public void TestTrade_Tick()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170605;
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, startDate, endDate, true);
historyDataForward.Forward();
IAccount account = DataCenter.Default.AccountManager.CreateAccount(100000, historyDataForward);
account.AccountSetting.TradeType = AccountTradeType.MARKETPRICE;
account.OnReturnOrder += Account_OnReturnOrder;
account.OnReturnTrade += Account_OnReturnTrade;
account.Open(code, 3099, market.OrderSide.Buy, 10);
account.Open(code, 3095, market.OrderSide.Buy, 10);
int index = 0;
while (index < 2000)
{
historyDataForward.Forward();
index++;
if (isOpen && historyDataForward.GetTickData().SellPrice >= 3102)
{
account.Close(code, 3102, market.OrderSide.Sell, 10);
account.Close(code, 3105, market.OrderSide.Sell, 10);
}
//Console.WriteLine(historyDataForward.GetTickData());
}
Console.WriteLine(account);
Assert.AreEqual(100880, account.Money);
}
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 void TestAccountSave()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170605;
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, startDate, endDate, true);
historyDataForward.Forward();
IAccount account = DataCenter.Default.AccountManager.CreateAccount(100000, historyDataForward);
account.AccountSetting.TradeType = AccountTradeType.MARKETPRICE;
account.OnReturnOrder += Account_OnReturnOrder;
account.OnReturnTrade += Account_OnReturnTrade;
account.Open(code, 3099, market.OrderSide.Buy, 10);
account.Open(code, 3095, market.OrderSide.Buy, 10);
int index = 0;
while (index < 2000)
{
historyDataForward.Forward();
index++;
if (isOpen && historyDataForward.GetTickData().SellPrice >= 3102)
{
account.Close(code, 3102, market.OrderSide.Sell, 10);
account.Close(code, 3105, market.OrderSide.Sell, 10);
}
//Console.WriteLine(historyDataForward.GetTickData());
}
account.Open(code, 3105, market.OrderSide.Buy, 10);
account.Open(code, 3025, market.OrderSide.Buy, 10);
for (int i = 0; i < 100; i++)
{
historyDataForward.Forward();
}
XmlElement root = GetXmlRoot();
account.Save(root);
Account account2 = (Account)DataCenter.Default.AccountManager.CreateAccount(root);
//Console.WriteLine(account);
//Console.WriteLine(account2);
Assert.AreEqual(XmlUtils.ToString(account), XmlUtils.ToString(account2));
IDataForward_Code historyDataForward2 = ForwardDataGetter.GetHistoryDataForward_Code(code, startDate, endDate, true);
historyDataForward2.NavigateTo(account2.Time);
account2.BindRealTimeReader(historyDataForward2);
//IDataForward_Code historyDataForward2 = account2.DataForward_Code;
for (int i = 0; i < 100; i++)
{
historyDataForward2.Forward();
}
Console.WriteLine(account2);
}
public void TestKLineDataForward_Tick()
{
printStrs_Forward_Tick.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar;
klineDataForward.OnTick += KlineDataForward_OnTick;
DateTime prevtime = DateTime.Now;
while (klineDataForward.Forward())
{
}
DateTime time = DateTime.Now;
TimeSpan span = time.Subtract(prevtime);
Console.WriteLine(span.Minutes * 60 * 1000 + span.Seconds * 1000 + span.Milliseconds);
//ITimeLineData timeLineData = klineDataForward.GetTimeLineData();
//for(int i = 0; i < timeLineData.Length; i++)
//{
// ITimeLineBar timeLineBar = timeLineData.GetBar(i);
// Console.WriteLine(timeLineBar);
//}
AssertUtils.AssertEqual_List("forward_tick", GetType(), printStrs_Forward_Tick);
printStrs_Forward_Tick.Clear();
}
public bool Forward(ForwardPeriod forwardPeriod)
{
if (!forwardPeriod.IsTickForward)
{
return(Forward(forwardPeriod.KlineForwardPeriod));
}
IDataForward_Code dataForward = GetDataForward();
isTickForward = true;
return(dataForward.Forward());
}
public void TestCompareWithReader()
{
string code = "RB0000";
int start = 20170601;
int endDate = 20170605;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.Forward();
AddContent_Tick(start, klineDataForward.GetTickData().ToString());
klineDataForward.OnBar += KlineDataForward_OnBar_CompareWithReader;
klineDataForward.OnTick += KlineDataForward_OnTick_CompareWithReader;
while (klineDataForward.Forward())
{
}
AssertKLineDataInDic(code, start, endDate);
AssertTickDataInDic(code);
}
private bool ExecuteStrategy(IDataForward_Code realTimeReader)
{
//执行策略
while (!realTimeReader.IsEnd)
{
realTimeReader.Forward();
if (isCancel)
{
return(false);
}
}
return(true);
}
public void TestRealTimeReader_OnTick()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170610;
IDataForward_Code realTimeReader = GetRealTimeReader(code, start, endDate, true);
realTimeReader.OnTick += RealTimeReader_OnTick;
realTimeReader.OnBar += RealTimeReader_OnBar;
while (!realTimeReader.IsEnd)
{
realTimeReader.Forward();
Console.WriteLine("timeline:" + realTimeReader.GetTimeLineData());
}
}
public void TestRealTimeReader()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170610;
IDataForward_Code realTimeReader = GetRealTimeReader(code, start, endDate, false);
while (!realTimeReader.IsEnd)
{
realTimeReader.Forward();
IKLineData klineData = realTimeReader.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
Console.WriteLine(klineData);
}
}
public void TestForward_TimeLineData()
{
printStrs_Forward_TimeLine.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, start, endDate, true, true, new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute });
klineDataForward.OnTick += KlineDataForward_OnTick;
DateTime prevtime = DateTime.Now;
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_tick_timeline", GetType(), printStrs_Forward_TimeLine);
printStrs_Forward_TimeLine.Clear();
}
public void TestKLineDataForward_Tick_OnBar()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
printStrs_Forward_TimeInfo_OnBar.Clear();
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar2;
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_tick_onbar", GetType(), printStrs_Forward_TimeInfo_OnBar);
printStrs_Forward_TimeInfo_OnBar.Clear();
}
public void TestForwardTimeInfo_OnBar()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar1;
//klineDataForward.OnTick += KlineDataForward_OnTick;
//print_Forward_TimeInfo_OnTick.Clear();
while (klineDataForward.Forward())
{
}
//AssertUtils.AssertEqual_List("forward_tick_timeinfo", GetType(), print_Forward_TimeInfo_OnTick);
//print_Forward_TimeInfo_OnTick.Clear();
}
public void TestTickAttachTick()
{
int start = 20170601;
int endDate = 20170602;
//string code = "A0401";
//int start = 20040106;
//int endDate = 20040106;
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, start, endDate, true, true);
historyDataForward.AttachOtherData(code2);
//historyDataForward.OnBar += HistoryDataForward_OnBar;
historyDataForward.OnTick += HistoryDataForward_OnTick;
//historyDataForward.OnTick += KlineDataForward_OnTick;
while (historyDataForward.Forward())
{
}
}
public void TestKLineDataForward_OnBar()
{
list_OnBar.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = GetDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar;
list_OnBar.Add(KLinePeriod.KLinePeriod_1Minute + ":" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
Console.WriteLine(KLinePeriod.KLinePeriod_1Minute + ":" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_kline", GetType(), list_OnBar);
}
//[TestMethod]
public void TestKLineDataForward_Tick_Long()
{
printStrs_Forward_Tick.Clear();
//string code = "RB1710";
//int start = 20170401;
//int endDate = 20170803;
string code = "RB0000";
int start = 20150401;
int endDate = 20170803;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar_Long;
klineDataForward.OnTick += KlineDataForward_OnTick_Long;
while (klineDataForward.Forward())
{
}
}
//[TestMethod]
public void TestNavigate_ChangeTime()
{
int start = 20170601;
int endDate = 20170603;
KLinePeriod[] periods = new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute, KLinePeriod.KLinePeriod_5Minute,
KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Day };
this.klineData_1Minute = new KLineDataExtend_RealTime(DataCenter.Default.DataReader.KLineDataReader.GetData_Extend(code, start, endDate, 0, 0, KLinePeriod.KLinePeriod_1Minute));
this.klineData_5Minute = new KLineDataExtend_RealTime(DataCenter.Default.DataReader.KLineDataReader.GetData_Extend(code, start, endDate, 0, 0, KLinePeriod.KLinePeriod_5Minute));
this.klineData_15Minute = new KLineDataExtend_RealTime(DataCenter.Default.DataReader.KLineDataReader.GetData_Extend(code, start, endDate, 0, 0, KLinePeriod.KLinePeriod_15Minute));
this.klineData_1Day = new KLineDataExtend_RealTime(DataCenter.Default.DataReader.KLineDataReader.GetData_Extend(code, start, endDate, 0, 0, KLinePeriod.KLinePeriod_1Day));
IDataForward_Code dataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, start, endDate, true, true, periods);
//dataForward.Forward();
dataForward.OnTick += DataForward_OnTick;
while (dataForward.Forward())
{
}
}
public void TestTickAttachKLine()
{
int start = 20170601;
int endDate = 20170602;
//string code = "A0401";
//int start = 20040106;
//int endDate = 20040106;
printStrs_Forward_KLine.Clear();
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, start, endDate, false);
historyDataForward.AttachOtherData(code2);
historyDataForward.OnBar += HistoryDataForward_OnBar;
historyDataForward.OnTick += HistoryDataForward_OnTick;
//historyDataForward.OnTick += KlineDataForward_OnTick;
while (historyDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("attachcode_kline", GetType(), printStrs_Forward_KLine);
}
public void TestKLineDataForward_Minute()
{
string code = "RB1710";
int start = 20170101;
int endDate = 20170803;
IDataForward_Code klineDataForward = GetDataForward(code, start, endDate);
//List<string> list = new List<string>();
dic_Period_Content.Clear();
klineDataForward.OnBar += KlineDataForward_OnBar;
//AddToList(list, klineDataForward);
//Print(klineDataForward);
//Console.WriteLine(KLinePeriod.KLinePeriod_1Minute + ":" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
AddContent(KLinePeriod.KLinePeriod_1Minute, klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute).ToString());
while (klineDataForward.Forward())
{
}
AssertKLineDataInDic(code, start, endDate);
//AssertUtils.AssertEqual_List("forward_bigperiod", GetType(), list);
}
public void TestTrade_TickDelay2()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170605;
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, startDate, endDate, true);
historyDataForward.OnTick += HistoryDataForward_OnTick;
account = DataCenter.Default.AccountManager.CreateAccount(100000, historyDataForward);
account.AccountSetting.TradeType = AccountTradeType.DELAYTICK;
account.AccountSetting.AutoFilter = true;
account.AccountSetting.DelayTick = 4;
int index = 0;
while (index < 100)
{
historyDataForward.Forward();
index++;
}
Console.WriteLine(account);
Assert.AreEqual(53395, account.Money);
Assert.AreEqual(1, account.CurrentOrderInfo.Count);
}
