public StrategyCenter(DataCenter dataCenter) { this.dataCenter = dataCenter; this.strategyExecutorFactory = new StrategyExecutorFactory(this); this.strategyAssemblyMgr = StrategyMgrFactory.DefaultPluginMgr; this.strategyExecutorPool = new StrategyExecutorPool(); Uri uri = new Uri(dataCenter.DataCenterInfo.Uri); this.strategyResultStore = new StrategyResultStore_File(new StrategyDataPathUtils(uri.LocalPath)); }
public virtual void SaveStrategyResult() { int day = int.Parse(DateTime.Now.ToString("yyyyMMdd")); IStrategyResultStore store = this.strategyCenter.StrategyResultStore; store.Save(day, strategyResult); store.SaveQueryResult(day, strategyResult); for (int i = 0; i < strategyResult.StrategyResult_Codes.Count; i++) { store.Save(day, strategyResult.Name, strategyResult.StrategyResult_Codes[i]); } }
public void TestStrategyResult_DataPackage() { //ICodePeriodFactory factory = DataCenter.Default.CodePeriodFactory; //ICodePeriod codePeriod = factory.CreateCodePeriod("rb1801", 20170501, 20170801); StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods(); referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute); referedPeriods.UseTickData = true; StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_15Minute); //StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(codePeriod, referedPeriods, forwardPeriod); IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code("rb1801", 20170501, 20170801); StrategyArguments_DataPackage strategyArguments = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod); //自动保存结果 strategyArguments.IsSaveResult = true; IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyArguments); MockStrategy_Results strategy = new MockStrategy_Results(); strategy.Name = "策略结果保存"; executor.Strategy = strategy; executor.Run(); //IStrategyTrader trader = executor.StrategyHelper.Trader; int day = int.Parse(DateTime.Now.ToString("yyyyMMdd")); IStrategyResult result = executor.StrategyResult; string resultName = executor.StrategyResult.Name; IStrategyResultStore store = StrategyCenter.Default.StrategyResultStore; IList <int> savedDays = store.GetAllSavedDays(); for (int i = 0; i < savedDays.Count; i++) { Console.Write(savedDays[i] + ","); } Console.WriteLine(); IStrategyResult result2 = store.LoadStrategyResult(day, resultName); Console.WriteLine(result2); Assert.AreEqual(result.ToString(), result2.ToString()); Assert.AreEqual(1, result2.StrategyResult_Codes.Count); Assert.AreEqual(1, result2.StrategyQueryResultManager.GetQueryResults().Count); Console.WriteLine(result2.StrategyResult_Codes[0]); Assert.AreEqual(result.StrategyResult_Codes[0].ToString(), result2.StrategyResult_Codes[0].ToString()); }