Пример #1
0
        public void Push(KLineDaily kx)
        {
            xs.Add(kx);
            ys.Add(new Quota());

            Formula.ATR<KLineDaily, Quota>(xs, 14, ys);
        }
Пример #2
0
        public override void Initialize()
        {
            initializeing = true;

            // Get Upperlevel Data
            List<DailyBar> barsDaily = strategy.GetLastNDailyBars(target.Symbol, NDailyBars);

            baseTA = new DailyTA();

            string str = null;
            for (int i = barsDaily.Count - 1; i >= 0; i--)
            {
                DailyBar bar = barsDaily[i];
                str += Utils.StampToDateTimeString(bar.utc_time) + ",";
                if (bar.flag == 1)
                {
                    KLineDaily kx = new KLineDaily(bar);
                    baseTA.Push(kx);
                }
            }

            xsTick = new RList<Tick>();
            xs = new RList<KLineBar>();
            ys = new RList<Quota>();

            List<Bar> bars = strategy.GetLastNBars(target.Symbol, 60, NBars);
            for (int i = bars.Count - 1; i >= 0; i--)
            {
                Push(bars[i]);
            }

            List<Tick> ticks = strategy.GetLastNTicks(target.Symbol, NTicks);
            for (int i = ticks.Count - 1; i >= 0; i--)
            {
                Push(ticks[i]);
            }

            strategy.WriteInfo(string.Format("{0}监控器完成初始化", target.Symbol));
        }