public void AddTuple(FoxCaptureTuple tuple)
{
String slideKey = FoxCaptureSlide.CreateKey(tuple.InsertedTime, tuple.GroupID);
if (_dic.ContainsKey(slideKey))
{
_dic[slideKey].AddTuple(tuple);
}
else
{
Debug.Assert(false);
}
}
public void AddTuple(FoxCaptureTuple tuple)
{
_list.Add(tuple);
}
void SaveCaptureTuple(Dictionary<String, FoxRawDataEachCollector> eachControllers)
{
foreach (FoxRawDataEachCollector ec in eachControllers.Values)
{
FoxCaptureTuple tuple = new FoxCaptureTuple();
tuple.GroupID = this._slide.GroupID;
tuple.Code = ec.Code;
tuple.VelocityWithTimeInterval = ec.VelocityData.GetVelocityWithMilliSecKey();
tuple.RangesWithMinuteKey = ec.RangeData.GetRangesWithMinuteKey();
tuple.VolsWithMinuteKey = ec.PriceVolData.GetVolsWithMinuteKey();
tuple.ElwOneOptionValue = 0;
tuple.ElwCode = "";
tuple.ElwCount = 0;
tuple.ElwPrice = 0;
if (ec.OT != null)
{
ec.OT.ReadyRawData();
RawMarketData rmdLongCandidate = null;
Dictionary<String, String> exceptCodes = new Dictionary<String, String>();
exceptCodes.Add(tuple.Code, tuple.Code);
double oneOptionValue = ec.OT.GetBestLongOneOptionValue(ref rmdLongCandidate, exceptCodes);
if (rmdLongCandidate != null)
{
tuple.ElwOneOptionValue = oneOptionValue;
tuple.ElwCode = rmdLongCandidate.Code;
tuple.ElwCount = rmdLongCandidate.AskCount1;
tuple.ElwPrice = rmdLongCandidate.AskPrice1;
}
}
RawMarketData rmdFO = RmdManager.Ins().GetDataClone(ec.Code);
if (!Util.IsValidRMDTimeAndPrice(rmdFO))
{
continue;
}
tuple.BidPrice = rmdFO.BidPrice1;
tuple.AskPrice = rmdFO.AskPrice1;
tuple.CurPrice = rmdFO.CurPrice;
tuple.TimeOffset = this._curTimeOffset;
tuple.InsertedTime = _insertedTime;
// 여기서 코드별로 정리해 놓지 않았다. 코드별로 정리해 놓는 것이 좋을 수도 있다.
// 코드별로 정리한다면 Dictionary<String, List<FoxCaptureTuple>>와 같은 식으로 정리하면 된다.
_slide.AddTuple(tuple);
// 선물과 가격이 0.5 ~ 3.0 사이인 옵션만 저장한다.
if (tuple.Code.CompareTo(_futureCode) == 0 ||
(tuple.CurPrice >= 0.5 && tuple.CurPrice <= 3.0))
{
//DB
DBOut(tuple);
}
}
++this._curTimeOffset;
}
List<String> GetVolQuery(FoxCaptureTuple tuple)
{
List<String> ret = new List<string>();
String insertedDate = tuple.InsertedTime.ToString("yyyy-MM-dd");
int groupID = tuple.GroupID;
String code = tuple.Code;
int timeOffset = tuple.TimeOffset;
foreach (int interval in tuple.VolsWithMinuteKey.Keys)
{
FoxPriceVolDatum datum = tuple.VolsWithMinuteKey[interval];
double vol = datum.PriceVol;
String query = String.Format(
"insert into fox_capture_data_vol values ('{0}', {1}, '{2}', {3}, {4}, {5})",
insertedDate,
groupID,
code,
timeOffset,
interval,
vol);
ret.Add(query);
}
return ret;
}
List<String> GetVelocityQuery(FoxCaptureTuple tuple)
{
List<String> ret = new List<string>();
String insertedDate = tuple.InsertedTime.ToString("yyyy-MM-dd");
int groupID = tuple.GroupID;
String code = tuple.Code;
int timeOffset = tuple.TimeOffset;
foreach (int interval in tuple.VelocityWithTimeInterval.Keys)
{
FoxPriceVelocityDatum datum = tuple.VelocityWithTimeInterval[interval];
double velocity = datum.Velocity;
String query = String.Format(
"insert into fox_capture_data_velocity values ('{0}', {1}, '{2}', {3}, {4}, {5})",
insertedDate,
groupID,
code,
timeOffset,
interval,
velocity);
ret.Add(query);
}
return ret;
}
List<String> GetRangeQuery(FoxCaptureTuple tuple)
{
List<String> ret = new List<string>();
String insertedDate = tuple.InsertedTime.ToString("yyyy-MM-dd");
int groupID = tuple.GroupID;
String code = tuple.Code;
int timeOffset = tuple.TimeOffset;
foreach (int interval in tuple.RangesWithMinuteKey.Keys)
{
FoxPriceRangeDatum datum = tuple.RangesWithMinuteKey[interval];
String observationTime = datum.ObservationTime.ToString("yyyy-MM-dd HH:mm:ss");
double maxPrice = datum.MaxPrice;
double minPrice = datum.MinPrice;
String query = String.Format(
"insert into fox_capture_data_range values ('{0}', {1}, '{2}', {3}, {4}, {5}, {6}, '{7}')",
insertedDate,
groupID,
code,
timeOffset,
interval,
maxPrice,
minPrice,
observationTime);
ret.Add(query);
}
return ret;
}
String GetDefaultQuery(FoxCaptureTuple tuple)
{
String insertedDate = tuple.InsertedTime.ToString("yyyy-MM-dd");
int groupID = tuple.GroupID;
String code = tuple.Code;
int timeOffset = tuple.TimeOffset;
double bidPrice = tuple.BidPrice;
double askPrice = tuple.AskPrice;
double curPrice = tuple.CurPrice;
String observationTime = tuple.InsertedTime.ToString("yyyy-MM-dd HH:mm:ss");
double possibleMinLongOneOptionValue = tuple.ElwOneOptionValue;
String longCode = tuple.ElwCode;
long longCount = tuple.ElwCount;
String query = String.Format(
"insert into fox_capture_data_default values ('{0}', {1}, '{2}', {3}, {4}, {5}, {6}, '{7}', {8}, '{9}', {10})",
insertedDate,
groupID,
code,
timeOffset,
bidPrice,
askPrice,
curPrice,
observationTime,
possibleMinLongOneOptionValue,
longCode,
longCount);
return query;
}
void DBOut(FoxCaptureTuple tuple)
{
String queryDefault = GetDefaultQuery(tuple);
List<String> queryRange = GetRangeQuery(tuple);
List<String> queryVelocity = GetVelocityQuery(tuple);
List<String> queryVol = GetVolQuery(tuple);
ArrayList arr = new ArrayList();
arr.Add(queryDefault);
arr.AddRange(queryRange);
arr.AddRange(queryVelocity);
arr.AddRange(queryVol);
if (this.IsToDB_InRunning)
{
DBOutManager.Ins().AddTask(DBOutManager.Task.QueryOut, arr);
}
}
