TestAdjustKLineDataByTick()
        {
            DataReaderFactory  fac               = ResourceLoader.GetDefaultDataReaderFactory();
            IKLineData         klineData         = fac.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_1Minute);
            KLineData_RealTime realtimeKLineData = new KLineData_RealTime(klineData);

            realtimeKLineData.BarPos = TimeIndeierUtils.IndexOfTime_KLine(klineData, 20120104.090000);
            ITickData tickData = fac.TickDataReader.GetTickData("m05", 20120104);

            tickData.BarPos = 0;

            int lastIndex    = -1;
            int currentIndex = 0;

            tickData.BarPos = currentIndex;

            KLineBar klineBar = KLineBar.CopyFrom(realtimeKLineData);

            klineBar.High  = klineBar.Start;
            klineBar.Low   = klineBar.Start;
            klineBar.End   = klineBar.Start;
            klineBar.Mount = 0;
            klineBar.Money = 0;
            klineBar.Hold  = 0;
            realtimeKLineData.SetRealTimeData(klineBar);

            for (int i = 0; i < tickData.Length; i++)
            {
                RealTimeDataNavigateUtils.ForwardKLineDataByForwardedTick(realtimeKLineData, tickData, lastIndex, currentIndex, new KLineBar());
                Console.WriteLine(realtimeKLineData);
                lastIndex = currentIndex;
                currentIndex++;
            }
        }
Esempio n. 2
0
        public void TestForwardKLineDataToNextDayOpenTime()
        {
            string             code = "m05";
            DataReaderFactory  dataReaderFactory  = ResourceLoader.GetDefaultDataReaderFactory();
            IKLineData         klineData          = dataReaderFactory.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_1Minute);
            KLineData_RealTime realtimeKLineData  = new KLineData_RealTime(klineData);
            ITickData          nextDayTickData    = dataReaderFactory.TickDataReader.GetTickData(code, 20120105);
            KLineBar           tmpCurrentKLineBar = new KLineBar();

            //Console.WriteLine(realtimeKLineData);
            Assert.AreEqual("20120104.09,2936,2938,2933,2935,2508,0,341690", realtimeKLineData.ToString());
            RealTimeDataNavigateUtils.ForwardKLineDataToNextDayOpenTime(realtimeKLineData, 20120105, nextDayTickData, dataReaderFactory, tmpCurrentKLineBar);
            //Console.WriteLine(realtimeKLineData);
            Assert.AreEqual("20120105.085901,2928,2928,2928,2928,6,17568,318690", realtimeKLineData.ToString());
        }
Esempio n. 3
0
        public void TestAdjustKLineDataByKLineData()
        {
            DataReaderFactory  fac = ResourceLoader.GetDefaultDataReaderFactory();
            IKLineData         klineData_1Minute         = fac.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_1Minute);
            KLineData_RealTime realtimeKLineData_1Minute = new KLineData_RealTime(klineData_1Minute);

            IKLineData         klineData_15Minute         = fac.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_15Minute);
            KLineData_RealTime realtimeKLineData_15Minute = new KLineData_RealTime(klineData_15Minute);


            realtimeKLineData_1Minute.BarPos  = TimeIndeierUtils.IndexOfTime_KLine(klineData_1Minute, 20120104.090000);
            realtimeKLineData_15Minute.BarPos = TimeIndeierUtils.IndexOfTime_KLine(klineData_1Minute, 20120104.090000);

            int lastBarPos    = realtimeKLineData_1Minute.BarPos;
            int currentBarPos = lastBarPos + 2;

            realtimeKLineData_1Minute.BarPos = currentBarPos;

            Console.WriteLine(realtimeKLineData_15Minute);
            RealTimeDataNavigateUtils.ForwardKLineDataByForwardedKLineData(realtimeKLineData_1Minute, realtimeKLineData_15Minute, lastBarPos, currentBarPos);
            Console.WriteLine(realtimeKLineData_15Minute);
        }