public OpenInterestData(DateTime date, ZBuffer buffer) {
__cDate = date.Date;
__cInterest = new Dictionary<string, int>(128);
while (buffer.Position < buffer.Length) {
__cInterest.Add(buffer.GetString(), buffer.GetInt32());
}
}
private static ZBuffer Decode(string content) {
ZBuffer cBuffer = null;
string[] sDatas = content.Split(new char[] { '\r', '\n' });
if (sDatas[0].Length == 0) {
return cBuffer;
}
int iLength = sDatas.Length;
if (iLength > 1) {
cBuffer = new ZBuffer(iLength * 20);
int iIndexM = -1, iIndexW = -1;
bool bWeek = false;
string sSymbolId = null;
string sSymbol = string.Empty;
string sContract = string.Empty;
for (int i = 1; i < iLength; i++) {
string sData = sDatas[i];
if (sData.Length > 0) {
string[] sItems = sData.Split(',');
int iInterest = int.Parse(sItems[11]);
if (iInterest > 0) {
bWeek = sItems[2][6] == 'W';
float fTarget = float.Parse(sItems[3]);
char chCallOrPut = sItems[4].Equals("買權") ? 'C' : 'P';
if (!sSymbol.Equals(sItems[1])) {
iIndexW = -1;
iIndexM = -1;
sSymbol = sItems[1];
sContract = string.Empty;
}
if (!sContract.Equals(sItems[2])) {
if (bWeek) {
++iIndexW;
} else {
++iIndexM;
}
sContract = sItems[2];
}
sSymbolId = string.Format("{0}{1}{2}{3}", (bWeek) ? "TXW" : sSymbol, (bWeek) ? iIndexW : iIndexM, chCallOrPut, fTarget);
cBuffer.Add(sSymbolId);
cBuffer.Add(iInterest);
}
}
}
}
return cBuffer;
}
public static OpenInterestData Load(DateTime date) {
OpenInterestData cData = null;
string sFile = string.Format("{0}OI\\{1}.dat", GlobalSettings.Paths.DatabasePath, date.ToString("yyyyMMdd"));
if (File.Exists(sFile)) {
byte[] bArray = File.ReadAllBytes(sFile);
ZBuffer cBuffer = new ZBuffer();
cBuffer.Data = bArray;
cBuffer.Length = bArray.Length;
cData = new OpenInterestData(date, cBuffer);
}
return cData;
}
public static ForeignInvestmentData Create(ZBuffer buffer) {
ForeignInvestmentData cData = new ForeignInvestmentData();
cData.自營商多方交易口數 = buffer.GetInt32();
cData.自營商空方交易口數 = buffer.GetInt32();
cData.自營商多方未平倉口數 = buffer.GetInt32();
cData.自營商空方未平倉口數 = buffer.GetInt32();
cData.投信多方交易口數 = buffer.GetInt32();
cData.投信空方交易口數 = buffer.GetInt32();
cData.投信多方未平倉口數 = buffer.GetInt32();
cData.投信空方未平倉口數 = buffer.GetInt32();
cData.外資多方交易口數 = buffer.GetInt32();
cData.外資空方交易口數 = buffer.GetInt32();
cData.外資多方未平倉口數 = buffer.GetInt32();
cData.外資空方未平倉口數 = buffer.GetInt32();
return cData;
}
public static ForeignInvestmentGroup Load(DateTime date) {
ForeignInvestmentGroup cData = new ForeignInvestmentGroup();
string sFile = string.Format("{0}FI\\{1}.dat", GlobalSettings.Paths.DatabasePath, date.ToString("yyyyMMdd"));
if (File.Exists(sFile)) {
byte[] bArray = File.ReadAllBytes(sFile);
ZBuffer cBuffer = new ZBuffer();
cBuffer.Data = bArray;
cBuffer.Length = bArray.Length;
for (int i = 0; i < 4; i++) {
string sSymbolId = cBuffer.GetString();
cData.Add(sSymbolId, ForeignInvestmentData.Create(cBuffer));
}
}
return cData;
}
/// <summary>
/// 讀取Response資料
/// </summary>
/// <returns>返回值：ZBuffer類別(null=讀取失敗)</returns>
public ZBuffer Read() {
if (__cResponse == null) {
return null;
}
try {
int iLength = 0;
Stream cStream = __cResponse.GetResponseStream();
if (__cResponse.ContentEncoding.Equals("gzip")) {
if (logger.IsDebugEnabled) logger.Debug("封包資料有使用gzip壓縮編碼，建立GZip解碼物件...");
cStream = new GZipStream(cStream, CompressionMode.Decompress);
}
//建立緩衝區
byte[] cTemps = new byte[8192];
MemoryStream cMemoryStream = new MemoryStream(32 * 1024);
do {
iLength = cStream.Read(cTemps, 0, 8192);
cMemoryStream.Write(cTemps, 0, iLength);
} while (iLength != 0);
cStream.Close(); //關閉資料流
cStream.Dispose(); //釋放資源
int iSize = (int)cMemoryStream.Length;
ZBuffer cBuffer = new ZBuffer(iSize);
cBuffer.Length = iSize;
cMemoryStream.Position = 0;
cMemoryStream.Read(cBuffer.Data, 0, iSize);
cMemoryStream.Close();
cMemoryStream.Dispose();
__cResponse = null; //釋放資源
if (logger.IsDebugEnabled) logger.DebugFormat("[Response]資料資訊 Length:{0}", cBuffer.Length);
return cBuffer;
} catch (System.Exception __errExcep) {
logger.ErrorFormat("{0}\r\n{1}", __errExcep.StackTrace, __errExcep.Message);
return null;
}
}
/// <summary>
/// 二分搜尋法(取逼近值)
/// </summary>
/// <param name="stream">檔案串流類別</param>
/// <param name="count">資料最大 Block 區塊個數(以 blockSize 為一個單位區塊)</param>
/// <param name="blockSize">Block 區塊大小</param>
/// <param name="time">要搜尋的時間</param>
/// <returns>返回值:true=逼近, false=已經有目標</returns>
internal static bool BinaryNearSearch(FileStream stream, long count, int blockSize, DateTime time)
{
if (count == 0)
{
return(false);
}
byte[] bDate = new byte[4];
long lLeft = 0, lMiddle = 0, lRight = count;
ZBuffer cBuffer = new ZBuffer(16);
while (lLeft <= lRight)
{
lMiddle = (lLeft + lRight) / 2;
cBuffer.Position = 0;
stream.Position = lMiddle * blockSize;
stream.Read(cBuffer.Data, 0, 8);
DateTime cTime = cBuffer.GetDateTime();
int iCompare = cTime.CompareTo(time);
if (iCompare == 0)
{
stream.Seek(-8, SeekOrigin.Current); //因為已經讀取的時間日期, 所以 Position 會被移動 8bytes 要在移動回去至日期處, 才是資料 Block 的起點
return(false);
}
else if (iCompare < 0)
{
lLeft = lMiddle + 1;
}
else
{
lRight = lMiddle - 1;
}
}
if (lLeft > count)
{
--lLeft;
}
stream.Position = lLeft * blockSize;
return(true);
}
internal static void Save(string symbolId, bool isMinute, string file, DateTime targetDate)
{
try {
string sFile = string.Format("{0}\\{1}\\{2}", Settings.GlobalSettings.Settings.DataPath, (isMinute) ? "mins" : "days", symbolId);
if (File.Exists(sFile))
{
DateTime cEndDate = targetDate.AddSeconds(86400);
using (FileStream cStream = new FileStream(sFile, FileMode.Open, FileAccess.Read, FileShare.ReadWrite)) {
ZBuffer cBuffer = new ZBuffer(64);
while (cStream.Read(cBuffer.Data, 0, FileAdapter.MAX_BLOCK_SIZE) > 0)
{
cBuffer.Position = 0;
cBuffer.Length = FileAdapter.MAX_BLOCK_SIZE;
DateTime cTime = cBuffer.GetDateTime();
if (cTime >= targetDate && cTime <= cEndDate)
{
double dOpen = cBuffer.GetDouble();
double dHigh = cBuffer.GetDouble();
double dLow = cBuffer.GetDouble();
double dClose = cBuffer.GetDouble();
double dVolume = cBuffer.GetDouble();
File.AppendAllText(file, string.Format("{0},{1},{2},{3},{4},{5}\r\n", cTime.ToString("yyyy-MM-dd HH:mm:ss"), dOpen, dHigh, dLow, dClose, dVolume), Encoding.UTF8);
System.Console.WriteLine("{0} {1,8:0.00} {2,8:0.00} {3,8:0.00} {4,8:0.00} {5,7}", cTime.ToString("yyyyMMdd HHmmss"), dOpen, dHigh, dLow, dClose, dVolume);
if (cTime >= cEndDate)
{
break;
}
}
}
}
}
} catch (Exception __errExcep) {
if (logger.IsErrorEnabled)
{
logger.ErrorFormat("{0}/r/n{1}", __errExcep.Message, __errExcep.StackTrace);
}
}
}
internal static void SearchNextDate(FileStream stream, int blockSize, DateTime time)
{
byte[] bDate = new byte[4];
ZBuffer cBuffer = new ZBuffer(16);
int iSize = 0;
long lCurrent = stream.Position / blockSize;
while ((iSize = stream.Read(cBuffer.Data, 0, 8)) > 0)
{
cBuffer.Position = 0;
cBuffer.Length = iSize;
DateTime cTime = cBuffer.GetDateTime();
if ((cTime - time).TotalSeconds >= 86400)
{
stream.Seek(-8, SeekOrigin.Current); //因為已經讀取的時間日期, 所以 Position 會被移動 8bytes 要在移動回去至日期處, 才是資料 Block 的起點
break;
}
++lCurrent;
stream.Position = lCurrent * blockSize;
}
}
private static ZBuffer Decode(string content) {
ZBuffer cBuffer = null;
string[] sDatas = content.Split(new char[] { '\r', '\n' });
if (sDatas[0][0] == '<') {
return cBuffer;
}
int iLength = sDatas.Length;
if (iLength > 1) {
int iCount = 0;
cBuffer = new ZBuffer(iLength * 20);
for (int i = 1; i < iLength; i++) {
string sData = sDatas[i];
if (sData.Length > 0) {
string sSymbolId = null;
string[] sItems = sData.Split(',');
if (__cSymbols.TryGetValue(sItems[1], out sSymbolId)) {
if (iCount == 0) {
cBuffer.Add(sSymbolId);
}
cBuffer.Add(int.Parse(sItems[3])); //多方交易量
cBuffer.Add(int.Parse(sItems[5])); //空方交易量
cBuffer.Add(int.Parse(sItems[9])); //多方留倉口
cBuffer.Add(int.Parse(sItems[11])); //空方留倉口
if (++iCount == 3) {
iCount = 0;
}
}
}
}
}
return cBuffer;
}
private static void Write(string file, ZBuffer buffer) {
using (FileStream cStream = new FileStream(file, FileMode.Create, FileAccess.Write, FileShare.Read)) {
cStream.Write(buffer.Data, 0, buffer.Length);
}
}
/// <summary>
/// 加入新封包
/// </summary>
/// <param name="buffer">來源ZBuffer封包</param>
/// <returns>返回值:ture=成功 false=失敗</returns>
public bool Add(ZBuffer buffer)
{
return(Add(buffer.Data, 0, buffer.Length));
}
/// <summary>
/// ZBuffer建構子
/// </summary>
/// <param name="buffer">ZBuffer緩衝區</param>
public ZBuffer(ZBuffer buffer)
{
__iLength = buffer.Length;
__iSize = buffer.Size;
this.Data = buffer.Data;
}
/// <summary>
/// ZBuffer建構子
/// </summary>
/// <param name="buffer">ZBuffer緩衝區</param>
public ZBuffer(ZBuffer buffer) {
__iLength = buffer.Length;
__iSize = buffer.Size;
this.Data = buffer.Data;
}
/// <summary>
/// 加入新封包
/// </summary>
/// <param name="buffer">來源ZBuffer封包</param>
/// <returns>返回值:ture=成功 false=失敗</returns>
public bool Add(ZBuffer buffer) {
return Add(buffer.Data, 0, buffer.Length);
}
