public void TestKLineDataForward_Tick()
{
printStrs_Forward_Tick.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar;
klineDataForward.OnTick += KlineDataForward_OnTick;
DateTime prevtime = DateTime.Now;
while (klineDataForward.Forward())
{
}
DateTime time = DateTime.Now;
TimeSpan span = time.Subtract(prevtime);
Console.WriteLine(span.Minutes * 60 * 1000 + span.Seconds * 1000 + span.Milliseconds);
//ITimeLineData timeLineData = klineDataForward.GetTimeLineData();
//for(int i = 0; i < timeLineData.Length; i++)
//{
// ITimeLineBar timeLineBar = timeLineData.GetBar(i);
// Console.WriteLine(timeLineBar);
//}
AssertUtils.AssertEqual_List("forward_tick", GetType(), printStrs_Forward_Tick);
printStrs_Forward_Tick.Clear();
}
public void TestTrade_Minute()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170605;
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, startDate, endDate, false);
IAccount account = DataCenter.Default.AccountManager.CreateAccount(100000, historyDataForward);
account.OnReturnOrder += Account_OnReturnOrder;
account.OnReturnTrade += Account_OnReturnTrade;
account.Open(code, 3099, market.OrderSide.Buy, 10);
account.Open(code, 3095, market.OrderSide.Buy, 10);
int index = 0;
while (index < 200)
{
historyDataForward.Forward();
index++;
if (isOpen && historyDataForward.Price >= 3102)
{
account.Close(code, 3102, market.OrderSide.Sell, 10);
account.Close(code, 3105, market.OrderSide.Sell, 10);
}
//Console.WriteLine(historyDataForward.GetTickData());
}
Console.WriteLine(account);
Assert.AreEqual(101180, account.Money);
}
private static IDataForward_Code 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);
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, endDate);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
referedPeriods.UseTickData = true;
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
IDataForward_Code klineDataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
//new HistoryDataForward_Code_TickPeriod(, code, periods, KLinePeriod.KLinePeriod_1Minute);
return(klineDataForward);
}
/// <summary>
/// 得到指定的
/// </summary>
/// <param name="code"></param>
/// <returns></returns>
public IDataForward_Code GetHistoryDataForward(string code)
{
IDataForward_Code value = null;
//dic_Code_Forward.TryGetValue(code, out value);
return(value);
}
public void TestSaveLoad_DataForward_Code()
{
string code = "rb1710";
int startDate = 20170601;
int endDate = 20170602;
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods(new KLinePeriod[] { KLinePeriod.KLinePeriod_1Minute, KLinePeriod.KLinePeriod_15Minute, KLinePeriod.KLinePeriod_1Hour, KLinePeriod.KLinePeriod_1Day }, true, false);
IDataForward_Code dataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(code, startDate, endDate, referedPeriods, forwardPeriod);
for (int i = 0; i < 100; i++)
{
dataForward.Forward();
}
Console.WriteLine(XmlUtils.ToString(dataForward));
XmlElement root = GetXmlRoot();
dataForward.Save(root);
IDataForward_Code dataForward2 = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(root);
for (int i = 0; i < 100; i++)
{
dataForward.Forward();
dataForward2.Forward();
}
Console.WriteLine(XmlUtils.ToString(dataForward2));
Assert.AreEqual(dataForward.Time, dataForward2.Time);
}
public Account(string accountId, double money, IDataForward_Code historyDataForward_Code)
{
this.accountId = accountId;
this.accountTrade = new AccountTrade(money);
this.priceGetter = new PriceGetter_HistoryDataForward_Code(historyDataForward_Code);
this.priceGetter.timeChange += PriceGetter_timeChange;
}
private IDataForward_Code GetDataForward()
{
if (isTickForward)
{
return(dataForward);
}
if (this.dataForward != null)
{
this.dataForward.NavigateTo(Time);
return(this.dataForward);
}
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UseTickData = true;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Hour);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
this.dataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(this.DataPackage, referedPeriods, forwardPeriod);
this.dataForward.Forward();
this.dataForward.NavigateTo(this.Time);
this.dataForward.OnRealTimeChanged += DataForward_OnRealTimeChanged;
return(this.dataForward);
}
private IDataForward_Code PrepareDataForward()
{
IDataForward_Code dataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, ReferedPeriods, ForwardPeriod);
dataForward.OnBar += RealTimeReader_OnBar;
dataForward.OnTick += RealTimeReader_OnTick;
return(dataForward);
}
public void TestAccountSave()
{
string code = "RB1710";
int startDate = 20170601;
int endDate = 20170605;
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, startDate, endDate, true);
historyDataForward.Forward();
IAccount account = DataCenter.Default.AccountManager.CreateAccount(100000, historyDataForward);
account.AccountSetting.TradeType = AccountTradeType.MARKETPRICE;
account.OnReturnOrder += Account_OnReturnOrder;
account.OnReturnTrade += Account_OnReturnTrade;
account.Open(code, 3099, market.OrderSide.Buy, 10);
account.Open(code, 3095, market.OrderSide.Buy, 10);
int index = 0;
while (index < 2000)
{
historyDataForward.Forward();
index++;
if (isOpen && historyDataForward.GetTickData().SellPrice >= 3102)
{
account.Close(code, 3102, market.OrderSide.Sell, 10);
account.Close(code, 3105, market.OrderSide.Sell, 10);
}
//Console.WriteLine(historyDataForward.GetTickData());
}
account.Open(code, 3105, market.OrderSide.Buy, 10);
account.Open(code, 3025, market.OrderSide.Buy, 10);
for (int i = 0; i < 100; i++)
{
historyDataForward.Forward();
}
XmlElement root = GetXmlRoot();
account.Save(root);
Account account2 = (Account)DataCenter.Default.AccountManager.CreateAccount(root);
//Console.WriteLine(account);
//Console.WriteLine(account2);
Assert.AreEqual(XmlUtils.ToString(account), XmlUtils.ToString(account2));
IDataForward_Code historyDataForward2 = ForwardDataGetter.GetHistoryDataForward_Code(code, startDate, endDate, true);
historyDataForward2.NavigateTo(account2.Time);
account2.BindRealTimeReader(historyDataForward2);
//IDataForward_Code historyDataForward2 = account2.DataForward_Code;
for (int i = 0; i < 100; i++)
{
historyDataForward2.Forward();
}
Console.WriteLine(account2);
}
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 static void PrintOnBar(IDataForward_Code klineDataForward)
{
Console.WriteLine("tick:" + klineDataForward.GetTickData());
Console.WriteLine("1minute:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
Console.WriteLine("5minute:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_5Minute));
Console.WriteLine("15minute:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_15Minute));
Console.WriteLine("1day:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Day));
ITimeLineData timeLineData = klineDataForward.GetTimeLineData();
Console.WriteLine("timeline:" + timeLineData);
}
public bool Forward(ForwardPeriod forwardPeriod)
{
if (!forwardPeriod.IsTickForward)
{
return(Forward(forwardPeriod.KlineForwardPeriod));
}
IDataForward_Code dataForward = GetDataForward();
isTickForward = true;
return(dataForward.Forward());
}
private double GetNextTime(IDataForward_Code forward_Code)
{
ITickData tickData = forward_Code.GetTickData();
if (tickData == null)
{
return(TIME_END);
}
int nextBarPos = tickData.BarPos;
return(-1);
}
private bool ExecuteStrategy(IDataForward_Code realTimeReader)
{
//执行策略
while (!realTimeReader.IsEnd)
{
realTimeReader.Forward();
if (isCancel)
{
return(false);
}
}
return(true);
}
public PriceGetter_HistoryDataForward_Code(IDataForward_Code historyDataForward_Code)
{
if (historyDataForward_Code.ForwardPeriod.IsTickForward)
{
this.priceGetter = new PriceGetter_HistoryDataForward_Code_Tick(historyDataForward_Code);
}
else
{
this.priceGetter = new PriceGetter_HistoryDataForward_Code_KLine(historyDataForward_Code);
}
this.priceGetter.timeChange += PriceGetter_timeChange;
}
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);
}
public void TestRealTimeReader_OnTick()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170610;
IDataForward_Code realTimeReader = GetRealTimeReader(code, start, endDate, true);
realTimeReader.OnTick += RealTimeReader_OnTick;
realTimeReader.OnBar += RealTimeReader_OnBar;
while (!realTimeReader.IsEnd)
{
realTimeReader.Forward();
Console.WriteLine("timeline:" + realTimeReader.GetTimeLineData());
}
}
public void TestRealTimeReader()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170610;
IDataForward_Code realTimeReader = GetRealTimeReader(code, start, endDate, false);
while (!realTimeReader.IsEnd)
{
realTimeReader.Forward();
IKLineData klineData = realTimeReader.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
Console.WriteLine(klineData);
}
}
private void KlineDataForward_OnBar1(object sender, IForwardOnBarArgument argument)
{
IDataForward_Code klineDataForward = (IDataForward_Code)sender;
//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:" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
Console.WriteLine("tradingTimeStart:" + klineDataForward.IsTradingTimeStart
+ "|tradingTimeEnd:" + klineDataForward.IsTradingTimeEnd
+ "|dayStart:" + klineDataForward.IsDayStart
+ "|dayEnd:" + klineDataForward.IsDayEnd);
}
private static void AddToList(List <string> list, IDataForward_Code 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.GetCurrentBar_Original());
}
public override void Run()
{
if (this.state != StrategyExecutorState.NotStart)
{
return;
}
lock (lockRunObject)
{
if (this.state != StrategyExecutorState.NotStart)
{
return;
}
if (ReferedPeriods == null)
{
throw new ApplicationException("策略运行时引用周期为空" + dataPackage);
}
if (ForwardPeriod == null)
{
throw new ApplicationException("策略运行时前进周期为空" + dataPackage);
}
//创建前进器
this.dataForward = PrepareDataForward();
//创建StrategyHelper
this.strategyHelper = PrepareStrategyHelper();
if (Strategy is StrategyAbstract)
{
((StrategyAbstract)Strategy).StrategyHelper = StrategyHelper;
}
//开始执行
this.state = StrategyExecutorState.Running;
ExecuteStrategyStart(dataForward);
if (isCancel)
{
DealCancelEvent();
return;
}
ExecuteStrategy(dataForward);
if (isCancel)
{
DealCancelEvent();
return;
}
ExecuteStrategyEnd(dataForward);
}
}
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);
}
//[TestMethod]
public void TestHistoryDataForward_Play()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170601;
IDataForward_Code realTimeReader = ForwardDataGetter.GetHistoryDataForward_Code(code, start, endDate, true);
realTimeReader.OnTick += RealTimeReader_OnTick;
realTimeReader.NavigateTo(20170531.210011);
realTimeReader.Play();
while (realTimeReader.Time < 20170531.210015)
{
}
realTimeReader.Pause();
}
//[TestMethod]
public void TestKLineData_Play()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170601;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnTick += KlineDataForward_OnTick;
Console.WriteLine(klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
klineDataForward.Play();
while (klineDataForward.Time < 20170531.210005)
{
}
klineDataForward.Pause();
}
public static IDataForward_Code GetHistoryDataForward_Code(string code, int startDate, int endDate, bool useTickData, bool useTimeLineData, IList <KLinePeriod> klinePeriods)
{
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UseTimeLineData = useTimeLineData;
referedPeriods.UseTickData = useTickData;
referedPeriods.UsedKLinePeriods.AddRange(klinePeriods);
ForwardPeriod forwardPeriod = new ForwardPeriod(useTickData, referedPeriods.GetMinPeriod());
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, startDate, endDate);
//DataPackageFactory.CreateDataPackage(GetDataReader(), code, startDate, endDate);
IDataForward_Code realTimeReader = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
return(realTimeReader);
}
public DataForward(IDataForwardFactory fac, IDataPackage_Code[] dataPackage, ForwardReferedPeriods[] referedPeriods, ForwardPeriod forwardPeriod)
{
this.dataPackage = dataPackage;
this.referedPeriods = referedPeriods;
this.forwardPeriod = forwardPeriod;
this.tradingDays = dataPackage[0].GetTradingDays();
this.historyDataForwards = new List <IDataForward_Code>();
for (int i = 0; i < dataPackage.Length; i++)
{
ForwardReferedPeriods referedPeriod = referedPeriods[i];
ForwardPeriod currentForwardPeriod = new ForwardPeriod(referedPeriod.UseTickData, referedPeriod.GetMinPeriod());
IDataForward_Code historyDataForward_Code = fac.CreateDataForward_Code(dataPackage[i], referedPeriod, currentForwardPeriod);
this.historyDataForwards.Add(historyDataForward_Code);
}
}
//[TestMethod]
public void TestKLineDataForward_Tick_Long()
{
printStrs_Forward_Tick.Clear();
//string code = "RB1710";
//int start = 20170401;
//int endDate = 20170803;
string code = "RB0000";
int start = 20150401;
int endDate = 20170803;
IDataForward_Code klineDataForward = GetKLineDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar_Long;
klineDataForward.OnTick += KlineDataForward_OnTick_Long;
while (klineDataForward.Forward())
{
}
}
private static IDataForward_Code GetKLineDataForward(string code, int start, int endDate)
{
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, endDate);
ForwardReferedPeriods referedPeriods = new ForwardReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
referedPeriods.UseTickData = true;
referedPeriods.UseTimeLineData = true;
ForwardPeriod forwardPeriod = new ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
IDataForward_Code klineDataForward = DataCenter.Default.HistoryDataForwardFactory.CreateDataForward_Code(dataPackage, referedPeriods, forwardPeriod);
//new HistoryDataForward_Code_TickPeriod(, code, periods, KLinePeriod.KLinePeriod_1Minute);
return(klineDataForward);
}
public void TestKLineDataForward_OnBar()
{
list_OnBar.Clear();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataForward_Code klineDataForward = GetDataForward(code, start, endDate);
klineDataForward.OnBar += KlineDataForward_OnBar;
list_OnBar.Add(KLinePeriod.KLinePeriod_1Minute + ":" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
Console.WriteLine(KLinePeriod.KLinePeriod_1Minute + ":" + klineDataForward.GetKLineData(KLinePeriod.KLinePeriod_1Minute));
while (klineDataForward.Forward())
{
}
AssertUtils.AssertEqual_List("forward_kline", GetType(), list_OnBar);
}
public void TestTickAttachTick()
{
int start = 20170601;
int endDate = 20170602;
//string code = "A0401";
//int start = 20040106;
//int endDate = 20040106;
IDataForward_Code historyDataForward = ForwardDataGetter.GetHistoryDataForward_Code(code, start, endDate, true, true);
historyDataForward.AttachOtherData(code2);
//historyDataForward.OnBar += HistoryDataForward_OnBar;
historyDataForward.OnTick += HistoryDataForward_OnTick;
//historyDataForward.OnTick += KlineDataForward_OnTick;
while (historyDataForward.Forward())
{
}
}
