/* 对交易时间进行排序，结果为：夜盘->白盘
* 21:0:0 - 23:0:0
* 24:0:0 - 2:0:0
* 09:0:0 - 10:15:0
* 10:30:0 - 11:30:0
* 13:30:0 - 15:00:0
*/
public List <TimeSliceEx> SortInstrumentTradingTime(string instrumentID)
{
List <TimeSlice> slices = GetInstrumentTradingTime(instrumentID);
List <TimeSliceEx> tse = TimeSliceEx.CreateSlices(slices, DayTradeBegin, DayTradeEnd);
tse.Sort(new TimeSliceComparer());
return(tse);
}
public static List <TimeSliceEx> CreateSlices(List <TimeSlice> slices)
{
List <TimeSliceEx> tse = new List <TimeSliceEx>();
foreach (TimeSlice s in slices)
{
TimeSliceEx se = new TimeSliceEx(s);
tse.Add(se);
}
return(tse);
}
public static List <TimeSliceEx> CreateSlices(List <TimeSlice> slices, int dayTradeBegin, int dayTradeEnd)
{
List <TimeSliceEx> tse = new List <TimeSliceEx>();
foreach (TimeSlice s in slices)
{
TimeSliceEx se = new TimeSliceEx(s);
se.UpdateTradeType(dayTradeBegin, dayTradeEnd);
tse.Add(se);
}
return(tse);
}
// 更新当前时间，判断处于哪个交易时间片
protected void updateTradeSlice()
{
_currentTradeSlice = null;
double currentExchangeTime = CurrentTime.TimeOfDay.TotalSeconds;
//凌晨时间
if (CurrentTime.TimeOfDay.Hours < DayTradeBegin)
{
currentExchangeTime += UtilsEx.OndayInSeconds;
}
double secondsBegin = 0;
double secondsEnd = 0;
foreach (TimeSliceEx slice in _tradeSlices)
{
secondsBegin = slice.Slice.BeginTime.TotalSeconds - TimeSliceTolerance;
secondsEnd = slice.Slice.EndTime.TotalSeconds + TimeSliceTolerance;
if (!slice.IsDayTrade)
{
// 夜盘，且跨日期(例如：21:00:00 - 02:00:00)
if (slice.Slice.BeginTime.Hours < DayTradeBegin)
{
secondsBegin += UtilsEx.OndayInSeconds;
}
if (slice.Slice.EndTime.Hours < DayTradeBegin)
{
secondsEnd += UtilsEx.OndayInSeconds;
}
}
if (currentExchangeTime > secondsBegin &&
currentExchangeTime < secondsEnd)
{
_currentTradeSlice = slice;
break;
}
}
// 是否处于交易休息时间
_isTradeBreak = _currentTradeSlice == null;
}