/// <summary>
/// 载入股票部分
/// </summary>
/// <param name="rootXml"></param>
private void LoadStock(XmlElement rootXml)
{
foreach (XmlNode node in rootXml)
{
#region 股票
XmlElement exElem = node as XmlElement;
if (exElem == null)
{
continue;
}
//解析交易所ID，默认时间
string exchangeId = exElem.GetAttribute(IdAttr).Trim();
List <TimeSlice> lstTimeSlice = ParseTimeSlice(exElem.GetAttribute(TradingTimeTag).Trim());
//维护股票的默认时间段
_dictDefaultStockTradingFrame.Add(exchangeId, lstTimeSlice);
TradingFrameSeries lstTradeFrames = new TradingFrameSeries();
//然后读取所有的交易所
foreach (XmlNode subNode in exElem.ChildNodes)
{
XmlElement subElem = subNode as XmlElement;
DateTime beginDay = ParseDate(subElem.GetAttribute(BeginDayTag).Trim());
List <TimeSlice> tradingFrameExch = ParseTimeSlice(subElem.GetAttribute(TradingTimeTag).Trim());
var i = 0;
for (; i < lstTradeFrames.Count; ++i)
{
if (beginDay < lstTradeFrames[i].BeginDay)
{
lstTradeFrames.Insert(i, new TradingFrame(beginDay, tradingFrameExch));
break;
}
}
if (i == lstTradeFrames.Count)
{
lstTradeFrames.Add(new TradingFrame(beginDay, tradingFrameExch));
}
//lstTradeFrames.Add(new TradingFrame(beginDay, tradingFrameExch));
}
//交易所的
_dictStockTradingFrame.Add(exchangeId, lstTradeFrames);
#endregion
}
}
/// <summary>
/// 获取最后的（当前执行的）交易时段
/// 实盘的时候调用这个方法
/// </summary>
/// <param name="market">市场</param>
/// <param name="exchangeId">交易所ID</param>
/// <param name="productId">产品ID（股票和股票期权填空）</param>
/// <returns>指定的交易时段</returns>
public List <TimeSlice> GetLastTradingFrame(EnumMarket market, string exchangeId, string productId = "")
{
TradingFrameSeries frameSeries = GetAllTradingTimeFrames(market, exchangeId, productId);
if (frameSeries != null)
{
return(frameSeries.Last.TradingTimes);
}
else
{
//没有历史数据，取其交易所的
return(GetDefaultTradingFrame(market, exchangeId));
}
}
/// <summary>
/// 给定一个交易日，获取这个交易日的交易时段
/// </summary>
/// <param name="theDate">指定交易日</param>
/// <param name="market">市场</param>
/// <param name="exchangeId">交易所ID</param>
/// <param name="productId">产品ID（股票和股票期权填空）</param>
/// <returns>指定的交易时段</returns>
public List <TimeSlice> GetTradingFrame(DateTime theDate, EnumMarket market, string exchangeId, string productId = "")
{
if (theDate == default(DateTime))
{
return(GetLastTradingFrame(market, exchangeId, productId));
}
TradingFrameSeries frameSeries = GetAllTradingTimeFrames(market, exchangeId, productId);
if (frameSeries != null)
{
List <TimeSlice> timeSlice = frameSeries.GetTradingTimes(theDate);
if (timeSlice != null)
{
return(timeSlice);
}
}
//如果找不到，则返回默认的
return(GetDefaultTradingFrame(market, exchangeId));
}
private void LoadFutureOption(XmlElement rootXml)
{
foreach (XmlNode node in rootXml)
{
#region 期货期权
XmlElement exElem = node as XmlElement;
if (exElem == null)
{
continue;
}
//解析4个交易所
//解析交易所ID，默认时间
string exchangeId = exElem.GetAttribute(IdAttr).Trim();
List <TimeSlice> lstTimeSlice = ParseTimeSlice(exElem.GetAttribute(TradingTimeTag).Trim());
//维护股票的默认时间段
_dictDefaultFutureOptionTradingFrame.Add(exchangeId, lstTimeSlice);
//然后每个交易所下面的品种都要整理出来
if (exElem.ChildNodes.Count > 0)
{
XmlNode productsNode = exElem.ChildNodes[0];
//然后读取所有的交易所
foreach (XmlNode prodNode in productsNode.ChildNodes)
{
//这里是一个品种的节点
XmlElement prodElem = prodNode as XmlElement;
string productId = prodElem.GetAttribute(IdAttr).Trim();
TradingFrameSeries lstTradeFrames = new TradingFrameSeries();
foreach (XmlNode frameNode in prodNode.ChildNodes)
{
XmlElement frameElem = frameNode as XmlElement;
if (frameElem != null && frameElem.Name == "TradingFrame")
{
DateTime beginDay = ParseDate(frameElem.GetAttribute(BeginDayTag).Trim());
List <TimeSlice> tradingFrameExch = ParseTimeSlice(frameElem.GetAttribute(TradingTimeTag).Trim());
var i = 0;
for (; i < lstTradeFrames.Count; ++i)
{
if (beginDay < lstTradeFrames[i].BeginDay)
{
lstTradeFrames.Insert(i, new TradingFrame(beginDay, tradingFrameExch));
break;
}
}
if (i == lstTradeFrames.Count)
{
lstTradeFrames.Add(new TradingFrame(beginDay, tradingFrameExch));
}
//lstTradeFrames.Add(new TradingFrame(beginDay, tradingFrameExch));
}
else if (frameElem != null && frameElem.Name == "LimitValue")
{
double limit = 0.0;
double.TryParse(frameElem.GetAttribute(UpLimit).Trim(), out limit);
_limitDictionary.Add(productId.ToLower(), limit);
}
}
_dictFutureOptionTradingFrame.Add(productId, lstTradeFrames);
}
}
#endregion
}
}
