public void TestTrade()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170603;
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(code, startDate, endDate, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
StrategyAbstract strategy = (StrategyAbstract)StrategyGetter.GetStrategy(typeof(MockStrategy_Trade));
executor.Strategy = strategy;
executor.Run();
StrategyTrader_History trader = ((StrategyTrader_History)strategy.StrategyHelper.Trader);
IList <TradeInfo> tradeInfos = trader.Account.CurrentTradeInfo;
AssertUtils.PrintLineList((IList)tradeInfos);
AssertUtils.AssertEqual_List("StrategyTrade", GetType(), tradeInfos);
Assert.AreEqual(96250, trader.Account.Asset);
//Assert.AreEqual(98870, trader.Account.Asset);
//IList<OrderInfo> orderInfos = strategy.StrategyOperator.Trader.CurrentOrderInfo;
//for (int i = 0; i < tradeInfos.Count; i++)
//{
// Console.WriteLine(tradeInfos[i]);
//}
//Console.WriteLine(strategy.StrategyOperator.Trader.OwnerTrader.Account.Asset);
}
public void TestStrategyExecutorEvent_CodePeriod1()
{
string code = "RB";
int startDate = 20170101;
int endDate = 20180101;
ICodePeriod codePeriod = DataCenter.Default.CodePeriodFactory.CreateCodePeriod_MainContract(code, startDate, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
//StrategyArguments_DataPackage strategyCodePeriod = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(codePeriod, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
executor.OnFinished += Executor_OnFinished;
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Empty));
executor.Strategy = strategy;
executor.Run();
}
public void TestStrategyResult_CodePeriod_MainContract()
{
string code = "RB";
int startDate = 20170101;
int endDate = 20180101;
ICodePeriod codePeriod = DataCenter.Default.CodePeriodFactory.CreateCodePeriod_MainContract(code, startDate, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UseTickData = true;
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_15Minute);
StrategyArguments_CodePeriod arguments = new StrategyArguments_CodePeriod(codePeriod, referedPeriods, forwardPeriod);
arguments.IsSaveResult = true;
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(arguments);
//IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Simple));
MockStrategy_Results strategy = new MockStrategy_Results();
strategy.Name = "策略结果保存";
executor.Strategy = strategy;
executor.Run();
}
public StrategyExecutor_CodePeriod_MainContract(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments) : base(strategyCenter, strategyArguments)
{
this.strategyArguments = strategyArguments;
this.PrepareStrategyHelper();
IList <ICodePeriod> codePeriods = this.strategyArguments.CodePeriod.Contracts;
this.dataPackages = new List <IDataPackage_Code>();
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
this.dataPackages.Add(strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate));
}
this.BuildExecutorInfo();
for (int i = 0; i < dataPackages.Count; i++)
{
IDataPackage_Code dataPackage = dataPackages[i];
StrategyHelper executorStrategyHelper = new StrategyHelper();
executorStrategyHelper.QueryResultManager = this.strategyHelper.QueryResultManager;
executorStrategyHelper.Drawer = null;//TODO
executorStrategyHelper.Trader = this.strategyHelper.Trader;
StrategyArguments_DataPackage strategyArgument = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod, executorStrategyHelper);
StrategyExecutor_DataPackage executor = new StrategyExecutor_DataPackage(strategyCenter, strategyArgument, this.strategyExecutorInfo);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
this.executors.Add(executor);
}
}
public static IStrategyExecutor_Single CreateExecutor_CodePeriod(string code, int start, int end)
{
IStrategyExecutorFactory executorFactory = StrategyCenter.Default.GetStrategyExecutorFactory();
StrategyReferedPeriods referedPeriods = GetReferedPeriods();
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(code, start, end, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = executorFactory.CreateExecutor_History(strategyCodePeriod);
return(executor);
}
public IList <IStrategyExecutor_Single> CreateExecutors_History(StrategyArguments_CodePeriodList strategyCodePeriodPackage)
{
List <IStrategyExecutor_Single> executors = new List <IStrategyExecutor_Single>();
List <ICodePeriod> codePeriods = strategyCodePeriodPackage.CodePeriodPackage.CodePeriods;
for (int i = 0; i < codePeriods.Count; i++)
{
StrategyArguments_CodePeriod argument = new StrategyArguments_CodePeriod(codePeriods[i], strategyCodePeriodPackage.ReferedPeriods, strategyCodePeriodPackage.ForwardPeriod);
executors.Add(CreateExecutor_History(argument));
}
return(executors);
}
public StrategyExecutor_Multi(IStrategyCenter strategyCenter, StrategyArguments_CodePeriodList arguments)
{
this.strategyCenter = strategyCenter;
this.arguments = arguments;
IList <ICodePeriod> codePeriods = this.arguments.CodePeriodPackage.CodePeriods;
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(codePeriod, arguments.ReferedPeriods, arguments.ForwardPeriod);
IStrategyExecutor_Single executor = strategyCenter.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
this.executors.Add(executor);
}
}
public void TestReferOtherStrategy()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170603;
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(code, startDate, endDate, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_ReferOtherStrategy));
executor.Strategy = strategy;
executor.Run();
}
private void InitByCodePeriod(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments)
{
ICodePeriod codePeriod = strategyArguments.CodePeriod;
if (codePeriod.IsFromContracts)
{
this.strategyExecutor = new StrategyExecutor_CodePeriod_MainContract(strategyCenter, strategyArguments);
}
else
{
IDataPackage_Code dataPackage = strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate);
StrategyArguments_DataPackage strategyDataPackage = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod);
this.strategyExecutor = strategyCenter.GetStrategyExecutorFactory().CreateExecutor_History(strategyDataPackage);
}
this.strategyExecutor.OnStart += StrategyExecutor_OnStart;;
this.strategyExecutor.OnBarFinished += StrategyExecutor_OnBarFinished;
this.strategyExecutor.OnDayFinished += StrategyExecutor_OnDayFinished;
this.strategyExecutor.OnCanceled += StrategyExecutor_OnCanceled;
this.strategyExecutor.OnFinished += StrategyExecutor_OnFinished;
}
public IStrategyExecutor_Single CreateExecutor_History(StrategyArguments_CodePeriod strategyCodePeriod)
{
return(new StrategyExecutor_CodePeriod(strategyCenter, strategyCodePeriod));
}
public StrategyExecutor_CodePeriod(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments)
{
InitByCodePeriod(strategyCenter, strategyArguments);
}
