//当前时间的最后一笔交易，交易的时间可以是当前时间
public Trade GetLastTrade(string symbol, DateTime lastTime)
{
Trade trade = null;
if (this.seriesNamesToPartitionStore.Contains("Trade"))
{
this.changeStoreFileForTime(lastTime);
if ((this.lastFile != null))
{
string seriesName = symbol + ".Trade";
if (this.lastFile.Series.Contains(seriesName))
{
FileSeries series = this.lastFile.Series[seriesName];
ISeriesObject seriesObj = series[lastTime, SearchOption.Prev];
trade = (Trade)seriesObj;
}
}
}
else
{
Instrument inst = InstrumentManager.Instruments[symbol];
if (inst != null)
{
FileSeries series = (FileSeries)inst.GetDataSeries("Trade");
if (series != null)
{
ISeriesObject seriesObj = series[lastTime, SearchOption.Prev];
trade = (Trade)seriesObj;
}
}
}
return(trade);
}
//当前时间的下一笔交易，交易时间必须是当前时间之后
public Trade GetNextTrade(string symbol, DateTime lastTime)
{
Trade trade = null;
if (this.seriesNamesToPartitionStore.Contains("Trade"))
{
this.ChangeStoreFileForTime(lastTime);
if (this.lastFile != null)
{
string seriesName = symbol + ".Trade";
if (this.lastFile.Series.Contains(seriesName))
{
FileSeries series = this.lastFile.Series[seriesName];
int index = series.IndexOf(lastTime, SearchOption.Next);
if (index >= 0)
{
ISeriesObject seriesObj = series[index];
if (seriesObj.DateTime == lastTime)
{
seriesObj = series[index + 1];
}
trade = (Trade)seriesObj;
}
}
}
}
else
{
Instrument inst = InstrumentManager.Instruments[symbol];
if (inst != null)
{
FileSeries series = (FileSeries)inst.GetDataSeries("Trade");
if (series != null)
{
int index = series.IndexOf(lastTime, SearchOption.Next);
if (index >= 0)
{
ISeriesObject seriesObj = series[index];
if (seriesObj.DateTime == lastTime)
{
seriesObj = series[index + 1];
}
trade = (Trade)seriesObj;
}
}
}
}
return(trade);
}
public Dictionary <string, Trade> GetLastTrades(string[] symbols, DateTime lastTime)
{
Dictionary <string, Trade> tradeDict = new Dictionary <string, Trade>();
if (this.seriesNamesToPartitionStore.Contains("Trade"))
{
this.changeStoreFileForTime(lastTime);
if ((this.lastFile != null))
{
foreach (string symbol in symbols)
{
string seriesName = symbol + ".Trade";
if (this.lastFile.Series.Contains(seriesName))
{
FileSeries series = this.lastFile.Series[seriesName];
ISeriesObject trade = series[lastTime, SearchOption.Prev];
tradeDict.Add(symbol, (Trade)trade);
}
}
}
}
else
{
foreach (string symbol in symbols)
{
Instrument inst = InstrumentManager.Instruments[symbol];
if (inst != null)
{
FileSeries series = (FileSeries)inst.GetDataSeries("Trade");
if (series != null)
{
ISeriesObject trade = series[lastTime, SearchOption.Prev];
tradeDict.Add(symbol, (Trade)trade);
}
}
}
}
return(tradeDict);
}
public void Add(ISeriesObject obj)
{
// this.streamer.jGN7PFamp(this, obj);
}