public List <QuoteCollection> this[int month]
{
get
{
List <QuoteCollection> result = new List <QuoteCollection>();
List <QuoteCollection> quotes = Group.Values.ToList();
bool isMergeable = true;
for (int i = 1; i < quotes.Count; i++)
{
if (quotes[i - 1].Until >= quotes[i].Since)
{
isMergeable = false;
break;
}
}
if (isMergeable)
{
List <QuoteCollection> allYearQuotes = QuotesOfMonth(month, GroupingFlag.Default);
List <Quote> records = quotesFromCollections(allYearQuotes);
string name = string.Format("{0}{1}", Commodity.Description, MonthCodes.MonthCodeOf(month).Name);
result.Add(new QuoteCollection(name, "", RecordType.DayRecord, records));
}
else
{
result.Add(this[month, GroupingFlag.EvenYearOnly]);
result.Add(this[month, GroupingFlag.OddYearOnly]);
}
return(result);
}
}
public QuoteCollection this[int month, GroupingFlag flag]
{
get
{
GroupingFlag yearFlag = flag & GroupingFlag.Default;
if (yearFlag == GroupingFlag.EvenYearOnly)
{
List <QuoteCollection> evenYearQuotes = QuotesOfMonth(month, GroupingFlag.EvenYearOnly);
List <Quote> records = quotesFromCollections(evenYearQuotes);
string name = string.Format("{0}{1}Even", Commodity.Description, MonthCodes.MonthCodeOf(month).Name);
return(new QuoteCollection(name, "", RecordType.DayRecord, records));
}
else if (yearFlag == GroupingFlag.OddYearOnly)
{
List <QuoteCollection> oddYearQuotes = QuotesOfMonth(month, GroupingFlag.OddYearOnly);
List <Quote> records = quotesFromCollections(oddYearQuotes);
string name = string.Format("{0}{1}Odd", Commodity.Description, MonthCodes.MonthCodeOf(month).Name);
return(new QuoteCollection(name, "", RecordType.DayRecord, records));
}
else
{
return(null);
}
}
}
public ContractInfomation ContractOf(string fileName)
{
int index = fileName.LastIndexOf('\\');
fileName = fileName.Substring(index + 1);
if (!fileName.StartsWith(Symbol))
{
throw new Exception("Unexpected filename: " + fileName);
}
if (fileName.EndsWith("da1"))
{
if (fileName.Contains('.'))
{
fileName = fileName.Substring(0, fileName.IndexOf('.'));
}
char code = fileName[fileName.Length - 1];
int month, year = DateTimeOffset.Now.Year;
month = MonthCodes.MonthOf(code);
return(new ContractInfomation(this, year, month));
}
else
{
if (fileName.Contains('.'))
{
fileName = fileName.Substring(0, fileName.IndexOf('.'));
}
char code = fileName[fileName.Length - 1];
if (!MonthCodeString.Contains(code))
{
//throw new Exception(string.Format("The commodity contains no contract for month of {0}({1})", code, MonthCodes.MonthCodeOf(code).Name));
MonthCodeString = string.Format("{0}{1}", code, MonthCodeString);
Months.Add(MonthCodes.MonthCodeOf(code));
Months.Sort();
}
int month, year;
month = MonthCodes.MonthOf(code);
string yearString = fileName.Substring(Symbol.Length, fileName.Length - Symbol.Length - 1);
if (int.TryParse(yearString, out year))
{
return(new ContractInfomation(this, year > 30 ? 1900 + year : 2000 + year, month));
}
else
{
throw new Exception("Failed to parse year from " + yearString);
}
}
}
public bool HasContractOn(int month)
{
if (month < 1 || month > 12)
{
return(false);
}
char symbol = MonthCodes.MonthCodeOf(month).Symbol;
return(MonthCodeString.Contains(symbol));
}
private CommodityInfomation(string symbol, string contract, string exchange, string monthCodes, double minTick, double unitMove)
{
Symbol = symbol;
Description = contract;
Exchange = ExchangeInfo.ExchangeOf(exchange);
MonthCodeString = monthCodes.Replace(",", "");
char ch = MonthCodes.January.Symbol;
Months = new List <MonthCodes>();
foreach (char code in MonthCodeString)
{
Months.Add(MonthCodes.MonthCodeOf(code));
}
MinTick = minTick;
UnitMove = unitMove;
}