private void OnInstrumentDefinitionEnd(object sender, InstrumentDefinitionEndEventArgs args)
{
InstrumentDefinitionEnd end = args.End;
if (end.RequestId != this.requestId)
{
return;
}
this.requestId = null;
Gtk.Application.Invoke(delegate
{
// this.ltvInstruments.BeginUpdate();
// this.ltvInstruments.Items.Clear();
// foreach (Instrument instrument in this.instruments)
// this.ltvInstruments.Items.Add((ListViewItem) new InstrumentViewItem(instrument));
// this.ltvInstruments.EndUpdate();
// this.gbxFilter.Enabled = true;
// this.btnRequest.Visible = true;
// this.btnCancel.Visible = false;
// if (this.instruments.Count > 0)
// this.btnImport.Visible = true;
// this.ltvInstruments.Enabled = true;
// this.tsiInfo.Text = string.Format("{0} - {1}", (object) end.Result, (object) end.Text);
// this.tsiProgress.Visible = false;
});
}
private void Dispatcher_InstrumentDefinitionEnd(object sender, InstrumentDefinitionEndEventArgs args)
{
InstrumentDefinitionEnd end = args.End;
if (end.RequestId != this.requestId)
{
return;
}
this.requestId = (string)null;
this.InvokeAction((Action)(() =>
{
this.ltvInstruments.BeginUpdate();
this.ltvInstruments.Items.Clear();
foreach (Instrument instrument in this.instruments)
{
this.ltvInstruments.Items.Add((ListViewItem) new InstrumentViewItem(instrument));
}
this.ltvInstruments.EndUpdate();
this.gbxFilter.Enabled = true;
this.btnRequest.Visible = true;
this.btnCancel.Visible = false;
if (this.instruments.Count > 0)
{
this.btnImport.Visible = true;
this.chbUpdate.Visible = true;
}
this.ltvInstruments.Enabled = true;
this.tsiInfo.Text = string.Format("{0} - {1}", (object)end.Result, (object)end.Text);
this.tsiProgress.Visible = false;
}));
if (!this.chbUseContractSymbol.Checked)
{
return;
}
this.chbUseContractSymbol_CheckedChanged((object)this, (EventArgs)null);
}
private void ReturnInstrumentDefinition(InstrumentDefinitionRequest request)
{
Dictionary <string, List <string> > dict = new Dictionary <string, List <string> >();
List <Instrument> instruments = new List <Instrument>();
// 不知道这样能不能解决死锁的问题
List <InstrumentField> _instruments = new List <InstrumentField>(_dictInstruments.Values);
foreach (InstrumentField contract in _instruments)
{
SmartQuant.InstrumentType instrumentType = (SmartQuant.InstrumentType)contract.Type;
// filter by type
if (request.FilterType != null &&
request.FilterType != instrumentType)
{
continue;
}
// filter by exchange
if (request.FilterExchange != null && !contract.ExchangeID.StartsWith(request.FilterExchange, StringComparison.CurrentCultureIgnoreCase))
{
continue;
}
// filter by symbol
if (request.FilterSymbol != null &&
!contract.Symbol.StartsWith(request.FilterSymbol, StringComparison.CurrentCultureIgnoreCase))
{
continue;
}
Instrument instrument = null;
//if (UpdateInstrument)
//{
// instrument = framework.InstrumentManager.Get(contract.Symbol);
// //if (instrument != null)
// //{
// // AltId ai = instrument.AltId.Get(this.id);
// // if (ai != null)
// // {
// // instrument.AltId.Remove(ai);
// // }
// //}
//}
if (instrument == null)
{
instrument = new Instrument(instrumentType, contract.Symbol);
}
instrument.AltId.Add(new AltId(this.id, contract.InstrumentID, contract.ExchangeID));
instrument.PutCall = (SmartQuant.PutCall)contract.OptionsType;
instrument.Strike = contract.StrikePrice;
instrument.Exchange = contract.ExchangeID;
instrument.CurrencyId = CurrencyId.CNY;
instrument.TickSize = contract.PriceTick;
instrument.Factor = contract.VolumeMultiple;
double x = instrument.TickSize;
if (x > 0.000001)
{
int i = 0;
for (; x - (int)x != 0; ++i)
{
x = x * 10;
}
instrument.PriceFormat = string.Format("F{0}", i);
}
var description = new InstrumentJson();
description.InstrumentName = contract.InstrumentName();
description.ProductID = contract.ProductID;
description.Underlying = contract.UnderlyingInstrID;
instrument.Description = JsonConvert.SerializeObject(description, description.GetType(), null);
if (!string.IsNullOrWhiteSpace(contract.UnderlyingInstrID))
{
// 要求先导入标的合约，再导入期权，如果在这里生成会丢失合约信息
Instrument UnderlyingInstrID = framework.InstrumentManager.Get(contract.UnderlyingInstrID);
if (UnderlyingInstrID == null)
{
//xlog.Warn("合约:{0},存在标的物字段，请先导入标的物合约{1},导入后放在Parent属性中", contract.Symbol, contract.UnderlyingInstrID);
List <string> list = null;
if (!dict.TryGetValue(contract.UnderlyingInstrID, out list))
{
list = new List <string>();
dict.Add(contract.UnderlyingInstrID, list);
}
list.Add(contract.Symbol);
}
else
{
instrument.Legs.Add(new Leg(UnderlyingInstrID));
//= framework.InstrumentManager.Get(contract.UnderlyingInstrID);
}
}
if (contract.ExpireDate > 0)
{
int yyyy = contract.ExpireDate / 10000;
int MM = contract.ExpireDate % 10000 / 100;
int dd = contract.ExpireDate % 100;
// 居然有期权传回来的到期时间没有日
dd = Math.Max(dd, 1);
instrument.Maturity = new DateTime(yyyy, MM, dd);
}
//if (UpdateInstrument)
//{
// framework.InstrumentManager.Save(instrument);
//}
instruments.Add(instrument);
}
if (dict.Count > 0)
{
xlog.Warn("标的物合约必须先导入,然后再Request,衍生品合约的Legs才会有一条记录指向标的物");
foreach (var kv in dict)
{
xlog.Warn("错过的标的物合约:{0},错过的衍生品合约数量{1}", kv.Key, kv.Value.Count);
}
xlog.Warn("请将以上合约先导入");
xlog.Warn("如果在Request后列表中没有标的物合约，则需要手工添加");
}
instruments.Sort(SortInstrument);
//
InstrumentDefinition definition = new InstrumentDefinition();
definition.RequestId = request.Id;
definition.ProviderId = this.id;
definition.Instruments = instruments.ToArray();
definition.TotalNum = instruments.Count;
EmitInstrumentDefinition(definition);
//
InstrumentDefinitionEnd end = new InstrumentDefinitionEnd();
end.RequestId = request.Id;
end.Result = RequestResult.Completed;
end.Text = string.Format("{0:n0} instrument(s) found.", instruments.Count);
EmitInstrumentDefinitionEnd(end);
}
public OnInstrumentDefinitionEnd(InstrumentDefinitionEnd end)
{
this.End = end;
}
protected internal void EmitInstrumentDefinitionEnd(InstrumentDefinitionEnd end)
{
OpenInstrumentQueue();
this.instrumentQueue.Enqueue(new OnInstrumentDefinitionEnd(end));
CloseInstrumentQueue();
}
public void OnInstrumentDefintionEnd(InstrumentDefinitionEnd end) => OnEvent(new OnInstrumentDefinitionEnd(end));
public void OnInstrumentDefintionEnd(InstrumentDefinitionEnd end) => OnEvent(new OnInstrumentDefinitionEnd(end));
public OnInstrumentDefinitionEnd(InstrumentDefinitionEnd end)
{
this.End = end;
}
