protected override void OnBarUpdate()
{
DateTime dtBegin = DateTime.MaxValue;
switch (IntervalType)
{
case EnumIntervalType.Sec:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour).AddMinutes(MinBar.D.Minute).AddSeconds(MinBar.D.Second / Interval * Interval);
break;
case EnumIntervalType.Min:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour).AddMinutes(MinBar.D.Minute / Interval * Interval);
break;
case EnumIntervalType.Hour:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour / Interval * Interval);
break;
case EnumIntervalType.Day:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
break;
case EnumIntervalType.Week:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = dtBegin.Date.AddDays(1 - (byte)dtBegin.DayOfWeek);
break;
case EnumIntervalType.Month:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = new DateTime(dtBegin.Year, dtBegin.Month, 1);
break;
case EnumIntervalType.Year:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = new DateTime(dtBegin.Year, 1, 1);
break;
default:
throw new Exception("参数错误");
}
if (bar == null) //首次调用
{
bar = new Bar
{
D = dtBegin,
I = MinBar.I,
V = MinBar.V, // kOld.preVol == 0 ? 0 : _tick.Volume - kOld.preVol;
};
bar.H = MinBar.H;
bar.L = MinBar.L;
bar.O = MinBar.O;
bar.C = MinBar.C;
newbar = true;
}
else
{
if (bar.D == dtBegin) //在当前K线范围内
{
newbar = false;
bar.H = Math.Max(bar.H, MinBar.H);
bar.L = Math.Min(bar.L, MinBar.L);
bar.C = MinBar.C;
bar.V = bar.V + MinBar.V;
bar.I = MinBar.I;
}
else if (dtBegin > bar.D)
{
newbar = true;
bar.D = dtBegin;
bar.V = MinBar.V;
bar.I = MinBar.I;
bar.O = MinBar.O;
bar.H = MinBar.H;
bar.L = MinBar.L;
bar.C = MinBar.C;
}
}
if (newbar)
{
Date.Add(double.Parse(bar.D.ToString("yyyyMMdd")));
Time.Add(double.Parse(bar.D.ToString("0.HHmmss")));
Open.Add(bar.O);
High.Add(bar.H);
Low.Add(bar.L);
Close.Add(bar.C);
Volume.Add(bar.V);
OpenInterest.Add(bar.I);
}
else
{
High[0] = bar.H;
Low[0] = bar.L;
Close[0] = bar.C;
Volume[0] = bar.V;
OpenInterest[0] = bar.I;
}
}
