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);
}
