/// <summary>
/// 读取主力合约映射文件
/// </summary>
/// <param name="strFile">映射文件</param>
/// <param name="fmgr">期货管理器</param>
private static void ReadRefIndex(string strFile, FutureManager fmgr)
{
FileStream fs = null;
try
{
#region
fs = new FileStream(strFile, FileMode.Open, FileAccess.Read, FileShare.Read);
StreamReader reader = new StreamReader(fs, Encoding.UTF8);
while (!reader.EndOfStream)
{
string strline = reader.ReadLine();
// = 分割
string[] linelist = strline.Split(new char[] { '=' }, StringSplitOptions.RemoveEmptyEntries);
if (linelist.Length == 2)
{
fmgr.AddRefFuture(linelist[0].Trim(), linelist[1].Trim());
}
}
#endregion
}
catch (Exception)
{
fmgr.Clear();
}
if (fs != null)
{
fs.Close();
}
}
public void Merge(FutureManager fmgr)
{
foreach (Future stk in fmgr.AllInstruments)
{
if (!_allInstruments.ContainsKey(stk.ID))
{
_allInstruments.Add(stk.ID, stk);
}
}
foreach (Exchange exchange in fmgr.AllExchanges)
{
if (!_allExchanges.ContainsKey(exchange.ExchangeID))
{
_allExchanges.Add(exchange.ExchangeID, exchange);
}
}
foreach (FutureProduct product in fmgr.AllProducts)
{
if (!_allProducts.ContainsKey(product.ProductID))
{
_allProducts.Add(product.ProductID, product);
}
}
}
/// <summary>
/// 读取文件
/// </summary>
/// <param name="strDir">目录</param>
/// <param name="mgr"></param>
/// <param name="futurelist"></param>
/// <param name="blive"></param>
/// <returns></returns>
public static bool Read(
string strDir,
FutureManager mgr,
List <string> futurelist,
bool blive)
{
try
{
mgr.Clear();
string strIndexFile = strDir + "\\" + IndexFile;
if (File.Exists(strIndexFile))
{
ReadRefIndex(strIndexFile, mgr);
}
string strFile = strDir + "\\" + FileName;
if (!File.Exists(strFile))
{
return(false);
}
XmlDocument doc = new XmlDocument();
doc.Load(strFile);
foreach (XmlNode node in doc.DocumentElement.ChildNodes)
{
XmlElement tagNode = node as XmlElement;
if (tagNode == null)
{
continue;
}
if (tagNode.Name != ExchangeTag)
{
continue;
}
Exchange exchange = new Exchange();
FutureExchangeXml.Get(tagNode, exchange, mgr, futurelist, blive);
if (exchange.ExchangeID != "")
{
mgr.AddExchange(exchange);
}
}
//Check(mgr);
return(true);
}
catch (Exception ex)
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
logger.Error("读取期货品种失败", ex);
mgr.Clear();
}
return(false);
}
/// <summary>
/// 载入股票
/// </summary>
/// <param name="strDir">配置目录</param>
/// <param name="instrIdlist">品种代码表</param>
/// <param name="market">市场</param>
/// <param name="isLive">是否实盘</param>
/// <returns></returns>
public bool Load(
string strDir,
List <string> instrIdlist,
EnumMarket market,
bool isLive)
{
_tfMgr.LoadData(strDir + "\\TradingFrame.xml");
switch (market)
{
case EnumMarket.期货:
#region
FutureManager fmgr = new FutureManager();
if (isLive)
{
if (!FutureFile.Read(strDir, fmgr, instrIdlist, isLive))
{
Clear();
return(false);
}
}
else
{
if (!FutureFile.Read(strDir, fmgr))
{
Clear();
return(false);
}
}
Merge(fmgr);
return(true);
#endregion
}
return(false);
}
static void BuildRef(FutureManager mgr, string exchangeid, string productid)
{
List <Future> lstfuture = mgr.GetFutures(exchangeid, productid);
List <IndexFuture> lstidx = new List <IndexFuture>();
foreach (Future future in lstfuture)
{
if (future.FutureType == EnumFutureType.Reference)
{
string futureid = mgr.GetRealFuture(future.ID);
if (futureid.Length > 0 && mgr.HasFuture(futureid))
{
future.RealFuture = mgr[futureid];
}
}
else if (future.FutureType == EnumFutureType.Index)
{
lstidx.Add(future as IndexFuture);
}
}
foreach (IndexFuture idxfuture in lstidx)
{
foreach (Future future in lstfuture)
{
if (future.FutureType == EnumFutureType.Normal)
{
idxfuture.Add(future);
}
}
if (mgr.HasFuture(productid + "9999"))
{
idxfuture.RealFuture = mgr[productid + "9999"].RealFuture;
}
}
}
internal static void Get(
XmlElement root,
FutureProduct product,
FutureManager mgr,
List <string> futurelist,
bool blive)
{
product.ProductID = root.GetAttribute(IdAttr);
product.ProductName = root.GetAttribute(NameAttr);
if (root.HasAttribute(TradingTimeAttr))
{
#region tradingtime
string strtradingtime = root.GetAttribute(TradingTimeAttr);
string[] strlist = strtradingtime.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
int icount = strlist.Length / 2;
TimeSpan tsvalue;
for (int i = 0; i < icount; ++i)
{
TimeSlice slice = new TimeSlice();
if (!TimeSpan.TryParse(strlist[i * 2], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.BeginTime = tsvalue;
if (!TimeSpan.TryParse(strlist[i * 2 + 1], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.EndTime = tsvalue;
product.AllSlice.Add(slice);
}
#endregion
}
Dictionary <string, Future> normalmap = new Dictionary <string, Future>();
Dictionary <string, Future> refmap = new Dictionary <string, Future>();
Dictionary <string, Future> idxmap = new Dictionary <string, Future>();
foreach (XmlNode subNode in root.ChildNodes)
{
#region
XmlElement subTagNode = subNode as XmlElement;
if (subTagNode == null)
{
continue;
}
if (subTagNode.Name != FutureTag)
{
continue;
}
Future future;
FutureXml.Get(subTagNode, out future, blive);
if (future.ID != "")
{
future.ExchangeID = product.ExchangeID;
future.ProductID = product.ProductID;
if (future.FutureType == EnumFutureType.Index)
{
if (!idxmap.ContainsKey(future.ID))
{
idxmap.Add(future.ID, future);
}
else
{
throw new Exception("Future.xml出错，重复的合约ID: " + future.ID);
}
}
else if (future.FutureType == EnumFutureType.Reference)
{
if (!refmap.ContainsKey(future.ID))
{
refmap.Add(future.ID, future);
}
else
{
throw new Exception("Future.xml出错，重复的合约ID: " + future.ID);
}
}
else
{
if (!normalmap.ContainsKey(future.ID))
{
normalmap.Add(future.ID, future);
}
else
{
throw new Exception("Future.xml出错，重复的合约ID: " + future.ID);
}
}
}
#endregion
}
foreach (string futureid in normalmap.Keys)
{
if (futurelist == null || futurelist.Count == 0 || futurelist.Contains(futureid))
{
mgr.AddFuture(normalmap[futureid]);
}
}
foreach (string futureid in refmap.Keys)
{
Future future = refmap[futureid];
string refid = mgr.GetRealFuture(future.ID);
if (refid != "" && normalmap.ContainsKey(refid))
{
future.RealFuture = normalmap[refid];
}
if (futurelist == null || futurelist.Count == 0 || futurelist.Contains(futureid))
{
mgr.AddFuture(future);
mgr.AddFuture(future.RealFuture);
}
}
foreach (string futureid in idxmap.Keys)
{
if (futurelist == null || futurelist.Count == 0 || futurelist.Contains(futureid))
{
Future future = idxmap[futureid];
future.RealFuture = refmap[future.ProductID + "9999"].RealFuture;
mgr.AddFuture(future);
mgr.AddFuture(future.RealFuture);
foreach (string normalid in normalmap.Keys)
{
mgr.AddFuture(normalmap[normalid]);
}
}
}
BuildRef(mgr, product.ExchangeID, product.ProductID);
}
internal static void Get(XmlElement root, FutureProduct product, FutureManager mgr)
{
product.ProductID = root.GetAttribute(IdAttr);
product.ProductName = root.GetAttribute(NameAttr);
if (root.HasAttribute(TradingTimeAttr))
{
#region tradingtime
string strtradingtime = root.GetAttribute(TradingTimeAttr);
string[] strlist = strtradingtime.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
int icount = strlist.Length / 2;
TimeSpan tsvalue;
for (int i = 0; i < icount; ++i)
{
TimeSlice slice = new TimeSlice();
if (!TimeSpan.TryParse(strlist[i * 2], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.BeginTime = tsvalue;
if (!TimeSpan.TryParse(strlist[i * 2 + 1], out tsvalue))
{
product.AllSlice.Clear();
throw new Exception("配置文件future.xml格式不对, Product/tradingtime解析出错");
}
slice.EndTime = tsvalue;
product.AllSlice.Add(slice);
}
#endregion
}
foreach (XmlNode subNode in root.ChildNodes)
{
XmlElement subTagNode = subNode as XmlElement;
if (subTagNode == null)
{
continue;
}
if (subTagNode.Name != FutureTag)
{
continue;
}
Future future;
FutureXml.Get(subTagNode, out future, false);
if (future.ID != "")
{
future.ExchangeID = product.ExchangeID;
future.ProductID = product.ProductID;
mgr.AddFuture(future);
}
}
BuildRef(mgr, product.ExchangeID, product.ProductID);
}
internal static void Set(XmlDocument doc, XmlElement root, FutureProduct product, FutureManager mgr)
{
XmlAttribute attr = doc.CreateAttribute(IdAttr);
attr.Value = product.ProductID;
root.Attributes.Append(attr);
attr = doc.CreateAttribute(NameAttr);
attr.Value = product.ProductName;
root.Attributes.Append(attr);
if (product.AllSlice != null && product.AllSlice.Count > 0)
{
StringBuilder builder = new StringBuilder();
foreach (TimeSlice slice in product.AllSlice)
{
builder.Append(slice.BeginTime.ToString()).Append(",")
.Append(slice.EndTime.ToString()).Append(",");
}
builder.Remove(builder.Length - 1, 1);
attr = doc.CreateAttribute(TradingTimeAttr);
attr.Value = builder.ToString();
root.Attributes.Append(attr);
}
List <Future> futurelist = mgr.GetFutures(product.ExchangeID, product.ProductID);
foreach (Future future in futurelist)
{
XmlElement subTagNode = doc.CreateElement(FutureTag);
root.AppendChild(subTagNode);
FutureXml.Set(doc, subTagNode, future);
}
}
internal static void Set(XmlDocument doc, XmlElement root, Exchange exchange, FutureManager mgr)
{
XmlAttribute attr = doc.CreateAttribute(IdAttr);
attr.Value = exchange.ExchangeID;
root.Attributes.Append(attr);
attr = doc.CreateAttribute(NameAttr);
attr.Value = exchange.ExchangeName;
root.Attributes.Append(attr);
StringBuilder builder = new StringBuilder();
foreach (TimeSlice slice in exchange.AllSlice)
{
builder.Append(slice.BeginTime.ToString()).Append(",").Append(slice.EndTime.ToString()).Append(",");
}
if (exchange.AllSlice.Count > 0)
{
builder.Remove(builder.Length - 1, 1);
}
XmlElement subTagNode = doc.CreateElement(SliceTag);
root.AppendChild(subTagNode);
XmlText subValueNode = doc.CreateTextNode(builder.ToString());
subTagNode.AppendChild(subValueNode);
subTagNode = doc.CreateElement(OpenTimeTag);
root.AppendChild(subTagNode);
subValueNode = doc.CreateTextNode(exchange.OpenTime.ToShortTimeString());
subTagNode.AppendChild(subValueNode);
subTagNode = doc.CreateElement(CloseTimeTag);
root.AppendChild(subTagNode);
subValueNode = doc.CreateTextNode(exchange.CloseTime.ToShortTimeString());
subTagNode.AppendChild(subValueNode);
List<FutureProduct> productlist = mgr.GetProducts(exchange.ExchangeID);
foreach (FutureProduct product in productlist)
{
subTagNode = doc.CreateElement(ProductTag);
root.AppendChild(subTagNode);
FutureProductXml.Set(doc, subTagNode, product, mgr);
}
}
/// <summary>
/// 解析内容
/// </summary>
/// <param name="root"></param>
/// <param name="exchange"></param>
/// <param name="mgr"></param>
internal static void Get(XmlElement root, Exchange exchange, FutureManager mgr)
{
exchange.ExchangeID = root.GetAttribute(IdAttr);
exchange.ExchangeName = root.GetAttribute(NameAttr);
XmlText txtNode = null;
DateTime dtime = default(DateTime);
TimeSpan tsvalue;
foreach (XmlNode subNode in root.ChildNodes)
{
XmlElement subTagNode = subNode as XmlElement;
if (subTagNode == null) continue;
switch (subTagNode.Name)
{
case ProductTag:
FutureProduct product = new FutureProduct();
product.ExchangeID = exchange.ExchangeID;
FutureProductXml.Get(subTagNode, product, mgr);
if (product.ProductID != "")
mgr.AddProduct(product);
break;
case SliceTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
throw new Exception("配置文件格式不对");
string[] strlist = txtNode.Value.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
int icount = strlist.Length / 2;
for (int i = 0; i < icount; ++i)
{
TimeSlice slice = new TimeSlice();
if (!TimeSpan.TryParse(strlist[i * 2], out tsvalue))
{
exchange.AllSlice.Clear();
throw new Exception("配置文件格式不对");
}
slice.BeginTime = tsvalue;
if (!TimeSpan.TryParse(strlist[i * 2 + 1], out tsvalue))
{
exchange.AllSlice.Clear();
throw new Exception("配置文件格式不对");
}
slice.EndTime = tsvalue;
exchange.AllSlice.Add(slice);
}
break;
case OpenTimeTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
throw new Exception("配置文件格式不对");
if (!DateTime.TryParse(txtNode.Value, out dtime))
throw new Exception("配置文件格式不对");
exchange.OpenTime = dtime;
break;
case CloseTimeTag:
txtNode = subTagNode.FirstChild as XmlText;
if (txtNode == null || txtNode.Value.Trim() == "")
throw new Exception("配置文件格式不对");
if (!DateTime.TryParse(txtNode.Value, out dtime))
throw new Exception("配置文件格式不对");
exchange.CloseTime = dtime;
break;
}
}
}
