private void ForwardTimeLineData()
{
if (timeLineData.BarPos >= timeLineData.Length - 1)
{
int nextTradingDay = DataPackage.GetTradingDayReader().GetNextTradingDay(this.currentTradingDay);
if (nextTradingDay < 0)
{
return;
}
this.currentTradingDay = nextTradingDay;
this.timeLineData = DataPackage.GetTimeLineData(this.currentTradingDay);
}
if (mainKLineData.BarPos >= mainKLineData.Length - 1)
{
return;
}
double nextTime_KLine = mainKLineData.Arr_Time[mainKLineData.BarPos + 1];
int nextTimeLineBarPos = timeLineData.BarPos;
double nextTime_TimeLine = timeLineData.Arr_Time[nextTimeLineBarPos];
while (nextTime_TimeLine < nextTime_KLine && nextTimeLineBarPos < timeLineData.Length - 1)
{
nextTimeLineBarPos++;
nextTime_TimeLine = timeLineData.Arr_Time[nextTimeLineBarPos];
}
timeLineData.BarPos = nextTimeLineBarPos;
}
public void TestTransferTimeLineData()
{
IKLineData klineData = MockDataLoader.GetKLineData("m1505", 20150107, 20150107, KLinePeriod.KLinePeriod_1Minute);
ITimeLineData timeLineData = DataTransfer_KLine2TimeLine.ConvertTimeLineData(klineData, 2849);
AssertUtils.AssertEqual_TimeLineData("KLine2TimeLine_M05_20150107", GetType(), timeLineData);
}
public TimeLineData_Extend(ITimeLineData timeLineData, IList <double[]> tradingTimeStartEndInfo)
{
this.timeLineData = timeLineData;
this.startEndInfo = tradingTimeStartEndInfo;
this.tradingTimeStartBarPos = new List <int>();
this.tradingTimeEndBarPos = new List <int>();
this.set_TradingTimeStartBarPos = new HashSet <int>();
ISet <double> set_TradingTimeStart = GetSet_TradingTimeStart(tradingTimeStartEndInfo);
for (int i = 0; i < timeLineData.Length; i++)
{
double time = timeLineData.Arr_Time[i];
if (set_TradingTimeStart.Contains(time))
{
this.tradingTimeStartBarPos.Add(i);
this.set_TradingTimeStartBarPos.Add(i);
if (i != 0)
{
tradingTimeEndBarPos.Add(i - 1);
}
}
}
tradingTimeEndBarPos.Add(timeLineData.Length - 1);
}
private PriceRectangle GetPriceRectangle()
{
ITimeLineData realData = DataProvider.GetRealData();
int startIndex = 0;
int endIndex = DataProvider.CurrentIndex;
float priceBottom = realData.Arr_Price[startIndex];
float priceTop = realData.Arr_Price[startIndex];
for (int i = startIndex + 1; i <= endIndex; i++)
{
if (priceBottom > realData.Arr_Price[i])
{
priceBottom = realData.Arr_Price[i];
}
if (priceTop < realData.Arr_Price[i])
{
priceTop = realData.Arr_Price[i];
}
}
float yesterdayEnd = realData.YesterdayEnd;
float b1 = Math.Abs(priceTop - yesterdayEnd);
float b2 = Math.Abs(priceBottom - yesterdayEnd);
float b = (float)Math.Round((b1 > b2 ? b1 : b2) * 1.05, 2);
return(new PriceRectangle(startIndex, realData.Length - 1, yesterdayEnd + b, yesterdayEnd - b));
}
private void DrawHorizonal(Graphics g, ITimeLineData realData)
{
Pen pen2 = this.ColorConfig.Pen_FrameLine;
pen2.DashStyle = System.Drawing.Drawing2D.DashStyle.Solid;
float percent = (PriceMapping.PriceRect.PriceHeight / realData.YesterdayEnd * 100) / 10;
for (int i = -4; i <= 4; i++)
{
float horizonalPercent = (float)Math.Round(percent * i, 2);
float price = (float)Math.Round(realData.YesterdayEnd * (1 + horizonalPercent / 100), 2);
float y = PriceMapping.CalcY(price);
float x1 = FrameRect.X;
float x2 = FrameRect.Right;
g.DrawLine(pen2, x1, y, x2, y);
Brush b;
if (i < 0)
{
b = ColorConfig.Brush_CandleBlockDown;
}
else if (i == 0)
{
b = ColorConfig.Brush_CandleFlat;
}
else
{
b = ColorConfig.Brush_CandleBlockUp;
}
Font f = ColorConfig.Font_CandleFrameScaleFont;
String pstr = price.ToString();
g.DrawString(pstr, f, b, x1 - pstr.Length * 6 - 4, y - 5);
g.DrawString(horizonalPercent + "%", f, b, x2 + 2, y - 5);
}
}
public static void PrintTimeLineData(ITimeLineData timeLineData)
{
for (int i = 0; i < timeLineData.Length; i++)
{
Console.WriteLine(timeLineData.GetBar(i));
}
}
private void InitData()
{
int currentTradingDay = tradingDays[0];
this.currentTickData = dataPackage.GetTickData(currentTradingDay);
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
IKLineData_RealTime klineData = dic_Period_KLineData[period];
klineData.ChangeCurrentBar(GetKLineBar(currentTickData));
if (period == forwardPeriod.KlineForwardPeriod)
{
mainKlineData = klineData;
}
}
//初始化分时线
//int lastTradingDay = dataReader.TradingDayReader.GetPrevTradingDay(currentTradingDay);
//IKLineData lastDayklineData = dataReader.KLineDataReader.GetData(code, lastTradingDay, lastTradingDay, KLinePeriod.KLinePeriod_1Day);
//if (lastDayklineData.Length == 0)
// lastEndPrice = currentTickData.Arr_Price[0];
//else
// lastEndPrice = lastDayklineData.End;
this.lastEndPrice = dataPackage.GetLastEndPrice(currentTradingDay);
if (useTimeLineData)
{
ITimeLineData timeLineData = dataPackage.GetTimeLineData(currentTradingDay);
if (timeLineData != null)
{
this.currentTimeLineData = new TimeLineData_RealTime(timeLineData);
this.currentTimeLineData.ChangeCurrentBar(GetTimeLineBar(currentTickData, lastEndPrice));
}
}
}
public void ChangeData(TimeLineData timeLineData)
{
this.data = timeLineData;
if (OnGraphicDataChange != null)
{
OnGraphicDataChange(this, new GraphicDataChangeArgument());
}
}
private void RefreshTimeLineDrawer()
{
ITimeLineData timeLineData = compDataController.CurrentRealTimeDataReader_Code.GetTimeLineData();
this.graphicData_TimeLine = GraphicDataFactory.CreateGraphicData_TimeLine(timeLineData);
this.drawer_TimeLine.DataProvider = graphicData_TimeLine;
this.graphicDrawer.Switch(1);
}
private void TestGetTimeLineData(string code, int date)
{
IDataReader dataReader = DataReaderFactory.CreateDataReader(DataCenterUri.URI);
ITimeLineData timeLineData = dataReader.TimeLineDataReader.GetData(code, date);
AssertUtils.PrintTimeLineData(timeLineData);
AssertUtils.AssertEqual_TimeLineData("TimeLineData_M05_20100108", GetType(), timeLineData);
}
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);
}
public override void Paint(Graphics graphic)
{
this.BlockWidth = this.DisplayRect.Width / (DataProvider.GetRealData().Length - 1);
ITimeLineData realData = DataProvider.GetRealData();
DrawFrame(graphic, realData);
DrawReal(graphic, realData);
}
public override void DrawGraph(Graphics graphic, Rectangle rect)
{
//TODO 只画区块
this.BlockWidth = this.DisplayRect.Width / (DataProvider.GetRealData().Length - 1);
ITimeLineData realData = DataProvider.GetRealData();
DrawFrame(graphic, realData);
DrawReal(graphic, realData);
}
private int GetHoldAdd(int index)
{
ITimeLineData data = drawer.DataProvider.GetRealData();
if (index == 0)
{
return(data.Arr_Hold[0]);
}
return(data.Arr_Hold[index] - data.Arr_Hold[index - 1]);
}
public static void AssertEqual_TimeLineData(string expectedResult, ITimeLineData timeLineData)
{
string[] periodArr = expectedResult.Split('\r');
Assert.AreEqual(periodArr.Length, timeLineData.Length);
for (int i = 0; i < timeLineData.Length; i++)
{
string periodStr = periodArr[i].Trim();
Assert.AreEqual(periodStr, timeLineData.GetBar(i).ToString());
}
}
public TimeLineData_RealTime(ITimeLineData timeLineData)
{
this.timeLineData = timeLineData;
this.list_time = new ReadOnlyList_TmpValue <double>(timeLineData.Arr_Time);
this.list_price = new ReadOnlyList_TmpValue <float>(timeLineData.Arr_Price);
this.list_mount = new ReadOnlyList_TmpValue <int>(timeLineData.Arr_Mount);
this.list_hold = new ReadOnlyList_TmpValue <int>(timeLineData.Arr_Hold);
this.list_upPercent = new ReadOnlyList_TmpValue <float>(timeLineData.Arr_UpPercent);
this.list_upRange = new ReadOnlyList_TmpValue <float>(timeLineData.Arr_UpRange);
}
private static void PrintOnBar(IDataForward_Code klineDataForward)
{
Console.WriteLine("tick:" + klineDataForward.GetTickData());
Console.WriteLine("1minute:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
Console.WriteLine("5minute:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_5Minute));
Console.WriteLine("15minute:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_15Minute));
Console.WriteLine("1day:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Day));
ITimeLineData timeLineData = klineDataForward.GetTimeLineData();
Console.WriteLine("timeline:" + timeLineData);
}
private void DrawFrame(Graphics g, ITimeLineData realData)
{
Rectangle rectangleScale = FrameRect;
Pen pen = this.ColorConfig.Pen_FrameLine;
pen.DashStyle = System.Drawing.Drawing2D.DashStyle.Solid;
g.DrawRectangle(pen, rectangleScale);
DrawVerticals(g, realData);
DrawHorizonal(g, realData);
}
public static void Save(string path, ITimeLineData data)
{
string[] contents = new string[data.Length + 1];
contents[0] = data.YesterdayEnd.ToString();
for (int i = 1; i < contents.Length; i++)
{
data.BarPos = i - 1;
contents[i] = data.ToString();
}
FileUtils.EnsureParentDirExist(path);
File.WriteAllLines(path, contents);
}
private GraphicDrawer_TimeLine InitGraphicDrawer_TimeLine()
{
this.drawer_TimeLine = new GraphicDrawer_TimeLine();
ITimeLineData timeLineData = compDataController.CurrentRealTimeDataReader_Code.GetTimeLineData();
int barPos = TimeIndeierUtils.IndexOfTime_TimeLine(timeLineData, compData.Time);
timeLineData.BarPos = barPos;
this.graphicData_TimeLine = GraphicDataFactory.CreateGraphicData_TimeLine(timeLineData);
drawer_TimeLine.DataProvider = graphicData_TimeLine;
return(this.drawer_TimeLine);
}
private void DrawMount(Graphics g, ITimeLineData realData)
{
Pen pen = ColorConfig.Pen_Line_RealMount;
for (int i = 0; i <= DataProvider.CurrentIndex; i++)
{
int mount = realData.Arr_Mount[i];
float x = PriceMapping.CalcX(i);
float y1 = priceMapping.DrawRect.Bottom;
float y2 = PriceMapping.CalcY(mount);
g.DrawLine(pen, x, y1, x, y2);
}
}
private void HistoryDataForward_OnTick(object sender, IForwardOnTickArgument argument)
{
Console.WriteLine(code + ":" + argument.TickInfo.TickBar);
Console.WriteLine(code2 + ":" + argument.GetOtherData(code2).GetTickData());
Console.WriteLine(code2 + ":" + argument.GetOtherData(code2).GetKLineData(KLinePeriod.KLinePeriod_1Minute));
Console.WriteLine(code2 + ":" + argument.GetOtherData(code2).GetTimeLineData());
ITickData tickData = argument.GetOtherData(code2).GetTickData();
IKLineData klineData = argument.GetOtherData(code2).GetKLineData(KLinePeriod.KLinePeriod_1Minute);
ITimeLineData timeLineData = argument.GetOtherData(code2).GetTimeLineData();
Assert.AreEqual(tickData.Price, klineData.End);
Assert.AreEqual(tickData.Price, timeLineData.Price);
}
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);
}
public SelectedPointInfo GetBlockInfo(int index, int timeIndex)
{
ITimeLineData data = drawer.DataProvider.GetRealData();
SelectedPointInfo info = new SelectedPointInfo();
info.LineHeight = 20;
info.Width = 58;
info.StartPoint = new Point(drawer.DisplayRect.X - info.Width, drawer.DisplayRect.Y);
Brush brushNormal = new SolidBrush(Color.White);
Font font = new Font("New Times Roman", 10, FontStyle.Regular);
Brush brushRed = drawer.ColorConfig.Brush_CandleBlockUp;
Brush brushGreen = drawer.ColorConfig.Brush_CandleBlockDown;
//TODO
info.Lines.Add(new BlockLineInfo("----", new SolidBrush(ColorUtils.GetColor("#CCCC00")), font));
info.Lines.Add(new BlockLineInfo("时间", brushNormal, font));
info.Lines.Add(new BlockLineInfo(GetTimeString(data.Arr_Time[timeIndex]), brushNormal, font));
info.Lines.Add(new BlockLineInfo("价格", brushNormal, font));
info.Lines.Add(new BlockLineInfo(data.Arr_Price[index].ToString(), brushNormal, font));
info.Lines.Add(new BlockLineInfo("均价", brushNormal, font));
//TODO
info.Lines.Add(new BlockLineInfo("----", brushNormal, font));
info.Lines.Add(new BlockLineInfo("涨跌", brushNormal, font));
info.Lines.Add(new BlockLineInfo(data.Arr_UpRange[index].ToString(), brushNormal, font));
info.Lines.Add(new BlockLineInfo((data.Arr_UpPercent[index] + "%").ToString(), brushNormal, font));
info.Lines.Add(new BlockLineInfo("量", brushNormal, font));
info.Lines.Add(new BlockLineInfo(data.Arr_Mount[index].ToString(), brushNormal, font));
info.Lines.Add(new BlockLineInfo("持仓", brushNormal, font));
info.Lines.Add(new BlockLineInfo(data.Arr_Hold[index].ToString(), brushNormal, font));
int add = GetHoldAdd(index);
Brush b;
if (index == 0 || add == 0)
{
b = brushNormal;
}
else if (add > 0)
{
b = brushRed;
}
else
{
b = brushGreen;
}
info.Lines.Add(new BlockLineInfo(add.ToString(), b, font));
return(info);
}
public ITimeLineData GetRealData()
{
if (realData == null)
{
lock (lockObj_Real)
{
if (realData == null)
{
realData = DataTransfer_KLine2TimeLine.ConvertTimeLineData(minuteKLineData, lastEndPrice);
}
}
}
//TODO realdata是可以被修改的，所以此处线程不安全
//应该给IRealData提供两个实现，一个是静态的，一个是动态的，缓存静态的实现，给外部生成时提供动态实现。
return(realData);
}
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();
}
private PriceRectangle GetPriceRectangle()
{
ITimeLineData realData = DataProvider.GetRealData();
int startIndex = 0;
int endIndex = DataProvider.CurrentIndex;
float mountTop = realData.Arr_Mount[startIndex];
for (int i = startIndex + 1; i <= endIndex; i++)
{
if (mountTop < realData.Arr_Mount[i])
{
mountTop = realData.Arr_Mount[i];
}
}
return(new PriceRectangle(startIndex, realData.Length - 1, mountTop, 0));
}
public void TestRealDataReader_GetData()
{
DataReaderFactory fac = ResourceLoader.GetDefaultDataReaderFactory();
IRealTimeDataReader reader = new RealTimeDataReader(fac, "m05", 20100104.093002);
ITickData tickData = reader.GetTickData();
Console.WriteLine(tickData);
Assert.AreEqual("20100104.093002,3127,2,44492,0,3127,25,3128,173,0", tickData.ToString());
IKLineData klineData = reader.GetKLineData(KLinePeriod.KLinePeriod_15Minute);
Console.WriteLine(klineData);
Assert.AreEqual("20100104.093,3127,3127,3127,3127,40,0,523048", klineData.ToString());
ITimeLineData timeLineData = reader.GetTimeLineData();
Console.WriteLine(timeLineData);
Assert.AreEqual("20100104.093,3127,11,0.35,40,524676", timeLineData.ToString());
}
public void TestTimeLineToKLine()
{
string code = "RB1710";
int start = 20170601;
int end = 20170605;
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
//IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_5Minute);
IList <int> tradingDays = datapackage.GetTradingDays();
ITimeLineData timeLineData = datapackage.GetTimeLineData(tradingDays[0]);
TimeLineToKLineIndeier indeier = new TimeLineToKLineIndeier(klineData, timeLineData);
int tradingDayIndex = 0;
bool isFirst = true;
for (int i = klineData.BarPos; i < klineData.Length; i++)
{
if (!isFirst && klineData.IsDayStart(i))
{
tradingDayIndex++;
if (tradingDayIndex >= tradingDays.Count)
{
return;
}
timeLineData = datapackage.GetTimeLineData(tradingDays[tradingDayIndex]);
indeier.ChangeTradingDay(timeLineData);
}
isFirst = false;
klineData.BarPos = i;
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(i));
int barPos = indeier.GetTimeLineBarPosIfFinished(i);
if (barPos >= 0)
{
timeLineData.BarPos = barPos;
Console.WriteLine("分时线:" + timeLineData.GetBar(barPos));
}
Assert.AreEqual(klineData.Time, timeLineData.Time);
Assert.AreEqual(klineData.End, timeLineData.Price);
}
}
public ITimeLineData GetRealData(string code, int date)
{
DayDataKey key = new DayDataKey(code, date);
if (dicRealData.ContainsKey(key))
{
return(dicRealData[key]);
}
ITimeLineData realdata = dataReaderFac.TimeLineDataReader.GetData(code, date);
if (keies.Count > 10)
{
DayDataKey firstKey = keies[0];
keies.RemoveAt(0);
dicRealData.Remove(firstKey);
keies.Add(key);
dicRealData.Add(key, realdata);
}
return(realdata);
}