Ejemplo n.º 1
0
        public override void exec()
        {
            log.Info("**********START**********");

            var cache  = new Dictionary <string, kdata>();
            var db     = new Db.db();
            var codes  = db.codes();
            var i      = 0;
            var count  = codes.Count();
            var ktypes = new[] { "5", "15", "30", "60", "D", "W", "M" };

            foreach (var code in codes.AsParallel())
            {
                Interlocked.Increment(ref i);
                log.InfoFormat("{0}/{1} calc {2}", i, count, code);

                foreach (var ktype in ktypes)
                {
                    try
                    {
                        var kdata = new kdatadb().kdata(code, ktype);
                        if (kdata != null && kdata.Any())
                        {
                            var date  = kdata.Last().date;
                            var close = kdata.close();

                            var macd    = new MACD(close);
                            var macdvol = new MACD(kdata.volume(100));
                            var ma5     = new MA(close, 5);
                            var ma10    = new MA(close, 10);
                            var ma20    = new MA(close, 20);
                            var ma30    = new MA(close, 30);
                            var ma60    = new MA(close, 60);
                            var ma120   = new MA(close, 120);
                            var chg     = new CHG(close);

                            var ka = new kanalytic()
                            {
                                code    = code,
                                date    = date,
                                ktype   = ktype,
                                close   = kdata.Last().close.ZeroNaN(),
                                open    = kdata.Last().open.ZeroNaN(),
                                high    = kdata.Last().high.ZeroNaN(),
                                low     = kdata.Last().low.ZeroNaN(),
                                volume  = kdata.Last().volume.ZeroNaN(),
                                chg     = chg.Last().Value.ZeroNaN(),
                                ma5     = ma5.Last().Value.ZeroNaN(),
                                ma10    = ma10.Last().Value.ZeroNaN(),
                                ma20    = ma20.Last().Value.ZeroNaN(),
                                ma30    = ma30.Last().Value.ZeroNaN(),
                                ma60    = ma60.Last().Value.ZeroNaN(),
                                ma120   = ma120.Last().Value.ZeroNaN(),
                                dea     = macd.Last().DEA.ZeroNaN(),
                                macd    = macd.Last().MACD.ZeroNaN(),
                                dif     = macd.Last().DIF.ZeroNaN(),
                                deavol  = macdvol.Last().DEA.ZeroNaN(),
                                macdvol = macdvol.Last().MACD.ZeroNaN(),
                                difvol  = macdvol.Last().DIF.ZeroNaN()
                            };

                            db.save(new[] { ka });
                        }
                    }
                    catch (Exception e)
                    {
                        log.Warn("ex @ calc " + code + " for " + ktype, e);
                    }
                }
            }

            log.Info("**********DONE**********");
        }