public Boolean InsertDataIntoDB(DateTime lastExistDataDate)
{
DBManager dbManager = new DBManager();
MySqlConnection con = null;
try
{
String ip = Config.DB_SERVER_IP;
con = dbManager.CreateConnection(ip, Config.DATABASE_CORREL);
con.Open();
foreach (Tuple<DateTime, double> row in _data)
{
InsertDataIntoDB_Raw(con, row, lastExistDataDate);
}
return true;
}
catch (System.Exception e)
{
logger.Error(e.ToString());
}
finally
{
dbManager.Close(con);
}
return false;
}
public Boolean DeletePrevDataInDB()
{
DBManager dbManager = new DBManager();
MySqlConnection con = null;
try
{
String ip = Config.DB_SERVER_IP;
con = dbManager.CreateConnection(ip, Config.DATABASE_CORREL);
con.Open();
String query = String.Format("delete from raw_price_data where Ticker = '{0}'", kBokRateTicker);
MySqlCommand cmd = new MySqlCommand(query, con);
int ret = cmd.ExecuteNonQuery();
if (ret < 0)
{
throw new Exception();
}
return true;
}
catch (System.Exception e)
{
logger.Error(e.ToString());
}
finally
{
dbManager.Close(con);
}
return false;
}
public static DateTime GetLastExistDataDate(String ticker)
{
DBManager dbManager = new DBManager();
MySqlConnection con = null;
try
{
String ip = Config.DB_SERVER_IP;
con = dbManager.CreateConnection(ip, Config.DATABASE_CORREL);
con.Open();
String query = String.Format("select * from raw_price_data where Ticker = '{0}' order by DateTime desc",
ticker);
MySqlCommand cmd = new MySqlCommand(query, con);
MySqlDataAdapter dataAdapter = new MySqlDataAdapter(cmd);
DataSet ds = new DataSet("raw_price_data");
dataAdapter.Fill(ds, "raw_price_data");
DataRowCollection drc = ds.Tables["raw_price_data"].Rows;
if (drc.Count > 0)
{
DataRow dr = drc[0];
DateTime curDate = Convert.ToDateTime(dr["DateTime"]);
return curDate;
}
}
catch (System.Exception e)
{
logger.Error(e.ToString());
}
finally
{
dbManager.Close(con);
}
return new DateTime(1800, 1, 1);
}
void LoadPrevSessionCountInfo()
{
DBManager dbManager = new DBManager();
MySqlConnection con = null;
try
{
String ip = Config.DB_SERVER_IP;
con = dbManager.CreateConnection(ip, Config.DATABASE_CORREL);
con.Open();
String query = String.Format("select * from adre_trading_board order by inserted desc");
MySqlCommand cmd = new MySqlCommand(query, con);
MySqlDataAdapter dataAdapter = new MySqlDataAdapter(cmd);
DataSet ds = new DataSet("data");
dataAdapter.Fill(ds, "data");
DataRowCollection drc = ds.Tables["data"].Rows;
if (drc.Count == 0)
{
logger.Warn("PrevSessionCountInfo is not exist.");
return;
}
DataRow dr = drc[0];
String sessionName = dr["session_name"].ToString();
String description = dr["description"].ToString();
int kospiTargetCount = Convert.ToInt32(MathUtil.RemoveComma(dr["k_target_count"].ToString()));
int bondTargetCount = Convert.ToInt32(MathUtil.RemoveComma(dr["b_target_count"].ToString()));
int dollarTargetCount = Convert.ToInt32(MathUtil.RemoveComma(dr["d_target_count"].ToString()));
textBox15.Text = kospiTargetCount.ToString("n0");
textBox14.Text = bondTargetCount.ToString("n0");
textBox13.Text = dollarTargetCount.ToString("n0");
ds.Clear();
}
catch (System.Exception e)
{
logger.Error(e.ToString());
}
finally
{
dbManager.Close(con);
}
}
void DBOut()
{
String sessionName = _sessionData.SessionKey;
String description = _sessionData.Description;
long notional = _sessionData.InputData.InitInvestAmount;
double kospiAdjRate = Convert.ToDouble(textBox3.Text);
double bondAdjRate = Convert.ToDouble(textBox4.Text);
double dollarAdjRate = Convert.ToDouble(textBox5.Text);
int kospiCount = Convert.ToInt32(MathUtil.RemoveComma(textBox11.Text));
int bondCount = Convert.ToInt32(MathUtil.RemoveComma(textBox10.Text));
int dollarCount = Convert.ToInt32(MathUtil.RemoveComma(textBox9.Text));
DBManager dbManager = new DBManager();
MySqlConnection con = null;
try
{
String ip = Config.DB_SERVER_IP;
con = dbManager.CreateConnection(ip, Config.DATABASE_CORREL);
con.Open();
String template =
"(session_name, description, investment_amount, k_adj, b_adj, d_adj," +
" k_target_count, b_target_count, d_target_count, inserted)";
String query = String.Format(
"insert into adre_trading_board {0} values ('{1}', '{2}', {3}, {4}, {5}, {6}, {7}, {8}, {9}, '{10}')",
template,
sessionName,
description,
notional,
kospiAdjRate,
bondAdjRate,
dollarAdjRate,
kospiCount,
bondCount,
dollarCount,
DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss"));
MySqlCommand cmd = new MySqlCommand(query, con);
int ret = cmd.ExecuteNonQuery();
if (ret != 1)
{
logger.Warn(query);
throw new Exception();
}
else
{
logger.Info(query);
}
}
catch (System.Exception e)
{
logger.Error(e.ToString());
}
finally
{
dbManager.Close(con);
}
}
public void LoadDataFromDB()
{
DBManager dbManager = new DBManager();
MySqlConnection con = null;
try
{
String ip = Config.DB_SERVER_IP;
con = dbManager.CreateConnection(ip, Config.DATABASE_CORREL);
con.Open();
String query = String.Format(
"select * from raw_price_data where Ticker = '{0}' and datetime >= '{1}' and datetime <= '{2}' order by DateTime",
this.Ticker, this.StartDate.ToString("yyyy-MM-dd"), this.EndDate.ToString("yyyy-MM-dd"));
MySqlCommand cmd = new MySqlCommand(query, con);
MySqlDataAdapter dataAdapter = new MySqlDataAdapter(cmd);
DataSet ds = new DataSet("raw_price_data");
dataAdapter.Fill(ds, "raw_price_data");
DataRowCollection drc = ds.Tables["raw_price_data"].Rows;
double prevOpen = 0;
double prevHigh = 0;
double prevLow = 0;
double prevClose = 0;
for (int i = 0; i < drc.Count; ++i)
{
DataRow dr = drc[i];
String ticker = dr["Ticker"].ToString();
DateTime curDate = Convert.ToDateTime(dr["DateTime"]);
double open = Convert.ToDouble(dr["Open"]);
double high = Convert.ToDouble(dr["High"]);
double low = Convert.ToDouble(dr["Low"]);
double close = Convert.ToDouble(dr["LastPrice"]);
// 주말 데이터가 들어오면 이상 데이터로 간주. 제외한다.
if (curDate.DayOfWeek == DayOfWeek.Saturday
|| curDate.DayOfWeek == DayOfWeek.Sunday)
{
continue;
}
// 임시: 코스피 선물 데이터의 경우시고저종 값이 모두 같으면 이상 데이터로 간주. 제외한다.
if ("KM1 R:00_0_R Index".CompareTo(ticker) == 0 &&
open == prevOpen && high == prevHigh && low == prevLow && close == prevClose)
{
continue;
}
OHLC ohlc = new OHLC(open, high, low, close);
DOHLC dolhc = new DOHLC(curDate, ohlc);
this._data.Add(dolhc);
this._dateDict.Add(curDate, dolhc);
prevOpen = open;
prevHigh = high;
prevLow = low;
prevClose = close;
}
ds.Clear();
logger.Debug("{0} data load complete.", this.Ticker);
}
catch (System.Exception e)
{
logger.Error(e.ToString());
}
finally
{
dbManager.Close(con);
}
}
