private CodePeriodList CreateCodePackage_MainContract(ICodePeriodListChooser codePackageInfo) { CodePeriodList codePackage = new CodePeriodList(); List <string> codes = codePackageInfo.Codes; for (int i = 0; i < codes.Count; i++) { string variety = codes[i]; codePackage.CodePeriods.Add(GetCodePackage_MainContract(variety, codePackageInfo.Start, codePackageInfo.End)); } return(codePackage); }
private CodePeriodList CreateCodePackage_Catelog(ICodePeriodListChooser codePackageInfo) { int start = codePackageInfo.Start; int end = codePackageInfo.End; List <string> allCodes = new List <string>(); IList <string> varieties = codePackageInfo.Codes; for (int i = 0; i < varieties.Count; i++) { string catelog = varieties[i]; List <string> catelogCodes = dataReader.CodeReader.GetCodesByCatelog(catelog); allCodes.AddRange(allCodes); } return(CreateCodePeriodPackage(allCodes, start, end)); }
public ICodePeriodList CreateCodePeriodList(ICodePeriodListChooser codePackageInfo) { switch (codePackageInfo.CodeChooseMethod) { case CodeChooseMethod.Normal: return(CreateCodePackage_Normal(codePackageInfo)); case CodeChooseMethod.Maincontract: return(CreateCodePackage_MainContract(codePackageInfo)); case CodeChooseMethod.Catelog: return(CreateCodePackage_Catelog(codePackageInfo)); } return(null); }
/// <summary> /// 创建一个多重历史数据回测执行器 /// </summary> /// <param name="codePeriodListChooser"></param> /// <returns></returns> public IStrategyExecutor_Multi CreateExecutor_Multi_History(ICodePeriodListChooser codePeriodListChooser) { return(null); }
private CodePeriodList CreateCodePackage_Normal(ICodePeriodListChooser codePackageInfo) { return(CreateCodePeriodPackage(codePackageInfo.Codes, codePackageInfo.Start, codePackageInfo.End)); }