private IList <double[]> ParseTradingTime(string str)
{
TradingTime time = new TradingTime();
time.LoadFromString(str);
return(time.TradingPeriods);
}
internal void Initialize(DataSet ds)
{
this.LoadTradingInfo(ds);
var table = ds.Tables["TradingTime"];
foreach (DataRow dr in table.Rows)
{
Guid InstrumentId = (Guid)dr["InstrumentID"];
Protocal.TradingInstrument.InstrumentDayOpenCloseParams instrument;
if (!_instrumentDict.TryGetValue(InstrumentId, out instrument))
{
TradingTime tradingTIme = Settings.Setting.Default.GetTradingTime(InstrumentId);
instrument = new Protocal.TradingInstrument.InstrumentDayOpenCloseParams
{
Id = InstrumentId,
TradeDay = tradingTIme.DayOpenTime.Date,
DayOpenTime = tradingTIme.DayOpenTime,
DayCloseTime = tradingTIme.DayCloseTime,
IsTrading = true
};
_instrumentDict.Add(InstrumentId, instrument);
}
DateTime beginTime = (DateTime)dr["BeginTime"];
DateTime endTime = (DateTime)dr["EndTime"];
var session = new Protocal.TradingInstrument.TradingSession
{
BeginTime = beginTime,
EndTime = endTime
};
instrument.AddSession(session);
}
}
public static TradingTime GetTradingTime(int day)
{
List <double[]> tradingPeriods = new List <double[]>();
tradingPeriods.Add(new double[] { day + 0.093, day + 0.113 });
tradingPeriods.Add(new double[] { day + 0.13, day + 0.15 });
TradingTime tt = new TradingTime(day, tradingPeriods);
return(tt);
}
public string Proceed()
{
string path = DataConst.CSVPATH + code + "\\" + code + @"_tradingtime.csv";
//A0000_tradingtime.csv
List <int> days = this.downloader.GetTickDayList(code);
List <ITradingTime> tradingTimes = new List <ITradingTime>(days.Count);
for (int i = 0; i < days.Count; i++)
{
int day = days[i];
TradingTime tt = GetTradingTime(day);
tradingTimes.Add(tt);
}
CsvUtils_TradingTime.Save(path, tradingTimes);
return("更新完成" + code + "的交易时间");
}
public static List <ITradingTime> LoadByLines(string[] lines)
{
List <ITradingTime> data = new List <ITradingTime>(lines.Length);
for (int i = 0; i < lines.Length; i++)
{
String line = lines[i].Trim();
if (line.Equals(""))
{
continue;
}
TradingTime startTime = new TradingTime();
startTime.LoadFromString(line);
data.Add(startTime);
}
return(data);
}
private static void Initialize(TradingTime tradingTime, DataRow dataRow)
{
tradingTime.InstrumentId = (Guid)dataRow["InstrumentID"];
tradingTime.BeginTime = (DateTime)dataRow["BeginTime"];
tradingTime.EndTime = (DateTime)dataRow["EndTime"];
}
