www.pudn.com > JSystemTrader.zip > MarketTimeLine.java

package com.jsystemtrader.chart; 
 
import java.util.*; 
 
import org.jfree.chart.axis.*; 
 
public class MarketTimeLine { 
    private static final long MILLIS_IN_MINUTE = 60 * 1000; 
    private static final long MILLIS_IN_DAY = MILLIS_IN_MINUTE * 60 * 24; 
    private static final long MARKET_OPEN_TIME = (9 * 60 + 30) * MILLIS_IN_MINUTE; 
    private static final int TRADING_MINUTES = 6 * 60 + 30; 
    private static final int NON_TRADING_MINUTES = 17 * 60 + 30; 
    private static final int WEEKEND_MINUTES = 65 * 60 + 20; // from 16:05 Fri to 9:25 Mon 
 
    private final int barSizeInMinutes; 
    private final long startTime, endTime; 
 
    public MarketTimeLine(int barSizeInMinutes, long startTime, long endTime) { 
        this.barSizeInMinutes = barSizeInMinutes; 
        this.startTime = startTime; 
        this.endTime = endTime; 
    } 
 
    public SegmentedTimeline getNormalHoursTimeline() { 
        long segmentSize = barSizeInMinutes * MILLIS_IN_MINUTE; 
        int segmentsIncluded = TRADING_MINUTES / barSizeInMinutes; 
        int segmentsExcluded = NON_TRADING_MINUTES / barSizeInMinutes; 
        SegmentedTimeline timeline = new SegmentedTimeline(segmentSize, segmentsIncluded, segmentsExcluded); 
        timeline.setAdjustForDaylightSaving(true); 
 
        timeline.setStartTime(SegmentedTimeline.FIRST_MONDAY_AFTER_1900 + MARKET_OPEN_TIME); 
        timeline.setBaseTimeline(SegmentedTimeline.newMondayThroughFridayTimeline()); 
 
        Calendar lastBarDate = Calendar.getInstance(); 
        lastBarDate.setTimeInMillis(endTime); 
 
        Calendar now = Calendar.getInstance(); 
        now.setTimeInMillis(startTime); 
        now.set(Calendar.HOUR_OF_DAY, 16); 
        now.set(Calendar.MINUTE, 5); 
        now.set(Calendar.SECOND, 0); 
        now.set(Calendar.MILLISECOND, 0); 
 
        // find the first Friday 
        while (now.get(Calendar.DAY_OF_WEEK) != Calendar.FRIDAY) { 
            now.add(Calendar.DAY_OF_YEAR, 1); 
        } 
 
        // exclude weekends 
        while (now.before(lastBarDate)) { 
            long excludeFrom = now.getTimeInMillis(); 
            long excludeTo = excludeFrom + WEEKEND_MINUTES * MILLIS_IN_MINUTE; 
            timeline.addBaseTimelineExclusions(excludeFrom, excludeTo); 
 
            now.add(Calendar.DAY_OF_YEAR, 7); // move to next Friday 
        } 
 
        return timeline; 
    } 
 
    public SegmentedTimeline getAllHoursTimeline() { 
        SegmentedTimeline timeline = new SegmentedTimeline(SegmentedTimeline.DAY_SEGMENT_SIZE, 7, 0); 
        return timeline; 
    } 
}