internal static int FindNextTimeLineIndex(ITimeLineData_RealTime timelineData, double time)
{
int prevBarPos = timelineData.BarPos;
int barPos = prevBarPos;
if (barPos == timelineData.Length - 1)
{
return(barPos);
}
while (barPos < timelineData.Length)
{
double startTime = timelineData.Arr_Time[barPos];
if (barPos != 0 && timelineData.IsTradingTimeStart(barPos))
{
startTime = timelineData.Arr_Time[barPos - 1];
}
if (startTime > time)
{
return(barPos);
}
barPos++;
}
return(barPos - 1);
}
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 ForwardToday_TimeLineData(ITimeLineData_RealTime timeLineData)
{
if (timeLineData == null)
{
return;
}
ITickData_Extend currentTickData = forwardData.CurrentTickData;
ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
int nextTimeLineBarPos = timeLineData.BarPos + 1;
if (nextTimeLineBarPos >= timeLineData.Length)
{
TimeLineBar timeLineBar = GetTimeLineBar(timeLineData, nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, timeLineData.BarPos);
return;
}
else
{
double nextTime = timeLineData.Arr_Time[nextTimeLineBarPos];
TimeLineBar timeLineBar;
if (nextTickBar.Time >= nextTime)
{
timeLineBar = GetTimeLineBar(nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, nextTimeLineBarPos);
}
else
{
timeLineBar = GetTimeLineBar(timeLineData, nextTickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar, timeLineData.BarPos);
}
}
}
private void ForwardToday_TimeLineData(int mainBarPosIfFinished)
{
if (!dataForForward_Code.UseTimeLineData)
{
return;
}
ITickBar tickBar = dataForForward_Code.CurrentTickData;
ITimeLineData_RealTime timeLineData = dataForForward_Code.CurrentTimeLineData;
//该时段已经结束，跳到下一时段
if (isTimeLineEnd)
{
if (mainBarPosIfFinished > 0)
{
timeLineData.ResetCurrentBar();
timeLineData.BarPos = forwardDataIndeier.GetTimeLineBarPosIfFinished(mainBarPosIfFinished);
return;
}
TimeLineBar timeLineBar2 = TimeLineUtils.GetTimeLineBar(tickBar, timeLineData.YesterdayEnd);
int barP = forwardDataIndeier.GetTimeLineBarPosIfFinished(mainBarPosIfFinished);
timeLineData.ChangeCurrentBar(timeLineBar2, barP);
//timeLineData.ChangeCurrentBar(timeLineBar2, timeLineData.BarPos + 1);
isTimeLineEnd = false;
return;
}
TimeLineBar timeLineBar = TimeLineUtils.GetTimeLineBar(timeLineData, tickBar, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(timeLineBar);
if (mainBarPosIfFinished > 0)
{
isTimeLineEnd = true;
}
}
private static int GetTimeLineIndex(ITimeLineData_RealTime timeLineData, double time)
{
if (time < timeLineData.Arr_Time[0])
{
return(0);
}
return(TimeIndeierUtils.IndexOfTime_TimeLine(timeLineData, time));
}
private ITimeLineData_RealTime GetTimeLineData(int date)
{
if (timeLineData == null || timeLineData.Date != date)
{
timeLineData = new TimeLineDataExtend_RealTime(DataCenter.Default.DataReader.TimeLineDataReader.GetData_Extend(code, date));
}
return(timeLineData);
}
/// <summary>
/// 得到当前的分时线
/// </summary>
/// <returns></returns>
public ITimeLineData GetTimeLineData()
{
if (currentTimeLineData == null || currentTimeLineData.Date != tradingDay)
{
currentTimeLineData = dataPackage.CreateTimeLineData_RealTime(tradingDay);
}
DataNavigate_ChangeTime.ChangeTime_TimeLineData(currentTimeLineData, time, GetTickData());
return(currentTimeLineData);
}
public ITimeLineData_Extend GetTimeLineData()
{
if (currentTimeLineData == null || currentTimeLineData.Date != tradingDay)
{
currentTimeLineData = dataPackage_Code.CreateTimeLineData_RealTime(tradingDay);
}
RealTimeDataPackageTimeChangeUtils.ChangeTime_TimeLineData(currentTimeLineData, time, GetTickData());
return(currentTimeLineData);
}
public static void ChangeTime_TimeLineData(ITimeLineData_RealTime timeLineData, double time, ITickData_Extend tickData)
{
//if (timeLineData.Time == time)
// return;
int timeLineIndex = GetTimeLineIndex(timeLineData, time);
int tickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, time);
double klineTime = timeLineData.Arr_Time[timeLineIndex];
int startTickIndex = GetStartTickIndex(timeLineData, tickData, timeLineIndex);
TimeLineBar klineBar = GetTimeLineBar(tickData, startTickIndex, tickIndex, timeLineData.YesterdayEnd);
timeLineData.ChangeCurrentBar(klineBar, timeLineIndex);
}
private static int GetStartTickIndex(ITimeLineData_RealTime timeLineData, ITickData_Extend tickData, int timeLineIndex)
{
double klineTime = timeLineData.BarPos == timeLineIndex?timeLineData.GetCurrentBar_Original().Time : timeLineData.Arr_Time[timeLineIndex];
int startTickIndex;
startTickIndex = TimeIndeierUtils.IndexOfTime_Tick(tickData, klineTime, true);
if (timeLineData.IsTradingTimeStart(timeLineIndex))
{
while (!tickData.IsTradingTimeStart(startTickIndex))
{
startTickIndex--;
}
}
return(startTickIndex);
}
private void PrepareData()
{
this.listenedCodes[0] = this.dataForForward_Code.Code;
this.dataForForward_Code.TradingDay = dataPackage.StartDate;
this.forwardDataIndeier = new ForwardDataIndeier(dataForForward_Code);
this.onBarArgument = new ForwardOnBarArgument(barFinishedInfos, this);
foreach (KLinePeriod period in referedPeriods.UsedKLinePeriods)
{
IKLineData_RealTime klineData = this.dataForForward_Code.GetKLineData(period);
klineData.ChangeCurrentBar(KLineUtils.GetKLineBar(dataForForward_Code.CurrentTickData));
}
if (dataForForward_Code.UseTimeLineData)
{
ITimeLineData_RealTime timeLineData = dataForForward_Code.CurrentTimeLineData;
timeLineData.ChangeCurrentBar(TimeLineUtils.GetTimeLineBar(dataForForward_Code.CurrentTickData, timeLineData.YesterdayEnd));
}
}
private void ForwardToday_TimeLine(ITimeLineData_RealTime timeLineData, double time, ITickData tickData, int prevTickIndex)
{
if (timeLineData == null)
{
return;
}
int nextTimeLineIndex = DataForward_Code_Tick.FindNextTimeLineIndex(timeLineData, time);
if (nextTimeLineIndex == timeLineData.BarPos)
{
timeLineData.ChangeCurrentBar(TimeLineUtils.GetTimeLineBar(timeLineData, tickData, prevTickIndex, tickData.BarPos, timeLineData.YesterdayEnd));
}
else
{
double periodStartTime = timeLineData.Arr_Time[nextTimeLineIndex];
int startTickIndex = FindNextTickIndex(tickData, prevTickIndex, time);
timeLineData.ChangeCurrentBar(TimeLineUtils.GetTimeLineBar(tickData, startTickIndex, tickData.BarPos, timeLineData.YesterdayEnd), nextTimeLineIndex);
}
}
private void ForwardTimeLineData()
{
if (!navigateData.UseTimeLineData)
{
return;
}
if (navigateData.CurrentTimeLineData == null)
{
return;
}
ITimeLineData_RealTime timeLineData = navigateData.CurrentTimeLineData;
if (navigateData.CurrentTimeLineData.BarPos >= navigateData.CurrentTimeLineData.Length - 1)
{
int nextTradingDay = navigateData.GetNextTradingDay();
if (nextTradingDay < 0)
{
return;
}
navigateData.TradingDay = nextTradingDay;
navigateData.CurrentTimeLineData = new TimeLineDataExtend_RealTime(DataPackage.GetTimeLineData(navigateData.TradingDay));
}
if (mainKLineData.BarPos >= mainKLineData.Length - 1)
{
return;
}
double nextTime_KLine = mainKLineData.Arr_Time[mainKLineData.BarPos + 1];
int nextTimeLineBarPos = timeLineData.BarPos;
double nextTime_TimeLine = timeLineData.Arr_Time[nextTimeLineBarPos];
while (nextTime_TimeLine < nextTime_KLine && nextTimeLineBarPos < timeLineData.Length - 1)
{
nextTimeLineBarPos++;
nextTime_TimeLine = timeLineData.Arr_Time[nextTimeLineBarPos];
}
timeLineData.BarPos = nextTimeLineBarPos;
}
//public static void ForwardToday_KLineData(IKLineData_RealTime klineData, KLinePeriod period, ITickData tickData, int currentTickIndex, int nextTickIndex)
//{
// ITickData_Extend currentTickData = forwardData.CurrentTickData;
// ITickBar nextTickBar = currentTickData.GetBar(currentTickData.BarPos + 1);
// //日线，肯定不会跳到下一个bar
// if (period.Equals(KLinePeriod.KLinePeriod_1Day))
// {
// dic_KLinePeriod_IsEnd[period] = false;
// klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
// return;
// }
// double nextTickTime = nextTickBar.Time;
// int nextKLineIndex = FindNextKLineIndex(klineData, nextTickTime);
// if (nextKLineIndex == klineData.BarPos)
// {
// dic_KLinePeriod_IsEnd[period] = false;
// klineData.ChangeCurrentBar(GetKLineBar(klineData, nextTickBar));
// }
// else
// {
// dic_KLinePeriod_IsEnd[period] = true;
// klineData.ChangeCurrentBar(GetKLineBar(nextTickBar), nextKLineIndex);
// }
//}
public static void ForwardToday_TimeLineData(ITimeLineData_RealTime timeLineData, ITickData tickData, int currentTickIndex, int nextTickIndex)
{
}
