public __OPTIONS_Signal(object _ctx)
: base(_ctx) {
this.GapPoint = 0;
__cList = new List<Report>(4096);
__cExchange = ProductManager.Manager.GetExchange("TWSE");
}
public __WEEK_OPTIONS_Signal(object _ctx)
: base(_ctx) {
this.Range = 150;
__cList = new List<Report[]>(4096);
__cExchange = ProductManager.Manager.GetExchange("TWSE");
__cTReports = new TotalReport[7];
for (int i = 0; i < 7; i++) {
__cTReports[i] = new TotalReport();
}
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="request">InstrumentDataRequest類別</param>
public InstrumentSettings(ref InstrumentDataRequest request) {
AbstractExchange cExchange = ProductManager.Manager.GetExchange(request.Exchange);
__sSymbolId = request.Symbol;
__sExchange = request.Exchange;
__sDataSource = request.DataFeed;
__dTimeZone = cExchange.TimeZone;
__cProduct = cExchange.GetProduct(__sSymbolId);
__cProperty = cExchange.GetProperty(__sSymbolId, __sDataSource);
//如果沒有商品資訊就使用 request.Symbol 第一個字元當作搜尋條件來取代
if (__cProduct == null) {
List<Product> cProducts = cExchange.SearchProducts(new string(__sSymbolId[0], 1), false);
foreach (Product cProduct in cProducts) {
AbstractProductProperty cProperty = cExchange.GetProperty(cProduct.SymbolId);
if (cProperty != null) {
__cProduct = cProduct;
__cProperty = cProperty;
break;
}
}
}
__cOptionType = __cProperty.GetCallOrPut(__cProduct); //取得選擇權 Call or Put 類型
__dStrikePrice = __cProperty.GetStrikePrice(__cProduct); //取得選擇權履約價格
//取得合約到期日索引值
IContractTime cContractTime = __cProperty.ContractRule as IContractTime;
if (cContractTime != null) {
__iContractIndex = cContractTime.GetContractIndex(__sSymbolId);
}
this.Create(ref request);
__cResolution = request.Resolution;
}
public __WeekOption_Signal(object _ctx)
: base(_ctx) {
this.Range = 100;
this.GapPoint = 8;
__cExchange = ProductManager.Manager.GetExchange("TWSE");
__cDownloanTime = DateTime.Today.AddSeconds(55800); //調整為今日15:30
}
internal void AddExchange(AbstractExchange exchange) {
string sShortName = exchange.ShortName;
lock (__cKeys) {
if (!__cKeys.ContainsKey(sShortName)) {
int iIndex = __cExchanges.Count;
__cExchanges.Add(exchange);
__cKeys.Add(sShortName, iIndex);
}
}
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="exchange">交易所類別</param>
/// <param name="products">商品資訊列表</param>
public ProductInformation(AbstractExchange exchange, List<Product> products) {
__cExchange = exchange;
__cProducts = products;
}
