Пример #1
0
 private void HistoryDataForward_Code_OnTick(object sender, IForwardOnTickArgument argument)
 {
     if (timeChange != null)
     {
         timeChange(this);
     }
 }
Пример #2
0
        private void DataForward_OnTick(object sender, IForwardOnTickArgument argument)
        {
            double time = argument.Time;
            //if (time < 20170601.205900)
            //    return;
            int tradingDay = argument.TickInfo.TickData.TradingDay;

            if (prevTime == time)
            {
                return;
            }
            this.prevTime = time;
            ITickData_Extend tickData = GetTickData(tradingDay);

            //Console.WriteLine(tickData);
            RealTimeDataPackageTimeChangeUtils.ChangeTime_TickData(tickData, time);
            Assert.AreEqual(argument.TickInfo.TickBar.ToString(), tickData.ToString());

            IRealTimeDataReader_Code realTimeData = ((IRealTimeDataReader_Code)sender);

            RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_1Minute, tradingDay, time, tickData);
            Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_1Minute).ToString(), klineData_1Minute.ToString());
            RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_5Minute, tradingDay, time, tickData);
            Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_5Minute).ToString(), klineData_5Minute.ToString());
            RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_15Minute, tradingDay, time, tickData);
            Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_15Minute).ToString(), klineData_15Minute.ToString());
            RealTimeDataPackageTimeChangeUtils.ChangeTime_KLineData(klineData_1Day, tradingDay, time, tickData);
            Assert.AreEqual(realTimeData.GetKLineData(KLinePeriod.KLinePeriod_1Day).ToString(), klineData_1Day.ToString());

            ITimeLineData_RealTime timeLineData = GetTimeLineData(tradingDay);

            RealTimeDataPackageTimeChangeUtils.ChangeTime_TimeLineData(timeLineData, time, tickData);
            Assert.AreEqual(realTimeData.GetTimeLineData().ToString(), timeLineData.ToString());
        }
Пример #3
0
 private void HistoryDataForward_OnTick(object sender, IForwardOnTickArgument argument)
 {
     if (argument.TickInfo.TickBar.Price >= 3105)
     {
         account.Open(argument.TickInfo.TickBar.Code, 3105, market.OrderSide.Sell, 10);
     }
 }
Пример #4
0
        private void KlineDataForward_OnTick(object sender, IForwardOnTickArgument argument)
        {
            IKLineData klineData = ((IDataForward_Code)sender).GetKLineData(KLinePeriod.KLinePeriod_1Minute);

            //Console.WriteLine(tickData);
            Console.WriteLine(klineData);
        }
        private void KlineDataForward_OnTick(object sender, IForwardOnTickArgument argument)
        {
            IDataForward_Code klineDataForward = (IDataForward_Code)sender;

            //Console.WriteLine("tick:" + klineDataForward.GetTickData());
            //Console.WriteLine("timeline:"+klineDataForward.GetTimeLineData());
            Console.WriteLine(klineDataForward.GetTimeLineData());
            printStrs_Forward_TimeLine.Add(klineDataForward.GetTimeLineData().ToString());
        }
        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 void KlineDataForward_OnTick1(object sender, IForwardOnTickArgument argument)
        {
            IDataForward_Code klineDataForward = (IDataForward_Code)sender;
            string            txt = "tick:" + argument.TickInfo.TickBar;

            printStrs_Forward_TimeInfo_OnTick.Add(txt);
            Console.WriteLine(txt);
            txt = "tradingTimeStart:" + klineDataForward.IsTradingTimeStart
                  + "|tradingTimeEnd:" + klineDataForward.IsTradingTimeEnd
                  + "|dayStart:" + klineDataForward.IsDayStart
                  + "|dayEnd:" + klineDataForward.IsDayEnd;
            Console.WriteLine(txt);
            printStrs_Forward_TimeInfo_OnTick.Add(txt);
        }
        private void KlineDataForward_OnTick(object sender, IForwardOnTickArgument argument)
        {
            string txt = "tick:" + argument.TickInfo.TickBar;

            printStrs_Forward_Tick.Add(txt);
            Console.WriteLine(txt);

            IDataForward_Code klineDataForward = (IDataForward_Code)sender;
            double            price            = argument.TickInfo.TickData.Price;

            Assert.AreEqual(price, klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute).End);
            Assert.AreEqual(price, klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_5Minute).End);
            Assert.AreEqual(price, klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_15Minute).End);
            Assert.AreEqual(price, klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Day).End);
            Assert.AreEqual(price, klineDataForward.GetTimeLineData().Price);
        }
Пример #9
0
        private void OnTick_ReferedStrategies(IStrategy strategy, IForwardOnTickArgument argument)
        {
            IList <IStrategy> referedStrategies = strategy.GetReferedStrategies();

            if (referedStrategies != null)
            {
                for (int i = 0; i < referedStrategies.Count; i++)
                {
                    IStrategy referedStrategy = referedStrategies[i];
                    OnTick_ReferedStrategies(referedStrategy, argument);
                }
            }

            IForwardTickInfo       forwardTickInfo  = argument.TickInfo;
            StrategyOnTickArgument strategyArgument = new StrategyOnTickArgument((ForwardOnTickArgument)argument);

            strategy.OnTick(this, strategyArgument);
        }
Пример #10
0
 private void Forward_OnTick2(object sender, IForwardOnTickArgument argument)
 {
     Console.WriteLine(argument.TickInfo.TickBar);
 }
Пример #11
0
 private void RealTimeReader_OnTick(object sender, IForwardOnTickArgument argument)
 {
     OnTick_ReferedStrategies(this.Strategy, argument);
 }
Пример #12
0
 private void RealTimeReader_OnTick(object sender, IForwardOnTickArgument argument)
 {
     Console.WriteLine("tick:" + argument.TickInfo.TickBar);
 }
 private void KlineDataForward_OnTick_CompareWithReader(object sender, IForwardOnTickArgument argument)
 {
     AddContent_Tick(argument.TickInfo.TickData.TradingDay, argument.TickInfo.TickBar.ToString());
 }
 private void KlineDataForward_OnTick_Long(object sender, IForwardOnTickArgument argument)
 {
 }