public bool IsNormalOpenCloseTime(string instrumentid)
{
Instrument instr = this[instrumentid];
if (instr == null)
{
return(true);
}
if (instr.Market == EnumMarket.期货)
{
Future future = instr as Future;
if (future == null)
{
return(true);
}
FutureProduct product = GetFutureProduct(future.ProductID);
if (product == null)
{
return(true);
}
if (product.AllSlice != null && product.AllSlice.Count > 0)
{
return(false);
}
}
return(true);
}
internal void AddProduct(FutureProduct product)
{
if (product == null)
{
return;
}
if (_allProducts.ContainsKey(product.ProductID))
{
return;
}
_allProducts.Add(product.ProductID, product);
}
private static List <TimeSlice> GetTradingTime(InstrumentManager instmgr, string instid, DateTime tradingday)
{
List <TimeSlice> tradingtime = instmgr.GetTradingTime(tradingday, instid);
Instrument instr = instmgr[instid];
string productid = Regex.Replace(instid, @"\d", "");
if (instr != null && instr.Market == EnumMarket.期货期权)
{
productid = ((Option)instr).ProductID;
}
FutureProduct product = instmgr.GetFutureProduct(productid);
return(tradingtime);
}
public TimeSlice GetLivingTime(string futureid)
{
Future future = this[futureid];
if (future == null)
{
return(null);
}
FutureProduct product = GetProductById(future.ProductID);
if (product == null)
{
return(null);
}
if (product.AllSlice != null && product.AllSlice.Count > 0)
{
TimeSlice tslice = new TimeSlice();
tslice.BeginTime = product.AllSlice[0].BeginTime;
tslice.EndTime = product.AllSlice[product.AllSlice.Count - 1].EndTime;
return(tslice);
}
Exchange exchange = GetExchange(future.ExchangeID);
if (exchange == null)
{
return(null);
}
if (exchange.AllSlice != null && exchange.AllSlice.Count > 0)
{
TimeSlice tslice = new TimeSlice();
tslice.BeginTime = exchange.AllSlice[0].BeginTime;
tslice.EndTime = exchange.AllSlice[exchange.AllSlice.Count - 1].EndTime;
return(tslice);
}
return(null);
}
internal static void Set(XmlDocument doc, XmlElement root, FutureProduct product, FutureManager mgr)
{
XmlAttribute attr = doc.CreateAttribute(IdAttr);
attr.Value = product.ProductID;
root.Attributes.Append(attr);
attr = doc.CreateAttribute(NameAttr);
attr.Value = product.ProductName;
root.Attributes.Append(attr);
if (product.AllSlice != null && product.AllSlice.Count > 0)
{
StringBuilder builder = new StringBuilder();
foreach (TimeSlice slice in product.AllSlice)
{
builder.Append(slice.BeginTime.ToString()).Append(",")
.Append(slice.EndTime.ToString()).Append(",");
}
builder.Remove(builder.Length - 1, 1);
attr = doc.CreateAttribute(TradingTimeAttr);
attr.Value = builder.ToString();
root.Attributes.Append(attr);
}
List <Future> futurelist = mgr.GetFutures(product.ExchangeID, product.ProductID);
foreach (Future future in futurelist)
{
XmlElement subTagNode = doc.CreateElement(FutureTag);
root.AppendChild(subTagNode);
FutureXml.Set(doc, subTagNode, future);
}
}
public bool LoadConfig(string strFile)
{
try
{
XmlDocument doc = new XmlDocument();
doc.Load(strFile);
#region 交易所
XmlElement exroot = doc.DocumentElement.GetElementsByTagName(ExListTag)[0] as XmlElement;
if (exroot == null)
{
throw new Exception("文件格式不对");
}
TimeSpan tsvalue;
foreach (XmlNode node in exroot)
{
#region
XmlElement exElem = node as XmlElement;
if (exElem == null)
{
continue;
}
Exchange exchange = new Exchange();
exchange.ExchangeID = exElem.GetAttribute(IdAttr).Trim();
exchange.ExchangeName = exElem.GetAttribute(NameAttr).Trim();
if (exchange.ExchangeID.Length == 0)
{
continue;
}
XmlText txtNode = null;
DateTime dtime = default(DateTime);
foreach (XmlNode subNode in exElem.ChildNodes)
{
#region
XmlElement subTagNode = subNode as XmlElement;
if (subTagNode == null)
{
continue;
}
switch (subTagNode.Name)
{
case SliceTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
{
throw new Exception("配置文件格式不对");
}
string[] strlist = txtNode.Value.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
int icount = strlist.Length / 2;
for (int i = 0; i < icount; ++i)
{
TimeSlice slice = new TimeSlice();
if (!TimeSpan.TryParse(strlist[i * 2], out tsvalue))
{
exchange.AllSlice.Clear();
throw new Exception("配置文件格式不对");
}
slice.BeginTime = tsvalue;
if (!TimeSpan.TryParse(strlist[i * 2 + 1], out tsvalue))
{
exchange.AllSlice.Clear();
throw new Exception("配置文件格式不对");
}
slice.EndTime = tsvalue;
exchange.AllSlice.Add(slice);
}
break;
case OpenTimeTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
{
throw new Exception("配置文件格式不对");
}
if (!DateTime.TryParse(txtNode.Value, out dtime))
{
throw new Exception("配置文件格式不对");
}
exchange.OpenTime = dtime;
break;
case CloseTimeTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
{
throw new Exception("配置文件格式不对");
}
if (!DateTime.TryParse(txtNode.Value, out dtime))
{
throw new Exception("配置文件格式不对");
}
exchange.CloseTime = dtime;
break;
}
#endregion
}
_exlist.Add(exchange.ExchangeID, exchange);
#endregion
}
#endregion
#region 品种
XmlElement productroot = doc.DocumentElement.GetElementsByTagName(PrdListTag)[0] as XmlElement;
if (productroot == null)
{
throw new Exception("文件格式不对");
}
foreach (XmlNode node in productroot)
{
XmlElement productElem = node as XmlElement;
if (productElem == null)
{
continue;
}
FutureProduct product = new FutureProduct();
product.ProductID = productElem.GetAttribute("id").Trim();
product.ProductName = productElem.GetAttribute("name").Trim();
product.ExchangeID = productElem.GetAttribute("exchange").Trim();
if (productElem.HasAttribute(TradingTimeAttr))
{
#region tradingtime
string strtradingtime = productElem.GetAttribute(TradingTimeAttr);
string[] strlist = strtradingtime.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
int icount = strlist.Length / 2;
for (int i = 0; i < icount; ++i)
{
TimeSlice slice = new TimeSlice();
if (!TimeSpan.TryParse(strlist[i * 2], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.BeginTime = tsvalue;
if (!TimeSpan.TryParse(strlist[i * 2 + 1], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.EndTime = tsvalue;
product.AllSlice.Add(slice);
}
#endregion
}
if (product.ProductID.Length != 0)
{
_productlist.Add(product.ProductID, product);
}
}
#endregion
#region 合约
XmlElement futureroot = doc.DocumentElement.GetElementsByTagName(FutureListTag)[0] as XmlElement;
if (futureroot == null)
{
throw new Exception("文件格式不对");
}
foreach (XmlNode node in futureroot)
{
XmlElement futureElem = node as XmlElement;
if (futureElem == null)
{
continue;
}
Future future = new Future();
future.ID = futureElem.GetAttribute("id").Trim();
future.Name = futureElem.GetAttribute("name").Trim();
future.ProductID = futureElem.GetAttribute("pid").Trim();
if (future.ID.Length != 0)
{
if (future.ProductID == "default")
{
_defaultfuturelist.Add(future);
}
else
{
_futurelist.Add(future);
}
}
}
#endregion
return(true);
}
catch (XmlException xmlex)
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
logger.Error("加载配置文件 " + strFile + " 失败", xmlex);
}
catch (Exception e)
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
logger.Error("加载配置文件 " + strFile + " 失败", e);
}
_exlist.Clear();
return(false);
}
internal static void Get(
XmlElement root,
FutureProduct product,
FutureManager mgr,
List <string> futurelist,
bool blive)
{
product.ProductID = root.GetAttribute(IdAttr);
product.ProductName = root.GetAttribute(NameAttr);
if (root.HasAttribute(TradingTimeAttr))
{
#region tradingtime
string strtradingtime = root.GetAttribute(TradingTimeAttr);
string[] strlist = strtradingtime.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
int icount = strlist.Length / 2;
TimeSpan tsvalue;
for (int i = 0; i < icount; ++i)
{
TimeSlice slice = new TimeSlice();
if (!TimeSpan.TryParse(strlist[i * 2], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.BeginTime = tsvalue;
if (!TimeSpan.TryParse(strlist[i * 2 + 1], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.EndTime = tsvalue;
product.AllSlice.Add(slice);
}
#endregion
}
Dictionary <string, Future> normalmap = new Dictionary <string, Future>();
Dictionary <string, Future> refmap = new Dictionary <string, Future>();
Dictionary <string, Future> idxmap = new Dictionary <string, Future>();
foreach (XmlNode subNode in root.ChildNodes)
{
#region
XmlElement subTagNode = subNode as XmlElement;
if (subTagNode == null)
{
continue;
}
if (subTagNode.Name != FutureTag)
{
continue;
}
Future future;
FutureXml.Get(subTagNode, out future, blive);
if (future.ID != "")
{
future.ExchangeID = product.ExchangeID;
future.ProductID = product.ProductID;
if (future.FutureType == EnumFutureType.Index)
{
if (!idxmap.ContainsKey(future.ID))
{
idxmap.Add(future.ID, future);
}
else
{
throw new Exception("Future.xml出错，重复的合约ID: " + future.ID);
}
}
else if (future.FutureType == EnumFutureType.Reference)
{
if (!refmap.ContainsKey(future.ID))
{
refmap.Add(future.ID, future);
}
else
{
throw new Exception("Future.xml出错，重复的合约ID: " + future.ID);
}
}
else
{
if (!normalmap.ContainsKey(future.ID))
{
normalmap.Add(future.ID, future);
}
else
{
throw new Exception("Future.xml出错，重复的合约ID: " + future.ID);
}
}
}
#endregion
}
foreach (string futureid in normalmap.Keys)
{
if (futurelist == null || futurelist.Count == 0 || futurelist.Contains(futureid))
{
mgr.AddFuture(normalmap[futureid]);
}
}
foreach (string futureid in refmap.Keys)
{
Future future = refmap[futureid];
string refid = mgr.GetRealFuture(future.ID);
if (refid != "" && normalmap.ContainsKey(refid))
{
future.RealFuture = normalmap[refid];
}
if (futurelist == null || futurelist.Count == 0 || futurelist.Contains(futureid))
{
mgr.AddFuture(future);
mgr.AddFuture(future.RealFuture);
}
}
foreach (string futureid in idxmap.Keys)
{
if (futurelist == null || futurelist.Count == 0 || futurelist.Contains(futureid))
{
Future future = idxmap[futureid];
future.RealFuture = refmap[future.ProductID + "9999"].RealFuture;
mgr.AddFuture(future);
mgr.AddFuture(future.RealFuture);
foreach (string normalid in normalmap.Keys)
{
mgr.AddFuture(normalmap[normalid]);
}
}
}
BuildRef(mgr, product.ExchangeID, product.ProductID);
}
internal static void Get(XmlElement root, FutureProduct product, FutureManager mgr)
{
product.ProductID = root.GetAttribute(IdAttr);
product.ProductName = root.GetAttribute(NameAttr);
if (root.HasAttribute(TradingTimeAttr))
{
#region tradingtime
string strtradingtime = root.GetAttribute(TradingTimeAttr);
string[] strlist = strtradingtime.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
int icount = strlist.Length / 2;
TimeSpan tsvalue;
for (int i = 0; i < icount; ++i)
{
TimeSlice slice = new TimeSlice();
if (!TimeSpan.TryParse(strlist[i * 2], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.BeginTime = tsvalue;
if (!TimeSpan.TryParse(strlist[i * 2 + 1], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.EndTime = tsvalue;
product.AllSlice.Add(slice);
}
#endregion
}
foreach (XmlNode subNode in root.ChildNodes)
{
XmlElement subTagNode = subNode as XmlElement;
if (subTagNode == null)
{
continue;
}
if (subTagNode.Name != FutureTag)
{
continue;
}
Future future;
FutureXml.Get(subTagNode, out future, false);
if (future.ID != "")
{
future.ExchangeID = product.ExchangeID;
future.ProductID = product.ProductID;
mgr.AddFuture(future);
}
}
BuildRef(mgr, product.ExchangeID, product.ProductID);
}
/// <summary>
/// 解析内容
/// </summary>
/// <param name="root"></param>
/// <param name="exchange"></param>
/// <param name="mgr"></param>
internal static void Get(XmlElement root, Exchange exchange, FutureManager mgr)
{
exchange.ExchangeID = root.GetAttribute(IdAttr);
exchange.ExchangeName = root.GetAttribute(NameAttr);
XmlText txtNode = null;
DateTime dtime = default(DateTime);
TimeSpan tsvalue;
foreach (XmlNode subNode in root.ChildNodes)
{
XmlElement subTagNode = subNode as XmlElement;
if (subTagNode == null) continue;
switch (subTagNode.Name)
{
case ProductTag:
FutureProduct product = new FutureProduct();
product.ExchangeID = exchange.ExchangeID;
FutureProductXml.Get(subTagNode, product, mgr);
if (product.ProductID != "")
mgr.AddProduct(product);
break;
case SliceTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
throw new Exception("配置文件格式不对");
string[] strlist = txtNode.Value.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
int icount = strlist.Length / 2;
for (int i = 0; i < icount; ++i)
{
TimeSlice slice = new TimeSlice();
if (!TimeSpan.TryParse(strlist[i * 2], out tsvalue))
{
exchange.AllSlice.Clear();
throw new Exception("配置文件格式不对");
}
slice.BeginTime = tsvalue;
if (!TimeSpan.TryParse(strlist[i * 2 + 1], out tsvalue))
{
exchange.AllSlice.Clear();
throw new Exception("配置文件格式不对");
}
slice.EndTime = tsvalue;
exchange.AllSlice.Add(slice);
}
break;
case OpenTimeTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
throw new Exception("配置文件格式不对");
if (!DateTime.TryParse(txtNode.Value, out dtime))
throw new Exception("配置文件格式不对");
exchange.OpenTime = dtime;
break;
case CloseTimeTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
throw new Exception("配置文件格式不对");
if (!DateTime.TryParse(txtNode.Value, out dtime))
throw new Exception("配置文件格式不对");
exchange.CloseTime = dtime;
break;
}
}
}
public TimeSlice GetLivingTime(DateTime tradingday, string instrumentid)
{
Instrument instr = this[instrumentid];
if (instr != null && _tfMgr != null)
{
string productid = GetProduct(instrumentid);
return(_tfMgr.GetLivingTime(tradingday, instr.Market, instr.ExchangeID, productid));
}
if (instr == null)
{
//期货没有后缀
var prodct = GetProduct(instrumentid);
if (prodct == "" || prodct[0] == '.')
{
return(null);
}
FutureProduct product = GetFutureProduct(prodct);
if (product == null)
{
return(null);
}
if (product.AllSlice != null && product.AllSlice.Count > 0)
{
TimeSlice tslice = new TimeSlice
{
BeginTime = product.AllSlice[0].BeginTime,
EndTime = product.AllSlice[product.AllSlice.Count - 1].EndTime
};
return(tslice);
}
Exchange exchange = GetExchange(product.ExchangeID);
if (exchange == null)
{
return(null);
}
if (exchange.AllSlice != null && exchange.AllSlice.Count > 0)
{
TimeSlice tslice = new TimeSlice
{
BeginTime = exchange.AllSlice[0].BeginTime,
EndTime = exchange.AllSlice[exchange.AllSlice.Count - 1].EndTime
};
return(tslice);
}
}
else
{
if (instr.Market == EnumMarket.期货)
{
Future future = instr as Future;
if (future == null)
{
return(null);
}
FutureProduct product = GetFutureProduct(future.ProductID);
if (product == null)
{
return(null);
}
if (product.AllSlice != null && product.AllSlice.Count > 0)
{
TimeSlice tslice = new TimeSlice();
tslice.BeginTime = product.AllSlice[0].BeginTime;
tslice.EndTime = product.AllSlice[product.AllSlice.Count - 1].EndTime;
return(tslice);
}
}
Exchange exchange = GetExchange(instr.ExchangeID);
if (exchange == null)
{
return(null);
}
if (exchange.AllSlice != null && exchange.AllSlice.Count > 0)
{
TimeSlice tslice = new TimeSlice();
tslice.BeginTime = exchange.AllSlice[0].BeginTime;
tslice.EndTime = exchange.AllSlice[exchange.AllSlice.Count - 1].EndTime;
return(tslice);
}
}
return(null);
}
/// <summary>
/// 获取品种的交易时间
/// </summary>
/// <param name="instrumentid">品种</param>
/// <returns></returns>
public List <TimeSlice> GetTradingTime(DateTime tradingday, string instrumentid)
{
#region
Instrument instr = this[instrumentid];
if (instr != null && _tfMgr != null)
{
string productid = GetProduct(instrumentid);
if (instr.Market == EnumMarket.期货期权)
{
productid = ((Option)instr).ProductID;
}
return(_tfMgr.GetTradingFrame(tradingday, instr.Market, instr.ExchangeID, productid));
}
if (instr == null)
{
//期货没有后缀
var prodct = GetProduct(instrumentid);
if (prodct == "" || prodct[0] == '.')
{
return(null);
}
FutureProduct product = GetFutureProduct(prodct);
if (product == null)
{
return(null);
}
if (product.AllSlice != null && product.AllSlice.Count > 0)
{
return(product.AllSlice);
}
Exchange exchange = GetExchange(product.ExchangeID);
if (exchange == null)
{
return(null);
}
return(exchange.AllSlice);
}
else
{
if (instr.Market == EnumMarket.期货)
{
Future future = instr as Future;
if (future == null)
{
return(null);
}
FutureProduct product = GetFutureProduct(future.ProductID);
if (product == null)
{
return(null);
}
if (product.AllSlice != null && product.AllSlice.Count > 0)
{
return(product.AllSlice);
}
}
Exchange exchange = GetExchange(instr.ExchangeID);
if (exchange == null)
{
return(null);
}
return(exchange.AllSlice);
}
return(null);
#endregion
}
