Exemple #1
0
        /// <summary>
        /// Agrregate a data row to hourly,daily data...
        /// </summary>
        /// <param name="priceRow"> source data arregated to [toSumTbl] </param>
        /// <param name="changeVolume"> volume qty changed and is cumulated to total volume </param>
        /// <param name="timeScale"> aggregate to hour,day,week... data </param>
        /// <param name="cultureInfo"> culture info that need to caculate the start of the week param>
        /// <param name="toSumTbl"> destination table</param>
        public static void AggregatePriceData(databases.baseDS.priceDataRow priceRow, decimal changeVolume, AppTypes.TimeScale timeScale,
                                              CultureInfo cultureInfo, databases.baseDS.priceDataSumDataTable toSumTbl)
        {
            DateTime dataDate = AggregateDateTime(timeScale, priceRow.onDate, cultureInfo);
            databases.baseDS.priceDataSumRow priceDataSumRow;
            priceDataSumRow = AppLibs.FindAndCache(toSumTbl, priceRow.stockCode, timeScale.Code, dataDate);
            if (priceDataSumRow == null)
            {
                priceDataSumRow = toSumTbl.NewpriceDataSumRow();
                databases.AppLibs.InitData(priceDataSumRow);
                priceDataSumRow.type = timeScale.Code;
                priceDataSumRow.stockCode = priceRow.stockCode;
                priceDataSumRow.onDate = dataDate;
                priceDataSumRow.openPrice = priceRow.openPrice;
                priceDataSumRow.closePrice = priceRow.closePrice;

                object lastPriceObj = lastClosePrices.Find(timeScale.Code + priceRow.stockCode);
                if (lastPriceObj!=null)
                {
                    priceDataSumRow.openPrice = (decimal)lastPriceObj;
                }
                else priceDataSumRow.openPrice = priceDataSumRow.closePrice;
                toSumTbl.AddpriceDataSumRow(priceDataSumRow);
            }
            priceDataSumRow.closePrice = priceRow.closePrice;
            lastClosePrices.Add(timeScale.Code + priceRow.stockCode, priceRow.closePrice);

            if (priceDataSumRow.highPrice < priceRow.highPrice) priceDataSumRow.highPrice = priceRow.highPrice;
            if (priceDataSumRow.lowPrice > priceRow.lowPrice) priceDataSumRow.lowPrice = priceRow.lowPrice;
            priceDataSumRow.volume += changeVolume;
        }