internal CheckPoint(Guid instrumentId, DateTime checkTime, InstrumentStatus status, DateTime tradeDay)
{
_instrumentId = instrumentId;
_checkTime = checkTime;
_status = status;
this.TradeDay = tradeDay;
}
private void DeleteFromStatusDict(Guid instrumentId)
{
List <InstrumentStatus> toBeRemoveStatusList = new List <InstrumentStatus>();
foreach (var eachPair in this.StatusDict)
{
InstrumentStatus status = eachPair.Key;
List <Guid> instruments = eachPair.Value;
if (instruments.Contains(instrumentId))
{
instruments.Remove(instrumentId);
}
if (instruments.Count == 0)
{
toBeRemoveStatusList.Add(status);
}
}
foreach (var eachStatus in toBeRemoveStatusList)
{
this.StatusDict.Remove(eachStatus);
}
}
private void AddForInstrumentExists(Guid instrumentId, InstrumentStatus status, DateTime checkTime, DateTime tradeDay)
{
var lastCheckTime = _instrumentLastTimeDict[instrumentId];
var lastStatus = this.GetLastStatus(instrumentId);
if (lastStatus == null)
{
Logger.ErrorFormat("last status can't be found, instrumentId = {0}, status = {1}, checkTime = {2}", instrumentId, status, checkTime);
return;
}
if (status == InstrumentStatus.DayCloseQuotationReceived && lastStatus != InstrumentStatus.DayClose)
{
Logger.WarnFormat("AddForInstrumentExists when receveid daycloseQuotation, last status should be dayClose instrumentId = {0}, status = {1}, lastStatus = {2}, checkTime = {3}, tradeDay = {4}", instrumentId, status, lastStatus
, checkTime, tradeDay);
return;
}
LastTime current = new LastTime(checkTime, tradeDay);
if (_instrumentLastTimeDict[instrumentId] < current || (lastCheckTime == current && status == InstrumentStatus.DayClose))
{
this.DeleteFromStatusDict(instrumentId);
this.AddToStatusDict(instrumentId, status);
_instrumentLastTimeDict[instrumentId] = current;
}
}
/// <summary>
/// Creates a new InstrumentInfo
/// </summary>
public InstrumentInfo(InstrumentStatus status, string hostAddress,
string instrumentType, string version, string serialNumber = "", string description = "")
{
Status = status;
HostAddress = hostAddress;
InstrumentType = instrumentType;
Version = version;
SerialNumber = serialNumber;
Description = description;
}
private void AddToStatusDict(Guid instrumentId, InstrumentStatus status)
{
List <Guid> instrumentIds;
if (!this.StatusDict.TryGetValue(status, out instrumentIds))
{
instrumentIds = new List <Guid>();
this.StatusDict.Add(status, instrumentIds);
}
instrumentIds.Add(instrumentId);
}
public void Add(Guid instrumentId, InstrumentStatus status, DateTime checkTime, DateTime tradeDay)
{
Logger.InfoFormat("addInstrumentStatus id = {0}, status = {1}, checkTime = {2}, tradeDay = {3}", instrumentId, status, checkTime, tradeDay);
if (!_instrumentLastTimeDict.ContainsKey(instrumentId))
{
_instrumentLastTimeDict.Add(instrumentId, new LastTime(checkTime, tradeDay));
this.AddToStatusDict(instrumentId, status);
}
else
{
this.AddForInstrumentExists(instrumentId, status, checkTime, tradeDay);
}
}
internal void AddInstrumentStatus(Guid instrumentId, InstrumentStatus status, DateTime checkTime, DateTime tradeDay)
{
_readWriteLock.EnterWriteLock();
try
{
Logger.InfoFormat("AddInstrumentStatus instrumentId = {0}, status = {1}, checkTime = {2}, tradeDay = {3}", instrumentId, status, checkTime, tradeDay);
_builder.Add(instrumentId, status, checkTime, tradeDay);
if (status == InstrumentStatus.DayCloseQuotationReceived)
{
this.OnDayCloseQuotationReceived(instrumentId, tradeDay);
}
}
finally
{
_readWriteLock.ExitWriteLock();
}
}
public InstrumentStateSnapshot(Instrument inst)
{
action = NC.App.Opstate.Action;
ins = new InstrumentStatus(inst);
switch (action)
{
case NCCAction.HVCalibration:
hv = new HVStatusSnapshot(inst);
break;
case NCCAction.Assay:
asy = new AssayProcessingStateSnapshot(inst);
break;
case NCCAction.Discover:
//asy = new AssayProcessingStateSnapshot(inst);
break;
}
}
private void AddCheckPoint(Guid instrumentId, DateTime checkTime, InstrumentStatus status, DateTime tradeDay, InstrumentTradingStatusBuilderProxy tradingStatus)
{
CheckPoint checkPoint = new CheckPoint(instrumentId, checkTime, status, tradeDay);
var now = DateTime.Now;
Logger.InfoFormat("add check point, {0}", checkPoint.ToString());
if (checkPoint.CheckTime <= now)
{
tradingStatus.Add(checkPoint.InstrumentId, checkPoint.Status, checkPoint.CheckTime, tradeDay);
}
else
{
if (_loadedInstrumentCheckPoints.Contains(new InstrumentCheckTimeKey(instrumentId, checkTime)))
{
return;
}
_loadedInstrumentCheckPoints.Add(new InstrumentCheckTimeKey(instrumentId, checkTime));
_checkPointHeap.Add(checkPoint);
}
}
public override string ToString()
{
StringBuilder sb = new StringBuilder(200);
foreach (var eachPair in this.InstrumentStatus)
{
StringBuilder instrumentSB = new StringBuilder();
InstrumentStatus status = eachPair.Key;
List <InstrumentStatusInfo> instruments = eachPair.Value;
if (eachPair.Value.Count == 0)
{
continue;
}
foreach (var eachInstrument in instruments)
{
instrumentSB.Append(eachInstrument);
instrumentSB.Append(',');
}
sb.AppendLine(string.Format("instrumentStatus = {0}, count= {2} instruments = {1}", status, instrumentSB.ToString(0, instrumentSB.Length - 1), instruments.Count));
}
return(sb.ToString());
}
public InstrumentStateSnapshot(Instrument inst)
{
action = NC.App.Opstate.Action;
ins = new InstrumentStatus(inst);
switch (action)
{
case NCCAction.HVCalibration:
hv = new HVStatusSnapshot(inst);
break;
case NCCAction.Assay:
asy = new AssayProcessingStateSnapshot(inst);
break;
case NCCAction.Discover:
//asy = new AssayProcessingStateSnapshot(inst);
break;
}
}
internal void ProcessMarketCommand(Protocal.MarketCommand marketCommand)
{
try
{
Logger.InfoFormat("ProcessMarketCommand, type= {0}", marketCommand.GetType().Name);
if (marketCommand is Protocal.UpdateInstrumentTradingStatusMarketCommand)
{
List <InstrumentUpdateStatusCommand> broadcastTask = new List <InstrumentUpdateStatusCommand>();
Protocal.UpdateInstrumentTradingStatusMarketCommand updateMarketCommand = marketCommand as Protocal.UpdateInstrumentTradingStatusMarketCommand;
Logger.InfoFormat("ProcessMarketCommand, content= {0}", updateMarketCommand);
foreach (var instrumentStatus in updateMarketCommand.InstrumentStatus)
{
foreach (var instrument in instrumentStatus.Value)
{
InstrumentStatus sendInstrumentStatus = InstrumentStatus.None;
switch (instrumentStatus.Key)
{
case Protocal.TradingInstrument.InstrumentStatus.DayOpen:
sendInstrumentStatus = InstrumentStatus.DayOpen;
break;
case Protocal.TradingInstrument.InstrumentStatus.DayClose:
sendInstrumentStatus = InstrumentStatus.DayClose;
break;
case Protocal.TradingInstrument.InstrumentStatus.SessionOpen:
sendInstrumentStatus = InstrumentStatus.SessionOpen;
break;
case Protocal.TradingInstrument.InstrumentStatus.SessionClose:
sendInstrumentStatus = InstrumentStatus.SessionClose;
break;
default:
continue;
}
broadcastTask.Add(new InstrumentUpdateStatusCommand
{
InstrumentId = instrument.Id,
TradeDay = instrument.TradeDay == null ? DateTime.MaxValue : instrument.TradeDay.Value,
Status = sendInstrumentStatus
});
}
}
this._broadcast.BroadcastCommands(this._token, new InstrumentsUpdateStatusCommand[] { new InstrumentsUpdateStatusCommand()
{
commandCollection = broadcastTask
} });
//Protocal.UpdateInstrumentTradingStatusMarketCommand
// marketCloseCommand = marketCommand as Protocal.UpdateInstrumentTradingStatusMarketCommand;
//Logger.InfoFormat("ProcessMarketCommand, content= {0}", marketCloseCommand);
//if (marketCloseCommand.InstrumentStatus.ContainsKey(Protocal.TradingInstrument.InstrumentStatus.DayClose))
//{
// List<InstrumentTradeDayCloseCommand> broadcastTask = new List<InstrumentTradeDayCloseCommand>();
// foreach (var instrumentInfo in marketCloseCommand.InstrumentStatus[Protocal.TradingInstrument.InstrumentStatus.DayClose])
// {
// broadcastTask.Add(new InstrumentTradeDayCloseCommand
// {
// InstrumentId = instrumentInfo.Id,
// TradeDay = instrumentInfo.TradeDay
// });
// }
// Logger.InfoFormat("ProcessMarketCommand, callBrodcast.");
// this._broadcast.BroadcastCommands(this._token, broadcastTask.ToArray());
//}
}
}
catch (Exception ex)
{
Logger.Error(string.Format("ProcessMarketCommand failed at\r\n{0}", ex));
}
}
public void Add(Guid instrumentId, InstrumentStatus status, DateTime checkTime, DateTime tradeDay)
{
_builder.Add(instrumentId, status, checkTime, tradeDay);
InstrumentTradingStatusKeeper.Default.AddInstrumentStatus(instrumentId, status, checkTime, tradeDay);
}
