/// <summary>
/// 字符串转换成成交对象
/// </summary>
/// <param name="tradeResult"></param>
/// <returns></returns>
public static SecurityTrade ConvertToStockTrade(String tradeResult)
{
if (tradeResult == null || tradeResult.Length == 0)
{
return(null);
}
String[] tradeFields = tradeResult.Split(" ".ToCharArray());
if (tradeFields == null || tradeFields.Length < 11)
{
return(null);
}
int index = 0;
SecurityTrade trade = new SecurityTrade();
trade.m_tradeDate = tradeFields[index++];
trade.m_stockCode = tradeFields[index++];
trade.m_stockName = tradeFields[index++];
trade.m_operate = tradeFields[index++];
trade.m_tradeVolume = CStrA.ConvertStrToDouble(tradeFields[index++]);
trade.m_tradeAvgPrice = CStrA.ConvertStrToDouble(tradeFields[index++]);
trade.m_tradeAmount = CStrA.ConvertStrToDouble(tradeFields[index++]);
trade.m_orderSysID = tradeFields[index++];
trade.m_orderTradeID = tradeFields[index++];
trade.m_cancelVolume = CStrA.ConvertStrToDouble(tradeFields[index++]);
trade.m_stockBalance = CStrA.ConvertStrToDouble(tradeFields[index++]);
return(trade);
}
/// <summary>
/// 根据股票代码获取新浪最新数据
/// </summary>
/// <param name="codes">股票代码列表</param>
/// <returns>字符串</returns>
public static String GetSinaLatestDatasStrByCodes(String codes)
{
String[] strs = codes.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
int strLen = strs.Length;
List <String> sinaCodes = new List <String>();
List <String> dcCodes = new List <String>();
for (int i = 0; i < strLen; i++)
{
String postCode = strs[i];
sinaCodes.Add(CStrA.ConvertDBCodeToSinaCode(postCode));
}
String requestCode = "";
int sinaCodesSize = sinaCodes.Count;
for (int i = 0; i < sinaCodesSize; i++)
{
String postCode = sinaCodes[i];
requestCode += postCode;
if (i != strLen - 1)
{
requestCode += ",";
}
}
String result = "";
if (sinaCodesSize > 0)
{
String url = "http://hq.sinajs.cn/list=" + requestCode.ToLower();
result = HttpGetService.Get(url);
}
return(result);
}
/// <summary>
/// 字符串转换成持仓对象
/// </summary>
/// <param name="positionResult"></param>
/// <returns></returns>
public static SecurityPosition ConvertToStockPosition(String positionResult)
{
if (positionResult == null || positionResult.Length == 0)
{
return(null);
}
String[] positionFields = positionResult.Split(" ".ToCharArray());
if (positionFields == null || positionFields.Length < 14)
{
return(null);
}
int index = 0;
SecurityPosition position = new SecurityPosition();
position.m_stockCode = positionFields[index++];
position.m_stockName = positionFields[index++];
position.m_stockBalance = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_availableBalance = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_volume = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_frozenVolume = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_positionProfit = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_positionCost = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_positionProfitRatio = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_marketPrice = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_marketValue = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_redemptionVolume = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_marketName = positionFields[index++];
position.m_investorAccount = positionFields[index++];
return(position);
}
/// <summary>
/// 字符串转换成委托对象
/// </summary>
/// <param name="commissionResult"></param>
/// <returns></returns>
public static SecurityCommission ConvertToSecurityCommission(String commissionResult)
{
if (commissionResult == null || commissionResult.Length == 0)
{
return(null);
}
String[] orderFields = commissionResult.Split(" ".ToCharArray());
if (orderFields == null || orderFields.Length < 12)
{
return(null);
}
int index = 0;
SecurityCommission commission = new SecurityCommission();
commission.m_orderDate = orderFields[index++];
commission.m_stockCode = orderFields[index++];
commission.m_stockName = orderFields[index++];
commission.m_operate = orderFields[index++];
commission.m_remark = orderFields[index++];
commission.m_orderVolume = CStrA.ConvertStrToDouble(orderFields[index++]);
commission.m_tradeVolume = CStrA.ConvertStrToDouble(orderFields[index++]);
commission.m_cancelVolume = CStrA.ConvertStrToDouble(orderFields[index++]);
commission.m_orderPrice = CStrA.ConvertStrToDouble(orderFields[index++]);
commission.m_orderType = orderFields[index++];
commission.m_tradeAvgPrice = CStrA.ConvertStrToDouble(orderFields[index++]);
commission.m_orderSysID = orderFields[index++];
return(commission);
}
/// <summary>
/// 获取通达信的历史数据
/// </summary>
/// <param name="str">数据字符串</param>
/// <param name="datas">历史数据</param>
/// <returns>状态</returns>
public static int GetHistoryDatasByTdxStr(String str, List <SecurityData> datas)
{
String[] strs = str.Split(new String[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
int strLen = strs.Length;
for (int i = 2; i < strLen - 1; i++)
{
String[] strs2 = strs[i].Split(',');
int strs2Size = strs2.Length;
if (strs2Size >= 7)
{
String[] dateStrs = strs2[0].Split('-');
int year = 0, month = 0, day = 0, hour = 0, minute = 0;
if (dateStrs.Length == 3)
{
year = CStrA.ConvertStrToInt(dateStrs[0]);
month = CStrA.ConvertStrToInt(dateStrs[1]);
day = CStrA.ConvertStrToInt(dateStrs[2]);
}
int si = 1;
if (strs2Size == 8)
{
si = 2;
hour = CStrA.ConvertStrToInt(strs2[1].Substring(0, 2));
minute = CStrA.ConvertStrToInt(strs2[1].Substring(2, 2));
}
double open = CStrA.ConvertStrToDouble(strs2[si]);
double high = CStrA.ConvertStrToDouble(strs2[si + 1]);
double low = CStrA.ConvertStrToDouble(strs2[si + 2]);
double close = CStrA.ConvertStrToDouble(strs2[si + 3]);
double volume = CStrA.ConvertStrToDouble(strs2[si + 4]);
double amount = CStrA.ConvertStrToDouble(strs2[si + 5]);
if (volume == 0)
{
continue;
}
if (year != 0 && month != 0 && day != 0)
{
SecurityData securityData = new SecurityData();
if (hour != 0 || minute != 0)
{
securityData.m_date = CStrA.M129(year, month, day, hour, minute, 0, 0) - 300;
}
else
{
securityData.m_date = CStrA.M129(year, month, day, 0, 0, 0, 0);
}
securityData.m_open = open;
securityData.m_high = high;
securityData.m_low = low;
securityData.m_close = close;
securityData.m_volume = volume;
securityData.m_amount = amount;
datas.Add(securityData);
}
}
}
return(1);
}
/// <summary>
/// 获取周线的历史数据
/// </summary>
/// <param name="weekDatas">周线历史数据</param>
/// <param name="dayDatas">日线历史数据</param>
/// <returns>状态</returns>
public static int GetHistoryWeekDatas(List <SecurityData> weekDatas, List <SecurityData> dayDatas)
{
int weekDatasSize = dayDatas.Count;
if (weekDatasSize > 0)
{
SecurityData weekData = new SecurityData();
weekData.Copy(dayDatas[0]);
int lDayOfWeek = 0, lDays = 0;
for (int i = 0; i < weekDatasSize; i++)
{
SecurityData dayData = new SecurityData();
dayData.Copy(dayDatas[i]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0, days = (int)dayData.m_date / (3600 * 24);
CStrA.M130(dayData.m_date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
int dayOfWeek = DayOfWeek(year, month, day);
bool isNextWeek = true;
bool add = false;
if (days - lDays <= 5)
{
if (days != lDays)
{
isNextWeek = dayOfWeek <= lDayOfWeek;
}
}
if (isNextWeek || i == weekDatasSize - 1)
{
add = true;
}
if (!isNextWeek)
{
weekData.m_close = dayData.m_close;
weekData.m_amount += dayData.m_amount;
weekData.m_volume += dayData.m_volume;
if (weekData.m_high < dayData.m_high)
{
weekData.m_high = dayData.m_high;
}
if (weekData.m_low > dayData.m_low)
{
weekData.m_low = dayData.m_low;
}
}
if (add)
{
weekDatas.Add(weekData);
weekData = dayData;
}
if (isNextWeek && i == weekDatasSize - 1)
{
weekData = dayData;
weekDatas.Add(weekData);
}
lDayOfWeek = dayOfWeek;
lDays = days;
}
}
return(1);
}
/// <summary>
/// 获取通达信的历史数据的字符串
/// </summary>
/// <param name="code">股票代码</param>
/// <param name="path">本地文件路径</param>
/// <returns>数据字符串</returns>
public static String GetTdxHistoryDatasStrByCode(String code, String path)
{
String fileName = CStrA.ConvertDBCodeToFileName(code);
String result = "";
String filePath = path + fileName;
if (CFileA.IsFileExist(filePath))
{
CFileA.Read(filePath, ref result);
}
return(result);
}
/// <summary>
/// 获取月线的历史数据
/// </summary>
/// <param name="weekDatas">月线历史数据</param>
/// <param name="dayDatas">日线历史数据</param>
/// <returns>状态</returns>
public static int GetHistoryMonthDatas(List <SecurityData> monthDatas, List <SecurityData> dayDatas)
{
int monthDatasSize = dayDatas.Count;
if (monthDatasSize > 0)
{
SecurityData monthData = new SecurityData();
monthData.Copy(dayDatas[0]);
int lYear = 0, lMonth = 0, lDay = 0;
for (int i = 0; i < monthDatasSize; i++)
{
SecurityData dayData = new SecurityData();
dayData.Copy(dayDatas[i]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
CStrA.M130(dayData.m_date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
bool isNextMonth = year * 12 + month > lYear * 12 + lMonth;
bool add = false;
if (i == monthDatasSize - 1 || (i > 0 && isNextMonth))
{
add = true;
}
if (!isNextMonth)
{
monthData.m_close = dayData.m_close;
monthData.m_amount += dayData.m_amount;
monthData.m_volume += dayData.m_volume;
if (monthData.m_high < dayData.m_high)
{
monthData.m_high = dayData.m_high;
}
if (monthData.m_low > dayData.m_low)
{
monthData.m_low = dayData.m_low;
}
}
if (add)
{
monthDatas.Add(monthData);
monthData = dayData;
}
if (isNextMonth && i == monthDatasSize - 1)
{
monthData = dayData;
monthDatas.Add(monthData);
}
lYear = year;
lMonth = month;
lDay = day;
}
}
return(1);
}
/// <summary>
/// 更新会话
/// </summary>
/// <param name="cookie">会话</param>
/// <returns>状态</returns>
public int UpdateCookie(UserCookie cookie)
{
String sql = String.Format("UPDATE USERCOOKIE SET VALUE = '{0}' WHERE USERID = {1} AND KEY = '{2}'",
CStrA.GetDBString(cookie.m_value), m_userID, CStrA.GetDBString(cookie.m_key));
SQLiteConnection conn = new SQLiteConnection(m_connectStr);
SQLiteCommand cmd = conn.CreateCommand();
cmd.CommandText = sql;
conn.Open();
cmd.ExecuteNonQuery();
conn.Close();
return(1);
}
public static double SumHistoryData(CTable dataSource, double date, int cycle, int field)
{
double sumValue = 0;
double value = 0;
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
CStrA.M130(date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
if (cycle == CYCLE_WEEK)
{
int dayOfWeek = DayOfWeek(year, month, day);
if (dayOfWeek >= 5)
{
dayOfWeek = 4;
}
for (int i = 1; i <= dayOfWeek; i++)
{
double calcDate = CStrA.M129(year, month, day - i, 0, 0, 0, 0);
value = dataSource.Get(calcDate, field);
if (!double.IsNaN(value))
{
sumValue += value;
}
}
}
else if (cycle == CYCLE_MONTH)
{
for (int i = 1; i < day; i++)
{
double calcDate = CStrA.M129(year, month, i, 0, 0, 0, 0);
value = dataSource.Get(calcDate, field);
if (!double.IsNaN(value))
{
sumValue += value;
}
}
}
else if (cycle == 0)
{
int rowCount = dataSource.RowsCount;
for (int i = 0; i < rowCount; i++)
{
value = dataSource.Get2(i, field);
if (!double.IsNaN(value))
{
sumValue += value;
}
}
}
return(sumValue);
}
/// <summary>
/// 获取分时数据
/// </summary>
public static void GetMinuteDatas()
{
if (m_minuteDatas.Count > 0)
{
return;
}
String appPath = DataCenter.GetAppPath();
foreach (String code in m_codedMap.Keys)
{
String fileName = m_newFileDir + CStrA.ConvertDBCodeToFileName(code);
if (!CFileA.IsFileExist(fileName))
{
fileName = m_newFileDir + CStrA.ConvertDBCodeToSinaCode(code).ToUpper() + ".txt";
}
if (CFileA.IsFileExist(fileName))
{
String text = "";
CFileA.Read(fileName, ref text);
List <SecurityData> datas = new List <SecurityData>();
StockService.GetHistoryDatasByMinuteStr(text, datas);
if (datas.Count > 0)
{
int rindex = 0;
int dataSize = datas.Count;
while (rindex < dataSize)
{
SecurityData d = datas[rindex];
if (rindex == 0)
{
d.m_avgPrice = d.m_close;
}
else
{
SecurityData ld = datas[rindex - 1];
d.m_avgPrice = (ld.m_avgPrice * rindex + d.m_close) / (rindex + 1);
}
rindex++;
}
m_minuteDatas[code] = datas;
}
}
}
}
public static double GetMinuteVol(CTable dataSource, double date, int field, double volume)
{
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
CStrA.M130(date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
double startDate = 0;
double endDate = date;
if (hour >= 6)
{
startDate = CStrA.M129(year, month, day, 6, 0, 0, 0);
}
else
{
double preDate = date - 86400;
int lyear = 0, lmonth = 0, lday = 0, lhour = 0, lminute = 0, lsecond = 0, lms = 0;
CStrA.M130(preDate, ref lyear, ref lmonth, ref lday, ref lhour, ref lminute, ref lsecond, ref lms);
startDate = CStrA.M129(lyear, lmonth, lday, 6, 0, 0, 0);
}
int dataSize = dataSource.RowsCount;
bool containsFlg = false;
for (int i = dataSize - 1; i >= 0; i--)
{
containsFlg = false;
double ldate = dataSource.GetXValue(i);
if (startDate <= ldate && ldate <= endDate)
{
containsFlg = true;
}
if (!containsFlg)
{
break;
}
else
{
double vol = dataSource.Get2(i, KeyFields.VOL_INDEX);
volume = volume - vol;
}
}
return(volume);
}
/// <summary>
/// 添加用户Cookie
/// </summary>
/// <param name="cookie">消息</param>
/// <returns>状态</returns>
public int AddCookie(UserCookie cookie)
{
UserCookie oldCookie = new UserCookie();
if (GetCookie(cookie.m_key, ref oldCookie) > 0)
{
UpdateCookie(cookie);
}
else
{
String sql = String.Format("INSERT INTO USERCOOKIE(USERID, KEY, VALUE, MODIFYTIME, CREATETIME) values ({0}, '{1}', '{2}','1970-1-1','1970-1-1')",
m_userID, CStrA.GetDBString(cookie.m_key), CStrA.GetDBString(cookie.m_value));
SQLiteConnection conn = new SQLiteConnection(m_connectStr);
conn.Open();
SQLiteCommand cmd = conn.CreateCommand();
cmd.CommandText = sql;
cmd.ExecuteNonQuery();
conn.Close();
}
return(1);
}
/// <summary>
/// 加载历史数据
/// </summary>
/// <param name="history"></param>
public static void LoadHistoryDatas()
{
if (m_historyDatas.Count > 0)
{
return;
}
foreach (String code in m_codedMap.Keys)
{
String fileName = DataCenter.GetAppPath() + "\\day\\" + CStrA.ConvertDBCodeToSinaCode(code).ToUpper() + ".txt";
if (File.Exists(fileName))
{
StreamReader sra = new StreamReader(fileName, Encoding.Default);
String text = sra.ReadToEnd();
List <SecurityData> datas = new List <SecurityData>();
StockService.GetHistoryDatasByTdxStr(text, datas);
if (datas.Count > 0)
{
m_historyDatas[code] = datas;
}
}
}
}
/// <summary>
/// 字符串转换成持仓对象
/// </summary>
/// <param name="tradingAccountResult"></param>
/// <returns></returns>
public static SecurityTradingAccount ConvertToStockTradingAccount(String tradingAccountResult)
{
if (tradingAccountResult == null || tradingAccountResult.Length == 0)
{
return(null);
}
String[] tradingAccountFields = tradingAccountResult.Split(Environment.NewLine.ToCharArray(),
StringSplitOptions.RemoveEmptyEntries);
if (tradingAccountFields == null || tradingAccountFields.Length < 6)
{
return(null);
}
int index = 0;
SecurityTradingAccount stockTradingAccount = new SecurityTradingAccount();
stockTradingAccount.m_capitalBalance = CStrA.ConvertStrToDouble(tradingAccountFields[index++]);
stockTradingAccount.m_frozenCash = CStrA.ConvertStrToDouble(tradingAccountFields[index++]);
stockTradingAccount.m_available = CStrA.ConvertStrToDouble(tradingAccountFields[index++]);
stockTradingAccount.m_withdrawQuota = CStrA.ConvertStrToDouble(tradingAccountFields[index++]);
stockTradingAccount.m_stockValue = CStrA.ConvertStrToDouble(tradingAccountFields[index++]);
stockTradingAccount.m_totalCapital = CStrA.ConvertStrToDouble(tradingAccountFields[index++]);
return(stockTradingAccount);
}
/// <summary>
///
/// </summary>
/// <param name="param"></param>
public void DealStrategyThread(object param)
{
SecurityLatestData latestData = param as SecurityLatestData;
if (latestData == null)
{
return;
}
if (m_securityStrategySettingCurrnet == null || m_securityStrategySettingCurrnet.m_strategyType != 0)
{
return;
}
SecurityRangeTradeCondition securityRangeTradeCondition
= JsonConvert.DeserializeObject <SecurityRangeTradeCondition>(m_securityStrategySettingCurrnet.m_strategySettingInfo);
if (securityRangeTradeCondition == null)
{
return;
}
bool isInitBuild = securityRangeTradeCondition.m_initBuildFlag;
float bottomRangePrice = securityRangeTradeCondition.m_bottomRangePrice;
float topRangePrice = securityRangeTradeCondition.m_topRangePrice;
// 当前价格超过了区间的上限价格或者低于区间的下限，则不做处理
if (latestData.m_close > topRangePrice || latestData.m_close < bottomRangePrice)
{
return;
}
// 已经建仓完成
if (isInitBuild)
{
bool isBasePrice = securityRangeTradeCondition.m_isBasePrice;
float lastDealPrice = securityRangeTradeCondition.m_lastDealPrice;
int buyCount = securityRangeTradeCondition.m_buyCount;
int sellCount = securityRangeTradeCondition.m_sellCount;
float lowLastDealBuy = securityRangeTradeCondition.m_lowLastDealBuy;
float overLastDealSell = securityRangeTradeCondition.m_overLastDealSell;
bool isCrossBuy = securityRangeTradeCondition.m_isCrossBuy;
bool isCrossSell = securityRangeTradeCondition.m_isCrossSell;
// 当前价格和上次委托未成交价格的比较
double diffPrice1 = latestData.m_close - m_lastCommissionNoTradePrice;
if (diffPrice1 == 0)
{
return;
}
if (diffPrice1 > 0 && diffPrice1 < overLastDealSell)
{
return;
}
if (diffPrice1 < 0 && Math.Abs(diffPrice1) < lowLastDealBuy)
{
return;
}
// 计算当前价格和上次成交价格的差值
double diffPrice = latestData.m_close - lastDealPrice;
if (diffPrice > 0)
{
SecurityPosition postion = null;
if (!m_dictSecurityPositions.TryGetValue(latestData.m_code, out postion))
{
// 没有持仓信息，不做处理
return;
}
// 高于上次成交价格
int readSellCount = 0;
int sepaCount = (int)(diffPrice / overLastDealSell);
if (sepaCount < 1)
{
// 价格没有达到预期值
return;
}
if (isCrossSell)
{
readSellCount = sepaCount * sellCount;
}
else
{
readSellCount = sellCount;
}
if (readSellCount < 100)
{
return;
}
// 股票余额小于可卖数量
if (postion.m_stockBalance < readSellCount)
{
readSellCount = (int)postion.m_stockBalance;
}
OrderInfo info = new OrderInfo();
info.m_code = CStrA.ConvertDBCodeToDealCode(latestData.m_code);
info.m_price = (float)Math.Round(latestData.m_close, 2);
info.m_qty = readSellCount;
m_lastCommissionNoTradePrice = info.m_price;
AutoTradeService.Sell(info);
Thread.Sleep(3000);
THSDealInfo req = new THSDealInfo();
req.m_operateType = 4;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
}
else if (diffPrice < 0)
{
if (m_securityTradingAccount == null)
{
// 没有资金账户信息
return;
}
// 低于上次成交价格
int readBuyCount = 0;
int sepaCount = (int)(Math.Abs(diffPrice) / overLastDealSell);
if (sepaCount < 1)
{
// 价格没有达到预期值
return;
}
if (isCrossBuy)
{
readBuyCount = sepaCount * buyCount;
}
else
{
readBuyCount = buyCount;
}
if (readBuyCount < 100)
{
return;
}
int capitalAllowBuyCount = (int)((m_securityTradingAccount.m_capitalBalance - m_securityTradingAccount.m_frozenCash) / latestData.m_close) / 100 * 100;
// 资金余额小于可买的数量
if (capitalAllowBuyCount < readBuyCount)
{
readBuyCount = capitalAllowBuyCount;
}
OrderInfo info = new OrderInfo();
info.m_code = CStrA.ConvertDBCodeToDealCode(latestData.m_code);
info.m_price = (float)Math.Round(latestData.m_close, 2);
info.m_qty = readBuyCount;
m_lastCommissionNoTradePrice = info.m_price;
AutoTradeService.Buy(info);
Thread.Sleep(3000);
THSDealInfo req = new THSDealInfo();
req.m_operateType = 3;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
}
}
else
{
}
}
/// <summary>
/// 获取用户Cookie
/// </summary>
/// <param name="key">键</param>
/// <param name="cookie">会话</param>
/// <returns>状态</returns>
public int GetCookie(String key, ref UserCookie cookie)
{
int state = 0;
String sql = String.Format("SELECT * FROM USERCOOKIE WHERE USERID = {0} AND KEY = '{1}'", m_userID, CStrA.GetDBString(key));
SQLiteConnection conn = new SQLiteConnection(m_connectStr);
SQLiteCommand cmd = conn.CreateCommand();
cmd.CommandText = sql;
conn.Open();
SQLiteDataReader reader = cmd.ExecuteReader();
while (reader.Read())
{
cookie.m_userID = reader.GetInt32(0);
cookie.m_key = reader.GetString(1);
cookie.m_value = reader.GetString(2);
state = 1;
}
reader.Close();
conn.Close();
return(state);
}
/// <summary>
/// 获取分时线的历史数据
/// </summary>
/// <param name="str">数据字符串</param>
/// <param name="datas">历史数据</param>
/// <returns>状态</returns>
public static int GetHistoryDatasByMinuteStr(String str, List <SecurityData> datas)
{
String[] strs = str.Split(new String[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
int strLen = strs.Length;
double lClose = 0, lHigh = 0, lLow = 0, lOpen = 0;
double lVolume = 0, lAmount = 0, fVolume = 0, fAmount = 0, sum = 0;
int lYear = 0, lMonth = 0, lDay = 0, lHour = 0, lMinute = 0;
int startIndex = 0;
for (int i = startIndex; i < strLen; i++)
{
String[] strs2 = strs[i].Split(',');
if (strs2.Length == 4)
{
double date = CStrA.ConvertStrToDouble(strs2[0]);
double close = CStrA.ConvertStrToDouble(strs2[1]);
double volume = CStrA.ConvertStrToDouble(strs2[2]);
double amount = CStrA.ConvertStrToDouble(strs2[3]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
CStrA.M130(date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
if (hour * 60 + minute >= 899)
{
hour = 14;
minute = 59;
}
if (i == startIndex)
{
lClose = close;
lHigh = close;
lLow = close;
lOpen = close;
lVolume = volume;
lAmount = amount;
lYear = year;
lMonth = month;
lDay = day;
lHour = hour;
lMinute = minute;
}
bool inSameTime = false;
if (hour == lHour && minute == lMinute)
{
inSameTime = true;
if (close > lHigh)
{
lHigh = close;
}
if (close < lLow)
{
lLow = close;
}
}
if (!inSameTime || i == strLen - 1)
{
SecurityData data = new SecurityData();
data.m_date = CStrA.M129(lYear, lMonth, lDay, lHour, lMinute, 0, 0);
data.m_close = lClose;
if (lHigh != 0)
{
data.m_high = lHigh;
}
else
{
data.m_high = lClose;
}
if (lLow != 0)
{
data.m_low = lLow;
}
else
{
data.m_low = lClose;
}
if (lOpen != 0)
{
data.m_open = lOpen;
}
else
{
data.m_open = lClose;
}
data.m_volume = lVolume - fVolume;
data.m_amount = lAmount - fAmount;
if (data.m_close != 0 && data.m_volume != 0)
{
sum += data.m_close;
data.m_avgPrice = sum / (datas.Count + 1);
datas.Add(data);
}
fVolume = lVolume;
fAmount = lAmount;
}
if (!inSameTime)
{
lHigh = close;
lLow = close;
lOpen = close;
lYear = year;
lMonth = month;
lDay = day;
lHour = hour;
lMinute = minute;
}
lClose = close;
lVolume = volume;
lAmount = amount;
}
}
return(1);
}
/// <summary>
/// 根据字符串获取新浪的最新数据
/// </summary>
/// <param name="str">数据字符串</param>
/// <param name="formatType">格式</param>
/// <param name="data">最新数据</param>
/// <returns>状态</returns>
public static int GetLatestDataBySinaStr(String str, int formatType, ref SecurityLatestData data)
{
//分析数据
String date = "";
String[] strs2 = str.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
int strLen2 = strs2.Length;
bool szIndex = false;
for (int j = 0; j < strLen2; j++)
{
String str2 = strs2[j];
switch (j)
{
case 0:
data.m_code = CStrA.ConvertSinaCodeToDBCode(str2);
if (data.m_code.StartsWith("399"))
{
szIndex = true;
}
break;
case 1:
{
data.m_open = CStrA.ConvertStrToDouble(str2);
break;
}
case 2:
{
data.m_lastClose = CStrA.ConvertStrToDouble(str2);
break;
}
case 3:
{
data.m_close = CStrA.ConvertStrToDouble(str2);
break;
}
case 4:
{
data.m_high = CStrA.ConvertStrToDouble(str2);
break;
}
case 5:
{
data.m_low = CStrA.ConvertStrToDouble(str2);
break;
}
case 8:
{
data.m_volume = CStrA.ConvertStrToDouble(str2);
if (szIndex)
{
data.m_volume /= 100;
}
break;
}
case 9:
{
data.m_amount = CStrA.ConvertStrToDouble(str2);
break;
}
case 10:
{
if (formatType == 0)
{
data.m_buyVolume1 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 11:
{
if (formatType == 0)
{
data.m_buyPrice1 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 12:
{
if (formatType == 0)
{
data.m_buyVolume2 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 13:
{
if (formatType == 0)
{
data.m_buyPrice2 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 14:
{
if (formatType == 0)
{
data.m_buyVolume3 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 15:
{
if (formatType == 0)
{
data.m_buyPrice3 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 16:
{
if (formatType == 0)
{
data.m_buyVolume4 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 17:
{
if (formatType == 0)
{
data.m_buyPrice4 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 18:
{
if (formatType == 0)
{
data.m_buyVolume5 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 19:
{
if (formatType == 0)
{
data.m_buyPrice5 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 20:
{
if (formatType == 0)
{
data.m_sellVolume1 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 21:
{
if (formatType == 0)
{
data.m_sellPrice1 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 22:
{
if (formatType == 0)
{
data.m_sellVolume2 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 23:
{
if (formatType == 0)
{
data.m_sellPrice2 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 24:
{
if (formatType == 0)
{
data.m_sellVolume3 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 25:
{
if (formatType == 0)
{
data.m_sellPrice3 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 26:
{
if (formatType == 0)
{
data.m_sellVolume4 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 27:
{
if (formatType == 0)
{
data.m_sellPrice4 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 28:
{
if (formatType == 0)
{
data.m_sellVolume5 = (int)CStrA.ConvertStrToDouble(str2);
}
break;
}
case 29:
{
if (formatType == 0)
{
data.m_sellPrice5 = CStrA.ConvertStrToDouble(str2);
}
break;
}
case 30:
date = str2;
break;
case 31:
date += " " + str2;
break;
}
}
//获取时间
if (date != null && date.Length > 0)
{
DateTime dateTime = Convert.ToDateTime(date);
data.m_date = CStrA.M129(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, dateTime.Second, 0);
}
//价格修正
if (data.m_close != 0)
{
if (data.m_open == 0)
{
data.m_open = data.m_close;
}
if (data.m_high == 0)
{
data.m_high = data.m_close;
}
if (data.m_low == 0)
{
data.m_low = data.m_close;
}
}
return(0);
}
/// <summary>
/// 数据落地线程工作
/// </summary>
public static void StartWork3()
{
//复制数据
LoadHistoryDatas();
GetMinuteDatas();
//新旧数据合并
foreach (String oCode in m_historyDatas.Keys)
{
if (!m_latestDatas.ContainsKey(oCode) || !m_historyDatas.ContainsKey(oCode))
{
continue;
}
SecurityLatestData securityLatestData = m_latestDatas[oCode];
List <SecurityData> oldSecurityDatas = m_historyDatas[oCode];
SecurityData oldSecurityData = oldSecurityDatas[oldSecurityDatas.Count - 1];
int myear = 0, mmonth = 0, mday = 0, mhour = 0, mmin = 0, msec = 0, mmsec = 0;
CStrA.M130(oldSecurityData.m_date, ref myear, ref mmonth, ref mday, ref mhour, ref mmin, ref msec, ref mmsec);
int year = 0, month = 0, day = 0, hour = 0, min = 0, sec = 0, msec2 = 0;
CStrA.M130(securityLatestData.m_date, ref year, ref month, ref day, ref hour, ref min, ref sec, ref msec2);
if (year >= myear && month >= mmonth && day >= mday)
{
SecurityData nSecurityData = new SecurityData();
nSecurityData.m_amount = securityLatestData.m_amount;
nSecurityData.m_close = securityLatestData.m_close;
nSecurityData.m_date = securityLatestData.m_date;
nSecurityData.m_high = securityLatestData.m_high;
nSecurityData.m_low = securityLatestData.m_low;
nSecurityData.m_open = securityLatestData.m_open;
nSecurityData.m_volume = securityLatestData.m_volume;
if (day == mday)
{
m_historyDatas[oCode].RemoveAt(m_historyDatas[oCode].Count - 1);
}
m_historyDatas[oCode].Add(nSecurityData);
}
}
String outputFileTemplate = DataCenter.GetAppPath() + "\\day\\{0}.txt";
String fileInfo = "{0} {1} 日线 前复权\r\n";
String title = " 日期 开盘 最高 最低 收盘 成交量 成交额\r\n";
String lineTemp = "{0},{1},{2},{3},{4},{5},{6}\r\n";
String timeFormatStr = "yyyy-MM-dd";
//写入文件
foreach (String code in m_historyDatas.Keys)
{
List <SecurityData> temp3 = m_historyDatas[code];
StringBuilder strbuff = new StringBuilder();
strbuff.Append(String.Format(fileInfo, m_codedMap[code].m_code, m_codedMap[code].m_name));
strbuff.Append(title);
foreach (SecurityData sdt in temp3)
{
strbuff.Append(String.Format(lineTemp, //
CStr.ConvertNumToDate(sdt.m_date).ToString(timeFormatStr), //
sdt.m_open, //
sdt.m_high, //
sdt.m_low, //
sdt.m_close, //
sdt.m_volume, //
sdt.m_amount));
}
strbuff.Append("数据来源:通达信\r\n");
CFileA.Write(String.Format(outputFileTemplate, code), strbuff.ToString());
}
}
/// <summary>
/// 删除用户Cookie
/// </summary>
/// <param name="key">键</param>
/// <returns>状态</returns>
public int DeleteCookie(String key)
{
String sql = String.Format("DELETE FROM USERCOOKIE WHERE USERID = {0} AND KEY = '{1}'", m_userID, CStrA.GetDBString(key));
SQLiteConnection conn = new SQLiteConnection(m_connectStr);
SQLiteCommand cmd = conn.CreateCommand();
cmd.CommandText = sql;
conn.Open();
cmd.ExecuteNonQuery();
conn.Close();
return(1);
}