/// <summary>
/// 获取K线生成器。
/// </summary>
/// <param name="instrument"></param>
/// <returns></returns>
private List <KLineFactory> GetIndexKLineFactory(USeInstrument instrument)
{
Debug.Assert(instrument.Market != USeMarket.Unknown);
string varieties = USeTraderProtocol.GetVarieties(instrument.InstrumentCode);
List <KLineFactory> factoryList = null;
if (m_indexkLineFactoryDic.TryGetValue(varieties, out factoryList) == false)
{
USeProduct product = m_productManager.GetPruduct(varieties);
factoryList = new List <KLineFactory>();
DayTradeRange tradeRange = m_tradeRangeManager.CreateTradeRange(varieties);
DateTime tradeDay = tradeRange.GetTradeDay(DateTime.Now);
USeInstrument indexInstrument = USeTraderProtocol.GetVarietiesIndexCode(product);
USeKLine dayKLine = GetDayKLine(tradeDay, indexInstrument);
List <USeInstrument> instrumentList = m_instrumentManager.GetAllInstruments(varieties, product.Market);
IndexDayKLineFactory dayFactory = new IndexDayKLineFactory(product, instrumentList, dayKLine, m_dayKLinePublishInterval, m_kLinePublisher, tradeRange, m_eventLogger, m_instrumentManager);
factoryList.Add(dayFactory);
IndexMinKLineFactory min1Factory = new IndexMinKLineFactory(product, instrumentList, USeCycleType.Min1, m_kLinePublisher, tradeRange, m_eventLogger, m_instrumentManager);
factoryList.Add(min1Factory);
m_indexkLineFactoryDic.Add(varieties, factoryList);
}
Debug.Assert(factoryList != null && factoryList.Count == 2);
return(factoryList);
}
/// <summary>
/// 获取K线生成器。
/// </summary>
/// <param name="instrument"></param>
/// <returns></returns>
private List <KLineFactory> GetKLineFactory(USeInstrument instrument)
{
Debug.Assert(instrument.Market != USeMarket.Unknown);
List <KLineFactory> factoryList = null;
if (m_kLineFactoryDic.TryGetValue(instrument.InstrumentCode, out factoryList) == false)
{
factoryList = new List <KLineFactory>();
DayTradeRange tradeRange = m_tradeRangeManager.CreateTradeRange(instrument);
bool isMainConract = m_mainContractManager.IsMainContract(instrument.InstrumentCode);
DateTime tradeDay = tradeRange.GetTradeDay(DateTime.Now);
USeKLine dayKLine = GetDayKLine(tradeDay, instrument);
DayKLineFactory dayFactory = new DayKLineFactory(instrument, dayKLine, m_kLinePublisher, tradeRange, m_eventLogger, m_dayKLinePublishInterval, isMainConract, m_instrumentManager);
factoryList.Add(dayFactory);
MinKLineFactory min1Factory = new MinKLineFactory(instrument, m_kLinePublisher, tradeRange, m_eventLogger, USeCycleType.Min1, isMainConract);
factoryList.Add(min1Factory);
m_kLineFactoryDic.Add(instrument.InstrumentCode, factoryList);
}
Debug.Assert(factoryList != null && factoryList.Count == 2);
return(new List <KLineFactory>(factoryList));
}
