/// <summary>
/// 计算指定日主力合约。
/// </summary>
/// <param name="settlementDate"></param>
/// <returns></returns>
private bool CalculateSerialContract(SettlementDayType settlementDayType, DateTime settlementDate, List <ErrorVarieties> errorList)
{
string text = string.Empty;
if (!m_tradingDateManager.IsTradingDate(settlementDate))
{
text = string.Format("{0:yyyy-MM-dd}为非交易日,无需计算", settlementDate);
USeConsole.WriteLine(text);
return(true);
}
Debug.Assert(m_varietiesList != null && m_varietiesList.Count > 0);
foreach (USeProduct varieties in m_varietiesList)
{
try
{
List <string> serialContractList = null;
if (settlementDayType == SettlementDayType.Today)
{
serialContractList = GetTodaySerialInstrument(varieties, settlementDate);
}
else
{
Debug.Assert(settlementDayType == SettlementDayType.SpecialDay);
serialContractList = GetHistorySerialInstrument(varieties, settlementDate); //连续合约
}
SaveSerialContract(varieties, settlementDate, serialContractList);
text = string.Format("{0}@{1:yyyy-MM-dd}连续合约计算完成,共{2}个合约", varieties.ProductCode, settlementDate, serialContractList.Count);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
catch (Exception ex)
{
text = string.Format("{0}@{1:yyyy-MM-dd}连续合约计算失败,{2}", varieties.ProductCode, settlementDate, ex.Message);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
errorList.Add(new ErrorVarieties()
{
Varieties = varieties.ProductCode,
SettlementDate = settlementDate,
ErrorMessage = ex.Message
});
}
}
return(true);
}
/// <summary>
/// 计算指定时段连续合约。
/// </summary>
/// <param name="beginDate">起始日。</param>
/// <param name="endDate">结束日。</param>
/// <returns></returns>
private bool CalculateSerialContract(SettlementDayType settlementDayType, DateTime beginDate, DateTime endDate, List <ErrorVarieties> errorList)
{
string text = string.Empty;
DateTime settlementDate = beginDate;
while (settlementDate <= endDate)
{
try
{
CalculateSerialContract(settlementDayType, settlementDate, errorList);
}
catch (Exception ex)
{
text = string.Format("{0:yyyy-MM-dd}计算失败,错误:{1}", settlementDate, ex.Message);
m_logger.WriteError(text);
USeConsole.WriteLine(text);
}
settlementDate = settlementDate.AddDays(1);
}
return(true);
}
/// <summary>
/// 读取配置。
/// </summary>
private void ReadConfig()
{
string text = string.Empty;
m_dbConnStr = ConfigurationManager.ConnectionStrings["AlphaDB"].ConnectionString;
if (string.IsNullOrEmpty(m_dbConnStr))
{
text = "AlphaDB数据库连接串为空";
}
m_alpahDBName = ConfigurationManager.AppSettings["AlphaDBName"];
if (string.IsNullOrEmpty(m_alpahDBName))
{
text = "AlphaDBName为空";
throw new ApplicationException(text);
}
try
{
MainContractCalculateSection section = (ConfigurationManager.GetSection("MainContractCalculater") as MainContractCalculateSection);
if (section == null)
{
text = "未找到MainContractCalculater配置节点";
throw new ApplicationException(text);
}
if (section.CalculateDate.CalculateDayType == SettlementDayType.SpecialDay)
{
if (section.CalculateDate.BeginDay.HasValue == false)
{
text = "未设定beginDate节点值";
throw new ApplicationException(text);
}
if (section.CalculateDate.EndDay.HasValue == false)
{
text = "未设定endDate节点值";
throw new ApplicationException(text);
}
if (section.CalculateDate.EndDay < section.CalculateDate.BeginDay)
{
text = "beginDate节点值大于endDate";
throw new ApplicationException(text);
}
m_dayType = SettlementDayType.SpecialDay;
m_beginDate = section.CalculateDate.BeginDay.Value.Date;
m_endDate = section.CalculateDate.EndDay.Value.Date;
}
else
{
Debug.Assert(section.CalculateDate.CalculateDayType == SettlementDayType.Today);
m_dayType = SettlementDayType.Today;
m_beginDate = DateTime.Today;
m_endDate = DateTime.Today;
}
if (section.QuerySetting.Interval <= TimeSpan.Zero)
{
text = "轮询间隔不能为空";
throw new Exception(text);
}
if (section.QuerySetting.Count <= 0)
{
text = "重试次数不能小于0";
throw new Exception(text);
}
m_tryInterval = section.QuerySetting.Interval;
m_tryCount = section.QuerySetting.Count;
}
catch (ApplicationException ex)
{
throw ex;
}
}
