internal static class InitializationHelper
{
internal delegate void Initiliaze<T>(T value, SqlDataReader reader);
internal static T Create<T>(SqlDataReader reader, Initiliaze<T> initailize)
where T : new()
{
T value = new T();
while (reader.Read())
{
initailize(value, reader);
}
reader.NextResult();
return value;
}
internal static T[] CreateArray<T>(SqlDataReader reader, Initiliaze<T> initailize)
where T : new()
{
List<T> valueList = new List<T>();
while (reader.Read())
{
T value = new T();
initailize(value, reader);
valueList.Add(value);
}
reader.NextResult();
return valueList.ToArray();
}
internal static T GetItemValue<T>(this SqlDataReader reader, string name, T defaul)
{
return reader[name] == DBNull.Value ? defaul : (T)reader[name];
}
}
public static class SettingsSetHelper
{
public static void Initialize(this SettingSet settingSet, SqlDataReader dr)
{
settingSet.TradeDay = InitializationHelper.Create<TradeDay>(dr, Initialize);
settingSet.SystemParameter = InitializationHelper.Create<SystemParameter>(dr, Initialize);
settingSet.QuotePolicies = InitializationHelper.CreateArray<QuotePolicy>(dr, Initialize);
settingSet.QuotePolicyDetails = InitializationHelper.CreateArray<QuotePolicyDetail>(dr, Initialize);
settingSet.InstrumentGroups = InitializationHelper.CreateArray<Manager.Common.ExchangeEntities.InstrumentGroup>(dr, Initialize);
settingSet.Instruments = InitializationHelper.CreateArray<Instrument>(dr, Initialize);
settingSet.OverridedQuotations = InitializationHelper.CreateArray<Manager.Common.ExchangeEntities.OverridedQuotation>(dr, Initialize);
settingSet.TradingTimes = InitializationHelper.CreateArray<TradingTime>(dr, Initialize);
settingSet.Currencys = InitializationHelper.CreateArray<Currency>(dr, Initialize);
settingSet.CurrencyRates = InitializationHelper.CreateArray<CurrencyRate>(dr, Initialize);
settingSet.DealingPolicyDetails = InitializationHelper.CreateArray<DealingPolicyDetail>(dr, Initialize);
}
public static void InitializePermisstionData(this PermisstionDataSet settingSet, SqlDataReader dr)
{
settingSet.UserGroups = InitializationHelper.CreateArray<UserGroup>(dr, Initialize);
settingSet.PermisstionDatas = InitializationHelper.CreateArray<PermisstionData>(dr, Initialize);
}
public static void InitializeTradingData(this SettingSet settingSet, SqlDataReader dr)
{
settingSet.Customers = InitializationHelper.CreateArray<Customer>(dr, Initialize);
settingSet.AccountGroups = InitializationHelper.CreateArray<AccountGroup>(dr, Initialize);
settingSet.Accounts = InitializationHelper.CreateArray<Account>(dr, Initialize);
settingSet.TradePolicies = InitializationHelper.CreateArray<TradePolicy>(dr, Initialize);
settingSet.TradePolicyDetails = InitializationHelper.CreateArray<TradePolicyDetail>(dr, Initialize);
settingSet.Orders = SettingsSetHelper.InitializeOrders(dr);
}
public static SettingSet GetExchangeDataChangeByAccountChange(SqlDataReader dr)
{
SettingSet settingSet = new SettingSet();
settingSet.TradeDay = InitializationHelper.Create<TradeDay>(dr, Initialize);
settingSet.Customers = InitializationHelper.CreateArray<Customer>(dr, Initialize);
settingSet.AccountGroups = InitializationHelper.CreateArray<AccountGroup>(dr, Initialize);
settingSet.Accounts = InitializationHelper.CreateArray<Account>(dr, Initialize);
settingSet.QuotePolicyDetails = InitializationHelper.CreateArray<QuotePolicyDetail>(dr, Initialize);
return settingSet;
}
public static SettingSet GetExchangeDataChangeByInstrumentChange(SqlDataReader dr)
{
SettingSet settingSet = new SettingSet();
settingSet.TradeDay = InitializationHelper.Create<TradeDay>(dr, Initialize);
settingSet.QuotePolicies = InitializationHelper.CreateArray<QuotePolicy>(dr, Initialize);
settingSet.QuotePolicyDetails = InitializationHelper.CreateArray<QuotePolicyDetail>(dr, Initialize);
settingSet.TradePolicies = InitializationHelper.CreateArray<TradePolicy>(dr, Initialize);
settingSet.TradePolicyDetails = InitializationHelper.CreateArray<TradePolicyDetail>(dr, Initialize);
settingSet.Instruments = InitializationHelper.CreateArray<Instrument>(dr, Initialize);
settingSet.OverridedQuotations = InitializationHelper.CreateArray<Manager.Common.ExchangeEntities.OverridedQuotation>(dr, Initialize);
return settingSet;
}
#region 权限数据初始化
private static void Initialize(UserGroup userGroup, SqlDataReader dr)
{
userGroup.Id = (Guid)dr["Id"];
userGroup.Code = (string)dr["Code"];
}
private static void Initialize(PermisstionData item, SqlDataReader dr)
{
item.Id = (Guid)dr["Id"];
item.RoleId = (int)dr["RoleId"];
item.PrincipalDataId = (string)dr["PrincipalDataId"];
item.OperationId = (int)dr["OperationId"];
item.Permisstion = (int)dr["Permisstion"];
item.DataType = dr["DataType"] == DBNull.Value ? DataTypeId.Other : (DataTypeId)Enum.Parse(typeof(DataTypeId), dr["DataType"].ToString());
item.DataFiledId = dr["DataFieldId"] == DBNull.Value ? string.Empty : (string)dr["DataFieldId"];
}
#endregion
private static void Initialize(TradeDay tradeDay, SqlDataReader dr)
{
tradeDay.CurrentDay = (DateTime)dr["TradeDay"];
tradeDay.BeginTime = (DateTime)dr["BeginTime"];
tradeDay.EndTime = (DateTime)dr["EndTime"];
}
private static void Initialize(SystemParameter systemParameter, SqlDataReader dr)
{
systemParameter.IsCustomerVisibleToDealer = (bool)dr["IsCustomerVisibleToDealer"];
systemParameter.MooMocAcceptDuration = (int)dr["MooMocAcceptDuration"];
systemParameter.MooMocCancelDuration = (int)dr["MooMocCancelDuration"];
systemParameter.QuotePolicyDetailID = (Guid)dr["QuotePolicyDetailID"];
systemParameter.CanDealerViewAccountInfo = (bool)dr["CanDealerViewAccountInfo"];
systemParameter.LotDecimal = (int)dr["LotDecimal"];
systemParameter.DealerUsingAccountPermission = (bool)dr["DealerUsingAccountPermission"];
systemParameter.HighBid = (bool)dr["HighBid"];
systemParameter.LowBid = (bool)dr["LowBid"];
systemParameter.EnableTrendSheetChart = (bool)dr["EnableTrendSheetChart"];
systemParameter.AllowModifyOrderLot = (bool)dr["AllowModifyOrderLot"];
systemParameter.EnquiryOutTime = (int)dr["EnquiryOutTime"];
}
private static void Initialize(Customer customer, SqlDataReader dr)
{
customer.Id = (Guid)dr["ID"];
customer.Code = (string)dr["Code"];
customer.PrivateQuotePolicyId = (Guid)dr["PrivateQuotePolicyID"];
customer.PublicQuotePolicyId = (Guid)dr["PublicQuotePolicyID"];
if (dr["DealingPolicyID"] != DBNull.Value)
{
customer.DealingPolicyId = (Guid)dr["DealingPolicyID"];
}
}
private static void Initialize(AccountGroup accountGroup, SqlDataReader dr)
{
accountGroup.Id = (Guid)dr["GroupID"];
accountGroup.Code = (string)dr["GroupCode"];
}
private static void Initialize(Account account, SqlDataReader dr)
{
account.Id = (Guid)dr["ID"];
account.Code = (string)dr["Code"];
account.Name = dr.GetItemValue<string>("Name", null);
account.CustomerId = (Guid)dr["CustomerID"];
account.TradePolicyId = (Guid)dr["TradePolicyID"];
account.GroupId = (Guid)dr["GroupId"];
account.GroupCode = (string)dr["GroupCode"];
account.AccountType = (AccountType)dr["Type"];
account.CurrencyId = (Guid)dr["CurrencyID"];
account.IsMultiCurrency = (bool)dr["IsMultiCurrency"];
}
private static void Initialize(QuotePolicy quotePolicy, SqlDataReader dr)
{
quotePolicy.Id = (Guid)dr["ID"];
quotePolicy.Code = (string)dr["Code"];
quotePolicy.Description = dr.GetItemValue<string>("Description", null);
quotePolicy.IsDefault = (bool)dr["IsDefault"];
}
private static void Initialize(QuotePolicyDetail quotePolicyDetail, SqlDataReader dr)
{
quotePolicyDetail.InstrumentId = (Guid)dr["InstrumentID"];
quotePolicyDetail.QuotePolicyId = (Guid)dr["QuotePolicyID"];
quotePolicyDetail.PriceType = (Manager.Common.QuotationEntities.PriceType)(byte)dr["PriceType"];
quotePolicyDetail.AutoAdjustPoints = (int)dr["AutoAdjustPoints"];
quotePolicyDetail.AutoAdjustPoints2 = (string)dr["AutoAdjustPoints2"];
quotePolicyDetail.AutoAdjustPoints3 = (string)dr["AutoAdjustPoints3"];
quotePolicyDetail.AutoAdjustPoints4 = (string)dr["AutoAdjustPoints4"];
quotePolicyDetail.SpreadPoints = (int)dr["SpreadPoints"];
quotePolicyDetail.SpreadPoints2 = (string)dr["SpreadPoints2"];
quotePolicyDetail.SpreadPoints3 = (string)dr["SpreadPoints3"];
quotePolicyDetail.SpreadPoints4 = (string)dr["SpreadPoints4"];
quotePolicyDetail.IsOriginHiLo = (bool)dr["IsOriginHiLo"];
quotePolicyDetail.MaxAutoAdjustPoints = (int)dr["MaxAutoAdjustPoints"];
quotePolicyDetail.MaxSpreadPoints = (int)dr["MaxSpreadPoints"];
quotePolicyDetail.InstrumentId = (Guid)dr["InstrumentID"];
quotePolicyDetail.BuyLot = (decimal)dr["BuyLot"];
quotePolicyDetail.SellLot = (decimal)dr["SellLot"];
}
private static void Initialize(TradePolicy tradePolicy, SqlDataReader dr)
{
tradePolicy.Id = (Guid)dr["ID"];
tradePolicy.Code = (string)dr["Code"];
tradePolicy.Description = dr.GetItemValue<string>("Description", null);
if(dr["AlertLevel1"] != null)
{
tradePolicy.AlertLevel1 = dr.GetItemValue<decimal>("AlertLevel1", 0);
}
if (dr["AlertLevel2"] != null)
{
tradePolicy.AlertLevel2 = dr.GetItemValue<decimal>("AlertLevel2", 0);
}
if (dr["AlertLevel3"] != null)
{
tradePolicy.AlertLevel3 = dr.GetItemValue<decimal>("AlertLevel3", 0);
}
}
private static void Initialize(TradePolicyDetail tradePolicyDetail, SqlDataReader dr)
{
tradePolicyDetail.InstrumentId = (Guid)dr["InstrumentID"];
tradePolicyDetail.TradePolicyId = (Guid)dr["TradePolicyID"];
tradePolicyDetail.ContractSize = (decimal)dr["ContractSize"];
tradePolicyDetail.QuotationMask = (int)dr["QuotationMask"];
if (dr["BOPolicyID"] != DBNull.Value) tradePolicyDetail.BOPolicyID = (Guid)dr["BOPolicyID"];
}
private static void Initialize(Manager.Common.ExchangeEntities.InstrumentGroup instrumentGroup, SqlDataReader dr)
{
instrumentGroup.Id = (Guid)dr["GroupID"];
instrumentGroup.Code = (string)dr["GroupCode"];
}
private static void Initialize(Instrument instrument, SqlDataReader dr)
{
instrument.Id = (Guid)dr["ID"];
instrument.OriginCode = (string)dr["OriginCode"];
instrument.Code = (string)dr["Code"];
instrument.Category = (InstrumentCategory)(int)dr["Category"];
instrument.IsActive = (bool)dr["IsActive"];
instrument.BeginTime = (DateTime)dr["BeginTime"];
instrument.EndTime = (DateTime)dr["EndTime"];
instrument.Denominator = (int)dr["Denominator"];
instrument.NumeratorUnit = (int)dr["NumeratorUnit"];
instrument.IsSinglePrice = (bool)dr["IsSinglePrice"];
instrument.IsNormal = (bool)dr["IsNormal"];
instrument.OriginType = (OriginType)(byte)dr["OriginType"];
instrument.AllowedSpotTradeOrderSides = (byte)dr["AllowedSpotTradeOrderSides"];
instrument.OriginInactiveTime = (int)dr["OriginInactiveTime"];
instrument.AlertVariation = (int)dr["AlertVariation"];
instrument.NormalWaitTime = (int)dr["NormalWaitTime"];
instrument.AlertWaitTime = (int)dr["AlertWaitTime"];
instrument.MaxDQLot = dr.GetItemValue<decimal>("MaxDQLot", 0);
instrument.MaxOtherLot = dr.GetItemValue<decimal>("MaxOtherLot", 0);
instrument.DqQuoteMinLot = dr.GetItemValue<decimal>("DQQuoteMinLot", 0);
instrument.AutoDQMaxLot = dr.GetItemValue<decimal>("AutoDQMaxLot", 0);
instrument.AutoLmtMktMaxLot = dr.GetItemValue<decimal>("AutoLmtMktMaxLot", 0);
instrument.AcceptDQVariation = (int)dr["AcceptDQVariation"];
instrument.AcceptLmtVariation = (int)dr["AcceptLmtVariation"];
instrument.AcceptCloseLmtVariation = (int)dr["AcceptCloseLmtVariation"];
instrument.CancelLmtVariation = (int)dr["CancelLmtVariation"];
instrument.MaxMinAdjust = (int)dr["MaxMinAdjust"];
instrument.IsBetterPrice = (bool)dr["IsBetterPrice"];
instrument.HitTimes = (short)dr["HitTimes"];
instrument.PenetrationPoint = (int)dr["PenetrationPoint"];
instrument.PriceValidTime = (int)dr["PriceValidTime"];
instrument.DailyMaxMove = (int)dr["DailyMaxMove"];
instrument.LastAcceptTimeSpan = TimeSpan.FromMinutes((int)dr["LastAcceptTimeSpan"]);
instrument.OrderTypeMask = (int)dr["OrderTypeMask"];
instrument.PreviousClosePrice = dr.GetItemValue<string>("Close", string.Empty);
instrument.AutoCancelMaxLot = dr.GetItemValue<decimal>("AutoCancelMaxLot", 0);
instrument.AutoAcceptMaxLot = dr.GetItemValue<decimal>("AutoAcceptMaxLot", 0);
instrument.AllowedNewTradeSides = Convert.ToInt16(dr["AllowedNewTradeSides"]);
instrument.Mit = (bool)dr["Mit"];
instrument.IsAutoEnablePrice = (bool)dr["IsAutoEnablePrice"];
instrument.IsAutoFill = (bool)dr["IsAutoFill"];
instrument.IsPriceEnabled = (bool)dr["IsPriceEnabled"];
instrument.IsAutoEnablePrice = (bool)dr["IsAutoEnablePrice"];
instrument.NextDayOpenTime = dr.GetItemValue<DateTime?>("NextDayOpenTime", null);
instrument.MOCTime = dr.GetItemValue<DateTime?>("MOCTime", null);
if(dr["DayOpenTime"] != DBNull.Value)
{
instrument.DayOpenTime = DateTime.Parse(dr["DayOpenTime"].ToString());
}
if (dr["DayCloseTime"] != DBNull.Value)
{
instrument.DayCloseTime = DateTime.Parse(dr["DayCloseTime"].ToString());
}
instrument.AutoDQDelay = (short)dr["AutoDQDelay"];
instrument.SummaryGroupId = dr.GetItemValue<Guid?>("SummaryGroupId", null);
instrument.SummaryGroupCode = dr.GetItemValue<string>("SummaryGroupCode", null);
instrument.SummaryUnit = (decimal)((double)dr["SummaryUnit"]);
instrument.SummaryQuantity = (decimal)dr["SummaryQuantity"];
instrument.BuyLot = (decimal)dr["BuyLot"];
instrument.SellLot = (decimal)dr["SellLot"];
instrument.HitPriceVariationForSTP = (int)dr["HitPriceVariationForSTP"];
instrument.CurrencyId = (Guid)dr["CurrencyID"];
instrument.GroupCode = (string)dr["GroupCode"];
instrument.GroupId = (Guid)dr["GroupID"];
}
public static Order[] InitializeOrders(SqlDataReader reader)
{
List<Order> orders = new List<Order>();
while (reader.Read())
{
Order order = new Order();
order.EndTime = ((DateTime)reader["EndTime"]).ToString("yyyy-MM-dd HH:mm:ss");
double totalSeconds = ((DateTime)reader["EndTime"] - DateTime.Now).TotalSeconds;
if (totalSeconds > 0)
{
order.OrderValidDuration = totalSeconds >= int.MaxValue ? int.MaxValue : (int)totalSeconds;
}
//else
//{
// continue;
//}
order.Id = (Guid)reader["ID"];
order.Code = (string)reader["Code"];
order.Phase = (OrderPhase)(byte)reader["Phase"];
order.TransactionId = (Guid)reader["TransactionId"];
order.TransactionCode = (string)reader["TransactionCode"];
order.TransactionType = (TransactionType)(byte)reader["TransactionType"];
order.TransactionSubType = (TransactionSubType)(byte)reader["TransactionSubType"];
order.TradeOption = (TradeOption)(byte)reader["TradeOption"];
order.OrderType = (OrderType)(int)reader["OrderTypeID"];
order.IsOpen = (bool)reader["IsOpen"];
order.IsBuy = (bool)reader["IsBuy"];
order.AccountId = (Guid)reader["AccountID"];
order.InstrumentId = (Guid)reader["InstrumentID"];
order.ContractSize = (decimal)reader["ContractSize"];
order.SetPrice = reader.GetItemValue<string>("SetPrice", string.Empty);
order.ExecutePrice = reader.GetItemValue<string>("ExecutePrice", string.Empty);
order.Lot = (decimal)reader["Lot"];
order.LotBalance = (decimal)reader["LotBalance"];
order.MinLot = reader.GetItemValue<decimal>("MinLot", decimal.Zero);
order.MaxShow = reader.GetItemValue<string>("MaxShow", string.Empty);
order.BeginTime = ((DateTime)reader["BeginTime"]).ToString("yyyy-MM-dd HH:mm:ss");
order.SubmitTime = ((DateTime)reader["SubmitTime"]).ToString("yyyy-MM-dd HH:mm:ss");
if (reader["ExecuteTime"] != DBNull.Value)
{
order.ExecuteTime = ((DateTime)reader["ExecuteTime"]).ToString("yyyy-MM-dd HH:mm:ss");
}
order.HitCount = (short)reader["HitCount"];
order.BestPrice = reader.GetItemValue<string>("BestPrice", string.Empty);
if (reader["BestTime"] != DBNull.Value) order.BestTime = ((DateTime)reader["BestTime"]).ToString("yyyy-MM-dd HH:mm:ss");
order.ApproverID = reader.GetItemValue<Guid>("ApproverID", Guid.Empty);
order.SubmitorID = (Guid)reader["SubmitorID"];
order.DQMaxMove = (int)reader["DQMaxMove"];
order.ExpireType = (ExpireType)(int)reader["ExpireType"];
order.SetPrice2 = reader.GetItemValue<string>("SetPrice2", string.Empty);
order.AssigningOrderID = reader.GetItemValue<Guid>("AssigningOrderID", Guid.Empty);
order.BlotterCode = reader.GetItemValue<string>("BlotterCode", string.Empty);
order.SetPriceForDoneLimit = reader.GetItemValue<string>("SetPriceForDoneLimit", string.Empty);
order.SetPriceForDoneStop = reader.GetItemValue<string>("SetPriceForDoneStop", string.Empty);
if (reader["BOBetTypeID"] != DBNull.Value) order.BOBetTypeID = (Guid)reader["BOBetTypeID"];
if (reader["BOFrequency"] != DBNull.Value) order.BOFrequency = (int)reader["BOFrequency"];
if (reader["BOOdds"] != DBNull.Value) order.BOOdds = (decimal)reader["BOOdds"];
if (reader["BOBetOption"] != DBNull.Value) order.BOBetOption = (long)reader["BOBetOption"];
orders.Add(order);
}
return orders.ToArray();
}
private static void Initialize(Manager.Common.ExchangeEntities.OverridedQuotation overridedQuotations, SqlDataReader dr)
{
overridedQuotations.InstrumentId = (Guid)dr["InstrumentID"];
overridedQuotations.QuotePolicyId = (Guid)dr["QuotePolicyID"];
overridedQuotations.Timestamp = (DateTime)dr["Timestamp"];
overridedQuotations.Ask = dr["Ask"].ToString();
overridedQuotations.Bid = dr["Bid"].ToString();
overridedQuotations.High = dr["High"].ToString();
overridedQuotations.Low = dr["Low"].ToString();
overridedQuotations.Origin = dr["Origin"].ToString();
}
private static void Initialize(TradingTime tradingTime, SqlDataReader dr)
{
tradingTime.InstrumentId = (Guid)dr["InstrumentID"];
tradingTime.BeginTime = (DateTime)dr["BeginTime"];
tradingTime.EndTime = (DateTime)dr["EndTime"];
}
private static void Initialize(Currency currency, SqlDataReader dr)
{
currency.Id = (Guid)dr["ID"];
currency.Code = dr["Code"].ToString();
}
private static void Initialize(CurrencyRate currencyRate, SqlDataReader dr)
{
currencyRate.SourceCurrencyId = (Guid)dr["SourceCurrencyId"];
currencyRate.TargetCurrencyId = (Guid)dr["TargetCurrencyId"];
currencyRate.RateIn = (double)dr["RateIn"];
currencyRate.RateOut = (double)dr["RateOut"];
currencyRate.DependingInstrumentId = dr["DependingInstrumentId"] is DBNull ? Guid.Empty : (Guid)dr["DependingInstrumentId"];
currencyRate.Inverted = (bool)dr["Inverted"];
}
private static void Initialize(DealingPolicyDetail dealingPolicyDetail, SqlDataReader dr)
{
dealingPolicyDetail.DealingPolicyID = (Guid)dr["DealingPolicyID"];
dealingPolicyDetail.InstrumentID = (Guid)dr["InstrumentID"];
dealingPolicyDetail.DealingPolicyCode = (string)dr["DealingPolicyCode"];
dealingPolicyDetail.InstrumentCode = (string)dr["InstrumentCode"];
dealingPolicyDetail.MaxDQLot = (decimal)dr["MaxDQLot"];
dealingPolicyDetail.MaxOtherLot = (decimal)dr["MaxOtherLot"];
dealingPolicyDetail.DQQuoteMinLot = (decimal)dr["DQQuoteMinLot"];
dealingPolicyDetail.AutoDQMaxLot = (decimal)dr["AutoDQMaxLot"];
dealingPolicyDetail.AutoLmtMktMaxLot = (decimal)dr["AutoLmtMktMaxLot"];
dealingPolicyDetail.AcceptDQVariation = (int)dr["AcceptDQVariation"];
dealingPolicyDetail.AcceptLmtVariation = (int)dr["AcceptLmtVariation"];
dealingPolicyDetail.CancelLmtVariation = (int)dr["CancelLmtVariation"];
dealingPolicyDetail.AutoDQDelay = (short)dr["AutoDQDelay"];
dealingPolicyDetail.AutoAcceptMaxLot = (decimal)dr["AutoAcceptMaxLot"];
dealingPolicyDetail.AutoCancelMaxLot = (decimal)dr["AutoCancelMaxLot"];
dealingPolicyDetail.HitPriceVariationForSTP = (int)dr["HitPriceVariationForSTP"];
dealingPolicyDetail.AcceptCloseLmtVariation = (int)dr["AcceptCloseLmtVariation"];
}
}
