private static void setEndAdjustInfo(TickInfo_Period period, TickData data, int countEverySecond)
{
TickPeriodAdjustInfo adjustInfo = period.adjustInfo;
int endIndex = period.EndIndex;
int endRepeatIndex = FindEndTimeIndex(period, data);
if (endRepeatIndex > 0)
{
int endRepeatTimes = FindEndRepeatTimes(endRepeatIndex, data);
if (endRepeatTimes > countEverySecond)
{
adjustInfo.EndRepeatIndex = endRepeatIndex;
adjustInfo.EndRepeatTimes = endRepeatTimes;
adjustInfo.EndRepeat = true;
}
}
double time = Math.Round(period.EndTime + data.TradingDay, 6);
TimeSpan span = TimeUtils.Substract(data.arr_time[endIndex], time);
int timeDif = span.Minutes * 60 + span.Seconds;
//收盘晚收超过1分钟，认为该收盘时间可能有误
if (timeDif > 60)
{
adjustInfo.EndErrorData = true;
}
adjustInfo.EndOffset = timeDif;
}
/// <summary>
/// 调整规则：
/// 1.如果该开始和结束
///
/// 逻辑：
/// 1.是否有repeat，如果没有repeat直接移动时间
/// 2.
/// </summary>
/// <param name="data"></param>
/// <param name="period"></param>
private void Adjust(TickData data, TickInfo_Period period)
{
TickPeriodAdjustInfo adjustInfo = period.adjustInfo;
if (!adjustInfo.StartRepeat && !adjustInfo.EndRepeat)
{
Adjust_NoRepeat(data, period, adjustInfo);
Console.WriteLine("NoRepeat");
}
else if (adjustInfo.StartRepeat && adjustInfo.EndRepeat)
{
Adjust_AllRepeat(data, period, adjustInfo);
Console.WriteLine("AllRepeat");
}
//有时间偏移，首先根据偏移位置移正，再处理repeat
else if (adjustInfo.HasTimeOffset())
{
Adjust_HasTimeOffsetAndRepeat(data, period, adjustInfo);
Console.WriteLine("TimeOffset");
}
//起始位置repeat，末尾offset，且正好合拍
else if (adjustInfo.HasRepeatOffset())
{
Adjust_HasRepeatOffset(data, period, adjustInfo);
}
//该数据段没有偏移，只有repeat
else
{
Adjust_NoOffsetOnlyRepeat(data, period, adjustInfo);
}
}
private static void setStartAdjustInfo(TickInfo_Period period, TickData data, int countEverySecond)
{
TickPeriodAdjustInfo adjustInfo = period.adjustInfo;
int startIndex = period.StartIndex;
if (period.StartTime == 0.09 || period.StartTime == 0.21)
{
startIndex++;
adjustInfo.IsOpen = true;
}
int startRepeatIndex = FindStartTimeIndex(period, data, startIndex);
if (startRepeatIndex >= 0)
{
int startRepeatTimes = FindStartRepeatTimes(startRepeatIndex, data);
if (startRepeatTimes > countEverySecond)
{
adjustInfo.StartRepeatIndex = startRepeatIndex;
adjustInfo.StartRepeatTimes = startRepeatTimes;
adjustInfo.StartRepeat = true;
}
}
double time = Math.Round(period.StartTime + data.TradingDay, 6);
TimeSpan span = TimeUtils.Substract(data.arr_time[startIndex], time);
int timeDif = span.Minutes * 60 + span.Seconds;
//开盘提前超过1分钟，认为该开盘时间可能有误
if (timeDif < -60)
{
adjustInfo.StartErrorData = true;
}
adjustInfo.StartOffset = timeDif;
}
/// <summary>
/// 例子：
/// 20071017 m05 (13:30:00一共差不多70个)
/// 2007-10-17,13:30:00,3226,502,459820,46,3226,10,0,0,0,0,3227,183,0,0,0,0,S
/// 2007-10-17,13:30:00,3226,26,459846,-6,3225,789,0,0,0,0,3226,18,0,0,0,0,S
/// ...
/// 2007-10-17,13:30:00,3222,260,463172,-58,3222,1,0,0,0,0,3225,77,0,0,0,0,S
/// 2007-10-17,13:30:00,3223,6,463178,-2,3223,1,0,0,0,0,3224,1,0,0,0,0,B
/// ...
/// 2007-10-17,14:59:15,3203,48,756442,-10,3202,528,0,0,0,0,3203,43,0,0,0,0,B
/// </summary>
/// <param name="data"></param>
/// <param name="period"></param>
/// <param name="adjustInfo"></param>
private void Adjust_HasRepeatOffset(TickData data, TickInfo_Period period, TickPeriodAdjustInfo adjustInfo)
{
if (adjustInfo.StartRepeat)
{
AdjustTime(data, period.StartIndex, period.EndIndex, -adjustInfo.EndOffset);
SpreadRepeatBackward(data, period, adjustInfo.StartRepeatIndex, adjustInfo.StartRepeatIndex + adjustInfo.StartRepeatTimes - 1);
}
else
{
AdjustTime(data, period.StartIndex, period.EndIndex, -adjustInfo.StartOffset);
SpreadRepeatForward(data, period, adjustInfo.EndRepeatIndex, adjustInfo.EndRepeatIndex + adjustInfo.EndRepeatTimes - 1);
}
}
private void Adjust_AllRepeat(TickData data, TickInfo_Period period, TickPeriodAdjustInfo adjustInfo)
{
int adjustCount = AdjustPeriodStart(data, period);
int startIndex = adjustInfo.StartRepeatIndex - adjustCount;
int endIndex = adjustInfo.StartRepeatIndex + adjustInfo.StartRepeatTimes - 1;
SpreadRepeatForward(data, period, startIndex, endIndex);
adjustCount = AdjustPeriodEnd(data, period);
startIndex = adjustInfo.EndRepeatIndex - adjustCount;
endIndex = adjustInfo.EndRepeatIndex + adjustInfo.EndRepeatTimes - 1;
SpreadRepeatBackward(data, period, startIndex, endIndex);
}
private void Adjust_NoRepeat(TickData data, TickInfo_Period period, TickPeriodAdjustInfo adjustInfo)
{
if (adjustInfo.HasTimeOffset())
{
AdjustTime(data, period.StartIndex, period.EndIndex, -adjustInfo.GetTimeOffset());
}
int adjustCount = AdjustPeriodStart(data, period);
if (adjustCount > 2)
{
int startIndex = adjustInfo.IsOpen ? period.StartIndex + 1 : period.StartIndex;
int endIndex = startIndex + adjustCount - 1;
SpreadRepeatForward(data, period, startIndex, endIndex);
}
adjustCount = AdjustPeriodEnd(data, period);
if (adjustCount > 2)
{
int startIndex = period.EndIndex - adjustCount + 1;
int endIndex = period.EndIndex;
SpreadRepeatBackward(data, period, startIndex, endIndex);
}
}
private void Adjust_NoOffsetOnlyRepeat(TickData data, TickInfo_Period period, TickPeriodAdjustInfo adjustInfo)
{
//不设置偏移，直接调整
int adjustCount = AdjustPeriodStart(data, period);
if (adjustInfo.StartRepeat)
{
int startIndex = adjustInfo.StartRepeatIndex - adjustCount;
int endIndex = adjustInfo.StartRepeatIndex + adjustInfo.StartRepeatTimes - 1;
SpreadRepeatForward(data, period, startIndex, endIndex);
}
adjustCount = AdjustPeriodEnd(data, period);
if (adjustInfo.EndRepeat)
{
int startIndex = adjustInfo.EndRepeatIndex - adjustInfo.EndRepeatTimes + 1;
int endIndex = adjustInfo.EndRepeatIndex + adjustCount;
SpreadRepeatBackward(data, period, startIndex, endIndex);
}
}
/// <summary>
/// 既有偏移又有repeat的情况
/// </summary>
/// <param name="data"></param>
/// <param name="period"></param>
/// <param name="adjustInfo"></param>
private void Adjust_HasTimeOffsetAndRepeat(TickData data, TickInfo_Period period, TickPeriodAdjustInfo adjustInfo)
{
AdjustTime(data, period.StartIndex, period.EndIndex, -adjustInfo.GetTimeOffset());
AdjustPeriodStart(data, period);
if (adjustInfo.StartRepeat)
{
int startIndex = adjustInfo.StartRepeatIndex;
int endIndex = adjustInfo.StartRepeatIndex + adjustInfo.StartRepeatTimes - 1;
//如果调整后向前移动的空间能够容纳下repeat，则向前填充
if (-adjustInfo.GetTimeOffset() * 2 > adjustInfo.StartRepeatTimes)
{
SpreadRepeatBackward(data, period, startIndex, endIndex);
}
else
{
int mIndex = startIndex - adjustInfo.GetTimeOffset() * 2 - 4;
SpreadRepeatBackward(data, period, startIndex, mIndex);
SpreadRepeatForward(data, period, mIndex, endIndex);
}
}
AdjustPeriodEnd(data, period);
if (adjustInfo.EndRepeat)
{
int startIndex = adjustInfo.EndRepeatIndex;
int endIndex = adjustInfo.EndRepeatIndex + adjustInfo.EndRepeatTimes - 1;
//如果调整后向前移动的空间能够容纳下repeat，则向前填充
if (adjustInfo.GetTimeOffset() * 2 > adjustInfo.EndRepeatTimes)
{
SpreadRepeatForward(data, period, startIndex, endIndex);
}
else
{
int mIndex = endIndex - adjustInfo.GetTimeOffset() * 2 + 4;
SpreadRepeatBackward(data, period, startIndex, mIndex);
SpreadRepeatForward(data, period, mIndex, endIndex);
}
}
}
