public KLineDataCache_BigPeriod(IDataReader dataReader, string code, int startDate, int endDate, int beforeBarCount)
{
this.dataReader = dataReader;
this.code = code;
this.startDate = dataReader.TradingDayReader.GetNextTradingDay(startDate);
this.endDate = endDate;
this.beforeBarCount = beforeBarCount;
this.tradingSessionReader = dataReader.CreateTradingSessionReader(code);
}
private void InitDaySplitter(IDataReader dataReader, string code)
{
ITradingSessionReader_Instrument sessionReader = dataReader.CreateTradingSessionReader(code);
this.dic_Period_DaySplitter = new Dictionary <KLinePeriod, KLineData_DaySplitter>();
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
KLineData_RealTime klineData = dic_Period_KLineData[period];
KLineData_DaySplitter daySplitter = new KLineData_DaySplitter(klineData, sessionReader);
dic_Period_DaySplitter.Add(period, daySplitter);
}
}
public KLineDataForward_BigPeriod(KLineData_RealTime mainKLineData, Dictionary <KLinePeriod, KLineData_RealTime> allKLineData, ITradingSessionReader_Instrument tradingSessionReader) : this(mainKLineData, allKLineData)
{
this.daySplitter = new KLineData_DaySplitter(mainKLineData, tradingSessionReader);
this.daySplitter.NextDay();
this.daySplitter.NextDay();
}
public KLineData_DaySplitter(IKLineData klineData, ITradingSessionReader_Instrument tradingSessionReader)
{
this.results = DaySplitter.Split(klineData, tradingSessionReader);
}
