public virtual bool Initialize()
{
try
{
m_dbConStr = ConfigurationManager.ConnectionStrings["MarketDataDB"].ConnectionString;
}
catch (Exception ex)
{
string error = "Not found dbConnString MarketDataDB";
m_eventLogger.WriteError(error);
USeConsole.WriteLine(error);
return(false);
}
m_alphaDBName = ConfigurationManager.AppSettings["AlphaDBName"];
if (string.IsNullOrEmpty(m_alphaDBName))
{
string error = "Not found AlphaDBName";
m_eventLogger.WriteError(error);
USeConsole.WriteLine(error);
return(false);
}
return(true);
}
public override bool Run()
{
USeProductManager varietiesManager = CreateVarietiesManager();
DirectoryInfo klineDir = new DirectoryInfo(m_kLineFolder);
FileInfo[] klineFiles = klineDir.GetFiles("1min-*.csv");
List <LogFileInfo> logFileList = new List <LogFileInfo>();
foreach (FileInfo fileItem in klineFiles)
{
//if (fileItem.Name.StartsWith("1min") || fileItem.Name.StartsWith("1day"))
//if (fileItem.Name.StartsWith("1min-cu1707"))// || fileItem.Name.StartsWith("1day"))
{
LogFileInfo logFileInfo = LogFileInfo.ParseLogFile(fileItem, varietiesManager);
logFileList.Add(logFileInfo);
}
}
if (logFileList.Count < 0)
{
string text = "无可导入文件";
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
return(true);
}
int index = 0;
foreach (LogFileInfo file in logFileList)
{
index++;
try
{
ClosePrice2Importer importer = new ClosePrice2Importer(file);
List <ClosePrice2Entity> closePriceList = importer.ParseClosePrice2();
string text = string.Format("解析{0}.{1}午盘数据完成,共计{2}条",
importer.InstrumentCode, importer.Market, closePriceList.Count);
USeConsole.WriteLine(text);
Stopwatch stopWathch = new Stopwatch();
stopWathch.Start();
SaveClosePrice2Data(importer.Market, closePriceList);
stopWathch.Stop();
long useSecondes = stopWathch.ElapsedMilliseconds / 1000;
USeConsole.WriteLine(string.Format("导入{0}.{1}午盘数据完成,共计{2}条,耗时{3}秒,平均速度{4}/秒,Finish{5}/{6}",
importer.InstrumentCode, importer.Market, closePriceList.Count, useSecondes,
useSecondes > 0 ? closePriceList.Count / useSecondes : 0, index, logFileList.Count));
}
catch (Exception ex)
{
string text = string.Format("导入数据失败,文件路径:{0},错误:{1}", file.FileInfo.FullName, ex.Message);
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
}
}
return(true);
}
/// <summary>
/// 程序初始化。
/// </summary>
/// <returns></returns>
private bool Init()
{
Debug.Assert(!String.IsNullOrEmpty(m_appName));
Console.Title = m_appName;
FileInfo fileInfo = new FileInfo(Process.GetCurrentProcess().MainModule.FileName);
System.Environment.CurrentDirectory = fileInfo.DirectoryName;
IAppLogger logger = null;
try
{
logger = AppLogger.InitInstance();
}
catch (Exception ex)
{
USeConsole.WriteLine(string.Format("初始化日志失败,错误:{0}.", ex.Message));
return(false);
}
AppDomain.CurrentDomain.UnhandledException += OnUnhandledException;
logger.LineFeed();
logger.WriteInformation(m_appName + " 启动。");
return(true);
}
/// <summary>
/// 未捕获异常。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void OnUnhandledException(object sender, UnhandledExceptionEventArgs e)
{
Exception ex = (Exception)e.ExceptionObject;
USeConsole.WriteLine(string.Format("observed unhandled exception:\r\n{0}", ex.ToString()));
if (AppLogger.SingleInstance != null)
{
AppLogger.SingleInstance.WriteError("[MainContractMarginCalculater] catched unhandled exception:\r\n" + ex.ToString());
}
}
public override bool Run()
{
USeProductManager varietiesManager = CreateVarietiesManager();
List <LogFileInfo> logFileList = GetLogFiles(varietiesManager);
if (logFileList.Count < 0)
{
string text = "无可导入文件";
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
return(true);
}
int index = 0;
foreach (LogFileInfo file in logFileList)
{
index++;
try
{
KLineImporter importer = new KLineImporter(file);
if (importer.Cycel != USeCycleType.Min1 &&
importer.Cycel != USeCycleType.Day)
{
continue;
}
DateTime beginDate;
DateTime endDate;
List <USeKLine> klineList = importer.ParseKLine(out beginDate, out endDate);
string text = string.Format("解析{0}.{1}@{2}数据完成,共计{3}条",
importer.InstrumentCode, importer.Market, importer.Cycel, klineList.Count);
USeConsole.WriteLine(text);
Stopwatch stopWathch = new Stopwatch();
stopWathch.Start();
SaveKLineData(importer.Market, importer.Cycel, importer.InstrumentCode, beginDate, endDate, klineList);
stopWathch.Stop();
long useSecondes = stopWathch.ElapsedMilliseconds / 1000;
USeConsole.WriteLine(string.Format("导入{0}.{1}@{2}完成,共计{3}条,耗时{4}秒,平均速度{7}/秒,Finish{5}/{6}",
importer.InstrumentCode, importer.Market, importer.Cycel, klineList.Count, useSecondes, index, logFileList.Count,
useSecondes > 0 ? klineList.Count / useSecondes : 0));
}
catch (Exception ex)
{
string text = string.Format("导入数据失败,文件路径:{0},错误:{1}", file.FileInfo.FullName, ex.Message);
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
}
}
return(true);
}
/// <summary>
/// 计算指定日主力合约。
/// </summary>
/// <param name="settlementDate"></param>
/// <returns></returns>
private bool CalculateSerialContract(SettlementDayType settlementDayType, DateTime settlementDate, List <ErrorVarieties> errorList)
{
string text = string.Empty;
if (!m_tradingDateManager.IsTradingDate(settlementDate))
{
text = string.Format("{0:yyyy-MM-dd}为非交易日,无需计算", settlementDate);
USeConsole.WriteLine(text);
return(true);
}
Debug.Assert(m_varietiesList != null && m_varietiesList.Count > 0);
foreach (USeProduct varieties in m_varietiesList)
{
try
{
List <string> serialContractList = null;
if (settlementDayType == SettlementDayType.Today)
{
serialContractList = GetTodaySerialInstrument(varieties, settlementDate);
}
else
{
Debug.Assert(settlementDayType == SettlementDayType.SpecialDay);
serialContractList = GetHistorySerialInstrument(varieties, settlementDate); //连续合约
}
SaveSerialContract(varieties, settlementDate, serialContractList);
text = string.Format("{0}@{1:yyyy-MM-dd}连续合约计算完成,共{2}个合约", varieties.ProductCode, settlementDate, serialContractList.Count);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
catch (Exception ex)
{
text = string.Format("{0}@{1:yyyy-MM-dd}连续合约计算失败,{2}", varieties.ProductCode, settlementDate, ex.Message);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
errorList.Add(new ErrorVarieties()
{
Varieties = varieties.ProductCode,
SettlementDate = settlementDate,
ErrorMessage = ex.Message
});
}
}
return(true);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public override bool Run()
{
List <MainContractEntity> mainContractList = GetMainContractList();
if (mainContractList.Count < 0)
{
string text = "无可导入主力合约";
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
return(true);
}
int index = 0;
foreach (MainContractEntity mainContract in mainContractList)
{
index++;
try
{
string cmdDeleteText = GetMainContractMin1KLineDeleteSql(mainContract);
string cmdInsertText = GetMainContractMin1KLineInsertSql(mainContract);
string cmdText = cmdDeleteText + cmdInsertText;
Stopwatch stopWathch = new Stopwatch();
stopWathch.Start();
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
MySqlCommand command = new MySqlCommand(cmdText, connection);
command.ExecuteNonQuery();
}
stopWathch.Stop();
long useSecondes = stopWathch.ElapsedMilliseconds / 1000;
USeConsole.WriteLine(string.Format("导入{0}主力合约K线完成,耗时{1}秒,Finish{2}/{3}",
mainContract, useSecondes, index, mainContractList.Count));
}
catch (Exception ex)
{
string text = string.Format("导入{0}主力合约K线失败,错误:{1}", mainContract, ex.Message);
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
}
}
return(true);
}
public override bool Initialize()
{
if (base.Initialize() == false)
{
return(false);
}
string klinFolder = ConfigurationManager.AppSettings["KLineFolder"];
if (string.IsNullOrEmpty(klinFolder))
{
string text = "Not found KLineFolder";
m_eventLogger.WriteError(text);
USeConsole.WriteLine(text);
return(false);
}
m_kLineFolder = klinFolder;
return(true);
}
/// <summary>
/// 初始化。
/// </summary>
/// <returns></returns>
public override bool Initialize()
{
if (base.Initialize() == false)
{
return(false);
}
try
{
string beginDateValue = ConfigurationManager.AppSettings["MainContractBeginDate"];
if (string.IsNullOrEmpty(beginDateValue))
{
string text = "Not found MainContractBeginDate";
m_eventLogger.WriteError(text);
USeConsole.WriteLine(text);
return(false);
}
string endDateValue = ConfigurationManager.AppSettings["MainContractEndDate"];
if (string.IsNullOrEmpty(endDateValue))
{
string text = "Not found MainContractEndDate";
m_eventLogger.WriteError(text);
USeConsole.WriteLine(text);
return(false);
}
m_beginDate = Convert.ToDateTime(beginDateValue);
m_endDate = Convert.ToDateTime(endDateValue);
}
catch (Exception ex)
{
string text = "初始化主力合约K线导入服务失败," + ex.Message;
m_eventLogger.WriteError(text);
USeConsole.WriteLine(text);
return(false);
}
return(true);
}
/// <summary>
/// 计算指定时段主力合约。
/// </summary>
/// <param name="beginDate">起始日。</param>
/// <param name="endDate">结束日。</param>
/// <returns></returns>
private bool CalculateMainContract(DateTime beginDate, DateTime endDate, List <ErrorVarieties> errorList)
{
string text = string.Empty;
DateTime settlementDate = beginDate;
while (settlementDate <= endDate)
{
try
{
CalculateMainContract(settlementDate, errorList);
}
catch (Exception ex)
{
text = string.Format("{0:yyyy-MM-dd}计算失败,错误:{1}", settlementDate, ex.Message);
m_logger.WriteError(text);
USeConsole.WriteLine(text);
}
settlementDate = settlementDate.AddDays(1);
}
return(true);
}
/// <summary>
/// 检查当日基础数据是否准备就绪。
/// </summary>
/// <returns></returns>
private bool CheckTodayBaseDataIsReady()
{
string text = string.Empty;
int tryCount = 0;
while (tryCount <= m_tryCount)
{
tryCount++;
bool verifyResult = false;
try
{
verifyResult = CheckBaseDataIsReady(DateTime.Today);
}
catch (Exception ex)
{
text = string.Format("基础数据第{0}次检查失败,错误：{1}", tryCount, ex.Message);
m_logger.WriteError(text);
USeConsole.WriteLine(text);
}
if (verifyResult == false)
{
text = string.Format("基础数据第{0}次检查未就绪，等待{1}继续尝试", tryCount, m_tryInterval);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
Thread.Sleep(m_tryInterval);
continue;
}
else
{
return(true);
}
}
return(false);
}
/// <summary>
/// 读取配置信息。
/// </summary>
/// <returns></returns>
private bool ReadConfig()
{
try
{
string exePath = System.Reflection.Assembly.GetExecutingAssembly().Location;
Debug.Assert(!string.IsNullOrEmpty(exePath));
Configuration config = ConfigurationManager.OpenExeConfiguration(exePath);
if (!config.HasFile)
{
throw new ApplicationException("Not found the specific configuration file.");
}
CtpOrderDriverSection ctpSection = config.GetSection("CtpOrderDriver") as CtpOrderDriverSection;
m_ctpDriverConfig = ctpSection.CtpOrderDriver;
m_ctpAccountConfig = ctpSection.CtpAccount;
m_dbConStr = ConfigurationManager.ConnectionStrings["MarketDataDB"].ConnectionString;
m_alphaDBName = ConfigurationManager.AppSettings["AlphaDBName"];
//配置的查询参数
QuerySettingsSection settingsSection = config.GetSection("QuerySettlementSettings") as QuerySettingsSection;
m_queryFrequence = settingsSection.QuerySettings.QueryFrequence;
m_noonExchangeEndTime = settingsSection.QuerySettings.ExchangeNoonEndTime;
m_noonExchangeBeginTime = settingsSection.QuerySettings.ExchangeNoonBeginTime;
}
catch (Exception ex)
{
string error = "Not found the specific configuration file," + ex.Message;
USeConsole.WriteLine(error);
m_eventLogger.WriteError(error);
return(false);
}
return(true);
}
/// <summary>
/// 运行程序。
/// </summary>
/// <returns></returns>
private int Run()
{
int exitCode = 0;
IAppLogger logger = AppLogger.SingleInstance;
Debug.Assert(logger != null);
SerialContractCalcServies m_serialContractServer = null;
string message = string.Empty; // 消息。
USeConsole.WriteLine();
try
{
m_serialContractServer = new SerialContractCalcServies(logger);
m_serialContractServer.Initialize();
}
catch (Exception ex)
{
message = String.Format("连续合约计算服务初始化失败,错误:{0}", ex.Message);
logger.WriteError(message);
USeConsole.WriteLine(message);
return(-1);
}
try
{
exitCode = m_serialContractServer.Run();
}
catch (Exception ex)
{
message = String.Format("连续合约计算服务启动失败,错误:{0}", ex.Message);
logger.WriteError(message);
USeConsole.WriteLine(message);
}
return(exitCode);
}
/// <summary>
/// 计算指定日主力合约。
/// </summary>
/// <param name="settlementDate"></param>
/// <returns></returns>
private bool CalculateMainContract(DateTime settlementDate, List <ErrorVarieties> errorList)
{
string text = string.Empty;
TradeCalendar tradeCalendar = m_tradingDateManager.GetTradeCalendar(settlementDate);
if (tradeCalendar.IsTradeDay == false)
{
text = string.Format("{0:yyyy-MM-dd}为非交易日,无需计算", settlementDate);
USeConsole.WriteLine(text);
return(true);
}
//[yangming]历史数据未维护暂不校验
//if (CheckBaseDataIsReady(settlementDate) == false)
//{
// text = string.Format("{0:yyyy-MM-dd}结算数据未就绪，无法计算", settlementDate);
// m_logger.WriteWarning(text);
// USeConsole.WriteLine(text);
// errorList.Add(new ErrorVarieties() {
// Varieties = "All",
// SettlementDate = settlementDate,
// ErrorMessage = text
// });
// return false;
//}
Debug.Assert(m_varietiesList != null && m_varietiesList.Count > 0);
foreach (USeProduct varieties in m_varietiesList)
{
//if (varieties.ProductCode != "CF") continue;
try
{
string mainContract = GetMaxVolumeInstrument(varieties, settlementDate);
//mainContract = "CF709";
List <string> hisMainContractList = GetHistoryMainContract(varieties, settlementDate);
if (hisMainContractList != null && hisMainContractList.Count > 0)
{
string lastMainContract = hisMainContractList[0];
if (mainContract != lastMainContract)
{
//主力合约不同于昨日,且曾经为主力合约，则主力合约不切换
if (hisMainContractList.Contains(mainContract))
{
mainContract = lastMainContract;
}
}
}
SaveMainContract(varieties, tradeCalendar.NextTradeDay, mainContract);
text = string.Format("{0}@{1:yyyy-MM-dd}主力合约计算完成,主力合约:{2}", varieties.ProductCode, settlementDate, mainContract);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
catch (Exception ex)
{
text = string.Format("{0}@{1:yyyy-MM-dd}主力合约计算失败,{2}", varieties.ProductCode, settlementDate, ex.Message);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
errorList.Add(new ErrorVarieties()
{
Varieties = varieties.ProductCode,
SettlementDate = settlementDate,
ErrorMessage = ex.Message
});
}
}
return(true);
}
/// <summary>
/// 启动计算主力合约方法。
/// </summary>
/// <returns></returns>
public int Run()
{
string text = string.Empty;
try
{
TradeCalendarManager tradeCalendarManager = new TradeCalendarManager(m_dbConnStr, m_alpahDBName);
tradeCalendarManager.Initialize();
m_tradingDateManager = tradeCalendarManager;
text = "初始化交易日历成功";
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
catch (Exception ex)
{
text = string.Format("初始化交易日历失败,错误:{0}.", ex.Message);
m_logger.WriteError(text);
USeConsole.WriteLine(text);
return(-1);
}
try
{
m_varietiesList = GetAllVarieties();
text = "加载品种信息成功";
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
catch (Exception ex)
{
text = "加载品种信息失败," + ex.Message;
m_logger.WriteError(text);
USeConsole.WriteLine(text);
return(-1);
}
if (m_dayType == SettlementDayType.Today)
{
//当日主力合约计算先检查基础数据状态，基础数据就绪后在计算主力合约
if (CheckTodayBaseDataIsReady() == false)
{
text = string.Format("{0:yyyy-MM-dd}基础数据未就绪,无法计算", m_beginDate);
m_logger.WriteError(text);
USeConsole.WriteLine(text);
return(-2);
}
text = string.Format("{0:yyyy-MM-dd}基础数据已就绪，开始计算主力合约", m_beginDate);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
List <ErrorVarieties> errorList = new List <ErrorVarieties>();
CalculateMainContract(m_beginDate, m_endDate, errorList);
if (errorList.Count > 0)
{
foreach (ErrorVarieties errorItem in errorList)
{
text = errorItem.ToString();
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
return(-2);
}
return(0);
}
/// <summary>
/// 运行程序。
/// </summary>
/// <returns></returns>
private int Run()
{
int exitCode = 0;
IAppLogger logger = AppLogger.SingleInstance;
Debug.Assert(logger != null);
string text = string.Empty;
string importDataTypeValue = ConfigurationManager.AppSettings["ImportDataType"];
if (string.IsNullOrEmpty(importDataTypeValue))
{
text = String.Format("导入数据类型为空");
logger.WriteError(text);
USeConsole.WriteLine(text);
return(-1);
}
ImportDataType importDataType = (ImportDataType)Enum.Parse(typeof(ImportDataType), importDataTypeValue);
ImportServices importServices = null;
switch (importDataType)
{
case ImportDataType.DayKLine:
importServices = new KLineImportServices(USeCycleType.Day, logger);
break;
case ImportDataType.Min1KLine:
importServices = new KLineImportServices(USeCycleType.Min1, logger);
break;
case ImportDataType.ClosePrice2:
importServices = new ClosePrice2ImportServices(logger);
break;
case ImportDataType.ContractIndex:
importServices = new ContractIndexImportServices(logger);
break;
case ImportDataType.MainContractKLine:
importServices = new MainContractKLineImportServices(logger);
break;
default:
{
string error = string.Format("未知的数据导入类型:{0}", importDataType);
logger.WriteError(error);
USeConsole.WriteLine(text);
return(-1);
}
}
try
{
if (importServices.Initialize() == false)
{
return(-1);
}
importServices.Run();
}
catch (Exception ex)
{
text = String.Format("导入数据失败,错误:{0}", ex.Message);
logger.WriteError(text);
USeConsole.WriteLine(text);
return(-1);
}
return(exitCode);
}
private TimeSpan m_nextDayRange = new TimeSpan(18, 0, 0); // 下一交易日的时间分界点
#endregion // member
#region methods
/// <summary>
/// 启动结算价下载。
/// </summary>
public int Start()
{
//确定更新结算价成功之后，需要再次计算资金沉淀，盘中的时候用的是最新价计算，有结算价之后，就改为结算价重新刷新一遍计算
//计算公式：资金沉淀=品种持仓量*结算价*合约规模*交易所多头保证金比例
//计算资金总沉淀(盘中就用最新价计算资金沉淀，待下午结算价出来之后，按照结算价再更新一次)
//int perSharesContract = GetInstrumentPerSharesContract(marketData.Instrument.InstrumentCode);//合约规模
//decimal exchangeLongMarginRatio = GetExchangeLongMarginRatio(marketData.Instrument.InstrumentCode);//保证金
//m_kLine.SendimentaryMoney = marketData.OpenInterest * marketData.LastPrice * perSharesContract * exchangeLongMarginRatio;//资金沉淀
//取出UseinstrumentDetail品种合约信息取出合约规模和保证金额比例，再次执行SQL语句
try
{
m_eventLogger = AppLogger.InitInstance();
}
catch
{
m_eventLogger = new NullLogger("DownloadProcessor_DefaultLogger");
}
m_eventLogger.LineFeed();
string text = "开始下载结算价服务";
m_eventLogger.WriteInformation(text);
WriteConsoleLog(text);
if (ReadConfig() == false)
{
return(-1);
}
//下载所有合约详情，失败直接退出因为后面需要基础数据
try
{
USeTradingInstrumentManager tradingInsManager = CreateInstrumentManager();
m_insDetailList = tradingInsManager.GetAllInstrumentDetails();
Debug.Assert(m_insDetailList != null);
}
catch (Exception ex)
{
text = "下载数据库所有合约详情InstrumentDetail失败," + ex.Message;
WriteConsoleLog(text);
m_eventLogger.WriteError(text);
return(-1);
}
CtpOrderQuerier ctpApp = new CtpOrderQuerier();
try
{
ctpApp.Connect(m_ctpDriverConfig.Address, m_ctpDriverConfig.Port,
m_ctpDriverConfig.LoginTimeOut, m_ctpDriverConfig.QueryTimeOut);
text = "连接CTP交易服务器成功";
WriteConsoleLog(text);
m_eventLogger.WriteInformation(text);
}
catch (Exception ex)
{
text = "连接CTP交易服务器失败," + ex.Message;
WriteConsoleLog(text);
m_eventLogger.WriteError(text);
ctpApp.Disconnect();
return(-1);
}
try
{
ctpApp.Login(m_ctpAccountConfig.ID, m_ctpAccountConfig.Password, m_ctpAccountConfig.BrokerID);
text = "登陆CTP交易服务器成功";
WriteConsoleLog(text);
m_eventLogger.WriteInformation(text);
}
catch (Exception ex)
{
text = "登陆CTP交易服务器失败," + ex.Message;
WriteConsoleLog(text);
m_eventLogger.WriteError(text);
ctpApp.Disconnect();
return(-1);
}
try
{
List <InstrumentField> instrumentList = ctpApp.QueryInstument();
foreach (InstrumentField item in instrumentList)
{
if (item.ProductClass != ProductClass.Futures)
{
continue;
}
USeInstrumentDetail entity = InsturmentFiledToUSeInstrumentDetail(item);
instrumentDic.Add(entity.Instrument.InstrumentCode, entity);
}
text = string.Format("查询期货合约数据完成,共计{0}个合约", instrumentDic.Count);
WriteConsoleLog(text);
m_eventLogger.WriteInformation(text);
}
catch (Exception ex)
{
text = "查询期货合约数据失败," + ex.Message;
WriteConsoleLog(text);
m_eventLogger.WriteError(text);
ctpApp.Disconnect();
return(-1);
}
DateTime tradingDate = GetTradingDay();
if (m_refrashDate == QueryDay.Today)
{
int queryNum = m_queryNum;
while (queryNum > 0)
{
try
{
List <DepthMarketDataField> tempDepthMarketDataFieldList = ctpApp.QueryDepthMarketData();
Debug.Assert(tempDepthMarketDataFieldList != null);
foreach (DepthMarketDataField marketData in tempDepthMarketDataFieldList)
{
if (marketData.SettlementPrice <= 0d || marketData.SettlementPrice == double.MaxValue)
{
continue;
}
if (instrumentDic.ContainsKey(marketData.InstrumentID))
{
//[hanyu]未防返回的MarketData没有ExchangeID,改用查询回来的合约交易所信息
USeMarket market = instrumentDic[marketData.InstrumentID].Instrument.Market;
SaveInstumentsSettlementPriceToDB(marketData, marketData.InstrumentID, market, tradingDate, marketData.SettlementPrice);
//保存完一笔的同时刷新一次资金沉淀[暂时不在这里处理，改用直接在特定时间执行SQL语句，因为涉及到8888指数和9999主力合约也需要刷新资金沉淀的问题]
//RefreashSendimentaryMoney(marketData, marketData.InstrumentID, market, tradingDate,marketData.SettlementPrice);
instrumentDic.Remove(marketData.InstrumentID);
USeConsole.WriteLine(string.Format("保存{0}成功", marketData.InstrumentID));
}
}
if (instrumentDic.Count <= 0)
{
//所有合约存储完毕，退出
break;
}
queryNum--;
if (queryNum > 0)
{
Thread.Sleep(m_queryFrequence);
}
}
catch (Exception ex)
{
text = string.Format("查询,保存当日结算价异常:{0}", ex.Message);
WriteConsoleLog(text);
m_eventLogger.WriteInformation(text);
ctpApp.Disconnect();
return(-1);
}
}
}
else
{
try
{
List <DepthMarketDataField> tempDepthMarketDataFieldList = ctpApp.QueryDepthMarketData();
Debug.Assert(tempDepthMarketDataFieldList != null);
foreach (DepthMarketDataField marketData in tempDepthMarketDataFieldList)
{
if (marketData.PreSettlementPrice <= 0d || marketData.PreSettlementPrice == double.MaxValue)
{
continue;
}
if (instrumentDic.ContainsKey(marketData.InstrumentID))
{
//[hanyu]未防返回的MarketData没有ExchangeID,改用查询回来的合约交易所信息
USeMarket market = instrumentDic[marketData.InstrumentID].Instrument.Market;
//保存结算价
SaveInstumentsSettlementPriceToDB(marketData, marketData.InstrumentID, market, tradingDate, marketData.PreSettlementPrice);
//RefreashSendimentaryMoney(marketData, marketData.InstrumentID, market, tradingDate,marketData.PreSettlementPrice);
instrumentDic.Remove(marketData.InstrumentID);
USeConsole.WriteLine(string.Format("保存{0}成功", marketData.InstrumentID));
}
}
}
catch (Exception ex)
{
text = string.Format("保存昨日结算价异常:{0}", ex.Message);
WriteConsoleLog(text);
m_eventLogger.WriteInformation(text);
ctpApp.Disconnect();
return(-1);
}
}
if (ctpApp != null)
{
ctpApp.Disconnect();
}
if (instrumentDic.Count > 0)
{
//未查询到的合约写入文件
foreach (USeInstrumentDetail field in instrumentDic.Values)
{
text = string.Format("[{0}]结算价查询失败", field.Instrument.InstrumentCode);
WriteConsoleLog(text);
m_eventLogger.WriteInformation(text);
}
}
else
{
try
{
#if DEBUG
bool iDownLoadResult = VerifyDBSettlementPrice(tradingDate);
Debug.Assert(iDownLoadResult == true);
#endif
RefreshDBSettlementDownLoad(tradingDate, true);
}
catch (Exception ex)
{
text = string.Format("更新结算状态失败,错误:{0}", ex.Message);
WriteConsoleLog(text);
m_eventLogger.WriteInformation(text);
}
}
return(0);
}
/// <summary>
/// 启动午盘休盘价下载。
/// </summary>
public int Start()
{
try
{
m_eventLogger = AppLogger.InitInstance();
}
catch
{
m_eventLogger = new NullLogger("DownloadProcessor_DefaultLogger");
}
m_eventLogger.LineFeed();
string text = "开始下载午盘收盘价服务";
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
if (ReadConfig() == false)
{
return(-1);
}
CtpOrderQuerier ctpApp = new CtpOrderQuerier();
try
{
ctpApp.Connect(m_ctpDriverConfig.Address, m_ctpDriverConfig.Port,
m_ctpDriverConfig.LoginTimeOut, m_ctpDriverConfig.QueryTimeOut);
text = "连接CTP交易服务器成功";
USeConsole.WriteLine(text);
m_eventLogger.WriteInformation(text);
}
catch (Exception ex)
{
text = "连接CTP交易服务器失败," + ex.Message;
USeConsole.WriteLine(text);
m_eventLogger.WriteError(text);
ctpApp.Disconnect();
return(-1);
}
try
{
ctpApp.Login(m_ctpAccountConfig.ID, m_ctpAccountConfig.Password, m_ctpAccountConfig.BrokerID);
text = "登陆CTP交易服务器成功";
USeConsole.WriteLine(text);
m_eventLogger.WriteInformation(text);
}
catch (Exception ex)
{
text = "登陆CTP交易服务器失败," + ex.Message;
USeConsole.WriteLine(text);
m_eventLogger.WriteError(text);
ctpApp.Disconnect();
return(-1);
}
try
{
List <InstrumentField> instrumentList = ctpApp.QueryInstument();
foreach (InstrumentField item in instrumentList)
{
if (item.ProductClass != ProductClass.Futures)
{
continue;
}
USeInstrumentDetail entity = InsturmentFiledToUSeInstrumentDetail(item);
instrumentDic.Add(entity.Instrument.InstrumentCode, entity);
}
text = string.Format("查询期货合约数据完成,共计{0}个合约", instrumentDic.Count);
USeConsole.WriteLine(text);
m_eventLogger.WriteInformation(text);
}
catch (Exception ex)
{
text = "查询期货合约数据失败," + ex.Message;
USeConsole.WriteLine(text);
m_eventLogger.WriteError(text);
ctpApp.Disconnect();
return(-1);
}
List <DepthMarketDataField> depthMarketDataFieldList = new List <DepthMarketDataField>();
depthMarketDataFieldList = ctpApp.QueryDepthMarketData();
//while (true)
//{
// depthMarketDataFieldList = ctpApp.QueryDepthMarketData();
// //返回大于下午开盘的行情时间
// if (VerfiyIsNoonBeginTime(depthMarketDataFieldList) == true)
// {
// text = string.Format("[{0}]行情已经进入下午开盘时间不在午盘时间内", DateTime.Now);
// USeConsole.WriteLine(text);
// m_eventLogger.WriteError(text);
// ctpApp.Disconnect();
// return -1;
// }
// //未找到大于11:30:00。
// if (VerfiyIsNoonEndTime(depthMarketDataFieldList) == false)
// {
// Thread.Sleep(m_queryFrequence);
// continue;
// }
// else
// {
// break;
// }
//}
ctpApp.Disconnect();
try
{
foreach (DepthMarketDataField marketData in depthMarketDataFieldList)
{
if (instrumentDic.ContainsKey(marketData.InstrumentID))
{
USeMarket market = instrumentDic[marketData.InstrumentID].Instrument.Market;
//保存收盘价
SaveClosePriceToDB(marketData, marketData.InstrumentID, market, DateTime.Today, marketData.LastPrice);
instrumentDic.Remove(marketData.InstrumentID);
USeConsole.WriteLine(string.Format("保存{0}成功", marketData.InstrumentID));
}
}
RefrashPriceCloseDownLoad(DateTime.Today, 1);
}
catch (Exception ex)
{
text = string.Format("查询,保存当日午盘数据异常:{0}", ex.Message);
USeConsole.WriteLine(text);
m_eventLogger.WriteInformation(text);
return(-1);
}
return(0);
}
