public void TickDataReceived(object sender, ITickData tickData)
{
string code = tickData.Code;
RealTimeDataReceiver_Code realTimeDataReceiver;
if (dic_Code_RealTimeData.ContainsKey(code))
{
realTimeDataReceiver = dic_Code_RealTimeData[code];
realTimeDataReceiver.Receive(tickData);
}
else
{
IMarketData marketData = ((IMarketData)sender);
List <double[]> openTime = marketData.GetTradingSession(code, currentTradingDay);
if (openTime == null)
{
throw new ApplicationException(code + "-" + currentTradingDay + "没有配置开盘时间");
}
realTimeDataReceiver = new RealTimeDataReceiver_Code(code, currentTradingDay, dataReader, klinePeriods, openTime);
dic_Code_RealTimeData.Add(code, realTimeDataReceiver);
}
if (RealTimeDataChanged != null)
{
RealTimeDataChanged(this, realTimeDataReceiver);
}
}
public void TickDataReceived(object sender, ITickData tickData)
{
if (this.tickDataBuilder != null)
{
tickDataBuilder.Receive(tickData);
}
}
private void KlineDataForward_OnTick(object sender, ITickData tickData, int index)
{
if (OnTick != null)
{
OnTick(this, tickData, index);
}
}
public ITickData Generate(String variety, int date)
{
//String indexCode = variety + "13";
//ITickData indexdata = GetAdjustedTickData(indexCode, date);
//if (indexdata != null)
// return indexdata;
List <CodeInfo> codes = dataUpdateHelper.GetUpdatedCodes(variety, date);
List <ITickData> tickDataList = new List <ITickData>();
for (int i = 0; i < codes.Count; i++)
{
CodeInfo code = codes[i];
String upperCode = code.Code.ToUpper();
ITickData data = GetAdjustedTickData(code.Code, date);
if (data != null)
{
tickDataList.Add(data);
}
}
if (tickDataList.Count == 0)
{
return(null);
}
List <double[]> openTime = this.dataUpdateHelper.GetUpdatedTradingSessionDetail(codes[0].Code, date);
return(Generate(variety + "0000", tickDataList, openTime));
}
public void TestAdjustKLineDataByTick()
{
DataReaderFactory fac = ResourceLoader.GetDefaultDataReaderFactory();
IKLineData klineData = fac.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_1Minute);
KLineData_RealTime realtimeKLineData = new KLineData_RealTime(klineData);
realtimeKLineData.BarPos = TimeIndeierUtils.IndexOfTime_KLine(klineData, 20120104.090000);
ITickData tickData = fac.TickDataReader.GetTickData("m05", 20120104);
tickData.BarPos = 0;
int lastIndex = -1;
int currentIndex = 0;
tickData.BarPos = currentIndex;
KLineBar klineBar = KLineBar.CopyFrom(realtimeKLineData);
klineBar.High = klineBar.Start;
klineBar.Low = klineBar.Start;
klineBar.End = klineBar.Start;
klineBar.Mount = 0;
klineBar.Money = 0;
klineBar.Hold = 0;
realtimeKLineData.SetRealTimeData(klineBar);
for (int i = 0; i < tickData.Length; i++)
{
RealTimeDataNavigateUtils.ForwardKLineDataByForwardedTick(realtimeKLineData, tickData, lastIndex, currentIndex, new KLineBar());
Console.WriteLine(realtimeKLineData);
lastIndex = currentIndex;
currentIndex++;
}
}
public static void PrintTickData(ITickData tickData)
{
for (int i = 0; i < tickData.Length; i++)
{
Console.WriteLine(tickData.GetBar(i));
}
}
public void TestIndexOfTick_Repeat()
{
ITickData tickData = MockDataLoader.GetTickData("m0805", 20070919);
int index = TimeIndeierUtils.IndexOfTime_Tick(tickData, 20070919.092414, true, 0);
Assert.AreEqual(2416, index);
index = TimeIndeierUtils.IndexOfTime_Tick(tickData, 20070919.092414, true, 1);
Assert.AreEqual(2417, index);
index = TimeIndeierUtils.IndexOfTime_Tick(tickData, 20070919.092414, true, 2);
Assert.AreEqual(2418, index);
index = TimeIndeierUtils.IndexOfTime_Tick(tickData, 20070919.092414, true, 3);
Assert.AreEqual(2419, index);
//index = TimeIndeierUtils.IndexOfTime_Tick(tickData, 20070919.092414, false, 0);
//Assert.AreEqual(2416, index);
//index = TimeIndeierUtils.IndexOfTime_Tick(tickData, 20070919.092414, false, 1);
//Assert.AreEqual(2417, index);
//index = TimeIndeierUtils.IndexOfTime_Tick(tickData, 20070919.092414, false, 2);
//Assert.AreEqual(2418, index);
//index = TimeIndeierUtils.IndexOfTime_Tick(tickData, 20070919.092414, false, 3);
//Assert.AreEqual(2419, index);
//Console.WriteLine(index);
//Console.WriteLine(tickData.Arr_Time[index]);
//Console.WriteLine(tickData.GetBar(index));
}
public SingleTickBarWriter(string path, ITickData tickData, int startIndex, int endIndex)
{
this.path = path;
this.tickData = tickData;
this.startIndex = startIndex;
this.endIndex = endIndex;
}
private void CalcCurrent(ITickData data, int currentTickIndex, List <ITickData> currentData, int[] mounts, int[] lastIndeies)
{
float price = 0;
int mount = 0;
int totalMount = 0;
int hold = 0;
int add = 0;
for (int i = 0; i < currentData.Count; i++)
{
ITickData tickdata = currentData[i];
if (tickdata == null)
{
continue;
}
price += tickdata.Price * tickdata.Hold;
mount += mounts[i];
totalMount += tickdata.TotalMount;
hold += tickdata.Hold;
if (currentTickIndex == 0)
{
add += tickdata.Hold;
}
else
{
add += tickdata.Hold - tickdata.Arr_Hold[lastIndeies[i]];
}
}
price = (float)Math.Round((float)(price / hold), 2);
data.Arr_Price[currentTickIndex] = price;
data.Arr_Mount[currentTickIndex] = mount;
data.Arr_TotalMount[currentTickIndex] = totalMount;
data.Arr_Add[currentTickIndex] = add;
}
private void SendClose()
{
PositionInfo position = SelectedPosition;
if (position == null)
{
MessageBox.Show("请选中要平仓的持仓");
return;
}
string code = CurrentCode;
int mount = CurrentMount;
float price = CurrentPrice;
if (price == 0)
{
ITickData tickData = dataNavigater.GetTickData();
if (position.Side == PositionSide.Long)
{
price = tickData.BuyPrice;
}
else
{
price = tickData.SellPrice;
}
}
double orderTime = dataNavigater.Time;
//OrderInfo order = new OrderInfo(code, orderTime, OpenCloseType.Close, price, mount, position.Side == PositionSide.Long ? OrderSide.Buy : OrderSide.Sell);
OrderInfo order = new OrderInfo(code, orderTime, OpenCloseType.Close, price, mount, position.Side == PositionSide.Long ? OrderSide.Sell : OrderSide.Buy);
this.trader.SendOrder(order);
}
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 MarketData_DataReceived(object sender, ITickData tickData)
{
if (TickDataReceived != null)
{
TickDataReceived(this, tickData);
}
}
private void AssertText(string code, int start, int end, string fileName)
{
List <string> list_OnBar = new List <string>();
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
ITickData tickData = datapackage.GetTickData(start);
KLineToTickIndeier indeier = new KLineToTickIndeier(tickData, klineData);
int lastBarPos;
for (int i = 0; i < tickData.Length; i++)
{
list_OnBar.Add("tick:" + tickData.GetBar(i));
Console.WriteLine("tick:" + tickData.GetBar(i));
int pos = indeier.GetKLineBarPosIfFinished(i, out lastBarPos);
if (pos >= 0)
{
list_OnBar.Add(klineData.Period + ":" + klineData.GetBar(pos));
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(pos));
for (int m = pos + 1; m <= lastBarPos; m++)
{
list_OnBar.Add(klineData.Period + ":" + klineData.GetBar(m));
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(m));
//lastBarPos = 1;
}
}
}
AssertUtils.AssertEqual_List(fileName, GetType(), list_OnBar);
}
public override void Paint(Graphics g)
{
if (dataProvider == null)
{
return;
}
Rectangle rect = DisplayRect;
drawFrame(g);
int x_left = rect.X;
int y = rect.Y;
CurrentInfo chartinfo = dataProvider.GetCurrentInfo();
double lastEndPrice = chartinfo.lastJsPrice;
Point point = new Point(x_left, y);
g.DrawString(chartinfo.code, new Font("宋体", 24, FontStyle.Bold), new SolidBrush(ColorConfig.Color_StockInfo), point);
ITickData tickData = dataProvider.GetCurrentTickData();
DrawBuySell(g, point, tickData, lastEndPrice);
int x_middle = rect.X + rect.Width / 2;
Point pointl = DrawContent(g, rect, x_left, x_middle, chartinfo, lastEndPrice, point);
pointl.X = rect.X;
pointl.Y += 26;
DrawRecentTick(g, pointl, tickData, lastEndPrice);
}
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 TestLoadTickData(string code, int date, string fileName)
{
IDataReader dataReader = DataReaderFactory.CreateDataReader(DataCenterUri.URI);
ITickData klineData = dataReader.TickDataReader.GetTickData(code, date);
AssertUtils.AssertEqual_TickData(fileName, GetType(), klineData);
}
/// <summary>
/// 数据转换器
/// </summary>
/// <param name="data">待转换的tick数据</param>
/// <param name="klineTimes">目标K线时间队列，需要传入完整时间，如5分钟K线，要传入20140106090000,20140106090500......</param>
/// <param name="lastEndPrice"></param>
/// <param name="lastEndHold"></param>
public DataTransfer_Tick2KLine(ITickData data, IList <double[]> klineTimes, float lastEndPrice, int lastEndHold)
{
this.tickData = data;
this.klineTimes = klineTimes;
this.lastEndPrice = lastEndPrice;
this.lastEndHold = lastEndHold;
}
public override void OnTick(object sender, IStrategyOnTickArgument currentData)
{
ITickData tickData = currentData.Tick.TickData;
if (tickData.BarPos == 0)
{
}
}
public DayNavigate(DataReaderFactory dataReaderFactory, string code, int date)
{
this.dataReaderFactory = dataReaderFactory;
this.code = code;
this.date = date;
this.tickData = dataReaderFactory.TickDataReader.GetTickData(code, date);
this.timeLineData = dataReaderFactory.TimeLineDataReader.GetData(code, date);
}
private int FindEndBarPos(ITickData tickData, ITradingTime tradingTime, int periodIndex)
{
double endTime = tradingTime.GetPeriodTime(periodIndex)[1];
double nextStartTime = tradingTime.GetPeriodTime(periodIndex + 1)[0];
endTime = (endTime + nextStartTime) / 2;
return(TimeIndeierUtils.IndexOfTime_Tick(tickData, endTime));
}
/// <summary>
/// 检验tick数据的正确性
/// </summary>
/// <param name="tickData"></param>
/// <param name="newTickData"></param>
public static void AssertEqual_TickData(ITickData tickData, ITickData newTickData)
{
Assert.AreEqual(newTickData.Length, tickData.Length);
for (int i = 0; i < tickData.Length; i++)
{
Assert.AreEqual(newTickData.GetBar(i).ToString(), tickData.GetBar(i).ToString());
}
}
public bool Forward()
{
if (isEnd)
{
return(false);
}
ITickData currentTickData = forwardData.CurrentTickData;
if (currentTickData == null || currentTickData.BarPos + 1 >= currentTickData.Length)
{
bool forwardNextDay = ForwardNextDay();
currentTickData = forwardData.CurrentTickData;
if (currentTickData != null)
{
if (currentTickData.BarPos + 1 < currentTickData.Length)
{
isDayEnd = false;
}
isDayStart = true;
this.isTradingTimeStart = true;
this.isTradingTimeEnd = false;
ForwardNextDay_AttachCode(currentTickData.TradingDay);
}
if (forwardNextDay)
{
DealEvents();
}
return(forwardNextDay);
}
else
{
isDayStart = false;
}
ForwardToday();
ForwardToday_AttachCode();
if (currentTickData.BarPos + 1 >= currentTickData.Length)
{
isDayEnd = true;
KLinePeriod[] periods = dic_KLinePeriod_IsEnd.Keys.ToArray <KLinePeriod>();
for (int i = 0; i < periods.Length; i++)
{
KLinePeriod period = periods[i];
if (period.PeriodType < KLineTimeType.DAY || period.Equals(KLinePeriod.KLinePeriod_1Day))
{
forwardData.GetKLineData(period).ResetCurrentBar();
dic_KLinePeriod_IsEnd[periods[i]] = true;
}
}
}
else
{
isDayEnd = false;
}
DealEvents();
return(true);
}
//public ITickData GetCurrentTickData()
//{
// return navigate.CurrentTickData;
//}
//public int CurrentTickIndex
//{
// get { return navigate.CurrentTickIndex; }
//}
//public IGraphicOperator_CurrentInfo GetOperator()
//{
// return graphicOperator;
//}
public void ChangeData(CurrentInfo currentInfo, ITickData tickData)
{
this.currentInfo = currentInfo;
this.tickData = tickData;
if (OnGraphicDataChange != null)
{
OnGraphicDataChange(this, new GraphicDataChangeArgument());
}
}
public void Receive(ITickData tickData)
{
this.tickData = tickData;
foreach (KLineData_RealTime klineData in this.dic_Period_KLineData.Values)
{
klineData.Receive(tickData);
}
//this.timeLineData.Receive(tickData);
}
public double GetSellPrice(string code)
{
ITickData tickData = this.Account.RealTimeDataReader.GetRealTimeData(code).GetTickData();
if (tickData != null)
{
return(tickData.SellPrice);
}
return(GetRealTimeData_Code(code).GetKLineData(KLinePeriod.KLinePeriod_1Minute).End);
}
public void Receive(ITickData tickData)
{
string code = tickData.Code;
if (!dicTickData.ContainsKey(code))
{
dicTickData.Add(code, tickData);
return;
}
}
private static KLineBar GetKLineBar(ITickData tickData, int startIndex, int endIndex)
{
KLineBar klineBar = KLineUtils.GetKLineBar(tickData.GetBar(startIndex));
for (int i = startIndex + 1; i <= endIndex; i++)
{
klineBar = KLineUtils.GetKLineBar(klineBar, tickData.GetBar(i));
}
return(klineBar);
}
private static TimeLineBar GetTimeLineBar(ITickData tickData, int startIndex, int endIndex, float lastEndPrice)
{
TimeLineBar timeLineBar = TimeLineUtils.GetTimeLineBar(tickData.GetBar(startIndex), lastEndPrice);
for (int i = startIndex + 1; i <= endIndex; i++)
{
timeLineBar = TimeLineUtils.GetTimeLineBar(timeLineBar, tickData.GetBar(i), lastEndPrice);
}
return(timeLineBar);
}
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 bool isNextOverTime(ITickData data, int currentTickIndex, double time)
{
if (currentTickIndex + 1 >= data.Length)
{
return(false);
}
double nextTickTime = data.Arr_Time[currentTickIndex + 1];
return(nextTickTime >= time);
}
