public override void Export2TradeTable(DbDataReader reader, IExportCallback callback, IExport2TradeTable tradeService)
{
if (reader == null)
return;
TradeTable tradeTable = new TradeTable();
if (!tradeTable.Open())
return;
OrderRowService_LH lhService = new OrderRowService_LH(this.TheProject);
if (!lhService.Open())
{
tradeTable.Close();
this.ImportState = EImportStatus.Exception;
this.TheProject.Output.WriteLine("量化平台数据库打开失败！");
return;
}
ProjectInfoService_LH projInfoService = new ProjectInfoService_LH();
projInfoService.DB = lhService;
List<ProjectInfo_LH> projInfos = projInfoService.GetProjectInfos(true);
bool bufferAll_lh = false;
List<OrderRow_LH> buffer_lh = null;
List<OrderRow_LH> lhDataList = null;
string securityId = string.Empty;
lhService.SyncImportState2Local();
if (lhService.TotalCount < this.MaxBufferSize)
{
bufferAll_lh = true;
buffer_lh = lhService.GetTradeItems(EMarketType.ALL);
}
while (reader.Read())
{
if (this.TheProject.HasStop)
{
tradeService.ImportState = EImportStatus.Interrupt;
break;
}
TradeInfo_O32 row = this.GetTradeInfo(reader);
// 过滤掉无效的zmdm
ProjectInfo_LH projInfo = projInfos.Where(o => o.Zmdm.ToString() == row.VC_COMBI_NO).FirstOrDefault();
if (projInfo == null)
{
callback.CurrentIndex++;
continue;
}
string interCode = row.VC_REPORT_CODE;
if (securityId != interCode)
{
securityId = interCode;
if (bufferAll_lh)
lhDataList = buffer_lh.Where(o => o.zqdm.Equals(interCode)).ToList(); // 从内存中筛选，速度快
else
lhDataList = lhService.GetTradeItems(interCode, EMarketType.ALL); // 直接从数据库查询，比较耗时
}
if (lhDataList.Where(o => o.zmdm.ToString() == row.VC_COMBI_NO).FirstOrDefault() == null)
{
TradeRow tradeInfo = this.GetTradeRow(row);
tradeInfo.Xmdm = projInfo.Zmdm;
tradeTable.Add(tradeInfo);
callback.ValidIndex++;
}
callback.CurrentIndex++;
}
lhService.Close();
tradeTable.Close();
}
/// <summary>
/// 将数据导出到成交表（TradeTable）中。
/// </summary>
public virtual void Export2TradeTable(DbDataReader reader, IExportCallback callback, IExport2TradeTable tradeService)
{
if (reader == null)
return;
TradeTable tradeTable = new TradeTable();
if (!tradeTable.Open())
return;
while (reader.Read())
{
if (this.TheProject.HasStop)
{
tradeService.ImportState = EImportStatus.Interrupt;
break;
}
TradeRow data = tradeService.GetTradeRow(reader);
tradeTable.Add(data);
callback.CurrentIndex++;
callback.ValidIndex++;
}
tradeTable.Close();
}
protected void Export2OrderAndTradeTable(DbDataReader reader, IExportCallback callBack)
{
OrderTable orderTable = new OrderTable();
TradeTable tradeTable = new TradeTable();
if (!orderTable.Open() || !tradeTable.Open())
{
orderTable.Close();
tradeTable.Close();
return;
}
while (reader.Read())
{
if (this.TheProject.HasStop)
{
this.ImportState = EImportStatus.Interrupt;
break;
}
OrderRow_LH row = this.GetOrderRow_LH(reader as SqlDataReader);
orderTable.Add(this.GetOrderRow(row));
// 成交信息
if (row.CjNum > 0)
{
tradeTable.Add(GetTradeRow(row));
callBack.ValidIndex++;
}
callBack.CurrentIndex++;
}
orderTable.Close();
tradeTable.Close();
}