外汇接口调整

peter

2025-08-18 c50561d007e420f7397f73afce8966231973ec54

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package com.yami.trading.huobi.data.internal;
 
import com.yami.trading.bean.data.domain.Kline;
 
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;
 
public class KLineConverter {
 
 
    /**
     * 假设只取了一个区间的数据，直接对数据进行转
     * @param sKlineList
     * @return
     */
    public static List<Kline> convertTo5MinKline(List<Kline> sKlineList) {
        List<Kline> fiveMinKlineList = new ArrayList<>();
 
        int currentIndex = 0;
        int dataSize = sKlineList.size();
 
        while (currentIndex < dataSize) {
            Kline currentKline = sKlineList.get(currentIndex);
            long currentTimestamp = currentKline.getTs();
            BigDecimal open = currentKline.getOpen();
            BigDecimal high = currentKline.getHigh();
            BigDecimal low = currentKline.getLow();
            BigDecimal close = currentKline.getClose();
            BigDecimal volume = currentKline.getVolume();
            BigDecimal amount = currentKline.getAmount();
 
            long nextTimestamp = currentTimestamp + (5 * 60 * 1000); // 5 minutes in milliseconds
 
            // Find the index of the next Kline that satisfies the 5-minute condition
            int nextIndex = currentIndex + 1;
            while (nextIndex < dataSize && sKlineList.get(nextIndex).getTs() < nextTimestamp) {
                Kline nextKline = sKlineList.get(nextIndex);
                high = high.max(nextKline.getHigh());
                low = low.min(nextKline.getLow());
                volume = volume.add(nextKline.getVolume());
                amount = amount.add(nextKline.getAmount());
                close = nextKline.getClose();
                nextIndex++;
            }
 
            // Create the 5-minute Kline and add it to the list
            Kline fiveMinKline = new Kline();
            fiveMinKline.setSymbol(currentKline.getSymbol());
            fiveMinKline.setTs(currentTimestamp);
            fiveMinKline.setOpen(open);
            fiveMinKline.setHigh(high);
            fiveMinKline.setLow(low);
            fiveMinKline.setClose(close);
            fiveMinKline.setVolume(volume);
            fiveMinKline.setAmount(amount);
            fiveMinKlineList.add(fiveMinKline);
 
            currentIndex = nextIndex;
        }
 
        return fiveMinKlineList;
    }
 
}