/// <summary>
/// 根據設定資訊調整 InstrumentDataRequest 設定並回傳目前的設定類別
/// </summary>
/// <param name="request">InstrumentDataRequest類別</param>
/// <returns>回傳值: 目前的 InstrumentSettings類別</returns>
public InstrumentSettings Create(ref InstrumentDataRequest request) {
SessionObject cSession = GetSessionFromToday();
DataRequestType cRequestType = request.Range.RequestType;
request.Resolution.CalculateRate(cSession.GetStartTimeForDaylight(), cSession.GetCloseTimeForDaylight(), __cProperty.Sessions.Count);
if (cRequestType == DataRequestType.DaysBack || cRequestType == DataRequestType.FromTo) {
request.Range.Count = request.Resolution.ConvertDaysToBars(request.Range.Count);
}
return this;
}
private Queue<DateTime> CreateRealtimePeriods() {
DateTime cToday = DateTime.UtcNow.AddHours(__cSettings.TimeZone);
string sDataSource = __cDataRequest.DataFeed;
AbstractQuoteService cService = QuoteManager.Manager.GetQuoteService(sDataSource);
if (cService != null) {
cToday = cService.TradeDate;
}
//從新計算今日的起始時間與結束時間的周期(有些商品不是每天的開收盤都一樣)
SessionObject cSession = __cSettings.GetSessionFromToday();
__cDataRequest.Resolution.CalculateRate(cSession.GetStartTimeForDaylight(), cSession.GetCloseTimeForDaylight(), __cSettings.Sessions.Count);
//從新計算結算日期
__cSettings.SetExpirationFromTime(cToday);
__cTimeQueue = __cDataRequest.Resolution.CalculateRealtimePeriods((this.LastBarTime == DateTime.MinValue) ? cToday : this.LastBarTime, cToday, __cSettings.Expiration);
return __cTimeQueue;
}
internal SeriesSymbolData(InstrumentDataRequest dataRequest, InstrumentSettings settings = null) {
this.Id = 0x40000000 | System.Threading.Interlocked.Increment(ref __iLastSeriesId);
this.Indexer = new SeriesIndexer();
__cDataRequest = dataRequest;
__cSettings = ((settings == null) ? new InstrumentSettings(ref __cDataRequest) : settings.Create(ref __cDataRequest));
__cUpdateTime = DateTime.UtcNow.AddHours(__cSettings.TimeZone);
SessionObject cSession = __cSettings.GetSessionFromToday();
__iRealtimeCount = (cSession == null) ? 1 : (int) ((cSession.GetCloseTimeForDaylight() - cSession.GetStartTimeForDaylight()).TotalSeconds / dataRequest.Resolution.TotalSeconds + 1);
Indexer.HistoryIndex = 0;
Indexer.RealtimeIndex = -1;
__cOpens = new Series<double>(__iRealtimeCount);
__cOpens.onRequest += Series_onRequest;
__cHighs = new Series<double>(__iRealtimeCount);
__cHighs.onRequest += Series_onRequest;
__cLows = new Series<double>(__iRealtimeCount);
__cLows.onRequest += Series_onRequest;
__cCloses = new Series<double>(__iRealtimeCount);
__cCloses.onRequest += Series_onRequest;
__cTimes = new Series<DateTime>(__iRealtimeCount);
__cTimes.onRequest += Series_onRequest;
__cVolumes = new Series<double>(__iRealtimeCount);
__cVolumes.onRequest += Series_onRequest;
__cDataRequest.Range.Count = 0; //將資料筆數設定為0(因為一開始沒有請求任何資訊)
}
