/// <summary>
/// 取得合約到期日資訊(適用於月選擇權與期貨商品)
/// </summary>
/// <param name="date">日期</param>
/// <param name="isAutoNextMonth">是否自動換月(如果不自動換月,不會超過本月)</param>
/// <returns>返回值: 合約到期日資訊</returns>
internal static ContractTime GetMonthMaturityDate(DateTime date, bool isAutoNextMonth) {
int iYear = date.Year;
int iMonth = date.Month;
ContractTime cContractTime = new ContractTime();
for (int i = 15; i <= 21; i++) {
DateTime cDate = new DateTime(iYear, iMonth, i, date.Hour, date.Minute, date.Second);
if (cDate.DayOfWeek == DayOfWeek.Wednesday) {
if (isAutoNextMonth && date > cDate) {
i = 14;
++iMonth;
if (iMonth > 12) {
iMonth = 1;
++iYear;
}
continue;
}
cContractTime.ContractYear = iYear;
cContractTime.ContractMonth = iMonth;
cContractTime.MaturityDate = cDate;
break;
}
}
return cContractTime;
}
private ContractTime CalcMaturityDate(DateTime date) {
int iYear = date.Year;
int iMonth = date.Month;
ContractTime cContractTime = new ContractTime();
cContractTime.ContractYear = iYear;
cContractTime.ContractMonth = iMonth;
DateTime cDate = new DateTime(iYear, iMonth, date.Day, __iCloseHour, __iCloseMinute, __iCloseSecond);
for (int i = 0; i < TRADE_LIMIT_DAY; i++) {
cDate = cDate.AddSeconds(86400); //一次增加一天
if (__cTradeWeeks != null && !__cTradeWeeks.Contains(cDate.DayOfWeek)) {
--i;
continue;
}
}
cContractTime.MaturityDate = cDate;
return cContractTime;
}
/// <summary>
/// 取得週合約到期日資訊(適用於周選擇權商品)
/// </summary>
/// <param name="date">日期</param>
/// <returns>返回值: 合約到期日資訊</returns>
internal static ContractTime GetWeekMaturityDate(DateTime date) {
ContractTime cContractTime = new ContractTime();
DateTime cMaturity = GetMonthMaturityDate(date, false).MaturityDate;
for (int i = 0; i < 7; i++) {
if (date.DayOfWeek == DayOfWeek.Wednesday) {
double dTotals = (cMaturity - date).TotalSeconds; //計算是否在第三個星期三周期內(第三個星期三沒有週選擇權)
if (dTotals >= 0 && dTotals <= 518400) { //要扣掉結算日 604800 - 86400 = 518400(星期四才是新的換周日)
date = cMaturity.AddSeconds(604800); //一次加上一星期的秒數
}
cContractTime.ContractYear = date.Year;
cContractTime.ContractMonth = date.Month;
cContractTime.MaturityDate = date;
break;
}
date = date.AddSeconds(86400); //一次加上一天 86400 秒
}
return cContractTime;
}
private void AddContractTime(int id, ContractTime contractTime) {
int iKey = contractTime.ContractYear * 100 + contractTime.ContractMonth;
if (!__cIndexs.ContainsKey(iKey)) {
contractTime.Id = id;
__cIndexs.Add(iKey, id);
__cContractTimes.Add(contractTime);
}
}
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 void AddContractTime(int id, ContractTime contractTime) {
contractTime.Id = id;
__cContractTimes.Add(contractTime);
}
