private void AddSteps_KLineData(List <IStep> steps)
{
List <CodeInfo> instruments = historyData.GetInstruments();
List <int> tradingDays = historyData.GetTradingDays();
CacheUtils_TradingDay cache = new CacheUtils_TradingDay(tradingDays);
for (int i = 0; i < instruments.Count; i++)
{
CodeInfo codeInfo = instruments[i];
if (codeInfo.End == 0 || codeInfo.End >= 20170718)
{
AddSteps_KLineData_Instrument(steps, codeInfo, cache);
}
}
}
public Step_UpdateTradingDays(IPlugin_HistoryData historyData, IDataStore dataStore)
{
this.tradingDayStore = dataStore.CreateTradingDayStore();
this.tradingDays = historyData.GetTradingDays();
List <int> historyTradingDays = tradingDayStore.Load();
this.newTradingDays = new List <int>();
CacheUtils_TradingDay cache = new CacheUtils_TradingDay(historyTradingDays);
for (int i = 0; i < tradingDays.Count; i++)
{
int tradingDay = tradingDays[i];
if (!cache.IsTrade(tradingDay))
{
newTradingDays.Add(tradingDay);
}
}
newTradingDays.Sort();
}
private void AddSteps_TickData(List <IStep> steps)
{
ITickDataStore tickDataStore = dataStore.CreateTickDataStore();
List <CodeInfo> allInstruments = historyData.GetInstruments();
List <int> allTradingDays = historyData.GetTradingDays();
CacheUtils_TradingDay tradingDayCache = new CacheUtils_TradingDay(allTradingDays);
for (int i = 0; i < allInstruments.Count; i++)
//for (int i = 0; i < 10; i++)
{
CodeInfo instrument = allInstruments[i];
//if (!(instrument.Exchange == "SQ" && instrument.Code.EndsWith("0000")))
// continue;
int lastTradingDay = instrument.End;
if (lastTradingDay <= 0)
{
lastTradingDay = tradingDayCache.LastTradingDay;
}
int lastUpdatedDate = updatedDataInfo.GetLastUpdatedTickData(instrument.Code);
if (lastUpdatedDate < instrument.Start)
{
lastUpdatedDate = tradingDayCache.GetPrevTradingDay(instrument.Start);
}
List <int> allDays;
if (!isFillUp)
{
if (lastUpdatedDate >= lastTradingDay)
{
continue;
}
int startDate = tradingDayCache.GetNextTradingDay(lastUpdatedDate);
//如果不填充数据，直接根据最新交易日期和最后更新日期
int endDate = instrument.End;
if (endDate <= 0)
{
endDate = allTradingDays[allTradingDays.Count - 1];
}
//20171015 ww 在不全面更新数据情况下，如果最新的交易日比合约截止时间更新，则不再更新该合约数据
int firstNewTradingDay = newTradingDays.Count == 0 ? allTradingDays[allTradingDays.Count - 1] : newTradingDays[0];
if (firstNewTradingDay > endDate)
{
continue;
}
IList <int> tradingDays = tradingDayCache.GetTradingDays(lastUpdatedDate, endDate);
if (tradingDays == null || tradingDays.Count == 0)
{
continue;
}
allDays = new List <int>();
allDays.AddRange(tradingDays);
//allTradingDays
}
else
{
//如果填充所有数据
List <int> storedAllDays = tickDataStore.GetAllDays(instrument.Code);
allDays = GetAllNotUpdateTickData(instrument, tradingDayCache, storedAllDays, isFillUp);
if (allDays == null)
{
continue;
}
}
AddSteps_TickData_Instrument(steps, instrument.Code, allDays);
}
}