/// <summary>
///
/// </summary>
/// <param name="timeGetter"></param>
/// <param name="time"></param>
/// <param name="startIndex"></param>
/// <param name="endIndex"></param>
/// <param name="findBackward"></param>
/// <param name="indexIfRepeat"></param>
/// <returns></returns>
private int IndexOf(TimeGetter timeGetter, double time, int startIndex, int endIndex, bool findBackward, int indexIfRepeat)
{
if (findBackward && time > timeGetter.GetTime(timeGetter.Count - 1))
{
return(timeGetter.Count - 1);
}
if (!findBackward && time < timeGetter.GetTime(0))
{
return(0);
}
if (endIndex - startIndex <= 1)
{
double startTime = timeGetter.GetTime(startIndex);
if (startTime == time)
{
return(FindRepeatIndex(timeGetter, startIndex, findBackward, indexIfRepeat));
}
if (time < startTime)
{
return(-1);
}
double endTime = timeGetter.GetTime(endIndex);
if (endTime == time)
{
return(FindRepeatIndex(timeGetter, endIndex, findBackward, indexIfRepeat));
}
if (time > endTime)
{
return(-1);
}
return(findBackward ? startIndex : endIndex);
//if (findBackward)
// return FindRepeatIndex(timeGetter, startIndex, findBackward, indexIfRepeat);
//return FindRepeatIndex(timeGetter, endIndex, findBackward, indexIfRepeat);
}
int currentIndex = (endIndex + startIndex) / 2;
double currentTime = timeGetter.GetTime(currentIndex);
if (currentTime == time)
{
return(FindRepeatIndex(timeGetter, currentIndex, findBackward, indexIfRepeat));
}
if (currentTime > time)
{
return(IndexOf(timeGetter, time, startIndex, currentIndex, findBackward, indexIfRepeat));
}
else
{
return(IndexOf(timeGetter, time, currentIndex, endIndex, findBackward, indexIfRepeat));
}
}
private int FindEndRepeatIndex(TimeGetter timeGetter, int index, bool findBackward)
{
double time = timeGetter.GetTime(index);
double currentTime = time;
while (time == currentTime)
{
index++;
if (index >= timeGetter.Count)
{
return(index - 1);
}
currentTime = timeGetter.GetTime(index);
}
return(index - 1);
}
private int FindFirstRepeatIndex(TimeGetter timeGetter, int index, bool findBackward)
{
double time = timeGetter.GetTime(index);
double currentTime = time;
while (time == currentTime)
{
index--;
if (index < 0)
{
return(0);
}
currentTime = timeGetter.GetTime(index);
}
return(index + 1);
}
/// <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);
}
/// <summary>
///
/// </summary>
/// <param name="timeGetter"></param>
/// <param name="time"></param>
/// <param name="findBackward"></param>
/// <param name="indexIfRepeat"></param>
/// <returns></returns>
public int IndexOf(TimeGetter timeGetter, double time, bool findBackward, int indexIfRepeat)
{
int startIndex = 0;
int endIndex = timeGetter.Count - 1;
double ctime = timeGetter.GetTime(startIndex);
if (time < ctime)
{
return(-1);
}
return(IndexOf(timeGetter, time, 0, endIndex, findBackward, indexIfRepeat));
}
/// <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)
{
double lastTime = timeGetter.GetTime(0);
if (timeGetter.Count <= 1)
{
List <SplitterResult> results = new List <SplitterResult>(1);
results.Add(new SplitterResult((int)lastTime, 0));
return(results);
}
double time = timeGetter.GetTime(1);
//算法
List <SplitterResult> indeies = new List <SplitterResult>(500);
int len = timeGetter.Count;
int currentIndex = 0;
bool hasNight = IsNight(timeGetter.GetTime(0));
bool overNight = false;
for (int index = 1; index < len; index++)
{
time = timeGetter.GetTime(index);
int date = (int)time;
int lastDate = (int)lastTime;
/*
* 四种情况：
* 1.无夜盘，直接生成即可：如20100105090000、...
* 2.有夜盘，但夜盘不过夜：如20160329210000、...、20160329233000、...、20160330090000
* 3.有夜盘，要过夜，不是周末：如20150324210000、...、20150325023000、...、20150325090000
* 4.有夜盘，要过夜，而且是周末：如20141226210000、...、20141227023000、...、20141229090000
*/
/*
* 规则：
* 1.夜盘开始，一定是新的一天开始
* 2.
*/
//夜盘开始，则一定是新的一天开始
if (IsNightStart(time, lastTime))
{
indeies.Add(new SplitterResult((int)lastTime, currentIndex));
overNight = false;
currentIndex = index;
hasNight = true;
}
else if (hasNight)
{
if (date != lastDate)
{
overNight = true;
}
//对于夜盘来说，如果到了第二天，而且时间大于6点，则说明夜盘结束了
if (overNight && (time - (int)time) > 0.06)
{
hasNight = false;
}
}
//只要过了夜都算第二天的
else if (date != lastDate)
{
indeies.Add(new SplitterResult((int)lastTime, currentIndex));
currentIndex = index;
overNight = false;
}
lastTime = time;
}
//如果最后一个时间是晚上
int endDate = (int)lastTime;
if (IsNight(lastTime))
{
endDate += 1;
}
indeies.Add(new SplitterResult(endDate, currentIndex));
return(indeies);
}
