//Agrregate date time for hourly,daily data...
//public static DateTime AggregateDateTime(AppTypes.timeScales type, DateTime onDateTime, CultureInfo ci)
//{
// switch (type)
// {
// case AppTypes.timeScales.Hour1:
// return onDateTime.Date.AddHours(onDateTime.Hour);
// case AppTypes.timeScales.Hour2:
// return onDateTime.Date.AddHours(onDateTime.Hour / 2);
// case AppTypes.timeScales.Hour4:
// return onDateTime.Date.AddHours(onDateTime.Hour / 4);
// case AppTypes.timeScales.Daily:
// return onDateTime.Date;
// case AppTypes.timeScales.Weekly:
// return common.dateTimeLibs.StartOfWeek(onDateTime, ci);
// case AppTypes.timeScales.Monthly:
// return common.dateTimeLibs.MakeDate(1, onDateTime.Month, onDateTime.Year);
// case AppTypes.timeScales.Yearly:
// return common.dateTimeLibs.MakeDate(1, 1, onDateTime.Year);
// default:
// common.system.ThrowException("Invalid argument in AggregateDateTime()");
// break;
// }
// return onDateTime;
//}
/// <summary>
/// Agrregate a data row to hourly,daily data...
/// </summary>
/// <param name="priceRow"> source data arregated to [toSumTbl] </param>
/// <param name="changeVolume"> volume qty changed and is cumulated to total volume </param>
/// <param name="timeScale"> aggregate to hour,day,week... data </param>
/// <param name="cultureInfo"> culture info that need to caculate the start of the week param>
/// <param name="toSumTbl"> destination table</param>
public static void AggregatePriceData(data.baseDS.priceDataRow priceRow, decimal changeVolume, AppTypes.TimeScale timeScale,
CultureInfo cultureInfo, data.baseDS.priceDataSumDataTable toSumTbl)
{
DateTime dataDate = AggregateDateTime(timeScale, priceRow.onDate, cultureInfo);
int dataTimeOffset = common.dateTimeLibs.DateDiffInMilliseconds(dataDate, priceRow.onDate);
data.baseDS.priceDataSumRow priceDataSumRow;
priceDataSumRow = libs.FindAndCache(toSumTbl, priceRow.stockCode, timeScale.Code, dataDate);
if (priceDataSumRow == null)
{
priceDataSumRow = toSumTbl.NewpriceDataSumRow();
commonClass.AppLibs.InitData(priceDataSumRow);
priceDataSumRow.type = timeScale.Code;
priceDataSumRow.stockCode = priceRow.stockCode;
priceDataSumRow.onDate = dataDate;
priceDataSumRow.openPrice = priceRow.openPrice;
priceDataSumRow.closePrice = priceRow.closePrice;
toSumTbl.AddpriceDataSumRow(priceDataSumRow);
}
if (priceDataSumRow.openTimeOffset > dataTimeOffset)
{
priceDataSumRow.openPrice = priceRow.openPrice;
priceDataSumRow.openTimeOffset = dataTimeOffset;
}
if (priceDataSumRow.closeTimeOffset <= dataTimeOffset)
{
priceDataSumRow.closePrice = priceRow.closePrice;
priceDataSumRow.closeTimeOffset = dataTimeOffset;
}
if (priceDataSumRow.highPrice < priceRow.highPrice)
{
priceDataSumRow.highPrice = priceRow.highPrice;
}
if (priceDataSumRow.lowPrice > priceRow.lowPrice)
{
priceDataSumRow.lowPrice = priceRow.lowPrice;
}
priceDataSumRow.volume += changeVolume;
}
public void UpdateData(data.importDS.importPriceRow row)
{
if (lastTime != row.onDate.Date)
{
Reset();
lastTime = row.onDate.Date;
}
data.baseDS.priceDataSumRow priceRow = GetData(row);
if (priceRow == null)
{
priceRow = priceSumTbl.NewpriceDataSumRow();
commonClass.AppLibs.InitData(priceRow);
priceRow.type = timeType;
priceRow.stockCode = row.stockCode;
priceRow.onDate = row.onDate.Date;
priceSumTbl.AddpriceDataSumRow(priceRow);
}
//Now only volume need to be processed
priceRow.volume = row.volume;
priceRow.highPrice = row.highPrice;
priceRow.lowPrice = row.lowPrice;
priceRow.openPrice = row.openPrice;
priceRow.closePrice = row.closePrice;
}
