public void Load(string file)
{
var list = JArray.Parse(File.ReadAllText(file));
var current = list.First;
while (current != null)
{
var items = (JArray)current;
var product = items[1].Value <string>();
if (!_items.TryGetValue(product, out var ranges))
{
ranges = new List <TradingTimeRange>();
_items.Add(product, ranges);
}
var date1 = ParseDateTime(items[4].Value <string>());
var date2 = ParseDateTime(items[5].Value <string>());
var range = new TradingTimeRange(date1, date2);
foreach (var item in ParseTimeRange(items[2].Value <string>()))
{
range.AddRange(item);
}
ranges.Add(range);
current = current.Next;
}
}
private static void SetRangeUpdateReminder(TradingTimeRange range, Strategy strategy)
{
if (range.DateTime2 < DateTime.MaxValue)
{
strategy.Clock.AddReminder(new Reminder(UpdateTradingRange, range.DateTime2.AddDays(1), strategy));
}
}
public TradingTimeRange Get(DateTime dateTime)
{
_last = TradingCalendar.Instance.GetTimeRange(_list, _last, dateTime);
return(_last);
}
private void LoadTradingTimeRange()
{
_timeRanges = TradingCalendar.Instance.GetTimeRange(instrument, DateTime.Today);
}
private void LoadTradingTimeRange()
{
_timeRange = TradingCalendar.Instance.GetTimeRange(instrument, DateTime.Today);
_nightOpenTime = _timeRange.NightOpenTime;
_openTime = _timeRange.OpenTime;
}
static TradingTimeManager()
{
Stock = new TradingTimeRange(DateTime.MinValue, DateTime.MaxValue);
Stock.AddRange(new TimeRange(new TimeSpan(9, 30, 0), new TimeSpan(11, 30, 0), true, false, false));
Stock.AddRange(new TimeRange(new TimeSpan(13, 00, 0), new TimeSpan(15, 00, 0), false, true, false));
}
static TradingTimeRange()
{
Fulltime = new TradingTimeRange(DateTime.MinValue, DateTime.MaxValue);
Fulltime.AddRange(TimeSpan.Zero, new TimeSpan(23, 59, 59));
}
public static void SetTimeRange(this Instrument inst, TradingTimeRange manager)
{
inst.Fields[QuantBoxConst.InstrumentTimeManagerOffset] = manager;
}
