private void IndexKLineData(int mainIndex, double time)
{
foreach (KLinePeriod period in data.ReferedKLinePeriods)
{
if (period.Equals(data.MainKLinePeriod))
{
continue;
}
if (period.PeriodType >= KLineTimeType.DAY)
{
if (period.Period == 1)
{
IKLineData_Extend mainKlineData = data.GetMainKLineData();
//if (mainKlineData.IsDayEnd(mainIndex))
if (mainKlineData.IsDayStart(mainIndex))
{
int currentDayIndex = GetCurrentIndex(period);
AddOnBarData(mainIndex - 1, period, currentDayIndex);
dic_Period_CurrentIndex[period] = currentDayIndex + 1;
}
}
continue;
}
IKLineData_RealTime klineData = data.GetKLineData(period);
int barIndex = FindBarIndex(klineData, time, GetCurrentIndex(period));
if (barIndex >= klineData.BarPos)
{
int endBarMainKLineIndex = mainIndex - 1;
AddOnBarData(endBarMainKLineIndex, period, barIndex);
dic_Period_CurrentIndex[period] = barIndex;
}
}
}
private void RealTimeReader_OnBar(object sender, IForwardOnBarArgument argument)
{
OnBar_ReferedStrategies(this.Strategy, argument);
IKLineData_Extend mainKLineData = argument.MainBar.KLineData;
if (this.strategyExecutorInfo != null)
{
this.strategyExecutorInfo.CurrentKLineData = mainKLineData;
}
if (HasBarFinishedEvent())
{
if (tempBarFinishedArguments == null)
{
tempBarFinishedArguments = new StrategyBarFinishedArguments(this.strategyExecutorInfo);
}
DealBarFinishEvent(tempBarFinishedArguments);
}
if (HasDayFinishedEvent() && mainKLineData.IsDayEnd())
{
if (tempDayFinishedArguments == null)
{
tempDayFinishedArguments = new StrategyDayFinishedArguments(this.strategyExecutorInfo);
}
DealDayFinishEvent(tempDayFinishedArguments);
}
this.strategyExecutorInfo.CurrentKLineData = mainKLineData;
this.strategyExecutorInfo.CurrentDay = mainKLineData.GetTradingTime().TradingDay;
if (mainKLineData.IsDayStart())
{
this.strategyExecutorInfo.CurrentDayIndex++;
//this.strategyExecutorInfo.CurrentDay = mainKLineData.GetTradingTime().TradingDay;
}
}
public void TestKLineDataExtendDayStart()
{
string code = "RB1710";
int start = 20170601;
int end = 20170603;
IKLineData_Extend klineData = DataCenter.Default.DataReader.KLineDataReader.GetData_Extend(code, start, end, KLinePeriod.KLinePeriod_1Minute);
int barPos = klineData.BarPos;
for (int i = 0; i < klineData.Length; i++)
{
Console.WriteLine(i + ":" + klineData.GetBar(i).ToString());
}
Assert.IsTrue(klineData.IsDayStart());
klineData.BarPos += 1;
Assert.IsFalse(klineData.IsDayStart());
Assert.IsFalse(klineData.IsDayStart(barPos + 1));
Assert.IsFalse(klineData.IsDayEnd(12));
Assert.IsTrue(klineData.IsDayEnd(344));
Assert.IsTrue(klineData.IsDayStart(345));
}
public void TestTimeLineToKLine()
{
string code = "RB1710";
int start = 20170601;
int end = 20170605;
IDataPackage_Code datapackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end, 0, 0);
IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
//IKLineData_Extend klineData = datapackage.GetKLineData(KLinePeriod.KLinePeriod_5Minute);
IList <int> tradingDays = datapackage.GetTradingDays();
ITimeLineData timeLineData = datapackage.GetTimeLineData(tradingDays[0]);
TimeLineToKLineIndeier indeier = new TimeLineToKLineIndeier(klineData, timeLineData);
int tradingDayIndex = 0;
bool isFirst = true;
for (int i = klineData.BarPos; i < klineData.Length; i++)
{
if (!isFirst && klineData.IsDayStart(i))
{
tradingDayIndex++;
if (tradingDayIndex >= tradingDays.Count)
{
return;
}
timeLineData = datapackage.GetTimeLineData(tradingDays[tradingDayIndex]);
indeier.ChangeTradingDay(timeLineData);
}
isFirst = false;
klineData.BarPos = i;
Console.WriteLine(klineData.Period + ":" + klineData.GetBar(i));
int barPos = indeier.GetTimeLineBarPosIfFinished(i);
if (barPos >= 0)
{
timeLineData.BarPos = barPos;
Console.WriteLine("分时线:" + timeLineData.GetBar(barPos));
}
Assert.AreEqual(klineData.Time, timeLineData.Time);
Assert.AreEqual(klineData.End, timeLineData.Price);
}
}
private void IndexKLineData(int mainIndex, double time)
{
foreach (IKLineData kline in indexKLines)
{
if (kline.Equals(mainKLine))
{
continue;
}
KLinePeriod period = kline.Period;
if (period.PeriodType >= KLineTimeType.DAY)
{
if (period.Period == 1)
{
//if (mainKLine.IsDayEnd(mainIndex))
if (mainKLine.IsDayStart(mainIndex))
{
int currentDayIndex = GetCurrentIndex(period);
if (currentDayIndex == 0)
{
currentDayIndex = kline.BarPos;
}
AddOnBarData(mainIndex - 1, period, currentDayIndex);
dic_Period_CurrentIndex[period] = currentDayIndex + 1;
}
}
//TODO
continue;
}
int barIndex = FindBarIndex(kline, time, GetCurrentIndex(period));
if (barIndex >= kline.BarPos)
{
int endBarMainKLineIndex = mainIndex - 1;
AddOnBarData(endBarMainKLineIndex, period, barIndex);
dic_Period_CurrentIndex[period] = barIndex;
}
}
}
