static void Main(string[] args)
{
mysql connection = new mysql();
MySqlConnection conn = connection.conn;
// DataTable PriceTable = GetPrice.GetFuturesPrice.getFuturesPrice4Ticker(tickerHead: "ED", conn: conn,
// dateTimeFrom: new DateTime(2016, 8, 2), dateTimeTo: new DateTime(2016, 8, 2));
// DateTime DateTimeFrom = new DateTime(2016,10,1);
// DateTime DateTimeTo = new DateTime(2017,2,1);
// Worked perfectly on September 12th and 13th
DataTable DeltaStrategyTable = (from x in StrategyTable.AsEnumerable()
where x.Field <string>("StrategyClass").Contains("delta")
select x).CopyToDataTable();
string alias = "LCG17Z16VCS";
List <string> HedgeNotes = TA.StrategyHedger.HedgeStrategyAgainstDelta(alias: alias, deltaAlias: "delta_jul16", conn: conn);
string instrument = "options";
Console.WriteLine("Emre");
}
public static void UpdateStrategy(string strategyTableString)
{
System.Diagnostics.Debug.WriteLine("-------------启动策略更新！-------------");
StrategyTable strategyTable = JsonConvert.DeserializeObject <StrategyTable>(strategyTableString);
if (strategyTable == null)
{
return;
}
foreach (var strategy in strategyTable.StrategyList)
{
if (_strategyTable.Keys.Contains(strategy.SN))
{
var findResult = _strategyTable[strategy.SN].Find(s => s.Type == strategy.Type);
if (findResult == null)
{
_strategyTable[strategy.SN].Add(strategy);
}
else
{
_strategyTable[strategy.SN].Remove(findResult);
_strategyTable[strategy.SN].Add(strategy);
}
}
else
{
_strategyTable.Add(strategy.SN, new List <Strategy> {
strategy
});
}
}
System.Diagnostics.Debug.WriteLine("-------------完成策略更新！-------------");
}
public bool Save()
{
StrategyTable sTable = new StrategyTable();
sTable.StrategyList = new List <Strategy>();
List <Strategy> smokeList = GetSmokeStrategy(_smokeStrategyList);
if (smokeList.Count != 0)
{
sTable.StrategyList.AddRange(smokeList);
}
List <Strategy> temList = GetTemperatureStrategy(_temStrategyList);
if (temList.Count != 0)
{
sTable.StrategyList.AddRange(temList);
}
return(MonitorAllConfig.Instance().SaveStrategyCofig(sTable, _selectedScreenSN));
}
public bool UpdateStrategy(StrategyTable strategy)
{
string serializeStr = JsonConvert.SerializeObject(strategy);
SetStrategy(serializeStr);
return SaveStrategy(serializeStr);
}
public bool SaveStrategyCofig(StrategyTable straTable, string sn)
{
foreach (var item in _strategyConfigDic)
{
if (sn == item.Key) continue;
straTable.StrategyList.AddRange(item.Value);
}
_fLogService.Info("开始保存策略配置...");
bool res = DataDispatcher.ClientDispatcher.Instance.UpdateStrategy(straTable);
_fLogService.Info("完成保存策略配置...");
if (res)
{
_strategyConfigDic = new Dictionary<string, List<Strategy>>();// straTable.StrategyList;
foreach (var item in straTable.StrategyList)
{
if (!_strategyConfigDic.ContainsKey(item.SN))
_strategyConfigDic.Add(item.SN, new List<Strategy>());
_strategyConfigDic[item.SN].Add(item);
}
}
return res;
}
public bool Save()
{
StrategyTable sTable = new StrategyTable();
sTable.StrategyList = new List<Strategy>();
List<Strategy> smokeList = GetSmokeStrategy(_smokeStrategyList);
if (smokeList.Count != 0) sTable.StrategyList.AddRange(smokeList);
List<Strategy> temList = GetTemperatureStrategy(_temStrategyList);
if (temList.Count != 0) sTable.StrategyList.AddRange(temList);
return MonitorAllConfig.Instance().SaveStrategyCofig(sTable, _selectedScreenSN);
}
