void SaveLongCodes()
{
Dictionary<String, String> stockBlgData = StockUtil.LoadBloombergStockDataFromDB();
CPUTILLib.CpStockCode cpStockCode = new CPUTILLib.CpStockCode();
DeleteLongCode();
foreach (String code in stockBlgData.Keys)
{
String shortCode = BlgCodeToShortCode(code);
String longCode = cpStockCode.CodeToFullCode(shortCode);
String name = cpStockCode.CodeToName(shortCode);
SaveLongCode_Raw(shortCode, longCode, name);
}
_lastLog.Add("Save long codes complete...");
}
Dictionary<String, CP_LoadingDatum_Elw> GetElwInfoFromCP(DateTime maturity)
{
Dictionary<String, CP_LoadingDatum_Elw> elwInfos = new Dictionary<string, CP_LoadingDatum_Elw>();
String kospi200 = "U180";
CPSYSDIBLib.ElwAll elwAll = new CPSYSDIBLib.ElwAll();
CPUTILLib.CpStockCode cpStockCode = new CPUTILLib.CpStockCode();
// 1. ELW 종목 리스트를 얻어온다.
// 2. Kospi200에 해당하는 리스트를 얻어온다.
// 3. ELW를 등록한다.
elwAll.SetInputValue(0, 1);
while (true)
{
elwAll.BlockRequest();
int count = Convert.ToInt32(elwAll.GetHeaderValue(0));
for (int i = 0; i < count; ++i)
{
String underlyingCode = Convert.ToString(elwAll.GetDataValue(36, i));
String underlyingName = Convert.ToString(elwAll.GetDataValue(37, i));
if (underlyingCode.CompareTo(kospi200) != 0)
{
continue;
}
String code = Convert.ToString(elwAll.GetDataValue(0, i));
String name = Convert.ToString(elwAll.GetDataValue(3, i));
String callPut = Convert.ToString(elwAll.GetDataValue(4, i));
long maturityCP = Convert.ToInt64(elwAll.GetDataValue(6, i));
double strike = Convert.ToDouble(elwAll.GetDataValue(10, i));
int changeRate = Convert.ToInt32(elwAll.GetDataValue(11, i));
double bidPrice = Convert.ToDouble(elwAll.GetDataValue(15, i));
double askPrice = Convert.ToDouble(elwAll.GetDataValue(14, i));
double curPrice = Convert.ToDouble(elwAll.GetDataValue(16, i));
double gearing = Convert.ToDouble(elwAll.GetDataValue(28, i));
long issuedCount = Convert.ToInt64(elwAll.GetDataValue(9, i));
long remainDays = Convert.ToInt32(elwAll.GetDataValue(13, i));
double kockoutPrice = Convert.ToDouble(elwAll.GetDataValue(43, i));
if (maturity.ToString("yyyyMMdd").CompareTo(maturityCP.ToString()) == 0)
{
if (kockoutPrice > 0)
{
// 조기종료 버린다.
logger.Debug("{0} is discarded in that it is KOBA.", name);
continue;
}
CP_LoadingDatum_Elw datum = new CP_LoadingDatum_Elw();
datum.UnderlyingCode = underlyingCode;
datum.UnderlyingName = underlyingName;
if (name.ToUpper().Contains("KB") ||
name.ToUpper().Contains("국민") ||
name.ToUpper().Contains("케이비") ||
name.ToUpper().Contains("kb"))
{
// KB투자증권 버린다.
logger.Debug("{0} is discarded in that it is KB.", name);
continue;
}
datum.Code = code;
datum.Name = name;
datum.Maturity = maturityCP;
datum.Strike = strike;
datum.ChangeRate = changeRate;
datum._CallPut = callPut;
datum.RemainDays = remainDays;
datum.Gearing = gearing;
datum.IssuedCount = issuedCount;
datum.LongCode = cpStockCode.CodeToFullCode(code);
datum.BidPrice = bidPrice;
datum.AskPrice = askPrice;
datum.CurPrice = curPrice;
elwInfos.Add(datum.Code, datum);
}
}
if (elwAll.Continue == 0)
{
break;
}
}
return elwInfos;
}
