/// <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">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>
/// 启动。
/// </summary>
/// <param name="marketDataProvider"></param>
/// <param name="dbStore"></param>
public void Start(List <IKLineDataListener> storers, ITradeRangeManager tradeRangeManager,
MainContractManager mainContractManager, USeProductManager productManager, AlphaDBVistor alphaDBVistor,
USeTradingInstrumentManager instrumentManager,
IAppLogger eventLogger)
{
m_runFlag = true;
if (storers == null)
{
throw new ArgumentNullException("storers");
}
if (tradeRangeManager == null)
{
throw new ArgumentNullException("tradeRangeManager");
}
if (mainContractManager == null)
{
throw new ArgumentNullException("mainContractManager");
}
if (productManager == null)
{
throw new ArgumentNullException("productManager");
}
if (alphaDBVistor == null)
{
throw new ArgumentNullException("kLineVistor");
}
if (instrumentManager == null)
{
throw new ArgumentNullException("instrumentManager");
}
if (eventLogger == null)
{
throw new ArgumentNullException("eventLogger");
}
m_storers = storers;
m_tradeRangeManager = tradeRangeManager;
m_productManager = productManager;
m_mainContractManager = mainContractManager;
m_alphaDBVistor = alphaDBVistor;
m_instrumentManager = instrumentManager;
m_eventLogger = eventLogger;
KLinePublisher kLinePublisher = new KLinePublisher();
kLinePublisher.SetMarketDataStore(storers);
m_kLinePublisher = kLinePublisher;
this.m_workThread = new Thread(new ThreadStart(DoWork));
this.m_workThread.Start();
}
/// <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);
}
}
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="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);
}
}
