private void AssertText(string code, int start, int end, string fileName)
{
List <string> list_OnBar = new List <string>();
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
ITickData tickData = datapackage.GetTickData(start);
KLineToTickIndeier indeier = new KLineToTickIndeier(tickData, klineData);
int lastBarPos;
for (int i = 0; i < tickData.Length; i++)
{
list_OnBar.Add("tick:" + tickData.GetBar(i));
Console.WriteLine("tick:" + tickData.GetBar(i));
int pos = indeier.GetKLineBarPosIfFinished(i, out lastBarPos);
if (pos >= 0)
{
list_OnBar.Add(klineData.Period + ":" + klineData.GetBar(pos));
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(pos));
for (int m = pos + 1; m <= lastBarPos; m++)
{
list_OnBar.Add(klineData.Period + ":" + klineData.GetBar(m));
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(m));
//lastBarPos = 1;
}
}
}
AssertUtils.AssertEqual_List(fileName, GetType(), list_OnBar);
}
public StrategyDrawer(IDataPackage_Code dataPackage, StrategyReferedPeriods referPeriods)
{
this.dataPackage = dataPackage;
foreach (KLinePeriod period in referPeriods.UsedKLinePeriods)
{
IKLineData_Extend klineData = dataPackage.GetKLineData(period);
dic_KLinePeriod_Start.Add(period, klineData.BarPos);
dic_KLinePeriod_DataKey.Add(period, new KLineKey(dataPackage.Code, dataPackage.StartDate, dataPackage.EndDate, period));
}
}
private void AssertKLineToKLine(string code, int start, int end, List <string> list_OnBar)
{
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end);
IKLineData_Extend mainKLine = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
IList <IKLineData_Extend> indexKLines = new List <IKLineData_Extend>();
indexKLines.Add(datapackage.GetKLineData(KLinePeriod.KLinePeriod_5Minute));
indexKLines.Add(datapackage.GetKLineData(KLinePeriod.KLinePeriod_15Minute));
indexKLines.Add(datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Hour));
indexKLines.Add(datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Day));
KLineToKLineIndeier indeier = new KLineToKLineIndeier(mainKLine, indexKLines);
int startMainPos = mainKLine.BarPos;
int endMainPos = mainKLine.Length - 1;
for (int i = startMainPos; i <= endMainPos; i++)
{
Console.WriteLine(mainKLine.Period + ":" + mainKLine.GetBar(i));
list_OnBar.Add(mainKLine.Period + ":" + mainKLine.GetBar(i));
PrintKLines(i, indeier, indexKLines, list_OnBar);
}
}
/// <summary>
/// 运行策略，并且将策略运行结果绑定到该
/// </summary>
public void Run()
{
if (this.strategyData == null || this.strategyData.Strategy == null)
{
return;
}
IStrategy strategy = this.strategyData.Strategy;
StrategyReferedPeriods referedPeriods = strategy.GetReferedPeriods();
if (referedPeriods == null)
{
referedPeriods = new StrategyReferedPeriods();
KLinePeriod currentPeriod = this.compChart.Controller.ChartComponentData.KlinePeriod;
referedPeriods.UsedKLinePeriods.Add(currentPeriod);
if (strategy is StrategyAbstract)
{
((StrategyAbstract)strategy).MainKLinePeriod = currentPeriod;
}
}
KLinePeriod mainPeriod = referedPeriods.MainPeriod;
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(referedPeriods.UseTickData, mainPeriod);
IStrategyExecutorFactory executorFactory = StrategyCenter.Default.GetStrategyExecutorFactory();
IDataPackage_Code dataPackage = this.compChart.Controller.CurrentNavigater.DataPackage;
Dictionary <KLinePeriod, int> dic_KLinePeriod_StartPos = new Dictionary <KLinePeriod, int>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
dic_KLinePeriod_StartPos.Add(period, dataPackage.GetKLineData(period).BarPos);
}
drawOperator = new ChartComponentStrategyDrawer(this.compChart.Drawer, dic_KLinePeriod_StartPos, 0, 0);
StrategyArguments_DataPackage strategyDataPackage = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);;
StrategyHelper strategyOperator = new StrategyHelper();
strategyOperator.Drawer = drawOperator;
strategyExecutor = executorFactory.CreateExecutor_History(strategyDataPackage);
strategyExecutor.Strategy = strategy;
//strategyExecutor.Run();
//strategyExecutor.ExecuteFinished += StrategyExecutor_ExecuteFinished;
strategyExecutor.Execute();
}
public void TestTimeLineToKLine()
{
string code = "RB1710";
int start = 20170601;
int end = 20170605;
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
//IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_5Minute);
IList <int> tradingDays = datapackage.GetTradingDays();
ITimeLineData timeLineData = datapackage.GetTimeLineData(tradingDays[0]);
TimeLineToKLineIndeier indeier = new TimeLineToKLineIndeier(klineData, timeLineData);
int tradingDayIndex = 0;
bool isFirst = true;
for (int i = klineData.BarPos; i < klineData.Length; i++)
{
if (!isFirst && klineData.IsDayStart(i))
{
tradingDayIndex++;
if (tradingDayIndex >= tradingDays.Count)
{
return;
}
timeLineData = datapackage.GetTimeLineData(tradingDays[tradingDayIndex]);
indeier.ChangeTradingDay(timeLineData);
}
isFirst = false;
klineData.BarPos = i;
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(i));
int barPos = indeier.GetTimeLineBarPosIfFinished(i);
if (barPos >= 0)
{
timeLineData.BarPos = barPos;
Console.WriteLine("分时线:" + timeLineData.GetBar(barPos));
}
Assert.AreEqual(klineData.Time, timeLineData.Time);
Assert.AreEqual(klineData.End, timeLineData.Price);
}
}
/// <summary>
/// 运行策略，并且将策略运行结果绑定到该
/// </summary>
public void Run()
{
Strategy_MultiMa strategy = new Strategy_MultiMa();
strategy.MainKLinePeriod = this.compChart.Controller.CompData.KlinePeriod;
this.strategy = strategy;
if (this.strategy == null)
{
return;
}
StrategyReferedPeriods referedPeriods = this.strategy.GetReferedPeriods();
if (referedPeriods == null)
{
referedPeriods = new StrategyReferedPeriods();
KLinePeriod currentPeriod = this.compChart.Controller.CompData.KlinePeriod;
referedPeriods.UsedKLinePeriods.Add(currentPeriod);
}
KLinePeriod mainPeriod = referedPeriods.MainPeriod;
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(referedPeriods.UseTickData, mainPeriod);
IStrategyExecutorFactory_History executorFactory = StrategyCenter.Default.GetStrategyExecutorFactory_History();
IDataPackage_Code dataPackage = this.compChart.Controller.CurrentNavigater.DataPackage;
Dictionary <KLinePeriod, int> dic_KLinePeriod_StartPos = new Dictionary <KLinePeriod, int>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
dic_KLinePeriod_StartPos.Add(period, dataPackage.GetKLineData(period).BarPos);
}
drawOperator = new StrategyDrawOperator(this.compChart.Drawer, dic_KLinePeriod_StartPos, 0, 0);
IStrategyOperator strategyOperator = new StrategyOperator(drawOperator);
IStrategyExecutor executor = executorFactory.CreateExecutorByDataPackage(dataPackage, referedPeriods, forwardPeriod, strategyOperator);
executor.SetStrategy(strategy);
executor.Run();
}
public RealTimeReader_Strategy(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.code = dataPackage.Code;
this.startDate = dataPackage.StartDate;
this.endDate = dataPackage.EndDate;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
this.allKLineData = new Dictionary <KLinePeriod, KLineData_RealTime>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
IKLineData klineData = dataPackage.GetKLineData(period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
allKLineData.Add(period, klineData_RealTime);
}
IList <int> allTradingDays = dataPackage.GetTradingDays();
if (forwardPeriod.IsTickForward)
{
this.klineDataForward = new HistoryDataForward_Code_TickPeriod(dataPackage, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
}
else
{
KLinePeriod mainPeriod = forwardPeriod.KlineForwardPeriod;
KLineData_RealTime mainKLineData = allKLineData[mainPeriod];
this.klineDataForward = new HistoryDataForward_Code_KLinePeriod(code, mainKLineData, allKLineData);
}
this.klineDataForward.OnRealTimeChanged += KlineDataForward_OnRealTimeChanged;
this.klineDataForward.OnTick += KlineDataForward_OnTick;
this.klineDataForward.OnBar += KlineDataForward_OnBar;
//this.klineDataForward = HistoryDataForwardFactory.CreateHistoryDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
//this.klineDataForward.OnTick += KlineDataForward_OnTick;
//this.klineDataForward.OnBar += KlineDataForward_OnBar;
}
public void TestExecuteStrategy_MA()
{
string code = "rb1710";
int start = 20170601;
int end = 20170603;
IStrategyExecutor_Single executor = StrategyTestUtils.CreateExecutor_CodePeriod(code, start, end);
MockStrategy_Ma strategy = new MockStrategy_Ma();
executor.Strategy = strategy;
executor.Run();
List <float> floats = strategy.MAList;
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end);
IKLineData_Extend klineData = dataPackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
List <float> floats2 = KLineDataUtils.MaList(klineData, klineData.BarPos, klineData.Length - 1, 5);
for (int i = 0; i < floats.Count; i++)
{
Console.WriteLine(floats[i] + "," + floats2[i]);
}
AssertUtils.AssertEqual_List(floats2, floats);
}
public void TestKLineToTick_Days()
{
string code = "RB1710";
int start = 20170601;
int end = 20170605;
List <string> list_OnBar = new List <string>();
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
IList <int> tradingDays = datapackage.GetTradingDays();
ITickData tickData = datapackage.GetTickData(tradingDays[0]);
KLineToTickIndeier indeier = new KLineToTickIndeier(tickData, klineData);
DoIndex(list_OnBar, klineData, tickData, indeier);
for (int i = 1; i < tradingDays.Count; i++)
{
tickData = datapackage.GetTickData(tradingDays[i]);
indeier.ChangeTradingDay(tickData);
DoIndex(list_OnBar, klineData, tickData, indeier);
}
}
private KLineData_RealTime GetKLineData_RealTime(int date, double time)
{
this.tickData = dataPackage.GetTickData(date);
this.klineData = dataPackage.GetKLineData(klinePeriod);
return(GetKLineData_RealTime(klineData, tickData, time));
}
