File size: 2,062 Bytes
61a815f | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 | use crate::models::MarketData;
/// 数据验证器
pub struct DataValidator {
}
impl DataValidator {
pub fn new() -> Self {
DataValidator {}
}
/// 验证时间是否在交易时段
pub fn validate_time(&self, time_sec: u32) -> bool {
// 转换为时分秒
let hour = time_sec / 10000;
let minute = (time_sec / 100) % 100;
let _second = time_sec % 100;
// 早盘：09:15 - 11:30
if hour == 9 && minute >= 15 {
return true;
}
if hour == 10 {
return true;
}
if hour == 11 && minute <= 30 {
return true;
}
// 午盘：13:00 - 15:00
if hour == 13 {
return true;
}
if hour == 14 {
return true;
}
if hour == 15 && minute == 0 {
return true;
}
false
}
/// 验证MarketData
pub fn validate(&self, data: &MarketData) -> bool {
// 验证时间
if !self.validate_time(data.time_sec) {
return false;
}
true
}
}
/// 过滤MarketData列表
pub fn filter_valid_data(data: Vec<MarketData>, validator: &DataValidator) -> Vec<MarketData> {
data.into_iter()
.filter(|d| validator.validate(d))
.collect()
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_validate_time() {
let validator = DataValidator::new();
// 早盘
assert!(validator.validate_time(91500)); // 09:15:00
assert!(validator.validate_time(113000)); // 11:30:00
assert!(!validator.validate_time(91400)); // 09:14:00
assert!(!validator.validate_time(113100)); // 11:31:00
// 午盘
assert!(validator.validate_time(130000)); // 13:00:00
assert!(validator.validate_time(150000)); // 15:00:00
assert!(!validator.validate_time(125900)); // 12:59:00
assert!(!validator.validate_time(150100)); // 15:01:00
}
}
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