public void Init()
{
try
{
List<double> callStrikeList = OptionUtil.GetSortedStrikeList(CallPutFlag.Call);
foreach (double strike in callStrikeList)
{
CallPutFlag cp = CallPutFlag.Call;
OptionTribe ot = ElwOptionUtil.GetOptionTribe(strike, cp);
FoxRawDataEachCollector eachController = new FoxRawDataEachCollector(ot.KOI.Code, _strategy.GetAgent().GetPeriod());
_eachDataControllers.Add(ot.KOI.Code, eachController);
}
List<double> putStrikeList = OptionUtil.GetSortedStrikeList(CallPutFlag.Put);
foreach (double strike in putStrikeList)
{
CallPutFlag cp = CallPutFlag.Put;
OptionTribe ot = ElwOptionUtil.GetOptionTribe(strike, cp);
FoxRawDataEachCollector eachController = new FoxRawDataEachCollector(ot.KOI.Code, _strategy.GetAgent().GetPeriod());
_eachDataControllers.Add(ot.KOI.Code, eachController);
}
// Future Code 등록
{
String futureCode = KospiFutureUtil.Ins().KFI.Code;
FoxRawDataEachCollector futureController = new FoxRawDataEachCollector(futureCode, _strategy.GetAgent().GetPeriod());
_eachDataControllers.Add(futureCode, futureController);
}
InitObservationPeriodMinutes();
RegisterObservationPeriodMinutes();
InitVelocityObservationPeriodMilliSecs();
RegisterObservationPeriodMilliSecs();
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void SaveBeforeData_Raw(FoxRawDataEachCollector ec, ref ArrayList queries)
{
for (int i = 15; i >= 1; --i)
{
DateTime insertedTime = _insertedTime;
int groupID = this._slide.GroupID;
String code = ec.Code;
int timeOffset = (-1) * i;
int negativeMilliSec = (int)CommonConst._1_000 * timeOffset;
FoxPriceDatum datum = ec.PriceData.GetDatumViaOffsetMilliSec(negativeMilliSec);
if (datum == null)
{
continue;
}
double curPrice = datum.Price;
FoxBeforeCapturePriceTuple beforeTuple = new FoxBeforeCapturePriceTuple();
beforeTuple.Code = code;
beforeTuple.GroupID = groupID;
beforeTuple.TimeOffset = timeOffset;
beforeTuple.CurPrice = curPrice;
_slide.AddBeforeCaptureTuple(beforeTuple);
String query = GetBeforePriceQuery(insertedTime, groupID, code, timeOffset, curPrice);
queries.Add(query);
}
}
