public static List <ITimeLineData> ConvertTimeLineDataList(IKLineData data, float lastEndPrice, ITradingTimeReader_Code tradingSessionReader)
{
List <SplitterResult> splitResult = DaySplitter.Split(data, tradingSessionReader);
List <ITimeLineData> realdataList = new List <ITimeLineData>(splitResult.Count);
for (int i = 0; i < splitResult.Count; i++)
{
SplitterResult split = splitResult[i];
int date = split.Date;
int todayStartIndex = split.Index;
int todayEndIndex;
if (i == splitResult.Count - 1)
{
todayEndIndex = data.Length - 1;
}
else
{
todayEndIndex = splitResult[i + 1].Index;
}
int len = todayEndIndex - todayStartIndex + 1;
TimeLineData r = new TimeLineData(lastEndPrice, len);
r.Code = data.Code;
Convert2RealData(data, todayStartIndex, todayEndIndex, r);
realdataList.Add(r);
}
return(realdataList);
}
public void TestSplit_EndInNight()
{
IKLineData klineData = MockDataLoader.GetKLineData("m1505", 20150105, 20150106, KLinePeriod.KLinePeriod_1Minute);
IKLineData subData = klineData.Sub(0, 570);
List <SplitterResult> results = DaySplitter.Split(subData, GetTradingSessionCache("m1505"));
Assert.AreEqual("20150105,0", results[0].ToString());
Assert.AreEqual("20150106,225", results[1].ToString());
}
private void AssertDaySplitter(string code, int start, int end, KLinePeriod period, string fileName)
{
CacheUtils_TradingTime cache = GetTradingSessionCache(code);
IKLineData klineData = MockDataLoader.GetKLineData(code, start, end, period);
List <SplitterResult> results = DaySplitter.Split(klineData, cache);
AssertUtils.AssertEqual_List <SplitterResult>(fileName, GetType(), results);
//AssertUtils.PrintKLineData(klineData);
//AssertUtils.PrintLineList(results);
}
/// <summary>
/// 将k线转换成日线
/// </summary>
/// <param name="data"></param>
/// <param name="targetPeriod"></param>
/// <param name="timeSplit"></param>
/// <returns></returns>
public static IKLineData Transfer_Day(IKLineData data, KLinePeriod targetPeriod, ITradingTimeReader_Code startTimeReader)
{
List <SplitterResult> results = DaySplitter.Split(data, startTimeReader);
List <KLineBar> charts = new List <KLineBar>(results.Count);
for (int i = 0; i < results.Count; i++)
{
int startIndex = results[i].Index;
int endIndex = (i == results.Count - 1) ? data.Length - 1 : results[i + 1].Index - 1;
charts.Add(GetChart_Day(data, startIndex, endIndex));
}
return(GetKLineData(data.Code, charts));
}