public List <MainContractInfo> GetMainContractInfos(string variety, int startDate, int endDate)
{
List <MainContractInfo> mainContractInfos = new List <MainContractInfo>();
List <MainContractInfo> allContracts = GetMainContractInfos(variety);
bool isFirst = true;
for (int i = 0; i < allContracts.Count; i++)
{
MainContractInfo currentContract = allContracts[i];
if (currentContract.End < startDate)
{
continue;
}
MainContractInfo contract = new MainContractInfo();
contract.CopyFrom(currentContract);
if (isFirst)
{
contract.Start = startDate;
isFirst = false;
}
if (contract.End > endDate)
{
contract.End = endDate;
}
mainContractInfos.Add(contract);
}
return(mainContractInfos);
}
private void Proceed(string variety, CacheUtils_MainContract cache, List <MainContractInfo> contracts, ITradingDayReader reader)
{
MainContractInfo contractInfo = cache.GetRecentMainContract(variety);
if (contractInfo == null)
{
List <int> tradingDays = reader.GetAllTradingDays();
MainFutures mf = scan.Scan(variety, tradingDays);
contracts.AddRange(mf.mainFutures);
}
else
{
int tradingDay = contractInfo.End;
int nextTradingDay = reader.GetNextTradingDay(tradingDay);
if (nextTradingDay < 0)
{
contracts.AddRange(cache.GetMainContractInfos(variety));
return;
}
List <int> allTradingDays = reader.GetAllTradingDays();
IList <int> tradingDays = reader.GetTradingDays(nextTradingDay, allTradingDays[allTradingDays.Count - 1]);
MainFutures mf = scan.Scan(variety, tradingDays);
if (mf.mainFutures.Count > 0)
{
MainContractInfo firstMf = mf.mainFutures[0];
if (firstMf.Code == contractInfo.Code)
{
contractInfo.End = firstMf.End;
mf.mainFutures.RemoveAt(0);
}
contracts.AddRange(cache.GetMainContractInfos(variety));
contracts.AddRange(mf.mainFutures);
}
}
}
public MainFutures Scan(String variety, IList <int> openDates)
{
MainFutures mainF = new MainFutures();
mainF.Variety = variety;
List <MainContractInfo> mainFutures = mainF.mainFutures;
List <CodeInfo> codes = cache.GetCodesByCatelog(variety);
String lastMainCode = "";
for (int i = 0; i < openDates.Count; i++)
{
int openDate = openDates[i];
String mainCode = GetMainCode(csvPath, codes, openDate);
if (mainCode == null)
{
continue;
}
if (!mainCode.Equals(lastMainCode))
{
bool addNew = true;
if (mainFutures.Count > 0)
{
//主合约改变条件：
//
MainContractInfo lastMain = mainFutures[mainFutures.Count - 1];
lastMain.End = openDates[i - 1];
if (mainFutures.Count > 1 && lastMain.Last < 25)
{
MainContractInfo lastMain2 = mainFutures[mainFutures.Count - 2];
if (lastMain2.Code.Equals(mainCode))
{
mainFutures.RemoveAt(mainFutures.Count - 1);
addNew = false;
}
}
}
if (addNew)
{
MainContractInfo main = new MainContractInfo();
main.Variety = variety;
main.Code = mainCode;
main.Start = openDate;
mainFutures.Add(main);
}
}
lastMainCode = mainCode;
}
if (mainFutures.Count != 0)
{
MainContractInfo lMain = mainFutures[mainFutures.Count - 1];
lMain.End = openDates[openDates.Count - 1];
}
return(mainF);
}
public String GetMainFutureCode(int date)
{
for (int i = 0; i < mainFutures.Count; i++)
{
MainContractInfo period = mainFutures[i];
if (period.IsBetween(date))
{
return(period.Code);
}
}
return("");
}
private ICodePeriod GetCodePackage_MainContract(string variety, int start, int end)
{
List <MainContractInfo> contractInfos = dataReader.MainContractReader.GetMainContractInfos(variety, start, end);
List <ICodePeriod> mainContracts = new List <ICodePeriod>();
for (int i = 0; i < contractInfos.Count; i++)
{
MainContractInfo mainContractInfo = contractInfos[i];
ICodePeriod codePeriod = CreateCodePeriod(mainContractInfo.Code, mainContractInfo.Start, mainContractInfo.End);
mainContracts.Add(codePeriod);
}
return(CreateCodePeriod_MainContract(variety, start, end, mainContracts));
}
public MainContractInfo GetMainContractInfo(string variety, int date)
{
if (!dic_Variety_Contracts.ContainsKey(variety))
{
return(null);
}
List <MainContractInfo> mainContracts = dic_Variety_Contracts[variety];
for (int i = 0; i < mainContracts.Count; i++)
{
MainContractInfo mainContract = mainContracts[i];
if (mainContract.Start <= date && mainContract.End >= date)
{
return(mainContract);
}
}
return(null);
}
public MainContractReader(IDataStore dataStore)
{
IList <MainContractInfo> mainContractInfos = dataStore.CreateMainContractStore().Load();
for (int i = 0; i < mainContractInfos.Count; i++)
{
MainContractInfo mainContract = mainContractInfos[i];
if (dic_Variety_Contracts.ContainsKey(mainContract.Variety))
{
dic_Variety_Contracts[mainContract.Variety].Add(mainContract);
}
else
{
List <MainContractInfo> mainContracts = new List <MainContractInfo>();
mainContracts.Add(mainContract);
dic_Variety_Contracts.Add(mainContract.Variety, mainContracts);
}
}
}
public CacheUtils_MainContract(IList <MainContractInfo> mainContractInfos)
{
if (mainContractInfos != null)
{
for (int i = 0; i < mainContractInfos.Count; i++)
{
MainContractInfo mainContract = mainContractInfos[i];
if (dic_Variety_Contracts.ContainsKey(mainContract.Variety))
{
dic_Variety_Contracts[mainContract.Variety].Add(mainContract);
}
else
{
List <MainContractInfo> mainContracts = new List <MainContractInfo>();
mainContracts.Add(mainContract);
dic_Variety_Contracts.Add(mainContract.Variety, mainContracts);
}
}
}
}
