public static List<MarketData> FillByPivotData(MarketData pivotData, List<MarketData> inputData)
{
// pivotData의 datetime에 맞추어서 나머지 데이터를 채운다.
DateTime curDateTime = pivotData.StartDate;
List<MarketData> outputData = new List<MarketData>();
Dictionary<String, MarketDataTrace> trace = new Dictionary<string, MarketDataTrace>();
// init variables
foreach (MarketData md in inputData)
{
String ticker = md.Ticker;
DOHLC firstData = md.GetByIndex(0);
trace.Add(md.Ticker, new MarketDataTrace(ticker, firstData));
outputData.Add(new MarketData(md));
}
while (curDateTime <= pivotData.EndDate)
{
if (pivotData.IsExistDate(curDateTime))
{
// update trace
foreach (MarketData md in inputData)
{
String ticker = md.Ticker;
if (md.IsExistDate(curDateTime))
{
trace[ticker].CurData = md.GetData(curDateTime);
}
}
// set data
foreach (MarketData md in outputData)
{
String ticker = md.Ticker;
MarketDataTrace tr = trace[ticker];
// 기준 데이터보다 전 데이터이어야 한다.
Trace.Assert(tr.CurData.CurDate <= curDateTime, String.Format("{0}, {1}, {2}", tr.Ticker, tr.CurData.CurDate, curDateTime));
md.AddDatum(curDateTime, tr.CurData.OHLC);
if (tr.CurData.CurDate != curDateTime)
{
md.SetPrevDataUsedDate(curDateTime);
}
}
}
curDateTime = curDateTime.AddDays(1);
}
return outputData;
}
MarketData GetNewMarketData(DateTime startDate, DateTime endDate, MarketData md)
{
MarketData newMD = new MarketData(startDate, endDate, md.Ticker);
DateTime curDate = startDate;
while (curDate <= endDate)
{
if (md.IsExistDate(curDate))
{
DOHLC dohlc = md.GetData(curDate);
newMD.AddDatum(dohlc);
}
curDate = curDate.AddDays(1);
}
return newMD;
}
void UpdatePrevDataGridView_Raw(MarketData md)
{
DateTime curDate = md.StartDate;
String ticker = md.Ticker;
String desc = TickerNameMap.Ins().GetDesc(ticker);
while (curDate <= md.EndDate)
{
if (md.IsExistDate(curDate))
{
DOHLC datum = md.GetData(curDate);
double value = datum.OHLC.Close;
int index = dataGridView1.Rows.Add();
dataGridView1.Rows[index].Cells[0].Value = curDate.ToString("yyyy-MM-dd");
dataGridView1.Rows[index].Cells[1].Value = ticker;
dataGridView1.Rows[index].Cells[2].Value = desc;
dataGridView1.Rows[index].Cells[3].Value = value;
}
curDate = curDate.AddDays(1);
}
}
public static DateTime GetPivotTradingDate(int pivot, DateTime curDate, MarketData pivotData)
{
DateTime pivotDate = curDate;
while (pivot > 0)
{
pivotDate = pivotDate.AddDays(1);
if (pivotData.IsExistDate(pivotDate))
{
pivot--;
}
}
while (pivot < 0)
{
pivotDate = pivotDate.AddDays(-1);
if (pivotData.IsExistDate(pivotDate))
{
pivot++;
}
}
return pivotDate;
}
/**
* Target Date가 비거래일이면, 직전 거래일을 반환한다.
* */
public static DateTime GetLastTradingDay(MarketData mdPivot, DateTime targetDate)
{
if (mdPivot == null || mdPivot.GetByIndex(0).CurDate >= targetDate)
{
if (targetDate.DayOfWeek == DayOfWeek.Sunday)
{
return targetDate.AddDays(-2);
}
if (targetDate.DayOfWeek == DayOfWeek.Saturday)
{
return targetDate.AddDays(-1);
}
return targetDate;
}
DateTime tradingDate = targetDate;
while (true)
{
if (mdPivot.IsExistDate(tradingDate))
{
break;
}
tradingDate = tradingDate.AddDays(-1);
}
return tradingDate;
}
