public void Clear(long stime, long etime)
{
if (this.Count == 0 || stime > etime || stime > this.LastTime || etime < this.FirstTime)
{
return;
}
int sIndex = General.BinarySearch(Time, 0, Time.Count - 1, stime, true);
if (sIndex < 0)
{
sIndex++;
}
else if (Time[sIndex] != stime)
{
sIndex++;
if (sIndex > Time.Count - 1)
{
return;
}
}
int eIndex = General.BinarySearch(Time, 0, Time.Count - 1, etime, true);
if (eIndex == -1)
{
eIndex = Time.Count - 1;
}
if (sIndex > eIndex)
{
return;
}
Clear(sIndex, eIndex);
}
//private void FillGap(bool isFillGap, long endTime, ref int numAddedElement)
//{
// if (this.Count > 0 && isFillGap)
// {
// while (endTime > this.LastTime + this.Interval)
// {
// this.Add(this.LastTime + this.Interval,
// this.Open.LastOrDefault(), this.High.LastOrDefault(),
// this.Low.LastOrDefault(), this.Close.LastOrDefault(), 0);
// ++numAddedElement;
// }
// }
//}
#endregion
//return index whose timestamp <= time
public int FindIndexForGivenTime(long time, bool isReturnJustSmallerElement = false)
{
if (this.Count <= 0)
{
return(-1);
}
if (time < this.FirstTime || time > this.LastTime)
{
return(-1);
}
return(General.BinarySearch(Time, 0, Time.Count - 1, time, isReturnJustSmallerElement));
}
public virtual IQuoteCapture Extract(long stime, long etime)
{
var q = new QuoteCapture(this.Symbol);
if (this.Count == 0 || stime > etime || stime > this.LastTime || etime < this.FirstTime)
{
return(q);
}
int sIndex = General.BinarySearch(Time, 0, Time.Count - 1, stime, true);
if (sIndex < 0)
{
sIndex++;
}
else if (Time[sIndex] != stime)
{
sIndex++;
if (sIndex > Time.Count - 1)
{
return(q);
}
}
int eIndex = General.BinarySearch(Time, 0, Time.Count - 1, etime, true);
if (eIndex == -1)
{
eIndex = Time.Count - 1;
}
if (sIndex > eIndex)
{
return(q);
}
return(Extract(sIndex, eIndex));
}
public void TestBinarySearch()
{
Console.WriteLine(DateTime.UtcNow.GetIso8601WeekOfYear());
//good weather
var list = new List <int> {
1, 3, 6, 9, 10
};
Assert.AreEqual(General.BinarySearch(list, 0, list.Count - 1, 6, false), 2);
Assert.AreEqual(General.BinarySearch(list, 0, list.Count - 1, 5, false), -1);
Assert.AreEqual(General.BinarySearch(list, 0, list.Count - 1, 0, false), -1);
Assert.AreEqual(General.BinarySearch(list, 0, list.Count - 1, 12, false), -1);
Assert.AreEqual(General.BinarySearch(list, 0, list.Count - 1, 6, true), 2);
Assert.AreEqual(General.BinarySearch(list, 0, list.Count - 1, 5, true), 1);
Assert.AreEqual(General.BinarySearch(list, 0, list.Count - 1, 0, true), -1);
Assert.AreEqual(General.BinarySearch(list, 0, list.Count - 1, 12, true), -1);
//bad weather
Assert.AreEqual(General.BinarySearch(null, 0, list.Count - 1, 3, true), -1);
Assert.AreEqual(General.BinarySearch(list, -1, list.Count - 1, 3, true), -1);
Assert.AreEqual(General.BinarySearch(list, -1, list.Count, 3, true), -1);
}
