public TechCalculate(ObjectType objectType, TechCycle cycle, string objectCode, IList <PriceInfo> priceList)
{
this.ObjectType = objectType;
this.Cycle = cycle;
this.PriceList = priceList;
this.ObjectCode = objectCode;
}
public void AddPriceInfo(string categoryCode, PriceInfo info, TechCycle cycle)
{
using (var entity = new StockManDBEntities())
{
switch (cycle)
{
case TechCycle.day:
entity.data_category_day_latest.Add(new data_category_day_latest()
{
object_code = categoryCode,
code = categoryCode + "_" + info.date.ToString("yyyyMMdd"),
date = info.date,
high = info.high,
low = info.low,
open = info.open,
price = info.price,
yestclose = info.yestclose,
volume = info.volume
});
break;
case TechCycle.week:
entity.data_category_week_latest.Add(new data_category_week_latest()
{
object_code = categoryCode,
code = categoryCode + "_" + info.date.ToString("yyyyMMdd"),
date = info.date,
high = info.high,
low = info.low,
open = info.open,
price = info.price,
yestclose = info.yestclose,
volume = info.volume
});
break;
case TechCycle.month:
entity.data_category_month_latest.Add(new data_category_month_latest()
{
object_code = categoryCode,
code = categoryCode + "_" + info.date.ToString("yyyyMMdd"),
date = info.date,
high = info.high,
low = info.low,
open = info.open,
price = info.price,
yestclose = info.yestclose,
volume = info.volume
});
break;
}
entity.SaveChanges();
}
}
public void Send(IMessageSender sender)
{
this.Log().Info("开始计算个股形态");
DateTime StartDate0 = stockService.GetLatestDate(ObjectType.Stock, "0601988");
DateTime StartDate1 = stockService.GetLatestDate(ObjectType.Stock, "0601318");
var StartDate = StartDate0.CompareTo(StartDate1) >= 0 ? StartDate0 : StartDate1;
IList <stockcategory> cateList = cateService.FindAll();
TechCycle[] cycleList = new TechCycle[] { TechCycle.day, TechCycle.week, TechCycle.month };
var log = this.Log();
foreach (var category in cateList)
{
if (StartDate.ToString("yyyyMMdd") == DateTime.Now.ToString("yyyyMMdd"))
{
log.Info(string.Format("导入今天日线数据，分类:{1}：从日期{0}", StartDate.ToString("yyyy-MM-dd"), category.name));
var task1 = new PriceUpdate
{
StartDate = StartDate,
CateCode = category.code
};
sender.Send(JsonConvert.SerializeObject(task1));
//ImportTodayPrice(stockList);
}
else
{
IList <data.stock> stockList = stockService.GetStockByCategory(category.code);
foreach (var stock in stockList)
{
var task1 = new PriceUpdate
{
StartDate = StartDate,
StockCode = stock.code
};
sender.Send(JsonConvert.SerializeObject(task1));
//log.Info(string.Format("导入日线开始，股票:{1}：从日期{0}", StartDate.ToString("yyyy-MM-dd"), stock.name));
//ImportDay(stock, StartDate);
//log.Info(string.Format("导入周线开始，股票:{1}：从日期{0}", StartDate.ToString("yyyy-MM-dd"), stock.name));
//ImportWeek(stock, StartDate);
//log.Info(string.Format("导入月线开始，股票:{1}：从日期{0}", StartDate.ToString("yyyy-MM-dd"), stock.name));
//ImportMonth(stock, StartDate);
//log.Info(string.Format("导入结束，股票:{1}：从日期{0}", StartDate.ToString("yyyy-MM-dd"), stock.name));
}
}
}
}
private IList <TaskMessage> ComputeStockState(Task.Interface.IMessageSender sender)
{
this.Log().Info("开始计算个股形态");
IList <stockcategory> cateList = cateService.FindAll();
IList <TaskMessage> msgList = new List <TaskMessage>();
TechCycle[] cycleList = new TechCycle[] { TechCycle.day, TechCycle.week, TechCycle.month };
foreach (var category in cateList)
{
IList <stock> stockList = stockService.GetStockByCategory(category.code);
foreach (var stock in stockList)
{
this.Log().Info("计算股票：" + stock.name);
foreach (var cycle in cycleList)
{
var task1 = new IndexTask
{
type = ObjectType.Stock,
code = stock.code,
cycle = cycle
};
sender.Send(JsonConvert.SerializeObject(task1));
Thread.Sleep(100);
}
}
}
//string[] list = new string[] { "0600265" };
//foreach (var code in list)
//{
// foreach (var cycle in cycleList)
// {
// var task1 = new IndexTask
// {
// type = ObjectType.Stock,
// code = code,
// cycle = cycle
// };
// sender.Send(JsonConvert.SerializeObject(task1));
// }
//}
return(msgList);
}
public PriceInfo GetCurrentData(ObjectType objType, TechCycle cycle, string code)
{
string tableName = string.Format("data_{0}_day_latest", objType.ToString());
switch (cycle)
{
case TechCycle.day:
if (objType == ObjectType.Stock)
{
tableName = "stock";
}
else if (objType == ObjectType.Object)
{
tableName = "customobject";
}
else if (objType == ObjectType.Category)
{
tableName = "stockcategory";
}
string statisSql = string.Format("select code,open,price,yestclose,high,low,percent,updown,volume,turnover from {0} a where a.code = @p0", tableName);
using (var entity = new StockManDBEntities())
{
var racentPrice = entity.Database.SqlQuery <PriceInfo>(statisSql, code);
//return getDataByRange(code, tableName, endDate, startDate);
return(racentPrice.FirstOrDefault());
}
//break;
case TechCycle.week:
DateTime endDate = DateTime.Now.AddDays(DayOfWeek.Sunday - DateTime.Now.DayOfWeek);
DateTime startDate = endDate.AddDays(-7);
return(getDataByRange(code, tableName, endDate, startDate));
//break;
case TechCycle.month:
DateTime nextMonthData = DateTime.Now.AddMonths(1);
DateTime endDate0 = new DateTime(nextMonthData.Year, nextMonthData.Month, 1);
DateTime startDate0 = new DateTime(DateTime.Now.Year, DateTime.Now.Month, 1);
return(getDataByRange(code, tableName, endDate0, startDate0));
//break;
}
return(null);
}
protected IList <IndexDefinitionInfo> index_definition_infos(TechCycle cycle)
{
var list = indexService.FindAll();
this.Log().Info(list.Count + "");
IList <IndexDefinitionInfo> defineList = list.Select(define => new IndexDefinitionInfo
{
code = define.code,
name = define.name,
fields = JsonConvert.DeserializeObject <IList <Field> >(define.fields),
parameter = define.parameter,
table_name = "Tech_Stock_" + define.table_name + "_" + cycle.ToString(),
algorithm_script = define.algorithm_script
}).ToList();
return(defineList);
}
public IList <PriceInfo> GetPriceInfo(string categoryCode, TechCycle type, DateTime date)
{
string sql = string.Format(@"SELECT code
,date
,open
,low
,price
,updown
,yestclose
,volume
,high
,percent
,turnover
FROM Data_Category_{0}_Latest where object_code='{1}' and date='{2}'", type, categoryCode, date.ToString("yyyy-MM-dd"));
using (var entity = new StockManDBEntities())
{
return(entity.Database.SqlQuery <PriceInfo>(sql).ToList());
}
}
public IList <PriceInfo> GetObjectData(string entityType, TechCycle cycle, string objCode)
{
//data_object_day_latest
using (StockManDBEntities entity = new StockManDBEntities())
{
string sql = string.Format(@"SELECT code
,date
,open
,low
,price
,updown
,yestclose
,volume
,high
,percent
,turnover
FROM Data_{0}_{1}_Latest where object_code='{2}' order by code", entityType, cycle, objCode);
return(entity.Database.SqlQuery <PriceInfo>(sql).ToList());
}
}
public string[][] GetIndexData(string entityType, string techName, TechCycle cycle, string dataId)
{
using (StockManDBEntities entity = new StockManDBEntities())
{
var indexDefine = entity.indexdefinition.FirstOrDefault(p => p.name == techName);
if (indexDefine == null)
{
return(null);
}
var fields = JsonConvert.DeserializeObject <IList <Field> >(indexDefine.fields);
string tableName = "Tech_" + entityType + "_" + indexDefine.table_name + "_" + cycle;
string sql = @"select * from " + tableName + " where f_code='" + dataId + "' order by date desc limit 500";
entity.Database.Connection.Open();
using (entity.Database.Connection)
{
System.Data.IDbCommand commond = entity.Database.Connection.CreateCommand();
commond.CommandText = sql;
IDataReader reader = commond.ExecuteReader();
List <string[]> indexData = new List <string[]>();
while (reader.Read())
{
var data = new List <string>();
data.Add(DateTime.Parse(reader["date"] + "").ToString("yyyyMMdd"));
data.AddRange(fields.Select(filed => reader[filed.name] + ""));
indexData.Add(data.ToArray());
}
entity.Database.Connection.Close();
indexData.Reverse();
return(indexData.ToArray());
}
}
}
private void ComputeCategoryState(Task.Interface.IMessageSender sender)
{
IList <stockcategory> cateList = cateService.FindAll();
TechCycle[] cycleList = new TechCycle[] { TechCycle.day, TechCycle.week, TechCycle.month };
this.Log().Info("开始计算行业形态");
foreach (var category in cateList)
{
this.Log().Info("计算行业：" + category.name);
foreach (var cycle in cycleList)
{
var task1 = new IndexTask
{
type = ObjectType.Category,
code = category.code,
cycle = cycle
};
sender.Send(JsonConvert.SerializeObject(task1));
Thread.Sleep(100);
}
}
}
private void ComputeMarketState(Task.Interface.IMessageSender sender)
{
var objList = objService.FindAll();
TechCycle[] cycleList = new TechCycle[] { TechCycle.day, TechCycle.week, TechCycle.month };
this.Log().Info("开始计算大盘形态");
foreach (var obj in objList)
{
this.Log().Info("计算大盘：" + obj.name);
foreach (var cycle in cycleList)
{
var task1 = new IndexTask
{
type = ObjectType.Object,
code = obj.code,
cycle = cycle
};
sender.Send(JsonConvert.SerializeObject(task1));
Thread.Sleep(100);
}
}
}
private void Calculate(IndexDefinitionInfo define, TechCycle cycle)
{
IIndex indexGener = new Dma();// CodeHelper.GetIEvaluator(define.server_algorithm_code);
IList <stockcategory> cateList = cateService.GetCategoryList("tencent");
int tatol = 0;
foreach (var category in cateList)
{
IList <stock> stockList = stockService.GetStockByCategory(category.code);
foreach (stock stock in stockList)
{
IList <PriceInfo> list = stockService.GetStockPriceDayInfo(stock);
IList <IndexData> listIndexData = GetLastIndexData(stock, define);
var result = indexGener.GetState(listIndexData);
this.Log().Info(stock.name + "_" + result);
using (StockManDBEntities entity = new StockManDBEntities())
{
var cate = "1";
var code = cate + "_" + stock.code + "_" + define.code;
var objectState = entity.objectstate.FirstOrDefault(p => p.code == code);
if (objectState == null)
{
var temp = new objectstate()
{
code = code,
category_code = cate,
object_code = stock.code,
index_code = define.code,
date = DateTime.Now
};
switch (cycle)
{
case TechCycle.day:
temp.day = (int)result;
break;
case TechCycle.week:
temp.week = (int)result;
break;
default:
temp.month = (int)result;
break;
}
entity.objectstate.Add(temp);
}
else
{
switch (cycle)
{
case TechCycle.day:
objectState.last_day = objectState.day;
objectState.day = (int)result;
break;
case TechCycle.week:
objectState.last_week = objectState.week;
objectState.week = (int)result;
break;
default:
objectState.last_month = objectState.month;
objectState.month = (int)result;
break;
}
}
entity.SaveChanges();
}
if (++tatol > 3)
{
break;
}
}
if (tatol > 3)
{
break;
}
}
}
private void InitCategoryIndexByMonth(string categoryCode)
{
//获取某只股票的所有价格列表
TechCycle cycle = TechCycle.day;
//获取日线数据
var dayList = cateService.GetPriceInfo(categoryCode, TechCycle.day);
if (dayList.Count == 0)
{
return;
}
var weekList = new List <PriceInfo>();
DateTime startTime = dayList[0].date;
PriceInfo lastWeekPrice = null;
while (startTime < DateTime.Now)
{
DateTime nextDate = startTime.AddMonths(1);
DateTime endTime = new DateTime(nextDate.Year, nextDate.Month, 1);
var rangePrice = dayList.Where(p => p.date >= startTime && p.date < endTime).OrderBy(p => p.date).ToList();
if (rangePrice.Count == 0)
{
startTime = endTime;
continue;
}
var lastPrice = rangePrice[rangePrice.Count - 1];
decimal?open = rangePrice[0].price;
decimal?close = lastPrice.price;
decimal?high = rangePrice.Max(p => p.price);
decimal?low = rangePrice.Min(p => p.price);
decimal?volume = rangePrice.Sum(p => p.volume);
decimal?turnover = rangePrice.Sum(p => p.turnover);
decimal?percent = 0;
decimal?updown = 0;
decimal?yestclose = 0;
if (lastWeekPrice != null)
{
yestclose = lastWeekPrice.price;
updown = close - yestclose;
if (yestclose != 0)
{
percent = updown / yestclose;
}
}
var currentPrice = new PriceInfo
{
code = categoryCode,
open = open,
price = close,
low = low,
high = high,
date = lastPrice.date,
percent = Math.Round(percent ?? 0, 2),
turnover = turnover,
updown = updown,
volume = volume,
yestclose = yestclose
};
weekList.Add(currentPrice);
lastWeekPrice = currentPrice;
startTime = endTime;
}
try
{
cateService.AddPriceByMonth <data_category_month_latest>(weekList, false);
this.Log().Info(string.Format("行业指数计算完成：周期：{0}，类别：{1}", TechCycle.month, categoryCode));
}
catch (Exception ex)
{
//(new System.Collections.Generic.Mscorlib_CollectionDebugView<System.Data.Entity.Validation.DbEntityValidationResult>(((System.Data.Entity.Validation.DbEntityValidationException)(ex)).EntityValidationErrors as System.Collections.Generic.List<System.Data.Entity.Validation.DbEntityValidationResult>)).Items[0].ValidationErrors
this.Log().Error(ex.Message);
}
}
private void InitCategoryIndexByDay(string categoryCode)
{
//获取某只股票的所有价格列表
TechCycle cycle = TechCycle.day;
var stocks = stockService.GetPriceInfo("0600000", cycle);
decimal yestclose = 0;
decimal baseIndex = 100;
decimal baseValue = 0;
//计算每个周期的指数值
for (int i = 0; i < stocks.Count; i++)
{
var stock = stocks[i];
var priceList = stockService.GetStockPriceByDate(categoryCode, cycle, stock.date);
if (priceList == null || priceList.Count == 0)
{
continue;
}
decimal total = 0, vol = 0, turnover = 0, index = 0;
foreach (var priceInfo in priceList)
{
total += priceInfo.price ?? 1 * priceInfo.volume ?? 1;
vol += priceInfo.volume ?? 1;
turnover += priceInfo.turnover ?? 1;
}
if (baseValue == 0)
{
baseValue = total;
index = 100;
}
else
{
index = (total / baseValue) * 100;
}
var info = new data.PriceInfo
{
code = categoryCode,
date = stock.date,
price = Math.Round(index, 2),
high = 0,
low = 0,
yestclose = yestclose,
volume = vol,
turnover = turnover,
open = Math.Round(index, 2),
};
yestclose = index;
try
{
//cateService.AddPriceInfo(categoryCode, info, cycle);
//if (cycle == TechCycle.day)
//{
cateService.AddPriceByDay <data_category_day_latest>(new List <PriceInfo>()
{
info
}, true);
//}
//else if (cycle == TechCycle.week)
//{
// cateService.AddPriceByWeek<data_category_week_latest>(new List<PriceInfo>() { info }, true);
//}
//else if (cycle == TechCycle.month)
//{
// cateService.AddPriceByMonth<data_category_month_latest>(new List<PriceInfo>() { info }, true);
//}
this.Log().Info(string.Format("行业指数：周期：{0}，日期：{1}，类别：{2}，数值：{3}", cycle, info.date, categoryCode, info.price));
}
catch (Exception ex)
{
//(new System.Collections.Generic.Mscorlib_CollectionDebugView<System.Data.Entity.Validation.DbEntityValidationResult>(((System.Data.Entity.Validation.DbEntityValidationException)(ex)).EntityValidationErrors as System.Collections.Generic.List<System.Data.Entity.Validation.DbEntityValidationResult>)).Items[0].ValidationErrors
this.Log().Error(ex.Message);
}
}
}
public string GetHistoryData(ObjectType objType, TechCycle cycle, string code)
{
//e[0],//日期
//e[1],//开盘
//e[2],//收盘
//e[3],//最高
//e[4],//最低
//e[5],//成交量
//e[6],//涨跌额
//e[7],//涨跌幅
using (var entity = new StockManDBEntities())
{
string tableName = string.Format("data_{0}_{1}_latest", objType.ToString(), cycle);
string where = string.Empty;
switch (cycle)
{
case TechCycle.day:
//where = string.Format("and date < (select max(date) from {0} where object_code='{1}')", tableName, code);
break;
case TechCycle.week:
DateTime endDate = DateTime.Now.AddDays(DayOfWeek.Sunday - DateTime.Now.DayOfWeek);
DateTime startDate = endDate.AddDays(-7);
//return getDataByRange(code, tableName, endDate, startDate);
where = string.Format(" and date < '{0}'", startDate.ToString("yyyy-MM-dd"));
break;
case TechCycle.month:
DateTime startDate0 = new DateTime(DateTime.Now.Year, DateTime.Now.Month, 1).AddDays(-1);
where = string.Format(" and date <= '{0}'", startDate0.ToString("yyyy-MM-dd"));
break;
}
string sql = string.Format(@"SELECT * FROM ( SELECT
date
,open
,price
,high
,low
,volume
,updown
,percent
,yestclose
,turnover
FROM {0} where object_code='{1}' {2} order by date desc limit 150) a order by a.date ASC", tableName, code, where);
entity.Database.Connection.Open();
using (entity.Database.Connection)
{
System.Data.IDbCommand commond = entity.Database.Connection.CreateCommand();
commond.CommandText = sql;
IDataReader reader = commond.ExecuteReader();
string dataStr = "";
while (reader.Read())
{
string fstr = string.Format("\"{0}\"", DateTime.Parse(reader["date"] + "").ToString("yyyyMMdd"));
for (var i = 1; i < reader.FieldCount; i++)
{
if (string.IsNullOrEmpty(reader[i] + ""))
{
fstr += "," + "0";
}
else
{
fstr += "," + reader[i];
}
}
fstr = "[" + fstr + "]";
if (dataStr.Length == 0)
{
dataStr = fstr;
}
else
{
dataStr += "," + fstr;
}
}
dataStr = "[" + dataStr + "]";
entity.Database.Connection.Close();
return(dataStr);
}
}
}