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 void TestScan()
{
string path = @"E:\FUTURES\CSV\DATACENTERSOURCE\";
string codePath = path + "instruments.csv";
List <CodeInfo> codes = CsvUtils_Code.Load(codePath);
string datePath = path + "tradingdays.csv";
MainFuturesScan scan = new MainFuturesScan(path, codes);
List <int> openDates = CsvUtils_TradingDay.Load(datePath);
MainFutures mainFutures = scan.Scan("B", openDates);
Console.WriteLine(mainFutures);
}
