static private FixDataResult TestGood(IDataManager idm, string Symbol, bool OnlyUp2Date)
{
IDataProvider idp = idm[Symbol, Config.FixDataTestDays];
double[] High = idp["HIGH"];
double[] Low = idp["LOW"];
double[] Date = idp["DATE"];
FixDataResult fdr = FixDataResult.OK;
for (int i = Date.Length - 1; i >= 1; i--)
{
if (!OnlyUp2Date)
{
double d1 = Low[i] / High[i - 1]; //dd[i]/dd[i-1];
double d2 = High[i] / Low[i - 1];
double Delta = Config.FixDataDifference / 100.0;
if (d2 < (1.0 - Delta) || d1 > (1.0 + Delta))
{
Tools.Log(Symbol + ":Delta = " + d1 + "," + d2 + ":" + DateTime.FromOADate(Date[i]));
fdr = FixDataResult.Others;
}
if (Date[i] - Date[i - 1] > Config.FixDataGapDays)
{
Tools.Log(Symbol + ":GapDays:" + DateTime.FromOADate(Date[i]));
fdr = FixDataResult.Others;
}
}
if (i == Date.Length - 1)
{
if ((DateTime.Now.ToOADate() - Date[i]) > Config.FixDataNoDataDays)
{
Tools.Log(Symbol + ":NoData:" + DateTime.FromOADate(Date[i]));
fdr = FixDataResult.NoData;
}
}
}
if (Date.Length == 0)
{
fdr = fdr = FixDataResult.NoData;
}
return(fdr);
}
/// <summary>
/// Test days : FixData.TestDays
/// When data increase or decline beyond +/-"FixData.Difference"% , reload data
/// When data lost for "FixData.GapDays" days, reload data, still no data then delete
/// When no data for latest "FixData.NoDataDays" days, reload data, still no data then delete
///
/// Result saved in QuoteCode
/// -1 : Stocks should be deleted
/// -2 : Network error, Should redownload
/// -3 : No need to fix again
/// -4 : Fixed symbols
/// </summary>
/// <param name="Sender"></param>
static public void FixData(object Sender)
{
Tools.Log("FixData started");
try
{
DataTable dtSkip = DB.GetDataTable("select QuoteCode from ScanedQuote where ConditionId=-3");
ArrayList alSkip = new ArrayList();
foreach (DataRow dr in dtSkip.Rows)
{
alSkip.Add(dr[0].ToString());
}
DB.DoCommand("delete from ScanedQuote where ConditionId<0 and ConditionId<>-3");
DataTable dt = DB.GetDataTable("select QuoteCode from stockdata");
DBDataManager ddm = new DBDataManager();
FixedCount = 0;
FixErrorCount = 0;
TotalCount = dt.Rows.Count;
for (int j = 0; j < dt.Rows.Count; j++)
{
NowIndex = j + 1;
DataRow dr = dt.Rows[j];
string Symbol = dr["QuoteCode"].ToString();
try
{
if (TestGood(ddm, Symbol, false) != FixDataResult.OK)
{
if (alSkip.IndexOf(Symbol) >= 0)
{
if (TestGood(ddm, Symbol, true) == FixDataResult.OK)
{
continue;
}
else
{
DB.DoCommand("delete from ScanedQuote where ConditionId=-3 and QuoteCode='" + Symbol + "'");
}
}
for (int k = 0; k < 3; k++)
{
try
{
Utils.DownloadYahooHistory(Symbol, true, false);
break;
}
catch (WebException)
{
if (k == 2)
{
throw;
}
}
}
FixDataResult fdr1 = TestGood(ddm, Symbol, false);
FixDataResult fdr2 = TestGood(ddm, Symbol, true);
if (fdr2 == FixDataResult.NoData)
{
InsertQuote(-1, Symbol);
}
else if (fdr1 == FixDataResult.Others && fdr2 == FixDataResult.OK)
{
InsertQuote(-3, Symbol);
}
else
{
InsertQuote(-4, Symbol);
}
FixedCount++;
}
}
catch (Exception e)
{
if (e.Message.IndexOf("404") >= 0)
{
InsertQuote(-1, Symbol);
}
else
{
InsertQuote(-2, Symbol);
}
Tools.Log("FixData:" + Symbol + ";" + e.Message + ";" + e.GetType());
FixErrorCount++;
}
Thread.Sleep(1);
}
Tools.Log("FixData finished");
}
finally
{
FixDataThread = null;
}
}
