private static List <double> GetTodayTimePeriods(TickData data, List <double[]> openTime, KLinePeriod targetPeriod)
{
List <double> timePeriods = TimeUtils.GetKLineTimes(openTime, targetPeriod);
int startDate = GetDate(data, 0);
int endDate = GetDate(data, data.Length - 1);
List <double> periods = new List <double>(timePeriods.Count);
if (startDate == endDate)
{
for (int i = 0; i < timePeriods.Count; i++)
{
periods.Add(Math.Round(startDate + timePeriods[i], 6));
}
}
else
{
/*
* 四种情况：
* 1.无夜盘，直接生成即可：如20100105090000、...
* 2.有夜盘，但夜盘不过夜：如20160329210000、...、20160329233000、...、20160330090000
* 3.有夜盘，要过夜，不是周末：如20150324210000、...、20150325023000、...、20150325090000
* 4.有夜盘，要过夜，而且是周末：如20141226210000、...、20141227023000、...、20141229090000
*/
int date = startDate;
bool dayChanged = false;
for (int i = 0; i < timePeriods.Count; i++)
{
if (i != 0 && date != endDate)
{
double currentTime = timePeriods[i];
if (isDayChange(timePeriods[i - 1], currentTime))
{
if (dayChanged || currentTime > 0.06)
{
date = endDate;
}
else
{
date = (int)TimeUtils.AddDays(startDate, 1);
if (date == endDate)
{
date = endDate;
}
}
dayChanged = true;
}
}
periods.Add(Math.Round(date + timePeriods[i], 6));
}
}
return(periods);
}
private double[] GetFullTradingTime(double[] tradingTime, int lastTradingDay, int tradingDay)
{
double startTime = tradingTime[0];
double endTime = tradingTime[1];
int startDay = startTime > 0.18 ? lastTradingDay : tradingDay;
if (endTime < startTime)
{
int secondDay = (int)Math.Round(TimeUtils.AddDays(startDay, 1));
return(new double[] { startDay + tradingTime[0], secondDay + tradingTime[1] });
}
else
{
return new double[] { startDay + tradingTime[0], startDay + tradingTime[1] }
};
}
public void Change(string code, double time, KLinePeriod period)
{
if (this.code == code && this.period.Equals(period) && IsInCurrentKLineData(time))
{
ChangeTime(time);
return;
}
dataCache_Code = dataCacheFac.CreateCache_Code(code);
int extendBefore = 30;
int extendAfter = 30;
if (period.PeriodType == KLineTimeType.MINUTE)
{
extendBefore = 30;
extendAfter = 30;
}
else if (period.PeriodType == KLineTimeType.HOUR)
{
extendBefore = 100;
extendAfter = 100;
}
else if (period.PeriodType == KLineTimeType.DAY)
{
extendBefore = 2000;
extendAfter = 2000;
}
int date = (int)time;
int start = (int)TimeUtils.AddDays(date, -extendBefore);
int end = (int)TimeUtils.AddDays(date, extendAfter);
KLineData data = (KLineData)dataReaderFac.KLineDataReader.GetData(code, start, end, period);
this.klineData = new KLineData_RealTime(data);
this.code = code;
this.period = period;
ChangeTime(time);
}