static public IQuoteCapture Uncompress(IQuoteCapture qc)
{
if (qc == null)
{
throw new ArgumentNullException();
}
IQuoteCapture result = new QuoteCapture(qc.Symbol);
if (qc.Count == 0)
{
return(result);
}
//qc中至少有1个数据
bool isSegment = false;
result.Add(qc.FirstTime, qc.Price[0]);
//true则认为此时在处理分段 每处理完一次分段时置为false
isSegment = true;
for (var i = 1; i < qc.Count; ++i)
{//
//通常NO_USED_PRICE不会被使用
if (qc.Price[i] == NO_USED_PRICE && isSegment)
{//这是重复数据 要展开
var endTime = qc.Time[i];
var endPrice = qc.Price[i];
var startTime = qc.Time[i - 1];
var startPrice = qc.Price[i - 1];
var j = startTime + MIN_INTERVAL;
//用startPrice生成start到end之间的数据
while (j < endTime)
{
result.Add(j, startPrice);
j += MIN_INTERVAL;
}
//生成end数据(endtime 大则代表是正确的分段 小则意味不正确的分段 插入原来的数据
result.Add(endTime, endTime > startTime ? startPrice : endPrice);
//分段解压缩结束
isSegment = false;
}
else//非重复数据或者数据起始点 直接插入
{
result.Add(qc.Time[i], qc.Price[i]);
isSegment = true;
}
}
return(result);
}
static public IQuoteCapture Compress(IQuoteCapture qc)
{
if (qc == null)
{
throw new ArgumentNullException();
}
IQuoteCapture result = new QuoteCapture(qc.Symbol);
if (qc.Count == 0)
{
return(result);
}
//此时qc有值 先插入一个数据
result.Add(qc.Time[0], qc.Price[0]);
bool tail = false;
for (int i = 1; i < qc.Count; i++)
{
var time = qc.Time[i];
var price = qc.Price[i];
var lastTime = qc.Time[i - 1];
var lastPrice = qc.Price[i - 1];
if (time - lastTime == MIN_INTERVAL && price == lastPrice)
{//价格重复且时间递增那么该数据可以压缩
tail = true;
}
else
{//本次数据不能被压缩那么把该数据当作分段新的起始点
//添加上一个分段的末尾如果分段数据只有1个那么不需要添加结尾
//[start: price, start+1:price,..., end:price]=>[start : price, end:-1]
if (tail)
{
result.Add(lastTime, NO_USED_PRICE);
}
//分段新的起始点
result.Add(time, price);
tail = false;
}
}
//可能qc末尾是个分段但是此时还没能添加分段尾
if (tail)
{
result.Add(qc.Time.Last(), NO_USED_PRICE);
}
return(result);
}
public IQuoteCapture Distinct()
{
var result = new QuoteCapture(this.Symbol);
if (this.Count == 0)
{
return(result);
}
for (var i = 0; i < this.Count; i++)
{
result.AddMonotonic(this.Time[i], this.Price[i], this.Volume[i]);
}
return(result);
}
public virtual IQuoteCapture Extract(int sindex, int eindex)
{
if (sindex < 0 || eindex > this.Count - 1 || eindex < sindex)
{
throw new ArgumentException(string.Format("Function {0} sindex: {1}, eindex: {2}, Count: {3}",
"Extract", sindex, eindex, this.Count));
}
int num = eindex - sindex + 1;
var quote = new QuoteCapture(Symbol);
quote.Time.AddRange(Time.GetRange(sindex, num));
quote.Price.AddRange(Price.GetRange(sindex, num));
quote.Volume.AddRange(Volume.GetRange(sindex, num));
return(quote);
}
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));
}
