private void ForwardToday_KLineData(KLineData_RealTime klineData, KLinePeriod period)
{
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
//日线，肯定不会跳到下一个bar
if (period == KLinePeriod.KLinePeriod_1Day)
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.SetRealTimeData(GetKLineBar(klineData, nextTickBar));
return;
}
double time = nextTickBar.Time;
int nextKLineIndex = FindNextKLineIndex(klineData, time);
if (nextKLineIndex == klineData.BarPos)
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.SetRealTimeData(GetKLineBar(klineData, nextTickBar));
}
else
{
dic_KLinePeriod_IsEnd[period] = true;
klineData.SetRealTimeData(GetKLineBar(nextTickBar), nextKLineIndex);
}
}
private bool ForwardToday_MainKLineData()
{
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
double nextTickTime = nextTickBar.Time;
IKLineData_RealTime klineData = forwardData.GetMainKLineData();
if (dic_KLinePeriod_IsEnd[forwardData.MainKLinePeriod])
{
dic_KLinePeriod_IsEnd[forwardData.MainKLinePeriod] = false;
}
else
{
int nextKLineIndex = FindNextKLineIndex(klineData, nextTickTime);
}
//if (nextKLineIndex == klineData.BarPos)
//{
// dic_KLinePeriod_IsEnd[period] = false;
// klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
//}
//else
//{
// dic_KLinePeriod_IsEnd[period] = true;
// klineData.ChangeCurrentBar(GetKLineBar(nextTickBar), nextKLineIndex);
//}
return(false);
}
private void ForwardToday_TimeLineData(int mainBarPosIfFinished)
{
if (!dataForForward_Code.UseTimeLineData)
{
return;
}
ITickBar tickBar = dataForForward_Code.CurrentTickData;
ITimeLineData_RealTime timeLineData = dataForForward_Code.CurrentTimeLineData;
//该时段已经结束，跳到下一时段
if (isTimeLineEnd)
{
if (mainBarPosIfFinished > 0)
{
timeLineData.ResetCurrentBar();
timeLineData.BarPos = forwardDataIndeier.GetTimeLineBarPosIfFinished(mainBarPosIfFinished);
return;
}
TimeLineBar timeLineBar2 = TimeLineUtils.GetTimeLineBar(tickBar, timeLineData.YesterdayEnd);
int barP = forwardDataIndeier.GetTimeLineBarPosIfFinished(mainBarPosIfFinished);
timeLineData.ChangeCurrentBar(timeLineBar2, barP);
//timeLineData.ChangeCurrentBar(timeLineBar2, timeLineData.BarPos + 1);
isTimeLineEnd = false;
return;
}
TimeLineBar timeLineBar = TimeLineUtils.GetTimeLineBar(timeLineData, tickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar);
if (mainBarPosIfFinished > 0)
{
isTimeLineEnd = true;
}
}
public void Receive(ITickBar tickBar)
{
if (isFirstReceive)
{
InitBar(tickBar);
isFirstReceive = false;
return;
}
if (PresentBarPos == arr_time.Length - 1)
{
AddTickToBar(tickBar);
return;
}
double nextTime = arr_time[PresentBarPos + 1];
if (tickBar.Time >= nextTime)
{
PresentBarPos++;
InitBar(tickBar);
}
else
{
AddTickToBar(tickBar);
}
}
private void ForwardToday_KLineData(IKLineData_RealTime klineData, KLinePeriod period)
{
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
//日线，肯定不会跳到下一个bar
if (period.Equals(KLinePeriod.KLinePeriod_1Day))
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
return;
}
double nextTickTime = nextTickBar.Time;
int nextKLineIndex = FindNextKLineIndex(klineData, nextTickTime);
if (nextKLineIndex == klineData.BarPos)
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
}
else
{
dic_KLinePeriod_IsEnd[period] = true;
klineData.ChangeCurrentBar(GetKLineBar(nextTickBar), nextKLineIndex);
}
}
private static void ForwardNextDay_KLine(DataForForward_Code forwardData, IKLineData_RealTime klineData, KLinePeriod period)
{
ITickBar tickBar = forwardData.CurrentTickData.GetCurrentBar();
int nextbarPos = klineData.BarPos + 1;
klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(tickBar), nextbarPos);
}
public static KLineBar GetKLineBar(IKLineBar klineBar, ITickData tickData, int startIndex, int endIndex)
{
KLineBar bar = new KLineBar();
ITickBar endTickBar = tickData.GetBar(endIndex);
bar.Time = endTickBar.Time;
bar.Start = klineBar.Start;
float high = klineBar.High;
float low = klineBar.Low;
float money = klineBar.Money;
int mount = klineBar.Mount;
for (int i = startIndex; i <= endIndex; i++)
{
ITickBar tickBar = tickData.GetBar(i);
if (high < tickBar.Price)
{
high = tickBar.Price;
}
if (low > tickBar.Price)
{
low = tickBar.Price;
}
money += tickBar.Mount * tickBar.Price;
mount += tickBar.Mount;
}
bar.High = high;
bar.Low = low;
bar.End = endTickBar.Price;
bar.Money = money;
bar.Mount = mount;
bar.Hold = endTickBar.Hold;
return(bar);
}
private void ForwardNextDay_KLine(KLineData_RealTime klineData, KLinePeriod period)
{
if (period.PeriodType >= KLineTimeType.DAY)
{
double day = currentTickData.TradingDay;
int nextKLineIndex = FindNextKLineIndex(klineData, day);
if (nextKLineIndex != klineData.BarPos)
{
dic_KLinePeriod_IsEnd[period] = true;
klineData.SetRealTimeData(GetKLineBar(currentTickData), nextKLineIndex);
}
else
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.SetRealTimeData(GetKLineBar(klineData, currentTickData));
}
return;
}
ITickBar tickBar = currentTickData.GetCurrentBar();
KLineData_DaySplitter daySplitter = dic_Period_DaySplitter[period];
daySplitter.NextDay();
//klineData.BarPos = daySplitter.CurrentDayKLineIndex;
ForwardKLine_NextPeriod(klineData, daySplitter.CurrentDayKLineIndex, tickBar);
}
public void Receive(ITickBar tickBar)
{
if (isFirstReceive)
{
InitBar(tickBar);
isFirstReceive = false;
return;
}
if (BarPos == arr_time.Length - 1)
{
AddTickToBar(tickBar);
return;
}
double nextTime = arr_time[BarPos + 1];
if (tickBar.Time >= nextTime)
{
BarPos++;
InitBar(tickBar);
}
else
{
AddTickToBar(tickBar);
}
int m = 12;
if (tickBar.Price != Price)
{
m++;
}
}
private void ForwardToday_TimeLineData(ITimeLineData_RealTime timeLineData)
{
if (timeLineData == null)
{
return;
}
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
int nextTimeLineBarPos = timeLineData.BarPos + 1;
if (nextTimeLineBarPos >= timeLineData.Length)
{
TimeLineBar timeLineBar = GetTimeLineBar(timeLineData, nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, timeLineData.BarPos);
return;
}
else
{
double nextTime = timeLineData.Arr_Time[nextTimeLineBarPos];
TimeLineBar timeLineBar;
if (nextTickBar.Time >= nextTime)
{
timeLineBar = GetTimeLineBar(nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, nextTimeLineBarPos);
}
else
{
timeLineBar = GetTimeLineBar(timeLineData, nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, timeLineData.BarPos);
}
}
}
public void Receive(ITickBar tickBar)
{
string code = tickBar.Code;
if (!dicTickData.ContainsKey(code))
{
TickData_Present newTickData = new TickData_Present(10000);
newTickData.Code = code;
//List<ITickBar> tickBarList = new List<ITickBar>();
((TickBar)tickBar).Mount = tickBar.TotalMount;
((TickBar)tickBar).Add = tickBar.Hold;
newTickData.Recieve(tickBar);
dicTickData.Add(code, newTickData);
if (OnTickDataReceived != null)
{
OnTickDataReceived(this, newTickData, tickBar);
}
return;
}
TickData_Present tickData = dicTickData[code];
ITickBar lastTick = tickData;
((TickBar)tickBar).Mount = tickBar.TotalMount - lastTick.TotalMount;
((TickBar)tickBar).Add = tickBar.Hold - lastTick.Hold;
tickData.Recieve(tickBar);
if (OnTickDataReceived != null)
{
OnTickDataReceived(this, tickData, tickBar);
}
}
private void DrawRecentTick(Graphics g, Point startPoint, ITickData tickData, double lastEndPrice)
{
int defaultLeft = startPoint.X + 2;
Point p = new Point(defaultLeft, startPoint.Y + 2);
Color titleColor = ColorUtils.GetColor("#808080");
g.DrawString("时间", new Font("宋体", 11, FontStyle.Regular), new SolidBrush(titleColor), p);
p.X += 90;
g.DrawString("价位", new Font("宋体", 11, FontStyle.Regular), new SolidBrush(titleColor), p);
p.X += 40;
g.DrawString("现手", new Font("宋体", 11, FontStyle.Regular), new SolidBrush(titleColor), p);
p.X += 40;
g.DrawString("增仓", new Font("宋体", 11, FontStyle.Regular), new SolidBrush(titleColor), p);
p.X += 40;
g.DrawString("开平", new Font("宋体", 11, FontStyle.Regular), new SolidBrush(titleColor), p);
if (tickData == null)
{
return;
}
//TODO 未考虑周全
int showCount = tickData.BarPos >= 15 ? 15 : tickData.BarPos;
int startBarPos = tickData.BarPos - showCount;
for (int i = 0; i < showCount; i++)
{
ITickBar tickBar = tickData.GetBar(startBarPos);
ITickBar lastTickBar = startBarPos <= 0 ? null : tickData.GetBar(startBarPos - 1);
p.X = defaultLeft;
p.Y += 25;
DrawTickBar(g, p, tickBar, lastTickBar, lastEndPrice);
startBarPos++;
}
}
private void AddTickToBar(ITickBar tickBar)
{
float price = tickBar.Price;
arr_price[BarPos] = price;
arr_mount[BarPos] += tickBar.Mount;
arr_hold[BarPos] = tickBar.Hold;
arr_UpRange[BarPos] = (float)Math.Round(price - YesterdayEnd, 2);
arr_UpPercent[BarPos] = (float)Math.Round((price - YesterdayEnd) / price * 100, 2);
}
private void onTickDataReceived(object sender, ITickData tickData, ITickBar tickBar)
{
RealTimeDataReceiver_Code receiver;
bool b = dic_Code_Receive.TryGetValue(tickData.Code, out receiver);
if (b)
{
receiver.Receive(tickData, tickBar);
}
}
private void InitBar(ITickBar tickBar)
{
arr_start[PresentBarPos] = tickBar.Price;
arr_high[PresentBarPos] = tickBar.Price;
arr_low[PresentBarPos] = tickBar.Price;
arr_end[PresentBarPos] = tickBar.Price;
arr_mount[PresentBarPos] = tickBar.Mount;
//arr_money[PresentBarPos] = tickBar.mon
arr_hold[PresentBarPos] = tickBar.Hold;
}
private static void ForwardNextDay_KLine(DataForForward_Code forwardData, IKLineData_RealTime klineData, KLinePeriod period)
{
ITickBar tickBar = forwardData.CurrentTickData.GetCurrentBar();
int nextbarPos = klineData.BarPos + 1;
//TODO 这样nextday算法还是不够准确
while (!klineData.IsDayStart(nextbarPos))
{
nextbarPos = klineData.BarPos + 1;
}
klineData.ChangeCurrentBar(GetKLineBar(tickBar), nextbarPos);
}
void InitializeOpenGL()
{
_glcontrol.MakeCurrent();
GL.Enable(EnableCap.Texture2D);
GL.Enable(EnableCap.LineSmooth);
GL.Enable(EnableCap.Blend);
GL.BlendFunc(BlendingFactorSrc.SrcAlpha, BlendingFactorDest.OneMinusSrcAlpha);
GL.Hint(HintTarget.LineSmoothHint, HintMode.Nicest);
_leftTickBar = new VerticalTickBar();
_bottomTickBar = new HorizontalTickBar();
}
public void Receive(ITickData tickData, ITickBar tickBar)
{
this.tickData = tickData;
foreach (KLineData_Present klineData in dicKLineData.Values)
{
klineData.Receive(tickBar);
}
timeLineData.Receive(tickBar);
if (this.OnRealTimeChanged != null)
{
this.OnRealTimeChanged(this, new RealTimeChangedArgument(-1, Time, this));
}
}
public static TimeLineBar GetTimeLineBar(ITimeLineBar timelineBar, ITickBar tickBar, float lastEndPrice)
{
TimeLineBar bar = new TimeLineBar();
bar.Code = tickBar.Code;
bar.Time = tickBar.Time;
bar.Price = tickBar.Price;
bar.Hold = tickBar.Hold;
bar.Mount = timelineBar.Mount + tickBar.Mount;
bar.UpRange = tickBar.Price - lastEndPrice;
bar.UpPercent = (float)NumberUtils.percent(tickBar.Price, lastEndPrice);
return(bar);
}
private CurrentInfo GetCurrentInfo(ITickData tick)
{
CurrentInfo chartinfo = new CurrentInfo();
chartinfo.code = this.chartComponentController.ChartComponentData.Code;
if (tick == null)
{
return(chartinfo);
}
//ITickData tick = null;
//CurrentInfo chartinfo = new CurrentInfo();
////ITickData tick = navigate.CurrentTickData;
ITickBar tickBar = tick.GetCurrentBar();
//////List<RealDataInfo> reals = currentInfo.GetReal();
//////List<ChartInfo> charts = currentInfo.GetChart(ChartPeriod.DAY, 1);
////ITickBar tickChart = tick.GetBar(navigate.CurrentTickIndex);
chartinfo.currentPrice = Math.Round(tick.Price, 2);
chartinfo.currentHand = tickBar.Mount;
chartinfo.totalHand = tickBar.TotalMount;
chartinfo.totalHold = tickBar.Hold;
chartinfo.dailyAdd = 0;
chartinfo.outMount = 0;
chartinfo.outPercent = 0.5;
chartinfo.inMount = 0;
chartinfo.inPercent = 0.5;
//////RealDataInfo r = reals[reals.Count - 1];
//////ChartInfo chart = charts[0];
ITimeLineData realData = chartComponentController.CurrentRealTimeDataReader_Code.GetTimeLineData();
if (realData != null)
{
ITimeLineBar realChart = realData.GetCurrentBar();
chartinfo.upRange = Math.Round(realChart.UpRange, 2);
chartinfo.upPercent = realChart.UpPercent;
chartinfo.upSpeed = 0;
}
//chartinfo.open = realData.StartPrice;
//chartinfo.high = chart.HighPrice;
//chartinfo.low = chart.LowPrice;
////chartinfo.jsPrice = 0;
////chartinfo.lastJsPrice = Math.Round(r.LastJs, 2);
////double maxUprange = (int)(r.LastJs * 0.04);
////chartinfo.maxUp = r.LastJs + maxUprange;
////chartinfo.maxDown = r.LastJs - maxUprange;
////return chartinfo;
//return chartinfo;
return(chartinfo);
}
private KLineBar GetKLineBar(IKLineBar klineBar, ITickBar tickBar)
{
KLineBar bar = new KLineBar();
bar.Time = tickBar.Time;
bar.Start = klineBar.Start;
bar.High = tickBar.Price > klineBar.High ? tickBar.Price : klineBar.High;
bar.Low = tickBar.Price < klineBar.Low ? tickBar.Price : klineBar.Low;
bar.End = tickBar.Price;
bar.Money = klineBar.Money + tickBar.Mount * tickBar.Price;
bar.Mount = klineBar.Mount + tickBar.Mount;
bar.Hold = tickBar.Hold;
return(bar);
}
private void XApi_OnRtnDepthMarketData(object sender, ref XAPI.DepthMarketDataNClass marketData)
{
if (onReturnMarketData == null)
{
return;
}
if (!IsInOpenPeriod(marketData.UpdateTime))
{
return;
}
ITickBar tickBar = StructTransfer.TransferTickBar(marketData);
onReturnMarketData(sender, ref tickBar);
}
private KLineBar GetKLineBar(ITickBar tickBar)
{
KLineBar bar = new KLineBar();
bar.Time = tickBar.Time;
bar.Start = tickBar.Price;
bar.High = tickBar.Price;
bar.Low = tickBar.Price;
bar.End = tickBar.Price;
bar.Money = tickBar.Mount * tickBar.Price;
bar.Mount = tickBar.Mount;
bar.Hold = tickBar.Hold;
return(bar);
}
private void AddTickToBar(ITickBar tickBar)
{
if (arr_high[PresentBarPos] < tickBar.Price)
{
arr_high[PresentBarPos] = tickBar.Price;
}
if (arr_low[PresentBarPos] > tickBar.Price)
{
arr_low[PresentBarPos] = tickBar.Price;
}
arr_end[PresentBarPos] = tickBar.Price;
arr_mount[PresentBarPos] += tickBar.Mount;
arr_hold[PresentBarPos] = tickBar.Hold;
}
private OpenCloseType GetOpenOrClose(ITickBar tickBar, ITickBar lastTickBar)
{
if (tickBar.Add == 0)
{
return(OpenCloseType.ChangeHand);
}
bool isUp = lastTickBar == null ? true : tickBar.Price >= lastTickBar.Price;
bool isOpen = tickBar.Add > 0;
if (isUp)
{
return(isOpen ? OpenCloseType.OpenUp : OpenCloseType.CloseDown);
}
return(isOpen ? OpenCloseType.OpenDown : OpenCloseType.CloseUp);
}
private void ForwardCurrentBar()
{
IKLineData_Extend mainKLineData = this.dataForForward.GetMainKLineData();
ITickBar tickBar = dataForForward.CurrentTickData.GetCurrentBar();
ForwardCurrentBar(mainKLineData, tickBar);
foreach (KLinePeriod period in dataForForward.ReferedKLinePeriods)
{
if (dataForForward.MainKLinePeriod.Equals(period))
{
continue;
}
ForwardCurrentBar(dataForForward.GetKLineData(period), tickBar);
}
}
private void ForwardKLine(IKLineData_RealTime klineData, bool isBarFinished, bool isBarStart)
{
ITickBar tickBar = dataForForward_Code.CurrentTickData;
if (isBarFinished)
{
klineData.ResetCurrentBar();
}
else if (isBarStart)
{
KLineBar klineBar = KLineUtils.GetKLineBar(tickBar);
klineData.ChangeCurrentBar(klineBar, klineData.BarPos + 1);
}
else
{
KLineBar klineBar = KLineUtils.GetKLineBar(klineData, tickBar);
klineData.ChangeCurrentBar(klineBar);
}
dic_KLinePeriod_IsEnd[klineData.Period] = isBarFinished;
}
private void DrawTickBar(Graphics g, Point p, ITickBar tickBar, ITickBar lastTickBar, double lastEndPrice)
{
Color titleColor = ColorUtils.GetColor("#808080");
Color colorNormal = ColorConfig.Color_StockInfo;
Color colorRed = ColorConfig.Color_TextUp;
Color colorGreen = ColorConfig.Color_TextDown;
g.DrawString(GetTimeFormat(tickBar.Time), new Font("宋体", 11, FontStyle.Bold), new SolidBrush(titleColor), p);
p.X += 90;
g.DrawString(tickBar.Price.ToString(), new Font("宋体", 11, FontStyle.Bold), new SolidBrush(tickBar.Price > lastEndPrice ? colorRed : colorGreen), p);
p.X += 40;
bool isUp = lastTickBar == null ? true : tickBar.Price >= lastTickBar.Price;
g.DrawString(tickBar.Mount.ToString(), new Font("宋体", 11, FontStyle.Bold), new SolidBrush(isUp ? colorRed : colorGreen), p);
p.X += 40;
g.DrawString(tickBar.Add.ToString(), new Font("宋体", 11, FontStyle.Bold), new SolidBrush(colorNormal), p);
p.X += 40;
OpenCloseType oct = GetOpenOrClose(tickBar, lastTickBar);
g.DrawString(GetOpenCloseTypeName(oct), new Font("宋体", 11, FontStyle.Bold), new SolidBrush(colorNormal), p);
}
private void OnReturnMarketData(object sender, ref ITickBar marketData)
{
string code = marketData.Code;
TickData_RealTime tickData;
if (dic_TickData.ContainsKey(code))
{
tickData = dic_TickData[code];
}
else
{
tickData = new TickData_RealTime(code, currentTradingDay, 200);
dic_TickData.Add(code, tickData);
}
tickData.Recieve(marketData);
for (int i = 0; i < Traggers.Count; i++)
{
Traggers[i].TickDataReceived(this, tickData);
}
DataReceived?.Invoke(this, tickData);
}
public void Recieve(ITickBar tickBar)
{
this.arr_time.Add(tickBar.Time);
this.arr_price.Add(tickBar.Price);
this.arr_mount.Add(tickBar.Mount);
this.arr_totalMount.Add(tickBar.TotalMount);
this.arr_add.Add(tickBar.Add);
this.arr_buyPrice.Add(tickBar.BuyPrice);
this.arr_buyMount.Add(tickBar.BuyMount);
this.arr_sellPrice.Add(tickBar.SellPrice);
this.arr_sellMount.Add(tickBar.SellMount);
this.arr_isBuy.Add(tickBar.IsBuy);
if (this.arr_hold.Count == 0)
{
this.arr_hold.Add(tickBar.Add);
}
else
{
this.arr_hold.Add(this.arr_hold[this.arr_hold.Count - 1] + tickBar.Add);
}
this.BarPos = this.arr_time.Count - 1;
}
void InitializeOpenGL() {
_glcontrol.MakeCurrent();
GL.Enable(EnableCap.Texture2D);
GL.Enable(EnableCap.LineSmooth);
GL.Enable(EnableCap.Blend);
GL.BlendFunc(BlendingFactorSrc.SrcAlpha, BlendingFactorDest.OneMinusSrcAlpha);
GL.Hint(HintTarget.LineSmoothHint, HintMode.Nicest);
var aliasedLineWidthRange = new float[2];
var antialiasedLineWidthRange = new float[2];
float granularity;
GL.GetFloat(GetPName.AliasedLineWidthRange, aliasedLineWidthRange);
GL.GetFloat(GetPName.SmoothLineWidthRange, antialiasedLineWidthRange);
GL.GetFloat(GetPName.SmoothLineWidthGranularity, out granularity);
_leftTickBar = new VerticalTickBar();
_bottomTickBar = new HorizontalTickBar();
}
void InitializeOpenGL() {
_glcontrol.MakeCurrent();
GL.Enable(EnableCap.Texture2D);
GL.Enable(EnableCap.LineSmooth);
GL.Enable(EnableCap.Blend);
GL.BlendFunc(BlendingFactorSrc.SrcAlpha, BlendingFactorDest.OneMinusSrcAlpha);
GL.Hint(HintTarget.LineSmoothHint, HintMode.Nicest);
_leftTickBar = new VerticalTickBar();
_bottomTickBar = new HorizontalTickBar();
}
