/// <summary>按时间频率修正时间
/// </summary>
/// <param name="dtBase"></param>
/// <param name="timeFrequency"></param>
/// <returns></returns>
public static DateTime CheckTime(DateTime dtBase, typeTimeFrequency timeFrequency, bool bFirst = true)
{
DateTime dtTime = dtBase;
switch (timeFrequency)
{
case typeTimeFrequency.day:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, 0, 0, 0);
break;
case typeTimeFrequency.m1:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, dtBase.Minute, 0);
break;
case typeTimeFrequency.m5:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, (int)Math.Floor(dtBase.Minute / 5.0) * 5, 0);
break;
case typeTimeFrequency.m10:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, (int)Math.Floor(dtBase.Minute / 10.0) * 10, 0);
break;
case typeTimeFrequency.m15:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, (int)Math.Floor(dtBase.Minute / 15.0) * 15, 0);
break;
case typeTimeFrequency.m30:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, (int)Math.Floor(dtBase.Minute / 30.0) * 30, 0);
break;
case typeTimeFrequency.m60:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, 0, 0);
break;
case typeTimeFrequency.m120:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, 0, 0);
break;
//case typeTimeFrequency.Week:
// dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, 0, 0, 0);
// break;
//case typeTimeFrequency.Second_30:
// dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, dtBase.Minute, (int)Math.Floor(dtBase.Second / 30.0) * 30);
// break;
default:
break;
}
//向后修正
if (!bFirst)
{
dtTime = dtTime.AddSeconds((int)timeFrequency.Get_Value());
}
return(dtTime);
}
DateTime _dtDataNow; //当前数据时间步
public DataCache_Set(string tagName, DateTime dtBase, typeTimeFrequency typeTimeFrequency, int cacheNums, IData_Factor infoFactor, IDataCache_Set srcDataCache_Set = null) : base(tagName)
{
if (tagName == "")
{
tagName = infoFactor.ID;
}
_id = tagName;
_Info_Factor = infoFactor;
_tagName = tagName;
_Time_Frequency = typeTimeFrequency;
_sumStep = cacheNums;
_dtStep = (int)_Time_Frequency.Get_Value();
_dtBase = dtBase;
_Parent = srcDataCache_Set;
this.InitTime(dtBase, typeTimeFrequency);
}
/// <summary>查询行情(历史)
/// </summary>
/// <param name="endTime">结束时间</param>
/// <param name="quoteBars">标的行情数</param>
/// <param name="quoteTime">行情时间类型</param>
/// <param name="autoUpdate">是否自动更新本地库表</param>
/// <returns></returns>
public List <Data_Quote> Query(DateTime endTime, int quoteBars = 1, typeTimeFrequency quoteTime = typeTimeFrequency.day, bool autoUpdate = true)
{
//修正时间
if (endTime == DateTime.MinValue)
{
endTime = DateTime.Now;
}
//自动更新修正数据
if (autoUpdate)
{
if (!this.Query_Check(endTime.AddSeconds(-quoteBars * (int)quoteTime.Get_Value()), endTime, quoteBars, quoteTime, true))
{
return(null);
}
}
//查询库表
List <Data_Quote> lstQuote = _dtQuote.FindAll(e => e.DateTime <= endTime && e.QuoteTimeType == quoteTime && e.IsDel == false).OrderByDescending(t => t.DateTime).Take(quoteBars).ToList();
return(lstQuote);
}
/// <summary>查询历史行情 (含自算实时-当未过时间标识时)
/// </summary>
/// <param name="pStockInfo">标的信息</param>
/// <param name="startTime">开始时间</param>
/// <param name="endTime">结束时间</param>
/// <param name="quoteTime">时间类型</param>
/// <param name="quoteBase">基础行情数据</param>
/// <returns></returns>
protected internal Data_Quote Query(StockInfo pStockInfo, DateTime endTime, typeTimeFrequency quoteTime = typeTimeFrequency.m5, Data_Quote quoteBase = null, bool autoStatics = false)
{
if (pStockInfo == null)
{
return(null);
}
//校正时间
Data_Quote pQuote = null;
DateTime dtEnd = zxcTimeHelper.CheckTime(endTime, quoteTime, true);
if (DateTime.Now > dtEnd)
{
pQuote = QuoteQuery._Query.Query(pStockInfo.StockID_Tag, dtEnd, 1, quoteTime, true).FirstOrDefault();
if (pQuote != null && pQuote.DateTime == dtEnd)
{
if (pQuote.GetStockInfo() == null)
{
pQuote.SetStockInfo(pStockInfo);
}
//修正开盘值
if (pQuote.Price_Per == 0 && double.IsInfinity(pQuote.Value_RF))
{
Data_Quote pQuote_Day = QuoteQuery._Query.Query(pStockInfo.StockID_Tag, dtEnd, 1, typeTimeFrequency.day, true).FirstOrDefault();
if (pQuote_Day != null)
{
pQuote.Init_Price_Base(pQuote_Day.Price_Per);
}
}
return(pQuote);
}
}
if (!autoStatics)
{
return(null);
}
//获取最数据，自行计算
if ((int)quoteTime < 4)
{
return(null);
}
int nCount = (int)quoteTime.Get_Value() / 60;
List <Data_Quote> lstQuotes = QuoteQuery._Query.Query(pStockInfo.StockID_Tag, dtEnd, nCount, typeTimeFrequency.m1, true);
//统计最大最小
DataStatistics pStatistics = new DataStatistics();
pStatistics.Init(lstQuotes[0].Price_Close, lstQuotes[0].DateTime);
foreach (var item in lstQuotes)
{
pStatistics.Statistics(item.Price_High, item.DateTime);
pStatistics.Statistics(item.Price_Low, item.DateTime);
pStatistics.Statistics(item.Price_Close, item.DateTime);
}
if (quoteBase != null)
{
pStatistics.Statistics(quoteBase.Price_High, quoteBase.DateTime);
pStatistics.Statistics(quoteBase.Price_Low, quoteBase.DateTime);
pStatistics.Statistics(quoteBase.Price_Close, quoteBase.DateTime);
}
//实例新数据
Data_Quote pQuote_New = new Data_Quote(pStockInfo)
{
Price_Close = pStatistics.Value_Original,
Price_High = pStatistics.Max_Original,
Price_Low = pStatistics.Min_Original,
QuotePlat = typeQuotePlat.none,
QuoteTimeType = quoteTime,
DateTime = dtEnd,
IsDel = true
};
return(pQuote_New);
}
