public KLineInfo(KLineInfo prevK, DateTime start)
{
//if (TickCount == 0) //因為有可能一分內都沒有tick，所以建構這一分鐘K線的時候，先以上一分的Close作為基礎的開高低收四個價位
//{
// Open = prevK.Close;
// Close = prevK.Close;
// High = prevK.Close;
// Low = prevK.Close;
//}
this.StartTime = new DateTime(start.Year, start.Month, start.Day, start.Hour, start.Minute, 0);
this.EndTime = start.AddMinutes(1).AddTicks(-1);
//this.PrevSkKLine = prevTwK;
this.PrevKLine = prevK;
TickCount = 0;
}
public void AddSkKLine(TwKLineData skKLine)
{
DateTime dt = skKLine.KDate;
dt = dt.AddHours(skKLine.KTime.Value.Hour).AddMinutes(skKLine.KTime.Value.Minute);//.AddSeconds(skKLine.KTime.Value.Second);
KLineInfo kline = this.KLineSeries.Where(x => x.StartTime == dt).FirstOrDefault();
if (kline != null)
{
kline.AddTwKLine(skKLine);
this.TwKLineCount += 1;
}
else
{
//TODO:如果沒找到，需要做什麼處理嗎?
}
}
public void AddTwTick(TickInfo skTick)
{
if (this._lastKLine == null) //系統內還沒有任何K線的情況，這種情況有兩種，第一種，系統開盤後才打開，第二種，系統開盤前打開
{
//開市時間為0845
DateTime tmpTime = this._marketOpenTime;
while (skTick.TickTime >= tmpTime)
{
KLineInfo kline = new KLineInfo(tmpTime);
this.KLineSeries.Add(kline);
this._lastKLine = kline;
tmpTime = tmpTime.AddMinutes(1);
this.KLineCount += 1;
}
this._lastKLine.AddTick(new Tick
{
Close = skTick.Close,
Qty = skTick.Qty,
TickTime = skTick.TickTime
});
}
else
{
if (skTick.TickTime > this._lastKLine.EndTime)
{
KLineInfo lastK = new KLineInfo(skTick.TickTime);
lastK.AddTick(new Tick
{
Close = skTick.Close,
Qty = skTick.Qty,
TickTime = skTick.TickTime
});
this.KLineSeries.Add(lastK);
this._lastKLine = lastK;
this.KLineCount += 1;
}
else if (skTick.TickTime >= this._lastKLine.StartTime && skTick.TickTime <= this._lastKLine.EndTime)
{
this._lastKLine.AddTick(new Tick
{
Close = skTick.Close,
Qty = skTick.Qty,
TickTime = skTick.TickTime
});
}
else //這個tick屬於過去的K線
{
var historyKLine = this.KLineSeries.Where(x => skTick.TickTime >= x.StartTime && skTick.TickTime <= x.EndTime).FirstOrDefault();
if (historyKLine != null)
{
historyKLine.AddTick(new Tick
{
Close = skTick.Close,
Qty = skTick.Qty,
TickTime = skTick.TickTime
});
}
}
}
}