/// <summary>
/// 取得基礎周期定義結構值
/// </summary>
/// <param name="value">當前週期定義結構</param>
/// <returns>返回值: 基礎周期定義結構</returns>
public static Resolution GetBaseValue(Resolution value) {
if (value.TotalSeconds < MAX_BASE_TOTALSECONDS) {
return new Resolution(EResolution.Minute, 1);
} else {
return new Resolution(EResolution.Day, 1);
}
}
/// <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);
if (__cProperty != null) {
__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;
}