public void TestAdjustKLineDataByTick()
{
DataReaderFactory fac = ResourceLoader.GetDefaultDataReaderFactory();
IKLineData klineData = fac.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_1Minute);
KLineData_RealTime realtimeKLineData = new KLineData_RealTime(klineData);
realtimeKLineData.BarPos = TimeIndeierUtils.IndexOfTime_KLine(klineData, 20120104.090000);
ITickData tickData = fac.TickDataReader.GetTickData("m05", 20120104);
tickData.BarPos = 0;
int lastIndex = -1;
int currentIndex = 0;
tickData.BarPos = currentIndex;
KLineBar klineBar = KLineBar.CopyFrom(realtimeKLineData);
klineBar.High = klineBar.Start;
klineBar.Low = klineBar.Start;
klineBar.End = klineBar.Start;
klineBar.Mount = 0;
klineBar.Money = 0;
klineBar.Hold = 0;
realtimeKLineData.SetRealTimeData(klineBar);
for (int i = 0; i < tickData.Length; i++)
{
RealTimeDataNavigateUtils.ForwardKLineDataByForwardedTick(realtimeKLineData, tickData, lastIndex, currentIndex, new KLineBar());
Console.WriteLine(realtimeKLineData);
lastIndex = currentIndex;
currentIndex++;
}
}
/// <summary>
/// 创建
/// </summary>
/// <param name="mainKLineData"></param>
/// <param name="allKLineData"></param>
public KLineDataForward_BigPeriod(KLineData_RealTime mainKLineData, Dictionary <KLinePeriod, KLineData_RealTime> allKLineData)
{
this.mainKLineData = mainKLineData;
this.dic_Period_KLineData = allKLineData;
this.forwardPeriod = mainKLineData.Period;
InitKLine();
}
private void ForwardToday_KLineData(KLineData_RealTime klineData, KLinePeriod period)
{
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
//日线，肯定不会跳到下一个bar
if (period == KLinePeriod.KLinePeriod_1Day)
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.SetRealTimeData(GetKLineBar(klineData, nextTickBar));
return;
}
double time = nextTickBar.Time;
int nextKLineIndex = FindNextKLineIndex(klineData, time);
if (nextKLineIndex == klineData.BarPos)
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.SetRealTimeData(GetKLineBar(klineData, nextTickBar));
}
else
{
dic_KLinePeriod_IsEnd[period] = true;
klineData.SetRealTimeData(GetKLineBar(nextTickBar), nextKLineIndex);
}
}
public void Change(IKLineData data, double time)
{
this.klineData = (KLineData_RealTime)data;
this.code = data.Code;
this.period = data.Period;
this.ChangeTime(time);
}
private static void Print(KLineDataForward_TickPeriod klineDataForward)
{
Console.WriteLine("DayEnd:" + klineDataForward.IsDayEnd
+ "|1MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Minute)
+ "|5MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_5Minute)
+ "|15MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_15Minute)
+ "|DayEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Day));
KLineData_RealTime klineData_1 = (KLineData_RealTime)klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
Console.WriteLine("tick:" + klineDataForward.GetTickData());
Console.WriteLine("1minute:" + klineData_1);
Console.WriteLine("1minute_" + klineData_1.GetCurrentRealBar());
KLineData_RealTime klineData_1Day = (KLineData_RealTime)klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Day);
Console.WriteLine("1day:" + klineData_1Day);
//
//Console.WriteLine("DayEnd:" + klineDataForward.IsDayEnd
// + "|1MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Minute)
// + "|5MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_5Minute)
// + "|15MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_15Minute)
// + "|DayEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Day));
//Console.WriteLine("1minute:" + klineData_1);
//KLineData_RealTime klineData_5 = (KLineData_RealTime)klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_5Minute);
//Console.WriteLine("5minute:" + klineData_5);
//Console.WriteLine("5minute_" + klineData_5.GetCurrentRealBar());
}
public void ChangeTime(double time)
{
if (this.time == time)
{
return;
}
this.time = time;
int date = this.sessionReader.GetTradingDay(time);
if (date < 0)
{
date = this.sessionReader.GetRecentTradingDay(time);
}
if (this.date != date)
{
this.date = date;
this.klineData_RealTime = GetKLineData_RealTime(date, time);
}
else
{
this.klineData_RealTime = GetKLineData_RealTime(klineData, tickData, time);
}
}
private void ForwardNextDay_KLine(KLineData_RealTime klineData, KLinePeriod period)
{
if (period.PeriodType >= KLineTimeType.DAY)
{
double day = currentTickData.TradingDay;
int nextKLineIndex = FindNextKLineIndex(klineData, day);
if (nextKLineIndex != klineData.BarPos)
{
dic_KLinePeriod_IsEnd[period] = true;
klineData.SetRealTimeData(GetKLineBar(currentTickData), nextKLineIndex);
}
else
{
dic_KLinePeriod_IsEnd[period] = false;
klineData.SetRealTimeData(GetKLineBar(klineData, currentTickData));
}
return;
}
ITickBar tickBar = currentTickData.GetCurrentBar();
KLineData_DaySplitter daySplitter = dic_Period_DaySplitter[period];
daySplitter.NextDay();
//klineData.BarPos = daySplitter.CurrentDayKLineIndex;
ForwardKLine_NextPeriod(klineData, daySplitter.CurrentDayKLineIndex, tickBar);
}
private void ForwardToday()
{
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
KLineData_RealTime klineData = dic_Period_KLineData[period];
ForwardToday_KLineData(klineData, period);
}
currentTickData.BarPos++;
}
private void Init(DataReaderFactory factory, string code, KLinePeriod period, double time, int startDate, int endDate)
{
KLineData data = (KLineData)factory.KLineDataReader.GetData(code, startDate, endDate, period);
this.klineData = new KLineData_RealTime(data);
DataCacheFactory cacheFac = factory.CacheFactory;
this.klineChartBuilder = new RealTimeDataBuilder_KLine(klineData, cacheFac.CreateCache_Code(code, startDate, endDate), time);
this.CurrentTime = time;
}
private void InitDaySplitter(IDataReader dataReader, string code)
{
ITradingSessionReader_Instrument sessionReader = dataReader.CreateTradingSessionReader(code);
this.dic_Period_DaySplitter = new Dictionary <KLinePeriod, KLineData_DaySplitter>();
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
KLineData_RealTime klineData = dic_Period_KLineData[period];
KLineData_DaySplitter daySplitter = new KLineData_DaySplitter(klineData, sessionReader);
dic_Period_DaySplitter.Add(period, daySplitter);
}
}
private void InitKLine()
{
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
KLineData_RealTime klineData = dic_Period_KLineData[period];
//主K线最后前进
if (klineData == mainKLineData)
{
continue;
}
klineData.SetRealTimeData(mainKLineData);
}
}
private void InitKLine()
{
currentTickData = dataReader.TickDataReader.GetTickData(code, tradingDays[0]);
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
KLineData_RealTime klineData = dic_Period_KLineData[period];
klineData.SetRealTimeData(GetKLineBar(currentTickData));
if (period == forwardPeriod)
{
mainKlineData = klineData;
}
}
}
private static void AddToList(List <string> list, KLineDataForward_BigPeriod klineDataForward)
{
IKLineData klineData_1 = klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
list.Add("DayEnd:" + klineDataForward.IsDayEnd
+ "|1MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Minute)
+ "|5MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_5Minute)
+ "|15MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_15Minute)
+ "|DayEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Day));
list.Add("1minute:" + klineData_1);
KLineData_RealTime klineData_5 = (KLineData_RealTime)klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_5Minute);
list.Add("5minute:" + klineData_5);
list.Add("5minute_" + klineData_5.GetCurrentRealBar());
}
private void ForwardKLine_NextPeriod(KLineData_RealTime klineData, int newBarPos, ITickBar tickBar)
{
KLineBar bar = new KLineBar();
bar.Time = tickBar.Time;
bar.Start = tickBar.Price;
bar.High = tickBar.Price;
bar.Low = tickBar.Price;
bar.End = tickBar.Price;
bar.Money = tickBar.Mount * tickBar.Price;
bar.Mount = tickBar.Mount;
bar.Hold = tickBar.Hold;
klineData.BarPos = newBarPos;
klineData.SetRealTimeData(bar);
}
private static void Print(KLineDataForward_BigPeriod klineDataForward)
{
IKLineData klineData_1 = klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
Console.WriteLine("DayEnd:" + klineDataForward.IsDayEnd
+ "|1MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Minute)
+ "|5MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_5Minute)
+ "|15MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_15Minute)
+ "|DayEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Day));
Console.WriteLine("1minute:" + klineData_1);
KLineData_RealTime klineData_5 = (KLineData_RealTime)klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_5Minute);
Console.WriteLine("5minute:" + klineData_5);
Console.WriteLine("5minute_" + klineData_5.GetCurrentRealBar());
}
private IKLineData GetData_Day(KLinePeriod period)
{
if (period.PeriodType != KLineTimeType.DAY)
{
return(null);
}
int beforeStartDate = dataReader.TradingDayReader.GetPrevTradingDay(startDate, beforeBarCount);
IKLineData klineData = dataReader.KLineDataReader.GetData(code, beforeStartDate, endDate, period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
int index = klineData_RealTime.IndexOfTime(startDate);
klineData_RealTime.BarPos = index;
return(klineData_RealTime);
}
public void TestForwardKLineDataToNextDayOpenTime()
{
string code = "m05";
DataReaderFactory dataReaderFactory = ResourceLoader.GetDefaultDataReaderFactory();
IKLineData klineData = dataReaderFactory.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_1Minute);
KLineData_RealTime realtimeKLineData = new KLineData_RealTime(klineData);
ITickData nextDayTickData = dataReaderFactory.TickDataReader.GetTickData(code, 20120105);
KLineBar tmpCurrentKLineBar = new KLineBar();
//Console.WriteLine(realtimeKLineData);
Assert.AreEqual("20120104.09,2936,2938,2933,2935,2508,0,341690", realtimeKLineData.ToString());
RealTimeDataNavigateUtils.ForwardKLineDataToNextDayOpenTime(realtimeKLineData, 20120105, nextDayTickData, dataReaderFactory, tmpCurrentKLineBar);
//Console.WriteLine(realtimeKLineData);
Assert.AreEqual("20120105.085901,2928,2928,2928,2928,6,17568,318690", realtimeKLineData.ToString());
}
private static KLineDataForward_BigPeriod GetDataForward(string code, int start, int endDate)
{
KLineData_RealTime klineData_1Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_1Minute);
KLineData_RealTime klineData_5Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_5Minute);
KLineData_RealTime klineData_15Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_15Minute);
KLineData_RealTime klineData_1Day = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_1Day);
Dictionary <KLinePeriod, KLineData_RealTime> dic = new Dictionary <KLinePeriod, KLineData_RealTime>();
dic.Add(KLinePeriod.KLinePeriod_1Minute, klineData_1Minute);
dic.Add(KLinePeriod.KLinePeriod_5Minute, klineData_5Minute);
dic.Add(KLinePeriod.KLinePeriod_15Minute, klineData_15Minute);
dic.Add(KLinePeriod.KLinePeriod_1Day, klineData_1Day);
KLineDataForward_BigPeriod klineDataForward = new KLineDataForward_BigPeriod(klineData_1Minute, dic, CommonData.GetDataReader().CreateTradingSessionReader(code));
return(klineDataForward);
}
private bool ForwardNextDay()
{
TickData tickData = ForwardTickData();
if (tickData == null)
{
isEnd = true;
return(false);
}
currentTickData = tickData;
foreach (KLinePeriod period in dic_Period_KLineData.Keys)
{
KLineData_RealTime klineData = dic_Period_KLineData[period];
ForwardNextDay_KLine(klineData, period);
}
return(true);
}
private IKLineData GetData_Minute(KLinePeriod period)
{
if (period.PeriodType != KLineTimeType.MINUTE)
{
return(null);
}
int day = beforeBarCount * period.Period / 225;
int beforeStartDate = dataReader.TradingDayReader.GetPrevTradingDay(startDate, day);
IKLineData klineData = dataReader.KLineDataReader.GetData(code, beforeStartDate, endDate, period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
TradingSession session = tradingSessionReader.GetTradingSession(startDate);
int index = klineData_RealTime.IndexOfTime(session.StartTime);
klineData_RealTime.BarPos = index;
return(klineData_RealTime);
}
private int FindNextKLineIndex(KLineData_RealTime klineData, double time)
{
int barPos = klineData.BarPos;
while (barPos < klineData.Length && klineData.Arr_Time[barPos] < time)
{
barPos++;
}
if (barPos >= klineData.Length)
{
return(barPos - 1);
}
if (barPos > 0 && klineData.Arr_Time[barPos] != time)
{
barPos--;
}
return(barPos < 0 ? 0 : barPos);
}
private void ForwardBar_CurrentPeriod(KLineData_RealTime klineData, IKLineBar klineBar)
{
double time = klineBar.Time;
IKLineBar oldbar = klineData.GetBar(klineData.BarPos);
KLineBar bar = new KLineBar();
bar.Time = klineBar.Time;
bar.Start = oldbar.Start;
bar.High = klineBar.High > oldbar.High ? klineBar.High : oldbar.High;
bar.Low = klineBar.Low < oldbar.Low ? klineBar.Low : oldbar.Low;
bar.End = klineBar.End;
bar.Mount = oldbar.Mount + klineBar.Mount;
bar.Money = oldbar.Money + klineBar.Money;
bar.Hold = klineBar.Hold;
klineData.SetRealTimeData(bar);
}
private static KLineDataForward_TickPeriod GetKLineDataForward(string code, int start, int endDate)
{
KLineData_RealTime klineData_1Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_1Minute);
KLineData_RealTime klineData_5Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_5Minute);
KLineData_RealTime klineData_15Minute = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_15Minute);
KLineData_RealTime klineData_1Day = CommonData.GetKLineData_RealTime(code, start, endDate, KLinePeriod.KLinePeriod_1Day);
Dictionary <KLinePeriod, KLineData_RealTime> dic = new Dictionary <KLinePeriod, KLineData_RealTime>();
IList <int> tradingDays = CommonData.GetDataReader().TradingDayReader.GetTradingDays(start, endDate);
dic.Add(KLinePeriod.KLinePeriod_1Minute, klineData_1Minute);
dic.Add(KLinePeriod.KLinePeriod_5Minute, klineData_5Minute);
dic.Add(KLinePeriod.KLinePeriod_15Minute, klineData_15Minute);
dic.Add(KLinePeriod.KLinePeriod_1Day, klineData_1Day);
KLineDataForward_TickPeriod klineDataForward = new KLineDataForward_TickPeriod(dic, CommonData.GetDataReader(), code, tradingDays, KLinePeriod.KLinePeriod_1Minute);
return(klineDataForward);
}
private KLineData_RealTime GetKLineData_RealTime(IKLineData klineData, ITickData tickData, double time)
{
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
int klineIndex = IndexOfTime(klineData_RealTime, klinePeriod, time, date);
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time, true);
double klineTime = klineData_RealTime.Arr_Time[klineIndex];
int startTickIndex;
if (klinePeriod.PeriodType == KLineTimeType.DAY)
{
startTickIndex = 0;
}
else
{
startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime);
}
KLineBar klineBar = GetKLineBar(tickData, startTickIndex, tickIndex);
klineData_RealTime.ChangeCurrentBar(klineBar, klineIndex);
return(klineData_RealTime);
}
public void Change(string code, double time, KLinePeriod period)
{
if (this.code == code && this.period.Equals(period) && IsInCurrentKLineData(time))
{
ChangeTime(time);
return;
}
dataCache_Code = dataCacheFac.CreateCache_Code(code);
int extendBefore = 30;
int extendAfter = 30;
if (period.PeriodType == KLineTimeType.MINUTE)
{
extendBefore = 30;
extendAfter = 30;
}
else if (period.PeriodType == KLineTimeType.HOUR)
{
extendBefore = 100;
extendAfter = 100;
}
else if (period.PeriodType == KLineTimeType.DAY)
{
extendBefore = 2000;
extendAfter = 2000;
}
int date = (int)time;
int start = (int)TimeUtils.AddDays(date, -extendBefore);
int end = (int)TimeUtils.AddDays(date, extendAfter);
KLineData data = (KLineData)dataReaderFac.KLineDataReader.GetData(code, start, end, period);
this.klineData = new KLineData_RealTime(data);
this.code = code;
this.period = period;
ChangeTime(time);
}
public void TestAdjustKLineDataByKLineData()
{
DataReaderFactory fac = ResourceLoader.GetDefaultDataReaderFactory();
IKLineData klineData_1Minute = fac.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_1Minute);
KLineData_RealTime realtimeKLineData_1Minute = new KLineData_RealTime(klineData_1Minute);
IKLineData klineData_15Minute = fac.KLineDataReader.GetData("m05", 20120104, 20120110, KLinePeriod.KLinePeriod_15Minute);
KLineData_RealTime realtimeKLineData_15Minute = new KLineData_RealTime(klineData_15Minute);
realtimeKLineData_1Minute.BarPos = TimeIndeierUtils.IndexOfTime_KLine(klineData_1Minute, 20120104.090000);
realtimeKLineData_15Minute.BarPos = TimeIndeierUtils.IndexOfTime_KLine(klineData_1Minute, 20120104.090000);
int lastBarPos = realtimeKLineData_1Minute.BarPos;
int currentBarPos = lastBarPos + 2;
realtimeKLineData_1Minute.BarPos = currentBarPos;
Console.WriteLine(realtimeKLineData_15Minute);
RealTimeDataNavigateUtils.ForwardKLineDataByForwardedKLineData(realtimeKLineData_1Minute, realtimeKLineData_15Minute, lastBarPos, currentBarPos);
Console.WriteLine(realtimeKLineData_15Minute);
}
public RealTimeReader_Strategy(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.code = dataPackage.Code;
this.startDate = dataPackage.StartDate;
this.endDate = dataPackage.EndDate;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
this.allKLineData = new Dictionary <KLinePeriod, KLineData_RealTime>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
IKLineData klineData = dataPackage.GetKLineData(period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
allKLineData.Add(period, klineData_RealTime);
}
IList <int> allTradingDays = dataPackage.GetTradingDays();
if (forwardPeriod.IsTickForward)
{
this.klineDataForward = new HistoryDataForward_Code_TickPeriod(dataPackage, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
}
else
{
KLinePeriod mainPeriod = forwardPeriod.KlineForwardPeriod;
KLineData_RealTime mainKLineData = allKLineData[mainPeriod];
this.klineDataForward = new HistoryDataForward_Code_KLinePeriod(code, mainKLineData, allKLineData);
}
this.klineDataForward.OnRealTimeChanged += KlineDataForward_OnRealTimeChanged;
this.klineDataForward.OnTick += KlineDataForward_OnTick;
this.klineDataForward.OnBar += KlineDataForward_OnBar;
//this.klineDataForward = HistoryDataForwardFactory.CreateHistoryDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
//this.klineDataForward.OnTick += KlineDataForward_OnTick;
//this.klineDataForward.OnBar += KlineDataForward_OnBar;
}
private void Init(IDataPackage_Code dataPackage, ForwardReferedPeriods referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
Dictionary <KLinePeriod, KLineData_RealTime> allKLineData = new Dictionary <KLinePeriod, KLineData_RealTime>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
IKLineData klineData = this.dataPackage.GetKLineData(period);
KLineData_RealTime klineData_RealTime = new KLineData_RealTime(klineData);
allKLineData.Add(period, klineData_RealTime);
}
//ITimeLineData timelineData = this.dataReader.TimeLineDataReader.GetData(code, startDate);
//this.timeLineData_RealTime = new TimeLineData_RealTime(timelineData);
IList <int> allTradingDays = dataPackage.GetTradingDays();
if (forwardPeriod.IsTickForward)
{
//this.historyDataForward = new HistoryDataForward_Code_TickPeriod(dataReader, code, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
this.historyDataForward = new HistoryDataForward_Code_TickPeriod(dataPackage, allKLineData, allTradingDays, forwardPeriod.KlineForwardPeriod);
}
else
{
KLinePeriod mainPeriod = forwardPeriod.KlineForwardPeriod;
KLineData_RealTime mainKLineData = allKLineData[mainPeriod];
this.historyDataForward = new HistoryDataForward_Code_KLinePeriod(Code, mainKLineData, allKLineData);
}
this.historyDataForward.OnRealTimeChanged += HistoryDataForward_OnRealTimeChanged;
this.historyDataForward.OnTick += KlineDataForward_OnTick;
this.historyDataForward.OnBar += KlineDataForward_OnBar;
}
private static void Print(IDataForward_Code klineDataForward)
{
//Console.WriteLine("DayEnd:" + klineDataForward.IsDayEnd
// + "|1MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Minute)
// + "|5MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_5Minute)
// + "|15MinuteEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_15Minute)
// + "|DayEnd:" + klineDataForward.IsPeriodEnd(KLinePeriod.KLinePeriod_1Day));
KLineData_RealTime klineData_1 = (KLineData_RealTime)klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
Console.WriteLine("tick:" + klineDataForward.GetTickData());
Console.WriteLine("1minute:" + klineData_1);
Console.WriteLine("1minute_" + klineData_1.GetCurrentBar_Original());
KLineData_RealTime klineData_1Day = (KLineData_RealTime)klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Day);
Console.WriteLine("1day:" + klineData_1Day);
ITimeLineData timeLineData = klineDataForward.GetTimeLineData();
Console.WriteLine("timeline:" + timeLineData);
Assert.AreEqual(klineData_1.End, timeLineData.Price);
Assert.AreEqual(klineData_1.Mount, timeLineData.Mount);
Assert.AreEqual(klineData_1.Hold, timeLineData.Hold);
}
private void ForwardKLineData(KLineData_RealTime klineData)
{
IKLineBar nextMainBar = mainKLineData.GetBar(mainKLineData.BarPos + 1);
int currentBarPos = klineData.BarPos;
int nextBarPos = currentBarPos + 1;
if (nextBarPos >= klineData.Length)
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
else
{
double nextTime = klineData.Arr_Time[nextBarPos];
double nextMainTime = mainKLineData.Arr_Time[mainKLineData.BarPos + 1];
if (nextMainTime >= nextTime)
{
ForwardBar_NextPeriod(klineData, nextMainBar);
}
else
{
ForwardBar_CurrentPeriod(klineData, nextMainBar);
}
}
}
