Beispiel #1
0
        //Agrregate date time for hourly,daily data...
        //public static DateTime AggregateDateTime(AppTypes.timeScales type, DateTime onDateTime, CultureInfo ci)
        //{
        //    switch (type)
        //    {
        //        case AppTypes.timeScales.Hour1:
        //             return onDateTime.Date.AddHours(onDateTime.Hour);
        //        case AppTypes.timeScales.Hour2:
        //             return onDateTime.Date.AddHours(onDateTime.Hour / 2);
        //        case AppTypes.timeScales.Hour4:
        //             return onDateTime.Date.AddHours(onDateTime.Hour / 4);
        //        case AppTypes.timeScales.Daily:
        //             return onDateTime.Date;
        //        case AppTypes.timeScales.Weekly:
        //             return common.dateTimeLibs.StartOfWeek(onDateTime, ci);
        //        case AppTypes.timeScales.Monthly:
        //             return common.dateTimeLibs.MakeDate(1, onDateTime.Month, onDateTime.Year);
        //        case AppTypes.timeScales.Yearly:
        //             return common.dateTimeLibs.MakeDate(1, 1, onDateTime.Year);
        //        default:
        //            common.system.ThrowException("Invalid argument in AggregateDateTime()");
        //            break;
        //    }
        //    return onDateTime;
        //}

        /// <summary>
        /// Agrregate a data row to hourly,daily data...
        /// </summary>
        /// <param name="priceRow"> source data arregated to [toSumTbl] </param>
        /// <param name="changeVolume"> volume qty changed and is cumulated to total volume </param>
        /// <param name="timeScale"> aggregate to hour,day,week... data </param>
        /// <param name="cultureInfo"> culture info that need to caculate the start of the week param>
        /// <param name="toSumTbl"> destination table</param>
        public static void AggregatePriceData(data.baseDS.priceDataRow priceRow, decimal changeVolume, AppTypes.TimeScale timeScale,
                                              CultureInfo cultureInfo, data.baseDS.priceDataSumDataTable toSumTbl)
        {
            DateTime dataDate       = AggregateDateTime(timeScale, priceRow.onDate, cultureInfo);
            int      dataTimeOffset = common.dateTimeLibs.DateDiffInMilliseconds(dataDate, priceRow.onDate);

            data.baseDS.priceDataSumRow priceDataSumRow;
            priceDataSumRow = libs.FindAndCache(toSumTbl, priceRow.stockCode, timeScale.Code, dataDate);
            if (priceDataSumRow == null)
            {
                priceDataSumRow = toSumTbl.NewpriceDataSumRow();
                commonClass.AppLibs.InitData(priceDataSumRow);
                priceDataSumRow.type       = timeScale.Code;
                priceDataSumRow.stockCode  = priceRow.stockCode;
                priceDataSumRow.onDate     = dataDate;
                priceDataSumRow.openPrice  = priceRow.openPrice;
                priceDataSumRow.closePrice = priceRow.closePrice;
                toSumTbl.AddpriceDataSumRow(priceDataSumRow);
            }
            if (priceDataSumRow.openTimeOffset > dataTimeOffset)
            {
                priceDataSumRow.openPrice      = priceRow.openPrice;
                priceDataSumRow.openTimeOffset = dataTimeOffset;
            }
            if (priceDataSumRow.closeTimeOffset <= dataTimeOffset)
            {
                priceDataSumRow.closePrice      = priceRow.closePrice;
                priceDataSumRow.closeTimeOffset = dataTimeOffset;
            }
            if (priceDataSumRow.highPrice < priceRow.highPrice)
            {
                priceDataSumRow.highPrice = priceRow.highPrice;
            }
            if (priceDataSumRow.lowPrice > priceRow.lowPrice)
            {
                priceDataSumRow.lowPrice = priceRow.lowPrice;
            }
            priceDataSumRow.volume += changeVolume;
        }
Beispiel #2
0
 public void UpdateData(data.importDS.importPriceRow row)
 {
     if (lastTime != row.onDate.Date)
     {
         Reset();
         lastTime = row.onDate.Date;
     }
     data.baseDS.priceDataSumRow priceRow = GetData(row);
     if (priceRow == null)
     {
         priceRow = priceSumTbl.NewpriceDataSumRow();
         commonClass.AppLibs.InitData(priceRow);
         priceRow.type      = timeType;
         priceRow.stockCode = row.stockCode;
         priceRow.onDate    = row.onDate.Date;
         priceSumTbl.AddpriceDataSumRow(priceRow);
     }
     //Now only volume need to be processed
     priceRow.volume     = row.volume;
     priceRow.highPrice  = row.highPrice;
     priceRow.lowPrice   = row.lowPrice;
     priceRow.openPrice  = row.openPrice;
     priceRow.closePrice = row.closePrice;
 }