private void CreateStrategyMap(int nKey, DateTime date, IRow biasRow, IRow fpRow, int n5KStartIndex)
{
DateStrategyMap dsMap = new DateStrategyMap(date);
double dFuturesOpen = biasRow.GetCell(1).NumericCellValue;
double dFuturesHigh = biasRow.GetCell(2).NumericCellValue;
double dFuturesLow = biasRow.GetCell(3).NumericCellValue;
double dFuturesClose = biasRow.GetCell(4).NumericCellValue;
double dSpotOpen = biasRow.GetCell(5).NumericCellValue;
double dSpotHigh = biasRow.GetCell(6).NumericCellValue;
double dSpotLow = biasRow.GetCell(7).NumericCellValue;
double dSpotClose = biasRow.GetCell(8).NumericCellValue;
dsMap.FuturesOpen = dFuturesOpen;
dsMap.FuturesHigh = dFuturesHigh;
dsMap.FuturesLow = dFuturesLow;
dsMap.FuturesClose = dFuturesClose;
dsMap.SpotOpen = dSpotOpen;
dsMap.SpotHigh = dSpotHigh;
dsMap.SpotLow = dSpotLow;
dsMap.SpotClose = dSpotClose;
dsMap.FFutures = fpRow.GetCell(12).NumericCellValue;
dsMap.FOptions = fpRow.GetCell(13).NumericCellValue;
for (int j = n5KStartIndex; j < m_MIN5KSheet.LastRowNum; j++)
{
IRow FiveKRow = m_MIN5KSheet.GetRow(j);
if (FiveKRow == null || FiveKRow.GetCell(0).CellType != CellType.Numeric)
continue;
DateTime FiveKDateTime = ConvertToDateTime(FiveKRow.GetCell(0).NumericCellValue);
if (date.CompareTo(FiveKDateTime) == 0)
{
FiveKDateTime = FiveKDateTime.Add(Convert.ToDateTime(FiveKRow.GetCell(1).StringCellValue).TimeOfDay);
double[] dOHLCV = new double[5];
dOHLCV[0] = FiveKRow.GetCell(2).NumericCellValue;
dOHLCV[1] = FiveKRow.GetCell(3).NumericCellValue;
dOHLCV[2] = FiveKRow.GetCell(4).NumericCellValue;
dOHLCV[3] = FiveKRow.GetCell(5).NumericCellValue;
dOHLCV[4] = FiveKRow.GetCell(6).NumericCellValue;
dsMap.Add5K(FiveKDateTime, dOHLCV);
}
else
break;
}
m_DateStrategy.Add(nKey, dsMap);
}
