示例#1
0
        public static DateTime MakeDateByNight(DateTime tradeDate, TimeSlice slice)
        {
            DateTime preTradingDay            = TradingDayHelper.GetPreTradingDay(tradeDate);
            DateTime secondDayofPreTradingDay = preTradingDay.AddDays(1);

            return(TradingDayHelper.GetNaturalDateTime(slice.EndTime,
                                                       tradeDate, preTradingDay, secondDayofPreTradingDay));
        }
        static List <DateTimeSlice> CreateDateTimeSlice(DateTime tradingday, List <TimeSlice> lsttimeslice)
        {
            DateTime pretradingday1 = TradingDayHelper.GetPreTradingDay(tradingday);
            DateTime pretradingday2 = pretradingday1.AddDays(1).Date;

            List <DateTimeSlice> lstslice = new List <DateTimeSlice>(lsttimeslice.Count);

            foreach (TimeSlice timeslice in lsttimeslice)
            {
                lstslice.Add(new DateTimeSlice()
                {
                    BeginTime = YfTimeHelper.JoinDateTime(tradingday, pretradingday1, pretradingday2, timeslice.BeginTime),
                    EndTime   = YfTimeHelper.JoinDateTime(tradingday, pretradingday1, pretradingday2, timeslice.EndTime)
                });
            }

            return(lstslice);
        }
示例#3
0
        // 根据配置的参数来设置策略截止期限
        private void setupDeadline()
        {
            DateTime preDay = TradingDayHelper.GetPreTradingDay(TradingDate);

            _deadlineWatching = UtilsEx.CalcDeadline(TradingDate, preDay, _tradeSlices, UtilsEx.DeadlineDir.ByBegin, DurationWatchChangeInHours * 60);
            _deadlineStopRunningIfPositionEmpty = UtilsEx.CalcDeadline(TradingDate, preDay, _tradeSlices, UtilsEx.DeadlineDir.ByEnd, DurationTerminalRunningIfPositionEmptyInHours * 60);
            _deadlineUnconditionLiquidate       = UtilsEx.CalcDeadline(TradingDate, preDay, _tradeSlices, UtilsEx.DeadlineDir.ByEnd, DurationUnconditionLiquidateInMinutes);
            _deadlineTryLiquidate = UtilsEx.CalcDeadline(TradingDate, preDay, _tradeSlices, UtilsEx.DeadlineDir.ByEnd, DurationTryLiquidateInHours * 60);

            _timerWatching             = new DeadlineTimer(_deadlineWatching, onDeadlineWatchingTicking, onDeadlineWatchingHit);
            _timerStopRunning          = new DeadlineTimer(_deadlineStopRunningIfPositionEmpty, null, onDeadlineStopRunningHit);
            _timerTryLiquidate         = new DeadlineTimer(_deadlineTryLiquidate, null, onDeadlineTryLiquidateHit);
            _timerUnconditionLiquidate = new DeadlineTimer(_deadlineUnconditionLiquidate, null, onDeadlineUnconditionLiquidateHit);

            Print("截止时间->观察: " + _deadlineWatching);
            Print("截止时间->平仓停止策略运行如果距离收盘时间小于" + DurationTerminalRunningIfPositionEmptyInHours + ": " + _deadlineStopRunningIfPositionEmpty);
            Print("截止时间->无条件平仓如果距离收盘时间小于" + DurationUnconditionLiquidateInMinutes + ": " + _deadlineUnconditionLiquidate);
            Print("截止时间->尝试平仓如果距离收盘时间小于" + DurationTryLiquidateInHours + ": " + _deadlineTryLiquidate);
        }