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CTP行情拟合K线-生成K线的开盘时间，收盘时间

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CTP行情拟合K线-生成K线的开盘时间，收盘时间1 生成 K 线的开盘时间 收盘时间 1 0 品种的交易时间 public class ProductTrade private String id 品种 id private String productId 上午第一节开始 private String moringFirstS

大家好，我是讯享网，很高兴认识大家。

1.生成K线的开盘时间，收盘时间

1.0品种的交易时间

讯享网 
讯享网 public class ProductTradeTime{ 
    private String id; /品种id*/ private String productId; /上午第一节开始*/ private String moringFirstStart; /上午第一节停止*/ private String moringFirstStop; /上午第二节开始*/ private String moringSecondStart; /上午第二节停止*/ private String moringSecondStop; /下午开始*/ private String afternoonStart; /下午停止*/ private String afternoonStop; /有无夜盘*/ private Boolean isNightTrade; /夜盘开始*/ private String nightStart; /夜盘停止*/ private String nightStop; /创建日期*/ private Date createTime; }

交易时间：http://www.qhsxf.com/期货交易时间.html

计算localtime的时间差

 //总是用晚的减早的 public long getLocalTimeDiff(LocalTime localTime1, LocalTime localTime2){ 
    long diff = 0; Date dateTime1 = null; Date dateTime2 = null; //不跨天 if(localTime1.compareTo(localTime2)>=0){ 
    String dateStr = DateTimeUntil.dateToString(new Date(),"yyyy-MM-dd"); dateTime1 = DateTimeUntil.StringToDate(dateStr+" "+localTime1.toString(),"yyyy-MM-dd HH:mm"); dateTime2 = DateTimeUntil.StringToDate(dateStr+" "+localTime2.toString(),"yyyy-MM-dd HH:mm"); } //跨天时的计算 else if(localTime1.compareTo(localTime2)<0){ 
    Calendar calendar = Calendar.getInstance(); String dateStr1 = DateTimeUntil.dateToString(calendar.getTime(),"yyyy-MM-dd"); calendar.add(Calendar.DAY_OF_YEAR,-1); String dateStr2 = DateTimeUntil.dateToString(calendar.getTime(),"yyyy-MM-dd"); dateTime1 = DateTimeUntil.StringToDate(dateStr1+" "+localTime1.toString(),"yyyy-MM-dd HH:mm"); dateTime2 = DateTimeUntil.StringToDate(dateStr2+" "+localTime2.toString(),"yyyy-MM-dd HH:mm"); } diff = dateTime1.getTime()- dateTime2.getTime(); return diff; }

1.1分钟线

讯享网无夜盘分钟线 
public void produceKlineIndexNoNightMin(ProductTradeTime TradeTime,int nTimeLen){ 
    this.m_lst_klineCycleIndex.clear(); LocalTime starttime = LocalTime.parse(TradeTime.getMoringFirstStart()); //晚上21:00:00 LocalTime endtime = TechIndexDateUtils.addSecsLocalTime(starttime, nTimeLen*60); LocalTime restMarketEnd0 = LocalTime.parse(TradeTime.getMoringFirstStart()); LocalTime restMarketStart1 = LocalTime.parse(TradeTime.getMoringFirstStop()); LocalTime restMarketEnd1 = LocalTime.parse(TradeTime.getMoringSecondStart()); LocalTime restMarketStart2 = LocalTime.parse(TradeTime.getMoringSecondStop()); LocalTime restMarketEnd2 = LocalTime.parse(TradeTime.getAfternoonStart()); LocalTime restMarketEnd3 = LocalTime.parse(TradeTime.getAfternoonStop()); do{ 
    TechIndexKlineCycleIndex kLineCycleIndex = new TechIndexKlineCycleIndex(); Date start = DateTimeUntil.StringToDate(starttime.toString(),"HH:mm"); Date end = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); kLineCycleIndex.setTime_open(start); //当前K线周期包含10:15-10:30 if(starttime.compareTo(restMarketStart1)<=0 && endtime.compareTo(restMarketEnd1)>=0){ 
    long diff = getLocalTimeDiff(restMarketEnd1,restMarketStart1)/1000; endtime = TechIndexDateUtils.addSecsLocalTime(endtime,(int)diff);//15*60 } //当前K线end==10:15 else if(endtime.compareTo(restMarketStart1)==0){ 
    endtime = restMarketEnd1;//15*60 } //当前K线end在10:15-10:30之间 else if(endtime.compareTo(restMarketStart1)>0 && endtime.compareTo(restMarketEnd1)<0){ 
    long diff = getLocalTimeDiff(endtime,restMarketStart1)/1000; endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd1,(int)diff);//15*60 } //当前K线周期的endtime>==11:30 if(endtime.compareTo(restMarketStart2)>=0 && endtime.compareTo(restMarketEnd2)<0){ 
    Date date = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); Date date1 = DateTimeUntil.StringToDate(restMarketStart2.toString(),"HH:mm"); int diffmin = (int) ((date.getTime()-date1.getTime())/(1000*60)); endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd2,diffmin*60); } //当前K线周期的endtime>=15:00 && starttime<15:00 if(endtime.compareTo(restMarketEnd3)>=0 && starttime.compareTo(restMarketEnd3)<0){ 
    endtime = restMarketEnd3; } end = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); kLineCycleIndex.setTime_close(end); this.m_lst_klineCycleIndex.add(kLineCycleIndex); starttime = endtime; endtime = TechIndexDateUtils.addSecsLocalTime(starttime, nTimeLen*60); }while(starttime.compareTo(restMarketEnd3) != 0); System.out.println("zxc"); }

有夜盘分钟线


讯享网

讯享网public void produceKlineIndexForNightMin(ProductTradeTime TradeTime,int nTimeLen){ 
    this.m_lst_klineCycleIndex.clear(); LocalTime starttime = LocalTime.parse(TradeTime.getNightStart()); //晚上21:00:00 LocalTime endtime = TechIndexDateUtils.addSecsLocalTime(starttime, nTimeLen*60); LocalTime restMarketStart0 = LocalTime.parse(TradeTime.getNightStop()); LocalTime restMarketEnd0 = LocalTime.parse(TradeTime.getMoringFirstStart()); LocalTime restMarketStart1 = LocalTime.parse(TradeTime.getMoringFirstStop()); LocalTime restMarketEnd1 = LocalTime.parse(TradeTime.getMoringSecondStart()); LocalTime restMarketStart2 = LocalTime.parse(TradeTime.getMoringSecondStop()); LocalTime restMarketEnd2 = LocalTime.parse(TradeTime.getAfternoonStart()); LocalTime restMarketEnd3 = LocalTime.parse(TradeTime.getAfternoonStop()); if(endtime.compareTo(restMarketStart0)==0){ 
    endtime = restMarketEnd0; } do{ 
    TechIndexKlineCycleIndex kLineCycleIndex = new TechIndexKlineCycleIndex(); Date start = DateTimeUntil.StringToDate(starttime.toString(),"HH:mm"); Date end = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); kLineCycleIndex.setTime_open(start); kLineCycleIndex.setTime_close(end); this.m_lst_klineCycleIndex.add(kLineCycleIndex); starttime = endtime; endtime = TechIndexDateUtils.addSecsLocalTime(starttime, nTimeLen*60); //当前K线周期的endtime落在02:30-09:00内 //跨天 if(restMarketStart0.compareTo(restMarketEnd0)<0){ 
    //有夜盘跨天（0点后收盘）则将在收盘时间外的时间算到第二天开盘 if(endtime.compareTo(restMarketStart0)>=0 && endtime.compareTo(restMarketEnd0)<=0){ 
    Date date = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); Date date1 = DateTimeUntil.StringToDate(restMarketStart0.toString(),"HH:mm"); int diffmin = (int)(date.getTime()-date1.getTime())/(1000*60); endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd0,diffmin*60); } } //没有跨天 if(restMarketStart0.compareTo(restMarketEnd0)>0){ 
    //有夜盘没有跨天（0点前收盘）则将在收盘时间外的时间算到第二天开盘 if(endtime.compareTo(restMarketStart0)>=0 || endtime.compareTo(restMarketEnd0)<=0){ 
    Date date = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); Date date1 = DateTimeUntil.StringToDate(restMarketStart0.toString(),"HH:mm"); int diffmin = (int)(date.getTime()-date1.getTime())/(1000*60); endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd0,diffmin*60); } } //当前K线周期包含10:15-10:30 if(starttime.compareTo(restMarketStart1)<=0 && endtime.compareTo(restMarketEnd1)>=0){ 
    endtime = TechIndexDateUtils.addSecsLocalTime(endtime,15*60); } //当前K线end==10:15 else if(endtime.compareTo(restMarketStart1)==0){ 
    endtime = restMarketEnd1;//15*60 } //当前K线end在10:15-10:30之间 else if(endtime.compareTo(restMarketStart1)>0 && endtime.compareTo(restMarketEnd1)<0){ 
    long diff = getLocalTimeDiff(endtime,restMarketStart1)/1000; endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd1,(int)diff);//15*60 } //当前K线周期的endtime>==11:30 if(endtime.compareTo(restMarketStart2)>=0 && endtime.compareTo(restMarketEnd2)<0){ 
    Date date = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); Date date1 = DateTimeUntil.StringToDate(restMarketStart2.toString(),"HH:mm"); int diffmin = (int) ((date.getTime()-date1.getTime())/(1000*60)); endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd2,diffmin*60); } //当前K线周期的endtime>=15:00 && starttime<15:00 if(endtime.compareTo(restMarketEnd3)>=0 && starttime.compareTo(restMarketEnd3)<0){ 
    endtime = restMarketEnd3; } }while(starttime.compareTo(restMarketEnd3) != 0); System.out.println("zxc"); }

1.2小时线

无夜盘小时线

 public void produceKlineIndexNoNightHour(ProductTradeTime TradeTime,int nTimeLen){ 
    this.m_lst_klineCycleIndex.clear(); LocalTime starttime = LocalTime.parse(TradeTime.getMoringFirstStart()); //晚上21:00:00 LocalTime endtime = TechIndexDateUtils.addSecsLocalTime(starttime, nTimeLen * 60*60); LocalTime restMarketEnd0 = LocalTime.parse(TradeTime.getMoringFirstStart()); LocalTime restMarketStart1 = LocalTime.parse(TradeTime.getMoringFirstStop()); LocalTime restMarketEnd1 = LocalTime.parse(TradeTime.getMoringSecondStart()); LocalTime restMarketStart2 = LocalTime.parse(TradeTime.getMoringSecondStop()); LocalTime restMarketEnd2 = LocalTime.parse(TradeTime.getAfternoonStart()); LocalTime restMarketEnd3 = LocalTime.parse(TradeTime.getAfternoonStop()); do{ 
    TechIndexKlineCycleIndex kLineCycleIndex = new TechIndexKlineCycleIndex(); Date start = DateTimeUntil.StringToDate(starttime.toString(),"HH:mm"); Date end = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); kLineCycleIndex.setTime_open(start); //当前K线周期包含10:15-10:30 if(starttime.compareTo(restMarketStart1)<=0 && endtime.compareTo(restMarketEnd1)>=0){ 
    long diff = getLocalTimeDiff(restMarketEnd1,restMarketStart1)/1000; endtime = TechIndexDateUtils.addSecsLocalTime(endtime,(int)diff);//15*60 } //当前K线周期的endtime>==11:30 if(endtime.compareTo(restMarketStart2)>=0 && endtime.compareTo(restMarketEnd2)<0){ 
    Date date = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); Date date1 = DateTimeUntil.StringToDate(restMarketStart2.toString(),"HH:mm"); int diffmin = (int) ((date.getTime()-date1.getTime())/(1000*60)); endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd2,diffmin*60); } //当前K线周期的endtime>=15:00 && starttime<15:00 if(endtime.compareTo(restMarketEnd3)>=0 && starttime.compareTo(restMarketEnd3)<0){ 
    endtime = restMarketEnd3; } end = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); kLineCycleIndex.setTime_close(end); this.m_lst_klineCycleIndex.add(kLineCycleIndex); starttime = endtime; endtime = TechIndexDateUtils.addSecsLocalTime(starttime, nTimeLen * 60*60); }while(starttime.compareTo(restMarketEnd3) != 0); System.out.println("zxc"); }

有夜盘小时线

讯享网public void produceKlineIndexForNightHour(ProductTradeTime TradeTime,int nTimeLen){ 
    this.m_lst_klineCycleIndex.clear(); LocalTime starttime = LocalTime.parse(TradeTime.getNightStart()); //晚上21:00:00 LocalTime endtime = TechIndexDateUtils.addSecsLocalTime(starttime, nTimeLen * 60*60); LocalTime restMarketStart0 = LocalTime.parse(TradeTime.getNightStop()); LocalTime restMarketEnd0 = LocalTime.parse(TradeTime.getMoringFirstStart()); LocalTime restMarketStart1 = LocalTime.parse(TradeTime.getMoringFirstStop()); LocalTime restMarketEnd1 = LocalTime.parse(TradeTime.getMoringSecondStart()); LocalTime restMarketStart2 = LocalTime.parse(TradeTime.getMoringSecondStop()); LocalTime restMarketEnd2 = LocalTime.parse(TradeTime.getAfternoonStart()); LocalTime restMarketEnd3 = LocalTime.parse(TradeTime.getAfternoonStop()); if(endtime.compareTo(restMarketStart0)==0){ 
    endtime = restMarketEnd0; } do{ 
    TechIndexKlineCycleIndex kLineCycleIndex = new TechIndexKlineCycleIndex(); Date start = DateTimeUntil.StringToDate(starttime.toString(),"HH:mm"); Date end = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); kLineCycleIndex.setTime_open(start); kLineCycleIndex.setTime_close(end); this.m_lst_klineCycleIndex.add(kLineCycleIndex); starttime = endtime; endtime = TechIndexDateUtils.addSecsLocalTime(starttime, nTimeLen * 60*60); //当前K线周期的endtime落在02:30-09:00内 //跨天 if(restMarketStart0.compareTo(restMarketEnd0)<0){ 
    if(endtime.compareTo(restMarketStart0)>=0 && endtime.compareTo(restMarketEnd0)<=0){ 
    Date date = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); Date date1 = DateTimeUntil.StringToDate(restMarketStart0.toString(),"HH:mm"); int diffmin = (int)(date.getTime()-date1.getTime())/(1000*60); endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd0,diffmin*60); } } //没有跨天 if(restMarketStart0.compareTo(restMarketEnd0)>0){ 
    if(endtime.compareTo(restMarketStart0)>=0 || endtime.compareTo(restMarketEnd0)<=0){ 
    Date date = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); Date date1 = DateTimeUntil.StringToDate(restMarketStart0.toString(),"HH:mm"); int diffmin = (int)(date.getTime()-date1.getTime())/(1000*60); endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd0,diffmin*60); } } //当前K线周期包含10:15-10:30 if(starttime.compareTo(restMarketStart1)<=0 && endtime.compareTo(restMarketEnd1)>=0){ 
    endtime = TechIndexDateUtils.addSecsLocalTime(endtime,15*60); } //当前K线周期的endtime>==11:30 if(endtime.compareTo(restMarketStart2)>=0 && endtime.compareTo(restMarketEnd2)<0){ 
    Date date = DateTimeUntil.StringToDate(endtime.toString(),"HH:mm"); Date date1 = DateTimeUntil.StringToDate(restMarketStart2.toString(),"HH:mm"); int diffmin = (int) ((date.getTime()-date1.getTime())/(1000*60)); endtime = TechIndexDateUtils.addSecsLocalTime(restMarketEnd2,diffmin*60); } //当前K线周期的endtime>=15:00 && starttime<15:00 if(endtime.compareTo(restMarketEnd3)>=0 && starttime.compareTo(restMarketEnd3)<0){ 
    endtime = restMarketEnd3; } }while(starttime.compareTo(restMarketEnd3) != 0); System.out.println("zxc"); }
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