private MarketRow GetMarketRow(BondFuturesEODPriceRow row)
{
// TODO:
MarketRow market = new MarketRow();
//market.Idx;
market.Trade_Date = row.TRADE_DT;
market.Security_Id = this.ConvertSecurityId(row.S_INFO_WINDCODE);
//market.Last_Price = ;
market.Change_Rate = row.S_DQ_CHANGE;
market.Volume = row.S_DQ_VOLUME;
//market.Trade_Count;
market.Turn_Over = row.S_DQ_AMOUNT;
//market.Pre_Close_Price;
//market.Pre_Open_Interest;
market.Pre_Settlement_Price = row.S_DQ_PRESETTLE;
market.Open_Price = row.S_DQ_OPEN;
market.Highest_Price = row.S_DQ_HIGH;
market.Lowerst_Price = row.S_DQ_LOW;
market.Close_Price = row.S_DQ_CLOSE;
market.Open_Interest = row.S_DQ_OI;
market.Settlement_Price = row.S_DQ_SETTLE;
//market.Up_Limit_Price;
//market.Lower_Limit_Price;
//market.Currency;
//market.Epsilon;
//market.Multiplier;
//market.Rule;
//market.Ipov;
//market.Ytm;
//market.Syl1;
//market.Syl2;
//market.Pre_Delta;
//market.Curr_Delta;
//market.Avg_Price;
//market.Sys_Update_Time;
//market.Update_Time;
return market;
}
protected BondFuturesEODPriceRow GetBondFuturesEODPriceRow(DbDataReader reader)
{
BondFuturesEODPriceRow row = new BondFuturesEODPriceRow();
row.OBJECT_ID = this.GetString(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_OBJECT_ID)));
row.S_INFO_WINDCODE = this.GetString(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_INFO_WINDCODE)));
row.TRADE_DT = this.GetString(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_TRADE_DT)));
row.S_DQ_PRESETTLE = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_PRESETTLE)));
row.S_DQ_OPEN = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_OPEN)));
row.S_DQ_HIGH = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_HIGH)));
row.S_DQ_LOW = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_LOW)));
row.S_DQ_CLOSE = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_CLOSE)));
row.S_DQ_SETTLE = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_SETTLE)));
row.S_DQ_VOLUME = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_VOLUME)));
row.S_DQ_AMOUNT = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_AMOUNT)));
row.S_DQ_OI = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_OI)));
row.S_DQ_CHANGE = this.GetDouble(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_S_DQ_CHANGE)));
row.OPDATE = this.GetDateTime(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_OPDATE)));
row.OPMODE = this.GetString(reader.GetValue(reader.GetOrdinal(BondFuturesEODPriceRow.C_OPMODE)));
return row;
}