public List <Daily> GetLastNDailys(string symbol, int n, DateTime lastDate)
{
Instrument inst = InstrumentManager.Instruments[symbol];
List <Daily> dailys = new List <Daily>();
if (inst != null)
{
FileSeries series = (FileSeries)inst.GetDataSeries("Daily");
if (series != null)
{
int last = series.IndexOf(lastDate, SearchOption.Prev);
if (last >= 0)
{
int first = last - n + 1;
first = first < 0 ? 0 : first;
ISeriesObject[] seriesObjects = series.GetArray(first, last);
foreach (ISeriesObject seriesObject in seriesObjects)
{
dailys.Add((Daily)seriesObject);
}
}
}
}
return(dailys);
}
public List <Bar> GetLastNBars(string symbol, int barSize, int n, DateTime lastTime)
{
Instrument inst = InstrumentManager.Instruments[symbol];
List <Bar> bars = new List <Bar>();
if (inst != null)
{
string seriesName = "Bar.Time." + barSize.ToString();
FileSeries series = (FileSeries)inst.GetDataSeries(seriesName);
if (series != null)
{
int last = series.IndexOf(lastTime, SearchOption.Prev);
if (last >= 0)
{
int first = last - n + 1;
first = first < 0 ? 0 : first;
ISeriesObject[] seriesObjects = series.GetArray(first, last);
foreach (ISeriesObject seriesObject in seriesObjects)
{
bars.Add((Bar)seriesObject);
}
}
}
}
return(bars);
}
//当前时间的最后一笔交易，交易的时间可以是当前时间
public Trade GetLastTrade(string symbol, DateTime lastTime)
{
Trade trade = null;
if (this.seriesNamesToPartitionStore.Contains("Trade"))
{
this.changeStoreFileForTime(lastTime);
if ((this.lastFile != null))
{
string seriesName = symbol + ".Trade";
if (this.lastFile.Series.Contains(seriesName))
{
FileSeries series = this.lastFile.Series[seriesName];
ISeriesObject seriesObj = series[lastTime, SearchOption.Prev];
trade = (Trade)seriesObj;
}
}
}
else
{
Instrument inst = InstrumentManager.Instruments[symbol];
if (inst != null)
{
FileSeries series = (FileSeries)inst.GetDataSeries("Trade");
if (series != null)
{
ISeriesObject seriesObj = series[lastTime, SearchOption.Prev];
trade = (Trade)seriesObj;
}
}
}
return(trade);
}
public ReindexForm(DataFile file, FileSeries series)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector();
this.RwqhYw1ax();
this.eNxl3I1Gv = file;
this.imLuYujEd = series;
if (series == null)
this.mmigbHbRS.Text = RNaihRhYEl0wUmAftnB.aYu7exFQKN(0);
else
this.mmigbHbRS.Text = series.Name;
this.EErRQuytI.Items.Add((object) new UCyttABvG4oj9bO5jJ(SmartQuant.File.Indexing.Indexer.None));
this.EErRQuytI.Items.Add((object) new UCyttABvG4oj9bO5jJ(SmartQuant.File.Indexing.Indexer.Daily));
this.EErRQuytI.Items.Add((object) new UCyttABvG4oj9bO5jJ(SmartQuant.File.Indexing.Indexer.Monthly));
if (series == null)
{
this.EErRQuytI.SelectedIndex = 0;
}
else
{
bool flag = false;
for (int index = 0; index < this.EErRQuytI.Items.Count; ++index)
{
if ((this.EErRQuytI.Items[index] as UCyttABvG4oj9bO5jJ).Indexer == series.Indexer)
{
this.EErRQuytI.SelectedIndex = index;
flag = true;
break;
}
}
if (!flag)
throw new ArgumentException(RNaihRhYEl0wUmAftnB.aYu7exFQKN(24) + series.Name, RNaihRhYEl0wUmAftnB.aYu7exFQKN(82));
}
}
//获取某个证券某天以前的N条日线数据
public static ISeriesObject[] GetNDailysBeforeDate(Instrument inst, DateTime date, int n)
{
FileSeries dailySeries = (FileSeries)inst.GetDataSeries(DataManager.EDataSeries.Daily);
if (dailySeries == null || dailySeries.Count <= 0)
{
return new ISeriesObject[] {}
}
;
DateTime lastDate = date;
int i;
do
{
lastDate = lastDate.AddDays(-1);
i = dailySeries.IndexOf(lastDate);
}while(i < 0 && lastDate > dailySeries.FirstDateTime);
if (i < 0)
{
return new ISeriesObject[] {}
}
;
int j = i - n + 1 > 0?i - n + 1:0;
return(dailySeries.GetArray(j, i));
}
/*获取某个证券日线的个数*/
public static int GetDailyCountBeforeDate(Instrument inst, DateTime date)
{
FileSeries dailySeries = (FileSeries)inst.GetDataSeries(DataManager.EDataSeries.Daily);
if (dailySeries == null || dailySeries.Count <= 0)
{
return(0);
}
DateTime lastDate = date;
int i;
do
{
lastDate = lastDate.AddDays(-1);
i = dailySeries.IndexOf(lastDate);
}while(i < 0 && lastDate > dailySeries.FirstDateTime);
if (i < 0)
{
return(0);
}
else
{
return(i - 0 + 1);
}
}
public ObjectViewer(FileSeries series)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector();
this.agshrsium3();
this.Tkgh8MqvJP.DataSeries = (IDataSeries) series;
this.Text = series.Name;
}
public FileSeries Add(string name)
{
// FileSeries fs = new FileSeries(this.dataFile.kBox0k2EsS(), name, "", this.dataFile.DefaultZipLevel, this.dataFile.DefaultBlockSize, this.dataFile.DefaultIndexer);
FileSeries fs = new FileSeries(name, "", this.dataFile.DefaultZipLevel, this.dataFile.DefaultBlockSize, this.dataFile.DefaultIndexer);
this.list.Add(fs.Name, fs);
// this.dataFile.kBox0k2EsS().Add(fs);
return fs;
}
public ObjectViewer(FileSeries series)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector();
this.agshrsium3();
this.Tkgh8MqvJP.DataSeries = (IDataSeries)series;
this.Text = series.Name;
}
private void SHgDEQmHW7([In] object obj0, [In] EventArgs obj1)
{
FileSeries series = (this.rBs1yJ9gPQ.SelectedItems[0] as SeriesViewItem).Series;
ExportSingleSeriesForm singleSeriesForm = new ExportSingleSeriesForm();
singleSeriesForm.SetDataSeries((IDataSeries)series);
int num = (int)singleSeriesForm.ShowDialog((IWin32Window)this);
singleSeriesForm.Dispose();
}
public override void OnInit()
{
DateTime curDate = Clock.Now.Date;
ISeriesObject[] dailyBars = Util.GetNDailiesBeforeDate(this.instrument, curDate, 60);
foreach (Daily dBar in dailyBars)
{
this.Bar.Add(dBar);
}
bool overWrite = false;
FileSeries series = (FileSeries)this.instrument.GetDataSeries("RiskLevel");
if (series == null)
{
series = (FileSeries)this.instrument.AddDataSeries("RiskLevel");
}
float prevRiskLevel = 1.0F;
if (series.Count > 0)
{
DateTime lastDate = curDate;
int i;
do
{
lastDate = lastDate.AddDays(-1);
i = series.IndexOf(lastDate);
}while(i < 0 && lastDate > series.FirstDateTime);
if (i >= 0)
{
ISeriesObject[] riskArray = series.GetArray(i, i);
GMData gmData = (GMData)riskArray[0];
prevRiskLevel = gmData.DataValue;
}
}
GMDaily gmLastDaily = (GMDaily)this.DailyBar.Last;
double inc = (gmLastDaily.Close / gmLastDaily.LastClose - 1) * 100;
double abs = Math.Abs(inc);
double riskLevel = prevRiskLevel + inc / abs * (int)(abs / 0.5) * 0.1;
riskLevel = riskLevel < 0.5?0.5:(riskLevel > 1.2?1.2:riskLevel);
GMData gmData1 = new GMData(curDate, (float)riskLevel);
if (overWrite)
{
series.Remove(curDate);
series.Add(gmData1);
}
else if (!series.Contains(curDate))
{
series.Add(gmData1);
}
//this.PositionLevel=(float)riskLevel;
Console.WriteLine("昨日涨跌幅：{0},今日风险水平为：{1}", inc, riskLevel);
}
private void pMcDXLNckH([In] FileSeries obj0)
{
if (obj0.Count > 0)
{
ObjectViewer objectViewer = new ObjectViewer(obj0);
int num = (int)objectViewer.ShowDialog((IWin32Window)this);
objectViewer.Dispose();
}
else
{
int num1 = (int)MessageBox.Show(RNaihRhYEl0wUmAftnB.aYu7exFQKN(9048));
}
}
public MarketDepthArray GetMarketDepthArray(string seriesName, DateTime datetime1, DateTime datetime2)
{
MarketDepthArray array = new MarketDepthArray();
FileSeries fs = this.file.Series[seriesName];
if (fs != null)
{
foreach (MarketDepth marketDepth in fs.GetArray(datetime1, datetime2))
{
array.Add(marketDepth);
}
}
return(array);
}
public DailySeries GetDailySeries(string seriesName, DateTime datetime1, DateTime datetime2)
{
DailySeries dailies = new DailySeries();
FileSeries fs = this.file.Series[seriesName];
if (fs != null)
{
foreach (Daily daily in fs.GetArray(datetime1, datetime2))
{
dailies.Add(daily);
}
}
return(dailies);
}
//当前时间的下一笔交易，交易时间必须是当前时间之后
public Trade GetNextTrade(string symbol, DateTime lastTime)
{
Trade trade = null;
if (this.seriesNamesToPartitionStore.Contains("Trade"))
{
this.ChangeStoreFileForTime(lastTime);
if (this.lastFile != null)
{
string seriesName = symbol + ".Trade";
if (this.lastFile.Series.Contains(seriesName))
{
FileSeries series = this.lastFile.Series[seriesName];
int index = series.IndexOf(lastTime, SearchOption.Next);
if (index >= 0)
{
ISeriesObject seriesObj = series[index];
if (seriesObj.DateTime == lastTime)
{
seriesObj = series[index + 1];
}
trade = (Trade)seriesObj;
}
}
}
}
else
{
Instrument inst = InstrumentManager.Instruments[symbol];
if (inst != null)
{
FileSeries series = (FileSeries)inst.GetDataSeries("Trade");
if (series != null)
{
int index = series.IndexOf(lastTime, SearchOption.Next);
if (index >= 0)
{
ISeriesObject seriesObj = series[index];
if (seriesObj.DateTime == lastTime)
{
seriesObj = series[index + 1];
}
trade = (Trade)seriesObj;
}
}
}
}
return(trade);
}
public BarMakerForm(DataFile file, FileSeries tradeSeries)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector();
this.v2huqKah7Q();
this.N9jutll7YX = file;
this.NkcuEat6q3 = tradeSeries;
foreach (BarType barType in Enum.GetValues(typeof (BarType)))
{
int num = this.wbYg1gUF09.Items.Add((object) barType);
if (barType == DataManager.DefaultBarType)
this.wbYg1gUF09.SelectedIndex = num;
}
this.yllghcYE0S.Value = (Decimal) DataManager.DefaultBarSize;
this.crIuKCOCsn();
}
public BarMakerForm(DataFile file, FileSeries tradeSeries)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector();
this.v2huqKah7Q();
this.N9jutll7YX = file;
this.NkcuEat6q3 = tradeSeries;
foreach (BarType barType in Enum.GetValues(typeof(BarType)))
{
int num = this.wbYg1gUF09.Items.Add((object)barType);
if (barType == DataManager.DefaultBarType)
{
this.wbYg1gUF09.SelectedIndex = num;
}
}
this.yllghcYE0S.Value = (Decimal)DataManager.DefaultBarSize;
this.crIuKCOCsn();
}
private void WDXDQkgNqS([In] object obj0, [In] EventArgs obj1)
{
FileSeries series = (this.rBs1yJ9gPQ.SelectedItems[0] as SeriesViewItem).Series;
RenameForm renameForm = new RenameForm();
renameForm.SeriesName = series.Name;
if (renameForm.ShowDialog((IWin32Window)this) == DialogResult.OK && renameForm.SeriesName != series.Name)
{
if (this.kvT1dEnNxu.Series.Contains(renameForm.SeriesName))
{
int num = (int)MessageBox.Show((IWin32Window)this, RNaihRhYEl0wUmAftnB.aYu7exFQKN(9288) + renameForm.SeriesName + RNaihRhYEl0wUmAftnB.aYu7exFQKN(9314), RNaihRhYEl0wUmAftnB.aYu7exFQKN(9350), MessageBoxButtons.OK, MessageBoxIcon.Hand);
}
else
{
this.kvT1dEnNxu.Series.Rename(series.Name, renameForm.SeriesName);
this.x3xD9PDaqW();
}
}
renameForm.Dispose();
}
public SeriesViewItem(FileSeries series, int iconIndex)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector(series.Name, iconIndex);
this.ndVlC7diZN = series;
this.SubItems.Add(series.Count.ToString());
if (series.Count == 0)
{
this.SubItems.Add(RNaihRhYEl0wUmAftnB.aYu7exFQKN(22050));
this.SubItems.Add(RNaihRhYEl0wUmAftnB.aYu7exFQKN(22056));
}
else
{
this.SubItems.Add(series.FirstDateTime.ToShortDateString() + RNaihRhYEl0wUmAftnB.aYu7exFQKN(22062) + series.FirstDateTime.ToLongTimeString());
this.SubItems.Add(series.LastDateTime.ToShortDateString() + RNaihRhYEl0wUmAftnB.aYu7exFQKN(22068) + series.LastDateTime.ToLongTimeString());
}
this.SubItems.Add(((object)series.Indexer).ToString());
this.SubItems.Add(((object)series.IndexStatus).ToString());
}
public SeriesViewItem(FileSeries series, int iconIndex)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector(series.Name, iconIndex);
this.ndVlC7diZN = series;
this.SubItems.Add(series.Count.ToString());
if (series.Count == 0)
{
this.SubItems.Add(RNaihRhYEl0wUmAftnB.aYu7exFQKN(22050));
this.SubItems.Add(RNaihRhYEl0wUmAftnB.aYu7exFQKN(22056));
}
else
{
this.SubItems.Add(series.FirstDateTime.ToShortDateString() + RNaihRhYEl0wUmAftnB.aYu7exFQKN(22062) + series.FirstDateTime.ToLongTimeString());
this.SubItems.Add(series.LastDateTime.ToShortDateString() + RNaihRhYEl0wUmAftnB.aYu7exFQKN(22068) + series.LastDateTime.ToLongTimeString());
}
this.SubItems.Add(((object) series.Indexer).ToString());
this.SubItems.Add(((object) series.IndexStatus).ToString());
}
private void auBuNyxC5G()
{
try
{
string name = this.InDuzorDTN.Text.Trim();
FileSeries fileSeries = this.N9jutll7YX.Series[name] ?? this.N9jutll7YX.Series.Add(name);
this.tb1umaM8wV(new object[1]
{
(object)(this.NkcuEat6q3.Name + RNaihRhYEl0wUmAftnB.aYu7exFQKN(29308) + fileSeries.Name)
});
this.or3uwmNsMC(new object[1]
{
(object)50
});
BarMaker.MakeBars((IDataSeries)this.NkcuEat6q3, (IDataSeries)fileSeries, this.AuauQBi8MV, (long)this.yllghcYE0S.Value);
this.or3uwmNsMC(new object[1]
{
(object)100
});
fileSeries.Flush();
}
catch (Exception ex)
{
if (Trace.IsLevelEnabled(TraceLevel.Error))
{
Trace.WriteLine(((object)ex).ToString());
}
this.Dhsu0b1ZWm(new object[1]
{
(object)(RNaihRhYEl0wUmAftnB.aYu7exFQKN(29322) + Environment.NewLine + Environment.NewLine + ex.Message + Environment.NewLine + Environment.NewLine + RNaihRhYEl0wUmAftnB.aYu7exFQKN(29396))
});
}
finally
{
this.tb1umaM8wV(new object[1]
{
(object)RNaihRhYEl0wUmAftnB.aYu7exFQKN(29450)
});
this.KpSupXOOeG();
}
}
public ReindexForm(DataFile file, FileSeries series)
{
eX4XcIhHpDXt70u2x3N.k8isAcYzkUOGF();
// ISSUE: explicit constructor call
base.\u002Ector();
this.RwqhYw1ax();
this.eNxl3I1Gv = file;
this.imLuYujEd = series;
if (series == null)
{
this.mmigbHbRS.Text = RNaihRhYEl0wUmAftnB.aYu7exFQKN(0);
}
else
{
this.mmigbHbRS.Text = series.Name;
}
this.EErRQuytI.Items.Add((object)new UCyttABvG4oj9bO5jJ(SmartQuant.File.Indexing.Indexer.None));
this.EErRQuytI.Items.Add((object)new UCyttABvG4oj9bO5jJ(SmartQuant.File.Indexing.Indexer.Daily));
this.EErRQuytI.Items.Add((object)new UCyttABvG4oj9bO5jJ(SmartQuant.File.Indexing.Indexer.Monthly));
if (series == null)
{
this.EErRQuytI.SelectedIndex = 0;
}
else
{
bool flag = false;
for (int index = 0; index < this.EErRQuytI.Items.Count; ++index)
{
if ((this.EErRQuytI.Items[index] as UCyttABvG4oj9bO5jJ).Indexer == series.Indexer)
{
this.EErRQuytI.SelectedIndex = index;
flag = true;
break;
}
}
if (!flag)
{
throw new ArgumentException(RNaihRhYEl0wUmAftnB.aYu7exFQKN(24) + series.Name, RNaihRhYEl0wUmAftnB.aYu7exFQKN(82));
}
}
}
public Dictionary <string, Trade> GetLastTrades(string[] symbols, DateTime lastTime)
{
Dictionary <string, Trade> tradeDict = new Dictionary <string, Trade>();
if (this.seriesNamesToPartitionStore.Contains("Trade"))
{
this.changeStoreFileForTime(lastTime);
if ((this.lastFile != null))
{
foreach (string symbol in symbols)
{
string seriesName = symbol + ".Trade";
if (this.lastFile.Series.Contains(seriesName))
{
FileSeries series = this.lastFile.Series[seriesName];
ISeriesObject trade = series[lastTime, SearchOption.Prev];
tradeDict.Add(symbol, (Trade)trade);
}
}
}
}
else
{
foreach (string symbol in symbols)
{
Instrument inst = InstrumentManager.Instruments[symbol];
if (inst != null)
{
FileSeries series = (FileSeries)inst.GetDataSeries("Trade");
if (series != null)
{
ISeriesObject trade = series[lastTime, SearchOption.Prev];
tradeDict.Add(symbol, (Trade)trade);
}
}
}
}
return(tradeDict);
}
public List <Trade> GetTrades(string symbol, DateTime beginTime, DateTime endTime)
{
List <Trade> trades = new List <Trade>();
if (this.seriesNamesToPartitionStore.Contains("Trade"))
{
this.ChangeStoreFileForTime(beginTime);
if (this.lastFile != null)
{
string seriesName = symbol + ".Trade";
if (this.lastFile.Series.Contains(seriesName))
{
FileSeries series = this.lastFile.Series[seriesName];
ISeriesObject[] seriesObjs = series.GetArray(beginTime, endTime);
foreach (ISeriesObject seriesObj in seriesObjs)
{
trades.Add((Trade)seriesObj);
}
}
}
}
else
{
Instrument inst = InstrumentManager.Instruments[symbol];
if (inst != null)
{
FileSeries series = (FileSeries)inst.GetDataSeries("Trade");
if (series != null)
{
ISeriesObject[] seriesObjs = series.GetArray(beginTime, endTime);
foreach (ISeriesObject seriesObj in seriesObjs)
{
trades.Add((Trade)seriesObj);
}
}
}
}
return(trades);
}
public static List <Daily> GetLastNDailys(Instrument inst, DateTime lastDate, int n)
{
List <Daily> ret = new List <Daily>();
FileSeries dailySeries = (FileSeries)inst.GetDataSeries(DataManager.EDataSeries.Daily);
if (dailySeries == null || dailySeries.Count <= 0)
{
return(ret);
}
int i = dailySeries.IndexOf(lastDate, SearchOption.Prev);
if (i < 0)
{
return(ret);
}
int j = i - n + 1 > 0?i - n + 1:0;
foreach (ISeriesObject isObj in dailySeries.GetArray(j, i))
{
ret.Add((Daily)isObj);
}
return(ret);
}
internal void qoHxS5EmLT(FileSeries obj0)
{
// if (this.KEEdbs3yRr == null)
// return;
// this.KEEdbs3yRr(new SeriesEventArgs(obj0));
}
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()
{
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);
}
internal FileSeries zL2xM8qdRl(string obj0, string obj1, int obj2, int obj3, Indexer obj4)
{
// FileSeries fs = new FileSeries(this.dataFile.kBox0k2EsS(), obj0, obj1, obj2, obj3, obj4);
FileSeries fs = new FileSeries(obj0, obj1, obj2, obj3, obj4);
this.list.Add(fs.Name, fs);
return fs;
}
static void Main(string[] args)
{
// TO DO: Add your code here
string username = "******";
string password = "******";
int ret = _md.Init(username, password, GMSDK.MDMode.MD_MODE_NULL, "", "", "");
if (ret != 0)
{
string msg = _md.StrError(ret);
Console.WriteLine(msg);
return;
}
string dataPath = "e:/QDData";
DateTime beginDate = new System.DateTime(2017, 4, 10);
DateTime endDate = new System.DateTime(2017, 4, 17);
string beginDateString = beginDate.ToString("yyyy-MM-dd");
string endDateString = endDate.ToString("yyyy-MM-dd");
Dictionary <string, Dictionary <string, double> > shareDict = new Dictionary <string, Dictionary <string, double> >();//存放股本
List <AnalysisItem> analysisList = new List <AnalysisItem>();
foreach (Instrument inst in InstrumentManager.Instruments)
{
if (inst.SecurityDesc.IndexOf("B") >= 0)
{
continue; //除去B股
}
FileSeries dailySeries = (FileSeries)inst.GetDataSeries(DataManager.EDataSeries.Daily);
if (dailySeries == null || dailySeries.Count <= 0)
{
continue;
}
int i;
DateTime firstDate = beginDate;
do
{
i = dailySeries.IndexOf(firstDate);
firstDate = firstDate.AddDays(1);
}while(i < 0 && firstDate < endDate);
if (i < 0)
{
continue;
}
i = i - 5 > 0?i - 5:0;
firstDate = dailySeries[i].DateTime;
ISeriesObject[] dailys = dailySeries.GetArray(firstDate, endDate);
for (int k = 0; k < dailys.Length; k++)
{
GMDaily gmDaily = (GMDaily)dailys[k];
if (gmDaily.DateTime >= beginDate && gmDaily.DateTime < endDate)
{
if (gmDaily.Close / gmDaily.LastClose > 1.095) //今日涨停
{
AnalysisItem ai = new AnalysisItem();
ai.Date = gmDaily.DateTime;
ai.Symbol = inst.Symbol;
Dictionary <string, double> sd = null;
if (!shareDict.TryGetValue(inst.Symbol, out sd))
{
sd = new Dictionary <string, double>();
List <GMSDK.ShareIndex> shareIndexList = _md.GetShareIndex(inst.Symbol, beginDateString, endDateString);
foreach (GMSDK.ShareIndex si in shareIndexList)
{
sd.Add(si.pub_date, si.flow_a_share);
}
shareDict.Add(inst.Symbol, sd);
}
sd.TryGetValue(ai.Date.ToString("yyyy-MM-dd"), out ai.FlowAShare);
ai.LastClose = gmDaily.LastClose;
ai.Open = gmDaily.Open;
ai.High = gmDaily.High;
ai.Low = gmDaily.Low;
ai.Close = gmDaily.Close;
if (ai.FlowAShare > 0)
{
ai.TurnoverRate = gmDaily.Volume / ai.FlowAShare * 100;
}
int m = k - 1;
double sumVol = 0.0;
while (m >= 0 && m >= k - 5)
{
sumVol += ((Daily)dailys[m]).Volume;
m--;
}
double last5AvgVol = sumVol / (k - m - 1);
ai.VolDivLast5AvgVol = gmDaily.Volume / last5AvgVol;
string path = dataPath + "/" + gmDaily.DateTime.Year.ToString() + "/" + gmDaily.DateTime.Month.ToString();
if (!Directory.Exists(path))
{
Console.WriteLine("Trade数据目录不存在！");
return;
}
DataFile file = null;
bool flag = false;
try {
file = DataFile.Open(path);
string name = inst.Symbol + ".Trade";
if (!file.Series.Contains(name))
{
continue;
}
FileSeries series = file.Series[name];
ISeriesObject[] trades = series.GetArray(gmDaily.DateTime, gmDaily.DateTime.AddDays(1));
if (trades.Length <= 0)
{
continue;
}
GMTrade gmLastTrade = (GMTrade)trades[trades.Length - 1]; //最后一笔交易数据
if (gmLastTrade.Price < gmLastTrade.UpperLimit)
{
continue;
}
GMTrade lastGMTrade = null;
DateTime openTimeAM = gmDaily.Date.Add(new TimeSpan(9, 25, 0));
DateTime openTimePM = gmDaily.Date.Add(new TimeSpan(13, 0, 0));
foreach (ISeriesObject aTrade in trades)
{
GMTrade gmTrade = (GMTrade)aTrade;
if (!flag && gmTrade.Price == gmTrade.UpperLimit && gmTrade.DateTime >= openTimeAM)
{
ai.WhenUpLimit = gmTrade.DateTime - ai.Date;
flag = true;
}
if (flag && gmTrade.Price < gmTrade.UpperLimit)
{
ai.UpLimitBreaked = true;
}
//将下午13：00之后的每笔时间减去90分钟，这样便于计算封涨停的时长
if (gmTrade.DateTime >= openTimePM)
{
gmTrade.DateTime = gmTrade.DateTime.AddMinutes(-90);
}
if (flag && lastGMTrade != null && gmTrade.Price == gmTrade.UpperLimit && lastGMTrade.Price == gmTrade.UpperLimit)
{
ai.HowLongUpLimit += gmTrade.DateTime - lastGMTrade.DateTime;
}
if (flag)
{
lastGMTrade = gmTrade;
}
}
//封成比
name = inst.Symbol + ".Quote";
if (!file.Series.Contains(name))
{
continue;
}
series = file.Series[name];
ISeriesObject[] quotes = series.GetArray(gmDaily.DateTime, gmDaily.DateTime.AddDays(1));
if (quotes.Length <= 0)
{
continue;
}
GMQuote gmLastQuote = (GMQuote)quotes[quotes.Length - 1]; //最后一笔报价数据
ai.BidSizeDivVol = (double)gmLastQuote.BidSize / gmDaily.Volume;
}catch (Exception ex) {
Console.WriteLine(ex.Message);
}finally{
file.Close();
}
if (k > 0)
{
GMDaily lastGMDaily = (GMDaily)dailys[k - 1];
if (lastGMDaily.Close / lastGMDaily.LastClose > 1.098)
{
ai.LastUpLimited = true;
}
}
if (k < dailys.Length - 1)
{
GMDaily nextGMDaily = (GMDaily)dailys[k + 1];
ai.NextOpen = nextGMDaily.Open;
ai.NextHigh = nextGMDaily.High;
ai.NextLow = nextGMDaily.Low;
ai.NextClose = nextGMDaily.Close;
}
if (flag)
{
analysisList.Add(ai);
}
}
}
}
}
Console.WriteLine(analysisList.Count);
analysisList.Sort(delegate(AnalysisItem ai1, AnalysisItem ai2){
return(ai1.Date.CompareTo(ai2.Date));
});
foreach (AnalysisItem ai in analysisList)
{
Console.WriteLine(@"Date:{0},Symbol:{1},昨收价:{2},昨日是否涨停:{3},开盘价:{4},
最高价:{5},最低价:{6},收盘价:{7},涨停时间:{8},是否开板:{9},涨停时长:{10},
成交量与昨日5日均量比:{11},收盘买一量与成交量比:{12},
明日开盘价:{13},明日最高价:{14},明日最低价:{15},明日收盘价:{16},流通A股:{17},换手率:{18}" ,
ai.Date, ai.Symbol, ai.LastClose, ai.LastUpLimited, ai.Open, ai.High, ai.Low, ai.Close,
ai.WhenUpLimit, ai.UpLimitBreaked, ai.HowLongUpLimit, ai.VolDivLast5AvgVol, ai.BidSizeDivVol,
ai.NextOpen, ai.NextHigh, ai.NextLow, ai.NextClose, ai.FlowAShare, ai.TurnoverRate);
}
MongoClient client = new MongoClient("mongodb://localhost:27017");
MongoServer server = client.GetServer();
MongoDatabase database = server.GetDatabase("finance");
MongoCollection <BsonDocument> collection = database.GetCollection <BsonDocument>("UpLimitAnalysis");
foreach (AnalysisItem ai in analysisList)
{
BsonElement[] eleArray = new BsonElement[2];
eleArray[0] = new BsonElement("date", ai.Date.ToString("yyyy-MM-dd"));
eleArray[1] = new BsonElement("symbol", ai.Symbol);
QueryDocument query = new QueryDocument(eleArray);
collection.Remove(query);
BsonElement[] eleArray1 = new BsonElement[19];
eleArray1[0] = new BsonElement("date", ai.Date.ToString("yyyy-MM-dd"));
eleArray1[1] = new BsonElement("symbol", ai.Symbol);
eleArray1[2] = new BsonElement("flowashare", ai.FlowAShare);
eleArray1[3] = new BsonElement("lastclose", ai.LastClose);
eleArray1[4] = new BsonElement("lastuplimited", ai.LastUpLimited);
eleArray1[5] = new BsonElement("open", ai.Open);
eleArray1[6] = new BsonElement("high", ai.High);
eleArray1[7] = new BsonElement("low", ai.Low);
eleArray1[8] = new BsonElement("close", ai.Close);
eleArray1[9] = new BsonElement("whenuplimit", ai.WhenUpLimit.ToString());
eleArray1[10] = new BsonElement("uplimitbreaked", ai.UpLimitBreaked);
eleArray1[11] = new BsonElement("howlonguplimit", ai.HowLongUpLimit.ToString());
eleArray1[12] = new BsonElement("turnoverrate", ai.TurnoverRate);
eleArray1[13] = new BsonElement("voldivlast5avgvol", ai.VolDivLast5AvgVol);
eleArray1[14] = new BsonElement("bidsizedivvol", ai.BidSizeDivVol);
eleArray1[15] = new BsonElement("nextopen", ai.NextOpen);
eleArray1[16] = new BsonElement("nexthigh", ai.NextHigh);
eleArray1[17] = new BsonElement("nextlow", ai.NextLow);
eleArray1[18] = new BsonElement("nextclose", ai.NextClose);
BsonDocument insert = new BsonDocument(eleArray1);
collection.Insert(insert);
}
}
// internal FRJ1FMOwU8CAwJuZZf kBox0k2EsS()
// {
// return this.TGQdFvfQ8H;
// }
internal void PwExuFCdRV(FileSeries obj0)
{
// if (this.lIEdXL2Qo2 == null)
// return;
// this.lIEdXL2Qo2(new SeriesEventArgs(obj0));
}
static void Main(string[] args)
{
// TO DO: Add your code here
string dataPath = "e:/QDData";
bool overwrite = false;
DateTime beginDate = new System.DateTime(2017, 1, 1);
DateTime endDate = new System.DateTime(2017, 4, 1);
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);
try {
//获取股票代码列表
List <string> symbols = new List <string>();
symbols.Add("SHSE.000001");
symbols.Add("SHSE.000002");
symbols.Add("SZSE.399001");
symbols.Add("SZSE.399006");
//symbols=GetSymbols("SHSE",1);
//symbols.AddRange(GetSymbols("SZSE",1));
foreach (string symbol in symbols)
{
Console.WriteLine("正在处理证券" + symbol + "的Tick数据...");
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);
}
}
static void Main(string[] args)
{
// TO DO: Add your code here
DateTime beginDate = new DateTime(2017, 3, 24);
DateTime endDate = new DateTime(2017, 3, 25);
MongoClient client = new MongoClient("mongodb://localhost:27017");
MongoServer server = client.GetServer();
MongoDatabase database = server.GetDatabase("finance");
string username = "******";
string password = "******";
int ret = _md.Init(username, password, GMSDK.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 monthString = curDate.ToString("yyyy-MM");
//区域统计数据准备
MongoCollection <BsonDocument> collection = database.GetCollection <BsonDocument>("Areas." + monthString);
Dictionary <string, List <string> > areaDict = new Dictionary <string, List <string> >();
foreach (BsonDocument document in collection.FindAll())
{
List <string> ls = null;
if (!areaDict.TryGetValue((string)document["code"], out ls))
{
ls = new List <string>();
areaDict.Add((string)document["code"], ls);
}
if (!(document["area"] is BsonNull))
{
ls.Add((string)document["area"]);
}
}
Dictionary <string, StatisItem> areaUpLimitStatis = new Dictionary <string, StatisItem>();
//行业统计数据准备
collection = database.GetCollection <BsonDocument>("Industries." + monthString);
Dictionary <string, List <string> > industryDict = new Dictionary <string, List <string> >();
foreach (BsonDocument document in collection.FindAll())
{
List <string> ls = null;
if (!industryDict.TryGetValue((string)document["code"], out ls))
{
ls = new List <string>();
industryDict.Add((string)document["code"], ls);
}
if (!(document["c_name"] is BsonNull))
{
ls.Add((string)document["c_name"]);
}
}
Dictionary <string, StatisItem> industryUpLimitStatis = new Dictionary <string, StatisItem>();
//概念统计数据准备
collection = database.GetCollection <BsonDocument>("Concepts." + monthString);
Dictionary <string, List <string> > conceptDict = new Dictionary <string, List <string> >();
foreach (BsonDocument document in collection.FindAll())
{
List <string> ls = null;
if (!conceptDict.TryGetValue((string)document["code"], out ls))
{
ls = new List <string>();
conceptDict.Add((string)document["code"], ls);
}
if (!(document["c_name"] is BsonNull))
{
ls.Add((string)document["c_name"]);
}
}
Dictionary <string, StatisItem> conceptUpLimitStatis = new Dictionary <string, StatisItem>();
//找出日线当天接近涨停股
List <Instrument> toUpLimit = new List <Instrument>();
foreach (Instrument instrument in InstrumentManager.Instruments)
{
if (instrument.SecurityType == "CS" && instrument.SecurityDesc.IndexOf('B') < 0)
{
DailySeries series = instrument.GetDailySeries(curDate.AddMonths(-3), curDate);
//下面这里要求日线数大于20，是为了排除新股
if (series.Count > 20)
{
GMDaily gmDaily = (GMDaily)series[series.Count - 1]; //最近一天的日线
if (gmDaily.Date != curDate)
{
continue;
}
//下面是对于st,*st的，因为名字判断不准确，故去掉
//if ((instrument.SecurityDesc.IndexOf("ST")>=0||instrument.SecurityDesc.IndexOf('S')>=0)
//&&(gmDaily.Close/gmDaily.LastClose>1.044)){
// toUpLimit.Add(instrument);
//}
//下面是对于普通股
if (gmDaily.Close / gmDaily.LastClose > 1.094)
{
toUpLimit.Add(instrument);
}
}
}
}
//读出Trade数据，确定是否真的涨停及涨停时间，交统计数据
string dataPath = "e:/QDData";
string path = dataPath + "/" + curDate.Year.ToString() + "/" + curDate.Month.ToString();
if (!Directory.Exists(path))
{
Console.WriteLine("Trade数据目录不存在！");
return;
}
try {
DataFile file = DataFile.Open(path);
try {
foreach (Instrument instrument in toUpLimit)
{
string name = instrument.Symbol + ".Trade";
if (!file.Series.Contains(name))
{
throw new Exception(instrument.Symbol + "的Trade数据不存在，请补充完整。");
}
FileSeries series = file.Series[name];
ISeriesObject[] trades = series.GetArray(curDate, curDate.AddDays(1));
if (trades.Length <= 0)
{
continue;
}
GMTrade gmLastTrade = (GMTrade)trades[trades.Length - 1]; //最后一笔交易数据
if (gmLastTrade.Price < gmLastTrade.UpperLimit)
{
continue;
}
foreach (ISeriesObject aTrade in trades)
{
GMTrade gmTrade = (GMTrade)aTrade;
if (gmTrade.Price == gmTrade.UpperLimit && gmTrade.DateTime >= curDate.Add(new TimeSpan(9, 25, 0)))
{
Console.WriteLine(instrument.Symbol + instrument.SecurityDesc + "在" + gmTrade.DateTime + "时涨停");
//区域统计
if (areaDict.ContainsKey(instrument.SecurityID))
{
List <string> areaList = areaDict[instrument.SecurityID];
foreach (string area in areaList)
{
StatisItem si = null;
if (!areaUpLimitStatis.TryGetValue(area, out si))
{
si = new StatisItem();
areaUpLimitStatis.Add(area, si);
}
si.AddSymbol(instrument.Symbol, gmTrade.DateTime);
}
}
//行业统计
if (industryDict.ContainsKey(instrument.SecurityID))
{
List <string> industryList = industryDict[instrument.SecurityID];
foreach (string industry in industryList)
{
StatisItem si = null;
if (!industryUpLimitStatis.TryGetValue(industry, out si))
{
si = new StatisItem();
industryUpLimitStatis.Add(industry, si);
}
si.AddSymbol(instrument.Symbol, gmTrade.DateTime);
}
}
//概念统计
if (conceptDict.ContainsKey(instrument.SecurityID))
{
List <string> conceptList = conceptDict[instrument.SecurityID];
foreach (string concept in conceptList)
{
StatisItem si = null;
if (!conceptUpLimitStatis.TryGetValue(concept, out si))
{
si = new StatisItem();
conceptUpLimitStatis.Add(concept, si);
}
si.AddSymbol(instrument.Symbol, gmTrade.DateTime);
}
}
break;
}
}
}
}catch (Exception ex) {
throw ex;
}
finally{
file.Close();
}
//区域统计写入数据库
MongoCollection <BsonDocument> collection1 = database.GetCollection <BsonDocument>("AreasUpLimitStatis");
BsonElement[] eleArray = new BsonElement[1];
eleArray[0] = new BsonElement("date", curDate.ToString("yyyy-MM-dd"));
QueryDocument query = new QueryDocument(eleArray);
collection1.Remove(query);
foreach (KeyValuePair <string, StatisItem> kvp in areaUpLimitStatis)
{
BsonElement[] eleArray1 = new BsonElement[4];
eleArray1[0] = new BsonElement("date", curDate.ToString("yyyy-MM-dd"));
eleArray1[1] = new BsonElement("area", kvp.Key);
eleArray1[2] = new BsonElement("count", kvp.Value.Count);
BsonArray bsonArray = new BsonArray(kvp.Value.Count);
foreach (KeyValuePair <string, DateTime> kvp1 in kvp.Value.Securities)
{
bsonArray.Add(new BsonDocument(new BsonElement[2] {
new BsonElement("symbol", kvp1.Key),
new BsonElement("time", kvp1.Value.ToString("yyyy-MM-dd HH:mm:ss"))
}));
}
eleArray1[3] = new BsonElement("securities", bsonArray);
BsonDocument insert = new BsonDocument(eleArray1);
collection1.Insert(insert);
}
//行业统计写入数据库
MongoCollection <BsonDocument> collection2 = database.GetCollection <BsonDocument>("IndustriesUpLimitStatis");
collection2.Remove(query);
foreach (KeyValuePair <string, StatisItem> kvp in industryUpLimitStatis)
{
BsonElement[] eleArray1 = new BsonElement[4];
eleArray1[0] = new BsonElement("date", curDate.ToString("yyyy-MM-dd"));
eleArray1[1] = new BsonElement("industry", kvp.Key);
eleArray1[2] = new BsonElement("count", kvp.Value.Count);
BsonArray bsonArray = new BsonArray(kvp.Value.Count);
foreach (KeyValuePair <string, DateTime> kvp1 in kvp.Value.Securities)
{
bsonArray.Add(new BsonDocument(new BsonElement[2] {
new BsonElement("symbol", kvp1.Key),
new BsonElement("time", kvp1.Value.ToString("yyyy-MM-dd HH:mm:ss"))
}));
}
eleArray1[3] = new BsonElement("securities", bsonArray);
BsonDocument insert = new BsonDocument(eleArray1);
collection2.Insert(insert);
}
//概念统计写入数据库
MongoCollection <BsonDocument> collection3 = database.GetCollection <BsonDocument>("ConceptsUpLimitStatis");
collection3.Remove(query);
foreach (KeyValuePair <string, StatisItem> kvp in conceptUpLimitStatis)
{
BsonElement[] eleArray1 = new BsonElement[4];
eleArray1[0] = new BsonElement("date", curDate.ToString("yyyy-MM-dd"));
eleArray1[1] = new BsonElement("concept", kvp.Key);
eleArray1[2] = new BsonElement("count", kvp.Value.Count);
BsonArray bsonArray = new BsonArray(kvp.Value.Count);
foreach (KeyValuePair <string, DateTime> kvp1 in kvp.Value.Securities)
{
bsonArray.Add(new BsonDocument(new BsonElement[2] {
new BsonElement("symbol", kvp1.Key),
new BsonElement("time", kvp1.Value.ToString("yyyy-MM-dd HH:mm:ss"))
}));
}
eleArray1[3] = new BsonElement("securities", bsonArray);
BsonDocument insert = new BsonDocument(eleArray1);
collection3.Insert(insert);
}
}catch (Exception ex) {
Console.WriteLine(ex.Message);
}
curDate = curDate.AddDays(1);
}
}
protected override bool doJob()
{
Console.WriteLine("正在读取Tick数据生成涨停板数据分析表...");
/*Console.WriteLine("测试作业.........");
* return true;*/
try {
GMRealTimeProvider provider = (GMRealTimeProvider)ProviderManager.MarketDataProviders["GMRealTimeProvider"];
provider.Connect(10000);
if (!provider.IsConnected)
{
return(false);
}
string path = this.dataPath + "/" + this.curDate.Year.ToString() + "/" + this.curDate.Month.ToString();
if (!Directory.Exists(path))
{
Console.WriteLine("Trade数据目录不存在！");
return(false);
}
string dateString = this.curDate.ToString("yyyy-MM-dd");
List <AnalysisItem> analysisList = new List <AnalysisItem>();
DataFile file = null;
try {
file = DataFile.Open(path);
foreach (Instrument inst in InstrumentManager.Instruments)
{
if (inst.SecurityDesc.IndexOf("B") >= 0)
{
continue; //除去B股
}
if (inst.SecurityType == "IDX")
{
continue; //除去指数
}
FileSeries dailySeries = (FileSeries)inst.GetDataSeries(DataManager.EDataSeries.Daily);
if (dailySeries == null || dailySeries.Count <= 0)
{
continue;
}
int i = dailySeries.IndexOf(this.curDate);
if (i < 0)
{
continue; //没有日线，当日不开盘
}
i = i - 10 > 0?i - 10:0; //往前推10个交易日
DateTime firstDate = dailySeries[i].DateTime;
ISeriesObject[] dailys = dailySeries.GetArray(firstDate, this.curDate);
int k = dailys.Length - 1;
GMDaily gmDaily = (GMDaily)dailys[k];
if (gmDaily.Close / gmDaily.LastClose > 1.095) //今日涨停
{
AnalysisItem ai = new AnalysisItem();
ai.Date = gmDaily.DateTime;
ai.Symbol = inst.Symbol;
GMSDK.ShareIndex si = null;
//先读取当日股本，如果没有，则读取最近股本。一般情况下当日股本与最近股本相同，除非当天正好是除权日
List <GMSDK.ShareIndex> shareIndexList = provider.MdApi.GetShareIndex(ai.Symbol, dateString, dateString);
if (shareIndexList.Count <= 0)
{
shareIndexList = provider.MdApi.GetLastShareIndex(ai.Symbol);
}
if (shareIndexList.Count > 0)
{
si = shareIndexList[0];
}
if (si != null)
{
ai.FlowAShare = si.flow_a_share;
}
else
{
ai.FlowAShare = 0.0;
}
ai.LastClose = gmDaily.LastClose;
ai.Open = gmDaily.Open;
ai.High = gmDaily.High;
ai.Low = gmDaily.Low;
ai.Close = gmDaily.Close;
//换手率
if (ai.FlowAShare > 0)
{
ai.TurnoverRate = gmDaily.Volume / ai.FlowAShare * 100;
}
else
{
ai.TurnoverRate = 0.0;
}
//当日量与前5日均量比
int m = k - 1;
double sumVol = 0.0;
while (m >= 0 && m >= k - 5)
{
sumVol += ((Daily)dailys[m]).Volume;
m--;
}
double last5AvgVol = sumVol / (k - m - 1);
ai.VolDivLast5AvgVol = gmDaily.Volume / last5AvgVol;
//计算封板时间、时长等
bool flag = false;
string name = inst.Symbol + ".Trade";
if (!file.Series.Contains(name))
{
continue;
}
FileSeries series = file.Series[name];
ISeriesObject[] trades = series.GetArray(gmDaily.DateTime, gmDaily.DateTime.AddDays(1));
if (trades.Length <= 0)
{
continue;
}
GMTrade gmLastTrade = (GMTrade)trades[trades.Length - 1]; //最后一笔交易数据
if (gmLastTrade.Price < gmLastTrade.UpperLimit)
{
continue;
}
GMTrade lastGMTrade = null;
DateTime openTimeAM = gmDaily.Date.Add(new TimeSpan(9, 25, 0));
DateTime openTimePM = gmDaily.Date.Add(new TimeSpan(13, 0, 0));
foreach (ISeriesObject aTrade in trades)
{
GMTrade gmTrade = (GMTrade)aTrade;
if (!flag && gmTrade.Price == gmTrade.UpperLimit && gmTrade.DateTime >= openTimeAM)
{
ai.WhenUpLimit = gmTrade.DateTime - ai.Date;
flag = true;
}
if (flag && gmTrade.Price < gmTrade.UpperLimit)
{
ai.UpLimitBreaked = true;
}
//将下午13：00之后的每笔时间减去90分钟，这样便于计算封涨停的时长
if (gmTrade.DateTime >= openTimePM)
{
gmTrade.DateTime = gmTrade.DateTime.AddMinutes(-90);
}
if (flag && lastGMTrade != null && gmTrade.Price == gmTrade.UpperLimit && lastGMTrade.Price == gmTrade.UpperLimit)
{
ai.HowLongUpLimit += gmTrade.DateTime - lastGMTrade.DateTime;
}
if (flag)
{
lastGMTrade = gmTrade;
}
}
//封成比
name = inst.Symbol + ".Quote";
if (!file.Series.Contains(name))
{
continue;
}
series = file.Series[name];
ISeriesObject[] quotes = series.GetArray(gmDaily.DateTime, gmDaily.DateTime.AddDays(1));
if (quotes.Length <= 0)
{
continue;
}
GMQuote gmLastQuote = (GMQuote)quotes[quotes.Length - 1]; //最后一刻报价数据
ai.BidSizeDivVol = (double)gmLastQuote.BidSize / gmDaily.Volume;
if (k > 0)
{
GMDaily lastGMDaily = (GMDaily)dailys[k - 1];
if (lastGMDaily.Close / lastGMDaily.LastClose >= 1.099)
{
ai.LastUpLimited = true;
}
}
if (flag)
{
analysisList.Add(ai);
}
}
}
}catch (Exception ex) {
throw ex;
}finally{
file.Close();
}
Console.WriteLine("今日共有{0}只涨停。", analysisList.Count);
foreach (AnalysisItem ai in analysisList)
{
Console.WriteLine(@"Date:{0},Symbol:{1},昨收价:{2},昨日是否涨停:{3},开盘价:{4},
最高价:{5},最低价:{6},收盘价:{7},涨停时间:{8},是否开板:{9},涨停时长:{10},
成交量与昨日5日均量比:{11},收盘买一量与成交量比:{12},流通A股:{13},换手率:{14}" ,
ai.Date, ai.Symbol, ai.LastClose, ai.LastUpLimited, ai.Open, ai.High, ai.Low, ai.Close,
ai.WhenUpLimit, ai.UpLimitBreaked, ai.HowLongUpLimit, ai.VolDivLast5AvgVol, ai.BidSizeDivVol,
ai.FlowAShare, ai.TurnoverRate);
}
MongoClient client = new MongoClient("mongodb://localhost:27017");
MongoServer server = client.GetServer();
MongoDatabase database = server.GetDatabase("finance");
MongoCollection <BsonDocument> collection = database.GetCollection <BsonDocument>("UpLimitAnalysis");
foreach (AnalysisItem ai in analysisList)
{
BsonElement[] eleArray = new BsonElement[2];
eleArray[0] = new BsonElement("date", ai.Date.ToString("yyyy-MM-dd"));
eleArray[1] = new BsonElement("symbol", ai.Symbol);
QueryDocument query = new QueryDocument(eleArray);
collection.Remove(query);
BsonElement[] eleArray1 = new BsonElement[19];
eleArray1[0] = new BsonElement("date", ai.Date.ToString("yyyy-MM-dd"));
eleArray1[1] = new BsonElement("symbol", ai.Symbol);
eleArray1[2] = new BsonElement("flowashare", ai.FlowAShare);
eleArray1[3] = new BsonElement("lastclose", ai.LastClose);
eleArray1[4] = new BsonElement("lastuplimited", ai.LastUpLimited);
eleArray1[5] = new BsonElement("open", ai.Open);
eleArray1[6] = new BsonElement("high", ai.High);
eleArray1[7] = new BsonElement("low", ai.Low);
eleArray1[8] = new BsonElement("close", ai.Close);
eleArray1[9] = new BsonElement("whenuplimit", ai.WhenUpLimit.ToString());
eleArray1[10] = new BsonElement("uplimitbreaked", ai.UpLimitBreaked);
eleArray1[11] = new BsonElement("howlonguplimit", ai.HowLongUpLimit.ToString());
eleArray1[12] = new BsonElement("turnoverrate", ai.TurnoverRate);
eleArray1[13] = new BsonElement("voldivlast5avgvol", ai.VolDivLast5AvgVol);
eleArray1[14] = new BsonElement("bidsizedivvol", ai.BidSizeDivVol);
BsonDocument insert = new BsonDocument(eleArray1);
collection.Insert(insert);
}
return(true);
}catch (Exception ex) {
Console.WriteLine(ex.Message);
}
return(false);
}
protected override bool doJob()
{
Console.WriteLine("正在读取Tick数据生成涨停板数据分析表...");
/*Console.WriteLine("测试作业.........");
* return true;*/
try
{
GMRealTimeProvider provider = (GMRealTimeProvider)ProviderManager.MarketDataProviders["GMRealTimeProvider"];
provider.Connect(10000);
if (!provider.IsConnected)
{
return(false);
}
string dateString = this.curDate.ToString("yyyy-MM-dd");
DateTime endTime = this.curDate.Add(new TimeSpan(24, 0, 0));
string endString = endTime.ToString("yyyy-MM-dd HH:mm:ss");
List <AnalysisItem> analysisList = new List <AnalysisItem>();
foreach (Instrument inst in InstrumentManager.Instruments)
{
if (inst.SecurityDesc.IndexOf("B") >= 0)
{
continue; //除去B股
}
if (inst.SecurityType == "IDX")
{
continue; //除去指数
}
FileSeries dailySeries = (FileSeries)inst.GetDataSeries(DataManager.EDataSeries.Daily);
if (dailySeries == null || dailySeries.Count <= 0)
{
continue;
}
int i = dailySeries.IndexOf(this.curDate);
if (i < 0)
{
continue; //没有日线，当日不开盘
}
i = i - 10 > 0 ? i - 10 : 0; //往前推10个交易日
DateTime firstDate = dailySeries[i].DateTime;
ISeriesObject[] dailys = dailySeries.GetArray(firstDate, this.curDate);
int k = dailys.Length - 1;
GMDaily gmDaily = (GMDaily)dailys[k];
if (gmDaily.Close / gmDaily.LastClose > 1.095)
{//今日涨停
AnalysisItem ai = new AnalysisItem();
ai.Date = gmDaily.DateTime;
ai.Symbol = inst.Symbol;
GMSDK.ShareIndex si = null;
//先读取当日股本，如果没有，则读取最近股本。一般情况下当日股本与最近股本相同，除非当天正好是除权日
List <GMSDK.ShareIndex> shareIndexList = provider.MdApi.GetShareIndex(ai.Symbol, dateString, dateString);
if (shareIndexList.Count <= 0)
{
shareIndexList = provider.MdApi.GetLastShareIndex(ai.Symbol);
}
if (shareIndexList.Count > 0)
{
si = shareIndexList[0];
}
if (si != null)
{
ai.FlowAShare = si.flow_a_share;
}
else
{
ai.FlowAShare = 0.0;
}
ai.LastClose = gmDaily.LastClose;
ai.Open = gmDaily.Open;
ai.High = gmDaily.High;
ai.Low = gmDaily.Low;
ai.Close = gmDaily.Close;
//换手率
if (ai.FlowAShare > 0)
{
ai.TurnoverRate = gmDaily.Volume / ai.FlowAShare * 100;
}
else
{
ai.TurnoverRate = 0.0;
}
//当日量与前5日均量比
int m = k - 1;
double sumVol = 0.0;
while (m >= 0 && m >= k - 5)
{
sumVol += ((Daily)dailys[m]).Volume;
m--;
}
double last5AvgVol = sumVol / (k - m - 1);
ai.VolDivLast5AvgVol = gmDaily.Volume / last5AvgVol;
//最后一笔判断是否是涨停
List <GMSDK.Tick> lastTicks = provider.MdApi.GetLastNTicks(inst.Symbol, 1, endString);
if (lastTicks.Count <= 0)
{
continue;
}
GMTrade gmLastTrade = (GMTrade)GSKToGM.ConvertTrade(lastTicks[0]);//最后一笔交易数据
if (gmLastTrade.Price < gmLastTrade.UpperLimit)
{
continue;
}
//封成比
GMQuote gmLastQuote = (GMQuote)GSKToGM.ConvertQuote(lastTicks[0]);//最后一刻报价数据
ai.BidSizeDivVol = (double)gmLastQuote.BidSize / gmDaily.Volume;
if (k > 0)
{
GMDaily lastGMDaily = (GMDaily)dailys[k - 1];
if (lastGMDaily.Close / lastGMDaily.LastClose >= 1.099)
{
ai.LastUpLimited = true;
}
}
analysisList.Add(ai);
}
}
Console.WriteLine("今日共有{0}只涨停。", analysisList.Count);
foreach (AnalysisItem ai in analysisList)
{
Console.WriteLine(@"Date:{0},Symbol:{1},昨收价:{2},昨日是否涨停:{3},开盘价:{4},
最高价:{5},最低价:{6},收盘价:{7},涨停时间:{8},是否开板:{9},涨停时长:{10},
成交量与昨日5日均量比:{11},收盘买一量与成交量比:{12},流通A股:{13},换手率:{14}" ,
ai.Date, ai.Symbol, ai.LastClose, ai.LastUpLimited, ai.Open, ai.High, ai.Low, ai.Close,
ai.WhenUpLimit, ai.UpLimitBreaked, ai.HowLongUpLimit, ai.VolDivLast5AvgVol, ai.BidSizeDivVol,
ai.FlowAShare, ai.TurnoverRate);
}
MongoClient client = new MongoClient("mongodb://localhost:27017");
MongoServer server = client.GetServer();
MongoDatabase database = server.GetDatabase("finance");
MongoCollection <BsonDocument> collection = database.GetCollection <BsonDocument>("UpLimitAnalysis");
foreach (AnalysisItem ai in analysisList)
{
BsonElement[] eleArray = new BsonElement[2];
eleArray[0] = new BsonElement("date", ai.Date.ToString("yyyy-MM-dd"));
eleArray[1] = new BsonElement("symbol", ai.Symbol);
QueryDocument query = new QueryDocument(eleArray);
collection.Remove(query);
BsonElement[] eleArray1 = new BsonElement[19];
eleArray1[0] = new BsonElement("date", ai.Date.ToString("yyyy-MM-dd"));
eleArray1[1] = new BsonElement("symbol", ai.Symbol);
eleArray1[2] = new BsonElement("flowashare", ai.FlowAShare);
eleArray1[3] = new BsonElement("lastclose", ai.LastClose);
eleArray1[4] = new BsonElement("lastuplimited", ai.LastUpLimited);
eleArray1[5] = new BsonElement("open", ai.Open);
eleArray1[6] = new BsonElement("high", ai.High);
eleArray1[7] = new BsonElement("low", ai.Low);
eleArray1[8] = new BsonElement("close", ai.Close);
eleArray1[9] = new BsonElement("whenuplimit", ai.WhenUpLimit.ToString());
eleArray1[10] = new BsonElement("uplimitbreaked", ai.UpLimitBreaked);
eleArray1[11] = new BsonElement("howlonguplimit", ai.HowLongUpLimit.ToString());
eleArray1[12] = new BsonElement("turnoverrate", ai.TurnoverRate);
eleArray1[13] = new BsonElement("voldivlast5avgvol", ai.VolDivLast5AvgVol);
eleArray1[14] = new BsonElement("bidsizedivvol", ai.BidSizeDivVol);
BsonDocument insert = new BsonDocument(eleArray1);
collection.Insert(insert);
}
return(true);
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
return(false);
}
protected override bool doJob()
{
Console.WriteLine("正在下载Tick数据...");
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)
{
string symbol = inst.Symbol;
Console.WriteLine("正在处理证券" + symbol + "的Tick数据...");
List <GMSDK.Tick> gskTicksCache = provider.MdApi.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
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 = 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);
Console.WriteLine("证券:{0}的Tick数据存储完毕.", symbol);
}
}
return(true);
}
catch (Exception ex)
{
throw ex;
}
finally
{
file.Close();
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
return(false);
}
