private void Timer_Elapsed(object sender, ElapsedEventArgs e)
{
ITickData_Extend currentTickData = forwardData.CurrentTickData;
bool canForward = true;
if (currentTickData == null)
{
this.Pause();
return;
}
int barPos = currentTickData.BarPos;
int nextBarPos = barPos + 1;
if (nextBarPos >= currentTickData.Length)
{
canForward = this.Forward();
}
else
{
mileSecondCount++;
if (mileSecondCount == 4)
{
forwardTime = TimeUtils.AddSeconds(forwardTime, 1);
mileSecondCount = 0;
}
if (forwardTime >= currentTickData.Arr_Time[nextBarPos])
{
canForward = this.Forward();
}
}
if (!canForward)
{
this.Pause();
}
}
private void AdjustTime(TickData data, int startIndex, int endIndex, int offSecond)
{
for (int i = startIndex; i <= endIndex; i++)
{
data.arr_time[i] = TimeUtils.AddSeconds(data.arr_time[i], offSecond);
}
}
private void SpreadRepeatBackward(TickData data, TickInfo_Period period, int repeatStartIndex, int repeatEndIndex)
{
/**
*
* 145956
* 145957
* 145958
* 145958
* 150000
* 150000
* 150000
* 150000
* 150000
*
* 该算法是处理向前扩散，比如上面例子，在一个时间上有太多的tick数据
* 明显不正常，所以
*/
//int timesEverySecond = 2;
double timeRepeat = data.arr_time[repeatEndIndex];
int repeatTimes = repeatEndIndex - repeatStartIndex + 1;
int startIndex = -1;
int capcity = 0;
for (int i = repeatStartIndex - 1; i >= 0; i--)
{
int currentDataCount = repeatStartIndex - i - 1 + repeatTimes;
TimeSpan span = TimeUtils.Substract(timeRepeat, data.arr_time[i]);
int currentCapcity = timesEverySecond * (span.Minutes * 60 + span.Seconds);
if (currentCapcity >= currentDataCount)
{
startIndex = i + 1;
capcity = currentCapcity;
break;
}
}
int allIndex = repeatEndIndex - startIndex + 1;
double rate = (double)capcity / allIndex / 2;
double startTime = Math.Round((double)data.TradingDay + period.StartTime, 6);
double rptTime = data.arr_time[repeatStartIndex];
for (int i = repeatEndIndex - 2; i >= startIndex; i--)
{
double time = TimeUtils.AddSeconds(rptTime, -(int)(((double)(repeatEndIndex - i)) * rate));
data.arr_time[i] = time > startTime ? time : startTime;
}
}
/// <summary>
/// 向前展开起始位置的重复数据
/// </summary>
/// <param name="data"></param>
/// <param name="repeatStartIndex"></param>
/// <param name="repeatEndIndex"></param>
/// <param name="isPrev"></param>
private void SpreadRepeatForward(TickData data, TickInfo_Period period, int repeatStartIndex, int repeatEndIndex)
{
/**
* 找到调整结束位置
* 算法：
* 1.从起始位置开始查找
* 2.一直找到(结束时间-开始时间)*2>重复的时间数+
*
* 090000
* 090000
* 090000
* 090000
* 090000
* 090002
* 090003
* 090003
*/
//int timesEverySecond = 2;
double timeRepeat = data.arr_time[repeatStartIndex];
int repeatTimes = repeatEndIndex - repeatStartIndex + 1;
int endIndex = -1;
int capcity = 0;
for (int i = repeatEndIndex + 1; i < data.Length; i++)
{
int currentDataCount = i - repeatEndIndex - 1 + repeatTimes;
TimeSpan span = TimeUtils.Substract(data.arr_time[i], timeRepeat);
int currentCapcity = timesEverySecond * (span.Minutes * 60 + span.Seconds);
if (currentCapcity >= currentDataCount)
{
endIndex = i - 1;
capcity = currentCapcity;
break;
}
}
int allIndex = endIndex - repeatStartIndex + 1;
double rate = (double)capcity / allIndex / 2;
double endTime = Math.Round((double)data.TradingDay + period.EndTime, 6);
double rptTime = data.arr_time[repeatStartIndex];
for (int i = repeatStartIndex + 2; i <= endIndex; i++)
{
double time = TimeUtils.AddSeconds(rptTime, (int)(((double)(i - repeatStartIndex)) * rate));
data.arr_time[i] = time < endTime ? time : endTime;
}
}