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;
}
}
private void frmProductManager_Load(object sender, EventArgs e)
{
List <AbstractExchange> cExchanges = ProductManager.Manager.Exchanges;
int iCount = cExchanges.Count;
if (iCount > 0)
{
TreeNode cRootNode = treeExchanges.Nodes[0];
for (int i = 0; i < iCount; i++)
{
AbstractExchange cExchange = cExchanges[i];
TreeNode cTreeExchange = new TreeNode(cExchange.ShortName, 1, 1);
cTreeExchange.Name = 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)
{
string sCategory = Enum.GetName(typeof(ESymbolCategory), cCategory);
TreeNode cTreeCategory = new TreeNode(string.Format("{0}({1})", sCategory, cSymbols.Count), 2, 2);
cTreeCategory.Name = sCategory;
cTreeCategory.Tag = cCategory;
cTreeExchange.Nodes.Add(cTreeCategory);
}
}
cRootNode.Nodes.Add(cTreeExchange);
}
}
}
private void btnOK_Click(object sender, EventArgs e)
{
double dValue = 0;
if (double.TryParse(txtBigPointValue.Text, out dValue))
{
__cProperty.BigPointValue = dValue;
}
if (double.TryParse(txtDailyLimit.Text, out dValue))
{
__cProperty.DailyLimit = dValue;
}
__cProperty.Description = txtDescription.Text;
string sDataSource = comboDataSource.Text;
sDataSource = (sDataSource.Length == 0) ? null : sDataSource;
if (sDataSource == null)
{
DialogResult cResult = MessageBox.Show(__sMessageContent_001, __sMessageHeader_001, MessageBoxButtons.YesNo, MessageBoxIcon.Question);
if (cResult == DialogResult.No)
{
this.DialogResult = DialogResult.Cancel;
}
}
//變更設定值
AbstractExchange cExchange = ProductManager.Manager.GetExchange(__sExchangeName);
cExchange.AddProperty(__cProperty, sDataSource);
this.DialogResult = DialogResult.OK;
}
internal frmProductRuleSettings(string exchangeName, ERuleType ruleType, AbstractProductProperty property)
{
InitializeComponent();
__cRuleType = ruleType;
__cProperty = property;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(exchangeName);
__cRules = cExchange.GetRuleItems(ruleType);
}
/// <summary>
///
/// </summary>
/// <param name="exchange"></param>
/// <param name="localEntity"></param>
/// <param name="distantEntity"></param>
public AbstractGameExchangeAction(AbstractExchange exchange, AbstractEntity localEntity, AbstractEntity distantEntity = null)
: base(GameActionTypeEnum.EXCHANGE, localEntity)
{
DistantEntity = distantEntity;
Exchange = exchange;
Exchange.AddHandler(Entity.Dispatch);
if (DistantEntity != null)
{
Exchange.AddHandler(DistantEntity.Dispatch);
}
Entity.AddUpdatable(Exchange);
}
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);
}
}
}
}
}
}
}
/// <summary>
/// 取得交易所
/// </summary>
/// <param name="shortName">交易所簡稱</param>
/// <returns>返回值:AbstractExchange類別</returns>
public AbstractExchange GetExchange(string shortName)
{
int iIndex = 0;
AbstractExchange cExchange = null;
lock (__cKeys) {
if (__cKeys.TryGetValue(shortName, out iIndex))
{
cExchange = __cExchanges[iIndex];
}
}
return(cExchange);
}
private void Dispose(bool disposing)
{
if (!this.__bDisposed)
{
__bDisposed = true;
if (disposing)
{
__cExchange = null;
__cSymbolBuffer = null;
}
}
}
internal void AddExchange(AbstractExchange exchange)
{
string sShortName = exchange.ShortName;
lock (__cKeys) {
if (!__cKeys.ContainsKey(sShortName))
{
int iIndex = __cExchanges.Count;
__cExchanges.Add(exchange);
__cKeys.Add(sShortName, iIndex);
}
}
}
private void RefreshCategoryNode(string exchangeName, ESymbolCategory category)
{
string sCategory = Enum.GetName(typeof(ESymbolCategory), category);
TreeNode cRootNode = treeExchanges.Nodes[0];
TreeNode cExchangeNode = cRootNode.Nodes[exchangeName];
TreeNode cCategoryNode = cExchangeNode.Nodes[sCategory];
AbstractExchange cExchange = ProductManager.Manager.GetExchange(exchangeName);
List <string> cSymbols = cExchange.GetProductClassify(category);
if (cSymbols != null)
{
cCategoryNode.Text = string.Format("{0}({1})", sCategory, cSymbols.Count);
}
}
internal static void Update(DateTime date) {
__cToday = date.Date;
__cSymbolList.Clear();
__cMitakeQuoteInformations.Clear();
AbstractExchange cExchange = ProductManager.Manager.GetExchange(__sExchangeName);
cExchange.Update(date); //更新交易所商品屬性資訊
cExchange.UpdateTime = DateTime.Today.AddDays(-2); //設定為兩天前(強迫更新)
cExchange.Clear(); //如果要更新則全部清除
//新增上櫃指數(Mitake股票清單內沒有這支指數需要自行新增)
cExchange.AddProduct(MitakeSymbolManager.GetIndexSymbolInformation(9998));
//新增上市指數(Mitake股票清單內沒有這支指數需要自行新增)
cExchange.AddProduct(MitakeSymbolManager.GetIndexSymbolInformation(9999));
}
/// <summary>
/// 搜尋商品資訊
/// </summary>
/// <param name="symbolId">商品代號</param>
/// <param name="isMatch">是否需要吻合(true=商品代號需要完全吻合, false=商品代號不需要完全吻合)</param>
/// <returns>返回值:商品資訊列表</returns>
public List <ProductInformation> SearchProducts(string symbolId, bool isMatch)
{
List <ProductInformation> cProductInfos = new List <ProductInformation>(64);
int iCount = __cExchanges.Count;
for (int i = 0; i < iCount; i++)
{
AbstractExchange cExchange = __cExchanges[i];
List <Product> cProducts = cExchange.SearchProducts(symbolId, isMatch);
if (cProducts.Count > 0)
{
cProductInfos.Add(new ProductInformation(cExchange, cProducts));
}
}
return(cProductInfos);
}
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);
}
}
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 void SaveSettings()
{
DialogResult cResult = MessageBox.Show(__sMessageContent_003, __sMessageHeader_003, MessageBoxButtons.YesNo, MessageBoxIcon.Question);
if (cResult == DialogResult.Yes)
{
List <AbstractExchange> cExchanges = ProductManager.Manager.Exchanges;
int iCount = cExchanges.Count;
for (int i = 0; i < iCount; i++)
{
AbstractExchange cExchange = cExchanges[i];
cExchange.Save(); //交易所資訊儲存
cExchange.Load(); //重新讀取交易所設定值
}
MessageBox.Show(__sMessageContent_004, __sMessageHeader_004, MessageBoxButtons.OK, MessageBoxIcon.Information);
}
}
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;
}
/// <summary>
/// 讀取指定資料夾內的所有交易所模組
/// </summary>
/// <param name="exchangeDirectory">資料夾名稱</param>
public static void Load(string exchangeDirectory)
{
string[] sDllFiles = Directory.GetFiles(exchangeDirectory, "*.dll");
int iLength = sDllFiles.Length;
for (int i = 0; i < iLength; i++)
{
string sDllFile = sDllFiles[i];
string sPath = Path.GetDirectoryName(sDllFile);
string sAssembly = Path.GetFileNameWithoutExtension(sDllFile);
Assembly cAssembly = Assembly.LoadFile(Path.GetFullPath(sDllFile));
Type cType = cAssembly.GetType(sAssembly);
AbstractExchange cExchange = Activator.CreateInstance(cType) as AbstractExchange;
cExchange.Load(); //讀取資訊
cExchange.Initialize(); //初始化交易所
__current.AddExchange(cExchange);
}
}
/// <summary>
/// 從資料來源搜尋商品代號資訊
/// </summary>
/// <param name="symbolId">商品代號</param>
/// <returns>返回值:DataSourceInformation類別列表</returns>
public List <DataSourceInformation> SearchSymbolFromDataSource(string symbolId)
{
int iCount = __cQuoteServices.Count;
List <DataSourceInformation> cDataSourceInfos = new List <DataSourceInformation>(iCount);
for (int i = 0; i < iCount; i++)
{
AbstractQuoteService cQuoteService = __cQuoteServices[i];
if (cQuoteService.Storage.IsSymbolExist(symbolId))
{
AbstractExchange cExchange = ProductManager.Manager.GetExchange(cQuoteService.ExchangeName);
if (cExchange != null)
{
Product cProduct = cExchange.GetProduct(symbolId);
if (cProduct != null)
{
cDataSourceInfos.Add(new DataSourceInformation(cExchange.ShortName, cQuoteService, cProduct));
}
}
}
}
return(cDataSourceInfos);
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="exchange">交易所類別</param>
/// <param name="products">商品資訊列表</param>
public ProductInformation(AbstractExchange exchange, List <Product> products)
{
__cExchange = exchange;
__cProducts = products;
}
internal MitakeSourceAdapter()
{
__cSymbolBuffer = new ZBuffer(1048576 * 5);
__cExchange = ProductManager.Manager.GetExchange("TWSE");
}
private void StockClient_onStock(object sender, StockEvent e) {
switch (e.Header) {
case 0x4d: //Mcp命令封包回應解碼
switch (e.Type) {
case 0xf0: //訂閱完成通知回應
case 0xf1: //回補完成通知回應
int iSerial = e.Serial;
if (iSerial > 0) { //有股票流水號
IQuote cQuote = null;
switch(iSerial) {
case 9998: //OTC上櫃指數
case 9999: //TWI加權指數
cQuote = MitakeStorage.Storage.GetIndex(iSerial);
if (e.Type == 0xf1) {
(cQuote as MitakeIndex).ComplementStatus = ComplementStatus.Complemented;
}
break;
default:
cQuote = MitakeStorage.Storage.GetQuote(iSerial);
if (e.Type == 0xf1) {
(cQuote as MitakeQuote).ComplementStatus = ComplementStatus.Complemented;
}
break;
}
if (cQuote != null) {
if (e.Type == 0xf0) {
OnSubscribeCompleted(new QuoteComplementCompletedEvent(this.ExchangeName, this.DataSource, cQuote.SymbolId));
} else {
OnComplementCompleted(new QuoteComplementCompletedEvent(this.ExchangeName, this.DataSource, cQuote.SymbolId));
}
}
}
break;
case 0xf8: //股票代號回補完畢通知回應
this.IsLogin = true; //設定登入完成的旗標
if (this.IsUpdate) { //是否要更新
this.Save(); //更新報價服務器的設定值
}
string sName = this.ExchangeName;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(sName);
if (cExchange.IsUpdate) { //檢查是否需要更新交易所商品代號表
cExchange.Save(); //如果要更新則儲存更新後的結果
}
//重新訂閱股票(因為有回補新的股票代號, 所以要全部重新訂閱)
__cSubscribe = new Subscribe(); //重新建立新的訂閱陣列(登入的時候會重新傳入訂閱的股票代號, 避免期貨或選擇權換月後訂閱到舊的資訊而沒有報價)
__cSubscribe.Add(0); //先訂閱清盤資訊
AddSubscribe(new List<string>(__cSymbolIds));
if (logger.IsInfoEnabled) logger.Info("[QuoteService.Login] Login service success...");
OnLoginCompleted();
break;
}
break;
case 0x53: //股票資訊封包
switch (e.Type) {
case 0x00: //收到清盤資訊
__bReset = true; //如果收到清盤指令, 設定旗標
__bReseted = false; //將已經清盤完畢的旗標清除
ReLogin(); //重新登入伺服器
break;
case 0x31: //即時成交資訊
case 0xb1: //即時成交資訊
case 0x3e: //即時成交資訊
case 0xbe: //即時成交資訊
case 0x41: //即時成交資訊
if (sender == __cSocket) { //比較是否為即時Socket送來的資訊
IQuote cQuote = MitakeStorage.Storage.GetQuote(e.Serial);
if (cQuote != null) {
OnQuote(new QuoteEvent(this.ExchangeName, this.DataSource, cQuote));
}
}
break;
case 0x32: //大盤指數資訊
case 0x33: //大盤成交金額資訊
case 0x34: //大盤委買委賣資訊
if (sender == __cSocket) { //比較是否為即時Socket送來的資訊
IQuote cIndex = MitakeStorage.Storage.GetIndex(e.Serial);
if (cIndex != null) {
OnQuote(new QuoteEvent(this.ExchangeName, this.DataSource, cIndex));
}
}
break;
case 0x35: //即時公告資訊(三竹傳來的新聞或是公告)
MitakeNotice cNotice = Decode_S35.Decode(e.Serial, e.Source);
if (cNotice != null) {
OnNotice(new QuoteNoticeEvent(this.DataSource, cNotice));
}
break;
}
break;
}
}
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 void AddProductToExchange(MitakeSymbolInformation symbolInformation, string commodityId)
{
ESymbolCategory cCategory = ESymbolCategory.Stock;
switch (symbolInformation.市場別)
{
case 0: //集中市場
case 1: //上櫃市場
string sType = ((symbolInformation.市場別 == 0) ? "TSE" : "OTC");
commodityId = string.Format("{0}_STOCK", sType);
switch (symbolInformation.市場分類)
{
case 3: //基金
cCategory = ESymbolCategory.Spread;
commodityId = string.Format("{0}_{1}", sType, "SPREAD");
break;
case 4: //認股權證
cCategory = ESymbolCategory.Warrant;
commodityId = string.Format("{0}_{1}", sType, "WARRANT");
break;
case 9: //中央政府公債
cCategory = ESymbolCategory.Bond;
commodityId = string.Format("{0}_{1}", sType, "BOND");
break;
case 10: //富時指數(TW50)
cCategory = ESymbolCategory.Index;
commodityId = "INDEX";
break;
}
break;
case 2: //期貨市場
switch (symbolInformation.市場分類)
{
case 1: //一般期貨
case 3: //期貨股票
cCategory = ESymbolCategory.Future;
if (symbolInformation.市場分類 == 3)
{
commodityId = "STOCK_FUTURE";
}
break;
case 2: //選擇權
if (MitakeSymbolManager.IsIndexOption(commodityId))
{
cCategory = ESymbolCategory.IndexOption;
}
else
{
cCategory = ESymbolCategory.StockOption;
}
break;
}
break;
}
if (commodityId == null)
{
commodityId = "UNKNOWN";
}
string sExchangeName = MitakeSymbolManager.ExchangeName;
AbstractExchange cExchange = ProductManager.Manager.GetExchange(sExchangeName);
cExchange.AddProduct(new Product()
{
CommodityId = commodityId,
Category = cCategory,
SymbolId = symbolInformation.SymbolId,
SymbolName = symbolInformation.SymbolName
});
}
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);
}
}
