private void AddCommon(InstrumentDayOpenCloseHistory model)
{
Dictionary <DateTime, InstrumentDayOpenCloseHistory> historys;
if (!_perInstrumentDict.TryGetValue(model.InstrumentID, out historys))
{
historys = new Dictionary <DateTime, InstrumentDayOpenCloseHistory>();
_perInstrumentDict.Add(model.InstrumentID, historys);
}
if (!historys.ContainsKey(model.TradeDay))
{
historys.Add(model.TradeDay, model);
}
}
internal void Add(Guid id, DateTime tradeDay, DateTime?dayOpenTime, DateTime?dayCloseTime, DateTime?valueDate, DateTime?realValueDate)
{
lock (_mutex)
{
var model = new InstrumentDayOpenCloseHistory()
{
InstrumentID = id,
TradeDay = tradeDay,
DayOpenTime = dayOpenTime,
DayCloseTime = dayCloseTime,
ValueDate = valueDate,
RealValueDate = realValueDate
};
this.AddCommon(model);
}
}
internal override bool ShouldAddInstrumentDayOpenCloseHistory(InstrumentDayOpenCloseHistory item, DateTime tradeDay)
{
return(item.RealValueDate == null || item.RealValueDate.Value > tradeDay);
}
internal abstract bool ShouldAddInstrumentDayOpenCloseHistory(InstrumentDayOpenCloseHistory item, DateTime tradeDay);
protected virtual bool ShouldAddOrderDayHistoryToPL(Order order, OrderDayHistory orderDayHistory, InstrumentDayOpenCloseHistory instrumentDayOpenCloseHistory, DateTime tradeDay)
{
return(order.Id == orderDayHistory.OrderID && orderDayHistory.TradeDay == instrumentDayOpenCloseHistory.TradeDay && orderDayHistory.LotBalance > 0);
}
protected override bool ShouldAddOrderDayHistoryToPL(Order order, OrderDayHistory orderDayHistory, InstrumentDayOpenCloseHistory instrumentDayOpenCloseHistory, DateTime tradeDay)
{
return(base.ShouldAddOrderDayHistoryToPL(order, orderDayHistory, instrumentDayOpenCloseHistory, tradeDay) && orderDayHistory.TradeDay < tradeDay);
}
