/// <summary>
/// 构造方法。
/// </summary>
/// <param name="instrument">处理合约。</param>
/// <param name="publisher">发布者。</param>
/// <param name="tradeRange">交易时段。</param>
public KLineFactory(USeInstrument instrument, IKLinePublisher publisher, DayTradeRange tradeRange, IAppLogger eventLogger)
{
m_instrument = instrument;
m_publisher = publisher;
m_tradeRange = tradeRange;
m_eventLogger = eventLogger;
}
/// <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));
}
/// <summary>
/// 创建交易区间。
/// </summary>
/// <param name="varieties">品种。</param>
/// <returns></returns>
public DayTradeRange CreateTradeRange(string varieties)
{
List <TradeRangeItem> tradeRangeList = null;
if (m_tradeRangeDic.TryGetValue(varieties, out tradeRangeList) == false)
{
Debug.Assert(false);
tradeRangeList = new List <TradeRangeItem>();
}
DayTradeRange dayTradeRange = new DayTradeRange(m_tradeCalendarList, tradeRangeList);
return(dayTradeRange);
}
private List <USeInstrumentDetail> m_insDetailList = null; //合约的信息列表
#endregion
#region construction
/// <summary>
/// 构造方法。
/// </summary>
/// <param name="product">品种。</param>
/// <param name="publisher">发布者。</param>
/// <param name="tradeRange">交易时段。</param>
/// <param name="publishInterval">发布间隔。</param>
public IndexDayKLineFactory(USeProduct product, List <USeInstrument> instrumentList, USeKLine initKLine, TimeSpan publishInterval,
IKLinePublisher publisher, DayTradeRange tradeRange, IAppLogger eventLogger, USeTradingInstrumentManager instrumentManager)
: base(USeTraderProtocol.GetVarietiesIndexCode(product),
publisher, tradeRange, eventLogger)
{
Debug.Assert(product.PriceTick > 0);
Debug.Assert(instrumentList != null && instrumentList.Count > 0);
m_publishInterval = publishInterval;
m_nextPublishTime = DateTime.Now.AddTicks(publishInterval.Ticks);
m_product = product;
m_componentDic = new Dictionary <string, USeMarketData>();
foreach (USeInstrument instrument in instrumentList)
{
m_componentDic.Add(instrument.InstrumentCode, null);
}
if (initKLine != null)
{
Debug.Assert(initKLine.InstrumentCode == USeTraderProtocol.GetVarietiesIndexCode(product).InstrumentCode);
m_kLine = initKLine;
}
else
{
m_kLine = CreateDefaultKLine();
}
//获取该数据库下的合约详细信息
try
{
Debug.Assert(instrumentManager != null);
m_insDetailList = instrumentManager.GetAllInstrumentDetails();
}
catch (Exception ex)
{
throw new Exception("IndexDayKLineFactory 获取全部合约详细信息异常:" + ex.Message);
}
}
/// <summary>
/// 构造方法。
/// </summary>
/// <param name="instrument">合约。</param>
/// <param name="publisher">发布者。</param>
/// <param name="tradeRange">交易时段。</param>
/// <param name="publishInterval">发布间隔(单位:秒)。</param>
public DayKLineFactory(USeInstrument instrument, USeKLine initKLine, IKLinePublisher publisher, DayTradeRange tradeRange, IAppLogger eventLogger, TimeSpan publishInterval, bool isMainContract, USeTradingInstrumentManager instrumentManager)
: base(instrument, publisher, tradeRange, eventLogger)
{
m_publishInterval = publishInterval;
m_nextPublishTime = DateTime.Now.AddTicks(publishInterval.Ticks);
m_isMainContract = isMainContract;
if (initKLine != null)
{
Debug.Assert(initKLine.InstrumentCode == instrument.InstrumentCode);
m_kLine = initKLine;
}
if (isMainContract)
{
string varieties = USeTraderProtocol.GetVarieties(instrument.InstrumentCode);
m_mainContractCode = USeTraderProtocol.GetMainContractCode(varieties, instrument.Market);
}
//获取该数据库下的合约详细信息
try
{
Debug.Assert(instrumentManager != null);
m_insDetailList = instrumentManager.GetAllInstrumentDetails();
}
catch (Exception ex)
{
throw new Exception("IndexDayKLineFactory 获取全部合约详细信息异常:" + ex.Message);
}
}
/// <summary>
/// 构造方法。
/// </summary>
/// <param name="instrument">合约。</param>
/// <param name="klinePublisher">发布者。</param>
/// <param name="cycle">周期。</param>
/// <param name="eventLogger">日志。</param>
public MinKLineFactory(USeInstrument instrument, IKLinePublisher klinePublisher, DayTradeRange tradeRange, IAppLogger eventLogger, USeCycleType cycle, bool isMainContract)
: base(instrument, klinePublisher, tradeRange, eventLogger)
{
if (cycle != USeCycleType.Min1)
{
throw new NotSupportedException(string.Format("Not support {0} ", cycle));
}
m_cycle = cycle;
m_isMainContract = isMainContract;
if (isMainContract)
{
string varieties = USeTraderProtocol.GetVarieties(instrument.InstrumentCode);
m_mainContract = USeTraderProtocol.GetMainContractCode(varieties, instrument.Market);
}
}
/// <summary>
/// 构造方法。
/// </summary>
/// <param name="indexInstrument">指数合约。</param>
/// <param name="klinePublisher">发布者。</param>
/// <param name="cycle">周期。</param>
/// <param name="eventLogger">日志。</param>
public IndexMinKLineFactory(USeProduct product, List <USeInstrument> instrumentList, USeCycleType cycle, IKLinePublisher klinePublisher, DayTradeRange tradeRange, IAppLogger eventLogger, USeTradingInstrumentManager instrumentManager)
: base(USeTraderProtocol.GetVarietiesIndexCode(product),
klinePublisher, tradeRange, eventLogger)
{
if (cycle != USeCycleType.Min1)
{
throw new NotSupportedException(string.Format("Not support {0} ", cycle));
}
Debug.Assert(product.PriceTick > 0);
Debug.Assert(instrumentList != null && instrumentList.Count > 0);
m_cycle = cycle;
m_product = product;
m_componentDic = new Dictionary <string, USeMarketData>();
foreach (USeInstrument instrument in instrumentList)
{
m_componentDic.Add(instrument.InstrumentCode, null);
}
//if (initKLine != null)
//{
// Debug.Assert(initKLine.InstrumentCode == USeTraderProtocol.GetVarietiesIndexCode(product).InstrumentCode);
// m_kLine = initKLine;
//}
//获取该数据库下的合约详细信息
try
{
Debug.Assert(instrumentManager != null);
m_insDetailList = instrumentManager.GetAllInstrumentDetails();
}
catch (Exception ex)
{
throw new Exception("IndexDayKLineFactory 获取全部合约详细信息异常:" + ex.Message);
}
}
