// private string CreateInstumentUpdateSql()
// {
// string cmdText = string.Format(@"update {0}.contracts set contract_name = @contract_name,
//open_date = @open_date,expire_date = @expire_date,start_deliv_date = @start_deliv_date,end_deliv_date = @end_deliv_date,
//volume_multiple = @volume_multiple,is_trading = @is_trading,varieties = @varieties,price_tick = @price_tick,
//exchange_long_margin_ratio = @exchange_long_margin_ratio,exchange_short_margin_ratio = @exchange_short_margin_ratio,
//product_class = @product_class,underlying_instrument = @underlying_instrument,
//max_market_order_volume = @max_market_order_volume,min_market_order_volume = @min_market_order_volume,
//max_limit_order_volume = @max_limit_order_volume,min_limit_order_volume = @min_limit_order_volume
//WHERE contract = @contract AND exchange = @exchange;", m_alphaDBName);
// return cmdText;
// }
// private string CreateDailyWorkStateInsertSql()
// {
// string cmdText = string.Format(@"insert into {0}.daily_work_state(working_day,instrument_download)
//values(CURDATE(),1);", m_alphaDBName);
// return cmdText;
// }
// private string CreateDailyWorkStateUpdateSql()
// {
// string cmdText = string.Format(@"update {0}.daily_work_state set instrument_download = 1
//where working_day = CURDATE();", m_alphaDBName);
// return cmdText;
// }
/// <summary>
/// 读取配置信息。
/// </summary>
/// <returns></returns>
private bool ReadConfig()
{
try
{
string exePath = System.Reflection.Assembly.GetExecutingAssembly().Location;
Debug.Assert(!string.IsNullOrEmpty(exePath));
Configuration config = ConfigurationManager.OpenExeConfiguration(exePath);
if (!config.HasFile)
{
throw new ApplicationException("Not found the specific configuration file.");
}
CtpOrderDriverSection ctpSection = config.GetSection("CtpOrderDriver") as CtpOrderDriverSection;
m_ctpDriverConfig = ctpSection.CtpOrderDriver;
m_ctpAccountConfig = ctpSection.CtpAccount;
m_dbConStr = ConfigurationManager.ConnectionStrings["MarketDataDB"].ConnectionString;
m_alphaDBName = ConfigurationManager.AppSettings["AlphaDBName"];
}
catch (Exception ex)
{
string error = "Not found the specific configuration file," + ex.Message;
Console.WriteLine(error);
m_eventLogger.WriteError(error);
return(false);
}
return(true);
}
private Dictionary <string, List <USeInstrument> > QueryAllInstrument()
{
string text = string.Empty;
CtpOrderQuerier ctpApp = new CtpOrderQuerier();
try
{
CtpOrderDriverSection section = ReadConfig();
ctpApp.Connect(section.CtpOrderDriver.Address, section.CtpOrderDriver.Port,
section.CtpOrderDriver.LoginTimeOut, section.CtpOrderDriver.QueryTimeOut);
ctpApp.Login(section.CtpAccount.ID, section.CtpAccount.Password, section.CtpAccount.BrokerID);
List <InstrumentField> fileldList = ctpApp.QueryInstument();
Dictionary <string, List <USeInstrument> > dic = new Dictionary <string, List <USeInstrument> >();
foreach (InstrumentField field in fileldList)
{
if (field.ProductClass != ProductClass.Futures)
{
continue;
}
List <USeInstrument> instrumentList = null;
if (dic.TryGetValue(field.ProductID, out instrumentList) == false)
{
instrumentList = new List <USeInstrument>();
dic.Add(field.ProductID, instrumentList);
}
USeInstrument instrument = new USeInstrument(field.InstrumentID, field.InstrumentID, USeMarket.SHFE);
instrumentList.Add(instrument);
}
ctpApp.Disconnect();
return(dic);
}
catch (Exception ex)
{
ctpApp.Disconnect();
throw ex;
}
}
/// <summary>
/// 读取配置信息。
/// </summary>
/// <returns></returns>
private CtpOrderDriverSection ReadConfig()
{
try
{
string exePath = System.Reflection.Assembly.GetExecutingAssembly().Location;
Debug.Assert(!string.IsNullOrEmpty(exePath));
Configuration config = ConfigurationManager.OpenExeConfiguration(exePath);
if (!config.HasFile)
{
throw new ApplicationException("Not found the specific configuration file.");
}
CtpOrderDriverSection ctpSection = config.GetSection("CtpOrderDriver") as CtpOrderDriverSection;
return(ctpSection);
}
catch (Exception ex)
{
return(null);
}
}