Ejemplo n.º 1
0
		private static _ProductInfo CreateProductInfo(string exchangeName, string dataSource, Product product, AbstractProductProperty property) {
			_ProductInfo cProductInfo = new _ProductInfo() {
				CommodityId = (property == null) ? string.Empty : property.CommodityId,
				Description = (property == null) ? string.Empty : property.Description,
				DataSource = (dataSource == null) ? string.Empty : dataSource,
				ExchangeName = exchangeName,
				ProductId = product.SymbolId,
				ProductName = product.SymbolName
			};
			return cProductInfo;
		}
Ejemplo n.º 2
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		internal void Remove(Product product) {
			string sSymbolId = product.SymbolId;
			lock (__cKeys) {
				if (__cKeys.Contains(sSymbolId)) {
					ESymbolCategory cType = product.Category;

					List<string> cList = null;
					if (__cClassify.TryGetValue(cType, out cList)) {
						cList.Remove(sSymbolId);  //效率可能會比較慢(考量到股票支數可能不多, 所以還可以接受這樣的效率)
					}
					__cKeys.Remove(sSymbolId);
				}
			}
		}
Ejemplo n.º 3
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		protected override OptionType GetCallOrPut(Product product) {
			OptionType cOptionType = OptionType.None;
			if (product.Category == ESymbolCategory.IndexOption || product.Category == ESymbolCategory.StockOption) {
				string sSymbolId = product.SymbolId;
				int iEndIndex = sSymbolId.LastIndexOf(".");
				int iLength = sSymbolId.Length;
				for (int i = 4; i < iLength; i++) {
					if (sSymbolId[i] > 'A') {
						cOptionType = ((sSymbolId[i] == 'C') ? OptionType.Call : (sSymbolId[i] == 'P') ? OptionType.Put : OptionType.None);
						break;
					}
				}
			}
			return cOptionType;
		}
Ejemplo n.º 4
0
		/// <summary>
		///   取得商品屬性
		/// </summary>
		/// <param name="product">商品類別</param>
		/// <returns>返回值:AbstractProductProperty類別</returns>
		public AbstractProductProperty GetProperty(Product product) {
			AbstractProductProperty cProperty = null;
			
			if (product != null) {
				lock (__cPropertys) {
					__cPropertys.TryGetValue(product.SymbolId, out cProperty);
					if (cProperty == null) {
						string sCommodity = product.CommodityId;
						if (sCommodity != null) {
							__cPropertys.TryGetValue(sCommodity, out cProperty);
						}
					}
				}
			}
			return cProperty;
		}
Ejemplo n.º 5
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		internal void Add(Product product) {
			string sSymbolId = product.SymbolId;
			lock (__cKeys) {
				if (!__cKeys.Contains(sSymbolId)) {
					ESymbolCategory cType = product.Category;

					List<string> cList = null;
					if (!__cClassify.TryGetValue(cType, out cList)) {
						cList = new List<string>();
						__cClassify.Add(cType, cList);
					}

					cList.Add(sSymbolId);
					__cKeys.Add(sSymbolId);  //將分類過的股票加入至 HashSet 避免加入到重複的股票
				}
			}
		}
Ejemplo n.º 6
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		internal void SetParameters(string exchangeName, string dataSource, Product product, AbstractProductProperty property) {
			__sExchangeName = exchangeName;
			__sDataSource = dataSource;
			__cProduct = product;
			__cProperty = property;

			//設定保證金資訊
			sourceCautions = new SimpleBoundList<CautionMoney>(__cProperty.CautionMoneys);
			sourceCautions.AllowNew = true;
			sourceCautions.AllowEdit = true;
			sourceCautions.AllowDelete = true;

			//設定開收盤時間
			sourceSessions = new SimpleBoundList<SessionObject>(__cProperty.Sessions);
			sourceSessions.AllowNew = true;
			sourceSessions.AllowEdit = true;
			sourceSessions.AllowDelete = true;
		}
Ejemplo n.º 7
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		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;
		}
Ejemplo n.º 8
0
		/// <summary>
		///   取得選擇權履約價格(如果是其他商品則為 0 )
		/// </summary>
		/// <param name="product">商品資訊類別</param>
		/// <returns>返回值: 履約價格</returns>
		internal protected abstract double GetStrikePrice(Product product);
Ejemplo n.º 9
0
		/// <summary>
		///   取得選擇權為 Call 或 Put(如果是其他商品則為 None)
		/// </summary>
		/// <param name="product">商品資訊類別</param>
		/// <returns>返回值: OptionType列舉</returns>
		internal protected abstract OptionType GetCallOrPut(Product product);
Ejemplo n.º 10
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		protected override double GetStrikePrice(Product product) {
			double dValue = 0;
			if (product.Category == ESymbolCategory.IndexOption || product.Category == ESymbolCategory.StockOption) {
				string sSymbolId = product.SymbolId;
				int iEndIndex = sSymbolId.LastIndexOf(".");
				int iLength = sSymbolId.Length;
				for (int i = 4; i < iLength; i++) {
					if (sSymbolId[i] > 'A') {
						++i;
						dValue = double.Parse(sSymbolId.Substring(i, iEndIndex - i));
						break;
					}
				}
			}
			return dValue;
		}
Ejemplo n.º 11
0
		/// <summary>
		///   建構子
		/// </summary>
		/// <param name="request">InstrumentDataRequest類別</param>
		public InstrumentSettings(ref InstrumentDataRequest request) {
			AbstractExchange cExchange = ProductManager.Manager.GetExchange(request.Exchange);

			__sSymbolId = request.Symbol;
			__sExchange = request.Exchange;
			__sDataSource = request.DataFeed;
			
			__dTimeZone = cExchange.TimeZone;
			__cProduct = cExchange.GetProduct(__sSymbolId);
			__cProperty = cExchange.GetProperty(__sSymbolId, __sDataSource);

			if (__cProperty != null) {
				__cOptionType = __cProperty.GetCallOrPut(__cProduct);     //取得選擇權 Call or Put 類型
				__dStrikePrice = __cProperty.GetStrikePrice(__cProduct);  //取得選擇權履約價格
				
				//取得合約到期日索引值
				IContractTime cContractTime = __cProperty.ContractRule as IContractTime;
				if (cContractTime != null) {
					__iContractIndex = cContractTime.GetContractIndex(__sSymbolId);
				}
			}

			this.Create(ref request);
			__cResolution = request.Resolution;
		}
Ejemplo n.º 12
0
		/// <summary>
		///   移除商品屬性
		/// </summary>
		/// <param name="product">商品類別</param>
		public void RemoveProperty(Product product) {
			if (product != null) {
				lock (__cPropertys) {
					string sKey = product.SymbolId;
					if (__cPropertys.ContainsKey(sKey)) {
						__cPropertys.Remove(sKey);
					} else {
						sKey = product.CommodityId;
						if (sKey != null && __cPropertys.ContainsKey(sKey)) {
							__cPropertys.Remove(sKey);
						}
					}
				}
			}
		}
Ejemplo n.º 13
0
		/// <summary>
		///   新增商品(如果商品已經存在會覆寫之前商品)
		/// </summary>
		/// <param name="product">商品類別</param>
		public void AddProduct(Product product) {
			Product cProduct = null;
			string sSymbolId = product.SymbolId.ToLower();
			lock (this.Products) {
				if (this.Products.TryGetValue(sSymbolId, out cProduct)) {
					cProduct.CommodityId = product.CommodityId;
					cProduct.Category = product.Category;
					cProduct.SymbolName = product.SymbolName;
				} else {
					this.Products.Add(sSymbolId, product);
					__cProductClassify.Add(product);
				}
			}
		}
Ejemplo n.º 14
0
		/// <summary>
		///   建構子
		/// </summary>
		/// <param name="exchangeName">交易所簡稱</param>
		/// <param name="quoteService">即時報價服務</param>
		/// <param name="product">商品資訊</param>
		public DataSourceInformation(string exchangeName, AbstractQuoteService quoteService, Product product) {
			__sExchangeName = exchangeName;
			__cQuoteService = quoteService;
			__cProduct = product;
		}