public static MarketDetail CreateMarketDetail(string exchange, string instrument, string name)
{
MarketDetail result = new MarketDetail();
switch (exchange)
{
case "大连":
result.ExchangeID = ExchangeID.DCE;
break;
case "上海":
result.ExchangeID = ExchangeID.SHFE;
break;
case "中金":
result.ExchangeID = ExchangeID.CFFEX;
break;
case "郑州":
result.ExchangeID = ExchangeID.CZCE;
break;
}
result.InstrumentID = instrument;
result.InstrumentName = name;
return(result);
}
private void OnMarketDataReturn(object sender, RspEventArgs e)
{
switch (sender.ToString())
{
case "ProgramTradeApi.XMduserSpi":
MarketDetail market = MarketDetail.CreateMarketDetail((e as TypedRspEventArgs <CLRDFITCDepthMarketDataField, object>).Data);
Markets.AddOrUpdate(market.InstrumentID, market, (k, v) => { market.InstrumentName = v.InstrumentName; return(market); });
//eventMarketChanged?.Invoke(this, null);
break;
}
}
public MarketList CreateMarketsFromConf(string path = "")
{
MarketList list = new MarketList();
//list.TryAdd("a1607", MarketDetail.CreateMarketDetail("大连", "a1607", "黄大豆1号"));
//list.TryAdd("a1609", MarketDetail.CreateMarketDetail("大连", "a1609", "黄大豆1号"));
//list.TryAdd("a1611", MarketDetail.CreateMarketDetail("大连", "a1611", "黄大豆1号"));
System.IO.FileStream fs = null;
System.IO.StreamReader rd = null;
try
{
fs = new System.IO.FileStream(@"Instruments.csv", System.IO.FileMode.Open, System.IO.FileAccess.Read);
rd = new System.IO.StreamReader(fs, Encoding.Default);
rd.ReadLine();
string line = "";
while ((line = rd.ReadLine()) != null)
{
string[] items = line.Split(',');
list.TryAdd(items[1], MarketDetail.CreateMarketDetail(items[0], items[1], items[2]));
}
}
catch (System.IO.FileNotFoundException)
{
// do something here
fs = null;
rd = null;
}
finally
{
if (fs != null)
{
fs.Close();
}
if (rd != null)
{
rd.Close();
}
}
return(list);
}
public static MarketDetail CreateMarketDetail(CLRDFITCDepthMarketDataField market)
{
MarketDetail result = new MarketDetail();
switch (market.exchangeID)
{
case "DCE":
result.ExchangeID = ExchangeID.DCE;
break;
case "CZCE":
result.ExchangeID = ExchangeID.CZCE;
break;
case "SHFE":
result.ExchangeID = ExchangeID.SHFE;
break;
case "CFFEX":
result.ExchangeID = ExchangeID.CFFEX;
break;
case "INE":
result.ExchangeID = ExchangeID.INE;
break;
}
result.InstrumentID = market.instrumentID;
result.LatestPrice = market.lastPrice;
result.OpenPrice = market.openPrice;
result.HighestPrice = market.highestPrice;
result.LowestPrice = market.lowestPrice;
result.ClosePrice = market.closePrice;
result.Volume = market.Volume;
result.TopLimitPrice = market.upperLimitPrice;
result.BottomLimitPrice = market.lowerLimitPrice;
return(result);
}
