/// <summary>
/// Parses MIB file to symbol list.
/// </summary>
/// <param name="file">File</param>
/// <param name="stream">File stream</param>
private void Parse(string file, TextReader stream)
{
if (stream == null)
{
throw new ArgumentNullException("stream");
}
ParseParams pp = new ParseParams();
pp.File = file;
string line;
int row = 0;
while ((line = stream.ReadLine()) != null)
{
if (!pp.StringSection && line.TrimStart().StartsWith("--", StringComparison.Ordinal))
{
row++;
continue; // commented line
}
ParseLine(pp, line, row);
row++;
}
}
private void ParseLine(ParseParams pp, string line, int row)
{
line = line + "\n";
int count = line.Length;
for (int i = 0; i < count; i++)
{
char current = line[i];
bool moveNext = Parse(pp, current, row, i);
if (moveNext)
{
break;
}
}
}
private void ParseLine(ParseParams pp, string line, int row)
{
line = line + "\n";
int count = line.Length;
for (int i = 0; i < count; i++)
{
char current = line[i];
bool moveNext = Parse(pp, current, row, i);
if (moveNext)
{
break;
}
}
}
public DateTime ParseTimeInternal(string value, bool tryWithoutMSecs, int msecPrecision)
{
DateTime ret;
DateTimeStyles parseExactStyle = DateTimeStyles.AllowLeadingWhite | DateTimeStyles.AllowTrailingWhite;
if (lastSuccessfulParams != null)
{
if (DateTime.TryParseExact(value, lastSuccessfulParams.Format, lastSuccessfulParams.Culture, parseExactStyle, out ret))
{
return(ret);
}
}
CultureInfo[] cinfos = CultureInfo.GetCultures(CultureTypes.SpecificCultures);
foreach (CultureInfo ci in cinfos)
{
string longTimePattern = ci.DateTimeFormat.LongTimePattern;
if (tryWithoutMSecs)
{
if (DateTime.TryParseExact(value, longTimePattern, ci.DateTimeFormat,
parseExactStyle, out ret))
{
ParseParams pp = new ParseParams();
pp.Culture = ci;
pp.Format = longTimePattern;
pp.MillisecondsPresent = false;
lastSuccessfulParams = pp;
return(ret);
}
}
string longTimePatternWithMillisecs = Regex.Replace(longTimePattern, "(:ss|:s)", "$1" + ci.NumberFormat.NumberDecimalSeparator + new string('f', msecPrecision));
if (DateTime.TryParseExact(value, longTimePatternWithMillisecs, ci.DateTimeFormat,
parseExactStyle, out ret))
{
ParseParams pp = new ParseParams();
pp.Culture = ci;
pp.Format = longTimePatternWithMillisecs;
pp.MillisecondsPresent = true;
lastSuccessfulParams = pp;
return(ret);
}
}
throw new FormatException(string.Format("Cannot parse '{0}' as time", value));
}
private bool ParseLastSymbol(ParseParams pp, int row, int column)
{
if (pp.Temp.Length > 0)
{
Symbol s = new Symbol(pp.File, pp.Temp.ToString(), row, column);
pp.Temp.Length = 0;
if (s.ToString().StartsWith(Symbol.Comment.ToString()))
{
// ignore the rest symbols on this line because they are in comment.
return(true);
}
_symbols.Add(s);
}
return(false);
}
public override bool Parse()
{
var result = base.Parse();
if (result)
{
var parseParams = new ParseParams(Message);
result = parseParams.Parse();
if (result)
{
Params = parseParams.Params;
RemoveFirstCharactersOfMessage(parseParams.CharactersParsed);
}
}
if (result)
{
var parseCounters = new ParseCounters(Message);
result = parseCounters.Parse();
if (result)
{
ElapsedTime = parseCounters.ElapsedTime;
Reads = parseCounters.Reads;
Writes = parseCounters.Writes;
Fetches = parseCounters.Fetches;
Marks = parseCounters.Marks;
RemoveFirstCharactersOfMessage(parseCounters.CharactersParsed);
}
}
if (result && !string.IsNullOrWhiteSpace(Message))
{
var parseTableCounts = new ParseTableCounts(Message);
result = parseTableCounts.Parse();
if (result)
{
TableCounts = parseTableCounts.TableCounts;
}
}
return(result);
}
/// <summary>
/// Parses MIB file to symbol list.
/// </summary>
/// <param name="file">File</param>
/// <param name="stream">File stream</param>
private void Parse(string file, TextReader stream)
{
if (stream == null)
{
throw new ArgumentNullException("stream");
}
ParseParams pp = new ParseParams();
pp.File = file;
string line;
int row = 0;
while ((line = stream.ReadLine()) != null)
{
if (!pp.StringSection && line.TrimStart().StartsWith("--", StringComparison.Ordinal))
{
row++;
continue; // commented line
}
ParseLine(pp, line, row);
row++;
}
}
private bool Parse(ParseParams pp, char current, int row, int column)
{
switch (current)
{
case '\n':
case '{':
case '}':
case '(':
case ')':
case '[':
case ']':
case ';':
case ',':
case '|':
if (!pp.StringSection)
{
bool moveNext = ParseLastSymbol(pp, row, column);
if (moveNext)
{
_symbols.Add(CreateSpecialSymbol(pp.File, '\n', row, column));
return true;
}
_symbols.Add(CreateSpecialSymbol(pp.File, current, row, column));
return false;
}
break;
case '"':
pp.StringSection = !pp.StringSection;
break;
case '\r':
return false;
default:
if ((int)current == 0x1A)
{
// IMPORTANT: ignore invisible characters such as SUB.
return false;
}
if (Char.IsWhiteSpace(current) && !pp.AssignSection && !pp.StringSection)
{
bool moveNext = ParseLastSymbol(pp, row, column);
if (moveNext)
{
_symbols.Add(CreateSpecialSymbol(pp.File, '\n', row, column));
return true;
}
return false;
}
if (pp.AssignAhead)
{
pp.AssignAhead = false;
ParseLastSymbol(pp, row, column);
break;
}
if (pp.DotSection && current != '.')
{
ParseLastSymbol(pp, row, column);
pp.DotSection = false;
}
if (current == '.' && !pp.StringSection)
{
if (!pp.DotSection)
{
ParseLastSymbol(pp, row, column);
pp.DotSection = true;
}
}
if (current == ':' && !pp.StringSection)
{
if (!pp.AssignSection)
{
ParseLastSymbol(pp, row, column);
}
pp.AssignSection = true;
}
if (current == '=' && !pp.StringSection)
{
pp.AssignSection = false;
pp.AssignAhead = true;
}
break;
}
pp.Temp.Append(current);
return false;
}
private bool ParseLastSymbol(ParseParams pp, int row, int column)
{
if (pp.Temp.Length > 0)
{
Symbol s = new Symbol(pp.File, pp.Temp.ToString(), row, column);
pp.Temp.Length = 0;
if (s.ToString().StartsWith(Symbol.Comment.ToString()))
{
// ignore the rest symbols on this line because they are in comment.
return true;
}
_symbols.Add(s);
}
return false;
}
private bool Parse(ParseParams pp, char current, int row, int column)
{
switch (current)
{
case '\n':
case '{':
case '}':
case '(':
case ')':
case '[':
case ']':
case ';':
case ',':
case '|':
if (!pp.StringSection)
{
bool moveNext = ParseLastSymbol(pp, row, column);
if (moveNext)
{
_symbols.Add(CreateSpecialSymbol(pp.File, '\n', row, column));
return(true);
}
_symbols.Add(CreateSpecialSymbol(pp.File, current, row, column));
return(false);
}
break;
case '"':
pp.StringSection = !pp.StringSection;
break;
case '\r':
return(false);
default:
if ((int)current == 0x1A)
{
// IMPORTANT: ignore invisible characters such as SUB.
return(false);
}
if (Char.IsWhiteSpace(current) && !pp.AssignSection && !pp.StringSection)
{
bool moveNext = ParseLastSymbol(pp, row, column);
if (moveNext)
{
_symbols.Add(CreateSpecialSymbol(pp.File, '\n', row, column));
return(true);
}
return(false);
}
if (pp.AssignAhead)
{
pp.AssignAhead = false;
ParseLastSymbol(pp, row, column);
break;
}
if (pp.DotSection && current != '.')
{
ParseLastSymbol(pp, row, column);
pp.DotSection = false;
}
if (current == '.' && !pp.StringSection)
{
if (!pp.DotSection)
{
ParseLastSymbol(pp, row, column);
pp.DotSection = true;
}
}
if (current == ':' && !pp.StringSection)
{
if (!pp.AssignSection)
{
ParseLastSymbol(pp, row, column);
}
pp.AssignSection = true;
}
if (current == '=' && !pp.StringSection)
{
pp.AssignSection = false;
pp.AssignAhead = true;
}
break;
}
pp.Temp.Append(current);
return(false);
}
/* 参数格式
* const string arg =
* "<strategy><strategyName>MATrend</strategyName>" +
* "<traderName>0003</traderName>" +
* "<parameter>" +
* "<strategy id=\'MATrend\' name=\'均线穿越\' version=\'1.0\'>" +
* "<description>这是关于MATrend策略的描述</description>" +
* "<params>" +
* "<param type=\'int\' name=\'p1\' direction=\'INOUT\' appearmode=\'文本框\' readonly=\'False\' title=\'策略参数一\' default=\'1\'></param>" +
* "<param type=\'double\' name=\'p2\' direction=\'INOUT\' appearmode=\'文本框\' readonly=\'False\' title=\'策略参数二\' default=\'1.5\'></param>" +
* "</params>" +
* "</strategy>" +
* "</parameter>" +
* "<instrument>IF1404</instrument>" +
* "<sessionID>10000</sessionID>" +
* "<frontID>20000</frontID>" +
* "<orderRef>1</orderRef>" +
* "<startTimer>1</startTimer>" +
* "<timerSpan>100</timerSpan>" +
* "</strategy>";
*/
static void Main(string[] args)
{
/*参数判断*/
if (args.Length <= 0)
{
Console.WriteLine("没有传入参数");
Console.ReadLine();
return;
}
if (args.Length > 0)
{
Console.WriteLine("传入的参数为：\n{0}", args[0]);
}
string hostName = System.Reflection.Assembly.GetExecutingAssembly().Location;
hostName = hostName.Substring(0, hostName.LastIndexOf('\\')) + "\\config.ini";
CommonDef.IP = IniReadString(hostName, "IP", "Redis_IP");
CommonDef.Port = Convert.ToInt32(IniReadString(hostName, "Port", "Redis_Port"));
StrategyInfo strategyInfo = StrategyInfo.getInstence();
XmlOpr.AnalyzeXmlParam(args[0], ref strategyInfo);
Redis_Publish = new RedisClient(CommonDef.IP, CommonDef.Port);
Redis_Subscribe = new RedisClient(CommonDef.IP, CommonDef.Port);
string szDllName = RunSingleStrategy.StrategyInfo.StrategyName + ".dll";
//动态加载策略程序集DLL
Assembly ass = Assembly.LoadFrom(szDllName);
Type type = ass.GetType(CommonDef.FoctoryType);
//创建工厂实例
Object oFactory = System.Activator.CreateInstance(type);
string logPath = hostName.Substring(0, hostName.LastIndexOf('\\')) + "\\" + RunSingleStrategy.StrategyInfo.StrategyName + "_log.txt";
Log.PathFile = logPath;
Log.SaveLog = true;
//获取函数
MethodInfo mi = type.GetMethod(CommonDef.FoctoryMethod);
//创建策略实例
Strategy = (CStrategy)mi.Invoke(oFactory, ParseParams.ParseStrategyParams(StrategyInfo.Parameter));
//定义接口对象
IOrderServiceEx orderService = new IOrderServiceEx(Redis_Publish);
//用接口实例初始化策略
Strategy.ResetOrderService(orderService);
Strategy.Initialize(RunSingleStrategy.StrategyInfo.Instruments.ToArray());
Strategy.InitIndicators(RunSingleStrategy.StrategyInfo.Instruments.ToArray());
//创建定时器
Timer_HeartBeat = new System.Timers.Timer();
Timer_HeartBeat.Elapsed += new System.Timers.ElapsedEventHandler(timer_Tick);
Timer_HeartBeat.Interval = 5000;
Timer_HeartBeat.AutoReset = true; //设置是执行一次（false）还是一直执行(true)；
Timer_HeartBeat.Enabled = true; //是否执行System.Timers.Timer.Elapsed事件；
//创建策略定时器
if (Int32.Parse(RunSingleStrategy.StrategyInfo.StartTimer) == 1)
{
Timer_Strategy = new System.Timers.Timer();
Timer_Strategy.Elapsed += new System.Timers.ElapsedEventHandler(timer_Strategy_Tick);
Timer_Strategy.Interval = Int32.Parse(RunSingleStrategy.StrategyInfo.TimerSpan) * 1000;
Timer_Strategy.AutoReset = true;
Timer_Strategy.Enabled = true;
}
//创建线程类
int _NewThreadId = GetCurrentThreadId();
SubPubThread spThread = new SubPubThread(_NewThreadId, Redis_Subscribe);
Thread thread = new Thread(new ThreadStart(spThread.TreadProc));
thread.Name = "PubSub";
thread.Start();
//消息处理
tagMSG msg = new tagMSG();
while (GetMessage(ref msg, 0, 0, 0) > 0)
{
if (msg.message == CommonDef.WM_USER)
{
List <string> refEventList = new List <string>();
EventList.GetItem(ref refEventList);
if (refEventList.Count == 0)
{
continue;
}
foreach (string strItem in refEventList)
{
string strStyle = XmlOpr.GetType(strItem);
string strValue = null;
if (strStyle.Equals("UR"))
{
//交易员是否离线
strValue = XmlOpr.GetVaule(strItem, "online");
if (strValue.Equals("on"))
{
Log.Out("交易员在线");
}
else if (strValue.Equals("off"))
{
Log.Out("交易员离线");
}
}
else if (strStyle.Equals("SR"))
{
//策略启用停用
strValue = XmlOpr.GetVaule(strItem, "run");
if (strValue.Equals("run"))
{
Log.Out("策略启用");
}
else if (strValue.Equals("stop"))
{
Log.Out("策略停用");
//退出子线程
Redis_Subscribe.UnSubscribe(CommonDef.subscribeChannels.ToArray());
System.Threading.Thread.Sleep(1000);
//退出进程
break;
}
}
else if (strStyle.Equals("SIR"))
{
//策略实例启用停用
if (strValue.Equals("run"))
{
Log.Out("策略实例启用");
CommonDef.StrategyInstenceStatus = true;
}
else if (strValue.Equals("stop"))
{
Log.Out("策略实例停用");
CommonDef.StrategyInstenceStatus = false;
}
}
else if (strStyle.Equals("Q"))
{
//行情
MarketDetph md = new MarketDetph();
XmlOpr.Transfer(strItem, ref md);
Strategy.AppendMD(md, true);
}
else if (strStyle.Equals("O"))
{
Log.Out("报单:" + strItem);
//报单
OrderInfo order = new OrderInfo();
XmlOpr.Transfer(strItem, ref order);
Strategy.OnOrder(order);
}
else if (strStyle.Equals("T"))
{
Log.Out("成交:" + strItem);
//成交
TradeInfo trade = new TradeInfo();
XmlOpr.Transfer(strItem, ref trade);
Strategy.OnTrade(trade);
}
else if (strStyle.Equals("OI"))
{
Log.Out("下单错误返回:" + strItem);
//下单错误返回
OrderInfo orderError = new OrderInfo();
XmlOpr.Transfer(strItem, ref orderError);
Strategy.OnOrderError(orderError);
}
else if (strStyle.Equals("OA"))
{
Log.Out("撤单错误返回:" + strItem);
//撤单错误返回
ActionInput actionInput = new ActionInput();
XmlOpr.Transfer(strItem, ref actionInput);
Strategy.OnOrderAction(actionInput);
}
}
}
}
}
