static void Main(string[] args) { mysql connection = new mysql(); MySqlConnection conn = connection.conn; // DataTable PriceTable = GetPrice.GetFuturesPrice.getFuturesPrice4Ticker(tickerHead: "ED", conn: conn, // dateTimeFrom: new DateTime(2016, 8, 2), dateTimeTo: new DateTime(2016, 8, 2)); // DateTime DateTimeFrom = new DateTime(2016,10,1); // DateTime DateTimeTo = new DateTime(2017,2,1); // Worked perfectly on September 12th and 13th DataTable DeltaStrategyTable = (from x in StrategyTable.AsEnumerable() where x.Field <string>("StrategyClass").Contains("delta") select x).CopyToDataTable(); string alias = "LCG17Z16VCS"; List <string> HedgeNotes = TA.StrategyHedger.HedgeStrategyAgainstDelta(alias: alias, deltaAlias: "delta_jul16", conn: conn); string instrument = "options"; Console.WriteLine("Emre"); }
public static void UpdateStrategy(string strategyTableString) { System.Diagnostics.Debug.WriteLine("-------------启动策略更新!-------------"); StrategyTable strategyTable = JsonConvert.DeserializeObject <StrategyTable>(strategyTableString); if (strategyTable == null) { return; } foreach (var strategy in strategyTable.StrategyList) { if (_strategyTable.Keys.Contains(strategy.SN)) { var findResult = _strategyTable[strategy.SN].Find(s => s.Type == strategy.Type); if (findResult == null) { _strategyTable[strategy.SN].Add(strategy); } else { _strategyTable[strategy.SN].Remove(findResult); _strategyTable[strategy.SN].Add(strategy); } } else { _strategyTable.Add(strategy.SN, new List <Strategy> { strategy }); } } System.Diagnostics.Debug.WriteLine("-------------完成策略更新!-------------"); }
public bool Save() { StrategyTable sTable = new StrategyTable(); sTable.StrategyList = new List <Strategy>(); List <Strategy> smokeList = GetSmokeStrategy(_smokeStrategyList); if (smokeList.Count != 0) { sTable.StrategyList.AddRange(smokeList); } List <Strategy> temList = GetTemperatureStrategy(_temStrategyList); if (temList.Count != 0) { sTable.StrategyList.AddRange(temList); } return(MonitorAllConfig.Instance().SaveStrategyCofig(sTable, _selectedScreenSN)); }
public bool UpdateStrategy(StrategyTable strategy) { string serializeStr = JsonConvert.SerializeObject(strategy); SetStrategy(serializeStr); return SaveStrategy(serializeStr); }
public bool SaveStrategyCofig(StrategyTable straTable, string sn) { foreach (var item in _strategyConfigDic) { if (sn == item.Key) continue; straTable.StrategyList.AddRange(item.Value); } _fLogService.Info("开始保存策略配置..."); bool res = DataDispatcher.ClientDispatcher.Instance.UpdateStrategy(straTable); _fLogService.Info("完成保存策略配置..."); if (res) { _strategyConfigDic = new Dictionary<string, List<Strategy>>();// straTable.StrategyList; foreach (var item in straTable.StrategyList) { if (!_strategyConfigDic.ContainsKey(item.SN)) _strategyConfigDic.Add(item.SN, new List<Strategy>()); _strategyConfigDic[item.SN].Add(item); } } return res; }
public bool Save() { StrategyTable sTable = new StrategyTable(); sTable.StrategyList = new List<Strategy>(); List<Strategy> smokeList = GetSmokeStrategy(_smokeStrategyList); if (smokeList.Count != 0) sTable.StrategyList.AddRange(smokeList); List<Strategy> temList = GetTemperatureStrategy(_temStrategyList); if (temList.Count != 0) sTable.StrategyList.AddRange(temList); return MonitorAllConfig.Instance().SaveStrategyCofig(sTable, _selectedScreenSN); }