public WarningEntity(DataModel.MarketData md, WarningFormulaOne formula)
{
this.MData = md;
this.wFormula = formula;
if (!Program.MatchedDataCache[formula.ID].ContainsKey(md.Code))
{
Program.MatchedDataCache[formula.ID].TryAdd(md.Code, new MarketDataExtend(md));
}
//if (!Program.MatchedCountCache.ContainsKey(this.wFormula.ID))
//{
// Program.MatchedCountCache.TryAdd(wFormula.ID, new ConcurrentDictionary<string, int>());
//}
//if (Program.MatchedCountCache[wFormula.ID].ContainsKey(MData.Code))
//{
// Program.MatchedCountCache[wFormula.ID][MData.Code] += 1;
//}
//else
//{
// Program.MatchedCountCache[wFormula.ID].TryAdd(MData.Code, 1);
//}
//this.WarningCount = Program.MatchedCountCache[wFormula.ID][MData.Code];
this.WarningCount = Program.MatchedDataCache[this.wFormula.ID][md.Code].Count;
}
} //码表缓存
public string AnnouncementMsg(DataModel.MarketData md)
{
string compareMsg = " " + CommonUtils.CompareString(CompareTypeInfo) + " ";
var msg = string.Format("{0}({1}) - {2}({3}){4}{5}({6}) {7} {8}",
FirstSetting.Description,
FirstSetting.GetValue(md),
SecondSetting.Description,
SecondSetting.GetValue(md),
compareMsg,
ThirdSetting.Description,
ThirdSetting.GetValue(md),
ParamCalType.CalculateString(),
Param);
return(string.Format(" {0}:{1}", md.Code, msg));
}
public void RefreshData(DataModel.MarketData md)
{
MData = md;
this.Time = DateTime.Parse(md.Time.DateTimeFormat());
this.Count++;
}
public MarketDataExtend(DataModel.MarketData md)
{
MData = md;
this.Time = DateTime.Parse(md.Time.DateTimeFormat());
this.Count = 1;
}
public WarningEntity GetWarning(DataModel.MarketData md)
{
return(new WarningEntity(md, this));
}
//价差值
public decimal GetSubValue(DataModel.MarketData md)
{
return(Math.Abs(FirstSetting.GetValue(md) - SecondSetting.GetValue(md)));
}
public decimal GetValue(DataModel.MarketData md)
{
return(Math.Round(((decimal)(Direction == 0 ? md.BidPrice[Index] : md.AskPrice[Index])) / 10000, 2));
}
public bool Match(DataModel.MarketData md)
{
if (!IsSubAll && !this.CodeList.Contains(md.Code))
{
return(false);
}
//if (CodeList.Contains(md.Code))
//{
// Program.logger.LogRunning("检测到预警列表中的数据" + md.Code + md.Time);
//}
var dt = md.Time.DateTimeFormat();
DateTime mdTime;
if (DateTime.TryParse(dt, out mdTime) && (DateTime.Now - mdTime).TotalMinutes > 5)
{
return(false);
}
if (Program.MatchedDataCache.ContainsKey(this.ID))
{
if (Program.MatchedDataCache[this.ID].ContainsKey(md.Code))
{
if ((decimal)(mdTime - Program.MatchedDataCache[this.ID][md.Code].Time).TotalSeconds < Frequency)
{
return(false);
}
}
}
else
{
Program.MatchedDataCache.TryAdd(this.ID, new ConcurrentDictionary <string, MarketDataExtend>());
}
if (FirstSetting.GetValue(md) == 0 || SecondSetting.GetValue(md) == 0 || ThirdSetting.GetValue(md) == 0)
{
return(false);
}
bool isMatch = false;
var leftCompareValue = FirstSetting.GetValue(md) - SecondSetting.GetValue(md);
var rightCompareValue = ParamCalType.Calculate(ThirdSetting.GetValue(md), Param);
switch (CompareTypeInfo)
{
case CompareType.More:
isMatch = leftCompareValue > rightCompareValue;
break;
case CompareType.MoreOrEqual:
isMatch = leftCompareValue >= rightCompareValue;
break;
case CompareType.Less:
isMatch = leftCompareValue < rightCompareValue;
break;
case CompareType.LessOrEqual:
isMatch = leftCompareValue <= rightCompareValue;
break;
}
if (isMatch)
{
//匹配，则刷新预警次数，及预警列表。
if (!Program.Warnings.ContainsKey(this.ID))
{
Program.Warnings.TryAdd(this.ID, new ConcurrentQueue <WarningEntity>());
}
Program.Warnings[this.ID].Enqueue(this.GetWarning(md));
if (Program.MatchedDataCache[this.ID].ContainsKey(md.Code))
{
Program.MatchedDataCache[ID][md.Code].RefreshData(md);
}
else
{
Program.MatchedDataCache[this.ID].TryAdd(md.Code, new MarketDataExtend(md));
}
}
//无论是否有预警信息，肯定刷新市场缓存。
return(isMatch);
}
