/// <summary>
/// 构造函数。
/// </summary>
/// <param name="market">市场</param>
/// <param name="startDate">开始时间</param>
/// <param name="endDate">结束时间</param>
public TreasuryBondFutures(string market, int startDate, int endDate = 0)
{
this.market = market.ToUpper();
this.startDate = startDate;
if (endDate == 0)
{
endDate = startDate;
}
this.endDate = endDate;
//对接口类进行初始化。
tdbSource = new TDBDataSource(mySource.IP, mySource.port, mySource.account, mySource.password);
if (CheckConnection())
{
Console.WriteLine("Connect Success!");
myTradeDays = new TradeDays(startDate, endDate);
Console.WriteLine("Tradedays Collect!");
bondList = GetbondList(market);
Console.WriteLine("bondList Collect!");
logName = DateTime.Now.ToString() + "_log.txt";
logName = logName.Replace("/", "_");
logName = logName.Replace(" ", "_");
logName = logName.Replace(":", "_");
StoreData();
}
else
{
Console.WriteLine("Please Input Valid Parameters!");
}
//工作完毕之后，关闭万德TDB数据库的连接。
//关闭连接
tdbSource.DisConnect();
}
/// <summary>
/// 按日期遍历，添加期权信息。写入静态哈希表myOptionList。
/// </summary>
/// <param name="startDate">开始日期</param>
/// <param name="endDate">结束日期</param>
private void GetOptionInformationList(int startDate, int endDate)
{
//定义交易日期的类。
TradeDays myTradeDays = new TradeDays(startDate, endDate);
//从数据库表中获取信息，如果已经是完整信息就不需要连接万德数据库。
if (GetOptionListFromTable(startDate, endDate) == true)
{
return;
}
//按日期遍历，添加期权信息。
WindAPI w = new WindAPI();
w.start();
foreach (int today in myTradeDays.myTradeDays)
{
if (TradeDays.IsOptionExerciseDate(today) || today == myTradeDays.myTradeDays[myTradeDays.myTradeDays.Count - 1])
{
WindData optionToday = w.wset("OptionChain", "date=" + today.ToString() + ";us_code=" + Configuration.underlyingAsset + ";option_var=;month=全部;call_put=全部");
object[] optionList = optionToday.data as object[];
int num = optionList.Length / 13;
for (int i = 0; i < num; i++)
{
optionFormat option = new optionFormat();
string codeString = (string)optionList[i * 13 + 4 - 1];
option.optionCode = Convert.ToInt32(codeString.Substring(0, 8));
option.market = codeString.Substring(9, 2);
option.optionName = (string)optionList[i * 13 + 5 - 1];
option.executeType = (string)optionList[i * 13 + 6 - 1];
option.strike = (double)optionList[i * 13 + 7 - 1];
option.optionType = (string)optionList[i * 13 + 9 - 1];
option.startDate = TradeDays.DateTimeToInt((DateTime)optionList[i * 13 + 10 - 1]);
option.endDate = TradeDays.DateTimeToInt((DateTime)optionList[i * 13 + 11 - 1]);
if (myOptionList.ContainsKey(option.optionCode) == false)
{
myOptionList.Add(option.optionCode, option);
}
}
}
}
w.stop();
}
/// <summary>
/// 核心存储函数。根据市场信息等存储商品期货数据。
/// </summary>
public void StoreData()
{
foreach (var bond in bondList)
{
string tableName = "MarketData_" + bond.code + "_" + bond.market + "E";
int maxRecordDate = 0;
foreach (int today in myTradeDays.myTradeDays)
{
if (today > bond.endDate)
//如果在期货交割之后，不再进行记录
{
break;
}
int yesterday = TradeDays.GetPreviousTradeDay(today);
string todayDataBase = "TradeMarket" + (today / 100).ToString();
//string todayConnectString = "server=(local);database=" + todayDataBase + ";Integrated Security=true;";
//string todayConnectString = "server=192.168.38.217;database=" + todayDataBase + ";uid =sa;pwd=maoheng0;";
string todayConnectString = "server=145.146.30.152;database=" + todayDataBase + ";uid =spqhhqld;pwd=spqhhqld;";
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == false)
{
maxRecordDate = 0;
}
else if (yesterday / 100 != today / 100 || today == startDate || maxRecordDate == 0)
{
if (SqlApplication.CheckExist(todayDataBase, tableName, todayConnectString) == true)
{
maxRecordDate = MaxRecordDate(tableName, todayConnectString);
}
}
if (maxRecordDate < today)
//若没有记录数据，需要重新记录
//若数据存在，存储数据,否则需要跳过
{
TDBReqFuture reqFuture = new TDBReqFuture(bond.contractName, today, today);
TDBFutureAB[] futureABArr;
TDBErrNo nErrInner = tdbSource.GetFutureAB(reqFuture, out futureABArr);
if (futureABArr.Length == 0)
{
continue;
}
//string yesterdayDataBase = "TradeMarket" + (yesterday / 100).ToString();
//string yesterdayConnectString = "server=(local);database=" + yesterdayDataBase + ";Integrated Security=true;";
//string yesterdayConnectString = "server=192.168.38.217;database=" + yesterdayDataBase + ";uid =sa;pwd=maoheng0;";Security=true;";
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == false)
//检测当日对应的数据库是否存在
{
CreateDataBase(todayDataBase, orignalConnectString);
}
if (SqlApplication.CheckExist(todayDataBase, tableName, orignalConnectString) == false)
{
CreateTable(tableName, todayConnectString);
}
//if (yesterdayDataBase != todayDataBase)
////如果前一交易日所在月份和当日不同，检测上一个月的数据库是否存在
//{
// if (SqlApplication.CheckDataBaseExist(yesterdayDataBase, orignalConnectString) == false)
// {
// CreateDataBase(yesterdayDataBase, orignalConnectString);
// }
// if (SqlApplication.CheckExist(yesterdayDataBase, tableName, orignalConnectString) == false)
// {
// CreateTable(tableName, yesterdayConnectString);
// }
//}
//判断数据是否已经存储，若数据存在，默认已经记录，仅记录数据条数，写入日志文档，靠人工来校对
// int alreadyRecord = CountRecordNumber(tableName, todayConnectString, today);
bondShot[] dataList;
dataList = ModifyData(futureABArr, bond.contractName, today);
StoreDataDaily(tableName, todayConnectString, dataList);
Console.WriteLine("Date:{0}, table:{1}, MaxRecordDate:{2}, Wind:{3}", today, tableName, maxRecordDate, futureABArr.Length);
string log = "Date:" + today.ToString() + ", table:" + tableName + ", MaxRecordDate:" + maxRecordDate.ToString() + ", Wind:" + futureABArr.Length.ToString();
MyApplication.TxtWrite(logName, log);
maxRecordDate = today;
}
else
{
Console.WriteLine("Date:{0}, table:{1}, MaxRecordDate:{2}", today, tableName, maxRecordDate);
string log = "Date:" + today.ToString() + ", table:" + tableName + ", MaxRecordDate:" + maxRecordDate.ToString();
MyApplication.TxtWrite(logName, log);
}
}
}
}
/// <summary>
/// 核心存储函数。根据市场信息等存储股票数据。
/// </summary>
public void StoreData()
{
foreach (var stock in stockList)
{
string tableName = "MarketData_" + stock.code + "_" + stock.market;
int maxRecordDate = 0;
foreach (int today in myTradeDays.myTradeDays)
{
int yesterday = TradeDays.GetPreviousTradeDay(today);
string todayDataBase = "TradeMarket" + (today / 100).ToString();
//string todayConnectString = "server=192.168.38.217;database=" + todayDataBase + ";uid =sa;pwd=maoheng0;";
//string todayConnectString = "server=(local);database=" + todayDataBase + ";Integrated Security=true;";
string todayConnectString = "server=192.168.38.209;database=" + todayDataBase + ";uid =sa;pwd=280514;";
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == false)
{
maxRecordDate = 0;
}
if (yesterday / 100 != today / 100 || today == startDate || maxRecordDate == 0)
{
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == true && SqlApplication.CheckExist(todayDataBase, tableName, orignalConnectString) == true && SqlApplication.CheckExist(todayDataBase, tableName, todayConnectString) == true)
{
maxRecordDate = MaxRecordDate(tableName, todayConnectString);
}
}
if (maxRecordDate < today)
//若没有记录数据，需要重新记录
//若数据存在，存储数据,否则需要跳过
{
TDBReq reqTick = new TDBReq(stock.code + "." + stock.market, today, today);
TDBTickAB[] tickArr;
TDBErrNo nErrInner = tdbSource.GetTickAB(reqTick, out tickArr);
if (tickArr.Length == 0)
{
continue;
}
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == false)
//检测当日对应的数据库是否存在
{
CreateDataBase(todayDataBase, orignalConnectString);
}
if (SqlApplication.CheckExist(todayDataBase, tableName, orignalConnectString) == false)
{
CreateTable(tableName, todayConnectString);
}
//判断数据是否已经存储，若数据存在，默认已经记录，仅记录数据条数，写入日志文档，靠人工来校对
// int alreadyRecord = CountRecordNumber(tableName, todayConnectString, today);
stockShot[] dataList = ModifyData(tickArr, stock.code, today);
StoreDataDaily(tableName, todayConnectString, dataList);
Console.WriteLine("Date:{0}, table:{1}, MaxRecordDate:{2}, Wind:{3}", today, tableName, maxRecordDate, tickArr.Length);
string log = "Date:" + today.ToString() + ", table:" + tableName + ", MaxRecordDate:" + maxRecordDate.ToString() + ", Wind:" + tickArr.Length.ToString();
MyApplication.TxtWrite(logName, log);
maxRecordDate = today;
}
else
{
Console.WriteLine("Date:{0}, table:{1}, MaxRecordDate:{2}", today, tableName, maxRecordDate);
string log = "Date:" + today.ToString() + ", table:" + tableName + ", MaxRecordDate:" + maxRecordDate.ToString();
MyApplication.TxtWrite(logName, log);
}
}
}
}