private void HistoryDataForward_Code_OnTick(object sender, IForwardOnTickArgument argument) { if (timeChange != null) { timeChange(this); } }
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()); }
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); } }
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); }
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); }
private void Forward_OnTick2(object sender, IForwardOnTickArgument argument) { Console.WriteLine(argument.TickInfo.TickBar); }
private void RealTimeReader_OnTick(object sender, IForwardOnTickArgument argument) { OnTick_ReferedStrategies(this.Strategy, argument); }
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) { }