private IKLineData GetKLineData(string code, KLinePeriod klinePeriod, IList <int> openDates, float lastEndPrice, int lastEndHold)
{
List <IKLineData> klineDataList = new List <IKLineData>();
for (int i = 0; i < openDates.Count; i++)
{
int openDate = openDates[i];
IKLineData klineData = GetKLineData(code, openDate, klinePeriod);
if (klineData != null)
{
klineDataList.Add(klineData);
lastEndPrice = klineData.Arr_End[klineData.Length - 1];
lastEndHold = klineData.Arr_Hold[klineData.Length - 1];
}
else
{
IList <double[]> tradingTime = GetTradingTime(code, openDate);
IList <double[]> klineTimes = TradingTimeUtils.GetKLineTimeList(tradingTime, klinePeriod);
klineData = DataTransfer_Tick2KLine.GetEmptyKLineData(klineTimes, lastEndPrice, lastEndHold);
klineDataList.Add(klineData);
}
}
return(KLineData.Merge(klineDataList));
}
/// <summary>
/// 将一天的tick数据转换为K线
/// </summary>
/// <param name="tickData"></param>
/// <param name="tradingPeriod"></param>
/// <param name="klinePeriod"></param>
/// <returns></returns>
public static IKLineData Transfer(ITickData tickData, IList <double[]> tradingPeriod, KLinePeriod klinePeriod, float yesterdayEndPrice, int yesterdayEndHold)
{
if (tickData == null)
{
return(null);
}
List <double[]> klineTimeList = TradingTimeUtils.GetKLineTimeList(tradingPeriod, klinePeriod);
DataTransfer_Tick2KLine transfer = new DataTransfer_Tick2KLine(tickData, klineTimeList, yesterdayEndPrice, yesterdayEndHold);
return(transfer.CalcKLineData());
}
public KLineDataTimeInfo GetKLineDataTimeInfo(string code, int startDate, int endDate, KLinePeriod klinePeriod)
{
IList <double[]>[] periodArr;
if (klinePeriod.PeriodType == KLineTimeType.SECOND)
{
periodArr = GetPeriodArr(code, startDate, endDate, KLinePeriod.KLinePeriod_1Minute);
}
else
{
periodArr = GetPeriodArr(code, startDate, endDate, klinePeriod);
}
return(TradingTimeUtils.GetKLineDataTimeInfo(periodArr, klinePeriod));
}
private List <double[]> GetTimeArr(string code, List <ITickData> tickData, List <double[]> openTime)
{
ITickData mainTick = GetMainTickData(tickData);
int tradingDay = mainTick.TradingDay;
IList <double[]> tradingTime = dataUpdateHelper.GetTradingTime(code, tradingDay).TradingPeriods;//GetTradingSessionDetailReader().GetTradingTime(code, tradingDay);
return(TradingTimeUtils.GetKLineTimeList(tradingTime, new KLinePeriod(KLineTimeType.SECOND, 1)));
//int prevTradingDay = dataUpdateHelper.GetUpdatedTradingDayReader().GetPrevTradingDay(tradingDay);
//List<double[]> tradingTime = dataUpdateHelper.GetTradingSessionDetailReader().GetTradingTime(mainTick.Code, tradingDay);
//List<double[]> times =TradingTimeUtils.GetKLineTimeList_Full(tradingTime, new KLinePeriod(KLineTimeType.SECOND, 1));
//List<double> timeArr = new List<double>(times.Count);
//int dateStart = (int)mainTick.Arr_Time[0];
//int dateEnd = (int)mainTick.Arr_Time[mainTick.Length - 1];
//if (dateStart == dateEnd)
//{
// for (int i = 0; i < times.Count; i++)
// {
// //times[i] = dateStart + times[i];
// timeArr.Add(times[i][0]);
// }
//}
//else
//{
// bool isNextDay = false;
// int between = dateEnd - dateStart;
// for (int i = 0; i < times.Count; i++)
// {
// if (i != 0 && !isNextDay)
// isNextDay = times[i - 1] > times[i];
// int dateAdd = isNextDay ? between : 0;
// //times[i] = date + times[i];
// timeArr.Add(dateAdd + times[i]);
// }
//}
//return timeArr;
}
