private IDataForward_Code GetDataForward()
{
if (isTickForward)
{
return(dataForward);
}
if (this.dataForward != null)
{
this.dataForward.NavigateTo(Time);
return(this.dataForward);
}
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UseTickData = true;
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);
this.dataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(this.DataPackage, referedPeriods, forwardPeriod);
this.dataForward.Forward();
this.dataForward.NavigateTo(this.Time);
this.dataForward.OnRealTimeChanged += DataForward_OnRealTimeChanged;
return(this.dataForward);
}
public void TestSaveLoad_DataForward_Code()
{
string code = "rb1710";
int startDate = 20170601;
int endDate = 20170602;
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute, KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Hour, KLinePeriod.KLinePeriod_1Day }, true, false);
IDataForward_Code dataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(code, startDate, endDate, referedPeriods, forwardPeriod);
for (int i = 0; i < 100; i++)
{
dataForward.Forward();
}
Console.WriteLine(XmlUtils.ToString(dataForward));
XmlElement root = GetXmlRoot();
dataForward.Save(root);
IDataForward_Code dataForward2 = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(root);
for (int i = 0; i < 100; i++)
{
dataForward.Forward();
dataForward2.Forward();
}
Console.WriteLine(XmlUtils.ToString(dataForward2));
Assert.AreEqual(dataForward.Time, dataForward2.Time);
}
public bool Forward(ForwardPeriod forwardPeriod)
{
if (!forwardPeriod.IsTickForward)
{
return(Forward(forwardPeriod.KlineForwardPeriod));
}
IDataForward_Code dataForward = GetDataForward();
isTickForward = true;
return(dataForward.Forward());
}
public void TestSaveLoad_ForwardPeriod()
{
ForwardPeriod fp = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
XmlElement root = GetXmlRoot();
fp.Save(root);
ForwardPeriod fp2 = new ForwardPeriod();
fp2.Load(root);
Assert.AreEqual(fp, fp2);
}
public void Load(XmlElement xmlElem)
{
this.startDate = int.Parse(xmlElem.GetAttribute("start"));
this.endDate = int.Parse(xmlElem.GetAttribute("end"));
XmlElement elemPeriods = (XmlElement)xmlElem.GetElementsByTagName("referperiods")[0];
this.referedPeriods = new StrategyReferedPeriods();
this.referedPeriods.Load(elemPeriods);
XmlElement elemForward = (XmlElement)xmlElem.GetElementsByTagName("forwardperiod")[0];
this.forwardPeriod = new ForwardPeriod();
this.forwardPeriod.Load(elemForward);
}
private void tbPeriod_KeyDown(object sender, KeyEventArgs e)
{
if (e.KeyCode == Keys.Enter)
{
bool isTickForward = this.cbTimeType.SelectedIndex == 0;
this.forwardPeriod = new ForwardPeriod(isTickForward, new KLinePeriod(GetKLineTimeType(), int.Parse(tbPeriod.Text)));
this.DialogResult = DialogResult.OK;
this.Close();
}
if (e.KeyCode == Keys.Escape)
{
this.DialogResult = DialogResult.Cancel;
this.Close();
}
}
public DataNavigater_Code_KLinePeriod(IDataPackage_Code dataPackage, IList <KLinePeriod> periods, KLinePeriod mainKLinePeriod, bool useTimeLineData)
{
this.code = dataPackage.Code;
this.periods = periods;
this.dataPackage = dataPackage;
this.dic_Period_KLineData = this.dataPackage.CreateKLineData_RealTimes(periods);
this.mainKLineData = this.dic_Period_KLineData[mainKLinePeriod];
this.currentTradingDay = dataPackage.StartDate;
this.useTimeLineData = useTimeLineData;
if (useTimeLineData)
{
this.timeLineData = dataPackage.GetTimeLineData(dataPackage.StartDate);
}
this.forwardPeriod = new ForwardPeriod(false, mainKLineData.Period);
this.onBarArgument = new ForwardOnBarArgument(this.barFinishedInfos);
InitKLine();
}
public void Play()
{
this.isPlaying = true;
if (dataForward_Code == null || this.LastOperator == OPERATOR_NAVIGATE)
{
if (this.dataForward_Code != null)
{
this.dataForward_Code.OnRealTimeChanged -= DataForward_Code_OnRealTimeChanged;
}
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute, KLinePeriod.KLinePeriod_5Minute,
KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Hour, KLinePeriod.KLinePeriod_1Day }, true, true);
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
this.dataForward_Code = dataCenter.HistoryDataForwardFactory.CreateDataForward_Code(this.DataPackage, referedPeriods, forwardPeriod);
this.dataForward_Code.OnRealTimeChanged += DataForward_Code_OnRealTimeChanged;
this.dataForward_Code.NavigateTo(Time);
}
this.LastOperator = OPERATOR_PLAY;
this.dataForward_Code.Play();
}
public bool Forward(ForwardPeriod forwardPeriod)
{
if (!forwardPeriod.IsTickForward)
{
return(Forward(forwardPeriod.KlineForwardPeriod));
}
ITickData tickData = this.GetTickData();
if (tickData.BarPos >= tickData.Length - 1)
{
return(Forward(KLinePeriod.KLinePeriod_1Minute));
}
double time = tickData.Arr_Time[tickData.BarPos + 1];
if (time != tickData.Time)
{
return(NavigateTo(time));
}
return(false);
}
public bool Forward(ForwardPeriod forwardPeriod)
{
bool canForward = this.currentNavigate_Code.Forward(forwardPeriod);
if (!canForward)
{
int endDate = this.DataPackage.EndDate;
int codeEndDate = codeInfo.End;
if (codeEndDate == 0)
{
codeEndDate = this.dataReader.TradingDayReader.FirstTradingDay;
}
if (endDate < codeEndDate)
{
currentNavigate_Code = dataNavigateFactory.CreateDataNavigate_Code(Code, Time);
this.LastOperator = OPERATOR_NAVIGATE;
return(currentNavigate_Code.Forward(forwardPeriod));
}
}
this.LastOperator = OPERATOR_NAVIGATE;
return(canForward);
}
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 tb_ForwardSetting_Click(object sender, EventArgs e)
{
FormForwardSetting formForwardSetting = new FormForwardSetting();
formForwardSetting.ForwardPeriod = forwardPeriod;
DialogResult dialogResult = formForwardSetting.ShowDialog();
if (dialogResult == DialogResult.OK)
{
this.forwardPeriod = formForwardSetting.ForwardPeriod;
if (this.forwardPeriod.IsTickForward)
{
this.tb_BackwordTime.Enabled = false;
this.tb_BackwordTime.Text = "不支持tick后退";
this.tb_ForwordTime.Text = "前进一个tick";
}
else
{
this.tb_BackwordTime.Enabled = true;
this.tb_BackwordTime.Text = "后退" + forwardPeriod.KlineForwardPeriod;
this.tb_ForwordTime.Text = "前进" + forwardPeriod.KlineForwardPeriod;
}
}
}
public void ForwardTime(ForwardPeriod forwardPeriod)
{
this.currentNavigater.Forward(forwardPeriod);
}
