private void LoadInstumentTradingTimeCommon(List <Protocal.TradingInstrument.InstrumentDayOpenCloseParams> instrumentDayOpenCloseParams)
{
Logger.InfoFormat("LoadInstumentTradingTimeCommon, instrumentParamsCount = {0}", instrumentDayOpenCloseParams.Count);
InstrumentTradingStatusBuilderProxy builder = new InstrumentTradingStatusBuilderProxy();
foreach (var eachInstrumentDayOpenCloseParam in instrumentDayOpenCloseParams)
{
this.LoadTimeCheckPoints(eachInstrumentDayOpenCloseParam, builder);
}
if (builder.ExistsStatus())
{
Logger.Info("LoadInstumentTradingTimeCommon");
this.OnInstrumentsStatusChanged(builder.StatusDict);
}
}
private void DoTimePointCheck()
{
Logger.InfoFormat("check point counts = {0}", _checkPointHeap.Count);
InstrumentTradingStatusBuilderProxy statusBuilder = null;
lock (_mutex)
{
while (_checkPointHeap.Count > 0 && _checkPointHeap.Pick().CheckTime <= DateTime.Now)
{
CheckPoint point = _checkPointHeap.Pop();
_loadedInstrumentCheckPoints.Remove(new InstrumentCheckTimeKey(point.InstrumentId, point.CheckTime));
Logger.InfoFormat("Dequeue, current check point {0}", point);
if (statusBuilder == null)
{
statusBuilder = new InstrumentTradingStatusBuilderProxy();
}
statusBuilder.Add(point.InstrumentId, point.Status, point.CheckTime, point.TradeDay);
}
}
if (statusBuilder != null)
{
this.OnInstrumentsStatusChanged(statusBuilder.StatusDict);
}
}
private void AddCheckPoint(Guid instrumentId, DateTime checkTime, InstrumentStatus status, DateTime tradeDay, InstrumentTradingStatusBuilderProxy tradingStatus)
{
CheckPoint checkPoint = new CheckPoint(instrumentId, checkTime, status, tradeDay);
var now = DateTime.Now;
Logger.InfoFormat("add check point, {0}", checkPoint.ToString());
if (checkPoint.CheckTime <= now)
{
tradingStatus.Add(checkPoint.InstrumentId, checkPoint.Status, checkPoint.CheckTime, tradeDay);
}
else
{
if (_loadedInstrumentCheckPoints.Contains(new InstrumentCheckTimeKey(instrumentId, checkTime)))
{
return;
}
_loadedInstrumentCheckPoints.Add(new InstrumentCheckTimeKey(instrumentId, checkTime));
_checkPointHeap.Add(checkPoint);
}
}
private void LoadTimeCheckPoints(InstrumentDayOpenCloseParams instrumentTradingParam, InstrumentTradingStatusBuilderProxy tradingStatus)
{
if (instrumentTradingParam.IsTrading)
{
this.AddCheckPoint(instrumentTradingParam.Id, instrumentTradingParam.DayOpenTime.Value, InstrumentStatus.DayOpen, instrumentTradingParam.TradeDay, tradingStatus);
this.AddCheckPoint(instrumentTradingParam.Id, instrumentTradingParam.DayCloseTime.Value, InstrumentStatus.DayClose, instrumentTradingParam.TradeDay, tradingStatus);
foreach (var eachSession in instrumentTradingParam.TradingSessions)
{
this.AddCheckPoint(instrumentTradingParam.Id, eachSession.BeginTime, InstrumentStatus.SessionOpen, instrumentTradingParam.TradeDay, tradingStatus);
this.AddCheckPoint(instrumentTradingParam.Id, eachSession.EndTime, InstrumentStatus.SessionClose, instrumentTradingParam.TradeDay, tradingStatus);
}
if (instrumentTradingParam.DayCloseTime != null)
{
DateTime acceptEndTime = instrumentTradingParam.DayCloseTime.Value.AddMinutes(-instrumentTradingParam.LastAcceptTimeSpan);
this.AddCheckPoint(instrumentTradingParam.Id, acceptEndTime, InstrumentStatus.StopPlace, instrumentTradingParam.TradeDay, tradingStatus);
}
}
}