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;
}
private void Init(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
Dictionary <KLinePeriod, KLineData_RealTime> allKLineData = new Dictionary <KLinePeriod, KLineData_RealTime>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
IKLineData klineData = this.dataPackage.GetKLineData(period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
allKLineData.Add(period, klineData_RealTime);
}
//ITimeLineData timelineData = this.dataReader.TimeLineDataReader.GetData(code, startDate);
//this.timeLineData_RealTime = new TimeLineData_RealTime(timelineData);
IList <int> allTradingDays = dataPackage.GetTradingDays();
if (forwardPeriod.IsTickForward)
{
//this.historyDataForward = new HistoryDataForward_Code_TickPeriod(dataReader, code, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
this.historyDataForward = new HistoryDataForward_Code_TickPeriod(dataPackage, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
}
else
{
KLinePeriod mainPeriod = forwardPeriod.KlineForwardPeriod;
KLineData_RealTime mainKLineData = allKLineData[mainPeriod];
this.historyDataForward = new HistoryDataForward_Code_KLinePeriod(Code, mainKLineData, allKLineData);
}
this.historyDataForward.OnRealTimeChanged += HistoryDataForward_OnRealTimeChanged;
this.historyDataForward.OnTick += KlineDataForward_OnTick;
this.historyDataForward.OnBar += KlineDataForward_OnBar;
}
