internal static class InitializationHelper { internal delegate void Initiliaze (T value, SqlDataReader reader); internal static T Create (SqlDataReader reader, Initiliaze initailize) where T : new() { T value = new T(); while (reader.Read()) { initailize(value, reader); } reader.NextResult(); return value; } internal static T[] CreateArray (SqlDataReader reader, Initiliaze initailize) where T : new() { List valueList = new List (); while (reader.Read()) { T value = new T(); initailize(value, reader); valueList.Add(value); } reader.NextResult(); return valueList.ToArray(); } internal static T GetItemValue (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 (dr, Initialize); settingSet.SystemParameter = InitializationHelper.Create (dr, Initialize); settingSet.QuotePolicies = InitializationHelper.CreateArray (dr, Initialize); settingSet.QuotePolicyDetails = InitializationHelper.CreateArray (dr, Initialize); settingSet.InstrumentGroups = InitializationHelper.CreateArray (dr, Initialize); settingSet.Instruments = InitializationHelper.CreateArray (dr, Initialize); settingSet.OverridedQuotations = InitializationHelper.CreateArray (dr, Initialize); settingSet.TradingTimes = InitializationHelper.CreateArray (dr, Initialize); settingSet.Currencys = InitializationHelper.CreateArray (dr, Initialize); settingSet.CurrencyRates = InitializationHelper.CreateArray (dr, Initialize); settingSet.DealingPolicyDetails = InitializationHelper.CreateArray (dr, Initialize); } public static void InitializePermisstionData(this PermisstionDataSet settingSet, SqlDataReader dr) { settingSet.UserGroups = InitializationHelper.CreateArray (dr, Initialize); settingSet.PermisstionDatas = InitializationHelper.CreateArray (dr, Initialize); } public static void InitializeTradingData(this SettingSet settingSet, SqlDataReader dr) { settingSet.Customers = InitializationHelper.CreateArray (dr, Initialize); settingSet.AccountGroups = InitializationHelper.CreateArray (dr, Initialize); settingSet.Accounts = InitializationHelper.CreateArray (dr, Initialize); settingSet.TradePolicies = InitializationHelper.CreateArray (dr, Initialize); settingSet.TradePolicyDetails = InitializationHelper.CreateArray (dr, Initialize); settingSet.Orders = SettingsSetHelper.InitializeOrders(dr); } public static SettingSet GetExchangeDataChangeByAccountChange(SqlDataReader dr) { SettingSet settingSet = new SettingSet(); settingSet.TradeDay = InitializationHelper.Create (dr, Initialize); settingSet.Customers = InitializationHelper.CreateArray (dr, Initialize); settingSet.AccountGroups = InitializationHelper.CreateArray (dr, Initialize); settingSet.Accounts = InitializationHelper.CreateArray (dr, Initialize); settingSet.QuotePolicyDetails = InitializationHelper.CreateArray (dr, Initialize); return settingSet; } public static SettingSet GetExchangeDataChangeByInstrumentChange(SqlDataReader dr) { SettingSet settingSet = new SettingSet(); settingSet.TradeDay = InitializationHelper.Create (dr, Initialize); settingSet.QuotePolicies = InitializationHelper.CreateArray (dr, Initialize); settingSet.QuotePolicyDetails = InitializationHelper.CreateArray (dr, Initialize); settingSet.TradePolicies = InitializationHelper.CreateArray (dr, Initialize); settingSet.TradePolicyDetails = InitializationHelper.CreateArray (dr, Initialize); settingSet.Instruments = InitializationHelper.CreateArray (dr, Initialize); settingSet.OverridedQuotations = InitializationHelper.CreateArray (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 ("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 ("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 ("Description", null); if(dr["AlertLevel1"] != null) { tradePolicy.AlertLevel1 = dr.GetItemValue ("AlertLevel1", 0); } if (dr["AlertLevel2"] != null) { tradePolicy.AlertLevel2 = dr.GetItemValue ("AlertLevel2", 0); } if (dr["AlertLevel3"] != null) { tradePolicy.AlertLevel3 = dr.GetItemValue ("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 ("MaxDQLot", 0); instrument.MaxOtherLot = dr.GetItemValue ("MaxOtherLot", 0); instrument.DqQuoteMinLot = dr.GetItemValue ("DQQuoteMinLot", 0); instrument.AutoDQMaxLot = dr.GetItemValue ("AutoDQMaxLot", 0); instrument.AutoLmtMktMaxLot = dr.GetItemValue ("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 ("Close", string.Empty); instrument.AutoCancelMaxLot = dr.GetItemValue ("AutoCancelMaxLot", 0); instrument.AutoAcceptMaxLot = dr.GetItemValue ("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 ("NextDayOpenTime", null); instrument.MOCTime = dr.GetItemValue ("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 ("SummaryGroupId", null); instrument.SummaryGroupCode = dr.GetItemValue ("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 orders = new List (); 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 ("SetPrice", string.Empty); order.ExecutePrice = reader.GetItemValue ("ExecutePrice", string.Empty); order.Lot = (decimal)reader["Lot"]; order.LotBalance = (decimal)reader["LotBalance"]; order.MinLot = reader.GetItemValue ("MinLot", decimal.Zero); order.MaxShow = reader.GetItemValue ("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 ("BestPrice", string.Empty); if (reader["BestTime"] != DBNull.Value) order.BestTime = ((DateTime)reader["BestTime"]).ToString("yyyy-MM-dd HH:mm:ss"); order.ApproverID = reader.GetItemValue ("ApproverID", Guid.Empty); order.SubmitorID = (Guid)reader["SubmitorID"]; order.DQMaxMove = (int)reader["DQMaxMove"]; order.ExpireType = (ExpireType)(int)reader["ExpireType"]; order.SetPrice2 = reader.GetItemValue ("SetPrice2", string.Empty); order.AssigningOrderID = reader.GetItemValue ("AssigningOrderID", Guid.Empty); order.BlotterCode = reader.GetItemValue ("BlotterCode", string.Empty); order.SetPriceForDoneLimit = reader.GetItemValue ("SetPriceForDoneLimit", string.Empty); order.SetPriceForDoneStop = reader.GetItemValue ("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"]; } }