public void TestForwardCodeIndeier()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, endDate);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Hour);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
referedPeriods.UseTickData = true;
referedPeriods.UseTimeLineData = true;
printLine.Clear();
DataForForward_Code data1 = new DataForForward_Code(dataPackage, referedPeriods);
DataForForward_CodeIndeier indeier = new DataForForward_CodeIndeier(data1);
int len = data1.GetMainKLineData().Length;
for (int i = 0; i < len; i++)
{
IKLineBar bar = data1.GetMainKLineData().GetBar(i);
Print(bar, indeier.GetFinishedBarsRelativeToMainKLine(i), data1);
}
AssertUtils.AssertEqual_List("forwardcodeindeier", GetType(), printLine);
}
private static void ForwardNextDay_KLine(DataForForward_Code forwardData, IKLineData_RealTime klineData, KLinePeriod period)
{
ITickBar tickBar = forwardData.CurrentTickData.GetCurrentBar();
int nextbarPos = klineData.BarPos + 1;
klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(tickBar), nextbarPos);
}
public DataForward_Code_Tick2(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
this.dataForForward_Code = new DataForForward_Code(dataPackage, referedPeriods);
}
public DataForward_Code_Tick3(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.forwardData = new DataForForward_Code(dataPackage, referedPeriods);
this.forwardDataIndeier = new DataForForward_CodeIndeier(forwardData);
this.forwardPeriod = forwardPeriod;
Init();
InitData();
}
public static void ForwardNextDay(DataForForward_Code forwardData, int tradingDay)
{
forwardData.TradingDay = tradingDay;
foreach (KLinePeriod period in forwardData.ReferedKLinePeriods)
{
IKLineData_RealTime klineData = forwardData.GetKLineData(period);
ForwardNextDay_KLine(forwardData, klineData, period);
}
ForwardNextDay_TimeLine(forwardData);
}
public void Load(XmlElement xmlElem)
{
double time = double.Parse(xmlElem.GetAttribute("time"));
this.forwardPeriod = new ForwardPeriod();
this.forwardPeriod.Load(xmlElem);
this.dataForForward_Code = new DataForForward_Code(dataCenter);
this.dataForForward_Code.Load(xmlElem);
this.NavigateTo(time);
}
private static void ForwardNextDay_TimeLine(DataForForward_Code forwardData)
{
if (!forwardData.UseTimeLineData)
{
return;
}
//ITimeLineBar timeLineBar = GetTimeLineBar(forwardData.CurrentTickData, forwardData.CurrentTimeLineData.YesterdayEnd);
//forwardData.CurrentTimeLineData.ChangeCurrentBar(timeLineBar);
}
public DataForward_Code_KLine(IDataCenter dataCenter, IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataCenter = dataCenter;
this.navigateData = new DataForForward_Code(dataPackage, referedPeriods);
this.navigateData.TradingDay = navigateData.StartDate;
this.forwardPeriod = forwardPeriod;
this.mainKLineData = this.navigateData.GetKLineData(forwardPeriod.KlineForwardPeriod);
this.listenedCodes[0] = mainKLineData.Code;
this.onBarArgument = new ForwardOnBarArgument(this.barFinishedInfos, this);
InitKLine();
}
private static void ForwardNextDay_KLine(DataForForward_Code forwardData, IKLineData_RealTime klineData, KLinePeriod period)
{
ITickBar tickBar = forwardData.CurrentTickData.GetCurrentBar();
int nextbarPos = klineData.BarPos + 1;
//TODO 这样nextday算法还是不够准确
while (!klineData.IsDayStart(nextbarPos))
{
nextbarPos = klineData.BarPos + 1;
}
klineData.ChangeCurrentBar(GetKLineBar(tickBar), nextbarPos);
}
public DataForForward_CodeIndeier(DataForForward_Code data)
{
this.data = data;
IList <KLinePeriod> periods = data.ReferedKLinePeriods;
for (int i = 0; i < periods.Count; i++)
{
KLinePeriod period = periods[i];
if (period.Equals(data.MainKLinePeriod))
{
continue;
}
dic_Period_CurrentIndex.Add(period, data.GetKLineData(period).BarPos);
}
this.Index();
}
private void Print(IKLineBar bar, IList <KLineBarPos> posList, DataForForward_Code data1)
{
if (posList == null)
{
return;
}
StringBuilder sb = new StringBuilder();
sb.Append(bar.Time + ":");
//Console.Write(bar.Time + ":");
for (int i = 0; i < posList.Count; i++)
{
KLineBarPos periodBar = posList[i];
//Console.Write(periodBar + "," + data1.GetKLineData(periodBar.KLinePeriod).GetBar(periodBar.BarPos).Time + "|");
sb.Append(periodBar + "," + data1.GetKLineData(periodBar.KLinePeriod).GetBar(periodBar.BarPos).Time + "|");
//Assert.AreEqual(bar.Time, data1.GetKLineData(posList[i].KLinePeriod).Time);
}
//Console.WriteLine();
printLine.Add(sb.ToString());
}
public DataForward_AttachCode_Tick(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.dataForForward = new DataForForward_Code(dataPackage, referedPeriods);
}
public KLineDataForward_Tick(DataForForward_Code dataForForward)
{
this.dataForForward = dataForForward;
//this.forwardDataIndeier = new ForwardDataIndeier()
}
