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);
}
// 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);
}