public override bool CheckData(DateTime dtTime, T data, IDataCache <T> dataCache = null)
{
bool bResult = base.CheckData(dtTime, data, dataCache);
if (bResult == false)
{
return(false);
}
//初始统计信息
string msg = this.getMsg_Perfix();
if (!_dataStics.IsInited)
{
//修正最小生效间隔
double dValue_interval = _data.IsIndex() ? _valueRF_step * 0.4 : _data.GetStockType() == typeStock.Option ? _valueRF_step * 4.0 : _valueRF_step;
//初始统计信息
_dataStics.Init(0, _data.DateTime, dValue_interval, _data.GetStockName(), _data.Price_High / _data.Price_Per - 1, _data.Price_Low / _data.Price_Per - 1);
}
//统计，无效退出
if (!_dataStics.Statistics(_data.Value_RF, _data.DateTime))
{
return(false);
}
//组装消息
msg += this.getMsg_Infix();
msg += this.getMsg_Suffix();
_value_last = _data.Value;
//ConsoleHelper.Debug("dataSticsInfo: 最大：{0},最小：{1}，前值：{2}", _dataStics.Max, _dataStics.Min, _dataStics.Value_last);
//float dValue_delta = _data._valueRF - _valueRF_last;
////float dValueRF_step = _data._isIndex ? _valueRF_step / 2.0f : _data._typeStock == typeStock.Option ? _valueRF_step * 5.0f : _valueRF_step;
//if (Math.Abs(dValue_delta) > dValueRF_step)
//{
// int ratio = dValue_delta > 0 ? 1 : -1;
// _timeInterval_last = (int)Math.Ceiling((DateTime.Now - _timeRF_last).TotalMinutes);
// _valueRF_step_last = dValueRF_step * ratio;
// _valueRF_last += _valueRF_step_last;
// _timeRF_last = DateTime.Now;
// //组装消息
// msg += this.getMsg_Infix();
// msg += this.getMsg_Suffix();
// //this.NotifyMsg(msg);
//}
//输出、打印信息
string usrTo = this.getUser_str();
this.NotifyMsg(msg, usrTo);
zxcConsoleHelper.Debug(false, "QuoteCheck_RiseFall_Fixed: {0} ---{1}.\n{2}", this.getMsg_Perfix(), _data.DateTime, msg);
return(bResult);
}
/// <summary>查询历史行情 (含自算实时-当未过时间标识时)
/// </summary>
/// <param name="pStockInfo">标的信息</param>
/// <param name="startTime">开始时间</param>
/// <param name="endTime">结束时间</param>
/// <param name="quoteTime">时间类型</param>
/// <param name="quoteBase">基础行情数据</param>
/// <returns></returns>
protected internal Data_Quote Query(StockInfo pStockInfo, DateTime endTime, typeTimeFrequency quoteTime = typeTimeFrequency.m5, Data_Quote quoteBase = null, bool autoStatics = false)
{
if (pStockInfo == null)
{
return(null);
}
//校正时间
Data_Quote pQuote = null;
DateTime dtEnd = zxcTimeHelper.CheckTime(endTime, quoteTime, true);
if (DateTime.Now > dtEnd)
{
pQuote = QuoteQuery._Query.Query(pStockInfo.StockID_Tag, dtEnd, 1, quoteTime, true).FirstOrDefault();
if (pQuote != null && pQuote.DateTime == dtEnd)
{
if (pQuote.GetStockInfo() == null)
{
pQuote.SetStockInfo(pStockInfo);
}
//修正开盘值
if (pQuote.Price_Per == 0 && double.IsInfinity(pQuote.Value_RF))
{
Data_Quote pQuote_Day = QuoteQuery._Query.Query(pStockInfo.StockID_Tag, dtEnd, 1, typeTimeFrequency.day, true).FirstOrDefault();
if (pQuote_Day != null)
{
pQuote.Init_Price_Base(pQuote_Day.Price_Per);
}
}
return(pQuote);
}
}
if (!autoStatics)
{
return(null);
}
//获取最数据，自行计算
if ((int)quoteTime < 4)
{
return(null);
}
int nCount = (int)quoteTime.Get_Value() / 60;
List <Data_Quote> lstQuotes = QuoteQuery._Query.Query(pStockInfo.StockID_Tag, dtEnd, nCount, typeTimeFrequency.m1, true);
//统计最大最小
DataStatistics pStatistics = new DataStatistics();
pStatistics.Init(lstQuotes[0].Price_Close, lstQuotes[0].DateTime);
foreach (var item in lstQuotes)
{
pStatistics.Statistics(item.Price_High, item.DateTime);
pStatistics.Statistics(item.Price_Low, item.DateTime);
pStatistics.Statistics(item.Price_Close, item.DateTime);
}
if (quoteBase != null)
{
pStatistics.Statistics(quoteBase.Price_High, quoteBase.DateTime);
pStatistics.Statistics(quoteBase.Price_Low, quoteBase.DateTime);
pStatistics.Statistics(quoteBase.Price_Close, quoteBase.DateTime);
}
//实例新数据
Data_Quote pQuote_New = new Data_Quote(pStockInfo)
{
Price_Close = pStatistics.Value_Original,
Price_High = pStatistics.Max_Original,
Price_Low = pStatistics.Min_Original,
QuotePlat = typeQuotePlat.none,
QuoteTimeType = quoteTime,
DateTime = dtEnd,
IsDel = true
};
return(pQuote_New);
}
