public void TestTradingSession_GetTradingDay()
{
ITradingTimeReader_Code reader = GetTradingSessionCache_Instrument("m1405");
int date = reader.GetTradingDay(20140505.092000);
Assert.AreEqual(20140505, date);
date = reader.GetTradingDay(20140505.082000);
Assert.AreEqual(-1, date);
date = reader.GetRecentTradingDay(20140505.082000);
Assert.AreEqual(20140430, date);
date = reader.GetRecentTradingDay(20140505.192000);
Assert.AreEqual(20140505, date);
reader = GetTradingSessionCache_Instrument("m1605");
date = reader.GetTradingDay(20150717.220000);
Assert.AreEqual(20150720, date);
date = reader.GetTradingDay(20150718.220000);
Assert.AreEqual(20150720, date);
date = reader.GetRecentTradingDay(20150816.100000, true);
Assert.AreEqual(20150817, date);
date = reader.GetRecentTradingDay(20150816.100000, false);
Assert.AreEqual(20150817, date);
date = reader.GetRecentTradingDay(20150816.100000, false);
Assert.AreEqual(20150817, date);
date = reader.GetRecentTradingDay(20150814.160000, true);
Assert.AreEqual(20150817, date);
date = reader.GetRecentTradingDay(20150814.160000, false);
Assert.AreEqual(20150814, date);
date = reader.GetRecentTradingDay(30150718.220000);
Assert.AreEqual(20160520, date);
reader = GetTradingSessionCache_Instrument("m1705");
date = reader.GetRecentTradingDay(20170130.10, false);
Assert.AreEqual(20170126, date);
date = reader.GetRecentTradingDay(20170130.10);
Assert.AreEqual(20170126, date);
reader = GetTradingSessionCache_Instrument("m0405");
date = reader.GetRecentTradingDay(10150718.220000);
Assert.AreEqual(-1, date);
reader = GetTradingSessionCache_Instrument("RB1805");
date = reader.GetRecentTradingDay(20171221.2101);
Assert.AreEqual(20171222, date);
}
public void TestGetTradingDay()
{
ITradingTimeReader_Code reader = GetTradingSessionCache_Instrument("M1305");
int day = reader.GetTradingDay(20130105.093000);
Assert.AreEqual(-1, day);
day = reader.GetTradingDay(20130108.090000);
Assert.AreEqual(20130108, day);
day = reader.GetTradingDay(20130108.085900);
Assert.AreEqual(-1, day);
}
/// <summary>
/// 返回一个整型数组的list
/// 整型数组第一项是日期，第二项是index
/// </summary>
/// <param name="timeGetter"></param>
/// <returns></returns>
public static List <SplitterResult> Split(TimeGetter timeGetter, ITradingTimeReader_Code tradingSessionReader)
{
List <SplitterResult> indeies = new List <SplitterResult>(500);
double time = timeGetter.GetTime(0);
int date = tradingSessionReader.GetTradingDay(time);
indeies.Add(new SplitterResult(date, 0));
for (int index = 1; index < timeGetter.Count; index++)
{
time = timeGetter.GetTime(index);
if (tradingSessionReader.IsStartTime(time))
{
date = tradingSessionReader.GetTradingDay(time);
indeies.Add(new SplitterResult(date, index));
}
}
return(indeies);
}