internal void Initialize(DataSet ds)
{
this.LoadTradingInfo(ds);
var table = ds.Tables["TradingTime"];
foreach (DataRow dr in table.Rows)
{
Guid InstrumentId = (Guid)dr["InstrumentID"];
Protocal.TradingInstrument.InstrumentDayOpenCloseParams instrument;
if (!_instrumentDict.TryGetValue(InstrumentId, out instrument))
{
TradingTime tradingTIme = Settings.Setting.Default.GetTradingTime(InstrumentId);
instrument = new Protocal.TradingInstrument.InstrumentDayOpenCloseParams
{
Id = InstrumentId,
TradeDay = tradingTIme.DayOpenTime.Date,
DayOpenTime = tradingTIme.DayOpenTime,
DayCloseTime = tradingTIme.DayCloseTime,
IsTrading = true
};
_instrumentDict.Add(InstrumentId, instrument);
}
DateTime beginTime = (DateTime)dr["BeginTime"];
DateTime endTime = (DateTime)dr["EndTime"];
var session = new Protocal.TradingInstrument.TradingSession
{
BeginTime = beginTime,
EndTime = endTime
};
instrument.AddSession(session);
}
}
private void ParseIndividualTradingTime(DataRow dr, Dictionary <Guid, Protocal.TradingInstrument.InstrumentDayOpenCloseParams> instrumentParamDict)
{
Guid instrumentId = (Guid)dr["InstrumentID"];
Protocal.TradingInstrument.InstrumentDayOpenCloseParams instrumentParams;
var instrument = InstrumentManager.Default.GetInstrument(instrumentId);
if (instrument.TradeDay == null)
{
return;
}
if (!instrumentParamDict.TryGetValue(instrumentId, out instrumentParams))
{
instrumentParams = new Protocal.TradingInstrument.InstrumentDayOpenCloseParams
{
Id = instrumentId,
TradeDay = instrument.TradeDay.Value,
DayOpenTime = instrument.DayOpenTime,
DayCloseTime = instrument.DayCloseTime,
LastAcceptTimeSpan = instrument.LastAcceptTimeSpan,
IsTrading = true
};
instrumentParamDict.Add(instrumentId, instrumentParams);
}
DateTime beginTime = (DateTime)dr["BeginTime"];
DateTime endTime = (DateTime)dr["EndTime"];
var session = new Protocal.TradingInstrument.TradingSession
{
BeginTime = beginTime,
EndTime = endTime
};
instrumentParams.AddSession(session);
}
public void AddSession(TradingSession session)
{
if (this.TradingSessions == null)
{
this.TradingSessions = new List <TradingSession>();
}
this.TradingSessions.Add(session);
}
private void LoadTradingInfo(DataSet ds)
{
_tradingInfo = new Protocal.TradingInstrument.TradingInfo();
_tradingInfo.TradingTimeList = new List <InstrumentTradingTime>();
Dictionary <Guid, InstrumentTradingTime> tradingTimeDict = new Dictionary <Guid, InstrumentTradingTime>();
var table = ds.Tables["TradingTime"];
foreach (DataRow dr in table.Rows)
{
Guid instrumentId = (Guid)dr["InstrumentID"];
InstrumentTradingTime instrumentTradingTime;
if (!tradingTimeDict.TryGetValue(instrumentId, out instrumentTradingTime))
{
instrumentTradingTime = new InstrumentTradingTime();
tradingTimeDict.Add(instrumentId, instrumentTradingTime);
instrumentTradingTime.Id = instrumentId;
instrumentTradingTime.Sessions = new List <TradingSession>();
}
DateTime beginTime = (DateTime)dr["BeginTime"];
DateTime endTime = (DateTime)dr["EndTime"];
var session = new Protocal.TradingInstrument.TradingSession
{
BeginTime = beginTime,
EndTime = endTime
};
instrumentTradingTime.Sessions.Add(session);
}
var tradeDay = Setting.Default.GetTradeDay();
_tradingInfo.TradeDayInfo = new TradeDayInfo()
{
TradeDay = tradeDay.Day,
BeginTime = tradeDay.BeginTime,
EndTime = tradeDay.EndTime
};
foreach (var eachTradingTime in tradingTimeDict.Values)
{
_tradingInfo.TradingTimeList.Add(eachTradingTime);
}
}
