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);
}
internal static List <InstrumentDayOpenCloseParams> ParseInstrumentTradingTimes(DataSet ds)
{
Logger.Info("ParseInstrumentTradingTimes");
if (ds.Tables.Count == 0)
{
Logger.Error("LoadAndGenerateInstrumentTradingTime, db result = 0");
return(null);
}
var result = new List <Protocal.TradingInstrument.InstrumentDayOpenCloseParams>();
foreach (DataRow eachDataRow in ds.Tables["InstrumentDayOpenCloseTime"].Rows)
{
Guid instrumentId = (Guid)eachDataRow["InstrumentID"];
DateTime day = (DateTime)eachDataRow["TradeDay"];
var openCloseParam = new Protocal.TradingInstrument.InstrumentDayOpenCloseParams()
{
Id = instrumentId,
TradeDay = day,
DayOpenTime = eachDataRow.GetColumn <DateTime?>("DayOpenTime"),
DayCloseTime = eachDataRow.GetColumn <DateTime?>("DayCloseTime"),
RealValueDate = eachDataRow.GetColumn <DateTime?>("RealValueDate"),
TradingSessions = new List <Protocal.TradingInstrument.TradingSession>(),
IsTrading = true
};
result.Add(openCloseParam);
}
foreach (DataRow eachDataRow in ds.Tables["TradingTime"].Rows)
{
Guid instrumentId = (Guid)eachDataRow["InstrumentID"];
DateTime beginTime = (DateTime)eachDataRow["BeginTime"];
DateTime endTime = (DateTime)eachDataRow["EndTime"];
var openCloseParam = result.Find(m => m.Id == instrumentId);
if (openCloseParam == null)
{
Logger.WarnFormat("instrumentId = {0}, BeginTime = {1}, endTime = {2} exist in dbo.TradingTime, but not exist in dbo.InstrumentDayOpenCloseHistory ", instrumentId, beginTime, endTime);
}
else
{
openCloseParam.AddSession(new Protocal.TradingInstrument.TradingSession()
{
BeginTime = beginTime, EndTime = endTime
});
}
}
return(result);
}
