private String GetTickDataPath(String code, int date)
{
int month = date / 100;
CodeIdParser parser = new CodeIdParser(code);
VarietyInfo varietyInfo = dataLoader_Variety.GetVariety(parser.VarietyId);
if (varietyInfo == null)
{
return(null);
}
string market = varietyInfo.Exchange;
if (market.Equals("DL"))
{
market = "dc";
}
else if (market.Equals("SQ"))
{
market = "sc";
}
else if (market.Equals("ZZ"))
{
market = "zc";
}
string path = srcDataPath + "\\" + month + "\\" + market + "\\" + GetFullCode(code, parser, market == "zc") + "_" + date + ".csv";
return(path);
//return srcDataPath + "\\" + dataLoader_InstrumentInfo.GetBelongMarket(code) + "\\" + date + "\\" + code + "_" + date + ".csv";
}
private void GetCodeId(string fileName, List <CodeInfo> codes, HashSet <string> hashset)
{
int startIndex = fileName.LastIndexOf('\\');
int endIndex = fileName.LastIndexOf('_');
string codeId = fileName.Substring(startIndex + 1, endIndex - startIndex - 1);
if (codeId.IndexOf("主力连续") >= 0)
{
return;
}
CodeIdParser parser = new CodeIdParser(codeId);
if (parser.Suffix.Length == 3)
{
codeId = parser.VarietyId + "1" + parser.Suffix;
}
int tradingDay = int.Parse(fileName.Substring(endIndex + 1, 8));
SetVarietyStart(parser.VarietyId, tradingDay);
if (!hashset.Contains(codeId))
{
hashset.Add(codeId);
CodeInfo codeInfo = CodeInfoUtils.GetCodeInfo(codeId, dataLoader_Variety);
if (codeInfo == null)
{
return;
}
codeInfo.Start = tradingDay;
codes.Add(codeInfo);
}
}
private String GetCodePath(String code, int date)
{
CodeIdParser parser = new CodeIdParser(code);
VarietyInfo varietyInfo = dataLoader_Variety.GetVariety(parser.VarietyId);
return(srcDataPath + "\\" + varietyInfo.Exchange + "\\" + date + "\\"
+ CodeInfoUtils.GetSimpleCodeId(code) + "_" + date + ".csv");
}
private string GetFullCode(String code, CodeIdParser parser, bool isZZ)
{
if (isZZ)
{
string suffix = parser.Suffix;
return(parser.VarietyId + suffix.Substring(1, 3));
}
return(code);
}
private void Loop(string path, int tradingDay, List <CodeInfo> codes, HashSet <string> set_Codes)
{
DirectoryInfo dir = new DirectoryInfo(path);
FileInfo[] files = dir.GetFiles();
for (int i = 0; i < files.Length; i++)
{
string fileName = files[i].Name;
string oldCodeId = fileName.Substring(0, fileName.IndexOf('_'));
CodeIdParser parser = new CodeIdParser(oldCodeId);
//if (parser.Suffix == "MI")
// continue;
string complexCodeId = CodeInfoUtils.GetComplexCodeId(parser, tradingDay);
if (complexCodeId == null)
{
continue;
}
CodeIdParser parser2 = new CodeIdParser(complexCodeId);
if (parser2.Suffix == null)
{
continue;
}
if (parser2.Suffix.Length < 2 || parser2.Suffix.Length > 4)
{
continue;
}
//string varietyId = CodeInfoUtils.GetVariety(oldCodeId);
//string[] splitCodeArr = CodeInfoUtils.SplitCodeId(oldCodeId);
//string newCodeId = GetCodeId(tradingDay, splitCodeArr);
if (set_Codes.Contains(complexCodeId))
{
continue;
}
set_Codes.Add(complexCodeId);
CodeInfo codeInfo = CodeInfoUtils.GetCodeInfo(complexCodeId, dataLoader_Variety);
if (codeInfo == null)
{
continue;
}
if (!codeInfo.Code.EndsWith("0000") && !codeInfo.Code.EndsWith("MI"))
{
codeInfo.Start = tradingDay;
SetVarietyStart(parser2.VarietyId, tradingDay);
}
else
{
//indexCodes.Add(codeInfo);
continue;
}
codes.Add(codeInfo);
}
}
public List <double[]> GetUpdatedTradingSessionDetail(string code, int date)
{
CodeIdParser parser = new CodeIdParser(code);
string variety = parser.VarietyId;
VarietyInfo varietyInfo = dataLoader_Variety.GetVariety(variety);
if (varietyInfo == null)
{
return(null);
}
string exchange = varietyInfo.Exchange;
return(dataLoader_TradingSessionDetail.GetTradingSessionDetail(exchange, variety, date));
}
public ITickData GetNewTickData(string code, int date)
{
CodeIdParser parser = new CodeIdParser(code);
if (parser.Suffix == "MI")
{
return(generator_Main.Generate(parser.VarietyId, date));
}
else if (parser.Suffix == "0000")
{
return(generator_Index.Generate(parser.VarietyId, date));
}
return(dataProvider.LoadTickData(code, date));
}
private List <CodeInfo> GetNotIndexCodes(List <CodeInfo> codes)
{
List <CodeInfo> notIndexCodes = new List <CodeInfo>();
for (int i = 0; i < codes.Count; i++)
{
CodeInfo codeInfo = codes[i];
CodeIdParser parser = new CodeIdParser(codeInfo.Code);
if (!parser.IsIndex)
{
notIndexCodes.Add(codeInfo);
}
}
return(notIndexCodes);
}
