src/data/cl.data.tools.js
/**
* Copyright (c) 2018-present clchart Contributors.
*
* This source code is licensed under the MIT license found in the
* LICENSE file in the root directory of this source tree.
*
*/
import {
FIELD_DAY,
FIELD_TICK,
FIELD_RIGHT,
FIELD_MDAY
} from '../cl.data.def'
import {
copyArrayOfDeep,
isEmptyArray,
getDate,
getDayWeek,
getDayGap,
getDayMon,
getMinuteGap,
getMinute,
getMinuteOffset
} from '../util/cl.tool'
/** @module GetValue */
// 按fields定义从数组value中获取，第index条标记为label的数据
/**
* get value
* @export
* @param {Object} {
* fields,
* value,
* }
* @param {String} label
* @param {Number} [index=0]
* @return {Number}
*/
export default function getValue ({
fields,
value
}, label, index = 0) {
let val = 0
try {
// 支持二维数组和一维数组，判断如果是二维数组就取对应的值
let source = value
if (Array.isArray(value[0])) {
source = value[index]
}
switch (label) {
case 'idx':
// 序列，now 0-239，day5 0-5*239
// 非常重要，利用这里可以统一MIN和D5的画图
if (fields.idx === undefined) val = index
else val = source[fields.idx]
break
// case 'before':
// case 'open':
// case 'high':
// case 'low':
// case 'close':
// case 'stophigh':
// case 'stoplow':
// case 'buy1':
// case 'buy2':
// case 'buy3':
// case 'buy4':
// case 'buy5':
// case 'sell1':
// case 'sell2':
// case 'sell3':
// case 'sell4':
// case 'sell5':
// val = source[fields[label]]
// break
case 'flow':
case 'total':
val = source[fields[label]] * 100
break
case 'decvol':
if (index === 0) {
val = source[fields.vol]
} else {
val = source[fields.vol] - getValue({
fields,
value
}, 'vol', index - 1)
}
break
case 'decmoney':
if (index === 0) {
val = source[fields.money]
} else {
val = source[fields.money] - getValue({
fields,
value
}, 'money', index - 1)
}
break
default:
if (source[fields[label]]) {
val = source[fields[label]]
}
}
} catch (error) {
val = 0
}
return val
}
// export function getTimeIndex(data, label, value) {
// let idx = -1;
// for (let i = data.value.length - 1; i >= 0; i--) {
// if (getValue(data, label, i) > value) continue;
// idx = i;
// break;
// }
// return idx;
// }
/**
* get max value
* @export
* @param {Array} data
* @param {String} label
* @param {Number} value
* @return {Number}
*/
export function getValueMax (data, label, value) {
let out = value
if (!Array.isArray(data.value)) return out
for (let k = 0; k < data.value.length; k++) {
const v = getValue(data, label, k)
if (v > out) out = v
}
return out
}
/**
* get min value
* @export
* @param {Array} data
* @param {String} label
* @param {Number} value
* @return {Number}
*/
export function getValueMin (data, label, value) {
let out = value
if (!Array.isArray(data.value)) return out
for (let k = 0; k < data.value.length; k++) {
const v = getValue(data, label, k)
if (v < out) out = v
}
return out
}
// 日线除权的函数集合
/**
* get exright para
* @param {String} rightdata
* @return {Object}
*/
function _getExrightPara (rightdata) {
let exrightGs = 1000 // 送股数
let exrightPg = 0 // 配股数
let exrightPx = 0 // 利息
if (rightdata[FIELD_RIGHT.accrual]) exrightPx = rightdata[FIELD_RIGHT.accrual] / 10
if (rightdata[FIELD_RIGHT.sendstock] > 0 || rightdata[FIELD_RIGHT.allotstock] > 0) {
exrightGs = 1000 + rightdata[FIELD_RIGHT.sendstock] / 10 + rightdata[FIELD_RIGHT.allotstock] / 10
exrightPg = -rightdata[FIELD_RIGHT.allotprice] * rightdata[FIELD_RIGHT.allotstock] / 10000
}
return {
gs: exrightGs,
pg: exrightPg,
px: exrightPx
}
}
/**
* @param {Number} price
* @param {Object} rightpara
* @param {String} mode
* @return {Number}
*/
function _getExrightPrice (price, rightpara, mode) {
if (mode === 'forword') {
price = (price * 1000 - rightpara.pg - rightpara.px) * 1000 / rightpara.gs
} else {
price = price * 1000 * rightpara.gs / 1000 + rightpara.pg + rightpara.px
}
return price / 1000
}
// 得到某个价格的除权价
/**
* Get an exemption price for a price
* @export
* @param {Number} start
* @param {Number} stop
* @param {Number} price
* @param {Array} rights
* @return {Number}
*/
export function getExrightPriceRange (start, stop, price, rights) {
if (rights === undefined || rights.length < 1) return price
let rightpara
for (let j = 0; j < rights.length; j++) {
if (rights[j][0] > start && rights[j][0] <= stop) {
rightpara = _getExrightPara(rights[j])
price = _getExrightPrice(price, rightpara, 'forword')
break
}
}
return price
}
/**
* transfer exright
* @private
* @param {Array} days
* @param {Array} rightdata
* @param {String} mode
* @param {Number} start
* @param {Number} end
*/
function _transExright (days, rightdata, mode, start, end) {
const rightpara = _getExrightPara(rightdata)
if (mode === 'forword') {
for (let i = start; i < end; i++) {
days[i][FIELD_DAY.open] = _getExrightPrice(days[i][FIELD_DAY.open], rightpara, mode) // open
days[i][FIELD_DAY.high] = _getExrightPrice(days[i][FIELD_DAY.high], rightpara, mode) // high
days[i][FIELD_DAY.low] = _getExrightPrice(days[i][FIELD_DAY.low], rightpara, mode) // low
days[i][FIELD_DAY.close] = _getExrightPrice(days[i][FIELD_DAY.close], rightpara, mode) // new
days[i][FIELD_DAY.vol] = days[i][FIELD_DAY.vol] * rightpara.gs / 1000
}
}
}
// 判断是否有除权
/**
* check is right
* @param {Date} dateBegin
* @param {Date} dateEnd
* @param {Date} rightdate
* @return {Boolean}
*/
function _isRight (dateBegin, dateEnd, rightdate) {
if (rightdate > dateBegin && rightdate <= dateEnd) {
return true
} else return false
}
// 对日线进行除权，周年线不能除权，,days传入时就是一个可修改的数组
/**
*
*
* @export
* @param {Array} days
* @param {Array} rights
* @param {String} mode
* @param {Number} start
* @param {Number} end
* @return {Array}
*/
export function transExrightDay (days, rights, mode, start, end) {
if (rights.length < 1 || days.length < 1) return days
if (mode === undefined) mode = 'forword' // 以最近的价格为基准,修正以前的价格;
if (start === undefined || start < 0 || start > days.length - 1) start = 0
if (end === undefined || end < 0) end = days.length - 1
if (mode === 'forword') {
for (let i = start; i <= end; i++) {
for (let j = 0; j < rights.length; j++) {
if (i < 1) continue
if (_isRight(days[i - 1][FIELD_DAY.time], days[i][FIELD_DAY.time], rights[j][FIELD_RIGHT.time])) {
_transExright(days, rights[j], mode, start, i)
break
}
}
}
} else if (mode === 'backword') {}
return days
}
// 对分钟线除权,days传入时就是一个可修改的数组
/**
* transfer exrigth min data
* @export
* @param {Array} days
* @param {Array} rights
* @param {String} mode
* @param {Number} start
* @param {Number} end
* @return {Array}
*/
export function transExrightMin (days, rights, mode, start, end) {
if (rights.length < 1 || days.length < 1) return days
if (mode === undefined) mode = 'forword' // 以最近的价格为基准,修正以前的价格;
if (start === undefined || start < 0 || start > days.length - 1) start = 0
if (end === undefined || end < 0) end = days.length - 1
if (mode === 'forword') {
for (let i = start; i <= end; i++) {
for (let j = 0; j < rights.length; j++) {
if (i < 1) continue
if (_isRight(
getDate(days[i - 1][FIELD_DAY.time]),
getDate(days[i][FIELD_DAY.time]),
rights[j][FIELD_RIGHT.time])) {
_transExright(days, rights[j], mode, start, i)
break
}
}
}
} else if (mode === 'backword') {}
return days
}
// 检索数据函数集
// 从分钟线查找对应记录
/**
* find index in min
* @export
* @param {Object} source
* @param {Number} index
* @return {Object}
*/
export function findIndexInMin (source, index) {
if (source.value.length < 1) {
return {
status: 'new',
index: -1
}
}
const lastIndex = source.value[source.value.length - 1][source.fields.time]
if (lastIndex === index) {
return {
status: 'old',
index: source.value.length - 1
}
} else if (lastIndex > index) {
return {
status: 'error',
index: source.value.length - 1
}
} else {
return {
status: 'new',
index: source.value.length - 1
}
}
}
// 从日线查找对应记录
/**
* find date in day
* @export
* @param {Object} source
* @param {Number} today
* @return {Object}
*/
export function findDateInDay (source, today) {
if (source === undefined || source.value === undefined || source.value.length < 1) {
return {
finded: false,
index: -1
}
}
const lastDate = source.value[source.value.length - 1][source.fields.time]
if (today === lastDate) {
return {
finded: true,
index: source.value.length - 1
}
}
return {
finded: false,
index: -1
}
}
// export function findDateInDay(source, today) {
// if (source === undefined || source.value === undefined || source.value.length < 1)
// {
// return {
// finded: false,
// index: -1
// };
// }
// const fields = source.fields;
// for (let i = source.value.length - 1; i >= 0; i--) {
// if (source.key === 'WEEK') {
// const curDay = source.value[i][fields.time];
// if (getDayGap(curDay, today) + getDayWeek(curDay) > 7) {
// return {
// finded: false,
// index: -1
// };
// } else {
// return {
// finded: true,
// index: i
// };
// }
// }
// if (source.key === 'MON') {
// const curMon = Math.floor(source.value[i][fields.time] / 100);
// const todayMon = Math.floor(today / 100);
// if (curMon !== todayMon) {
// return {
// finded: false,
// index: -1
// };
// } else {
// return {
// finded: true,
// index: i
// };
// }
// }
// if (source.key === 'DAY') {
// if (source.value[i][fields.time] === today) {
// return {
// finded: true,
// index: i
// };
// }
// }
// }
// return {
// finded: false,
// index: source.value.length - 1
// };
// }
// 检查数据完整性
/**
* get size
* @export
* @param {Object} source
* @return {Boolean}
*/
export function getSize (source) {
if (source === undefined || isEmptyArray(source.value)) {
return 0
}
return source.value.length
}
/**
* check zero
* @export
* @param {Array} value
* @param {Object} fields
* @return {Boolean}
*/
export function checkZero (value, fields) {
if (Array.isArray(value) &&
value[fields.open] > 0 &&
value[fields.high] > 0 &&
value[fields.low] > 0 &&
value[fields.close] > 0 &&
value[fields.vol] > 0 &&
value[fields.money] > 0) {
return false
} else {
return true
}
}
/**
* check day zero
* @export
* @param {Object} source
* @return {Array}
*/
export function checkDayZero (source) {
const out = []
if (!Array.isArray(source)) return out
for (let i = 0; i < source.length; i++) {
if (!checkZero(source[i], FIELD_DAY)) {
out.push(source[i])
}
}
return out
}
/**
* check 5 day
* @export
* @param {Object} source
* @param {Number} tradeDate
* @param {Number} tradetime
* @return {Array}
*/
export function checkMDay (source, tradeDate, tradetime) {
const out = []
if (source.length < 1) return out
const lastDate = getDate(source[source.length - 1][FIELD_MDAY.time])
// 判断是否已经有收盘数据了
let maxDays = 5
if (!lastDate === tradeDate) maxDays = 4
let idx
let count = 0
let curDate = 0
for (idx = source.length - 1; idx >= 0; idx--) {
if (curDate !== getDate(source[idx][FIELD_MDAY.time])) {
curDate = getDate(source[idx][FIELD_MDAY.time])
count++
if (count > maxDays) {
idx++
break
}
}
out.splice(0, 0, [source[idx][FIELD_MDAY.time], source[idx][FIELD_MDAY.close], source[idx][FIELD_MDAY.vol]])
}
count = 0
curDate = 0
let vol = 0
let money = 0
const daymins = getMinuteCount(tradetime)
for (idx = 0; idx < out.length; idx++) {
if (curDate !== getDate(out[idx][FIELD_MDAY.time])) { // 增加记录
curDate = getDate(out[idx][FIELD_MDAY.time])
count++
vol = 0
money = 0
}
vol += out[idx][FIELD_MDAY.vol]
money += out[idx][FIELD_MDAY.close] * out[idx][FIELD_MDAY.vol]
let index = fromTradeTimeToIndex(out[idx][FIELD_MDAY.time], tradetime)
index += (count - 1) * daymins
out[idx][FIELD_MDAY.idx] = index
out[idx][FIELD_MDAY.allvol] = vol
out[idx][FIELD_MDAY.allmoney] = money
}
return out
}
/**
* update static
* @export
* @param {Object} fields
* @param {Array} value
* @return {Array}
*/
export function updateStatic (stkstatic, fields, value) {
stkstatic.stktype = getValue({
fields,
value
}, 'type')
stkstatic.volunit = getValue({
fields,
value
}, 'volunit')
// stkstatic.volunit = Math.pow(10, stkstatic.volunit)
stkstatic.volunit = stkstatic.volunit
stkstatic.volzoom = stkstatic.volunit / 100
stkstatic.coindot = getValue({
fields,
value
}, 'coindot')
stkstatic.coinzoom = getValue({
fields,
value
}, 'coinzoom')
stkstatic.coinzoom = stkstatic.coinzoom
// stkstatic.coinzoom = Math.pow(10, stkstatic.coinzoom)
}
/**
* update static
* @export
* @param {Object} fields
* @param {Array} value
* @return {Array}
*/
export function updateStaticPrice (stkstatic, fields, value) {
stkstatic.before = getValue({
fields,
value
}, 'before')
stkstatic.stophigh = getValue({
fields,
value
}, 'stophigh')
stkstatic.stoplow = getValue({
fields,
value
}, 'stoplow')
}
// 对数据进行周期性合并
// export function matchMinToMinute(source, outkey) {
// switch (outkey) {
// case 'M15': out = matchMin5ToMinute(out, outkey, 15);
// break;
// case 'M30': out = matchMin5ToMinute(out, outkey, 30);
// break;
// case 'M60': out = matchMin5ToMinute(out, outkey, 60);
// break;
// }
// export function mergeMin(daydata, rate) {
// this.match_minute_line = function(srcfields, srcvalue, minfields, minvalue, period) {
// const out = copyArrayOfDeep(srcvalue);
// const cur_min = [];
// let base_vol = 0;
// let base_money = 0;
// let hasData = false;
// let stopIdx = 4;
// for (let k = 0; k < minvalue.length; k++) {
// const nowmin = minvalue[k][minfields.idx];
// if (nowmin < 0) continue;
// if (nowmin > stopIdx) {
// if (hasData) {
// cur_min[minfields.vol] = minvalue[k][minfields.vol] - base_vol;
// cur_min[minfields.money] = minvalue[k][minfields.money] - base_money;
// base_vol = minvalue[k][minfields.vol];
// base_money = minvalue[k][minfields.money];
// cur_min[minfields.time] = fromIndexToTradeTime(stopIdx, this.tradetime, this.tradeDate);
// out.push(copyArrayOfDeep(cur_min));
// }
// stopIdx = (Math.floor(nowmin / offset) + 1) * offset - 1;
// cur_min[minfields.open] = minvalue[k][minfields.open];
// cur_min[minfields.high] = minvalue[k][minfields.high];
// cur_min[minfields.low] = minvalue[k][minfields.low];
// cur_min[minfields.close] = minvalue[k][minfields.close];
// hasData = true;
// } else { // nowmin 在0-5之间
// if (hasData) {
// cur_min[minfields.high] = cur_min[minfields.high] > minvalue[k][minfields.high] ? cur_min[minfields.high] : minvalue[k][minfields.high];
// cur_min[minfields.low] = cur_min[minfields.low] < minvalue[k][minfields.low] || minvalue[k][minfields.low] === 0 ?
// cur_min[minfields.low] : minvalue[k][minfields.low];
// cur_min[minfields.close] = minvalue[k][minfields.close];
// } else {
// cur_min[minfields.open] = minvalue[k][minfields.open];
// cur_min[minfields.high] = minvalue[k][minfields.high];
// cur_min[minfields.low] = minvalue[k][minfields.low];
// cur_min[minfields.close] = minvalue[k][minfields.close];
// hasData = true;
// }
// }
// } // for i
// if (hasData) {
// cur_min[minfields.vol] = minvalue[minvalue.length - 1][minfields.vol] - base_vol;
// cur_min[minfields.money] = minvalue[minvalue.length - 1][minfields.money] - base_money;
// cur_min[minfields.time] = fromIndexToTradeTime(stopIdx, this.tradetime, this.tradeDate);
// out.push(copyArrayOfDeep(cur_min));
// // alert('4:'+out.toString());
// }
// return out;
// }
// 按rate率压缩日线和分钟数据，因为界面显示原因，可能会存在2日...7日等合并的线
/**
* get zip day
* @export
* @param {Array} daydata
* @param {Number} rate
* @return {Array}
*/
export function getZipDay (daydata, rate) {
if (rate < 1) return daydata
const out = []
const zipday = []
let count = 0
const field = FIELD_DAY
for (let k = 0; k < daydata.length; k++) {
if (count === 0) {
zipday[field.open] = daydata[k][field.open]
zipday[field.high] = daydata[k][field.high]
zipday[field.low] = daydata[k][field.low]
zipday[field.close] = daydata[k][field.close]
zipday[field.vol] = daydata[k][field.vol]
zipday[field.money] = daydata[k][field.money]
count = 1
} else {
zipday[field.high] = zipday[field.high] > daydata[k][field.high]
? zipday[field.high] : daydata[k][field.high]
zipday[field.low] = zipday[field.low] < daydata[k][field.low] || daydata[k][field.low] === 0
? zipday[field.low] : daydata[k][field.low]
zipday[field.close] = daydata[k][field.close]
zipday[field.vol] += daydata[k][field.vol]
zipday[field.money] += daydata[k][field.money]
count++
if (count >= rate) {
zipday[field.time] = daydata[k][field.time]
out.push(copyArrayOfDeep(zipday))
count = 0
}
}
} // for i
if (count > 0) {
zipday[field.time] = daydata[daydata.length - 1][field.time]
out.push(copyArrayOfDeep(zipday))
}
return out
}
// 日线到周线
/**
* convert day data to week data
* @export
* @param {Array} daydata
* @return {Array}
*/
export function matchDayToWeek (daydata) {
const out = []
const zipday = []
const field = FIELD_DAY
let isBegin = true
for (let k = 0; k < daydata.length; k++) {
if (isBegin) {
zipday[field.open] = daydata[k][field.open]
zipday[field.high] = daydata[k][field.high]
zipday[field.low] = daydata[k][field.low]
isBegin = false
} else {
zipday[field.high] = zipday[field.high] > daydata[k][field.high]
? zipday[field.high] : daydata[k][field.high]
zipday[field.low] = zipday[field.low] < daydata[k][field.low] || daydata[k][field.low] === 0
? zipday[field.low] : daydata[k][field.low]
}
zipday[field.close] = daydata[k][field.close]
zipday[field.vol] = daydata[k][field.vol]
zipday[field.money] = daydata[k][field.money]
// 周五 or 下一个日期跨越一周
const week = getDayWeek(daydata[k][field.time])
if (k >= daydata.length - 1 || week === 5 ||
(getDayGap(daydata[k][field.time], daydata[k + 1][field.time]) + week > 7)) {
zipday[field.time] = daydata[k][field.time]
out.push(copyArrayOfDeep(zipday))
isBegin = true
}
} // for i
if (!isBegin) {
zipday[field.time] = daydata[daydata.length - 1][field.time]
out.push(copyArrayOfDeep(zipday))
}
return out
}
// 日线到月线
/**
* convert day data to month data
* @export
* @param {Array} daydata
* @return {Array}
*/
export function matchDayToMon (daydata) {
let month
const out = []
const zipday = []
const field = FIELD_DAY
let isBegin = true
for (let k = 0; k < daydata.length; k++) {
if (isBegin) {
zipday[field.open] = daydata[k][field.open]
zipday[field.high] = daydata[k][field.high]
zipday[field.low] = daydata[k][field.low]
month = getDayMon(daydata[k][field.time])
isBegin = false
} else {
zipday[field.high] = zipday[field.high] > daydata[k][field.high]
? zipday[field.high] : daydata[k][field.high]
zipday[field.low] = zipday[field.low] < daydata[k][field.low] || daydata[k][field.low] === 0
? zipday[field.low] : daydata[k][field.low]
}
zipday[field.close] = daydata[k][field.close]
zipday[field.vol] = daydata[k][field.vol]
zipday[field.money] = daydata[k][field.money]
if (k >= daydata.length - 1 || getDayMon(daydata[k + 1][field.time]) !== month) {
zipday[field.time] = daydata[k][field.time]
out.push(copyArrayOfDeep(zipday))
isBegin = true
}
} // for i
if (!isBegin) {
zipday[field.time] = daydata[daydata.length - 1][field.time]
out.push(copyArrayOfDeep(zipday))
}
return out
}
// 求交易时间的总共分钟数 [{begin:930,end:1130},{...}]
/**
* get minute count
* @export
* @param {Number} tradetime
* @return {Number}
*/
export function getMinuteCount (tradetime) { // time_t
let mincount = 0
if (tradetime === undefined) return 240
for (let i = 0; i < tradetime.length; i++) {
mincount += getMinuteGap(tradetime[i].begin, tradetime[i].end)
}
return mincount
}
// 根据交易时间把time_t返回一个顺序值 time_t --> 0..239 -1表示没有非交易时间
/**
* convert time t to trade time
* @export
* @param {Number} ttime
* @param {Number} tradetime
* @return {Number}
*/
export function fromTradeTimeToIndex (ttime, tradetime) { // time_t 返回０－２３９
const minute = getMinute(ttime)
let nowmin = 0
let index = -1
for (let i = 0; i < tradetime.length; i++) {
// 9:31:00--11:29:59 13:01:00--14:59:59
if (minute > tradetime[i].begin && minute < tradetime[i].end) {
index = nowmin + getMinuteGap(tradetime[i].begin, minute)
break
}
if (minute <= tradetime[i].begin && i === 0) { // 8:00:00---9:30:59秒前都=0
return 0
}
if (minute <= tradetime[i].begin && (minute > getMinuteOffset(tradetime[i].begin, -5))) { // 12:55:59--13:00:59秒
return nowmin
}
nowmin += getMinuteGap(tradetime[i].begin, tradetime[i].end)
if (minute >= tradetime[i].end && i === tradetime.length - 1) { // 15:00:00秒后
return nowmin - 1
}
if (minute >= tradetime[i].end && (minute < getMinuteOffset(tradetime[i].end, 5))) { // 11:30:00--11:34:59秒
return nowmin - 1
}
}
return index
}
// 根据交易时间把0..239 转换为 time_t; 0 表示没有非交易时间
/**
* convert index to trade time
* @export
* @param {Number} tindex
* @param {Number} tradetime
* @param {Number} tradeDate
* @return {Number}
*/
export function fromIndexToTradeTime (tindex, tradetime, tradeDate) {
let index = tindex
let offset = 0
let nowmin = 0
for (let i = 0; i < tradetime.length; i++) {
nowmin = getMinuteGap(tradetime[i].begin, tradetime[i].end)
if (index < nowmin) {
offset = getMinuteOffset(tradetime[i].begin, index + 1)
const ttime = new Date(
Math.floor(tradeDate / 10000),
Math.floor(tradeDate % 10000 / 100) - 1,
tradeDate % 100,
Math.floor(offset / 100), offset % 100, 0)
return Math.floor(ttime / 1000)
}
index -= nowmin
}
return 0
}
/**
* out put 5 day
*
* @export
* @param {Object} source
* @param {Number} tradetime
* @return {Array}
*/
// export function outputMDay (source, tradetime) {
// const out = {
// key: 'MDAY',
// fields: FIELD_MDAY,
// value: []
// }
// if (source.length < 1) return out
// let idx
// let count = 0
// let vol = 0
// let money = 0
// let curDate = 0
// const daymins = getMinuteCount(tradetime)
// for (idx = 0; idx < source.length; idx++) {
// if (curDate !== getDate(source[idx][FIELD_TICK.time])) {
// curDate = getDate(source[idx][FIELD_TICK.time])
// count++
// vol = 0
// money = 0
// }
// vol += source[idx][FIELD_TICK.vol]
// money += source[idx][FIELD_TICK.close] * source[idx][FIELD_TICK.vol]
// let index = fromTradeTimeToIndex(source[idx][FIELD_TICK.time], tradetime)
// index += (count - 1) * daymins
// out.value.push([index, source[idx][FIELD_TICK.close], source[idx][FIELD_TICK.vol], money / vol])
// }
// return out
// }