private void Save(string strDstDir)
{
foreach (string futureid in _buffer.Keys)
{
string fullname = strDstDir + "\\" + futureid + ".day";
var isfile = File.Exists(fullname);
bool isRead = true;
if (Market == EnumMarket.期货)
{
FutureDayFile dayfile = new FutureDayFile();
dayfile.Init(fullname);
BarSeries daybarlist = new BarSeries();
if (_prgMq.Contains(futureid))
{
if (_prgMq.EndTime(futureid).Date == _buffer[futureid][0].TradingDate)
{
var endtime = _prgMq.EndTime(futureid);
endtime = endtime.AddDays(-1);
if (endtime > new DateTime())
{
isRead = dayfile.Read(daybarlist, new DateTime(), endtime);
}
}
else
{
isRead = dayfile.Read(daybarlist, new DateTime(), _prgMq.EndTime(futureid));
}
if (isRead == false)
{
_logger.Error("读取文件失败，不准备写入" + fullname + futureid);
continue;
}
daybarlist.AddRange(_buffer[futureid]);
dayfile.Write(daybarlist);
}
else
{
dayfile.Write(_buffer[futureid]);
}
}
}
}
//public LogReporter logrpt = null;
public void Convert(string strSrcDir, string strDstDir, DateTime startTime = default(DateTime))
{
// 创建目录
if (!Directory.Exists(strDstDir))
{
Directory.CreateDirectory(strDstDir);
}
string progName = strDstDir + "\\prog.mq";
if (!File.Exists(progName))
{
_logger.Error(progName + "文件不存在");
}
// 读取目录下已经存在的数据
_prgMq = new ProgMqFile(progName, startTime);
string[] tmpdirlist = Directory.GetDirectories(strSrcDir);
List <string> dirlist = new List <string>(tmpdirlist);
dirlist.Sort();
dirlist.Reverse();
int month = 0;
DateTime lastDay = default(DateTime);
foreach (string strDir in dirlist)
{
DateTime day;
string strshort = strDir.Substring(strDir.Length - 8);
if (!DateTime.TryParseExact(strshort, "yyyyMMdd", null, System.Globalization.DateTimeStyles.None, out day))
{
continue;
}
if (month != day.Month)
{
SaveFuture(strDstDir, lastDay);
month = day.Month;
_logger.Info("进度: " + day.ToString("yyyy-MM-dd"));
//if (logrpt != null)
// logrpt.Print("进度: " + day.ToString("yyyy-MM-dd"));
}
lastDay = day;
if (ConvertDay(strDir, day))
{
break;
}
}
Save(strDstDir);
SaveFuture(strDstDir, lastDay);
foreach (string futureid in _beginlist.Keys)
{
DateTime begintime = _prgMq.BeginTime(futureid);
DateTime endtime = _prgMq.EndTime(futureid);
if (begintime == default(DateTime))
{
begintime = _beginlist[futureid];
}
else if (begintime > _beginlist[futureid])
{
begintime = _beginlist[futureid];
}
if (endtime == default(DateTime))
{
endtime = _endlist[futureid];
}
else if (endtime < _endlist[futureid])
{
endtime = _endlist[futureid];
}
_prgMq.Add(futureid, begintime, endtime);
}
_prgMq.Save(strDstDir + "\\prog.mq");
_logger.Info("完成T2D");
//if (logrpt != null)
// logrpt.Print("完成T2D");
}
private void Save(string strDstDir, DateTime month)
{
if (month == default(DateTime))
{
return;
}
foreach (string futureid in _buffer.Keys)
{
//如果K线根数为0，表示没有K线信息，则直接跳过
if (_buffer[futureid].Count == 0)
{
continue;
}
string fullname = strDstDir + "\\" + month.ToString("yyyyMM");
if (!Directory.Exists(fullname))
{
Directory.CreateDirectory(fullname);
}
fullname = fullname + "\\" + futureid + ".min";
try
{
BarSeries daybarlist = new BarSeries();
if (_prgMq.Contains(futureid))
{
//TimeSlice livingtime = fmgr.GetLivingTime(futureid);
using (var barfile = new BarFileV1(fullname, EnumMarket.期货))
{
var starttime = _prgMq.BeginTime(futureid);
var endtime = _prgMq.EndTime(futureid);
var tradingdate = _buffer[futureid][0].TradingDate;
//如果换月，则需要从当月的1号开始
if (starttime.Month < tradingdate.Month)
{
starttime = new DateTime(tradingdate.Year, tradingdate.Month, 1);
}
//如果换月，则不需要读取
if (endtime.Month == tradingdate.Month)
{
if (_prgMq.EndTime(futureid).Date == _buffer[futureid][0].TradingDate)
{
endtime = endtime.AddDays(-1);
if (endtime >= starttime)
{
barfile.ReadTradingDays(daybarlist, starttime, endtime);
}
}
else
{
barfile.ReadTradingDays(daybarlist, _prgMq.BeginTime(futureid),
_prgMq.EndTime(futureid));
}
}
}
daybarlist.AddRange(_buffer[futureid]);
}
else
{
daybarlist = _buffer[futureid];
}
if (File.Exists(fullname))
{
File.Delete(fullname);
}
if (daybarlist.Count > 0)
{
using (var barfile = new BarFileV1(fullname, EnumMarket.期货, EnumBarType.分钟, 1))
{
barfile.Write(daybarlist);
}
}
else
{
_logger.Error("品种" + futureid + "在" + month + "没有对应的分钟线数据，请查询对应的数据是否有错！");
}
}
catch (Exception ex)
{
_logger.Error(fullname + ex.ToString());
throw new Exception("读取文件出错" + fullname);
}
}
_buffer.Clear();
}