public Schedule(string interval)
{
interval = interval.Trim();
DailySchedule = GetDailySchedule(interval);
if (DailySchedule != null) {
DailySchedule.Disarm();
Timer = new System.Timers.Timer(DailyChecksEveryMs);
Timer.Elapsed += OnceADay;
} else {
Timer = new System.Timers.Timer(GetMillisecondInterval(interval));
Timer.Elapsed += Recurring;
}
}
private void aKtda5a4rp()
{
bool flag = false;
try
{
StreamWriter streamWriter = new StreamWriter(this.OmBd2L0KIX);
switch (this.FF1dXhZrIu)
{
case (qct4K92XRXgWAtpVGR)1:
streamWriter.WriteLine(RNaihRhYEl0wUmAftnB.aYu7exFQKN(10614));
break;
case (qct4K92XRXgWAtpVGR)2:
streamWriter.WriteLine(RNaihRhYEl0wUmAftnB.aYu7exFQKN(10656));
break;
case (qct4K92XRXgWAtpVGR)3:
streamWriter.WriteLine(RNaihRhYEl0wUmAftnB.aYu7exFQKN(10724));
break;
case (qct4K92XRXgWAtpVGR)4:
streamWriter.WriteLine(RNaihRhYEl0wUmAftnB.aYu7exFQKN(10830));
break;
}
int num1 = 0;
for (int index = 0; index < this.WF0dC3KCxx.Count && this.S3wdKqqOTC; ++index)
{
switch (this.FF1dXhZrIu)
{
case (qct4K92XRXgWAtpVGR)1:
Trade trade = (Trade)this.WF0dC3KCxx[index];
streamWriter.WriteLine(Dhgssiwum3QkgMqvJP.rKougwdICJ(3), (object)Dhgssiwum3QkgMqvJP.dOfult8pci(trade.DateTime, true, true), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(trade.Price), (object)trade.Size);
break;
case (qct4K92XRXgWAtpVGR)2:
Quote quote = (Quote)this.WF0dC3KCxx[index];
streamWriter.WriteLine(Dhgssiwum3QkgMqvJP.rKougwdICJ(5), (object)Dhgssiwum3QkgMqvJP.dOfult8pci(quote.DateTime, true, true), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(quote.Bid), (object)quote.BidSize, (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(quote.Ask), (object)quote.AskSize);
break;
case (qct4K92XRXgWAtpVGR)3:
Bar bar = (Bar)this.WF0dC3KCxx[index];
if (bar.BarType != BarType.Time)
{
throw new Exception(RNaihRhYEl0wUmAftnB.aYu7exFQKN(10912));
}
streamWriter.WriteLine(Dhgssiwum3QkgMqvJP.rKougwdICJ(8), (object)Dhgssiwum3QkgMqvJP.dOfult8pci(bar.DateTime, true, false), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(bar.Open), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(bar.High), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(bar.Low), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(bar.Close), (object)bar.Volume, (object)bar.OpenInt, (object)bar.Size);
break;
case (qct4K92XRXgWAtpVGR)4:
Daily daily = (Daily)this.WF0dC3KCxx[index];
streamWriter.WriteLine(Dhgssiwum3QkgMqvJP.rKougwdICJ(7), (object)Dhgssiwum3QkgMqvJP.dOfult8pci(daily.DateTime, false, false), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(daily.Open), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(daily.High), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(daily.Low), (object)Dhgssiwum3QkgMqvJP.UecuugvaPO(daily.Close), (object)daily.Volume, (object)daily.OpenInt);
break;
}
int num2 = (int)((double)index / (double)this.WF0dC3KCxx.Count * 100.0);
if (num2 > num1)
{
num1 = num2;
this.aOSdOr0cLL(new object[1]
{
(object)num2
});
}
}
streamWriter.Close();
}
catch (Exception ex)
{
flag = true;
this.n0ndyRA15v((object)(RNaihRhYEl0wUmAftnB.aYu7exFQKN(10980) + Environment.NewLine + ex.Message), (object)MessageBoxIcon.Hand);
}
finally
{
if (!flag)
{
if (this.S3wdKqqOTC)
{
this.n0ndyRA15v((object)RNaihRhYEl0wUmAftnB.aYu7exFQKN(11070), (object)MessageBoxIcon.Asterisk);
}
else
{
this.n0ndyRA15v((object)RNaihRhYEl0wUmAftnB.aYu7exFQKN(11138), (object)MessageBoxIcon.Exclamation);
}
}
}
}
/*定时器执行更新报价*/
private void tickTimer_Elapsed(object sender, ElapsedEventArgs e)
{
/*如果只在开市时读数据，在非开市时间直接退出*/
if (onlyReadInMarket && (DateTime.Now < DateTime.Today.Add(beginTime) || DateTime.Now > DateTime.Today.Add(endTime)))
{
return;
}
/*当运行到第二天时，清空报价缓存*/
if (lastDateOfQuote < DateTime.Today)
{
lastDateOfQuote = DateTime.Today;
lastQuotes.Clear();
}
if (quoteReader == null)
{
quoteReader = new DZHQuoteReader(dzhDataPath);
}
try
{
foreach (string symbol in subscribedSymbols.ToArray())
{
if (!subscribedSymbols.Contains(symbol))
{
continue;
}
Instrument curInstrument = InstrumentManager.Instruments[symbol];
if (curInstrument == null)
{
this.EmitError(-1, -1, "Symbol " + symbol + " was not found in list of requested symbols.");
}
else
{
DZHSymbol dzhSymbol = new DZHSymbol(curInstrument.SecurityExchange, curInstrument.SecurityID);
DZHQuote newQuote = quoteReader.RequestQuote(dzhSymbol);
bool flag1 = false;
bool flag2 = false;
bool first = false;//是否是请求的第一笔数据
if (this.lastQuotes.ContainsKey(symbol))
{
DZHQuote oldQuote = this.lastQuotes[symbol];
/*这里注释掉和下面一样，大智慧发送来的数据存在同一时刻多笔交易的现象
* 所以不能用时间来排除
*/
//if (newQuote.Time != oldQuote.Time)
//{
if ((newQuote.Bid1 != oldQuote.Bid1) || (newQuote.Bid1Vol != oldQuote.Bid1Vol) ||
(newQuote.Ask1 != oldQuote.Ask1) || (newQuote.Ask1Vol != oldQuote.Ask1Vol))
{
flag1 = true;
}
if ((newQuote.TotalVolume != oldQuote.TotalVolume) || (newQuote.Price != oldQuote.Price))
{
flag2 = true;
}
// }
this.lastQuotes[symbol] = newQuote;
}
else
{
first = true;
if ((newQuote.Ask1 > 0.0) || (newQuote.Bid1 > 0.0))
{
flag1 = true;
}
if ((newQuote.Price > 0.0) || (newQuote.Volume > 0.0))
{
flag2 = true;
}
this.lastQuotes.Add(symbol, newQuote);
}
/*这里注释掉是，不做时间检查，因为不使用市场数据提供者存储数据，市场数据提供者只用于实时交易
*而要获取过去的数据存储起来，使用历史数据提供者
*/
//if ((flag1) && ((curInstrument.GetQuoteArray(newQuote.Time, newQuote.Time)).Count == 0))
if (flag1)
{
this.EmitNewQuote(new Quote(newQuote.Time, newQuote.Bid1, (int)newQuote.Bid1Vol, newQuote.Ask1, (int)newQuote.Ask1Vol), curInstrument);
}
/*大智慧有可能在同一时刻有多笔交易，QD不允许这样，所以有可能丢失某些笔交易
* 如果不作同一时刻的检查，则有可能在数据中保存重复的交易
* 这里注释掉是，不做时间检查，因为不使用市场数据提供者存储数据，市场数据提供者只用于实时交易
*而要获取过去的数据存储起来，使用历史数据提供者
*/
//if ((flag2) && ((curInstrument.GetTradeArray(newQuote.Time, newQuote.Time)).Count == 0))
if (flag2)
{
this.EmitNewTrade(new Trade(newQuote.Time, newQuote.Price, (int)newQuote.Volume), curInstrument);
/*以下代码是为了产生日线*/
if (first && buildDailyBar)
{
lock (this)
{
DateTime barDateTime = newQuote.Time.Date;
if (!dailyBars.ContainsKey(curInstrument))
{
dailyBars.Add(curInstrument, new Dictionary <DateTime, Daily>());
}
Dictionary <DateTime, Daily> dailyBox = dailyBars[curInstrument];
if (!dailyBox.ContainsKey(barDateTime))
{
Daily daily = new Daily(barDateTime, newQuote.Open, newQuote.High, newQuote.Low, newQuote.Price, (long)newQuote.TotalVolume);
dailyBox.Add(barDateTime, daily);
((DZHBarFactory)this.factory).EmitNewBarOpen(daily, curInstrument);
}
DateTime realyEndTime = Clock.Now.Add(this.endTime - newQuote.Time.TimeOfDay);
Clock.AddReminder(new ReminderEventHandler(OnReminder), realyEndTime, null);
}
}
}
}
}
}
catch (Exception exception)
{
this.EmitError(-1, -1, exception.ToString());
}
}
public void ReadXml(XmlReader reader)
{
reader.ReadStartElement();
gold = long.Parse(reader.ReadInnerXml());
xp = long.Parse(reader.ReadInnerXml());
// Read habits
bool isEmpty = reader.IsEmptyElement;
reader.ReadStartElement();
if (!isEmpty)
{
while (reader.NodeType != XmlNodeType.EndElement)
{
Habit habit = new Habit();
habit.ReadXml(reader);
habits.Add(habit);
}
}
// Read dailies
isEmpty = reader.IsEmptyElement;
reader.ReadStartElement();
if (!isEmpty)
{
while (reader.NodeType != XmlNodeType.EndElement)
{
Daily daily = new Daily();
daily.ReadXml(reader);
dailies.Add(daily);
}
}
// Read tasks
isEmpty = reader.IsEmptyElement;
reader.ReadStartElement();
if (!isEmpty)
{
while (reader.NodeType != XmlNodeType.EndElement)
{
Task task = new Task();
task.ReadXml(reader);
tasks.Add(task);
}
}
// Read rewards
isEmpty = reader.IsEmptyElement;
reader.ReadStartElement();
if (!isEmpty)
{
while (reader.NodeType != XmlNodeType.EndElement)
{
Reward reward = new Reward();
reward.ReadXml(reader);
rewards.Add(reward);
}
}
reader.ReadEndElement();
reader.ReadEndElement();
}
private void loadings(string station)
{
metList = new List <Daily>();
metLists = new List <Daily>();
try
{
string total = "";
string[] lines = System.IO.File.ReadAllLines(Sending.directoryUrl + station + "-" + "daily" + ".json");
foreach (string line in lines)
{
total += line;
}
List <DailyOnline> model = JsonConvert.DeserializeObject <List <DailyOnline> >(total);
for (int d = 0; d < model.Count; d++)
{
u = new Daily(null);
u.Station = model.ElementAt(d).Station;
u.Id = model.ElementAt(d).Id;
u.Maxs = model.ElementAt(d).Max;
u.Mins = model.ElementAt(d).Min;
u.Actual = model.ElementAt(d).Actual;
u.Anemometer = model.ElementAt(d).Anemometer;
u.Wind = model.ElementAt(d).Wind;
u.Maxi = model.ElementAt(d).Maxi;
u.Rain = model.ElementAt(d).Rain;
u.Thunder = model.ElementAt(d).Thunder;
u.Fog = model.ElementAt(d).Fog;
u.Haze = model.ElementAt(d).Haze;
u.Storm = model.ElementAt(d).Storm;
u.Quake = model.ElementAt(d).Quake;
u.Height = model.ElementAt(d).Height;
u.Duration = model.ElementAt(d).Duration;
u.Sunshine = model.ElementAt(d).Sunshine;
u.Radiationtype = model.ElementAt(d).Radiationtype;
u.Radiation = model.ElementAt(d).Radiation;
u.Evaptype1 = model.ElementAt(d).Evaptype1;
u.Evap1 = model.ElementAt(d).Evap1;
u.Evaptype2 = model.ElementAt(d).Evaptype2;
u.Evap2 = model.ElementAt(d).Evap2;
u.Users = model.ElementAt(d).User;
u.Dates = model.ElementAt(d).Date;
metList.Add(u);
}
metLists = new List <Daily>(metList.Where(c => Convert.ToDateTime(c.Dates).Month.ToString() == (monthTxtCbx.SelectedIndex + 1).ToString() && Convert.ToDateTime(c.Dates).Year.ToString() == yearTxtBx.Text));
double totals = 0;
foreach (var val in metLists)
{
totals += Convert.ToDouble(val.Actual);
}
totalsTxtBx.Text = totals.ToString();
twentyeightTxtBx.Text = filltext("21");
threeTxtBx.Text = filltext("3");
twoTxtBx.Text = filltext("2");
seventTxtBx.Text = filltext("17");
sevenTxtBx.Text = filltext("7");
eightTxtBx.Text = filltext("8");
eighteenTxtBx.Text = filltext("18");
tenTxtBx.Text = filltext("10");
elevenTxtBx.Text = filltext("11");
thirtTxtBx.Text = filltext("13");
fiftTxtBx.Text = filltext("15");
sixtTxtBx.Text = filltext("16");
twentyTxtBx.Text = filltext("20");
twentyoneTxtBx.Text = filltext("21");
twentytwoTxtBx.Text = filltext("22");
twentythreeTxtBx.Text = filltext("23");
twentyFourTxtBx.Text = filltext("24");
twentyfiveTxtBx.Text = filltext("25");
twentysixTxtBx.Text = filltext("26");
twentysevenTxtBx.Text = filltext("27");
twentyeightTxtBx.Text = filltext("28");
twentynineTxtBx.Text = filltext("29");
thirtyTxtBx.Text = filltext("30");
thirtyoneTxtBx.Text = filltext("31");
fourTxtBx.Text = filltext("4");
fiveTxtBx.Text = filltext("5");
nineTxtBx.Text = filltext("9");
sixTxtBx.Text = filltext("6");
ninetTxtBx.Text = filltext("19");
tweleveTxtBx.Text = filltext("12");
twentyoneTxtBx.Text = filltext("21");
twentythreeTxtBx.Text = filltext("23");
fourtTxtBx.Text = filltext("14");
thirtyoneTxtBx.Text = filltext("31");
}
catch (Exception ex)
{
MessageBox.Show(ex.Message.ToString());
return;
}
}
private void LEn1aOXgs([In] IAsyncResult obj0)
{
HistoricalDataRequest historicalDataRequest = (HistoricalDataRequest)obj0.AsyncState;
WebRequest webRequest = (WebRequest)null;
if (!this.EjDBtJJBo.TryGetValue(historicalDataRequest.RequestId, out webRequest))
{
return;
}
this.EjDBtJJBo.Remove(historicalDataRequest.RequestId);
try
{
StreamReader streamReader = new StreamReader(webRequest.EndGetResponse(obj0).GetResponseStream());
List <string> list1 = new List <string>();
string str;
while ((str = streamReader.ReadLine()) != null)
{
list1.Add(str);
}
list1.RemoveAt(0);
list1.Reverse();
List <Daily> list2 = new List <Daily>();
for (int index1 = 0; index1 < list1.Count; ++index1)
{
string[] strArray = list1[index1].Split(new char[1]
{
','
});
if (strArray.Length >= 7)
{
for (int index2 = 0; index2 < strArray.Length; ++index2)
{
strArray[index2] = strArray[index2].Trim(new char[1]
{
'"'
});
if (strArray[index2] == RbFKKlTxInQUoAZCSj.q6GyF96n8(274))
{
strArray[index2] = RbFKKlTxInQUoAZCSj.q6GyF96n8(284);
}
}
Daily daily1 = new Daily(DateTime.Parse(strArray[0], (IFormatProvider)CultureInfo.InvariantCulture), double.Parse(strArray[1], (IFormatProvider)CultureInfo.InvariantCulture), double.Parse(strArray[2], (IFormatProvider)CultureInfo.InvariantCulture), double.Parse(strArray[3], (IFormatProvider)CultureInfo.InvariantCulture), double.Parse(strArray[4], (IFormatProvider)CultureInfo.InvariantCulture), long.Parse(strArray[5], (IFormatProvider)CultureInfo.InvariantCulture));
if (this.YGOxAtD62)
{
double num1 = double.Parse(strArray[6], (IFormatProvider)CultureInfo.InvariantCulture);
double num2 = num1 / daily1.Close;
Daily daily2 = daily1;
double num3 = daily2.Open * num2;
daily2.Open = num3;
Daily daily3 = daily1;
double num4 = daily3.High * num2;
daily3.High = num4;
Daily daily4 = daily1;
double num5 = daily4.Low * num2;
daily4.Low = num5;
daily1.Close = num1;
}
list2.Add(daily1);
}
}
foreach (Daily daily in list2)
{
if (this.FexSQYEw9.Contains((object)historicalDataRequest.RequestId))
{
this.FexSQYEw9.Remove((object)historicalDataRequest.RequestId);
this.J9LThvcYS(historicalDataRequest, list2.Count);
return;
}
else if (this.c6Jl2nfcs != null)
{
this.c6Jl2nfcs((object)this, new HistoricalBarEventArgs((Bar)daily, historicalDataRequest.RequestId, historicalDataRequest.Instrument, (IHistoricalDataProvider)this, list2.Count));
}
}
this.xmlocsjtF(historicalDataRequest, list2.Count);
}
catch (Exception ex)
{
if (this.FexSQYEw9.Contains((object)historicalDataRequest.RequestId))
{
this.FexSQYEw9.Remove((object)historicalDataRequest.RequestId);
this.J9LThvcYS(historicalDataRequest, 0);
}
else
{
this.iC2ZqQH0T(historicalDataRequest, ex.Message);
}
}
}
public NewRecordView(Daily daily)
{
InitializeComponent();
this.AddRecordWindowDC.DailyRecord = daily;
this.AddRecordWindowDC.WindowTitleRecordID = "Record: " + daily.Id.ToString();
}
public void Add(Daily daily)
{
DataManager.Add(this, daily);
}
public DailyWeatherSummaryViewModel(Daily daily)
{
_dailyWeatherInformation = daily;
}
public bool DeleteDailyWeather(Daily daily)
{
_db.Remove(daily);
return(Save());
}
public IHttpActionResult Post([FromBody] Daily value)
{
return(Json(new DailyDataAccessController().Select(value)));
}
public void EmitHistoricalBar(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double open, double high, double low, double close, long volume)
{
if (this.NewHistoricalBar != null)
{
SmartQuant.Data.Bar bar;
if (request.request.DataType == HistoricalDataType.Daily)
{
bar = new Daily(datetime, open, high, low, close, volume, 0L);
}
else
{
bar = new SmartQuant.Data.Bar(datetime, open, high, low, close, volume, request.request.BarSize);
}
HistoricalBarEventArgs args = new HistoricalBarEventArgs(bar, request.request.RequestId, request.request.Instrument, this, 0);
this.NewHistoricalBar(this, args);
}
}
private void tm9qNM8Cd([In] IAsyncResult obj0)
{
HistoricalDataRequest historicalDataRequest = (HistoricalDataRequest)obj0.AsyncState;
WebRequest webRequest;
if (!this.K4r2jjlJs.TryGetValue(historicalDataRequest.RequestId, out webRequest))
{
return;
}
this.K4r2jjlJs.Remove(historicalDataRequest.RequestId);
try
{
StreamReader streamReader = new StreamReader(webRequest.EndGetResponse(obj0).GetResponseStream());
List <string> list1 = new List <string>();
string str;
while ((str = streamReader.ReadLine()) != null)
{
list1.Add(str);
}
if (list1.Count > 0)
{
list1.RemoveAt(0);
}
list1.Reverse();
List <Daily> list2 = new List <Daily>();
for (int index = 0; index < list1.Count; ++index)
{
string[] strArray = list1[index].Split(new char[1]
{
','
});
Daily daily = new Daily(DateTime.Parse(strArray[0], (IFormatProvider)CultureInfo.InvariantCulture), double.Parse(strArray[1], (IFormatProvider)CultureInfo.InvariantCulture), double.Parse(strArray[2], (IFormatProvider)CultureInfo.InvariantCulture), double.Parse(strArray[3], (IFormatProvider)CultureInfo.InvariantCulture), double.Parse(strArray[4], (IFormatProvider)CultureInfo.InvariantCulture), long.Parse(strArray[5], (IFormatProvider)CultureInfo.InvariantCulture));
list2.Add(daily);
}
foreach (Daily daily in list2)
{
if (this.YZKOeBcIM.Contains((object)historicalDataRequest.RequestId))
{
this.YZKOeBcIM.Remove((object)historicalDataRequest.RequestId);
this.FAwwpUwD2(historicalDataRequest, list2.Count);
return;
}
else
{
this.viIgpbj1M(historicalDataRequest, (Bar)daily, list2.Count);
}
}
this.iAYkpjLCs(historicalDataRequest, list2.Count);
}
catch (Exception ex)
{
if (this.YZKOeBcIM.Contains((object)historicalDataRequest.RequestId))
{
this.YZKOeBcIM.Remove((object)historicalDataRequest.RequestId);
this.FAwwpUwD2(historicalDataRequest, 0);
}
else
{
this.NxZTw30av(historicalDataRequest, ex.Message);
}
}
}
public SeniverseControl(Daily model)
{
InitializeComponent();
this.Daily = model;
Refresh(model);
}
private void OnRspHistoryQuot(IntPtr pQuotApi, IntPtr pBuffer, ref STKHISDATA pHisData)
{
string key = GetKeyFromSTKHISDATA(ref pHisData);
string requestId;
if (historicalDataRecords.TryGetValue(key, out requestId))
{
HistoricalDataRequest request;
if (historicalDataIds.TryGetValue(requestId, out request))
{
IntPtr ptrHead = (IntPtr)(pBuffer + Marshal.SizeOf(typeof(STKHISDATA)));
for (int i = 0; i < pHisData.nCount; ++i)
{
IntPtr ptr = (IntPtr)(ptrHead + Marshal.SizeOf(typeof(HISTORYDATA)) * i);
HISTORYDATA hd = (HISTORYDATA)Marshal.PtrToStructure(ptr, typeof(HISTORYDATA));
if (request.DataType == HistoricalDataType.Daily)
{
DateTime datetime = Convert.ToDateTime(hd.time.Substring(0, 10));
if (datetime >= request.BeginDate && datetime < request.EndDate)
{
Daily daily = new Daily(datetime,
hd.fOpen, hd.fHigh, hd.fLow, hd.fClose, (long)hd.fVolume, (long)hd.fAmount);
NewHistoricalBar(this,
new HistoricalBarEventArgs(daily, request.RequestId, request.Instrument, this, -1));
}
}
else
{
DateTime datetime = Convert.ToDateTime(hd.time);
if (datetime >= request.BeginDate && datetime < request.EndDate)
{
Bar bar = new Bar(BarType.Time, request.BarSize, datetime.AddSeconds(-request.BarSize),
datetime,
hd.fOpen, hd.fHigh, hd.fLow, hd.fClose, (long)hd.fVolume, (long)hd.fAmount);
NewHistoricalBar(this,
new HistoricalBarEventArgs(bar, request.RequestId, request.Instrument, this, -1));
}
}
}
historicalDataIds.Remove(request.RequestId);
EmitHistoricalDataCompleted(request);
}
historicalDataRecords.Remove(key);
}
}
/// <inheritdoc /> public ValueTask UpdateDailyAsync(Daily daily) => dailyRepository.EditAsync(daily);
private void ParseLine(BufferArgs e, HistoryState hs)
{
DateTime dt;
string[] r;
Bar bar;
Daily daily; //daily = new Daily(
//Console.WriteLine( "9100: {0} {1} {2}", hs.smLine, hs.sSymbol, e.Line );
/*
* if (DateTime.Now.Second == hs.gh.intSec) {
* hs.gh.cntLps++;
* }
* else {
* Console.WriteLine(" lps = {0}", hs.gh.cntLps);
* hs.gh.cntLps = 0;
* hs.gh.intSec = DateTime.Now.Second;
* }*/
e.items = e.Line.Split(chDelimComma);
switch (hs.smLine)
{
case stateLine.lineN:
if (0 == e.Line.Length)
{
// ignore the blank line and prepare for end game
hs.smLine = stateLine.lineLast;
}
else
{
//process the line content here
hs.cntLines++;
r = e.items[0].Split(chDelimTime);
try {
switch (hs.sSeries)
{
case "Trade":
dt = new DateTime(
System.Convert.ToInt32(r[0]), //yyyy
System.Convert.ToInt32(r[1]), //mm
System.Convert.ToInt32(r[2]), //dd
System.Convert.ToInt32(r[3]), //hh
System.Convert.ToInt32(r[4]), //mm
0
);
if (hs.dtstk != dt)
{
DeStackTrades(hs);
}
hs.dtstk = dt;
hs.stkTrades.Push(new TradeQuoteInfo(
dt,
( float )System.Convert.ToSingle(e.items[1]), // trade,
System.Convert.ToInt32(e.items[2]), // size
( float )System.Convert.ToSingle(e.items[4]), // bid
System.Convert.ToInt32(e.items[7]), // bid size
( float )System.Convert.ToSingle(e.items[5]), // ask
System.Convert.ToInt32(e.items[8]) // ask size
)
);
break;
case "Bar":
dt = new DateTime(
System.Convert.ToInt32(r[0]), //yyyy
System.Convert.ToInt32(r[1]), //mm
System.Convert.ToInt32(r[2]), //dd
System.Convert.ToInt32(r[3]), //hh
System.Convert.ToInt32(r[4]), //mm
0); //ss
bar = new Bar(dt,
( float )System.Convert.ToSingle(e.items[3]), // open
( float )System.Convert.ToSingle(e.items[1]), // high
( float )System.Convert.ToSingle(e.items[2]), // low
( float )System.Convert.ToSingle(e.items[4]), // close
System.Convert.ToInt32(e.items[6]), // period volume
hs.size);
int i = hs.bs.GetIndex(dt);
if (0 >= i)
{
//hs.instrument.Add(bar);
hs.bars.Add(bar);
}
hs.cntValues++;
break;
case "Daily":
dt = new DateTime(
System.Convert.ToInt32(r[0]), //yyyy
System.Convert.ToInt32(r[1]), //mm
System.Convert.ToInt32(r[2]), //dd
23, //hh
59, //mm
59); //ss
daily = new Daily(dt,
System.Convert.ToSingle(e.items[3]),
System.Convert.ToSingle(e.items[1]),
System.Convert.ToSingle(e.items[2]),
System.Convert.ToSingle(e.items[4]),
System.Convert.ToInt32(e.items[5])
);
//hs.instrument.Add( daily );
hs.bars.Add(daily);
hs.cntValues++;
break;
}
}
catch {
Console.WriteLine("***** Error: '{0}' '{1}' '{2}' '{3}'", hs.smLine, hs.sSymbol, hs.sSeries, e.Line);
if (Regex.IsMatch(e.Line, "!ERROR! !NONE!", RegexOptions.None))
{
//Console.WriteLine("caught !NONE!");
hs.smLine = stateLine.lineRecover1;
}
else
{
if (Regex.IsMatch(e.Line, "!ERROR! Invalid symbol.", RegexOptions.None))
{
//Console.WriteLine("caught !NONE!");
hs.smLine = stateLine.lineRecover1;
}
else
{
// need to catch and process this erro sometime
//***** Error: 'lineN' 'FCH' 'Bar' '!ERROR! Could not connect to History socket.'
throw (new Exception("Don't know what we caught"));
}
}
}
}
break;
case stateLine.lineLast:
if ("!ENDMSG!" == e.Line)
{
// signal routines that no more data is available
// prepare for next command if there is one
// //Console.WriteLine( "*** endmsg for {0} {1} {2} {3} {4}", hs.sSymbol, hs.sSeries, hs.size, hs.cntValues, hs.ids.Count );
//Console.WriteLine( "*** endmsg for {0} {1} {2} {3}", hs.sSymbol, hs.sSeries, hs.size, hs.cntValues );
//hs.ids.Flush();
Console.Write("Writing {0}", hs.sSymbol);
switch (hs.sSeries)
{
case "Trade":
if (0 != hs.stkTrades.Count)
{
DeStackTrades(hs);
}
foreach (Trade atrade in hs.trades)
{
hs.instrument.Add(atrade as Trade);
}
hs.trades.Clear();
foreach (Quote aquote in hs.quotes)
{
hs.instrument.Add(aquote as Quote);
}
hs.quotes.Clear();
break;
case "Bar":
foreach (Bar abar in hs.bars)
{
hs.instrument.Add(abar as Bar);
}
hs.bars.Clear();
break;
case "Daily":
foreach (Bar abar in hs.bars)
{
hs.instrument.Add(abar as Daily);
}
hs.bars.Clear();
break;
}
Console.Write(".");
hs.instrument.Save();
Console.Write(".");
Console.WriteLine(".");
hs.smLine = stateLine.lineN;
hs.bActive = false;
q9100Slots.Enqueue(hs);
//Monitor.Enter( this );
if (q9100Slots.Count >= cntTypes)
{
startSymbol();
}
//Monitor.Exit( this );
if (q9100Slots.Count > cntTypes)
{
Console.WriteLine("Slots: {0}", q9100Slots.Count);
///*
foreach (HistoryState ihs in hs.gh.hsAcquiring)
{
if (ihs.bActive)
{
Console.WriteLine(" {0} {1} {2} {3} {4}",
ihs.sSymbol, ihs.size, ihs.cntLines, ihs.intPlaceInQ, ihs.intUseCount);
}
}
//*/
}
if (intQSize == q9100Slots.Count)
{
Monitor.Enter(this);
Monitor.Pulse(this);
Monitor.Exit(this);
}
}
else
{
if (Regex.IsMatch(e.Line, "!ERROR!", RegexOptions.None))
{
// skip a blank line and prepare for finish
Console.WriteLine("errline");
hs.smLine = stateLine.lineResync;
}
else
{
Console.WriteLine("** lineLast = '{0}'", e.Line);
throw new ApplicationException("lineLast doesn't have some thing quite correct");
}
}
break;
case stateLine.lineResync:
// two blank lines on error before endmsg
Console.WriteLine("We are in resync");
hs.smLine = stateLine.lineN;
break;
case stateLine.lineRecover1:
//Console.WriteLine("recover1");
if (0 != e.Line.Length)
{
Console.WriteLine("** lineRecover1 = '{0}'", e.Line);
throw new ApplicationException("lineRecover1 does not have an empty line");
}
//hs.smLine = stateLine.lineRecover2;
hs.smLine = stateLine.lineLast; // 2006/09/04 ** what else does this break
break;
case stateLine.lineRecover2:
Console.WriteLine("recover2");
if (!Regex.IsMatch(e.Line, "!ENDMSG!", RegexOptions.None))
{
Console.WriteLine("** lineRecover2 = '{0}'", e.Line);
throw new ApplicationException("lineRecover2 does not have !ENDMSG!");
}
hs.smLine = stateLine.lineRecover4; // 2006/09/04 changed from 3 to 4;
break;
case stateLine.lineRecover3:
//Console.WriteLine("recover3");
if (Regex.IsMatch(e.Line, "!ERROR! Unknown Error.", RegexOptions.None) ||
Regex.IsMatch(e.Line, "!ERROR! Invalid symbol.", RegexOptions.None))
{
}
else
{
Console.WriteLine("** lineRecover3 = '{0}'", e.Line);
throw new ApplicationException("lineRecover3 not !ERROR! Unknown Error|InvalidSymbol.");
}
hs.smLine = stateLine.lineRecover4;
break;
case stateLine.lineRecover4:
Console.WriteLine("recover4");
if (0 != e.Line.Length)
{
Console.WriteLine("** lineRecover4 = '{0}'", e.Line);
throw new ApplicationException("lineRecover4 does not have an empty line");
}
hs.smLine = stateLine.lineLast;
break;
}
;
}
public Economy(Daily Daily, MoneyTransfer MoneyTransfer, UserAccounts UserAccounts)
{
_DailyReward = Daily;
_MoneyTransfer = MoneyTransfer;
_UserAccounts = UserAccounts;
}
public void Auto_Create_JobCost()
{
C2.Daily d = new Daily();
d.auto_insert_job_cost();
}
static void Main(string[] args)
{
// TO DO: Add your code here
string dataPath = "e:/QDData";
bool overwrite = false;
DateTime beginDate = new System.DateTime(2017, 4, 5);
DateTime endDate = new System.DateTime(2017, 4, 7);
string username = "******";
string password = "******";
int ret = _md.Init(username, password, MDMode.MD_MODE_NULL, "", "", "");
if (ret != 0)
{
string msg = _md.StrError(ret);
Console.WriteLine(msg);
return;
}
DateTime curDate = beginDate;
//获取交易日历，以确定是否开市日
string dateString1 = "";
if (endDate.AddMonths(-1) > beginDate)
{
dateString1 = beginDate.ToString("yyyy-MM-dd");
}
else
{
dateString1 = endDate.AddMonths(-1).ToString("yyyy-MM-dd");
}
string dateString2 = endDate.AddDays(1).ToString("yyyy-MM-dd");
List <DateTime> tradeDates = GetTradeDates("SHSE", dateString1, dateString2);
while (curDate < endDate)
{
Console.WriteLine("日期：" + curDate.ToString("yyyy-MM-dd"));
if ((tradeDates.Count <= 0) || (!tradeDates.Contains(curDate)))
{
Console.WriteLine("今天不是交易日");
curDate = curDate.AddDays(1);
continue;
}
string path = dataPath + "/" + curDate.Year.ToString() + "/" + curDate.Month.ToString();
if (!Directory.Exists(path))
{
Directory.CreateDirectory(path);
}
DateTime beginTime = curDate.Add(new TimeSpan(9, 0, 0));
DateTime endTime = curDate.Add(new TimeSpan(24, 0, 0));
string beginString = beginTime.ToString("yyyy-MM-dd HH:mm:ss");
string endString = endTime.ToString("yyyy-MM-dd HH:mm:ss");
Console.WriteLine("时间段:" + beginString + "----" + endString);
try {
DataFile file = DataFile.Open(path);
Random ra = new Random();
try {
//获取股票代码列表
List <string> symbols = new List <string>();
symbols = GetSymbols("SHSE", 1);
symbols.AddRange(GetSymbols("SZSE", 1));
foreach (string symbol in symbols)
{
//Console.WriteLine("正在检查证券"+symbol+"的Tick数据...");
string name = symbol + ".Trade";
if (!file.Series.Contains(name))
{
file.Series.Add(name);
}
FileSeries series = file.Series[name];
ISeriesObject[] has = series.GetArray(beginTime, endTime);
SmartQuant.Instruments.Instrument inst = InstrumentManager.Instruments[symbol];
//获取当天的日线数据
Daily dailyBar = null;
if (inst == null)
{
List <GMSDK.DailyBar> gskDailyBars = _md.GetDailyBars(symbol, curDate.ToString("yyyy-MM-dd"),
curDate.ToString("yyyy-MM-dd"));
if (gskDailyBars.Count > 0)
{
List <ISeriesObject> dailys = GSKToGM.ConvertDailys(gskDailyBars);
dailyBar = (Daily)dailys[0];
}
}
else
{
DailySeries dailySeries = inst.GetDailySeries(curDate, curDate);
if (dailySeries.Count > 0)
{
dailyBar = dailySeries[0];
}
}
bool needRebuild = false;
//检查是否丢失
if (has.Length <= 0)
{
if (dailyBar != null)
{
Console.WriteLine("证券:{0}，在日期:{1}时丢失Tick数据", symbol, curDate);
needRebuild = true;
}
}
else
{
//检查是否有重复,一般情形下不会重复，所以这里注释掉
/*int r1=ra.Next(0,has.Length-1);
* int r2=ra.Next(0,has.Length-1);
*
* ISeriesObject randTrade1=has[r1];
* ISeriesObject randTrade2=has[r2];
*
* ISeriesObject[] repeat1=series.GetArray(randTrade1.DateTime,randTrade1.DateTime);
* ISeriesObject[] repeat2=series.GetArray(randTrade2.DateTime,randTrade2.DateTime);
* if (repeat1.Length>1&&repeat2.Length>1) {
* Console.WriteLine("r1={0},r2={1}",r1,r2);
* Console.WriteLine("证券:{0}，在日期:{1}时有重复的Tick数据",symbol,curDate);
* needRebuild=true;
* }*/
//检查是否不完整
GMTrade lastTrade = (GMTrade)has[has.Length - 1];
if ((dailyBar != null) && (lastTrade.TotalSize < dailyBar.Volume))
{
Console.WriteLine("证券:{0}，在日期:{1}时Tick数据不全", symbol, curDate);
needRebuild = true;
}
}
if (needRebuild)
{
List <GMSDK.Tick> gskTicksCache = _md.GetTicks(symbol, beginString, endString);
Console.WriteLine(symbol + "有" + gskTicksCache.Count.ToString() + "笔数据。");
if (gskTicksCache.Count > 0)
{
//添加trades
Console.WriteLine("存储Trade数据...");
List <ISeriesObject> trades = GSKToGM.ConvertTrades(gskTicksCache);
string name1 = symbol + ".Trade";
if (!file.Series.Contains(name1))
{
file.Series.Add(name1);
}
FileSeries series1 = file.Series[name1];
ISeriesObject[] hasTrades = series1.GetArray(beginTime, endTime);
if (overwrite || hasTrades.Length != trades.Count)
{
foreach (ISeriesObject aTrade in hasTrades)
{
series1.Remove(aTrade.DateTime);
}
foreach (ISeriesObject trade in trades)
{
series1.Add(trade);
}
}
series1.Reindex(Indexer.Daily);
//添加quotes
Console.WriteLine("存储Quote数据...");
List <ISeriesObject> quotes = GSKToGM.ConvertQuotes(gskTicksCache);
string name2 = symbol + ".Quote";
if (!file.Series.Contains(name2))
{
file.Series.Add(name2);
}
FileSeries series2 = file.Series[name2];
ISeriesObject[] hasQuotes = series2.GetArray(beginTime, endTime);
if (overwrite || hasQuotes.Length != quotes.Count)
{
foreach (ISeriesObject aQuote in hasQuotes)
{
series2.Remove(aQuote.DateTime);
}
foreach (ISeriesObject quote in quotes)
{
series2.Add(quote);
}
}
series2.Reindex(Indexer.Daily);
}
}
}
}catch (Exception ex) {
throw ex;
}
finally {
file.Close();
}
}catch (Exception ex) {
Console.WriteLine(ex.Message);
}
curDate = curDate.AddDays(1);
}
}
protected override bool doJob()
{
bool ret = false;
List <TradeStateRecord> tradeStateRecords = new List <TradeStateRecord>();
List <string> recordedSymbols = new List <string>();
DateTime dealTime = this.dealDate.AddMinutes(Const.DealTimeMins);
DateTime closeTime = this.dealDate.AddMinutes(Const.CloseTimeMins);
string dealTimeString = Utils.FormatTime(dealTime);
string closeTimeString = Utils.FormatTime(closeTime);
string dealDateString = Utils.FormatDate(dealDate);
//处理已记录的随机交易
foreach (BsonDocument record in RandomTradeDBAccess.GetRecordsByNextTradeDate(dealDateString))
{
TradeStateRecord aTradeRecord = new TradeStateRecord();
aTradeRecord._id = record["_id"].ToString();
aTradeRecord.Symbol = record["Symbol"].ToString();
aTradeRecord.HoldingPeriod = (int)record["HoldingPeriod"] + 1;
tradeStateRecords.Add(aTradeRecord);
recordedSymbols.Add(aTradeRecord.Symbol);
}
//获取指定时间的最新价格，然后随机选择入场
List <string> activeSymbols = new List <String>();
activeSymbols.AddRange(this.provider.GetSymbols("SHSE", 1, 1));
activeSymbols.AddRange(this.provider.GetSymbols("SZSE", 1, 1));
Dictionary <String, Trade> lastTradeDict = new Dictionary <String, Trade>();
foreach (string symbol in activeSymbols)
{
List <Trade> trades = this.provider.GetLastNTrades(symbol, dealTimeString, 1);
if (trades.Count > 0 && trades[0].DateTime.Date == this.dealDate)
{
lastTradeDict[symbol] = trades[0];
}
else
{
lastTradeDict[symbol] = null;
}
}
Console.WriteLine("今日共有 {0} 只活跃证券", lastTradeDict.Count);
List <string> symbols = new List <string>();
foreach (KeyValuePair <String, Trade> kvp in lastTradeDict)
{
if (kvp.Value == null)
{
continue;
}
GMTrade gmTrade = (GMTrade)kvp.Value;
if (gmTrade.Price <= 0)
{
continue;
}
if (gmTrade.Price == gmTrade.UpperLimit)
{
continue;
}
if (gmTrade.Price / gmTrade.LastClose - 1 <= 0)
{
continue;
}
if (recordedSymbols.Contains(kvp.Key))
{
continue;
}
if (!symbols.Contains(kvp.Key))
{
symbols.Add(kvp.Key);
}
}
int total = symbols.Count;
Random randomer = new Random((int)DateTime.Now.Ticks);
int[] randomNumbers = new int[100];
for (int k = 0; k < 100; k++)
{
randomNumbers[k] = randomer.Next(total);
}
foreach (int r in randomNumbers)
{
string symbol = symbols[r];
TradeStateRecord aTradeRecord = new TradeStateRecord();
aTradeRecord.Symbol = symbol;
aTradeRecord.HoldingPeriod = 1;
tradeStateRecords.Add(aTradeRecord);
}
Console.WriteLine("今日共需保存 {0} 条交易记录", tradeStateRecords.Count);
//如果当天已写入记录，先删除
RandomTradeDBAccess.RemoveRecordsByDate(dealDateString);
BarFeeder.Init(this.provider, dealTime);
//开始记录每一条交易
string nextTradeDateString = (string)this.strategy.Global["NextTradeDate"];
foreach (TradeStateRecord aTradeRecord in tradeStateRecords)
{
//读取当天日线
List <Daily> dailys = BarFeeder.GetLastNDailys(aTradeRecord.Symbol, 1);
Daily curDaily = null;
if (dailys.Count > 0)
{
curDaily = dailys[0];
}
//没有当天日线则认为是停盘，有则确定收盘价格
if (curDaily == null || curDaily.DateTime < this.dealDate)
{
aTradeRecord.PriceWhenClose = 0.0;
Console.WriteLine("证券{0}:今日没有交易", aTradeRecord.Symbol);
if (aTradeRecord.HoldingPeriod > 1)
{
RandomTradeDBAccess.UpdateNextTradeDate(aTradeRecord._id, nextTradeDateString);
}
continue;
}
else
{
aTradeRecord.PriceWhenClose = curDaily.Close;
aTradeRecord.LowerPriceWhenClose = curDaily.Low;
}
//读取决断时的价格
Trade lastTrade = lastTradeDict[aTradeRecord.Symbol];
if (lastTrade == null || lastTrade.Price <= 0)
{
Console.WriteLine(" {0} 在决断时未能获取价格", aTradeRecord.Symbol);
continue;
}
//读取交易价格,这里使用了下1分钟内的第一笔交易，如果没有则继续找下一分钟
List <Trade> trades;
Trade nextTrade = null;
DateTime curTime = dealTime;
DateTime nextTime;
do
{
nextTime = curTime.AddMinutes(1);
string curTimeString = Utils.FormatTime(curTime);
string nextTimeString = Utils.FormatTime(nextTime);
trades = this.provider.GetTrades(aTradeRecord.Symbol, curTimeString, nextTimeString);
int i = 0;
int m = trades.Count;
if (m > 0)
{
while (i < m && (trades[i].DateTime <= lastTrade.DateTime || trades[i].Price >= curDaily.High)) //防止以涨停价成交，因为这是买不到的
{
i++;
}
if (i < m)
{
nextTrade = trades[i];
}
}
curTime = nextTime;
}while((nextTrade == null || nextTrade.Price <= 0) && curTime < closeTime);
//如果没有可交易的价格
if (nextTrade == null)
{
Console.WriteLine("Symbol {0} 在 {1} 时无法在今天内成交", aTradeRecord.Symbol, dealTime);
aTradeRecord.PriceWhenDeal = 0.0;
if (aTradeRecord.HoldingPeriod > 1)
{
RandomTradeDBAccess.UpdateNextTradeDate(aTradeRecord._id, nextTradeDateString);
}
continue;
}
else
{
aTradeRecord.PriceWhenDeal = nextTrade.Price;
aTradeRecord.LowerPriceWhenDeal = ((GMTrade)nextTrade).Low;
//修正周期为1时，成交后经历的最低价
if (aTradeRecord.HoldingPeriod <= 1)
{
trades = this.provider.GetTrades(aTradeRecord.Symbol, Utils.FormatTime(nextTrade.DateTime), Utils.FormatTime(closeTime));
aTradeRecord.LowerPriceWhenClose = nextTrade.Price;
foreach (Trade trade in trades)
{
if (trade.Price < aTradeRecord.LowerPriceWhenClose)
{
aTradeRecord.LowerPriceWhenClose = trade.Price;
}
}
}
}
//读取应指数的日线和5分线，证券的日线和分线
string indexSymbol = "";
if (aTradeRecord.Symbol.IndexOf("SHSE.") >= 0)
{
indexSymbol = "SHSE.000001";
}
else if (aTradeRecord.Symbol.IndexOf("SZSE.3") >= 0)
{
indexSymbol = "SZSE.399006";
}
else
{
indexSymbol = "SZSE.399001";
}
List <Daily> indexDailys = BarFeeder.GetDailys(indexSymbol, Const.IndexDailyPeriod);
List <Bar> indexMin5s = BarFeeder.GetBar5s(indexSymbol, Const.IndexMin5Period);
//***这里多加了当天日线，便于向前复权,以修正价格
List <Daily> stockDailys = BarFeeder.GetDailys(aTradeRecord.Symbol, Const.StockDailyPeriod, true, lastTrade);
//日线不足周期数的忽略
if (stockDailys.Count < Const.StockDailyPeriod)
{
continue;
}
List <Bar> stockMin5s = BarFeeder.GetBar5s(aTradeRecord.Symbol, Const.StockMin5Period);
//昨天的收盘价
double lastClose = stockDailys[stockDailys.Count - 2].Close;
//计算当天的奖赏
double rewardForInside = 0.0; //在场内的奖赏
double rewardForOutside = 0.0; //在场外的奖赏
double riskForInside = 0.0;
double riskForOutside = 0.0;
if (aTradeRecord.HoldingPeriod == 1)
{
rewardForInside = Math.Log(aTradeRecord.PriceWhenClose / aTradeRecord.PriceWhenDeal);
riskForInside = Math.Log(aTradeRecord.LowerPriceWhenClose / aTradeRecord.PriceWhenDeal);
}
else if (aTradeRecord.HoldingPeriod > 1)
{
rewardForInside = Math.Log(aTradeRecord.PriceWhenClose / lastClose);
rewardForOutside = Math.Log(aTradeRecord.PriceWhenDeal / lastClose);
riskForInside = Math.Log(aTradeRecord.LowerPriceWhenClose / lastClose);
riskForOutside = Math.Log(aTradeRecord.LowerPriceWhenDeal / lastClose);
}
//正规化数据
List <NormalBar> indexNormalDailys = BarUtils.NormalBars(indexDailys);
List <NormalBar> indexNormalMin5s = BarUtils.NormalBars(indexMin5s);
List <NormalBar> stockNormalDailys = BarUtils.NormalBars(stockDailys);
List <NormalBar> stockNormalMin5s = BarUtils.NormalBars(stockMin5s);
//封装reward
BsonArray rewards = new BsonArray(2);
rewards.Add(rewardForInside);
rewards.Add(rewardForOutside);
//封装risk
BsonArray risks = new BsonArray(2);
risks.Add(riskForInside);
risks.Add(riskForOutside);
//确定nextTradeDate
string dateString = nextTradeDateString;
if (aTradeRecord.HoldingPeriod >= Const.HoldingPeriodLimit)
{
dateString = "";
}
//写入数据库
RandomTradeDBAccess.SaveRocord(dealDateString, aTradeRecord.Symbol, aTradeRecord.HoldingPeriod,
BarUtils.BarsToBsonArray(indexNormalDailys), BarUtils.BarsToBsonArray(indexNormalMin5s),
BarUtils.BarsToBsonArray(stockNormalDailys), BarUtils.BarsToBsonArray(stockNormalMin5s),
rewards, risks, dateString);
}
Console.WriteLine("统计完毕。");
ret = true;
return(ret);
}
/// <summary>
/// 作用：保存
/// 作者：汪建龙
/// 编写时间：2017年3月7日10:08:31
/// </summary>
/// <param name="daily"></param>
/// <returns></returns>
public int Save(Daily daily)
{
Db.Dailys.Add(daily);
Db.SaveChanges();
return daily.ID;
}
public static void Add(Instrument instrument, Daily daily)
{
DataManager.Add(instrument, SUFFIX_DAILY, daily);
}
/// <summary>
/// 每日数据
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void uiButton_daily_Click(object sender, EventArgs e)
{
//添加数据
int MaxCount = int.MinValue;
int MinCount = int.MaxValue;
Daily daily = null;
List <string> items = new List <string>()
{
"7日", "15日", "30日"
};
int index = 0;
int day = 0;
if (this.ShowSelectDialog(ref index, items))
{
//根据index，确定day变量大小
switch (index)
{
case 0:
day = 7;
break;
case 1:
day = 15;
break;
case 2:
day = 30;
break;
}
//初始化Option
UIBarOption option = new UIBarOption();
option.Title = new UITitle();
option.Title.Text = "每日数据";
option.Title.SubText = "BarChart";
//添加数据
var series = new UIBarSeries();
series.Name = "Total";
int x = -1;
for (int i = -day; i <= -1; i++)
{
x = KeyData_DailyData.FindByRange(DateTime.Now.AddDays(i).Date.ToString("yyyy-MM-dd"), day);
if (x != -1)
{
daily = KeyData_DailyData.dailyData.dailies[x];
//获取常规数据
series.AddData(daily.Total);
option.XAxis.Data.Add(daily.Date);
//获取最大最小数据
MaxCount = MaxCount > daily.Total ? MaxCount : daily.Total;
MinCount = MinCount < daily.Total ? MinCount : daily.Total;
}
else
{
//自动补完
series.AddData(0);
option.XAxis.Data.Add(DateTime.Now.AddDays(i).Date.ToString("yyyy-MM-dd"));
}
}
//更新数据面板
uiLabel_total.Text = "总数：不做计算";
uiLabel_date.Text = "日期：" + DateTime.Now.AddDays(-day).Date.ToString("yyyy-MM-dd") + "至" + KeyData_DailyData.dailyData.EndDate;
option.Series.Add(series);
//添加最大最小数据线
if (MaxCount != int.MinValue)
{
option.YAxisScaleLines.Add(new UIScaleLine()
{
Color = Color.Red, Name = "最大为" + MaxCount, Value = MaxCount
});
}
if (MinCount != int.MaxValue)
{
option.YAxisScaleLines.Add(new UIScaleLine()
{
Color = Color.Blue, Name = "最小为" + MinCount, Value = MinCount, Left = UILeftAlignment.Right
});
}
//x轴上不显示标签
option.XAxis.AxisLabel.Show = false;
//显示tip
option.ToolTip = new UIBarToolTip();
//其他设置
option.YAxis.Scale = true;
option.XAxis.Name = "日期";
option.YAxis.Name = "数值";
uiBarChart1.SetOption(option);
}
}
public DailyAll Select(Daily value)
{
List <Met> tmpMet = new List <Met>();
double weight = 0;
double height = 0;
int goal = 0;
int age = 0;
string male = "male";
try
{
this.cmd.Parameters.AddWithValue("@id", value.ID);
this.cmd.Parameters.AddWithValue("@date", value.Date);
this.cmd.CommandText = @"select Exercise.id, Mets.MET, Mets.Detailed, Exercise.Duration, Exercise.[Date] " +
@"from Exercise inner join Mets on Mets.ID = Exercise.Mets_ID " +
@"where Exercise.Person_ID = @id and cast(Exercise.[Date] as date) = convert(date, @date)";
this.conn.Open();
if (this.conn.State.Equals(ConnectionState.Open))
{
this.read = this.cmd.ExecuteReader();
while (this.read.Read())
{
tmpMet.Add(new Met(
this.read.GetInt32(0), // ["ID"]
this.read.GetDouble(1), // ["MET"]
this.Check(this.read.GetString(2)), // ["Detailed"]
this.read.GetDouble(3), // ["Duration"]
this.read.GetDateTime(4) // ["Date"]
));
}
}
else
{
throw new Exception("Cannot open connection.");
}
this.conn.Close();
this.cmd.CommandText = @"select top 1 Height, Weight, Male, Goal, DATEDIFF(YEAR, BirthDate, GETDATE()) as Age from Person where ID = @id";
this.conn.Open();
if (this.conn.State.Equals(ConnectionState.Open))
{
this.read = this.cmd.ExecuteReader();
if (this.read.Read())
{
height = this.read.GetDouble(0); // Height
weight = this.read.GetDouble(1); // Weight
male = this.read.GetString(2); // Male
goal = this.read.GetInt32(3); // Goal
age = this.read.GetInt32(4); // Age
}
}
else
{
throw new Exception("Cannot open connection.");
}
this.conn.Close();
this.cmd.CommandText = @"select Meal.id, Meal.Quantity, FoodNutritions.name, FoodNutritions.calories, FoodNutritions.carbs, FoodNutritions.fat, FoodNutritions.protein, Meal.[Date] " +
@"from Meal inner join FoodNutritions on Meal.FoodNutritions_ID = FoodNutritions.id " +
@"where Meal.Person_ID = @id and cast(Meal.[Date] as date) = convert(date, @date)";
List <Food> tmpFood = new List <Food>();
this.conn.Open();
if (this.conn.State.Equals(ConnectionState.Open))
{
this.read = this.cmd.ExecuteReader();
while (this.read.Read())
{
tmpFood.Add(new Food(
this.read.GetInt32(0),
this.read.GetDouble(1),
this.read.GetString(2),
this.read.GetDouble(3),
this.read.GetDouble(4),
this.read.GetDouble(5),
this.read.GetDouble(6),
this.read.GetDateTime(7)));
}
}
else
{
throw new Exception("Cannot open connection.");
}
tmpMet.TrimExcess();
tmpFood.TrimExcess();
return(new DailyAll(tmpMet, tmpFood, new GpsExerciseDataAccessController().SelectAll(value.ID), height, weight, male, goal, age));
}
catch (Exception e) { System.Diagnostics.Debug.WriteLine("\n\n{0}\n\n", e.Message); return(null); }
finally { this.EndQuery(); }
}
public void addDaily(Daily daily)
{
dailies.Add(daily);
}
public IEnumerable <DataPoint> SetDataPointsFromStation(DataPoint[] dataSet)
{
try
{
// Check if dataSet is empty
if (dataSet.Length <= 0)
{
return(null);
}
// Get the station for the dataSet
string stationId = dataSet[0].Station.Id;
Station dataSetStation = db.Stations.Find(stationId);
if (dataSetStation == null)
{
Console.Out.WriteLine("SetDataPointsFromStation - station does not exist");
return(null);
}
// Gets Max and Min Times
DateTime minTime = dataSet.Min(x => x.Time);
DateTime maxTime = dataSet.Max(x => x.Time);
DataPoint maxPoint = (from d in dataSet
where d.Time == maxTime
select d).First();
DateTime startTime = minTime;
DateTime today = startTime.Date;
DateTime nextDay = startTime.AddDays(1);
DateTime endTime = maxTime;
DateTime sixHoursAgo = DateTime.UtcNow.AddHours(-6);
// Recursively call this to separate days
if (startTime.Date != endTime.Date)
{
IEnumerable <DataPoint> newTailSet = from d in dataSet
where d.Time >= endTime.Date
select d;
IEnumerable <DataPoint> newHeadSet = from d in dataSet
where d.Time < endTime.Date
select d;
return(SetDataPointsFromStation(newHeadSet.ToArray()).Concat(SetDataPointsFromStation(newTailSet.ToArray())));
}
db.Configuration.AutoDetectChangesEnabled = false;
// Get values currently in database.
DataPointComparer comparer = new DataPointComparer();
HashSet <DataPoint> exisitingDataPoints = new HashSet <DataPoint>(comparer);
HashSet <DataPoint> temp = GetDataPointsFromStationBetweenTimes(stationId, startTime, nextDay);
if (temp != null)
{
exisitingDataPoints.UnionWith(temp);
}
// Latest DataPoints for each Parameter
List <DataPoint> addingDataPoints = new List <DataPoint>();
// Find the existing parameters in station
Dictionary <string, Parameter> existingParameters = new Dictionary <string, Parameter>();
foreach (Parameter p in db.Parameters.ToList())
{
existingParameters.Add(p.Name, p);
}
Parameter tempParameter = null;
DataPoint latestPoint = maxPoint;
//DataPoint outPoint;
foreach (DataPoint point in dataSet)
{
// Best - Negligible slow down
existingParameters.TryGetValue(point.Parameter.Name, out tempParameter);
point.Parameter = tempParameter;
point.Parameter_Name = tempParameter.Name;
point.Station = dataSetStation;
point.Station_Id = dataSetStation.Id;
point.Indoor = dataSetStation.Indoor;
if (!exisitingDataPoints.Contains(point))
{
addingDataPoints.Add(point);
exisitingDataPoints.Add(point);
}
}
db.Configuration.AutoDetectChangesEnabled = true;
db.DataPoints.AddRange(addingDataPoints);
db.SaveChanges();
//dataSetStation = db.Stations.Find(stationId);
dataSetStation.Indoor = latestPoint.Indoor;
dataSetStation.Location = latestPoint.Location;
//sDaily = db.Dailies.Find(today, stationId);
Daily sDaily = GetDailyValues(dataSetStation, today, nextDay);
Daily sDailyToDB = db.Dailies.Find(today, stationId);
if (sDaily.MaxParameter != null && sDaily.MinParameter != null)
{
if (sDailyToDB == null)
{
// if count of values for this station with values greater than or equal to zero > 0
// is this necessary???
//int number = (from d in db.DataPoints
// where d.Station_Id == dataSetStation.Id && d.Time >= today && d.Time < nextDay
// select d).Count();
//if (number > 0)
//{
sDailyToDB = sDaily;
sDailyToDB.Station = dataSetStation;
sDailyToDB.Date = today;
db.Dailies.Add(sDailyToDB);
//}
}
else
{
sDailyToDB.AvgAQI = sDaily.AvgAQI;
sDailyToDB.MaxAQI = sDaily.MaxAQI;
sDailyToDB.MaxCategory = sDaily.MaxCategory;
sDailyToDB.MaxParameter = sDaily.MaxParameter;
sDailyToDB.MinAQI = sDaily.MinAQI;
sDailyToDB.MinCategory = sDaily.MinCategory;
sDailyToDB.MinParameter = sDaily.MinParameter;
}
db.SaveChanges();
}
var latestPoints = (from points in db.DataPoints
where points.Station.Id == stationId
where points.Time > sixHoursAgo
group points by points.Parameter.Name into paramPoints
select new
{
dataPoints = paramPoints.OrderByDescending(a => a.Time).FirstOrDefault()
}).Select(c => c.dataPoints);
int latestMaxAQI = -1;
DataPoint maxLatest = null;
foreach (DataPoint d in latestPoints)
{
if (d.AQI > latestMaxAQI)
{
latestMaxAQI = d.AQI;
maxLatest = d;
}
}
if (maxLatest != null)
{
dataSetStation.AQI = maxLatest.AQI;
dataSetStation.Location = maxLatest.Location;
dataSetStation.Parameter = maxLatest.Parameter;
}
db.SaveChanges();
return(addingDataPoints);
}
catch (Exception e)
{
Console.Out.WriteLine("An Exception occurred while setting Datapoints:\n" + e.Message);
return(null);
}
}
/// <summary>
/// Parses dailies from json data
/// </summary>
/// <param name="json">Dailies json data</param>
/// <param name="output">Output for the parsed dailies</param>
/// <returns>A set of achievement IDs from the parsed dailies</returns>
private HashSet <ItemID> ParseDailies(string json, Dailies output)
{
var data = Api.Json.Decode(json) as Dictionary <string, object>;
if (data == null)
{
throw new IOException();
}
output.Categories = new Category[data.Count];
var ids = new HashSet <ItemID>();
var ci = 0;
foreach (var key in data.Keys)
{
var cdata = (List <object>)data[key];
Category c;
Daily[] dailies;
output.Categories[ci++] = c = new Category()
{
Name = GetCategoryName(key),
Dailies = dailies = new Daily[cdata.Count]
};
for (int di = 0, dl = cdata.Count; di < dl; di++)
{
var ddata = (Dictionary <string, object>)cdata[di];
var ldata = (Dictionary <string, object>)ddata["level"];
Daily d;
dailies[di] = d = new Daily()
{
ID = (uint)(int)ddata["id"],
MinLevel = (int)ldata["min"],
MaxLevel = (int)ldata["max"],
};
try
{
object o;
if (ddata.TryGetValue("required_access", out o))
{
var rdata = (Dictionary <string, object>)o;
var product = (string)rdata["product"];
d.Access = ParseAccessCondition(product, (string)rdata["condition"]);
if ((d.Access & Daily.AccessCondition.Unknown) != 0)
{
d.UnknownName = CreateUnknownName(product);
}
}
}
catch (Exception ex)
{
Util.Logging.Log(ex);
}
ids.Add(new ItemID(CacheType.Achievement, d.ID));
}
}
return(ids);
}
private void Awake()
{
manage = this;
}
public static void Add(Instrument instrument, Bar bar)
{
SmartQuant.Instruments.Instrument instrument2 = Map.OQ_SQ_Instrument[instrument] as SmartQuant.Instruments.Instrument;
if (bar.bar.BarType == SmartQuant.Data.BarType.Time && bar.bar.Size == 86400L)
{
Daily daily = new Daily(bar.bar.DateTime, bar.bar.Open, bar.bar.High, bar.bar.Low, bar.bar.Close, bar.bar.Volume, bar.bar.OpenInt);
SmartQuant.Instruments.DataManager.Add(instrument2, daily);
return;
}
SmartQuant.Instruments.DataManager.Add(instrument2, bar.bar);
}
public string Get(string adress)
{
AdressInfoWsResponce adressInfoWsResponce = new AdressInfoWsResponce();
DateTime startTime = DateTime.Now;
try
{
SummaryData summaryDataCache = new SummaryData();
bool isExist = false;
var field = typeof(MemoryCache).GetProperty("EntriesCollection", BindingFlags.NonPublic | BindingFlags.Instance);
var collection = field.GetValue(memoryCache) as ICollection;
if (collection.Count <= 50)
{
isExist = memoryCache.TryGetValue(adress, out summaryDataCache);
}
if (isExist)
{
adressInfoWsResponce.SummaryData = summaryDataCache;
adressInfoWsResponce.BaseResponse = new BaseResponse {
ErorInfo = ErorCode.Success, MessageInfo = "Succes Process"
};
return(JsonConvert.SerializeObject(adressInfoWsResponce));
}
using (var db = new SQLiteDBContext())
{
var process = db.WsProcessInfo
.Where(t => t.ProcessDate > DateTime.Now.AddHours(-DateTime.Now.Hour))
.Where(t => t.ProcessDate <= DateTime.Now.AddHours(24 - DateTime.Now.Hour))
.Where(t => t.AdressName == adress).OrderByDescending(t => t.Id);
if (process.Count() > 0)
{
WsProcessInfo wsProcessInfoDb = process.FirstOrDefault();
var query = db.SummaryData
.Where(t => t.ProcessId == wsProcessInfoDb.Id);
if (query.Count() > 0)
{
adressInfoWsResponce.SummaryData = query.FirstOrDefault();
adressInfoWsResponce.BaseResponse = new BaseResponse {
ErorInfo = ErorCode.Success, MessageInfo = "Succes Process"
};
return(JsonConvert.SerializeObject(adressInfoWsResponce));
}
}
}
List <AdressInfo> adressInfos;
string locationIqToken = _configuration.GetSection("WheaderRequestConfig").GetSection("LocationIqToken").Value;
string darkSkyKey = _configuration.GetSection("WheaderRequestConfig").GetSection("DarkSkyKey").Value;
WsProcessInfo wsProcessInfo = new WsProcessInfo
{
ProcessDate = DateTime.Now,
ProcessName = "GetAdressInfoTempruter",
AdressName = adress
};
using (var db = new SQLiteDBContext())
{
db.WsProcessInfo.Add(
wsProcessInfo
);
db.SaveChanges();
}
var url = "https://eu1.locationiq.com/v1/search.php?key=" + locationIqToken + "&q= " + adress + " &format=json";
var currencyRates = Common.DownloadSerializedJsonData <List <AdressInfo> >(url);
adressInfos = currencyRates;
if (adressInfos.Count == 0)
{
adressInfoWsResponce.BaseResponse = new BaseResponse {
ErorInfo = ErorCode.Error, MessageInfo = "Error Process!. Detail : " + "Location Data Not Found!"
};
return(JsonConvert.SerializeObject(adressInfoWsResponce));
}
AdressInfo adressInfo = adressInfos[0];
adressInfo.RequestInfoId = wsProcessInfo.Id;
var urlSky = "https://api.darksky.net/forecast/" + darkSkyKey + "/" + adressInfo.Lat + "," + adressInfo.Lon;
var wheaderWsInfo = Common.DownloadSerializedJsonData <WheaderWsInfo>(urlSky);
if (wheaderWsInfo == null)
{
adressInfoWsResponce.BaseResponse = new BaseResponse {
ErorInfo = ErorCode.Error, MessageInfo = "Error Process!. Detail : " + "Temperature Data Not Found!"
};
return(JsonConvert.SerializeObject(adressInfoWsResponce));
}
Datum datum = wheaderWsInfo.Daily.Data[0]; //currentDate
Daily daily = wheaderWsInfo.Daily; //weekly
SummaryData summaryData = new SummaryData();
summaryData.DayDate = DateTime.Now;
summaryData.ProcessId = wsProcessInfo.Id;
summaryData.PlaceName = adressInfo.DisplayName;
summaryData.PlaceId = adressInfo.PlaceId;
summaryData.DailyMinTemperature = datum.TemperatureMin.ToString();
summaryData.DailyMaxTemperature = datum.TemperatureMax.ToString();
summaryData.WeeklyMinTemperature = Common.WeeklyMinTempruter(daily.Data).ToString();
summaryData.WeeklyMaxTemperature = Common.WeeklyMaxTempruter(daily.Data).ToString();
summaryData.Lat = wheaderWsInfo.Latitude.ToString();
summaryData.Lon = wheaderWsInfo.Longitude.ToString();
summaryData.Temperature = wheaderWsInfo.Currently.Temperature.ToString();
using (var db = new SQLiteDBContext())
{
db.SummaryData.Add(summaryData);
db.SaveChanges();
}
if (!isExist && collection.Count < 50)
{
var cacheEntryOptions = new MemoryCacheEntryOptions()
.SetSlidingExpiration(TimeSpan.FromSeconds(30));
memoryCache.Set(adress, summaryData, cacheEntryOptions);
DateTime finishTime = DateTime.Now;
TimeSpan resultSpan = finishTime - startTime;
NewRequestData newRequestData = new NewRequestData();
newRequestData.SummaryData = summaryData;
newRequestData.PastTime = resultSpan.TotalSeconds;
newRequestData.Input = adress;
_eventHub.Clients.All.SendAsync("SendNoticeEventToClient",
JsonConvert.SerializeObject(newRequestData));
}
adressInfoWsResponce.SummaryData = summaryData;
adressInfoWsResponce.BaseResponse = new BaseResponse {
ErorInfo = ErorCode.Success, MessageInfo = "Succes Process"
};
}
catch (Exception ex)
{
adressInfoWsResponce.BaseResponse = new BaseResponse {
ErorInfo = ErorCode.Error, MessageInfo = "Error Process!. Detail " + ex.Message
};
}
return(JsonConvert.SerializeObject(adressInfoWsResponce));
}
protected void ButtonSearch_Click(object sender, EventArgs e)
{
GridViewResult.DataSource = Daily.GetDailyListByFilter("%" + TextBoxSearch.Text + "%");
GridViewResult.DataBind();
}
public override object Deserialize(IDictionary <string, object> dictionary, Type type, JavaScriptSerializer serializer)
{
if (type == typeof(Demographic <Gender>))
{
var obj = new Demographic <Gender>();
if (dictionary.ContainsKey("data"))
{
obj.Data = serializer.ConvertToType <List <DemographicData <Gender> > >(dictionary["data"]);
}
return(obj);
}
else if (type == typeof(Demographic <Country>))
{
var obj = new Demographic <Country>();
if (dictionary.ContainsKey("data"))
{
obj.Data = serializer.ConvertToType <List <DemographicData <Country> > >(dictionary["data"]);
}
return(obj);
}
else if (type == typeof(Demographic <Locale>))
{
var obj = new Demographic <Locale>();
if (dictionary.ContainsKey("data"))
{
obj.Data = serializer.ConvertToType <List <DemographicData <Locale> > >(dictionary["data"]);
}
return(obj);
}
else if (type == typeof(DemographicData <Gender>))
{
var obj = new DemographicData <Gender>();
if (dictionary.ContainsKey("id"))
{
obj.id = serializer.ConvertToType <string>(dictionary["id"]);
}
if (dictionary.ContainsKey("name"))
{
obj.Name = serializer.ConvertToType <string>(dictionary["name"]);
}
if (dictionary.ContainsKey("values"))
{
obj.Days = serializer.ConvertToType <List <Daily <Gender> > >(dictionary["values"]);
}
return(obj);
}
else if (type == typeof(DemographicData <Country>))
{
var obj = new DemographicData <Country>();
if (dictionary.ContainsKey("id"))
{
obj.id = serializer.ConvertToType <string>(dictionary["id"]);
}
if (dictionary.ContainsKey("name"))
{
obj.Name = serializer.ConvertToType <string>(dictionary["name"]);
}
if (dictionary.ContainsKey("values"))
{
obj.Days = serializer.ConvertToType <List <Daily <Country> > >(dictionary["values"]);
}
return(obj);
}
else if (type == typeof(DemographicData <Locale>))
{
var obj = new DemographicData <Locale>();
if (dictionary.ContainsKey("id"))
{
obj.id = serializer.ConvertToType <string>(dictionary["id"]);
}
if (dictionary.ContainsKey("name"))
{
obj.Name = serializer.ConvertToType <string>(dictionary["name"]);
}
if (dictionary.ContainsKey("values"))
{
obj.Days = serializer.ConvertToType <List <Daily <Locale> > >(dictionary["values"]);
}
return(obj);
}
else if (type == typeof(Daily <Gender>))
{
var obj = new Daily <Gender>();
if (dictionary.ContainsKey("end_time"))
{
obj.End_Time = serializer.ConvertToType <string>(dictionary["end_time"]);
}
if (dictionary.ContainsKey("value"))
{
obj.Gender = serializer.ConvertToType <Gender>(dictionary["value"]);
}
return(obj);
}
else if (type == typeof(Daily <Country>))
{
var obj = new Daily <Country>();
if (dictionary.ContainsKey("end_time"))
{
obj.End_Time = serializer.ConvertToType <string>(dictionary["end_time"]);
}
if (dictionary.ContainsKey("value"))
{
obj.Country = serializer.ConvertToType <Country>(dictionary["value"]);
}
return(obj);
}
else if (type == typeof(Daily <Locale>))
{
var obj = new Daily <Locale>();
if (dictionary.ContainsKey("end_time"))
{
obj.End_Time = serializer.ConvertToType <string>(dictionary["end_time"]);
}
if (dictionary.ContainsKey("value"))
{
obj.Locale = serializer.ConvertToType <Locale>(dictionary["value"]);
}
return(obj);
}
else if (type == typeof(Gender))
{
var obj = new Gender();
obj.M_25to34 = SetValue(serializer, dictionary, "M.25-34");
obj.M_18to24 = SetValue(serializer, dictionary, "M.18-24");
obj.M_45to54 = SetValue(serializer, dictionary, "M.45-54");
obj.F_25to34 = SetValue(serializer, dictionary, "F.25-34");
obj.F_35to44 = SetValue(serializer, dictionary, "F.35-44");
obj.F_45to54 = SetValue(serializer, dictionary, "F.45-54");
obj.F_18to24 = SetValue(serializer, dictionary, "F.18-24");
obj.M_55to64 = SetValue(serializer, dictionary, "M.55-64");
obj.M_13to17 = SetValue(serializer, dictionary, "M.13-17");
obj.F_55to64 = SetValue(serializer, dictionary, "F.55-64");
obj.M_65to = SetValue(serializer, dictionary, "M.65+");
obj.F_13to17 = SetValue(serializer, dictionary, "F.13-17");
obj.F_65to = SetValue(serializer, dictionary, "F.65+");
obj.U_25to34 = SetValue(serializer, dictionary, "U.25-34");
obj.U_35to44 = SetValue(serializer, dictionary, "U.35-44");
obj.U_45to54 = SetValue(serializer, dictionary, "U.45-54");
obj.U_18to24 = SetValue(serializer, dictionary, "U.18-24");
obj.U_55to64 = SetValue(serializer, dictionary, "U.55-64");
obj.U_65to = SetValue(serializer, dictionary, "U.65to+");
return(obj);
}
return(null);
}
protected override bool doJob()
{
Console.WriteLine("正在检查Tick数据的完整性...");
/*Console.WriteLine("测试作业.........");
* for(int i=0;i<1000;i++) Console.WriteLine("tick{0}",i);
* return false;*/
try {
GMRealTimeProvider provider = (GMRealTimeProvider)ProviderManager.MarketDataProviders["GMRealTimeProvider"];
provider.Connect(10000);
if (!provider.IsConnected)
{
return(false);
}
bool overwrite = false;
string path = this.dataPath + "/" + this.curDate.Year.ToString() + "/" + this.curDate.Month.ToString();
if (!Directory.Exists(path))
{
Directory.CreateDirectory(path);
}
DateTime beginTime = this.curDate.Add(new TimeSpan(9, 0, 0));
DateTime endTime = this.curDate.Add(new TimeSpan(24, 0, 0));
string beginString = beginTime.ToString("yyyy-MM-dd HH:mm:ss");
string endString = endTime.ToString("yyyy-MM-dd HH:mm:ss");
Console.WriteLine("时间段:" + beginString + "----" + endString);
DataFile file = DataFile.Open(path);
try {
//获取股票代码列表
foreach (Instrument inst in InstrumentManager.Instruments)
{
//获取当天的日线数据
Daily dailyBar = null;
DailySeries dailySeries = inst.GetDailySeries(this.curDate, this.curDate);
if (dailySeries.Count > 0)
{
dailyBar = dailySeries[0];
}
else
{
continue;
}
string name = inst.Symbol + ".Trade";
if (!file.Series.Contains(name))
{
file.Series.Add(name);
}
FileSeries series = file.Series[name];
ISeriesObject[] has = series.GetArray(beginTime, endTime);
bool needRebuild = false;
//检查是否丢失
if (has.Length <= 0)
{
Console.WriteLine("证券:{0}，在日期:{1}时丢失Tick数据", inst.Symbol, this.curDate);
needRebuild = true;
}
else
{
//检查是否不完整
GMTrade lastTrade = (GMTrade)has[has.Length - 1];
if (lastTrade.TotalSize < dailyBar.Volume)
{
Console.WriteLine("证券:{0}，在日期:{1}时Tick数据不全", inst.Symbol, this.curDate);
needRebuild = true;
}
}
if (needRebuild)
{
List <GMSDK.Tick> gskTicksCache = provider.MdApi.GetTicks(inst.Symbol, beginString, endString);
Console.WriteLine(inst.Symbol + "有" + gskTicksCache.Count.ToString() + "笔数据。");
if (gskTicksCache.Count > 0)
{
//添加trades
Console.WriteLine("存储Trade数据...");
List <ISeriesObject> trades = GSKToGM.ConvertTrades(gskTicksCache);
string name1 = inst.Symbol + ".Trade";
if (!file.Series.Contains(name1))
{
file.Series.Add(name1);
}
FileSeries series1 = file.Series[name1];
ISeriesObject[] hasTrades = series1.GetArray(beginTime, endTime);
if (overwrite || hasTrades.Length != trades.Count)
{
foreach (ISeriesObject aTrade in hasTrades)
{
series1.Remove(aTrade.DateTime);
}
foreach (ISeriesObject trade in trades)
{
series1.Add(trade);
}
}
series1.Reindex(Indexer.Daily);
//添加quotes
if (inst.SecurityType == "IDX")
{
continue; //指数没有报价数据
}
Console.WriteLine("存储Quote数据...");
List <ISeriesObject> quotes = GSKToGM.ConvertQuotes(gskTicksCache);
string name2 = inst.Symbol + ".Quote";
if (!file.Series.Contains(name2))
{
file.Series.Add(name2);
}
FileSeries series2 = file.Series[name2];
ISeriesObject[] hasQuotes = series2.GetArray(beginTime, endTime);
if (overwrite || hasQuotes.Length != quotes.Count)
{
foreach (ISeriesObject aQuote in hasQuotes)
{
series2.Remove(aQuote.DateTime);
}
foreach (ISeriesObject quote in quotes)
{
series2.Add(quote);
}
}
series2.Reindex(Indexer.Daily);
}
}
}
return(true);
}catch (Exception ex) {
throw ex;
}finally {
file.Close();
}
}catch (Exception ex) {
Console.WriteLine(ex.Message);
}
return(false);
}
private void OnRspHistoryQuot(IntPtr pQuotApi, IntPtr pBuffer, ref STKHISDATA pHisData)
{
ehlog.Info("<--OnRspHistoryQuot:{0},{1},{2},{3}条", pHisData.Market, pHisData.Code, (PeriodType)pHisData.nPeriod, pHisData.nCount);
string key = GetKeyFromSTKHISDATA(ref pHisData);
DataRecord dr;
if (historicalDataRecords_key.TryGetValue(key, out dr))
{
HistoricalDataRequest request = dr.request;
IntPtr ptrHead = (IntPtr)(pBuffer + Marshal.SizeOf(typeof(STKHISDATA)));
for (int i = 0; i < pHisData.nCount; ++i)
{
IntPtr ptr = (IntPtr)(ptrHead + Marshal.SizeOf(typeof(HISTORYDATA)) * i);
HISTORYDATA hd = (HISTORYDATA)Marshal.PtrToStructure(ptr, typeof(HISTORYDATA));
if (request.DataType == HistoricalDataType.Daily)
{
DateTime datetime = Convert.ToDateTime(hd.time.Substring(0, 10));
if (!EnableDateFilter||(datetime >= request.BeginDate && datetime < request.EndDate))
{
Daily daily = new Daily(datetime,
hd.fOpen, hd.fHigh, hd.fLow, hd.fClose, (long)hd.fVolume, (long)hd.fAmount);
NewHistoricalBar(this,
new HistoricalBarEventArgs(daily, request.RequestId, request.Instrument, this, -1));
}
}
else
{
DateTime datetime = Convert.ToDateTime(hd.time);
if (!EnableDateFilter || (datetime >= request.BeginDate && datetime < request.EndDate))
{
Bar bar = new Bar(BarType.Time, request.BarSize, datetime.AddSeconds(-request.BarSize), datetime,
hd.fOpen, hd.fHigh, hd.fLow, hd.fClose, (long)hd.fVolume, (long)hd.fAmount);
NewHistoricalBar(this,
new HistoricalBarEventArgs(bar, request.RequestId, request.Instrument, this, -1));
}
}
}
RemoveRequest(key);
}
}
