public async Task SaveHistory(StockHistory history)
{
var collection = _mongoWrapper.StockDatabase.GetCollection <StockHistoryData>(StockHistoryData);
FilterDefinition <StockHistoryData> filter = Builders <StockHistoryData> .Filter.Eq(s => s.Symbol, history.Symbol);
var filteredData = await collection.FindAsync(filter);
var existing = filteredData.FirstOrDefault();
if (existing == null)
{
var data = new StockHistoryData
{
Id = ObjectId.GenerateNewId().ToString(),
Symbol = history.Symbol,
History = history.History.OrderByDescending(h => h.ClosingDate).ToList()
};
await collection.InsertOneAsync(data);
}
else
{
UpdateDefinition <StockHistoryData> update = Builders <StockHistoryData> .Update.Set(s => s.History, history.History);
await collection.UpdateOneAsync(filter, update);
}
}
/// <summary>
/// 通过yahoo接口获得股票历史数据
/// </summary>
/// <param name="Code">股票代码</param>
/// <param name="StartDate">数据开始时间</param>
/// <param name="EndDate">数据结束时间</param>
/// <returns>改股票的历史数据</returns>
public List <StockHistoryData> getDataFromYahoo(string Code, DateTime StartDate, DateTime EndDate)
{
List <StockHistoryData> result = new List <StockHistoryData>();
try
{
string yahooApiUrl = DataHelper.GetConfig("getYahooStockHistoryDataUrl");
string request = getRequestUrl(yahooApiUrl, Code, StartDate, EndDate);
string data = wc.DownloadString(request);
string[] dataline = DataHelper.Remove(data.Split(new string[] { "\n" }, StringSplitOptions.RemoveEmptyEntries), 0);
foreach (var item in dataline)
{
string[] datarow = item.Split(new string[] { "," }, StringSplitOptions.RemoveEmptyEntries);
StockHistoryData shd = new StockHistoryData();
shd.StockCode = Code;
shd.StockHistoryDate = Convert.ToDateTime(datarow[0]).ToString("yyyy-MM-dd");
shd.SOpen = decimal.Round(Convert.ToDecimal(datarow[1]), 2);
shd.SHigh = decimal.Round(Convert.ToDecimal(datarow[2]), 2);
shd.SLow = decimal.Round(Convert.ToDecimal(datarow[3]), 2);
shd.SClose = decimal.Round(Convert.ToDecimal(datarow[4]), 2);
shd.SVolume = Convert.ToInt64(datarow[5]);
result.Add(shd);
}
}
catch (Exception ex)
{
LogHelper.WriteLog(string.Format("下载股票历史数据失败<br/>股票代码：{0}<br/>下载数据开始时间：{1}<br/>下载数据结束时间：{2}<br/>错误原因：{3}", Code, StartDate, EndDate, ex.Message));
}
return(result);
}
public static StockHistoryData Load(string file, StockNameTable nameTable)
{
StockHistoryData data;
data = _cache.GetOrAdd(file, (string f) => StockHistoryData.LoadFromFile(f, DateTime.MinValue, DateTime.MaxValue, nameTable));
return(data);
}
public StockHistoryData getDataFromXinLang(string Code)
{
StockHistoryData result = new StockHistoryData();
try
{
string xinLangApiUrl = DataHelper.GetConfig("getStockDataUrl");
string request = getRequestUrl(xinLangApiUrl, Code);
string[] data = wc.DownloadString(request).Split(',');
result.StockCode = Code;
result.SClose = Convert.ToDecimal(data[2]);
result.SOpen = Convert.ToDecimal(data[3]);
result.SHigh = Convert.ToDecimal(data[4]);
result.SLow = Convert.ToDecimal(data[5]);
result.SVolume = Convert.ToInt64(data[8]);
result.StockHistoryDate = Convert.ToDateTime(data[30]).ToString("yyyy-MM-dd");
}
catch (Exception ex)
{
LogHelper.WriteLog(string.Format("下载股票数据失败<br/>股票代码：{0}<br/>错误原因：{1}", Code, ex.Message));
result.StockCode = "-1"; //表示下载失败
}
return(result);
}
static void ProcessOneFile(string file, DateTime startDate, DateTime endDate, string outputFileFolder, string[] metrics)
{
if (string.IsNullOrEmpty(file) || string.IsNullOrEmpty(outputFileFolder))
{
throw new ArgumentNullException();
}
var data = StockHistoryData.LoadFromFile(file, startDate, endDate);
if (data == null)
{
return;
}
var allFieldNames = new List <string>();
// parse metrics to expression
var metricExpressions = metrics
.Select(MetricEvaluationContext.ParseExpression)
.ToArray();
// build field names
for (var i = 0; i < metrics.Length; ++i)
{
if (metricExpressions[i].FieldNames.Length == 1)
{
allFieldNames.Add(metrics[i]);
}
else
{
var i1 = i;
allFieldNames.AddRange(metricExpressions[i].FieldNames.Select(s => metrics[i1] + "." + s));
}
}
// calculate metrics
var metricValues = data.DataOrderedByTime
.Select(bar => metricExpressions
.SelectMany(
m =>
{
m.MultipleOutputUpdate(bar);
return(m.Values);
})
.ToArray())
.ToList();
var outputFile = Path.Combine(outputFileFolder, data.Name.Code + ".day.metric.csv");
using (var outputter = new StreamWriter(outputFile, false, Encoding.UTF8))
{
var header = "code,date,"
+ string.Join(",", allFieldNames.Select(MetricHelper.ConvertMetricToCsvCompatibleHead));
outputter.WriteLine(header);
var times = data.DataOrderedByTime.Select(d => d.Time).ToArray();
for (var i = 0; i < times.Length; ++i)
{
var value = string.Join(
",",
metricValues[i]
.Select(v => string.Format("{0:0.00}", v)));
outputter.WriteLine(
"{0},{1:yyyy/MM/dd},{2}",
data.Name.Code,
times[i],
value);
}
}
}
static void ProcessOneFile(string file, DateTime startDate, DateTime endDate, string outputFileFolder, string[] metrics)
{
if (string.IsNullOrEmpty(file) || string.IsNullOrEmpty(outputFileFolder))
{
throw new ArgumentNullException();
}
StockHistoryData data = LoadInputFile(file, startDate, endDate);
List <double[]> metricValues = new List <double[]>();
List <string> allFieldNames = new List <string>();
// parse metrics to expression
MetricExpression[] metricExpressions = metrics
.Select(m => MetricEvaluationContext.ParseExpression(m))
.ToArray();
// build field names
for (int i = 0; i < metrics.Length; ++i)
{
if (metricExpressions[i].FieldNames.Length == 1)
{
allFieldNames.Add(metrics[i]);
}
else
{
allFieldNames.AddRange(metricExpressions[i].FieldNames.Select(s => metrics[i] + "." + s));
}
}
// calculate metrics
foreach (Bar bar in data.Data)
{
var metricValuesForOneBar = metricExpressions.SelectMany(m => m.MultipleOutputUpdate(bar)).ToArray();
metricValues.Add(metricValuesForOneBar);
}
string outputFile = Path.Combine(outputFileFolder, data.Name.Code + ".day.metric.csv");
using (StreamWriter outputter = new StreamWriter(outputFile, false, Encoding.UTF8))
{
string header = "code,date,"
+ string.Join(",", allFieldNames.Select(m => MetricHelper.ConvertMetricToCsvCompatibleHead(m)));
outputter.WriteLine(header);
var times = data.Data.Select(d => d.Time).ToArray();
for (int i = 0; i < times.Length; ++i)
{
string value = string.Join(
",",
metricValues[i]
.Select(v => string.Format("{0:0.00}", v)));
outputter.WriteLine(
"{0},{1:yyyy/MM/dd},{2}",
data.Name.Code,
times[i],
value);
}
}
}
private void ShowStockData(string code, DateTime startTime, DateTime endTime, bool addAnnotation)
{
string file = _stockDataSettings.BuildActualDataFilePathAndName(code);
StockHistoryData data;
try
{
data = ChinaStockDataAccessor.Load(file, _stockNameTable);
}
catch (Exception ex)
{
ShowError("Load data file failed", ex);
return;
}
// update label of code
labelCode.Text = code;
var stockSeries = chartData.Series[StockSeriesIndex];
var volumeSeries = chartData.Series[VolumeSeriesIndex];
var chartArea = chartData.ChartAreas[ChartAreaIndex];
var bars = data.DataOrderedByTime;
if (bars == null || bars.Count() == 0)
{
stockSeries.Points.Clear();
volumeSeries.Points.Clear();
return;
}
// add data to chart
if (data != _currentShownData)
{
_currentShownData = data;
stockSeries.Points.Clear();
volumeSeries.Points.Clear();
for (int i = 0; i < bars.Length; ++i)
{
var bar = bars[i];
stockSeries.Points.AddXY(
bar.Time,
bar.HighestPrice,
bar.LowestPrice,
bar.OpenPrice,
bar.ClosePrice);
volumeSeries.Points.AddXY(bar.Time, bar.Volume);
}
}
// calculate the index of start time and end time in data
int startIndex = GetIndexOfTimeInBars(bars, startTime);
int endIndex = GetIndexOfTimeInBars(bars, endTime);
if (startIndex > endIndex)
{
int temp = startIndex;
startIndex = endIndex;
endIndex = temp;
}
// create scale view to cover start time and end time
int position = startIndex - SurroundDataPointCount;
int size = endIndex - startIndex + SurroundDataPointCount * 2;
position = Math.Max(0, position);
size = Math.Min(Math.Max(MinScaleViewSize, size), bars.Length);
if (size + position > bars.Length)
{
position = bars.Length - size;
}
chartArea.AxisX.ScaleView = new System.Windows.Forms.DataVisualization.Charting.AxisScaleView()
{
Position = position,
Size = size
};
// adjust view to accomendate the scale
AdjustChartView();
// add annotation
var startAnnotation = chartData.Annotations[StartAnnotationIndex];
var endAnnotation = chartData.Annotations[EndAnnotationIndex];
if (addAnnotation)
{
//startAnnotation.AnchorDataPoint = stockSeries.Points[startIndex];
//endAnnotation.AnchorDataPoint = stockSeries.Points[endIndex];
startAnnotation.AnchorX = startIndex + 1;
startAnnotation.AnchorY = bars[startIndex].LowestPrice;
endAnnotation.AnchorX = endIndex + 1;
endAnnotation.AnchorY = bars[endIndex].HighestPrice;
startAnnotation.Visible = true;
endAnnotation.Visible = true;
}
else
{
//startAnnotation.AnchorDataPoint = null;
//endAnnotation.AnchorDataPoint = null;
startAnnotation.AnchorX = 0;
startAnnotation.AnchorY = 0;
endAnnotation.AnchorX = 0;
endAnnotation.AnchorY = 0;
startAnnotation.Visible = false;
endAnnotation.Visible = false;
}
chartData.Invalidate();
chartData.Update();
}