private static int IndexOfTime(IKLineData_RealTime klineData, KLinePeriod klinePeriod, double time, int date)
{
if (klinePeriod.PeriodType == KLineTimeType.DAY)
{
return(TimeIndeierUtils.IndexOfTime_KLine(klineData.GetKLineData_Original(), date));
}
else
{
int index = TimeIndeierUtils.IndexOfTime_KLine(klineData, time);
if (klineData.IsTradingTimeEnd(index))
{
double endTime = klineData.GetEndTime(index);
if (index >= klineData.Length - 1)
{
return(index);
}
double nextStartTime = klineData.Arr_Time[index + 1];
double middleTime = (endTime + nextStartTime) / 2;
if (time < middleTime)
{
return(index);
}
return(index + 1);
}
return(index);
}
}
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++;
}
}
private static int GetTimeLineIndex(ITimeLineData_RealTime timeLineData, double time)
{
if (time < timeLineData.Arr_Time[0])
{
return(0);
}
return(TimeIndeierUtils.IndexOfTime_TimeLine(timeLineData, time));
}
private int FindEndBarPos(ITickData tickData, ITradingTime tradingTime, int periodIndex)
{
double endTime = tradingTime.GetPeriodTime(periodIndex)[1];
double nextStartTime = tradingTime.GetPeriodTime(periodIndex + 1)[0];
endTime = (endTime + nextStartTime) / 2;
return(TimeIndeierUtils.IndexOfTime_Tick(tickData, endTime));
}
public static void ChangeTime_TickData(ITickData_Extend tickData, double time)
{
if (tickData.Time == time)
{
return;
}
int index = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
tickData.BarPos = index < 0 ? 0 : index;
}
private int IndexOfTime(IKLineData klineData, KLinePeriod klinePeriod, double time, int date)
{
if (klinePeriod.PeriodType == KLineTimeType.DAY)
{
return(TimeIndeierUtils.IndexOfTime_KLine(klineData, date));
}
else
{
return(TimeIndeierUtils.IndexOfTime_KLine(klineData, time));
}
}
public static void ChangeTime_TimeLineData(ITimeLineData_RealTime timeLineData, double time, ITickData_Extend tickData)
{
//if (timeLineData.Time == time)
// return;
int timeLineIndex = GetTimeLineIndex(timeLineData, time);
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time);
double klineTime = timeLineData.Arr_Time[timeLineIndex];
int startTickIndex = GetStartTickIndex(timeLineData, tickData, timeLineIndex);
TimeLineBar klineBar = GetTimeLineBar(tickData, startTickIndex, tickIndex, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(klineBar, timeLineIndex);
}
private GraphicDrawer_TimeLine InitGraphicDrawer_TimeLine()
{
this.drawer_TimeLine = new GraphicDrawer_TimeLine();
ITimeLineData timeLineData = compDataController.CurrentRealTimeDataReader_Code.GetTimeLineData();
int barPos = TimeIndeierUtils.IndexOfTime_TimeLine(timeLineData, compData.Time);
timeLineData.BarPos = barPos;
this.graphicData_TimeLine = GraphicDataFactory.CreateGraphicData_TimeLine(timeLineData);
drawer_TimeLine.DataProvider = graphicData_TimeLine;
return(this.drawer_TimeLine);
}
private PriceShape_Point GetPoint(double time, float price)
{
if (graphicData is IGraphicData_Candle)
{
IGraphicData_Candle candleData = (IGraphicData_Candle)graphicData;
IKLineData klineData = candleData.GetKLineData();
int index = TimeIndeierUtils.IndexOfTime_KLine(klineData, time);
return(new PriceShape_Point(index, price));
}
else if (graphicData is IGraphicData_TimeLine)
{
}
return(null);
}
private void CheckError(ITickData tickData, IKLineData klineData)
{
List <int[]> indeies = new List <int[]>();
for (int i = 0; i < klineData.Length; i++)
{
double startTime = klineData.Arr_Time[i];
double endTime = TimeUtils.AddMinutes(startTime, 1);
int startIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, startTime);
int endIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, endTime);
indeies.Add(new int[] { startIndex, endIndex });
}
CheckIndexArr(tickData, indeies);
}
private TimeLineData_RealTime GetTimeLineData_RealTime(TimeLineData timeLineData, ITickData tickData, double time)
{
this.timeLineData_RealTime = new TimeLineData_RealTime(this.timeLineData);
int timeLineIndex = TimeIndeierUtils.IndexOfTime_TimeLine(this.timeLineData, time);
//this.timeLineData_RealTime.IndexOfTime(time);
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time);
double klineTime = timeLineData_RealTime.Arr_Time[timeLineIndex];
int startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime);
//IKLineData klineData = dataPackage.GetKLineData(date, date, 1, 0, KLinePeriod.KLinePeriod_1Day);
float lastEndPrice = dataPackage.GetLastEndPrice(date);
TimeLineBar klineBar = GetTimeLineBar(tickData, startTickIndex, tickIndex, lastEndPrice);
timeLineData_RealTime.ChangeCurrentBar(klineBar, timeLineIndex);
return(timeLineData_RealTime);
}
public void ChangeTime(double time)
{
if (this.currentTime == time)
{
return;
}
this.currentTime = time;
double splitTime = Math.Round(currentTime, 4);
int splitIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, splitTime);
int currentTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, currentTime);
tickData.BarPos = currentTickIndex;
currentChart.Time = splitTime;
ModifyChart(currentChart, splitIndex, currentTickIndex);
}
private static int GetStartTickIndex(ITimeLineData_RealTime timeLineData, ITickData_Extend tickData, int timeLineIndex)
{
double klineTime = timeLineData.BarPos == timeLineIndex?timeLineData.GetCurrentBar_Original().Time : timeLineData.Arr_Time[timeLineIndex];
int startTickIndex;
startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime, true);
if (timeLineData.IsTradingTimeStart(timeLineIndex))
{
while (!tickData.IsTradingTimeStart(startTickIndex))
{
startTickIndex--;
}
}
return(startTickIndex);
}
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 KLineDataIndeier klineDataIndeier;
public void ChangeTime(double time)
{
if (this.time == time)
{
return;
}
if (!IsInCurrentKLineData(time))
{
Change(code, time, period);
return;
}
RefreshChartBuilder(time);
this.time = time;
this.currentKLineIndex = TimeIndeierUtils.IndexOfTime_KLine(klineData, time);
this.chartBuilder.ChangeTime(time);
IKLineBar chart = this.chartBuilder.GetCurrentChart();
klineData.SetRealTimeData(chart, currentKLineIndex);
}
private KLineData_RealTime GetKLineData_RealTime(IKLineData klineData, ITickData tickData, double time)
{
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
int klineIndex = IndexOfTime(klineData_RealTime, klinePeriod, time, date);
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
double klineTime = klineData_RealTime.Arr_Time[klineIndex];
int startTickIndex;
if (klinePeriod.PeriodType == KLineTimeType.DAY)
{
startTickIndex = 0;
}
else
{
startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime);
}
KLineBar klineBar = GetKLineBar(tickData, startTickIndex, tickIndex);
klineData_RealTime.ChangeCurrentBar(klineBar, klineIndex);
return(klineData_RealTime);
}
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);
}
public void ChangeTime(double time)
{
if (this.time == time)
{
return;
}
this.time = time;
int date = this.sessionReader.GetTradingDay(time);
if (date < 0)
{
date = this.sessionReader.GetRecentTradingDay(time);
}
if (this.date != date)
{
this.date = date;
this.tickData = dataPackage.GetTickData(date);
}
int index = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
tickData.BarPos = index < 0 ? 0 : index;
}
private static int GetStartTickIndex(IKLineData_RealTime klineData_RealTime, ITickData_Extend tickData, KLinePeriod klinePeriod, int klineIndex)
{
int startTickIndex;
if (klinePeriod.PeriodType == KLineTimeType.DAY)
{
startTickIndex = 0;
}
else
{
double klineTime = klineData_RealTime.BarPos == klineIndex?klineData_RealTime.GetCurrentBar_Original().Time : klineData_RealTime.Arr_Time[klineIndex];
startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime, true);
if (klineData_RealTime.IsTradingTimeStart(klineIndex))
{
while (!tickData.IsTradingTimeStart(startTickIndex))
{
startTickIndex--;
}
}
}
return(startTickIndex);
}
public int IndexOfTime(double time)
{
return(TimeIndeierUtils.IndexOfTime_KLine(this, time));
}
