internal static IDataPackage_Code CreateDataPackage(IDataReader dataReader, string code, int openDate, int beforeDays, int afterDays, int minKlineBefore, int minKlineAfter)
{
ITradingTimeReader_Code tradingTimeReader = dataReader.CreateTradingTimeReader(code);
ITradingDayReader tradingDayReader = dataReader.TradingDayReader;
int index = dataReader.TradingDayReader.GetTradingDayIndex(openDate);
int startIndex = index - beforeDays;
startIndex = startIndex < 0 ? 0 : startIndex;
int startDate = tradingDayReader.GetTradingDay(startIndex);
startDate = tradingTimeReader.GetRecentTradingDay(startDate, true);
int endIndex = index + afterDays;
if (endIndex >= tradingDayReader.GetAllTradingDays().Count)
{
endIndex = tradingDayReader.GetAllTradingDays().Count - 1;
}
int endDate = tradingDayReader.GetTradingDay(endIndex);
//endDate = tradingTimeReader.GetRecentTradingDay(endDate, false);
return(CreateDataPackage(dataReader, code, startDate, endDate, minKlineBefore, minKlineAfter));
}
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);
}
