public MockStrategy_Ma()
{
strategyPeriods = new StrategyReferedPeriods();
strategyPeriods.UseTickData = false;
strategyPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
strategyPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
}
private void CompChart_OnChartRefresh(object sender, ChartComponentRefreshArguments arg)
{
if (this.strategyData == null || this.strategyData.Strategy == null)
{
return;
}
IStrategy strategy = this.strategyData.Strategy;
//if (!arg.DataRefreshed)
// return;
StrategyReferedPeriods referedPeriods = strategy.GetReferedPeriods();
//当K线图上数据变化，需要修改策略画的图形
//如果画的是K线，且K线周期发生了变化，那么适应全周期的策略需要重新计算
if (!arg.PrevCompData.KlinePeriod.Equals(arg.CurrentCompData.KlinePeriod) && referedPeriods == null)
{
//重置当前策略
this.strategyData.RefreshStrategy();
strategy = strategyData.Strategy;
strategy.Parameters.SetParameterValue(strategy.Parameters.GetParameterValues());
Run();
}
else
{
Refresh();
}
}
public IStrategyExecutor CreateExecutor(IDataPackage_Code dataPackage, IStrategy strategy, KLinePeriod period)
{
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(period);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, period);
return(StrategyCenter.Default.GetStrategyExecutorFactory_History().CreateExecutorByDataPackage(dataPackage, referedPeriods, forwardPeriod, compChart1.StrategyHelper));
}
//private List<>
public Strategy_CnFutures()
{
refered = new StrategyReferedPeriods();
refered.UseTimeLineData = false;
refered.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
//refered.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
//refered.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Day);
refered.UseTickData = false;
}
public override StrategyReferedPeriods GetReferedPeriods()
{
StrategyReferedPeriods referPeriods = new StrategyReferedPeriods();
referPeriods.UseTickData = false;
referPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
return(referPeriods);
}
public Strategy_Demo_MinuteImport()
{
referedPeriods = new StrategyReferedPeriods();
referedPeriods.isReferTimeLineData = false;
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
this.ImportStrategies.Add(strategy_Ma_5Minute_5);
}
private void Controller_OnDataChanged(object sender, CompDataChangeArgument arg)
{
//if (strategy == null)
// return;
StrategyReferedPeriods referedPeriods = strategy.GetReferedPeriods();
//当K线图上数据变化，需要修改策略画的图形
//如果画的是K线，且K线周期发生了变化，那么适应全周期的策略需要重新计算
if (!arg.PrevCompData.KlinePeriod.Equals(arg.CurrentCompData.KlinePeriod) && referedPeriods == null)
{
Run();
}
else
{
Refresh();
}
}
/// <summary>
/// 运行策略，并且将策略运行结果绑定到该
/// </summary>
public void Run()
{
if (this.strategyData == null || this.strategyData.Strategy == null)
{
return;
}
IStrategy strategy = this.strategyData.Strategy;
StrategyReferedPeriods referedPeriods = strategy.GetReferedPeriods();
if (referedPeriods == null)
{
referedPeriods = new StrategyReferedPeriods();
KLinePeriod currentPeriod = this.compChart.Controller.ChartComponentData.KlinePeriod;
referedPeriods.UsedKLinePeriods.Add(currentPeriod);
if (strategy is StrategyAbstract)
{
((StrategyAbstract)strategy).MainKLinePeriod = currentPeriod;
}
}
KLinePeriod mainPeriod = referedPeriods.MainPeriod;
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(referedPeriods.UseTickData, mainPeriod);
IStrategyExecutorFactory executorFactory = StrategyCenter.Default.GetStrategyExecutorFactory();
IDataPackage_Code dataPackage = this.compChart.Controller.CurrentNavigater.DataPackage;
Dictionary <KLinePeriod, int> dic_KLinePeriod_StartPos = new Dictionary <KLinePeriod, int>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
dic_KLinePeriod_StartPos.Add(period, dataPackage.GetKLineData(period).BarPos);
}
drawOperator = new ChartComponentStrategyDrawer(this.compChart.Drawer, dic_KLinePeriod_StartPos, 0, 0);
StrategyArguments_DataPackage strategyDataPackage = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);;
StrategyHelper strategyOperator = new StrategyHelper();
strategyOperator.Drawer = drawOperator;
strategyExecutor = executorFactory.CreateExecutor_History(strategyDataPackage);
strategyExecutor.Strategy = strategy;
//strategyExecutor.Run();
//strategyExecutor.ExecuteFinished += StrategyExecutor_ExecuteFinished;
strategyExecutor.Execute();
}
private static RealTimeReader_Strategy GetRealTimeReader(string code, int start, int endDate, bool useTickData)
{
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.isReferTimeLineData = false;
referedPeriods.UseTickData = useTickData;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
RealTimeReader_StrategyArguments args = new RealTimeReader_StrategyArguments();
args.Code = code;
args.StartDate = start;
args.EndDate = endDate;
args.ReferedPeriods = referedPeriods;
args.IsTickForward = useTickData;
args.ForwardKLinePeriod = KLinePeriod.KLinePeriod_1Minute;
RealTimeReader_Strategy realTimeReader = new RealTimeReader_Strategy(CommonData.GetDataReader(), args);
return(realTimeReader);
}
/// <summary>
/// 运行策略，并且将策略运行结果绑定到该
/// </summary>
public void Run()
{
Strategy_MultiMa strategy = new Strategy_MultiMa();
strategy.MainKLinePeriod = this.compChart.Controller.CompData.KlinePeriod;
this.strategy = strategy;
if (this.strategy == null)
{
return;
}
StrategyReferedPeriods referedPeriods = this.strategy.GetReferedPeriods();
if (referedPeriods == null)
{
referedPeriods = new StrategyReferedPeriods();
KLinePeriod currentPeriod = this.compChart.Controller.CompData.KlinePeriod;
referedPeriods.UsedKLinePeriods.Add(currentPeriod);
}
KLinePeriod mainPeriod = referedPeriods.MainPeriod;
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(referedPeriods.UseTickData, mainPeriod);
IStrategyExecutorFactory_History executorFactory = StrategyCenter.Default.GetStrategyExecutorFactory_History();
IDataPackage_Code dataPackage = this.compChart.Controller.CurrentNavigater.DataPackage;
Dictionary <KLinePeriod, int> dic_KLinePeriod_StartPos = new Dictionary <KLinePeriod, int>();
for (int i = 0; i < referedPeriods.UsedKLinePeriods.Count; i++)
{
KLinePeriod period = referedPeriods.UsedKLinePeriods[i];
dic_KLinePeriod_StartPos.Add(period, dataPackage.GetKLineData(period).BarPos);
}
drawOperator = new StrategyDrawOperator(this.compChart.Drawer, dic_KLinePeriod_StartPos, 0, 0);
IStrategyOperator strategyOperator = new StrategyOperator(drawOperator);
IStrategyExecutor executor = executorFactory.CreateExecutorByDataPackage(dataPackage, referedPeriods, forwardPeriod, strategyOperator);
executor.SetStrategy(strategy);
executor.Run();
}
private void RunStrategy(IStrategy strategy)
{
IDataPackage_Code dataPackage = this.compChart1.CompChartData.DataPackage;
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
//compChart1.KlinePeriod
KLinePeriod period = compChart1.GetKLinePeriod();
referedPeriods.UsedKLinePeriods.Add(period);
//referedPeriods.UsedKLinePeriods.Add(this.n)
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, period);
IStrategyExecutor strategyRunner = StrategyCenter.Default.GetStrategyExecutorFactory_History().CreateExecutorByDataPackage(dataPackage, referedPeriods, forwardPeriod, compChart1.StrategyHelper);
//compChart1.StrategyHelper.DrawHelper.ClearShapes();
//compChart1.CurrentPriceRectDrawer.cl
//compChart1.CurrentPriceRectDrawer.ClearPriceShapes();
if (strategy is StrategyAbstract)
{
((StrategyAbstract)strategy).MainKLinePeriod = period;
}
strategyRunner.SetStrategy(strategy);
strategyRunner.Run();
compChart1.Refresh();
}
//[TestMethod]
public void TestMethod1()
{
//IDataReader dataReader = CommonData.GetDataReader();
//IDataPackage dataPackage = CommonData.g
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, start, endDate);
//StrategyRunnerArguments args = new StrategyRunnerArguments();
//args.Code = code;
//args.StartDate = start;
//args.EndDate = endDate;
//args.IsTickForward = true;
//args.ForwardKLinePeriod = KLinePeriod.KLinePeriod_1Minute;
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = true;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
data.forward.ForwardPeriod forwardPeriod = new data.forward.ForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
//StrategyExecutor_History runner = new StrategyExecutor_History(dataReader, args);
StrategyExecutor_History runner = new StrategyExecutor_History(dataPackage, referedPeriods, forwardPeriod);
}
public MockStrategy(StrategyReferedPeriods referedPeriods)
{
this.referedPeriods = referedPeriods;
}
