private List <StockBasicInfo> loadInfoDailyFromSql(string code, DateTime start, DateTime end)
{
List <StockBasicInfo> infoList = new List <StockBasicInfo>();
var timeList = SplitTimeYearly(start, end);
foreach (var day in timeList)
{
DateTime dayStart = day;
DateTime dayEnd = DateTimeExtension.DateUtils.PreviousOrCurrentTradeDay(new DateTime(day.Year, 12, 31));
if (dayEnd > end)
{
dayEnd = end;
}
var sqlStr = string.Format(@"select [Code],[DateTime] from [StockInfo].[dbo].[BasicInfoDaily{0}]
where Code='{1}' and DateTime>='{2}' and DateTime<='{3}'",
dayStart.Year, code, dayStart, dayEnd);
var dt = sqlReader.GetDataTable(sqlStr);
var tradedays = dateRepo.GetStockTransactionDate(dayStart, dayEnd);
if (dt.Rows.Count < tradedays.Count()) //数据不足，去万德拉取
{
var dtAll = windReader.GetDailyDataTable(code, "", dayStart, dayEnd);
var dtLack = getLackData(dt, dtAll);
if (dtLack.Rows.Count > 0)
{
WriteToSql(dtLack);
}
infoList.AddRange(dataTableToList(dtAll));
}
else
{
infoList.AddRange(dataTableToList(dt));
}
}
return(infoList);
}
public List <StockTransaction> GetStockTransactionFromLocalSqlByCodeWithRedis(string code, DateTime start, DateTime end)
{
var stocks = new List <StockTransaction>();
if (redis == false)
{
return(stocks);
}
DateTime startTime = start.Date;
DateTime endTime = end.AddHours(15);
code = code.ToUpper();
if (end.Date >= DateTime.Now.Date)
{
throw new ArgumentException("结束时间只能小于当天时间");
}
var tradingDates = dateTimeRepo.GetStockTransactionDate(start.Date, end.Date == DateTime.Now.Date ? end.Date.AddDays(-1) : end.Date);
foreach (var date in tradingDates)
{
LoadDataToRedisFromSqlServerIfNecessary(code, date);
}
stocks = FetchDataFromRedis(code, tradingDates).Where(c => c.DateTime >= startTime && c.DateTime <= endTime).OrderBy(c => c.DateTime).ToList();
return(stocks);
}
//获取分钟线数据，先从sql数据库拉取数据,如果没有数据，就从tick数据库拉取数据，并转换成分钟数据并存入sql数据库
public List <StockMinuteTransaction> GetStockTransaction(string code, DateTime start, DateTime end)
{
//logger.Info(string.Format("begin to fetch stock{0} minute data from {1} to {2}...", code, start, end));
var stocks = new List <StockMinuteTransaction>();
var stockLack = new List <StockMinuteTransaction>();
var tradingDates = dateTimeRepo.GetStockTransactionDate(start.Date, end.Date == DateTime.Now.Date ? end.Date.AddDays(-1) : end.Date);
var timeInterval = new StockMinuteInterval(start, end, tradingDates);
foreach (var currentDay in tradingDates)
{
var currentTime = currentDay.Date;
//Console.WriteLine(currentTime);
var stock = LoadStockMinuteFromSql(code, currentTime);
if (stock.Count() == 0)
{
//BulkLoadStockMinuteToSqlFromSource(code, currentTime);
try
{
stock = LoadStockMinuteToSqlFromSouceDaily(code, currentTime, false);
stockLack.AddRange(stock);
}
catch (Exception e)
{
Console.WriteLine("exception!!! {0}", e.Message);
}
}
stocks.AddRange(stock);
}
//logger.Info(string.Format("completed fetching stock{0} minute data from {1} to {2}...", code, start, end));
var dt = transactionListToDataTable(stockLack);
WriteToSql(dt);
return(stocks);
}
public List <StockTransaction> GetStockTransaction(string code, DateTime begin, DateTime end)
{
//logger.Info(string.Format("begin to fetch stock{0} daily data from {1} to {2}...", code, begin, end));
var stocks = new List <StockTransaction>();
var tradingDates = dateRepo.GetStockTransactionDate(begin, end);
if (tradingDates != null && tradingDates.Count > 0)
{
LoadStockTransactionToSqlFromSource(code, tradingDates);
var dt = GetStockDailyTransactionFromSqlServer(code, begin, end);
stocks = datatableToList(dt);
}
//logger.Info(string.Format("completed fetching stock{0} daily data from {1} to {2}...", code, begin, end));
return(stocks);
}
public List <StockTickTransaction> GetStockTransaction(string code, DateTime start, DateTime end, bool record = true)
{
//logger.Info(string.Format("begin to fetch stock{0} tick data from {1} to {2}...", code, start, end));
List <StockTickTransaction> ticks = new List <StockTickTransaction>();
code = code.ToUpper();
if (end.Date >= DateTime.Now.Date)
{
throw new ArgumentException("结束时间只能小于当天时间");
}
//处理开始时间和结束时间在交易时间段外取一些时间
start = new DateTime(start.Year, start.Month, start.Day, 9, 15, 00);
end = new DateTime(end.Year, end.Month, end.Day, 15, 01, 00);
var transDates = transDateRepo.GetStockTransactionDate(start, end);
foreach (var date in transDates)
{
LoadDataToSqlServerFromSourceIfNecessary(code, date, record);
if (redis == true)
{
LoadDataToRedisFromSqlServerIfNecessary(code, date);
}
else
{
var ticksNow = FetchDataFromSource(code, date);
ticks.AddRange(ticksNow);
}
}
// logger.Info(string.Format("completed fetching stock{0} tick data from {1} to {2}...", code, start, end));
if (redis == true)
{
ticks = FetchDataFromRedis(code, transDates).Where(c => c.TransactionDateTime >= start && c.TransactionDateTime <= end).OrderBy(c => c.TransactionDateTime).ToList();
}
return(ticks);
}
public List <StockTransaction> GetStockTransaction(string code, DateTime start, DateTime end)
{
logger.Info(string.Format("begin to fetch stock{0} minute data from {1} to {2}...", code, start, end));
var stocks = new List <StockTransaction>();
var tradingDates = dateTimeRepo.GetStockTransactionDate(start.Date, end.Date == DateTime.Now.Date?end.Date.AddDays(-1):end.Date);
var timeInterval = new StockMinuteInterval(start, end, tradingDates);
while (timeInterval.MoveNext())
{
var currentTime = timeInterval.Current;
StockTransaction stock = FetchStockMinuteTransFromRedis(code, currentTime);
if (stock == null)
{
BulkLoadStockMinuteToSqlFromSource(code, currentTime);
BulkLoadStockMinuteToRedisFromSql(code, currentTime);
stock = FetchStockMinuteTransFromRedis(code, currentTime);
}
stocks.Add(stock);
}
logger.Info(string.Format("completed fetching stock{0} minute data from {1} to {2}...", code, start, end));
return(stocks);
}
public List <StockTransaction> GetStockTransaction(string code, DateTime begin, DateTime end)
{
logger.Info(string.Format("begin to fetch stock{0} daily data from {1} to {2}...", code, begin, end));
var stocks = new List <StockTransaction>();
var tradingDates = dateRepo.GetStockTransactionDate(begin, end);
if (tradingDates != null && tradingDates.Count > 0)
{
foreach (var date in tradingDates)
{
StockTransaction trans = FetchStockFromRedis(code, date);
if (trans == null)//just run once
{
LoadStockTransactionToSqlFromSource(code, tradingDates);
LoadStockTransactionToRedisFromSql(code, tradingDates);
trans = FetchStockFromRedis(code, date);
}
stocks.Add(trans);
}
}
logger.Info(string.Format("completed fetching stock{0} daily data from {1} to {2}...", code, begin, end));
return(stocks);
}
