/// <summary>
/// 取得指定天数的前交易日(不包括今天,降序)
/// </summary>
/// <param name="days"></param>
/// <returns></returns>
public static List <DateTime> GetPreTradeDateDescending(int days)
{
List <DateTime> lstTradeDate = MongoDBHelper.AsQueryable <TradeCalendarInfo>()
.Where(m => m.IsOpen == "Y" && m.Market == "SZSE" && m.CalendarDate != DateTime.Today)
.OrderByDescending(m => m.CalendarDate)
.Take(days)
.Select(m => m.CalendarDate)
.ToList();
return(lstTradeDate);
}
/// <summary>
/// 保存快照信息
/// </summary>
/// <param name="list"></param>
public static void SaveL1QuoteInfo(List <L1QuoteInfo> list)
{
foreach (L1QuoteInfo info in list)
{
L1QuoteInfo updateInfo = MongoDBHelper.FindOneAndReplace <L1QuoteInfo>(m => m.SecurityID == info.SecurityID, info);
if (updateInfo == null)
{
MongoDBHelper.InsertOne <L1QuoteInfo>(info);
}
}
}
/// <summary>
/// 删除过期的财务指标
/// （就是已经不用显示的季度）
/// </summary>
private static void DeleteOverdueFinaceIndex(ulong securityID)
{
List <DateTime> lstExistDate = MongoDBHelper.AsQueryable <FinanceIndexInfo>().Where(m => m.SecurityID == securityID).Select(m => m.EndDate).ToList();
List <DateTime> listDate = TransferHelper.GetFinanceDate();
List <DateTime> lstOverdueDate = lstExistDate.Except(listDate).ToList();
foreach (DateTime overdueDate in lstOverdueDate)
{
string delFilter = "EndDate:ISODate(\"" + overdueDate.ToString("yyyy-MM-dd") + "T00:00:00.000+0800\")";
MongoDBHelper.DeleteManyAsync <FinanceIndexInfo>(delFilter);
}
}
/// <summary>
/// 缓存指标菜单
/// </summary>
public static void CacheIndexMenu()
{
LogHelper.Info("总运行", "开始：生成指标菜单");
// 获取板块指标信息
List <PlateInfo> plates = MongoDBHelper.AsQueryable <PlateInfo>().ToList();
//生成指标树信息
List <IndexTreeDTO> lstIndexTree = CreateIndexTreeList(plates);
//缓存指标树
CacheIndexTree(lstIndexTree);
LogHelper.Info("总运行", "结束：生成指标菜单");
}
/// <summary>
/// 从指定开始日开始，获取行情数据
/// </summary>
/// <returns></returns>
public static List <DataByTimeIndexInfo> GetDataByTimeIndexInfo(TimePeriod period, int retryTime = 0)
{
var securityIDs = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID);
var req = new ReqDataByTime();
req.securityIDs.AddRange(securityIDs);
//从json文件取行情指标
string appDataPath = AppDomain.CurrentDomain.BaseDirectory;
string jsonFileName = Path.Combine(appDataPath, "Data", "JsonData", "行情数据的字段.json");
string jsonData = File.ReadAllText(jsonFileName);
var dic = JsonConvert.DeserializeObject <Dictionary <string, string> >(jsonData);
req.fields.AddRange(dic.Keys);
req.fields.Add("Symbol");
req.fields.Add("SecurityID");
req.fields.Add("TradingDate");
req.fields.Add("Filling");
req.quoteType = EQuoteType.Day;
req.interval = 1;
req.timePeriods.Add(period);
req.page = new DataPage()
{
begin = 0, end = 0
};
req.priceAdj = EPriceAdjust.AdjNone;
var rep = SyncRequestEx.Instance.SyncSendData(req, _waitTime);
if (rep is Exception)
{
if (retryTime > RetryTime)
{
string exMsg = string.Format("同步行情异常. 重试{0}次仍未取到值.begin:{1}; end:{2}.", DSPHelper.RetryTime, period.begin, period.end);
LogHelper.Error("异常", exMsg);
return(null);
}
retryTime += 1;
string errMsg = string.Format("获取行情:begin:{0}; end:{1}异常！重试{2}次！", period.begin, period.end, retryTime);
LogHelper.Info("总运行", errMsg);
return(GetDataByTimeIndexInfo(period, retryTime));
}
var list = TransferHelper.Transfer2ListDataByTimeIndexInfo(rep);
list = list.Where(m => m.Filling == "0").ToList();
return(list);
}
/// <summary>
/// 缓存RSI分布值
/// </summary>
private static void CacheTechnicalIndex_RSI()
{
var lstRSI = MongoDBHelper.AsQueryable <RSIResult>().ToList();;
//指标明细
List <IndexDetailDTO> lstDto = new List <IndexDetailDTO>();
IndexDetailDTO dtoRSI = new IndexDetailDTO();
lstDto.Add(dtoRSI);
dtoRSI.Code = ConstDefine.Cst_RSI;
dtoRSI.Name = ConstDefine.Cst_RSI;
dtoRSI.ParamsValues = GetInputParams(ConstDefine.Cst_RSI);
dtoRSI.IsDefault = true;
//取分布值
double[] arrayIndexValues = lstRSI.Select(m => m.RSI).OrderBy(m => m).ToArray();
//设置最大值、最小值、分布值
SetMaxMinArrValue(dtoRSI, arrayIndexValues);
Dictionary <string, string> dicCodeName = new Dictionary <string, string>();
dicCodeName[ConstDefine.Cst_RSI_GoldX] = ConstDefine.Cst_RSI_GoldX_Name;
dicCodeName[ConstDefine.Cst_RSI_BlackX] = ConstDefine.Cst_RSI_BlackX_Name;
foreach (string indexCode in dicCodeName.Keys)
{
IndexDetailDTO dto = new IndexDetailDTO();
lstDto.Add(dto);
dto.Code = indexCode;
dto.Name = dicCodeName[indexCode];
dto.ParamsValues = GetInputParams(ConstDefine.Cst_RSI);
dto.IsDefault = true;
}
//删除原有的
List <string> lstIndexCode = new List <string>();
lstIndexCode.Add(ConstDefine.Cst_RSI);
lstIndexCode.AddRange(dicCodeName.Keys);
string codes = string.Join("','", lstIndexCode);
MongoDBHelper.DeleteMany <IndexDetailDTO>("{Code:{$in:['" + codes + "']}}");
//插入MACD技术指标指标的明细
MongoDBHelper.InsertManyAsync <IndexDetailDTO>(lstDto);
}
/// <summary>
/// 同步行情快照
/// </summary>
public static void SyncQuickData()
{
// 记日志
//LogHelper.Info("最新行情", "开始：同步最新行情");
// 获取所有a股代码数据
var symbols = MongoDBHelper.AsQueryable <SymbolInfo>();
List <L1QuoteInfo> list = DSPHelper.GetQuickData(symbols);
// 数据获取正常
if (list.Count > 0)
{
SaveL1QuoteInfo(list);
}
//LogHelper.Info("最新行情", "结束：同步最新行情");
}
/// <summary>
/// 缓存所有板块其下的股票（Todo放MongodbCacheHelper）
/// </summary>
public static void CachePlatesSymbol()
{
// 记日志
LogHelper.Info("总运行", "开始：同步板块股票信息");
List <Int64> lstPlateID = MongoDBHelper.AsQueryable <IndexTreeDTO>()
.Where(m => m.TypeCode == ConstDefine.CstCode_PlateIndex)
.Select(m => m.Code)
.ToList()
.Select(m => Convert.ToInt64(m)).ToList();
List <PlateSymbolInfo> plateSymbols = new List <PlateSymbolInfo>();
foreach (Int64 plateID in lstPlateID)
{
try
{
var symbols = DSPHelper.GetPlateSymbols(Convert.ToUInt64(plateID));
if (symbols == null)
{
continue;
}
var securityIDs = symbols.Select(x => x.SecurityID);
plateSymbols.Add(new PlateSymbolInfo
{
PlateID = plateID,
SecurityIDs = securityIDs
});
}
catch (Exception ex)
{
LogHelper.Error("异常", "板块ID:" + plateID, ex);
}
}
if (plateSymbols.Count() > 0)
{
MongoDBHelper.DeleteMany <PlateSymbolInfo>("{}");
MongoDBHelper.InsertMany <PlateSymbolInfo>(plateSymbols);
}
LogHelper.Info("总运行", "结束：同步板块股票信息");
}
/// <summary>
/// 技术指标WR
/// </summary>
public static void CalculateWR()
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
//默认参数14
int nParam = 14;
//只要前一交易日
int dataCount = nParam;
List <WRResult> lstAll = new List <WRResult>();
foreach (ulong securityID in lstSecurityID)
{
var lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.CP.HasValue && m.HIP.HasValue && m.LOP.HasValue
orderby m.TradingDate descending
select new WRResult()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value,
HIP = m.HIP.Value,
LOP = m.LOP.Value
}).Take(dataCount).OrderBy(m => m.TradingDate).ToList();
List <WRResult> lstResult = CalcWR.CalcOneStock(lstRaw, nParam);
lstAll.AddRange(lstResult);
}
if (lstAll.Count > 0)
{
var lstResult = CalcWR.GetLastResult(lstAll);
MongoDBHelper.DeleteMany <WRResult>("{}");
MongoDBHelper.InsertMany <WRResult>(lstResult);
}
}
/// <summary>
/// 同步板块数据
/// </summary>
public static void SyncPlatesIndex()
{
// 记日志
LogHelper.Info("总运行", "开始：同步板块信息");
try
{
var plates = DSPHelper.GetPlates();
if (plates.Count() > 0)
{
MongoDBHelper.DeleteMany <PlateInfo>("{}");
MongoDBHelper.InsertMany <PlateInfo>(plates);
}
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步板块数据异常！", ex);
}
finally
{
LogHelper.Info("总运行", "结束：同步板块信息");
}
}
/// <summary>
/// 同步交易日历
/// </summary>
public static void SyncTradeCalendarIndex()
{
// 记日志
LogHelper.Info("总运行", "开始：同步交易日历");
try
{
var tradingDays = DSPHelper.GetTradingDay();
if (tradingDays.Count() > 0)
{
MongoDBHelper.DeleteMany <TradeCalendarInfo>("{}");
MongoDBHelper.InsertMany <TradeCalendarInfo>(tradingDays);
}
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步交易日历异常！", ex);
}
finally
{
LogHelper.Info("总运行", "结束：同步交易日历");
}
}
/// <summary>
/// 缓存板块指标的明细
/// </summary>
public static void CachePlateIndex()
{
LogHelper.Info("总运行", "开始：生成板块指标明细");
//取得财务指标编号、名称
var lstIndexLite = from dto in MongoDBHelper.AsQueryable <IndexTreeDTO>()
where dto.TypeCode == ConstDefine.CstCode_PlateIndex
select new IndexLiteDTO()
{
Code = dto.Code,
Name = dto.Name
};
//指标明细
List <IndexDetailDTO> lstDto = new List <IndexDetailDTO>();
//遍历指标编号，生成选股条件信息
foreach (IndexLiteDTO indexLite in lstIndexLite)
{
IndexDetailDTO dto = new IndexDetailDTO();
lstDto.Add(dto);
dto.Code = indexLite.Code;
dto.Name = indexLite.Name;
dto.IsDefault = true;
}
//删除原有的
string[] lstCode = lstDto.Select(m => m.Code).ToArray();
string codes = string.Join("','", lstCode);
MongoDBHelper.DeleteMany <IndexDetailDTO>("{Code:{$in:['" + codes + "']}}");
//插入板块指标的明细
MongoDBHelper.InsertManyAsync <IndexDetailDTO>(lstDto);
LogHelper.Info("总运行", "结束：生成板块指标明细");
}
/// <summary>
/// 技术指标MACD
/// </summary>
public static void CalculateMACD()
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
List <MACDHistory> lstAllLast5 = new List <MACDHistory>();
foreach (ulong securityID in lstSecurityID)
{
var lstRet = (from m in MongoDBHelper.AsQueryable <MACDHistory>()
where m.SecurityID == securityID
orderby m.TradingDate ascending
select m).ToList();
List <MACDHistory> lstRaw;
if (lstRet.Count == 0)
{
lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.CP.HasValue
orderby m.TradingDate ascending
select new MACDHistory()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value
}).ToList();
}
else
{
MACDHistory last = lstRet.Last();
lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.TradingDate > last.TradingDate && m.CP.HasValue
orderby m.TradingDate ascending
select new MACDHistory()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value
}).ToList();
}
int newIndex = lstRet.Count;
lstRet.AddRange(lstRaw);
CalcMACD.CalcOneStock(lstRet, newIndex, 12, 26, 9);
var lstLast5 = lstRet.Skip(lstRet.Count - 5).Take(5).ToList();
lstAllLast5.AddRange(lstLast5);
}
if (lstAllLast5.Count > 0)
{
MongoDBHelper.DeleteMany <MACDHistory>("{}");
MongoDBHelper.InsertMany <MACDHistory>(lstAllLast5);
var lstResult = CalcMACD.History2Result(lstAllLast5);
MongoDBHelper.DeleteMany <MACDResult>("{}");
MongoDBHelper.InsertMany <MACDResult>(lstResult);
}
}
/// <summary>
/// 同步财务指标信息
/// </summary>
public static void SyncFinaceIndex()
{
// 记日志
LogHelper.Info("总运行", "开始：同步财务指标数据");
DspRequest dspRequest = new DspRequest();
dspRequest.DealData = SaveFinaceIndex;
LstRetryReqFinance = new List <ReqFinance>();
try
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
//取得所有财务指标编码
List <string> lstIndexCode = GetAllFinaceIndexCode();
////删除已过期的数据
//DeleteOverdueFinaceIndex(lstSecurityID[0]);
// 根据代码同步所有财务指标数据
foreach (var securityID in lstSecurityID)
{
try
{
FinanceIndexInfo info = MongoDBHelper.AsQueryable <FinanceIndexInfo>()
.Where(m => m.SecurityID == securityID)
.OrderByDescending(m => m.EndDate)
.FirstOrDefault();
DateTime lastDate = new DateTime(1990, 1, 1);
if (info != null)
{
lastDate = info.EndDate;
}
ReqFinance req = DSPHelper.GetReqFinance(securityID, lstIndexCode, lastDate);
if (req != null)
{
dspRequest.AsyncSendData(req, DSPHelper.WaitTime, req);
}
}
catch (Exception ex)
{
string errMsg = "同步财务指标异常.SecurityID：" + securityID;
LogHelper.Error("异常", errMsg, ex);
}
}
//等待DSP任务完成
dspRequest.WaitFinished();
if (LstRetryReqFinance.Count > 0)
{
//重试
RetrySyncFinaceIndex(dspRequest, 1);
//等待DSP任务完成
dspRequest.WaitFinished();
}
////给10秒钟mongodb。
//Thread.Sleep(10000);
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步财务指标发生异常.", ex);
}
finally
{
dspRequest.Dispose();
LogHelper.Info("总运行", "结束：同步财务指标数据");
}
}
/// <summary>
/// 缓存行情指标的明细
/// </summary>
public static void CacheDataByTimeIndex()
{
LogHelper.Info("总运行", "开始：生成行情指标明细");
//取得财务指标编号、名称
var lstIndexLite = from dto in MongoDBHelper.AsQueryable <IndexTreeDTO>()
where dto.TypeCode == ConstDefine.CstCode_MarketIndex
select new IndexLiteDTO()
{
Code = dto.Code,
Name = dto.Name
};
//遍历指标编号，生成选股条件信息
foreach (IndexLiteDTO indexLite in lstIndexLite)
{
//取指定指标的所有指标股票信息
var lstDataByTimeIndex = MongoDBHelper.AsQueryable <DataByTimeIndexInfo>().Where(m => m.IndexCode == indexLite.Code).ToList();
if (lstDataByTimeIndex.Count == 0)
{
continue;
}
//按交易日分组
var groupByTradingDateIndex = (from index in lstDataByTimeIndex
group index by index.TradingDate into g
orderby g.Key descending
select new
{
TradingDate = g.Key,
TradingDateName = g.First().TradingDateName,
groupList = g
}).Take(5);
//交易日分组列表
var lstSelectTerm = from groupIndex in groupByTradingDateIndex
orderby groupIndex.TradingDate descending
select new SelectOption()
{
SelectItem = TransferHelper.DateTimeToString(groupIndex.TradingDate),
SelectDisplay = groupIndex.TradingDateName
};
List <SelectOption> selectTermList = lstSelectTerm.ToList();
//指标明细
List <IndexDetailDTO> lstDto = new List <IndexDetailDTO>();
//按交易日遍历
foreach (var groupByEndDate in groupByTradingDateIndex)
{
IndexDetailDTO dto = new IndexDetailDTO();
lstDto.Add(dto);
dto.Code = indexLite.Code;
dto.Name = indexLite.Name;
dto.SelectTerm = TransferHelper.DateTimeToString(groupByEndDate.TradingDate);
dto.SelectTermDisplay = groupByEndDate.TradingDateName;
dto.SelectTermList = selectTermList;
//取分布值
var arrayIndexValues = groupByEndDate.groupList.Select(m => m.IndexValue).OrderBy(m => m).ToArray();
//设置最大值、最小值、分布值
SetMaxMinArrValue(dto, arrayIndexValues);
}
//设置默认选项(第一个)
if (lstDto.Count > 0)
{
lstDto[0].IsDefault = true;
}
//删除原有的
MongoDBHelper.DeleteMany <IndexDetailDTO>("{Code:'" + indexLite.Code + "'}");
//插入行情指标的明细
MongoDBHelper.InsertManyAsync <IndexDetailDTO>(lstDto);
}
LogHelper.Info("总运行", "结束：生成行情指标明细");
}
/// <summary>
/// 缓存KDJ分布值
/// </summary>
private static void CacheTechnicalIndex_KDJ()
{
var lstKDJ = MongoDBHelper.AsQueryable <KDJResult>().ToList();;
//指标明细
List <IndexDetailDTO> lstDto = new List <IndexDetailDTO>();
List <SelectOption> lstLeft = GetLeftSelectOption(ConstDefine.Cst_KDJ);
foreach (SelectOption option in lstLeft)
{
IndexDetailDTO dtoKDJ = new IndexDetailDTO();
lstDto.Add(dtoKDJ);
dtoKDJ.Code = ConstDefine.Cst_KDJ;
dtoKDJ.Name = ConstDefine.Cst_KDJ;
dtoKDJ.ParamsValues = GetInputParams(ConstDefine.Cst_KDJ);
dtoKDJ.SelectTerm = option.SelectItem;
dtoKDJ.SelectTermDisplay = option.SelectItem;
dtoKDJ.SelectTermList = lstLeft;
//取分布值
double[] arrayIndexValues = null;
switch (option.SelectItem)
{
case ConstDefine.Cst_KDJ_K:
dtoKDJ.IsDefault = true;
arrayIndexValues = lstKDJ.Select(m => m.K).OrderBy(m => m).ToArray();
break;
case ConstDefine.Cst_KDJ_D:
arrayIndexValues = lstKDJ.Select(m => m.D).OrderBy(m => m).ToArray();
break;
case ConstDefine.Cst_KDJ_J:
arrayIndexValues = lstKDJ.Select(m => m.J).OrderBy(m => m).ToArray();
break;
}
//设置最大值、最小值、分布值
SetMaxMinArrValue(dtoKDJ, arrayIndexValues);
}
Dictionary <string, string> dicCodeName = new Dictionary <string, string>();
dicCodeName[ConstDefine.Cst_KDJ_GoldX] = ConstDefine.Cst_KDJ_GoldX_Name;
dicCodeName[ConstDefine.Cst_KDJ_BlackX] = ConstDefine.Cst_KDJ_BlackX_Name;
dicCodeName[ConstDefine.Cst_KDJ_LowGoldX] = ConstDefine.Cst_KDJ_LowGoldX_Name;
dicCodeName[ConstDefine.Cst_KDJ_TopDepart] = ConstDefine.Cst_KDJ_TopDepart_Name;
dicCodeName[ConstDefine.Cst_KDJ_DownDepart] = ConstDefine.Cst_KDJ_DownDepart_Name;
dicCodeName[ConstDefine.Cst_KDJ_Oversold] = ConstDefine.Cst_KDJ_Oversold_Name;
dicCodeName[ConstDefine.Cst_KDJ_Overbought] = ConstDefine.Cst_KDJ_Overbought_Name;
foreach (string indexCode in dicCodeName.Keys)
{
IndexDetailDTO dto = new IndexDetailDTO();
lstDto.Add(dto);
dto.Code = indexCode;
dto.Name = dicCodeName[indexCode];
dto.ParamsValues = GetInputParams(ConstDefine.Cst_KDJ);
dto.IsDefault = true;
}
//删除原有的
List <string> lstIndexCode = new List <string>();
lstIndexCode.Add(ConstDefine.Cst_KDJ);
lstIndexCode.AddRange(dicCodeName.Keys);
string codes = string.Join("','", lstIndexCode);
MongoDBHelper.DeleteMany <IndexDetailDTO>("{Code:{$in:['" + codes + "']}}");
//插入MACD技术指标指标的明细
MongoDBHelper.InsertManyAsync <IndexDetailDTO>(lstDto);
}
/// <summary>
/// 缓存DMI分布值
/// </summary>
private static void CacheTechnicalIndex_DMI()
{
var lstDMI = MongoDBHelper.AsQueryable <DMIResult>().ToList();;
//指标明细
List <IndexDetailDTO> lstDto = new List <IndexDetailDTO>();
List <SelectOption> lstLeft = GetLeftSelectOption(ConstDefine.Cst_DMI);
foreach (SelectOption option in lstLeft)
{
IndexDetailDTO dtoBOLL = new IndexDetailDTO();
lstDto.Add(dtoBOLL);
dtoBOLL.Code = ConstDefine.Cst_DMI;
dtoBOLL.Name = ConstDefine.Cst_DMI;
dtoBOLL.ParamsValues = GetInputParams(ConstDefine.Cst_DMI);
dtoBOLL.SelectTerm = option.SelectItem;
dtoBOLL.SelectTermDisplay = option.SelectItem;
dtoBOLL.SelectTermList = lstLeft;
//取分布值
double[] arrayIndexValues = null;
switch (option.SelectItem)
{
case ConstDefine.Cst_DMI_PDI:
dtoBOLL.IsDefault = true;
arrayIndexValues = lstDMI.Select(m => m.PDI).OrderBy(m => m).ToArray();
break;
case ConstDefine.Cst_DMI_MDI:
arrayIndexValues = lstDMI.Select(m => m.MDI).OrderBy(m => m).ToArray();
break;
case ConstDefine.Cst_DMI_ADX:
arrayIndexValues = lstDMI.Where(m => m.ADX.HasValue).Select(m => m.ADX.Value).OrderBy(m => m).ToArray();
break;
}
//设置最大值、最小值、分布值
SetMaxMinArrValue(dtoBOLL, arrayIndexValues);
}
Dictionary <string, string> dicCodeName = new Dictionary <string, string>();
dicCodeName[ConstDefine.Cst_DMI_GoldX] = ConstDefine.Cst_DMI_GoldX_Name;
dicCodeName[ConstDefine.Cst_DMI_BlackX] = ConstDefine.Cst_DMI_BlackX_Name;
foreach (string indexCode in dicCodeName.Keys)
{
IndexDetailDTO dto = new IndexDetailDTO();
lstDto.Add(dto);
dto.Code = indexCode;
dto.Name = dicCodeName[indexCode];
dto.ParamsValues = GetInputParams(ConstDefine.Cst_DMI);
dto.IsDefault = true;
}
//删除原有的
List <string> lstIndexCode = new List <string>();
lstIndexCode.Add(ConstDefine.Cst_DMI);
lstIndexCode.AddRange(dicCodeName.Keys);
string codes = string.Join("','", lstIndexCode);
MongoDBHelper.DeleteMany <IndexDetailDTO>("{Code:{$in:['" + codes + "']}}");
//插入MACD技术指标指标的明细
MongoDBHelper.InsertManyAsync <IndexDetailDTO>(lstDto);
}
/// <summary>
/// 技术指标DMI
/// </summary>
public static void CalculateDMI()
{
//默认参数
int N = 14;
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
List <DMIHistory> lstAllLastN = new List <DMIHistory>();
foreach (ulong securityID in lstSecurityID)
{
var lstRet = (from m in MongoDBHelper.AsQueryable <DMIHistory>()
where m.SecurityID == securityID
orderby m.TradingDate ascending
select m).ToList();
List <DMIHistory> lstRaw;
if (lstRet.Count == 0)
{
lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.CP.HasValue && m.HIP.HasValue && m.LOP.HasValue
orderby m.TradingDate ascending
select new DMIHistory()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value,
HIP = m.HIP.Value,
LOP = m.LOP.Value
}).ToList();
}
else
{
DMIHistory last = lstRet.Last();
lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.TradingDate > last.TradingDate && m.CP.HasValue && m.HIP.HasValue && m.LOP.HasValue
orderby m.TradingDate ascending
select new DMIHistory()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value,
HIP = m.HIP.Value,
LOP = m.LOP.Value
}).ToList();
}
int newIndex = lstRet.Count;
lstRet.AddRange(lstRaw);
if (lstRet.Count >= N)
{
CalcDMI.CalcOneStock(lstRet, newIndex, N, 6);
var lstLastN = lstRet.Skip(lstRet.Count - N).Take(N);
lstAllLastN.AddRange(lstLastN);
}
}
if (lstAllLastN.Count > 0)
{
MongoDBHelper.DeleteMany <DMIHistory>("{}");
MongoDBHelper.InsertMany <DMIHistory>(lstAllLastN);
var lstResult = CalcDMI.History2Result(lstAllLastN);
MongoDBHelper.DeleteMany <DMIResult>("{}");
MongoDBHelper.InsertMany <DMIResult>(lstResult);
}
}
/// <summary>
/// 同步所有日线行情数据
/// </summary>
public static void SyncDataByTime()
{
// 记日志
LogHelper.Info("总运行", "开始：同步所有日线行情");
DspRequest dspRequest = new DspRequest();
dspRequest.DealData = SaveDataByTime;
LstRetryReqDataByTime = new List <ReqDataByTime>();
try
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
//根据代码同步所有日频行情数据
foreach (var securityID in lstSecurityID)
{
try
{
DataByTime info = MongoDBHelper.AsQueryable <DataByTime>()
.Where(m => m.SecurityID == securityID)
.OrderByDescending(m => m.TradingDate)
.FirstOrDefault();
ReqDataByTime req = null;
if (info == null)
{
req = DSPHelper.GetReqDataByTimeAll(securityID);
}
else
{
DateTime beginDate = Convert.ToDateTime(info.TradingDate).AddDays(1);
if (beginDate >= DateTime.Today)
{
continue;
}
req = DSPHelper.GetReqDataByTimeLast(securityID, beginDate);
}
dspRequest.AsyncSendData(req, DSPHelper.WaitTime, req);
}
catch (Exception ex)
{
string errMsg = string.Format("同步所有日线行情发生异常.securityID：{0}", securityID);
LogHelper.Error("异常", errMsg, ex);
}
}
//等待DSP任务完成
dspRequest.WaitFinished();
if (LstRetryReqDataByTime.Count > 0)
{
//重试
RetrySyncDataByTime(dspRequest, 1);
//等待DSP任务完成
dspRequest.WaitFinished();
}
////给10秒钟mongodb。
//Thread.Sleep(10000);
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步所有日线行情发生异常.", ex);
}
finally
{
dspRequest.Dispose();
LogHelper.Info("总运行", "结束：同步所有日线行情");
}
}