private static KLineBar GetChart(IKLineData data, int startIndex, int endIndex)
{
//KLineChart chart = new KLineChart();
KLineBar chart = new KLineBar();
chart.Code = data.Code;
chart.Time = data.Arr_Time[startIndex];
chart.Start = data.Arr_Start[startIndex];
chart.End = data.Arr_End[endIndex];
chart.Hold = data.Arr_Hold[endIndex];
float high = float.MinValue;
float low = float.MaxValue;
int mount = 0;
float money = 0;
for (int i = startIndex; i <= endIndex; i++)
{
float chigh = data.Arr_High[i];
float clow = data.Arr_Low[i];
high = high < chigh ? chigh : high;
low = low > clow ? clow : low;
mount += data.Arr_Mount[i];
money += data.Arr_Money[i];
}
chart.High = high;
chart.Low = low;
chart.Mount = mount;
chart.Money = money;
return chart;
}
private KLineBar CalcKLineBar(int klineIndex, int startTickIndex, int endTickIndex)
{
if (endTickIndex < startTickIndex)
{
return(CalcCurrentChart_EmptyChart(klineIndex));
}
KLineBar klineBar = new KLineBar();
float high = 0;
float low = float.MaxValue;
int mount = 0;
float money = 0;
for (int i = startTickIndex; i <= endTickIndex; i++)
{
int currentMount = tickData.Arr_Mount[i];
float price = tickData.Arr_Price[i];
high = high < price ? price : high;
low = low > price ? price : low;
mount += currentMount;
//money += currentMount * price;
currentHold += tickData.Arr_Add[i];
}
klineBar.Code = tickData.Code;
klineBar.Time = klineTimes[klineIndex][0];
klineBar.Start = tickData.Arr_Price[startTickIndex];
klineBar.High = high;
klineBar.Low = low;
klineBar.End = tickData.Arr_Price[endTickIndex];
klineBar.Mount = mount;
klineBar.Money = money;
klineBar.Hold = currentHold;
return(klineBar);
}
public static KLineBar GetKLineBar(IKLineBar klineBar, ITickData tickData, int startIndex, int endIndex)
{
KLineBar bar = new KLineBar();
ITickBar endTickBar = tickData.GetBar(endIndex);
bar.Time = endTickBar.Time;
bar.Start = klineBar.Start;
float high = klineBar.High;
float low = klineBar.Low;
float money = klineBar.Money;
int mount = klineBar.Mount;
for (int i = startIndex; i <= endIndex; i++)
{
ITickBar tickBar = tickData.GetBar(i);
if (high < tickBar.Price)
{
high = tickBar.Price;
}
if (low > tickBar.Price)
{
low = tickBar.Price;
}
money += tickBar.Mount * tickBar.Price;
mount += tickBar.Mount;
}
bar.High = high;
bar.Low = low;
bar.End = endTickBar.Price;
bar.Money = money;
bar.Mount = mount;
bar.Hold = endTickBar.Hold;
return(bar);
}
private KLineBar GetChart(int startTickIndex, int endTickIndex)
{
//if (endTickIndex < startTickIndex)
// return GetEmptyChart();
KLineBar chart = new KLineBar();
float high = 0;
float low = float.MaxValue;
int mount = 0;
float money = 0;
for (int i = startTickIndex; i <= endTickIndex; i++)
{
int currentMount = tickData.arr_mount[i];
float price = tickData.arr_price[i];
high = high < price ? price : high;
low = low > price ? price : low;
mount += currentMount;
//money += currentMount * price;
currentHold += tickData.arr_add[i];
}
chart.Code = tickData.Code;
chart.Time = periods[currentPeriodIndex];
chart.Start = tickData.arr_price[startTickIndex];
chart.High = high;
chart.Low = low;
chart.End = tickData.arr_price[endTickIndex];
chart.Mount = mount;
chart.Money = money;
chart.Hold = currentHold;
return(chart);
}
private static KLineBar GetChart_Day(IKLineData data, int startIndex, int endIndex)
{
KLineBar chart = GetChart(data, startIndex, endIndex);
chart.Time = (int)data.Arr_Time[endIndex];
return(chart);
}
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 void ModifyChart(KLineBar chart, int tickStart, int tickEnd)
{
float high = 0;
float low = float.MaxValue;
int mount = 0;
for (int i = tickStart; i <= tickEnd; i++)
{
float p = tickData.Arr_Price[i];
if (high < p)
{
high = p;
}
if (low > p)
{
low = p;
}
mount += tickData.Arr_Mount[i];
}
chart.Code = tickData.Code;
chart.Start = tickData.Arr_Price[tickStart];
chart.End = tickData.Arr_Price[tickEnd];
chart.High = high;
chart.Low = low;
chart.Mount = mount;
chart.Hold = tickData.Arr_Hold[tickEnd];
}
private static KLineBar GetKLineBar(ITickData tickData, int startIndex, int endIndex)
{
KLineBar klineBar = KLineUtils.GetKLineBar(tickData.GetBar(startIndex));
for (int i = startIndex + 1; i <= endIndex; i++)
{
klineBar = KLineUtils.GetKLineBar(klineBar, tickData.GetBar(i));
}
return(klineBar);
}
private KLineBar CalcCurrentChart_EmptyChart(int currentKLineIndex)
{
KLineBar klineBar = new KLineBar();
klineBar.Time = klineTimes[currentKLineIndex][0];
float lastPrice = 0;
if (currentKLineIndex == 0)
{
if (lastEndPrice < 0)
{
lastPrice = tickData.Arr_Price[0];
}
else
{
lastPrice = lastEndPrice;
}
}
else
{
lastPrice = klineData.Arr_End[currentKLineIndex - 1];
}
int lastHold = 0;
if (currentKLineIndex == 0)
{
if (lastEndHold < 0)
{
lastHold = tickData.Arr_Hold[0];
}
else
{
lastHold = lastEndHold;
}
}
else
{
lastHold = klineData.Arr_Hold[currentKLineIndex - 1];
}
klineBar.Start = lastPrice;
klineBar.High = lastPrice;
klineBar.Low = lastPrice;
klineBar.End = lastPrice;
klineBar.Mount = 0;
klineBar.Money = 0;
klineBar.Hold = lastHold;
return(klineBar);
}
private KLineBar GetKLineBar(IKLineBar klineBar, ITickBar tickBar)
{
KLineBar bar = new KLineBar();
bar.Time = tickBar.Time;
bar.Start = klineBar.Start;
bar.High = tickBar.Price > klineBar.High ? tickBar.Price : klineBar.High;
bar.Low = tickBar.Price < klineBar.Low ? tickBar.Price : klineBar.Low;
bar.End = tickBar.Price;
bar.Money = klineBar.Money + tickBar.Mount * tickBar.Price;
bar.Mount = klineBar.Mount + tickBar.Mount;
bar.Hold = tickBar.Hold;
return(bar);
}
private KLineBar GetKLineBar(ITickBar tickBar)
{
KLineBar bar = new KLineBar();
bar.Time = tickBar.Time;
bar.Start = tickBar.Price;
bar.High = tickBar.Price;
bar.Low = tickBar.Price;
bar.End = tickBar.Price;
bar.Money = tickBar.Mount * tickBar.Price;
bar.Mount = tickBar.Mount;
bar.Hold = tickBar.Hold;
return(bar);
}
private void ForwardKLine_NextPeriod(IKLineData_RealTime klineData, int newBarPos, ITickBar tickBar)
{
KLineBar bar = new KLineBar();
bar.Time = tickBar.Time;
bar.Start = tickBar.Price;
bar.High = tickBar.Price;
bar.Low = tickBar.Price;
bar.End = tickBar.Price;
bar.Money = tickBar.Mount * tickBar.Price;
bar.Mount = tickBar.Mount;
bar.Hold = tickBar.Hold;
klineData.BarPos = newBarPos;
klineData.ChangeCurrentBar(bar);
}
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());
}
public void ChangeTime(double time)
{
if (currentTime == time)
{
return;
}
//比如 20150531140500
//1分钟线可以正常显示
//日线需要将
int date = DaySplitter.GetTimeDate(time, dataCache_Code.GetOpenDateReader());
if (currentDate != date)
{
//TODO 将以前生成的klineChartBuilder_1Minute cache下来
this.currentDataCache_CodeDate = dataCache_Code.GetCache_CodeDate(date);
this.klineChartBuilder_1Minute = new RealTimeDataBuilder_DayData(currentDataCache_CodeDate, time);
this.currentDate = date;
}
int index = klineData.IndexOfTime(time);
double t = klineData.Arr_Time[index];
IKLineData todayMinuteKLineData = klineChartBuilder_1Minute.MinuteKlineData;
KLineBar currentMinuteChart = klineChartBuilder_1Minute.GetCurrentChart();
//TODO 这里最多只支持到日线，两日线或以上不支持
int startIndex;
if (t == (int)t)
{
startIndex = 0;
}
else
{
startIndex = todayMinuteKLineData.IndexOfTime(t);
}
int endIndex = todayMinuteKLineData.IndexOfTime(currentMinuteChart.Time);
IKLineBar currentChart = todayMinuteKLineData.GetAggrKLineBar(startIndex, endIndex - 1);
KLineBarMerge.MergeTo((KLineBar)currentChart, currentMinuteChart);
this.currentChart = currentChart;
this.currentTime = time;
}
private static KLineData GetKLineData(List<KLineBar> charts)
{
KLineData data = new KLineData(charts.Count);
data.Code = charts[0].Code;
for (int i = 0; i < charts.Count; i++)
{
KLineBar chart = charts[i];
data.arr_time[i] = chart.Time;
data.arr_start[i] = chart.Start;
data.arr_high[i] = chart.High;
data.arr_low[i] = chart.Low;
data.arr_end[i] = chart.End;
data.arr_mount[i] = chart.Mount;
data.arr_money[i] = chart.Money;
data.arr_hold[i] = chart.Hold;
}
return data;
}
public void TestSetRealTimeData()
{
IKLineData data = MockDataLoader.GetKLineData("m1405", 20131202, 20131205, KLinePeriod.KLinePeriod_1Minute);
//IKLineData data = MockDataLoader_Long.GetKLineData("m1405", 20131202, 20131205, KLinePeriod.KLinePeriod_1Minute);
KLineData_RealTime data_real = new KLineData_RealTime(data);
KLineBar chart = new KLineBar(data_real, 15);
data.BarPos = 15;
chart.Code = "m1405";
chart.Time = 20131202.091455;
chart.Start = 3745;
chart.High = 3745;
chart.Low = 3743;
chart.End = 3743;
chart.Mount = 1600;
chart.Hold = 718011;
data_real.ChangeCurrentBar(chart, 15);
Assert.AreEqual("20131202.091455,3745,3745,3743,3743,1600,0,718011", chart.ToString());
Assert.AreEqual(chart.ToString(), data_real.ToString());
Assert.AreEqual(2, data_real.Height);
//Console.WriteLine(data_real.HeightPercent);
Assert.AreEqual(3745, data_real.BlockHigh);
Assert.AreEqual(3743, data_real.BlockLow);
Assert.AreEqual(2, data_real.BlockHeight);
//Console.WriteLine(data_real.BlockHeightPercent);
//Console.WriteLine(data_real.up);
//Assert.AreEqual(3745, data_real.Arr_BlockHigh);
// list_Height.SetTmpValue(barPos, chart.Height);
//list_HeightPercent.SetTmpValue(barPos, chart.HeightPercent);
//list_BlockHigh.SetTmpValue(barPos, chart.BlockHigh);
//list_BlockLow.SetTmpValue(barPos, chart.BlockLow);
//list_BlockHeight.SetTmpValue(barPos, chart.BlockHeight);
//list_BlockHeightPercent.SetTmpValue(barPos, chart.BlockHeightPercent);
//float upPercent = barPos == 0 ?
// (float)NumberUtils.percent(chart.End, chart.Start) :
// (float)NumberUtils.percent(chart.End, klineData.Arr_End[barPos - 1]);
//list_UpPercent.SetTmpValue(barPos, upPercent);
data_real.ChangeCurrentBar(null, 16);
Assert.AreEqual("20131202.0915,3354,3354,3352,3353,9202,0,1717708", data_real.ToString(15));
}
private void ForwardBar_CurrentPeriod(IKLineData_RealTime klineData, IKLineBar klineBar)
{
double time = klineBar.Time;
IKLineBar oldbar = klineData.GetBar(klineData.BarPos);
KLineBar bar = new KLineBar();
bar.Time = klineBar.Time;
bar.Start = oldbar.Start;
bar.High = klineBar.High > oldbar.High ? klineBar.High : oldbar.High;
bar.Low = klineBar.Low < oldbar.Low ? klineBar.Low : oldbar.Low;
bar.End = klineBar.End;
bar.Mount = oldbar.Mount + klineBar.Mount;
bar.Money = oldbar.Money + klineBar.Money;
bar.Hold = klineBar.Hold;
klineData.ChangeCurrentBar(bar);
}
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 KLineBar GetEmptyChart()
{
KLineBar chart = new KLineBar();
chart.Code = tickData.Code;
chart.Time = periods[currentPeriodIndex];
float lastPrice = currentTickIndex == 0 ? yesterdayEndPrice : tickData.arr_price[currentTickIndex - 1];
if (lastPrice < 0)
{
lastPrice = tickData.arr_price[0];
}
chart.Start = lastPrice;
chart.High = lastPrice;
chart.Low = lastPrice;
chart.End = lastPrice;
chart.Mount = 0;
chart.Hold = currentHold;
return(chart);
}
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;
}
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);
}
