public ContractTime GetContractTime(DateTime date, int index = 0)
{
ContractTime cContractTime = null;
date = new DateTime(date.Year, date.Month, date.Day, __iCloseHour, __iCloseMinute, __iCloseSecond);
int iCount = __cContractTimes.Count;
for (int i = index; i < iCount; i++)
{
ContractTime cContractTemp = __cContractTimes[i];
double dTotals = (cContractTemp.MaturityDate - date).TotalSeconds;
if (dTotals >= 0 && dTotals <= 604800)
{
cContractTime = cContractTemp;
break;
}
}
if (cContractTime == null)
{
if (index > 0)
{
date = date.AddSeconds(index * 604800);
}
cContractTime = MaturityDateUtil.GetWeekMaturityDate(date);
}
return(cContractTime);
}
private void CalcContractTime(DateTime today)
{
//先計算出現月
ContractTime cCurrentContractTime = MaturityDateUtil.GetMonthMaturityDate(today, true);
AddContractTime(0, cCurrentContractTime);
//由現月計算出其他月份
int iMonth = cCurrentContractTime.ContractMonth;
int iBaseMonth = CalcBaseMonth(iMonth);
int[] iMonthPeriods = new int[5];
iMonthPeriods[0] = 1;
iMonthPeriods[1] = 2;
for (int i = 0; i < 3; i++)
{
iMonthPeriods[i + 2] = (iBaseMonth + (3 * i)) - iMonth;
}
//計算其他月份的交易日與到期日
int iLength = iMonthPeriods.Length;
for (int i = 0; i < iLength; i++)
{
ContractTime cContractTime = AddContractMonths(cCurrentContractTime, iMonthPeriods[i]);
AddContractTime(i + 1, cContractTime);
}
}
public ContractTime GetContractTime(DateTime date, int index = 0)
{
ContractTime cContractTime = null;
int iYear = date.Year, iMonth = date.Month;
int iIndex = 0, iKey = iYear * 100 + iMonth;
if (__cIndexs.TryGetValue(iKey, out iIndex))
{
cContractTime = __cContractTimes[(index > 0) ? index : iIndex];
}
else
{
date = new DateTime(iYear, iMonth, date.Day, __iCloseHour, __iCloseMinute, __iCloseSecond);
cContractTime = MaturityDateUtil.GetMonthMaturityDate(date, true);
if (index > 0)
{
int iCMonth = cContractTime.ContractMonth;
int iBaseMonth = CalcBaseMonth(iMonth);
int iMonthPeriod = (index > 1) ? (iBaseMonth + (3 * (index - 2))) - iCMonth : 1;
cContractTime = AddContractMonths(cContractTime, iMonthPeriod);
}
}
return(cContractTime);
}
private ContractTime AddContractMonths(ContractTime contract, int month)
{
int iYear = contract.ContractYear;
int iMonth = contract.ContractMonth + month;
if (iMonth > 12)
{
--iMonth;
iMonth %= 12;
++iMonth;
++iYear;
}
return(MaturityDateUtil.GetMonthMaturityDate(new DateTime(iYear, iMonth, 1, __iCloseHour, __iCloseMinute, __iCloseSecond), false));
}
private ContractTime AddContractMonths(ContractTime contract, int month)
{
int iYear = contract.ContractYear;
int iMonth = contract.ContractMonth + month;
if (iMonth > 12)
{
--iMonth;
iMonth %= 12;
++iMonth;
++iYear;
}
return(MaturityDateUtil.GetMonthMaturityDate((new DateTime(iYear, iMonth, 1)).AddSeconds(__cCloseTime.TotalSeconds), false));
}
private void CalcContractTime(DateTime today)
{
//先計算出目前此週到期日
ContractTime cCurrentContractTime = MaturityDateUtil.GetWeekMaturityDate(today);
AddContractTime(0, cCurrentContractTime);
DateTime cDate = cCurrentContractTime.MaturityDate.AddSeconds(604800);
for (int i = 1; i < 3; i++)
{
ContractTime cContractTime = MaturityDateUtil.GetWeekMaturityDate(cDate);
AddContractTime(i, cContractTime);
cDate = cContractTime.MaturityDate.AddSeconds(604800);
}
}
