Example #1
0
		public OpenInterestData(DateTime date, ZBuffer buffer) {
			__cDate = date.Date;
			__cInterest = new Dictionary<string, int>(128);

			while (buffer.Position < buffer.Length) {
				__cInterest.Add(buffer.GetString(), buffer.GetInt32());
			}
		}
Example #2
0
		private static ZBuffer Decode(string content) {
			ZBuffer cBuffer = null;
			string[] sDatas = content.Split(new char[] { '\r', '\n' });
			if (sDatas[0].Length == 0) {
				return cBuffer;
			}

			int iLength = sDatas.Length;
			if (iLength > 1) {
				cBuffer = new ZBuffer(iLength * 20);

				int iIndexM = -1, iIndexW = -1;
				bool bWeek = false;
				string sSymbolId = null;
				string sSymbol = string.Empty;
				string sContract = string.Empty;
				for (int i = 1; i < iLength; i++) {
					string sData = sDatas[i];
					if (sData.Length > 0) {
						string[] sItems = sData.Split(',');
						int iInterest = int.Parse(sItems[11]);
						if (iInterest > 0) {
							bWeek = sItems[2][6] == 'W';
							float fTarget = float.Parse(sItems[3]);
							char chCallOrPut = sItems[4].Equals("買權") ? 'C' : 'P';

							if (!sSymbol.Equals(sItems[1])) {
								iIndexW = -1;
								iIndexM = -1;
								sSymbol = sItems[1];
								sContract = string.Empty;
							} 
							
							if (!sContract.Equals(sItems[2])) {
								if (bWeek) {
									++iIndexW;
								} else {
									++iIndexM;
								}
								sContract = sItems[2];
							}
							sSymbolId = string.Format("{0}{1}{2}{3}", (bWeek) ? "TXW" : sSymbol, (bWeek) ? iIndexW : iIndexM, chCallOrPut, fTarget);

							cBuffer.Add(sSymbolId);
							cBuffer.Add(iInterest);
						}
					}

				}
			}
			return cBuffer;
		}
Example #3
0
		public static OpenInterestData Load(DateTime date) {
			OpenInterestData cData = null;

			string sFile = string.Format("{0}OI\\{1}.dat", GlobalSettings.Paths.DatabasePath, date.ToString("yyyyMMdd"));
			if (File.Exists(sFile)) {
				byte[] bArray = File.ReadAllBytes(sFile);
				ZBuffer cBuffer = new ZBuffer();
				cBuffer.Data = bArray;
				cBuffer.Length = bArray.Length;

				cData = new OpenInterestData(date, cBuffer);
			}
			return cData;
		}
		public static ForeignInvestmentData Create(ZBuffer buffer) {
			ForeignInvestmentData cData = new ForeignInvestmentData();
			cData.自營商多方交易口數 = buffer.GetInt32();
			cData.自營商空方交易口數 = buffer.GetInt32();
			cData.自營商多方未平倉口數 = buffer.GetInt32();
			cData.自營商空方未平倉口數 = buffer.GetInt32();
			cData.投信多方交易口數 = buffer.GetInt32();
			cData.投信空方交易口數 = buffer.GetInt32();
			cData.投信多方未平倉口數 = buffer.GetInt32();
			cData.投信空方未平倉口數 = buffer.GetInt32();
			cData.外資多方交易口數 = buffer.GetInt32();
			cData.外資空方交易口數 = buffer.GetInt32();
			cData.外資多方未平倉口數 = buffer.GetInt32();
			cData.外資空方未平倉口數 = buffer.GetInt32();
			return cData;
		}
		public static ForeignInvestmentGroup Load(DateTime date) {
			ForeignInvestmentGroup cData = new ForeignInvestmentGroup();

			string sFile = string.Format("{0}FI\\{1}.dat", GlobalSettings.Paths.DatabasePath, date.ToString("yyyyMMdd"));
			if (File.Exists(sFile)) {
				byte[] bArray = File.ReadAllBytes(sFile);
				ZBuffer cBuffer = new ZBuffer();
				cBuffer.Data = bArray;
				cBuffer.Length = bArray.Length;

				for (int i = 0; i < 4; i++) {
					string sSymbolId = cBuffer.GetString();
					cData.Add(sSymbolId, ForeignInvestmentData.Create(cBuffer));
				}
			}
			return cData;
		}
Example #6
0
                /// <summary>
                ///    讀取Response資料
                /// </summary>
                /// <returns>返回值:ZBuffer類別(null=讀取失敗)</returns>
                public ZBuffer Read() {
			if (__cResponse == null) {
				return null;
			}

                        try {
                                int iLength = 0;
                                Stream cStream = __cResponse.GetResponseStream();
                                if (__cResponse.ContentEncoding.Equals("gzip")) {
                                        if (logger.IsDebugEnabled) logger.Debug("封包資料有使用gzip壓縮編碼,建立GZip解碼物件...");
                                        cStream = new GZipStream(cStream, CompressionMode.Decompress);
                                }

                                //建立緩衝區
				byte[] cTemps = new byte[8192];
				MemoryStream cMemoryStream = new MemoryStream(32 * 1024);
                                
                                do {
                                        iLength = cStream.Read(cTemps, 0, 8192);
					cMemoryStream.Write(cTemps, 0, iLength);
                                } while (iLength != 0);

				cStream.Close();  //關閉資料流
				cStream.Dispose(); //釋放資源

				int iSize = (int)cMemoryStream.Length;
				ZBuffer cBuffer = new ZBuffer(iSize);
				cBuffer.Length = iSize;

				cMemoryStream.Position = 0;
				cMemoryStream.Read(cBuffer.Data, 0, iSize);
				cMemoryStream.Close();
				cMemoryStream.Dispose();

				__cResponse = null;  //釋放資源
				
                                if (logger.IsDebugEnabled) logger.DebugFormat("[Response]資料資訊  Length:{0}", cBuffer.Length);
                                return cBuffer;
                        } catch (System.Exception __errExcep) {
                                logger.ErrorFormat("{0}\r\n{1}", __errExcep.StackTrace, __errExcep.Message);
                                return null;
                        }
                }
        /// <summary>
        ///   二分搜尋法(取逼近值)
        /// </summary>
        /// <param name="stream">檔案串流類別</param>
        /// <param name="count">資料最大 Block 區塊個數(以 blockSize 為一個單位區塊)</param>
        /// <param name="blockSize">Block 區塊大小</param>
        /// <param name="time">要搜尋的時間</param>
        /// <returns>返回值:true=逼近, false=已經有目標</returns>
        internal static bool BinaryNearSearch(FileStream stream, long count, int blockSize, DateTime time)
        {
            if (count == 0)
            {
                return(false);
            }

            byte[]  bDate = new byte[4];
            long    lLeft = 0, lMiddle = 0, lRight = count;
            ZBuffer cBuffer = new ZBuffer(16);

            while (lLeft <= lRight)
            {
                lMiddle          = (lLeft + lRight) / 2;
                cBuffer.Position = 0;

                stream.Position = lMiddle * blockSize;
                stream.Read(cBuffer.Data, 0, 8);
                DateTime cTime = cBuffer.GetDateTime();

                int iCompare = cTime.CompareTo(time);
                if (iCompare == 0)
                {
                    stream.Seek(-8, SeekOrigin.Current);                      //因為已經讀取的時間日期, 所以 Position 會被移動 8bytes 要在移動回去至日期處, 才是資料 Block 的起點
                    return(false);
                }
                else if (iCompare < 0)
                {
                    lLeft = lMiddle + 1;
                }
                else
                {
                    lRight = lMiddle - 1;
                }
            }

            if (lLeft > count)
            {
                --lLeft;
            }
            stream.Position = lLeft * blockSize;
            return(true);
        }
Example #8
0
        internal static void Save(string symbolId, bool isMinute, string file, DateTime targetDate)
        {
            try {
                string sFile = string.Format("{0}\\{1}\\{2}", Settings.GlobalSettings.Settings.DataPath, (isMinute) ? "mins" : "days", symbolId);
                if (File.Exists(sFile))
                {
                    DateTime cEndDate = targetDate.AddSeconds(86400);
                    using (FileStream cStream = new FileStream(sFile, FileMode.Open, FileAccess.Read, FileShare.ReadWrite)) {
                        ZBuffer cBuffer = new ZBuffer(64);

                        while (cStream.Read(cBuffer.Data, 0, FileAdapter.MAX_BLOCK_SIZE) > 0)
                        {
                            cBuffer.Position = 0;
                            cBuffer.Length   = FileAdapter.MAX_BLOCK_SIZE;
                            DateTime cTime = cBuffer.GetDateTime();
                            if (cTime >= targetDate && cTime <= cEndDate)
                            {
                                double dOpen   = cBuffer.GetDouble();
                                double dHigh   = cBuffer.GetDouble();
                                double dLow    = cBuffer.GetDouble();
                                double dClose  = cBuffer.GetDouble();
                                double dVolume = cBuffer.GetDouble();

                                File.AppendAllText(file, string.Format("{0},{1},{2},{3},{4},{5}\r\n", cTime.ToString("yyyy-MM-dd HH:mm:ss"), dOpen, dHigh, dLow, dClose, dVolume), Encoding.UTF8);
                                System.Console.WriteLine("{0} {1,8:0.00} {2,8:0.00} {3,8:0.00} {4,8:0.00} {5,7}", cTime.ToString("yyyyMMdd HHmmss"), dOpen, dHigh, dLow, dClose, dVolume);

                                if (cTime >= cEndDate)
                                {
                                    break;
                                }
                            }
                        }
                    }
                }
            } catch (Exception __errExcep) {
                if (logger.IsErrorEnabled)
                {
                    logger.ErrorFormat("{0}/r/n{1}", __errExcep.Message, __errExcep.StackTrace);
                }
            }
        }
        internal static void SearchNextDate(FileStream stream, int blockSize, DateTime time)
        {
            byte[]  bDate   = new byte[4];
            ZBuffer cBuffer = new ZBuffer(16);

            int  iSize    = 0;
            long lCurrent = stream.Position / blockSize;

            while ((iSize = stream.Read(cBuffer.Data, 0, 8)) > 0)
            {
                cBuffer.Position = 0;
                cBuffer.Length   = iSize;
                DateTime cTime = cBuffer.GetDateTime();
                if ((cTime - time).TotalSeconds >= 86400)
                {
                    stream.Seek(-8, SeekOrigin.Current);                      //因為已經讀取的時間日期, 所以 Position 會被移動 8bytes 要在移動回去至日期處, 才是資料 Block 的起點
                    break;
                }

                ++lCurrent;
                stream.Position = lCurrent * blockSize;
            }
        }
Example #10
0
		private static ZBuffer Decode(string content) {
			ZBuffer cBuffer = null;
			string[] sDatas = content.Split(new char[] { '\r', '\n' });
			if (sDatas[0][0] == '<') {
				return cBuffer;
			}

			int iLength = sDatas.Length;
			if (iLength > 1) {
				int iCount = 0;
				cBuffer = new ZBuffer(iLength * 20);

				for (int i = 1; i < iLength; i++) {
					string sData = sDatas[i];
					if (sData.Length > 0) {
						string sSymbolId = null;
						string[] sItems = sData.Split(',');
						if (__cSymbols.TryGetValue(sItems[1], out sSymbolId)) {
							if (iCount == 0) {
								cBuffer.Add(sSymbolId);
							}

							cBuffer.Add(int.Parse(sItems[3]));  //多方交易量
							cBuffer.Add(int.Parse(sItems[5]));  //空方交易量
							cBuffer.Add(int.Parse(sItems[9]));  //多方留倉口
							cBuffer.Add(int.Parse(sItems[11])); //空方留倉口

							if (++iCount == 3) {
								iCount = 0;
							}
						}
					}
				}
			}
			return cBuffer;
		}
Example #11
0
		private static void Write(string file, ZBuffer buffer) {
			using (FileStream cStream = new FileStream(file, FileMode.Create, FileAccess.Write, FileShare.Read)) {
				cStream.Write(buffer.Data, 0, buffer.Length);
			}
		}
Example #12
0
 /// <summary>
 ///    加入新封包
 /// </summary>
 /// <param name="buffer">來源ZBuffer封包</param>
 /// <returns>返回值:ture=成功  false=失敗</returns>
 public bool Add(ZBuffer buffer)
 {
     return(Add(buffer.Data, 0, buffer.Length));
 }
Example #13
0
 /// <summary>
 ///   ZBuffer建構子
 /// </summary>
 /// <param name="buffer">ZBuffer緩衝區</param>
 public ZBuffer(ZBuffer buffer)
 {
     __iLength = buffer.Length;
     __iSize   = buffer.Size;
     this.Data = buffer.Data;
 }
Example #14
0
                /// <summary>
                ///   ZBuffer建構子
                /// </summary>
                /// <param name="buffer">ZBuffer緩衝區</param>
		public ZBuffer(ZBuffer buffer) {
                        __iLength = buffer.Length;
			__iSize = buffer.Size;
                        this.Data = buffer.Data;
                }
Example #15
0
                /// <summary>
                ///    加入新封包
                /// </summary>
                /// <param name="buffer">來源ZBuffer封包</param>
                /// <returns>返回值:ture=成功  false=失敗</returns>
		public bool Add(ZBuffer buffer) {
                        return Add(buffer.Data, 0, buffer.Length);
                }