时间修正

Author: wukan1986

QuantBox_CTP_Quote/MdUserApi.cpp

@@ -499,7 +499,7 @@ void CMdUserApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMark
 
 		sprintf(pField->Symbol, "%s.%s", pField->InstrumentID, pDepthMarketData->ExchangeID);
 
-		//m_TradingDay
+		// 交易时间
 		switch (pField->Exchange)
 		{
 		case ExchangeType::DCE:
@@ -510,6 +510,10 @@ void CMdUserApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMark
 			GetExchangeTime_CZCE(m_TradingDay, pDepthMarketData->TradingDay, pDepthMarketData->ActionDay, pDepthMarketData->UpdateTime
 				, &pField->TradingDay, &pField->ActionDay, &pField->UpdateTime, &pField->UpdateMillisec);
 			break;
+		case ExchangeType::Undefined_:
+			GetExchangeTime_Undefined(m_TradingDay, pDepthMarketData->TradingDay, pDepthMarketData->ActionDay, pDepthMarketData->UpdateTime
+				, &pField->TradingDay, &pField->ActionDay, &pField->UpdateTime, &pField->UpdateMillisec);
+			break;
 		default:
 			GetExchangeTime(pDepthMarketData->TradingDay, pDepthMarketData->ActionDay, pDepthMarketData->UpdateTime
 				, &pField->TradingDay, &pField->ActionDay, &pField->UpdateTime, &pField->UpdateMillisec);

QuantBox_Kingstar_Quote/MdUserApi.cpp

@@ -7,6 +7,7 @@
 #include "../include/ApiStruct.h"
 
 #include "../include/toolkit.h"
+#include "../QuantBox_Kingstar_Trade/TypeConvert.h"
 
 #include "../QuantBox_Queue/MsgQueue.h"
 
@@ -473,15 +474,19 @@ void CMdUserApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMark
 
 	sprintf(pField->Symbol, "%s.%s", pField->InstrumentID, pDepthMarketData->ExchangeID);
 
-	//m_TradingDay
+	// 交易时间
 	switch (pField->Exchange)
 	{
 	case ExchangeType::DCE:
 		GetExchangeTime_DCE(pDepthMarketData->TradingDay, pDepthMarketData->ActionDay, pDepthMarketData->UpdateTime
 			, &pField->TradingDay, &pField->ActionDay, &pField->UpdateTime, &pField->UpdateMillisec);
 		break;
 	case ExchangeType::CZCE:
-		GetExchangeTime_CZC(m_TradingDay, pDepthMarketData->TradingDay, pDepthMarketData->ActionDay, pDepthMarketData->UpdateTime
+		GetExchangeTime_CZCE(m_TradingDay, pDepthMarketData->TradingDay, pDepthMarketData->ActionDay, pDepthMarketData->UpdateTime
+			, &pField->TradingDay, &pField->ActionDay, &pField->UpdateTime, &pField->UpdateMillisec);
+		break;
+	case ExchangeType::Undefined_:
+		GetExchangeTime_Undefined(m_TradingDay, pDepthMarketData->TradingDay, pDepthMarketData->ActionDay, pDepthMarketData->UpdateTime
 			, &pField->TradingDay, &pField->ActionDay, &pField->UpdateTime, &pField->UpdateMillisec);
 		break;
 	default:

include/toolkit.cpp

@@ -256,7 +256,7 @@ void GetExchangeTime_CZCE(int iTradingDay, char* TradingDay, char* ActionDay, ch
 	// TradingDay处理
 	if (_TradingDay)
 	{
-		if ((HH > 18 || HH < 4))
+		if ((HH > 18 || HH < 6))
 		{
 			*_TradingDay = iTradingDay;
 		}
@@ -306,6 +306,67 @@ void GetExchangeTime_CZCE(int iTradingDay, char* TradingDay, char* ActionDay, ch
 	}
 }
 
+void GetExchangeTime_Undefined(int iTradingDay, char* TradingDay, char* ActionDay, char* UpdateTime, int* _TradingDay, int* _ActionDay, int* _UpdateTime, int* UpdateMillisec)
+{
+	// 由于CTP期货中行情没有提供交易所，所以一开始就无法按交易所来分类
+
+	// UpdateTime处理
+	int HH = GetUpdateTime(UpdateTime, _UpdateTime, UpdateMillisec);
+
+	// TradingDay处理
+	if (_TradingDay)
+	{
+		int tradingday = 0;
+		if ((HH > 18 || HH < 6))
+		{
+			*_TradingDay = iTradingDay;
+		}
+		else
+		{
+			tradingday = atoi(TradingDay);
+		}
+		if (tradingday == 0)
+		{
+			time_t now = time(0);
+			struct tm *ptmNow = localtime(&now);
+			tradingday = (ptmNow->tm_year + 1900) * 10000 + (ptmNow->tm_mon + 1) * 100 + ptmNow->tm_mday;
+		}
+		*_TradingDay = tradingday;
+	}
+
+	if (_ActionDay == nullptr)
+		return;
+
+	// ActionDay处理
+	if ((HH>6 && HH<18) && (ActionDay != nullptr) && (strlen(ActionDay) == 8))
+	{
+		*_ActionDay = atoi(ActionDay);
+	}
+	else
+	{
+		time_t now = time(0);
+		struct tm *ptmNow = localtime(&now);
+		if (HH >= 23)
+		{
+			if (ptmNow->tm_hour<1)
+			{
+				now -= 86400;
+				ptmNow = localtime(&now);
+			}
+		}
+		else if (HH<1)
+		{
+			if (ptmNow->tm_hour >= 23)
+			{
+				now += 86400;
+				ptmNow = localtime(&now);
+			}
+		}
+
+		*_ActionDay = (1900 + ptmNow->tm_year) * 10000 + (1 + ptmNow->tm_mon) * 100 + ptmNow->tm_mday;
+	}
+}
+
 void GetExchangeTime(char* TradingDay, char* ActionDay, char* UpdateTime, int* _TradingDay, int* _ActionDay, int* _UpdateTime, int* UpdateMillisec)
 {
 	// TradingDay处理

include/toolkit.h

@@ -18,6 +18,7 @@ char* GetSetFromString(const char* szString, const char* seps, vector<char*>& vc
 
 int GetUpdateTime(char* UpdateTime, int* _UpdateTime, int* UpdateMillisec);
 void GetExchangeTime_CZCE(int iTradingDay, char* TradingDay, char* ActionDay, char* UpdateTime, int* _TradingDay, int* _ActionDay, int* _UpdateTime, int* UpdateMillisec);
+void GetExchangeTime_Undefined(int iTradingDay, char* TradingDay, char* ActionDay, char* UpdateTime, int* _TradingDay, int* _ActionDay, int* _UpdateTime, int* UpdateMillisec);
 void GetExchangeTime_DCE(char* TradingDay, char* ActionDay, char* UpdateTime, int* _TradingDay, int* _ActionDay, int* _UpdateTime, int* UpdateMillisec);
 void GetExchangeTime(char* TradingDay, char* ActionDay, char* UpdateTime, int* _TradingDay, int* _ActionDay, int* _UpdateTime, int* UpdateMillisec);
 void GetExchangeTime(time_t Time, int* _TradingDay, int* _ActionDay, int* _UpdateTime);