public void TestTrade()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170603;
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_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(code, startDate, endDate, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
StrategyAbstract strategy = (StrategyAbstract)StrategyGetter.GetStrategy(typeof(MockStrategy_Trade));
executor.Strategy = strategy;
executor.Run();
StrategyTrader_History trader = ((StrategyTrader_History)strategy.StrategyHelper.Trader);
IList <TradeInfo> tradeInfos = trader.Account.CurrentTradeInfo;
AssertUtils.PrintLineList((IList)tradeInfos);
AssertUtils.AssertEqual_List("StrategyTrade", GetType(), tradeInfos);
Assert.AreEqual(96250, trader.Account.Asset);
//Assert.AreEqual(98870, trader.Account.Asset);
//IList<OrderInfo> orderInfos = strategy.StrategyOperator.Trader.CurrentOrderInfo;
//for (int i = 0; i < tradeInfos.Count; i++)
//{
// Console.WriteLine(tradeInfos[i]);
//}
//Console.WriteLine(strategy.StrategyOperator.Trader.OwnerTrader.Account.Asset);
}
public void TestStrategyExecutorEvent_CodePeriod1()
{
string code = "RB";
int startDate = 20170101;
int endDate = 20180101;
ICodePeriod codePeriod = DataCenter.Default.CodePeriodFactory.CreateCodePeriod_MainContract(code, startDate, endDate);
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_DataPackage strategyCodePeriod = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(codePeriod, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
executor.OnFinished += Executor_OnFinished;
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Empty));
executor.Strategy = strategy;
executor.Run();
}
public void TestRunStrategy_Minute()
{
string code = "RB1710";
int startDate = 20170301;
int endDate = 20170603;
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, startDate, endDate);
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_DataPackage strategyDataPackage = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
//strategyDataPackage.IsSaveResult = true;
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyDataPackage);
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Simple));
executor.Strategy = strategy;
executor.Run();
Console.WriteLine(executor.StrategyResult);
}
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)
{
}
}
public void TestExecutor_DataPackageLink()
{
string code = "RB";
int startDate = 20170101;
int endDate = 20180101;
ICodePeriod codePeriod = DataCenter.Default.CodePeriodFactory.CreateCodePeriod_MainContract(code, startDate, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UseTickData = true;
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_15Minute);
StrategyArguments_CodePeriod arguments = new StrategyArguments_CodePeriod(codePeriod, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(arguments);
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Simple));
executor.Strategy = strategy;
executor.Run();
}
public void TestReferOtherStrategy()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170603;
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_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(code, startDate, endDate, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_ReferOtherStrategy));
executor.Strategy = strategy;
executor.Run();
}
private void ExecuteStrategy_Event(string code, int startDate, int endDate)
{
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, startDate, endDate);
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_DataPackage strategyCodePeriod = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
executor.OnFinished += Executor_OnFinished;
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Empty));
executor.Strategy = strategy;
executor.Run();
}
