//设置缓存数据对象
public virtual bool SetData(Data_Quote pData, typeTimeFrequency timeFrequency)
{
StockInfo stockInfo = pData.GetStockInfo();
if (stockInfo == null)
{
return(false);
}
//默认只设置最底级数据，
bool bResult = true;
string exType = stockInfo.StockExchange.ToString();
//Data_Quote dataCheck = this.SetData_ValueCheck(stockInfo, pData, timeFrequency);
if (pData != null)
{
bResult = bResult && _managerCaches.SetData <Data_Quote>(exType, stockInfo.StockID_Tag, "", pData.DateTime, pData, timeFrequency);
}
//foreach (var item in _setsDataCache)
//{
// Data_Quote dataCheck = this.SetDataCache_ValueCheck(pData, item.Key);
// if (dataCheck != null)
// {
// bResult = bResult && _managerCaches.SetData<Data_Quote>(exType, stockInfo.StockID_Tag, "", dataCheck.DateTime, dataCheck, item.Key);
// }
//}
return(bResult);
}
public bool InitTime(DateTime dtBase, typeTimeFrequency typeTimeFrequency)
{
_dtEnd = CheckTime(dtBase);;
_dtStart = _dtEnd.AddSeconds(-_dtStep * (_sumStep - 1));
_indStep = this.GetInd(_dtEnd);
return(true);
}
protected internal Dictionary <string, DataTrend_KeyLine> _dataKeyLines = null; //关键点位线集
public DataAnalyse_Trend(string tag = "", typeTimeFrequency valueTimeType = typeTimeFrequency.none)
{
_tag = string.IsNullOrEmpty(tag) ? "DataAnalyse_Trend" : tag;
_ValueTimeType = valueTimeType;
this._dataIndexCaches = new List <DataTrend_Index>();
this._dataKeyLines = new Dictionary <string, DataTrend_KeyLine>();
}
public string GetTagName(typeTimeFrequency typeTimeFrequency, string strTag = "")
{
_tagName = strTag;
string tag = _Info_Factor.ID + "_" + typeTimeFrequency + (_tagName == "" ? "" : "_" + _tagName);
return(tag);
}
public DataCache(string tagName, typeTimeFrequency typeTimeFrequency, int cacheNums, IDataCache_Set srcDataCache_Set)
{
_DataCaches = new List <T>();
_DataCache_Set = new DataCache_Set(tagName, srcDataCache_Set.Time_Base, typeTimeFrequency, cacheNums, srcDataCache_Set.Info_Factor);
_id = _DataCache_Set.ID;
this.Init(DateTime.Now);
}
/// <summary>提取数据日志信息对象
/// </summary>
/// <param name="stockID_Tag">标的标签</param>
/// <param name="quoteTimeType">时间频率类型</param>
/// <param name="quotePlat">行情来源平台</param>
/// <param name="autoInit">自动初始</param>
/// <returns></returns>
public virtual T Get_LogQuote(string stockID_Tag, typeTimeFrequency quoteTimeType, typeQuotePlat quotePlat = typeQuotePlat.JQDataAPI_zxc, bool autoInit = true)
{
//查询
List <T> lstLogs = this.FindAll(e => e.StockID_Tag == stockID_Tag && e.QuoteTimeType == quoteTimeType && e.QuotePlat == quotePlat);
if (lstLogs.Count != 1)
{
if (!autoInit)
{
return(default(T));
}
//初始新对象
T pLog = (T) new LogData_Quote()
{
StockID_Tag = stockID_Tag,
QuoteTimeType = quoteTimeType,
QuotePlat = quotePlat,
DateTime_Min = DateTime.Now,
DateTime_Max = DateTime.Now
};
this.Add(pLog); //添加记录
return(pLog);
}
return(lstLogs[0]);
}
//对象转换-由json对象
public override bool FromJsonObj(JObject jsonData, typeTimeFrequency quoteTime)
{
if (base.FromJsonObj(jsonData, quoteTime))
{
this.Volume_Buy1 = (int)zxcTransHelper.ToDouble(jsonData["buy1Volume"]);
this.Price_Buy1 = zxcTransHelper.ToDouble(jsonData["buy1Price"]) * _valueTimes;
this.Volume_Buy2 = (int)zxcTransHelper.ToDouble(jsonData["buy2Volume"]);
this.Price_Buy2 = zxcTransHelper.ToDouble(jsonData["buy2Price"]) * _valueTimes;
this.Volume_Buy3 = (int)zxcTransHelper.ToDouble(jsonData["buy3Volume"]);
this.Price_Buy3 = zxcTransHelper.ToDouble(jsonData["buy3Price"]) * _valueTimes;
this.Volume_Buy4 = (int)zxcTransHelper.ToDouble(jsonData["buy4Volume"]);
this.Price_Buy4 = zxcTransHelper.ToDouble(jsonData["buy4Price"]) * _valueTimes;
this.Volume_Buy5 = (int)zxcTransHelper.ToDouble(jsonData["buy5Volume"]);
this.Price_Buy5 = zxcTransHelper.ToDouble(jsonData["buy5Price"]) * _valueTimes;
this.Volume_Sell1 = (int)zxcTransHelper.ToDouble(jsonData["sell1Volume"]);
this.Price_Sell1 = zxcTransHelper.ToDouble(jsonData["sell1Price"]) * _valueTimes;
this.Volume_Sell2 = (int)zxcTransHelper.ToDouble(jsonData["sell2Volume"]);
this.Price_Sell2 = zxcTransHelper.ToDouble(jsonData["sell2Price"]) * _valueTimes;
this.Volume_Sell3 = (int)zxcTransHelper.ToDouble(jsonData["sell3Volume"]);
this.Price_Sell3 = zxcTransHelper.ToDouble(jsonData["sell3Price"]) * _valueTimes;
this.Volume_Sell4 = (int)zxcTransHelper.ToDouble(jsonData["sell4Volume"]);
this.Price_Sell4 = zxcTransHelper.ToDouble(jsonData["sell4Price"]) * _valueTimes;
this.Volume_Sell5 = (int)zxcTransHelper.ToDouble(jsonData["sell5Volume"]);
this.Price_Sell5 = zxcTransHelper.ToDouble(jsonData["sell5Price"]);
this.DateTime = Convert.ToDateTime(jsonData["datetime"]);
return(true);
}
return(false);
}
/// <summary>查询行情(历史)
/// </summary>
/// <param name="startTime">开始时间</param>
/// <param name="endTime">结束时间</param>
/// <param name="quoteTime">行情时间类型</param>
/// <param name="autoUpdate">是否自动更新本地库表</param>
/// <returns></returns>
public List <Data_Quote> Query(DateTime startTime, DateTime endTime, typeTimeFrequency quoteTime = typeTimeFrequency.day, bool autoUpdate = true)
{
//修正时间
if (endTime == DateTime.MinValue)
{
endTime = DateTime.Now;
}
if (startTime == DateTime.MinValue)
{
return(Query(endTime, 1, quoteTime, autoUpdate));
}
//自动更新修正数据
if (autoUpdate)
{
if (!this.Query_Check(startTime, endTime, 0, quoteTime, true))
{
return(null);
}
}
//查询库表
List <Data_Quote> lstQuote = _dtQuote.FindAll(e => e.DateTime <= endTime && e.DateTime >= startTime && e.QuoteTimeType == quoteTime && e.IsDel == false).OrderBy(t => t.DateTime).ToList();
return(lstQuote);
}
//设置正数据对象-修正为同时间频率数据
public virtual bool SetData(CacheInfo <Data_Quote> pCacheInfo, typeTimeFrequency timeFrequency, typeTimeFrequency timeFrequency2)
{
Data_Quote pData = pCacheInfo.Data;
if (pData == null)
{
return(false);
}
StockInfo pStockInfo = pData.GetStockInfo();
if (pStockInfo == null)
{
return(false);
}
//获取当前时间频率数据
DateTime dtEnd = zxcTimeHelper.CheckTime(pData.DateTime, typeTimeFrequency.m1, true);
Data_Quote pDataNew = QuoteQuery._Query.Query(pStockInfo, pData.DateTime, timeFrequency, null);
if (pDataNew == null)
{
return(false);
}
bool bResult = this.SetData(pDataNew, timeFrequency);
return(bResult);
//非时间频率数据，重新修正
if (pData.QuoteTimeType != timeFrequency)
{
string exType = pStockInfo.StockExchange.ToString();
IData_Factors pFactors = _managerCaches._GetFactors(exType);
if (pFactors != null)
{
IData_Factor pFactor = pFactors.GetData_Factor(pStockInfo.StockID_Tag);
DataCache <Data_Quote> pDataCache = (DataCache <Data_Quote>)_managerCaches.GetDataCache <Data_Quote>(pFactors, pFactor, "", timeFrequency);
//查询最后有效步长数据总数
int nCount = pDataCache.DataCaches.Values.Count(e => e.Data.IsDel == true);
//获取最数据
List <Data_Quote> lstQuotes = QuoteQuery._Query.Query(pStockInfo.StockID_Tag, pDataNew.DateTime, nCount, timeFrequency, true);
if (lstQuotes != null)
{
foreach (var item in lstQuotes)
{
int nSum = pDataCache.DataCaches.Values.Count(e => e.DateTime == item.DateTime && e.Data.IsDel != true);
if (nSum == 0)
{
item.SetStockInfo(pStockInfo);
bResult = bResult && this.SetData(item, timeFrequency);
}
}
}
}
}
return(bResult);
}
//List<T> _DataCaches = null;
//public List<T> DataCaches
//{
// get { return _DataCaches; }
//}
public DataCache(string tagName, typeTimeFrequency typeTimeFrequency, int cacheNums, IDataCache_Set srcDataCache_Set, IDataChecks dataChecks = null)
{
_DataCaches = new Dictionary <DateTime, T>();
_DataCache_Set = new DataCache_Set(tagName, srcDataCache_Set.Time_Base, typeTimeFrequency, cacheNums, srcDataCache_Set.Info_Factor, srcDataCache_Set);
_id = _DataCache_Set.ID;
_DataChecks = dataChecks;
this.Init(DateTime.Now);
}
/// <summary>转换json行情数据为行情对象集
/// </summary>
/// <param name="jsonRes">json行情数据对象</param>
/// <returns></returns>
protected internal List <Data_Quote> TransTo_Data_Quotes(JObject jsonRes, typeTimeFrequency quoteTime, StockInfo pStockInfo = null)
{
//数据检查
if (jsonRes == null)
{
return(null);
}
if (jsonRes["result"].ToString() == "False")
{
return(null);
}
//循环解析文件json数据
List <Data_Quote> lstDataQuote = new List <Data_Quote>();
JArray jsonDatas = (JArray)jsonRes["datas"];
if (jsonDatas != null)
{
//循环生成数据对象
string platSrc = jsonRes["datasPlat"] + "";
foreach (var jsonData in jsonDatas)
{
Data_Quote pDataQuote = null;
switch (quoteTime)
{
case typeTimeFrequency.none:
break;
case typeTimeFrequency.real:
pDataQuote = new Data_Quote_Realtime_5Stalls(pStockInfo);
break;
default:
pDataQuote = new Data_Quote(pStockInfo);
break;
}
if (pDataQuote == null)
{
continue;
}
//转换为行情数据对象
//if (platSrc == typeQuotePlat.JQDataAPI_zxc.ToString())
//{
// pDataQuote = JsonConvert.DeserializeObject<Data_Quote_Info>(JsonConvert.SerializeObject(jsonData));
// pDataQuote.QuoteTimeType = quoteTime;
// lstDataQuote.Add(pDataQuote);
//}
if (pDataQuote.FromJson(jsonData))
{
pDataQuote.QuoteTimeType = quoteTime;
pDataQuote.Check_DateTime();
lstDataQuote.Add(pDataQuote);
}
}
}
return(lstDataQuote);
}
//对象转换-由json对象
public override bool FromJsonObj(JObject jsonData, typeTimeFrequency quoteTime)
{
this.StockID = Convert.ToString(jsonData["id"]);
this.StockName = Convert.ToString(jsonData["name"]);
if (this.Check_StockInfo())
{
return(base.FromJsonObj(jsonData, quoteTime));
}
return(false);
}
//对象转换-由json对象
public override bool FromJsonObj(JObject jsonData, typeTimeFrequency quoteTime)
{
if (base.FromJsonObj(jsonData, quoteTime))
{
this.Price_Buy = zxcTransHelper.ToDouble(jsonData["buyPrice"]) * _valueTimes;
this.Price_Sell = zxcTransHelper.ToDouble(jsonData["sellPrice"]) * _valueTimes;
return(true);
}
return(false);
}
/// <summary>按时间频率修正时间
/// </summary>
/// <param name="dtBase"></param>
/// <param name="timeFrequency"></param>
/// <returns></returns>
public static DateTime CheckTime(DateTime dtBase, typeTimeFrequency timeFrequency, bool bFirst = true)
{
DateTime dtTime = dtBase;
switch (timeFrequency)
{
case typeTimeFrequency.day:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, 0, 0, 0);
break;
case typeTimeFrequency.m1:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, dtBase.Minute, 0);
break;
case typeTimeFrequency.m5:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, (int)Math.Floor(dtBase.Minute / 5.0) * 5, 0);
break;
case typeTimeFrequency.m10:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, (int)Math.Floor(dtBase.Minute / 10.0) * 10, 0);
break;
case typeTimeFrequency.m15:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, (int)Math.Floor(dtBase.Minute / 15.0) * 15, 0);
break;
case typeTimeFrequency.m30:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, (int)Math.Floor(dtBase.Minute / 30.0) * 30, 0);
break;
case typeTimeFrequency.m60:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, 0, 0);
break;
case typeTimeFrequency.m120:
dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, 0, 0);
break;
//case typeTimeFrequency.Week:
// dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, 0, 0, 0);
// break;
//case typeTimeFrequency.Second_30:
// dtTime = new DateTime(dtBase.Year, dtBase.Month, dtBase.Day, dtBase.Hour, dtBase.Minute, (int)Math.Floor(dtBase.Second / 30.0) * 30);
// break;
default:
break;
}
//向后修正
if (!bFirst)
{
dtTime = dtTime.AddSeconds((int)timeFrequency.Get_Value());
}
return(dtTime);
}
public bool InitTime(DateTime dtBase, typeTimeFrequency typeTimeFrequency)
{
_dtEnd = CheckTime(dtBase);;
_dtStart = _dtEnd.AddSeconds(-_dtStep * (_sumStep - 1));
_indStep = this.GetInd(_dtEnd);
//DateTime dtNow = DateTime.Now.AddDays(-1);
//_dtLast = new DateTime(dtNow.Year, dtNow.Month, dtNow.Day, 0, 0, 0);
_dtDataNow = _dtEnd;
return(this.SetLastTime(_dtEnd));
}
public bool InitDataCache <T>(string tagName, typeTimeFrequency typeTimeFrequency, int cacheNums)
{
string tag = this.GetTagName(typeTimeFrequency, tagName);
if (this.GetDataCache <T>(tag) == null)
{
DataCache <T> data = new DataCache <T>(tag, typeTimeFrequency, cacheNums, _DataCache_Set);
_DataCaches[data.ID] = data;
return(true);
}
return(false);
}
//对象转换-由json对象
public override bool FromJsonObj(JObject jsonData, typeTimeFrequency quoteTime)
{
//基类初始
bool bResult = base.FromJsonObj(jsonData, quoteTime);
if (bResult)
{
this.QuoteTimeType = typeTimeFrequency.real; //标识为实时数据
this._exType = this.StockExchange.ToString();
}
return(bResult);
}
public DataCache_Set(string tagName, DateTime dtBase, typeTimeFrequency typeTimeFrequency, int cacheNums, IData_Factor infoFactor, IDataCache_Set srcDataCache_Set = null) : base(tagName)
{
if (tagName == "")
{
tagName = infoFactor.ID;
}
_id = tagName;
_Info_Factor = infoFactor;
_tagName = tagName;
_Time_Frequency = typeTimeFrequency;
_sumStep = cacheNums;
_dtStep = (int)_Time_Frequency;
_dtBase = dtBase;
_Parent = srcDataCache_Set;
this.InitTime(dtBase, typeTimeFrequency);
}
//对象转换-由json对象
public virtual bool FromJsonObj(JObject jsonData, typeTimeFrequency quoteTime)
{
//修正倍数
if (_stockInfo != null && _stockInfo.StockType == typeStock.Option)
{
_valueTimes = 10000;
}
//this.StockID_Tag = Convert.ToString(jsonData["idTag"]);
this.Price_Open = zxcTransHelper.ToDouble(jsonData["openPrice"]) * _valueTimes;
this.Price_Per = zxcTransHelper.ToDouble(jsonData["preClose"]) * _valueTimes;
this.Price_Close = zxcTransHelper.ToDouble(jsonData["lastPrice"]) * _valueTimes;
this.Price_Limit_H = zxcTransHelper.ToDouble(jsonData["high_limit"]) * _valueTimes;
this.Price_Limit_L = zxcTransHelper.ToDouble(jsonData["low_limit"]) * _valueTimes;
this.Price_High = zxcTransHelper.ToDouble(jsonData["highPrice"]) * _valueTimes;
this.Price_Low = zxcTransHelper.ToDouble(jsonData["lowPrice"]) * _valueTimes;
this.Price_Avg = zxcTransHelper.ToDouble(jsonData["avg"]) * _valueTimes;
this.TradeValume = (int)zxcTransHelper.ToDouble(jsonData["tradeValume"]);
this.TradeTurnover = zxcTransHelper.ToDouble(jsonData["tradeTurnover"]);
this.DateTime = Convert.ToDateTime(jsonData["datetime"]);
this.IsSuspended = zxcTransHelper.ToBoolean(jsonData["paused"]);
this.QuoteTimeType = quoteTime;
if (quoteTime == typeTimeFrequency.none)
{
string strQuoteTimeType = jsonData["quoteTimeType"] + "";
if (strQuoteTimeType != "")
{
this.QuoteTimeType = (typeTimeFrequency)Enum.Parse(typeof(typeTimeFrequency), strQuoteTimeType);
}
}
string strQuotePlat = jsonData["quotePlat"] + "";
if (strQuotePlat != "")
{
this.QuotePlat = (typeQuotePlat)Enum.Parse(typeof(typeQuotePlat), strQuotePlat);
}
//同步标的信息,初始全部值
this.Init_ValueAll();
return(true);
}
public bool InitDataCache <T>(IData_Factor infoFactor, string tagName, typeTimeFrequency typeTimeFrequency, int cacheNums)
{
IDataCaches dataCaches = this.GetDataCaches(infoFactor);
if (dataCaches == null)
{
if (InitDataCaches(infoFactor))
{
dataCaches = this.GetDataCaches(infoFactor);
if (dataCaches == null)
{
return(false);
}
}
}
return(dataCaches.InitDataCache <T>(tagName, typeTimeFrequency, cacheNums));
}
//初始数据检查对象集合-分钟级别
public override bool InitDataCheck(IDataChecks pDataChecks, typeTimeFrequency timeFrequency)
{
//集成基类实现
if (!base.InitDataCheck(pDataChecks, timeFrequency))
{
return(false);
}
//按时间频率分类设置
switch (timeFrequency)
{
case typeTimeFrequency.none:
break;
case typeTimeFrequency.real:
this.InitDataCheck_Instance(pDataChecks, typeof(QuoteCheck_RiseFall_Fixed <Data_Quote>));
this.InitDataCheck_Instance(pDataChecks, typeof(QuoteCheck_Risk <Data_Quote>));
this.InitDataCheck_Instance(pDataChecks, typeof(QuoteCheck_Hourly <Data_Quote>));
break;
case typeTimeFrequency.s30:
break;
case typeTimeFrequency.m1:
break;
case typeTimeFrequency.m10:
break;
case typeTimeFrequency.m5:
case typeTimeFrequency.m15:
case typeTimeFrequency.m30:
case typeTimeFrequency.m60:
case typeTimeFrequency.m120:
case typeTimeFrequency.day:
if (pDataChecks.DataCache.DataCache_Set.Info_Factor.Name == "50ETF")
{
this.InitDataCheck_Instance(pDataChecks, typeof(QuoteCheck_Risk_Quantify <Data_Quote>));
}
break;
default:
break;
}
return(true);
}
//缓存数据初始装载数据
public virtual int DataCacheLoad(IDataCache pDataCache, DateTime dtEnd, int nCaches = -1)
{
typeTimeFrequency timeFrequency = pDataCache.DataCache_Set.Time_Frequency;
DataCache <Data_Quote> dataCache = (DataCache <Data_Quote>)pDataCache;
if (dataCache == null)
{
return(0);
}
if (timeFrequency == typeTimeFrequency.real)
{
dataCache.InitDatas(null, false, true);
return(0);
}
if (pDataCache.DataCache_Set.Info_Factor.Name != "50ETF")
{
return(0);
}
//校正行情标的
IDataCache_Set pSet = dataCache.DataCache_Set;
StockInfo pStockInfo = Quote_Manager._Manager.Stocks.Get_StockInfo(pSet.Info_Factor.ID);
if (pStockInfo == null)
{
return(0);
}
//查询数据
dtEnd = dtEnd == DateTime.MinValue ? pSet.Time_End : dtEnd;
nCaches = nCaches < 0 ? pSet.Sum_Step : nCaches;
List <Data_Quote> lstQuotes = QuoteQuery._Query.Query(pStockInfo.StockID_Tag, dtEnd, nCaches, timeFrequency, true);
if (lstQuotes.Count == pSet.Sum_Step)
{
//重新初始数据
Dictionary <DateTime, Data_Quote> poData_Quotes = new Dictionary <DateTime, Data_Quote>();
foreach (var item in lstQuotes)
{
poData_Quotes[item.DateTime] = item;
}
return(dataCache.InitDatas(poData_Quotes, true, true));
}
return(0);
}
public IDataCache <T> GetDataCache <T>(string tagName, typeTimeFrequency typeTimeFrequency = typeTimeFrequency.None, bool autoInit = false, int cacheNums = 1)
{
IDataCache data = null;
string tag = this.GetTagName(typeTimeFrequency, tagName);
if (_DataCaches.TryGetValue(tag, out data))
{
//What ever you gonna do next...
}
if (autoInit && data == null)
{
if (InitDataCache <T>(tagName, typeTimeFrequency, cacheNums))
{
return(GetDataCache <T>(tagName, typeTimeFrequency));
}
}
return((IDataCache <T>)data);
}
//初始规则信息集合-指定时间级别-弃用
private bool InitDataChecks_Check(IDataCaches dataCaches, typeTimeFrequency timeFrequency)
{
//数据缓存集检查
if (dataCaches == null)
{
return(false);
}
//提取数据缓存对象、及检查对象集
IDataCache <Data_Quote> poDataCache = dataCaches.GetDataCache <Data_Quote>("", timeFrequency);
IDataChecks poDataChecks_Cache = new DataChecks_Quote(poDataCache.ID, poDataCache, null, _msger);
//初始检查集
bool bResult = poDataCache.InitDataChecks(poDataChecks_Cache);
bResult = bResult && this.InitDataCheck(poDataChecks_Cache, timeFrequency);
return(bResult);
}
//初始数据检查对象集合-分钟级别
public virtual bool InitDataCheck(IDataChecks pDataChecks, typeTimeFrequency timeFrequency)
{
switch (timeFrequency)
{
case typeTimeFrequency.none:
break;
case typeTimeFrequency.real:
this.InitDataCheck_Instance(pDataChecks, typeof(DataCheck_Print <Data_Quote>));
break;
case typeTimeFrequency.s30:
break;
case typeTimeFrequency.m1:
break;
case typeTimeFrequency.m5:
break;
case typeTimeFrequency.m10:
break;
case typeTimeFrequency.m15:
break;
case typeTimeFrequency.m30:
break;
case typeTimeFrequency.m60:
break;
case typeTimeFrequency.m120:
break;
case typeTimeFrequency.day:
break;
default:
break;
}
return(true);
}
/// <summary>更新对象集
/// </summary>
/// <param name="collection"></param>
protected internal virtual bool UpdateRange(List <Data_Quote> collection, typeTimeFrequency quoteTime)
{
List <Data_Quote> lstTemp = new List <Data_Quote>();
foreach (var item in collection)
{
//校正时间频率进行添加
DateTime dtTime = this._infoExchange.CheckTime(item.DateTime, quoteTime);
if (dtTime == item.DateTime)
{
lstTemp.Add(item);
}
else
{
}
}
if (lstTemp.Count > 0)
{
return(this._dtQuote.AddRange(lstTemp, true, true));
}
return(true);
}
/// <summary>查询行情(历史)
/// </summary>
/// <param name="endTime">结束时间</param>
/// <param name="quoteBars">标的行情数</param>
/// <param name="quoteTime">行情时间类型</param>
/// <param name="autoUpdate">是否自动更新本地库表</param>
/// <returns></returns>
public List <Data_Quote> Query(DateTime endTime, int quoteBars = 1, typeTimeFrequency quoteTime = typeTimeFrequency.day, bool autoUpdate = true)
{
//修正时间
if (endTime == DateTime.MinValue)
{
endTime = DateTime.Now;
}
//自动更新修正数据
if (autoUpdate)
{
if (!this.Query_Check(endTime.AddSeconds(-quoteBars * (int)quoteTime.Get_Value()), endTime, quoteBars, quoteTime, true))
{
return(null);
}
}
//查询库表
List <Data_Quote> lstQuote = _dtQuote.FindAll(e => e.DateTime <= endTime && e.QuoteTimeType == quoteTime && e.IsDel == false).OrderByDescending(t => t.DateTime).Take(quoteBars).ToList();
return(lstQuote);
}
public T GetData <T>(IData_Factor infoFactor, string strTag, DateTime dtTime, typeTimeFrequency typeTimeFrequency = typeTimeFrequency.None)
{
IDataCache <T> dataCache = GetDataCache <T>(infoFactor, strTag, typeTimeFrequency);
if (dataCache == null)
{
return(default(T));
}
return(dataCache.GetData(dtTime));
}
public bool SetData <T>(IData_Factor infoFactor, string strTag, DateTime dtTime, T data, typeTimeFrequency typeTimeFrequency = typeTimeFrequency.None)
{
IDataCache <T> dataCache = GetDataCache <T>(infoFactor, strTag, typeTimeFrequency);
if (dataCache == null)
{
return(false);
}
return(dataCache.SetData(dtTime, data));
}
public IDataCache <T> GetDataCache <T>(IData_Factor infoFactor, string strTag = "", typeTimeFrequency typeTimeFrequency = typeTimeFrequency.None, bool autoInit = false, int cacheNums = 1)
{
IDataCaches dataCaches = GetDataCaches(infoFactor, autoInit);
if (dataCaches == null)
{
return(null);
}
IDataCache <T> data = dataCaches.GetDataCache <T>(strTag, typeTimeFrequency, autoInit, cacheNums);
return(data);
}
