private int FindEndBarPos(ITickData tickData, ITradingTime tradingTime, int periodIndex)
{
double endTime = tradingTime.GetPeriodTime(periodIndex)[1];
double nextStartTime = tradingTime.GetPeriodTime(periodIndex + 1)[0];
endTime = (endTime + nextStartTime) / 2;
return(TimeIndeierUtils.IndexOfTime_Tick(tickData, endTime));
}
public double GetRecentTradingTime(double time, bool findForward)
{
int tradingDay = GetRecentTradingDay(time, findForward);
if (tradingDay < 0)
{
return(-1);
}
ITradingTime tradingTime = GetTradingTime(tradingDay);
if (tradingTime.OpenTime <= time && tradingTime.CloseTime >= time)
{
double[] timeArr = tradingTime.GetPeriodTime(0);
if (timeArr[0] <= time && timeArr[1] >= time)
{
return(time);
}
for (int i = 1; i < tradingTime.PeriodCount; i++)
{
timeArr = tradingTime.GetPeriodTime(i);
if (timeArr[0] > time)
{
return(tradingTime.GetPeriodTime(i - 1)[1]);
}
if (timeArr[0] <= time && timeArr[1] >= time)
{
return(time);
}
}
return(tradingTime.CloseTime);
}
else
{
if (findForward)
{
return(tradingTime.OpenTime);
}
else
{
return(tradingTime.CloseTime);
}
}
}
private KLineDataTradingTimeInfo_Day CalcKLineTimeInfo_Day(ITradingTime tradingTime, IKLineData klineData, int currentBarPos)
{
if (tradingTime.PeriodCount == 0)
{
return(null);
}
KLineDataTradingTimeInfo_Day klineTimeInfo_Day = new KLineDataTradingTimeInfo_Day(tradingTime.TradingDay);
for (int i = 0; i < tradingTime.PeriodCount; i++)
{
double[] periodTime = tradingTime.GetPeriodTime(i);
int startPos = CalcEndBarPos(klineData, periodTime[0], currentBarPos);
int endPos = CalcEndBarPos(klineData, periodTime[1], startPos + 1);
currentBarPos = endPos + 1;
KLineDataTradingTimeInfo_Periods timeInfo = new KLineDataTradingTimeInfo_Periods(i, startPos, endPos);
klineTimeInfo_Day.AddTradingPeriods(timeInfo);
}
int dayStartPos = klineTimeInfo_Day.TradingPeriods[0].StartPos;
int dayEndPos = klineTimeInfo_Day.TradingPeriods[klineTimeInfo_Day.TradingPeriods.Count - 1].EndPos;
klineTimeInfo_Day.StartPos = dayStartPos;
klineTimeInfo_Day.EndPos = dayEndPos;
return(klineTimeInfo_Day);
}
/// <summary>
/// 得到当前BarPos所在的交易周期
/// </summary>
public double[] GetTradingPeriods()
{
ITradingTime tradingTime = GetTradingTime();
return(tradingTime.GetPeriodTime(currentTradingPeriods.PeriodIndex));
}