示例#1
0
        public void TestKLineDataStore_LoadByDate()
        {
            string path = TestCaseManager.GetTestCasePath(GetType(), "output_20100107_20100120");

            IKLineData data = MockDataLoader.GetKLineData("m1005", 20100107, 20100120, KLinePeriod.KLinePeriod_1Minute);
            KLineDataStore_File_Single store = new KLineDataStore_File_Single(path);

            store.Save(data);

            KLineDataStore_File_Single store2 = new KLineDataStore_File_Single(path);
            IKLineData data2 = store2.Load(20100107, 20120111);

            AssertUtils.PrintKLineData(data2);
            File.Delete(path);
        }
示例#2
0
        public void TestKLineDataStore_SaveLoad()
        {
            IKLineData klineData = MockDataLoader.GetKLineData("m1005", 20100107, 20100120, KLinePeriod.KLinePeriod_1Minute);

            String path = TestCaseManager.GetTestCasePath(GetType(), "output_20100107_20100120");
            KLineDataStore_File_Single store = new KLineDataStore_File_Single(path);

            store.Save(klineData);

            KLineDataStore_File_Single store2 = new KLineDataStore_File_Single(path);
            KLineData klineData2 = store.LoadAll();

            AssertUtils.AssertEqual_KLineData(klineData, klineData2);
            File.Delete(path);
        }
示例#3
0
        public void TestKLineDataStore_Append()
        {
            IKLineData klineData  = MockDataLoader.GetKLineData("m1005", 20100107, 20100114, KLinePeriod.KLinePeriod_1Minute);
            IKLineData klineData2 = MockDataLoader.GetKLineData("m1005", 20100115, 20100120, KLinePeriod.KLinePeriod_1Minute);

            List <IKLineData> ks = new List <IKLineData>();

            ks.Add(klineData);
            ks.Add(klineData2);
            IKLineData klineData_Merge = KLineData.Merge(ks);

            String path = TestCaseManager.GetTestCasePath(GetType(), "output_append");
            KLineDataStore_File_Single store = new KLineDataStore_File_Single(path);

            store.Save(klineData);
            store.Append(klineData2);

            IKLineData klineData_Merge2 = store.LoadAll();

            AssertUtils.AssertEqual_KLineData(klineData_Merge, klineData_Merge2);

            File.Delete(path);
        }
示例#4
0
        public void DoIndex()
        {
            if (!File.Exists(path))
            {
                return;
            }
            String indexPath = path + ".index";
            KLineDataStore_File_Single store = new KLineDataStore_File_Single(path);
            IKLineData            klineData  = store.LoadAll();
            List <SplitterResult> results    = DaySplitter.Split(klineData);

            List <String> indeies = new List <string>(results.Count);

            for (int i = 0; i < results.Count; i++)
            {
                indeies.Add(results[i].ToString());
            }

            File.WriteAllLines(indexPath, indeies.ToArray());

            //FileStream file = new FileStream(path, FileMode.Open);
            //try
            //{
            //indeies.Add(((int)time).ToString() + "," + currentIndex);
            //File.WriteAllLines(indexPath, indeies.ToArray());

            //double lastTime = GetTimeByIndex(file, 0);
            //double time = GetTimeByIndex(file, 1);
            ////KLinePeriod period = KLineData.GetPeriod(lastTime, time);

            ////算法

            //int len = GetLength(file);
            //int currentIndex = 0;
            //bool hasNight = false;
            //for (int index = 1; index < len; index++)
            //{
            //    time = GetTimeByIndex(file, index);

            //    int date = (int)time;
            //    int lastDate = (int)lastTime;

            //    //夜盘开始,则一定是新的一天开始
            //    if (IsNightStart(time, lastTime))
            //    {
            //        indeies.Add(((int)lastTime).ToString() + "," + currentIndex.ToString());
            //        currentIndex = index;
            //        hasNight = true;
            //    }
            //    else if (hasNight)
            //    {
            //        //对于夜盘来说,如果到了第二天,则说明夜盘结束了,此时不算新的一天开始
            //        if (date != lastDate)
            //            hasNight = false;
            //    }
            //    //只要过了夜都算第二天的
            //    else if (date != lastDate)
            //    {
            //        indeies.Add(((int)lastTime).ToString() + "," + currentIndex.ToString());
            //        currentIndex = index;
            //    }

            //    lastTime = time;
            //}

            //}
            //finally
            //{
            //    //file.Close();
            //}
        }