예제 #1
0
 public DataProviderWrap(Plugin_DataProvider provider)
 {
     this.factory         = new DataReaderFactory(provider.GetDataPath());
     this.provider        = provider;
     this.codeReader      = factory.CodeReader;
     this.klineDataReader = factory.KLineDataReader;
     this.tickDataReader  = factory.TickDataReader;
 }
예제 #2
0
파일: DataReader.cs 프로젝트: wanwei/sc2
 public DataReader(string dataCenterUri)
 {
     this.dataStore           = DataStoreFactory.CreateDataStore(dataCenterUri);
     this.codeReader          = new CodeReader(dataStore.CreateInstrumentStore());
     this.tradingDayReader    = new CacheUtils_TradingDay(dataStore.CreateTradingDayStore().Load());
     this.tradingSessionStore = dataStore.CreateTradingSessionStore();
     this.tradingTimeStore    = dataStore.CreateTradingTimeStore();
     this.tickDataReader      = new TickDataReader(dataStore, this);
     this.klineDataReader     = new KLineDataReader(dataStore, this);
     this.timeLineDataReader  = new TimeLineDataReader(this);
     this.mainContractReader  = new MainContractReader(dataStore);
 }
예제 #3
0
파일: DataTestUtils.cs 프로젝트: wanwei/sc2
        public static IKLineData GetKLineData(string code, int start, int end, KLinePeriod period, List <double[]> openTime)
        {
            DataReaderFactory fac        = ResourceLoader.GetDefaultDataReaderFactory();
            ITickDataReader   tickReader = fac.TickDataReader;
            IList <int>       dates      = fac.OpenDateReader.GetOpenDates(start, end);
            List <TickData>   dataList   = new List <TickData>();

            for (int i = 0; i < dates.Count; i++)
            {
                int      date     = dates[i];
                TickData tickData = tickReader.GetTickData(code, date);
                if (tickData == null)
                {
                    continue;
                }
                dataList.Add(tickData);
            }
            return(DataTransfer_Tick2KLine.Transfer(dataList, period, openTime));
        }