public void TestExecuteStrategy()
{
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, start, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_DataPackage arguments = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Single runner = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(arguments);
DateTime prevtime = DateTime.Now;
runner.Strategy = new MockStrategy(null);
runner.OnFinished += Runner_OnFinished;
runner.Execute();
while (!isFinished)
{
}
DateTime time = DateTime.Now;
TimeSpan span = time.Subtract(prevtime);
Console.WriteLine(span.Minutes * 60 + span.Seconds);
}
public void TestRunStrategy_Tick()
{
//data.reader.IDataReader dataReader = CommonData.GetDataReader();
string code = "RB1710";
int start = 20170601;
int endDate = 20170603;
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, start, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = true;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_DataPackage arguments = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Single runner = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(arguments);
DateTime prevtime = DateTime.Now;
runner.Strategy = new MockStrategy(referedPeriods);
runner.Run();
DateTime time = DateTime.Now;
TimeSpan span = time.Subtract(prevtime);
Console.WriteLine(span.Minutes * 60 * 1000 + span.Seconds * 1000 + span.Milliseconds);
}
public void TestRunStrategy_Minute()
{
string code = "RB1710";
int startDate = 20170301;
int endDate = 20170603;
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, startDate, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_DataPackage strategyDataPackage = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
//strategyDataPackage.IsSaveResult = true;
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyDataPackage);
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Simple));
executor.Strategy = strategy;
executor.Run();
Console.WriteLine(executor.StrategyResult);
}
public StrategyExecutor_CodePeriod_MainContract(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments) : base(strategyCenter, strategyArguments)
{
this.strategyArguments = strategyArguments;
this.PrepareStrategyHelper();
IList <ICodePeriod> codePeriods = this.strategyArguments.CodePeriod.Contracts;
this.dataPackages = new List <IDataPackage_Code>();
for (int i = 0; i < codePeriods.Count; i++)
{
ICodePeriod codePeriod = codePeriods[i];
this.dataPackages.Add(strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate));
}
this.BuildExecutorInfo();
for (int i = 0; i < dataPackages.Count; i++)
{
IDataPackage_Code dataPackage = dataPackages[i];
StrategyHelper executorStrategyHelper = new StrategyHelper();
executorStrategyHelper.QueryResultManager = this.strategyHelper.QueryResultManager;
executorStrategyHelper.Drawer = null;//TODO
executorStrategyHelper.Trader = this.strategyHelper.Trader;
StrategyArguments_DataPackage strategyArgument = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod, executorStrategyHelper);
StrategyExecutor_DataPackage executor = new StrategyExecutor_DataPackage(strategyCenter, strategyArgument, this.strategyExecutorInfo);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
this.executors.Add(executor);
}
}
public static IStrategyExecutor_Single CreateExecutor_DataPackage(string code, int start, int end)
{
IStrategyExecutorFactory executorFactory = StrategyCenter.Default.GetStrategyExecutorFactory();
StrategyReferedPeriods referedPeriods = GetReferedPeriods();
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_1Minute);
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end);
StrategyArguments_DataPackage strategyCodePeriod = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = executorFactory.CreateExecutor_History(strategyCodePeriod);
return(executor);
}
public StrategyExecutor_DataPackage(IStrategyCenter strategyCenter, StrategyArguments_DataPackage strategyArguments, StrategyExecutorInfo strategyExecutorInfo) : base(strategyCenter, strategyArguments)
{
this.dataPackage = strategyArguments.DataPackage;
this.codePeriod = new CodePeriod(dataPackage.Code, dataPackage.StartDate, dataPackage.EndDate);
if (strategyExecutorInfo == null)
{
this.InitStrategyExecutorInfo();
}
else
{
this.strategyExecutorInfo = strategyExecutorInfo;
}
}
public void TestStrategyResult_DataPackage()
{
//ICodePeriodFactory factory = DataCenter.Default.CodePeriodFactory;
//ICodePeriod codePeriod = factory.CreateCodePeriod("rb1801", 20170501, 20170801);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_15Minute);
referedPeriods.UseTickData = true;
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(true, KLinePeriod.KLinePeriod_15Minute);
//StrategyArguments_CodePeriod strategyCodePeriod = new StrategyArguments_CodePeriod(codePeriod, referedPeriods, forwardPeriod);
IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code("rb1801", 20170501, 20170801);
StrategyArguments_DataPackage strategyArguments = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
//自动保存结果
strategyArguments.IsSaveResult = true;
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyArguments);
MockStrategy_Results strategy = new MockStrategy_Results();
strategy.Name = "策略结果保存";
executor.Strategy = strategy;
executor.Run();
//IStrategyTrader trader = executor.StrategyHelper.Trader;
int day = int.Parse(DateTime.Now.ToString("yyyyMMdd"));
IStrategyResult result = executor.StrategyResult;
string resultName = executor.StrategyResult.Name;
IStrategyResultStore store = StrategyCenter.Default.StrategyResultStore;
IList <int> savedDays = store.GetAllSavedDays();
for (int i = 0; i < savedDays.Count; i++)
{
Console.Write(savedDays[i] + ",");
}
Console.WriteLine();
IStrategyResult result2 = store.LoadStrategyResult(day, resultName);
Console.WriteLine(result2);
Assert.AreEqual(result.ToString(), result2.ToString());
Assert.AreEqual(1, result2.StrategyResult_Codes.Count);
Assert.AreEqual(1, result2.StrategyQueryResultManager.GetQueryResults().Count);
Console.WriteLine(result2.StrategyResult_Codes[0]);
Assert.AreEqual(result.StrategyResult_Codes[0].ToString(), result2.StrategyResult_Codes[0].ToString());
}
private void InitByCodePeriod(IStrategyCenter strategyCenter, StrategyArguments_CodePeriod strategyArguments)
{
ICodePeriod codePeriod = strategyArguments.CodePeriod;
if (codePeriod.IsFromContracts)
{
this.strategyExecutor = new StrategyExecutor_CodePeriod_MainContract(strategyCenter, strategyArguments);
}
else
{
IDataPackage_Code dataPackage = strategyCenter.BelongDataCenter.DataPackageFactory.CreateDataPackage_Code(codePeriod.Code, codePeriod.StartDate, codePeriod.EndDate);
StrategyArguments_DataPackage strategyDataPackage = new StrategyArguments_DataPackage(dataPackage, strategyArguments.ReferedPeriods, strategyArguments.ForwardPeriod);
this.strategyExecutor = strategyCenter.GetStrategyExecutorFactory().CreateExecutor_History(strategyDataPackage);
}
this.strategyExecutor.OnStart += StrategyExecutor_OnStart;;
this.strategyExecutor.OnBarFinished += StrategyExecutor_OnBarFinished;
this.strategyExecutor.OnDayFinished += StrategyExecutor_OnDayFinished;
this.strategyExecutor.OnCanceled += StrategyExecutor_OnCanceled;
this.strategyExecutor.OnFinished += StrategyExecutor_OnFinished;
}
private void ExecuteStrategy_Event(string code, int startDate, int endDate)
{
IDataPackage_Code dataPackage = CommonData.GetDataPackage(code, startDate, endDate);
StrategyReferedPeriods referedPeriods = new StrategyReferedPeriods();
referedPeriods.UseTickData = false;
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_1Minute);
referedPeriods.UsedKLinePeriods.Add(KLinePeriod.KLinePeriod_5Minute);
StrategyForwardPeriod forwardPeriod = new StrategyForwardPeriod(false, KLinePeriod.KLinePeriod_1Minute);
StrategyArguments_DataPackage strategyCodePeriod = new StrategyArguments_DataPackage(dataPackage, referedPeriods, forwardPeriod);
IStrategyExecutor_Single executor = StrategyCenter.Default.GetStrategyExecutorFactory().CreateExecutor_History(strategyCodePeriod);
executor.OnBarFinished += Executor_OnBarFinished;
executor.OnDayFinished += Executor_OnDayFinished;
executor.OnFinished += Executor_OnFinished;
IStrategy strategy = StrategyGetter.GetStrategy(typeof(MockStrategy_Empty));
executor.Strategy = strategy;
executor.Run();
}
public IStrategyExecutor_Single CreateExecutor_History(StrategyArguments_DataPackage strategyArguments)
{
return(new StrategyExecutor_DataPackage(strategyCenter, strategyArguments));
}
public StrategyExecutor_DataPackage(IStrategyCenter strategyCenter, StrategyArguments_DataPackage strategyArguments) : this(strategyCenter, strategyArguments, null)
{
}