internal Queue <DateTime> CreateRealtimePeriods(DateTime today)
{
DateTime cFrom = today;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(__cDataRequest.Exchange);
AbstractProductProperty cProperty = cExchange.GetProperty(__cDataRequest.Symbol);
IContractTime cContractTime = cProperty.ContractRule as IContractTime;
DateTime cExpiration = DateTime.MinValue;
if (cContractTime == null)
{
cExpiration = today.AddDays(2);
}
else
{
ContractTime cContract = cContractTime.GetContractTime(today);
cExpiration = cContract.MaturityDate;
}
ESymbolCategory cCategory = __cSettings.ASymbolInfo2.Category;
if ((cCategory == ESymbolCategory.Future || cCategory == ESymbolCategory.IndexOption || cCategory == ESymbolCategory.StockOption || cCategory == ESymbolCategory.FutureOption || cCategory == ESymbolCategory.FutureRolover) && ConvertParameter.強制今日為期權到期日)
{
cExpiration = new DateTime(today.Year, today.Month, today.Day, cExpiration.Hour, cExpiration.Minute, cExpiration.Second);
}
if (__cDataRequest.Resolution.TotalSeconds == Resolution.MAX_BASE_TOTALSECONDS)
{
cFrom = today.AddDays(-1);
}
__cTimeQueue = __cDataRequest.Resolution.CalculateRealtimePeriods(this.LastBarTime, today, cExpiration);
return(__cTimeQueue);
}
internal _QuoteInfo(string exchangeName, string dataSource, string symbolId, string symbolName, double price)
{
this.SymbolId = symbolId;
this.SymbolName = symbolName;
this.DataSource = dataSource;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(exchangeName);
AbstractProductProperty cProperty = cExchange.GetProperty(symbolId, dataSource);
IPriceScale cPriceScale = null;
if (cProperty != null)
{
cPriceScale = cProperty.PriceScaleRule as IPriceScale;
}
double[] dScales = new double[] { 1, 1 };
if (cPriceScale != null)
{
dScales = cPriceScale.GetPriceScale(price);
}
string sScale = dScales[0].ToString();
int iIndex = sScale.IndexOf('.');
if (iIndex > -1)
{
__iDecimals = sScale.Length - iIndex - 1;
}
}
internal frmProductRuleSettings(string exchangeName, ERuleType ruleType, AbstractProductProperty property)
{
InitializeComponent();
__cRuleType = ruleType;
__cProperty = property;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(exchangeName);
__cRules = cExchange.GetRuleItems(ruleType);
}
private void CreateIndexOptions(DateTime date)
{
if (logger.IsInfoEnabled)
{
logger.Info("開始轉換指數型選擇權資料...");
}
List <string> cStocks = __cExchange.GetProductClassify(ESymbolCategory.IndexOption);
foreach (string sStock in cStocks)
{
int iIndex = sStock.LastIndexOf(".");
if (iIndex > -1)
{
iIndex -= 2;
if (sStock[iIndex] >= 'A')
{
continue; //沒有轉換代號的選擇權全部都不要轉換
}
}
AbstractProductProperty cProperty = __cExchange.GetProperty(sStock, "Mitake");
if (cProperty != null)
{
IQuote cQuote = MitakeStorage.Storage.GetQuote(sStock);
if (cQuote != null)
{
SeriesSymbolData cMSeries = CreateSeries(sStock, EResolution.Minute, date);
SeriesSymbolData cDSeries = CreateSeries(sStock, EResolution.Day, date);
int iLast = cQuote.TickCount - 1;
if (iLast >= 0)
{
for (int i = iLast; i >= 0; i--)
{
ITick cTick = cQuote.GetTick(i);
if (cTick != null)
{
cMSeries.Merge(cTick);
cDSeries.Merge(cTick);
}
}
FileAdapter cAdapter = new FileAdapter(Settings.GlobalSettings.Settings.DataPath, false);
cAdapter.Write(cMSeries);
cAdapter.Write(cDSeries);
System.Console.Write("Convert... {0} ", sStock);
System.Console.CursorLeft = 0;
}
}
}
}
}
/// <summary>
/// 設定 Instrument 資訊
/// </summary>
/// <param name="bars">Instrument 類別</param>
/// <param name="data_stream">資料串流編號</param>
public override void SetInstrument(Instrument bars, int data_stream) {
base.SetInstrument(bars, data_stream);
string sDecimal = Bars.Info.PriceScale.ToString(); //取得價格座標並轉換成字串
int iIndex = sDecimal.IndexOf(".") + 1; //搜尋小數點位數
if (iIndex > 0) {
__iDecimalPoint = sDecimal.Length - iIndex; //計算小數位數
}
__cProperty = (Bars.Info as InstrumentSettings).Property; //取得商品屬性
__cCurrentPosition.SetBigPointValue(__cProperty.BigPointValue); //設定每一大點的交易金額
}
private void LoadProducts(string dataSource)
{
List <AbstractExchange> cExchanges = ProductManager.Manager.Exchanges;
int iCount = cExchanges.Count;
if (iCount > 0)
{
for (int i = 0; i < iCount; i++)
{
AbstractExchange cExchange = cExchanges[i];
int iIndex = 0;
string sExchangeName = cExchange.ShortName;
ESymbolCategory[] cCategorys = Enum.GetValues(typeof(ESymbolCategory)) as ESymbolCategory[];
foreach (ESymbolCategory cCategory in cCategorys)
{
List <string> cSymbols = cExchange.GetProductClassify(cCategory);
if (cSymbols != null && cSymbols.Count > 0)
{
++iIndex;
tabControl_Products.TabPages.Add(cCategory.ToString());
if (iIndex == __cSources.Count)
{
SimpleBoundList <_ProductInfo> cList = new SimpleBoundList <_ProductInfo>(cSymbols.Count);
cList.AllowSort = true;
cList.SetComparers(__cComparison);
__cSources.Add(cList);
}
foreach (string sSymbolId in cSymbols)
{
AbstractProductProperty cProperty = cExchange.GetProperty(sSymbolId, dataSource);
if (cProperty != null)
{
_ProductInfo cProductInfo = new _ProductInfo()
{
ProductId = sSymbolId,
Description = cProperty.Description,
ExchangeName = sExchangeName
};
__cSources[0].Add(cProductInfo);
__cSources[iIndex].Add(cProductInfo);
}
}
}
}
}
}
}
private void RefreshSymbolCategorys(string exchangeName, ESymbolCategory category)
{
AbstractExchange cExchange = ProductManager.Manager.GetExchange(exchangeName);
List <string> cSymbols = cExchange.GetProductClassify(category);
__cAllData.Clear();
__cBasicData.Clear();
__cCustomData.Clear();
int iCount = cSymbols.Count;
int iSourceCount = __cDataSources.Count;
for (int i = 0; i < iCount; i++)
{
string sSymbol = cSymbols[i];
Product cProduct = cExchange.GetProduct(sSymbol);
AbstractProductProperty cBaseProperty = cExchange.GetProperty(sSymbol);
_ProductInfo cBasicInfo = CreateProductInfo(exchangeName, null, cProduct, cBaseProperty);
__cAllData.Add(cBasicInfo);
if (cBaseProperty != null)
{
__cBasicData.Add(cBasicInfo);
for (int j = 0; j < iSourceCount; j++)
{
string sDataSource = __cDataSources[j];
AbstractProductProperty cProperty = cExchange.GetProperty(sSymbol, sDataSource);
if (cProperty != cBaseProperty)
{
_ProductInfo cProductInfo = CreateProductInfo(exchangeName, sDataSource, cProduct, cProperty);
__cAllData.Add(cProductInfo);
__cCustomData.Add(cProductInfo);
}
}
}
}
source.Refresh();
if (__cSortRangeRowEvent != null)
{
this.dataGrid.SortRangeRows(__cSortRangeRowEvent.Range, __cSortRangeRowEvent.KeyColumn, __cSortRangeRowEvent.Ascending, __cSortRangeRowEvent.CellComparer);
}
}
internal void SetParameters(string exchangeName, string dataSource, Product product, AbstractProductProperty property)
{
__sExchangeName = exchangeName;
__sDataSource = dataSource;
__cProduct = product;
__cProperty = property;
//設定保證金資訊
sourceCautions = new SimpleBoundList <CautionMoney>(__cProperty.CautionMoneys);
sourceCautions.AllowNew = true;
sourceCautions.AllowEdit = true;
sourceCautions.AllowDelete = true;
//設定開收盤時間
sourceSessions = new SimpleBoundList <SessionObject>(__cProperty.Sessions);
sourceSessions.AllowNew = true;
sourceSessions.AllowEdit = true;
sourceSessions.AllowDelete = true;
}
private void btnOk_Click(object sender, EventArgs e)
{
string sSymbolId = txtProductId.Text;
if (sSymbolId.Length == 0) //如果沒有輸入商品代號就離開
{
return;
}
__sExchangeName = comboExchange.Text;
string sCommodityId = txtCommodity.Text;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(__sExchangeName);
__cProduct = cExchange.GetProduct(sSymbolId);
if (__cProduct == null)
{
string sProductName = txtProductName.Text;
ESymbolCategory cCategory = (ESymbolCategory)Enum.Parse(typeof(ESymbolCategory), comboCategory.Text);
__cProduct = new Product();
__cProduct.SymbolId = sSymbolId;
__cProduct.SymbolName = sProductName;
__cProduct.Category = cCategory;
if (sCommodityId.Length > 0)
{
__cProduct.CommodityId = sCommodityId;
}
cExchange.AddProduct(__cProduct);
}
sSymbolId = __cProduct.SymbolId;
__sDataSource = comboDataSource.Text;
__sDataSource = (__sDataSource.Length == 0) ? null : __sDataSource;
string sCommodity = (sCommodityId.Length == 0) ? sSymbolId : sCommodityId;
cExchange.AddProperty(sCommodity, __sDataSource);
__cProperty = cExchange.GetProperty(sSymbolId, __sDataSource);
this.DialogResult = DialogResult.OK;
}
private static int GetContractTimeIndex(string commodityId, int year, int month, int week = 0) {
int iRet = -1;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(__sExchangeName);
AbstractProductProperty cProperty = cExchange.GetProperty(commodityId, DataSource);
if (cProperty != null) {
int iYear = __cToday.Year;
int iMod = iYear % 10;
if (iMod == 9 && year == 0) {
++iYear;
} else {
iYear = (iYear - iMod) + year;
}
int iDay = __cToday.Day;
int iDays = DateTime.DaysInMonth(iYear, month); //取得該月份的最大天數
DateTime cContract = DateTime.MinValue;
if (commodityId[2] == 'W') { //如果是週商品(期權)
int iFirstWeek = (int) new DateTime(iYear, month, 1).DayOfWeek;
int iFirstWedDay = (7 - iFirstWeek > 3) ? 4 - iFirstWeek : 11 - iFirstWeek;
int iWeekDay = iFirstWedDay + (week - 1) * 7;
if (iDay > iWeekDay) { //如果今日日期 > 週商品結算日
return -1; //返回 -1 (表示此週商品已經過期)
}
iWeekDay = (iWeekDay > iDays) ? iDays : iDay;
cContract = new DateTime(iYear, month, iWeekDay);
} else {
iDay = ((iDay > iDays) ? iDays : iDay); //如果傳進來的月份為商品代號上的月份代碼轉換的, 就必須注意是否超過此月份的最大天數, 如果超過就需要修正
cContract = new DateTime(iYear, month, iDay);
}
IContractTime cRule = cProperty.ContractRule as IContractTime;
if (cRule != null) {
ContractTime cContractTimes = cRule.GetContractTime(cContract);
iRet = cContractTimes.Id;
}
}
return iRet;
}
internal static void Convert(DateTime date, bool isDownload = true)
{
string[] sData = LoadRPT(date, isDownload);
if (sData == null)
{
return;
}
double dVolume = 0;
bool bConvert = false;
string sEDate = string.Empty;
string sOSymbolId = string.Empty;
string sDate = date.ToString("yyyyMMdd");
SeriesSymbolData cMSeries = null, cDSeries = null;
if (logger.IsInfoEnabled)
{
logger.Info("[Convert] 開始轉換期交所的期貨資訊...");
}
int iLength = sData.Length;
for (int i = 1; i < iLength; i++)
{
string[] sItems = sData[i].Split(',');
if (sItems.Length == 9)
{
string sFutureDate = sItems[0].Trim();
if (!sFutureDate.Equals(sDate)) //檢查日期是否為欲轉換的日期
{
continue;
}
string sSymbolId = sItems[1].Trim();
if (!sSymbolId.Equals(sOSymbolId))
{
if (bConvert)
{
FileAdapter cAdapter = new FileAdapter(Settings.GlobalSettings.Settings.DataPath, false);
cAdapter.Write(cMSeries);
cAdapter.Write(cDSeries);
}
dVolume = 0;
sOSymbolId = sSymbolId;
string sTWSymbolId = null;
bConvert = cTargetSymbols.TryGetValue(sSymbolId, out sTWSymbolId);
if (bConvert)
{
cMSeries = CreateSeries(sTWSymbolId, EResolution.Minute, date);
cDSeries = CreateSeries(sTWSymbolId, EResolution.Day, date);
if (ConvertParameter.強制今日為期權到期日)
{
sEDate = DateTime.Now.Year.ToString() + ConvertParameter.自訂期權合約月份.ToString("0#");
}
else
{
AbstractExchange cExchange = ProductManager.Manager.GetExchange("TWSE");
AbstractProductProperty cProperty = cExchange.GetProperty(sTWSymbolId);
IContractTime cContractTime = cProperty.ContractRule as IContractTime;
ContractTime cContract = cContractTime.GetContractTime(date);
sEDate = cContract.MaturityDate.ToString("yyyyMM");
}
}
}
if (bConvert)
{
string sEndDate = sItems[2].Trim();
if (sEndDate.Length == 6 && sEndDate.Equals(sEDate))
{
Tick cTick = new Tick();
cTick.Time = DateTimeParser.Parse(sItems[0], sItems[3]);
cTick.Price = double.Parse(sItems[4]);
cTick.Single = double.Parse(sItems[5]) / 2; //Buy + Sell(需要除以2)
dVolume += cTick.Single;
cTick.Volume = dVolume;
cMSeries.Merge(cTick);
cDSeries.Merge(cTick);
}
}
}
}
if (bConvert)
{
FileAdapter cAdapter = new FileAdapter(Settings.GlobalSettings.Settings.DataPath, false);
cAdapter.Write(cMSeries);
cAdapter.Write(cDSeries);
}
}
private void toolItem_Modify_Click(object sender, EventArgs e)
{
ToolStripButton cButton = sender as ToolStripButton;
int iIndex = int.Parse(cButton.Tag as string);
string sExchange = null;
string sDataSource = null;
Product cProduct = null;
AbstractProductProperty cProperty = null;
switch (iIndex)
{
case 1: //新增
frmCreateProduct frmCreateProduct = new frmCreateProduct();
DialogResult cResult = frmCreateProduct.ShowDialog();
if (cResult == DialogResult.OK)
{
sDataSource = frmCreateProduct.DataSource;
sExchange = frmCreateProduct.ExchangeName;
cProduct = frmCreateProduct.Product;
cProperty = frmCreateProduct.Property;
ESymbolCategory cCategory = cProduct.Category;
RefreshCategoryNode(sExchange, cCategory); //更新樹狀結構
RefreshSymbolCategorys(sExchange, cCategory); //更新表格
}
break;
case 2: //修改
case 3: //刪除
if (dataGrid.SelectedDataRows.Length > 0)
{
object oData = dataGrid.SelectedDataRows[0];
if (oData != null)
{
_ProductInfo cProductInfo = oData as _ProductInfo;
string sSymbolId = cProductInfo.ProductId;
sExchange = cProductInfo.ExchangeName;
sDataSource = cProductInfo.DataSource;
sDataSource = (sDataSource.Length == 0) ? null : sDataSource;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(sExchange);
cProduct = cExchange.GetProduct(sSymbolId);
if (iIndex == 2) //修改動作
{
cProperty = cExchange.GetProperty(sSymbolId, sDataSource);
}
else //刪除動作
{
bool bDeleteProperty = sDataSource != null;
if (!bDeleteProperty)
{
DialogResult cDeleteResult = MessageBox.Show(__sMessageContent_001, __sMessageHeader_001, MessageBoxButtons.YesNo, MessageBoxIcon.Question);
bDeleteProperty |= cDeleteResult == DialogResult.Yes;
}
if (bDeleteProperty)
{
DialogResult cDeleteResult = MessageBox.Show(__sMessageContent_002, __sMessageHeader_002, MessageBoxButtons.YesNo, MessageBoxIcon.Question);
if (cDeleteResult == DialogResult.Yes)
{
cExchange.RemoveProperty(sSymbolId, sDataSource); //要先移除屬性設定(因為屬性會從 Product 結構取得商品資訊, 所以要先移除屬性設定)
}
if (sDataSource == null) //如果資料報價來源是 null 才可以移除商品(如果為 null 會詢問使用者是否要刪除)
{
cExchange.RemoveProduct(sSymbolId);
}
ESymbolCategory cCategory = cProduct.Category;
RefreshCategoryNode(sExchange, cCategory); //更新樹狀結構
RefreshSymbolCategorys(sExchange, cCategory); //更新表格
}
return;
}
}
}
break;
}
if (cProduct != null && cProperty != null)
{
frmProductPropertySettings frmProductPropertySettings = new frmProductPropertySettings();
frmProductPropertySettings.SetParameters(sExchange, sDataSource, cProduct, cProperty.Clone());
DialogResult cResult = frmProductPropertySettings.ShowDialog();
if (cResult == DialogResult.OK)
{
string sExchangeName = __cSelectedNode.Parent.Text;
ESymbolCategory cCategory = (ESymbolCategory)__cSelectedNode.Tag;
RefreshSymbolCategorys(sExchangeName, cCategory); //更新表格
}
}
}
private static _ProductInfo CreateProductInfo(string exchangeName, string dataSource, Product product, AbstractProductProperty property)
{
_ProductInfo cProductInfo = new _ProductInfo()
{
CommodityId = (property == null) ? string.Empty : property.CommodityId,
Description = (property == null) ? string.Empty : property.Description,
DataSource = (dataSource == null) ? string.Empty : dataSource,
ExchangeName = exchangeName,
ProductId = product.SymbolId,
ProductName = product.SymbolName
};
return(cProductInfo);
}
