/// <summary>
/// 获取历史完成套利单。
/// </summary>
/// <returns></returns>
/// <param name="brokerId">经纪商ID。</param>
/// <param name="account">资金帐号。</param>
/// <param name="beginTime">起始时间。</param>
/// <param name="endTime">截至时间。</param>
public List <USeArbitrageOrder> GetHistoryArbitrageOrders(string brokerId, string account, DateTime?beginTime, DateTime?endTime)
{
List <USeArbitrageOrder> list = new List <USeArbitrageOrder>();
string finishOrderPath = GetFinishOrderPath(brokerId, account);
DirectoryInfo finishOrderDir = new DirectoryInfo(finishOrderPath);
if (finishOrderDir.Exists == false)
{
return(list); // 目录不存在
}
FileInfo[] fileArray = finishOrderDir.GetFiles("ArbitrageOrder_*.xml");
if (fileArray == null || fileArray.Length <= 0)
{
return(list); // 目录无文件
}
foreach (FileInfo fileInfo in finishOrderDir.GetFiles())
{
try
{
ArbitrageOrderKey orderKey = ArbitrageOrderKey.Create(fileInfo.FullName);
if (beginTime.HasValue)
{
Debug.Assert(orderKey.FinishTime.HasValue);
//过滤结束时间小于开始时间的
if (orderKey.FinishTime.Value < beginTime)
{
continue;
}
}
if (endTime.HasValue)
{
// 过滤创建时间大于截止时间的
if (orderKey.CreateTime > endTime)
{
continue;
}
}
XmlAttributeOverrides xmlOverrides = CreateArbitrageOrderXMLOverrides();
USeArbitrageOrder arbitrageOrder = USeXmlSerializer.LoadFromXml <USeArbitrageOrder>(fileInfo.FullName, xmlOverrides);
list.Add(arbitrageOrder);
}
catch (Exception ex)
{
throw new Exception(string.Format("GetHistoryArbitrageOrders failed,FilePath:{0},Error:{1}", fileInfo.FullName, ex.Message));
}
}
return(list);
}
/// <summary>
/// 创建套利单关键字。
/// </summary>
/// <param name="fileFullName"></param>
/// 文件名
/// <returns></returns>
public static ArbitrageOrderKey Create(string fileFullName)
{
if (string.IsNullOrEmpty(fileFullName))
{
throw new ArgumentNullException("fileName", "fileName is empty");
}
ArbitrageOrderKey orderKey = new ArbitrageOrderKey();
try
{
FileInfo fileInfo = new FileInfo(fileFullName);
string[] orderInfo = fileInfo.Name.Split(new char[] { '_', '.' });
if (orderInfo.Length == 4)
{
if (orderInfo[0] != "ArbitrageOrder" || orderInfo[3].ToLower() != "xml")
{
throw new Exception("Is not arbitrageOrder file");
}
orderKey.CreateTime = ToDateTime(orderInfo[1]);
orderKey.FinishTime = ToDateTime(orderInfo[2]);
orderKey.FilePath = fileFullName;
}
else if (orderInfo.Length == 3)
{
if (orderInfo[0] != "ArbitrageOrder" || orderInfo[2].ToLower() != "xml")
{
throw new Exception("Invalid arbitrageOrder file");
}
orderKey.CreateTime = ToDateTime(orderInfo[1]);
orderKey.FilePath = fileFullName;
}
else
{
throw new Exception("Invalid arbitrageOrder file");
}
return(orderKey);
}
catch (Exception ex)
{
throw new Exception("CreatArbitrageOrderKey failed,Error:" + ex.Message);
}
}
