コード例 #1
0
ファイル: TestTradingTimeUtils.cs プロジェクト: wanwei/sc2
        public void TestGetKLineDataTimeInfo_Days()
        {
            IList <double[]>[] openTimeArr = new List <double[]> [2];
            openTimeArr[0] = GetDay1();
            openTimeArr[1] = GetDay2();

            KLineDataTimeInfo timeInfo = TradingTimeUtils.GetKLineDataTimeInfo(openTimeArr, new KLinePeriod(KLineTimeType.MINUTE, 1));

            //List<double[]> klineTimeList = TradingTimeUtils.GetKLineTimeList_Full(openTime, KLinePeriod.KLinePeriod_15Minute);
            //List<double[]> klineTimeList = TradingTimeUtils.GetKLineTimeList_Full(openTime, KLinePeriod.KLinePeriod_1Hour);
            Console.WriteLine(timeInfo);
        }
コード例 #2
0
ファイル: TestTradingTimeUtils.cs プロジェクト: wanwei/sc2
        public void TestGetKLineDataTimeInfo()
        {
            List <double[]> openTime = new List <double[]>();

            openTime.Add(new double[] { 20150107.210000, 20150107.230000 });
            openTime.Add(new double[] { 20150110.090000, 20150110.101500 });
            openTime.Add(new double[] { 20150110.103000, 20150110.113000 });
            openTime.Add(new double[] { 20150110.133000, 20150110.150000 });

            KLineDataTimeInfo timeInfo = TradingTimeUtils.GetKLineDataTimeInfo(openTime, new KLinePeriod(KLineTimeType.MINUTE, 1));

            //List<double[]> klineTimeList = TradingTimeUtils.GetKLineTimeList_Full(openTime, KLinePeriod.KLinePeriod_15Minute);
            //List<double[]> klineTimeList = TradingTimeUtils.GetKLineTimeList_Full(openTime, KLinePeriod.KLinePeriod_1Hour);
            Console.WriteLine(timeInfo);
        }
コード例 #3
0
ファイル: TestTradingTimeUtils.cs プロジェクト: wanwei/sc2
        public void TestGetKLineTimeList_Full()
        {
            List <double[]> openTime = new List <double[]>();

            openTime.Add(new double[] { 20150107.210000, 20150108.023000 });
            openTime.Add(new double[] { 20150110.090000, 20150110.101500 });
            openTime.Add(new double[] { 20150110.103000, 20150110.113000 });
            openTime.Add(new double[] { 20150110.133000, 20150110.150000 });

            List <double[]> klineTimeList = TradingTimeUtils.GetKLineTimeList(openTime, new KLinePeriod(KLineTimeType.SECOND, 1));

            //List<double[]> klineTimeList = TradingTimeUtils.GetKLineTimeList_Full(openTime, KLinePeriod.KLinePeriod_15Minute);
            //List<double[]> klineTimeList = TradingTimeUtils.GetKLineTimeList_Full(openTime, KLinePeriod.KLinePeriod_1Hour);
            for (int i = 0; i < klineTimeList.Count; i++)
            {
                double[] time = klineTimeList[i];
                Console.WriteLine(time[0] + "-" + time[1]);
            }
        }
コード例 #4
0
        /// <summary>
        /// 得到当日的所有K线时间列表
        /// </summary>
        /// <param name="openDate">今日</param>
        /// <param name="lastOpenDate">上一个开盘日</param>
        /// <param name="tradingSession">交易时段</param>
        /// <param name="targetPeriod"></param>
        /// <returns></returns>
        public static List <double> GetKLineTimeList(int date, int lastOpenDate, List <double[]> tradingSession, KLinePeriod targetPeriod)
        {
            bool overNight   = IsOverNight(tradingSession);
            bool isWeekStart = IsWeekStart(date, lastOpenDate);

            KLineOpenPeriods dayOpenTime    = TradingTimeUtils.GetKLineTimeList_DayOpenTime(tradingSession, targetPeriod);
            List <double>    klineFullTimes = new List <double>(dayOpenTime.KlineTimes.Count);

            List <double> klineTimes = dayOpenTime.KlineTimes;

            if (overNight)
            {
                bool isFistOpenTimeOverNight = IsOpenTimeOverNight(tradingSession[0]);
                if (isWeekStart)
                {
                    int firstDate  = lastOpenDate;
                    int secondDate = (int)TimeUtils.AddDays(firstDate, 1);

                    AddFullKLineTimes(klineFullTimes, firstDate, klineTimes, 0, dayOpenTime.OverNightIndex - 1);
                    AddFullKLineTimes(klineFullTimes, secondDate, klineTimes, dayOpenTime.OverNightIndex, dayOpenTime.SplitIndeies[1] - 1);
                    AddFullKLineTimes(klineFullTimes, date, klineTimes, dayOpenTime.SplitIndeies[1], dayOpenTime.KlineTimes.Count - 1);
                }
                else
                {
                    int firstDate = lastOpenDate;
                    AddFullKLineTimes(klineFullTimes, firstDate, dayOpenTime.KlineTimes, 0, dayOpenTime.OverNightIndex - 1);
                    AddFullKLineTimes(klineFullTimes, date, dayOpenTime.KlineTimes, dayOpenTime.OverNightIndex, dayOpenTime.KlineTimes.Count - 1);
                }
            }
            else
            {
                AddFullKLineTimes(klineFullTimes, date, dayOpenTime.KlineTimes, 0, dayOpenTime.KlineTimes.Count - 1);
            }

            return(klineFullTimes);
        }