private static List<DataStruct> ProcessPerMin(List<string[]> lstEntity)
{
List<DataStruct> QminList = new List<DataStruct>();
try
{
int lstLen = lstEntity.Count;
int tw = TimeWindow;
string data;
string time;
int startIndex=0;
//double price;
//double volume;
InputStr tInput = new InputStr();
TimeProc timeProc = new TimeProc();
DataStruct item;
int lastTime= timeProc.time2int("9:15:00"); // 9:14:00
string lastData = "";
List<InputStr> list = new List<InputStr>();
if (Mode == 1)
{
list.Clear();
int index;
for (index = 0; index < lstLen; index++)
{
string[] ht = lstEntity[index];
tInput = new InputStr();
time = ht[1];
data = ht[0];
tInput.setTime(time);
tInput.setData(data);
tInput.setPrice(double.Parse(ht[2]));
tInput.setVolume(int.Parse(ht[3]));
int now = timeProc.time2int(time);
if (now-lastTime >=tw ) // collect a set in 1 minute
{
item = new DataStruct();
item.setNextMinIndex(index);
item.setStartMinIndex(startIndex);
ProcessList(list, ref item);
list.Clear();
QminList.Add(item);
startIndex = index;
while (lastTime + tw <= now)
{
lastTime += tw;
if (lastTime > 41400 && lastTime < 46800) // 41400 = 11:30:00
lastTime = 46800; // 46800 = 13:00:00
}
}
lastData = data;
list.Add(tInput);
}
// add the last minute
item = new DataStruct();
item.setNextMinIndex(index);
item.setStartMinIndex(startIndex);
ProcessList(list, ref item);
list.Clear();
QminList.Add(item);
}
else // time window
{
int index;
for (index = 0; index < lstLen;)
{
int t = 0;
while (index < lstLen)
{
time = lstEntity[index][1];
t = timeProc.time2int(time);
if (index < lstLen && t >= lastTime)
break;
index++;
}
while (t >= lastTime + tw)
{
lastTime++;
if (lastTime > 41400 && lastTime < 46800)
lastTime = 46800;
if (lastTime > timeProc.time2int("15:15:00"))
break;
}
list.Clear();
int si;
for (si = index; si < lstLen; si++)
{
time = lstEntity[si][1];
if (timeProc.time2int(time) < lastTime + tw)
{
string[] ht = lstEntity[si];
tInput = new InputStr();
time = ht[1];
data = ht[0];
tInput.setTime(time);
tInput.setData(data);
tInput.setPrice(double.Parse(ht[2]));
tInput.setVolume(int.Parse(ht[3]));
list.Add(tInput);
}
else
{
item = new DataStruct();
item.setNextMinIndex(si);
item.setStartMinIndex(index);
ProcessList(list, ref item);
QminList.Add(item);
list.Clear();
lastTime++;
break;
}
}
if (list.Count > 0) // the last list
{
item = new DataStruct();
item.setNextMinIndex(si);
item.setStartMinIndex(index);
ProcessList(list, ref item);
list.Clear();
QminList.Add(item);
lastTime++;
}
}
}
}
catch (System.Exception ex)
{
MessageBox.Show(ex.ToString());
}
return QminList;
}
private static void ProcessList(List<InputStr> List, ref DataStruct item)
{
item.setStartTime(List[0].getTime());
item.setData(List[0].getData());
item.setPiOpen(List[0].getPrice());
int len = List.Count;
item.setEndTime(List[len - 1].getTime());
item.setPiEnd(List[len - 1].getPrice());
double minPrice = 999999999;
double maxPrice = 0;
string maxPriceTime = "";
int Qi=0;
int MaxPriceTotal = 0;
int MinPriceTotal = 0;
TimeProc tp = new TimeProc();
item.setQiTime(tp.getMinute(List[0].getTime()));
for (int i = 0; i < len; i++ )
{
InputStr itr = List[i];
Qi += itr.getVolume();
if (itr.getPrice() > maxPrice)
{
maxPrice = itr.getPrice();
maxPriceTime = itr.getTime();
MaxPriceTotal = Qi;
}
if (itr.getPrice() < minPrice)
{
minPrice = itr.getPrice();
MinPriceTotal = Qi;
}
}
item.setPiMax(maxPrice);
item.setPiMin(minPrice);
item.setPiTime(maxPriceTime);
item.setQi(Qi);
if (gzRadioMode==1 && item.getPiEnd()>item.getPiOpen() || gzRadioMode==2 && max(item.getPiEnd(),item.getPiMax())>=item.getPiOpen())
{
item.setType("��");
item.setPiTotal(MaxPriceTotal);
}
else
{
item.setType("��");
item.setPiTotal(MinPriceTotal);
}
}
private static double getNextNMin(ref List<DataStruct> Qlist, ref List<string[]> lstEntity, int index)
{
TimeProc tproc = new TimeProc();
int len = lstEntity.Count;
double m = 999999999;
int c = Next;
int startTime = tproc.time2int(lstEntity[Qlist[index].getNextMinIndex()][1]);
for (int i = Qlist[index].getNextMinIndex(); i < len && (tproc.time2int(lstEntity[i][1]) - startTime < c); i++)
if (double.Parse(lstEntity[i][2]) < m)
m = double.Parse(lstEntity[i][2]);
return m;
}
private static double getPrevNMin(ref List<DataStruct> Qlist, ref List<string[]> lstEntity, int index)
{
TimeProc tproc = new TimeProc();
double m = 999999999;
int c = Prev;
int startTime = tproc.time2int(lstEntity[Qlist[index].getStartMinIndex()][1]);
for (int i = Qlist[index].getStartMinIndex(); i >= 0 && (startTime - tproc.time2int(lstEntity[i][1]) < c); i--)
if (double.Parse(lstEntity[i][2]) < m)
m = double.Parse(lstEntity[i][2]);
return m;
}
private static void completeQ(ref List<DataStruct> Qlist, ref List<string[]> lstEntity, int i)
{
int QlistLen = Qlist.Count;
int len = lstEntity.Count;
if (Qlist[i].getType() == "��" && i > 0 && i < QlistLen - 1)
{
double prevMin = getPrevNMin(ref Qlist, ref lstEntity, i);
double nextMax = getNextNMax(ref Qlist, ref lstEntity, i);
Qlist[i].setPiBefore(prevMin);
Qlist[i].setPiNext(nextMax);
Qlist[i].setP3(getP3NextMin(ref Qlist, i + 1));
Qlist[i].setPStopProfit(Qlist[i].getPiMax() - (Qlist[i].getPiMax() - Qlist[i-1].getPiMin()) * Ratio1);
Qlist[i].setPStopLoss(Qlist[i].getPiMax() + (Qlist[i].getPiMax() - Qlist[i-1].getPiMin()) * Ratio2);
}
if (Qlist[i].getType() == "��" && i > 0 && i < QlistLen - 1)
{
double prevMax = getPrevNMax(ref Qlist, ref lstEntity, i);
double nextMin = getNextNMin(ref Qlist, ref lstEntity, i);
Qlist[i].setPiBefore(prevMax);
Qlist[i].setPiNext(nextMin);
Qlist[i].setP3(getP3NextMax(ref Qlist, i + 1));
Qlist[i].setPStopProfit(Qlist[i].getPiMin() + (Qlist[i-1].getPiMax() - Qlist[i].getPiMin()) * Ratio1);
Qlist[i].setPStopLoss(Qlist[i].getPiMin() - (Qlist[i-1].getPiMax() - Qlist[i].getPiMin()) * Ratio2);
}
string today = Qlist[i].getData();
int j = Qlist[i].getNextMinIndex();
TimeProc tp = new TimeProc();
int cc = 0;
for (; j<len && cc<3; j++)
{
string[] ht = lstEntity[j];
if (floatEqual(double.Parse(ht[2]), Qlist[i].getPStopProfit()))
{
Qlist[i].setPStopProfitTime(ht[1]);
cc++;
}
if (floatEqual(double.Parse(ht[2]), Qlist[i].getPStopLoss()))
{
Qlist[i].setPStopLossTime(ht[1]);
cc++;
}
if (floatEqual(double.Parse(ht[2]), Qlist[i].getP3()))
{
Qlist[i].setP3Time(ht[1]);
cc++;
}
}
}