public override IDataProvider GetData(string Code, int Count)
{
try
{
CommonDataProvider cdp = new CommonDataProvider(this);
DbParam[] dps = new DbParam[] {
new DbParam("@Q1", DbType.DateTime, StartTime),
new DbParam("@Q2", DbType.DateTime, EndTime),
};
BaseDb bd = DB.Open(false);
try
{
DataTable dt = bd.GetDataTable("select Tick,tstamp from " + Code + "_tick where tstamp>=? and tstamp<=? order by tstamp", dps);
dps[1].Value = ((DateTime)dps[0].Value).AddSeconds(-1);
dps[0].Value = ((DateTime)dps[0].Value).AddDays(-30);
DataRow drr = bd.GetFirstRow("select Tick from " + Code + "_tick where tstamp>=? and tstamp<=? order by tstamp desc", dps);
if (dt.Rows.Count > 0)
{
cdp.SetStringData("LastTradeTime", ((DateTime)dt.Rows[dt.Rows.Count - 1]["tstamp"]).ToString());
}
if (drr != null)
{
cdp.SetStringData("LastPrice", drr[0].ToString());
}
if (dt.Rows.Count == 0)
{
dt.Rows.Add(new object[] { Single.NaN, StartTime });
}
double[] CLOSE = new double[dt.Rows.Count];
double[] VOLUME = new double[dt.Rows.Count];
double[] DATE = new double[dt.Rows.Count];
for (int i = 0; i < dt.Rows.Count; i++)
{
CLOSE[i] = ToDouble(dt.Rows[i]["Tick"]);
VOLUME[i] = 0;
DATE[i] = ((DateTime)dt.Rows[i]["tstamp"]).ToOADate();
}
cdp.LoadBinary("CLOSE", CLOSE);
cdp.LoadBinary("DATE", DATE);
cdp.LoadBinary("VOLUME", VOLUME);
}
finally
{
bd.Close();
}
return(cdp);
}
catch
{
}
return(base.GetData(Code, Count));
}
private void btnScan_Click(object sender, System.EventArgs e)
{
CurrentFullName = ddlFormula.SelectedItem.Value;
Exchange = ddlExchange.SelectedItem.Value;
string Param = "";
foreach (string s in Request.Form)
{
if (s.StartsWith("__Param"))
{
if (Param != "")
{
Param += ",";
}
Param += double.Parse(Request.Form[s]);
}
}
Condition = CurrentFullName;
if (Param != "")
{
Condition = CurrentFullName + "(" + Param + ")";
}
DbParam[] dps = new DbParam[] {
new DbParam("@Condition", DbType.String, Condition),
new DbParam("@Exchange", DbType.String, Exchange),
new DbParam("@StartTime", DbType.DateTime, DateTime.Now.AddHours(-
Tools.ToIntDef(ConfigurationManager.AppSettings["ScanCacheTime"], 0)))
};
bool b = true;
BaseDb bd = DB.Open(true);
try
{
DataRow dr = bd.GetFirstRow("select * from condition where Condition=? and Exchange=? and StartTime>?", dps);
if (dr != null && !Config.KeepLatestScanResultOnly)
{
ConditionId = dr["ConditionId"].ToString();
b = false;
}
else
{
dps[2] = null;
if (Config.KeepLatestScanResultOnly)
{
DataTable dt = bd.GetDataTable("select ConditionId from condition where Condition=? and Exchange=?", dps);
foreach (DataRow drDel in dt.Rows)
{
bd.DoCommand("delete from ScanedQuote where ConditionId = " + drDel["ConditionId"]);
}
bd.DoCommand("delete from condition where Condition=? and Exchange=?", dps);
}
bd.DoCommand("insert into condition (Condition,Exchange,Scaned) values (?,?,0)", dps);
ConditionId = bd.GetFirstRow("select max(ConditionId) from condition")[0].ToString();
}
}
finally
{
bd.Close();
}
if (b)
{
ThreadPool.QueueUserWorkItem(new WaitCallback(Scanning), new ScanId(ConditionId, Condition, Exchange));
Response.Redirect("Progress.aspx?ConditionId=" + ConditionId);
}
else
{
Response.Redirect("StockList.aspx?ConditionId=" + ConditionId);
}
}
static public void PreScan(object Sender)
{
Tools.Log("Prescan starting");
if (StartTime > DateTime.MinValue)
{
return;
}
StartTime = DateTime.Now;
try
{
string[] PreExchange = Config.PreScanExchange.Split(';');
for (int i = 0; i < PreExchange.Length; i++)
{
PreExchange[i] = Utils.GetPart1(PreExchange[i]);
}
string[] PreScan = Config.PreScan.Split(';');
Hashtable htConditionIdMap = new Hashtable();
DbParam[] dpPreScan = new DbParam[] {
new DbParam("@Condition", DbType.String, ""),
new DbParam("@Exchange", DbType.String, ""),
new DbParam("@StartTime", DbType.DateTime, DateTime.Now),
new DbParam("@ScanType", DbType.Int32, 1),
};
// Insert pre-defined scan to condition
// Get condition id .
BaseDb bd = DB.Open(false);
try
{
string s = bd.GetCommaValues("select ConditionId from Condition " + GetWhere("EndTime"), "");
if (s != "")
{
bd.DoCommand("delete from ScanedQuote where ConditionId in (" + s + ")");
bd.DoCommand("delete from Condition " + GetWhere("EndTime"));
}
Tools.Log("PreScan=" + PreScan.Length + ";PreExchange=" + PreExchange.Length);
for (int i = 0; i < PreScan.Length; i++)
{
for (int j = 0; j < PreExchange.Length; j++)
{
dpPreScan[0].Value = Utils.GetName(PreScan[i]);
dpPreScan[1].Value = PreExchange[j];
dpPreScan[3].Value = Utils.GetParam(PreScan[i], "1");
bd.DoCommand("insert into Condition (Condition,Exchange,StartTime,Scaned,ScanType) values (?,?,?,0,?)", dpPreScan);
}
}
DataTable dtPreScan =
bd.GetDataTable("select ConditionId,Condition,Exchange from Condition " + GetWhere("StartTime"), null, PreScan.Length * PreExchange.Length);
foreach (DataRow dr in dtPreScan.Rows)
{
htConditionIdMap[dr["Condition"].ToString().Trim() + dr["Exchange"].ToString().Trim()] = dr["ConditionId"].ToString();
}
}
finally
{
bd.Close();
}
Tools.Log("Get scan formulas");
// Get scan formulas
FormulaBase[] fbs = new FormulaBase[PreScan.Length];
int[] Ns = new int[PreScan.Length];
int N = 0;
for (int i = 0; i < fbs.Length; i++)
{
fbs[i] = FormulaBase.GetFormulaByName("Scan." + Utils.GetValue(PreScan[i]));
Tools.Log(fbs[i].FullName);
if (fbs[i] != null)
{
Ns[i] = fbs[i].DataCountAtLeast();
N = Math.Max(N, Ns[i]);
}
}
if (Config.PrescanLoadToMemory)
{
N = Config.MaxDataForPull;
}
Tools.Log("Pre-Scan- N = " + N);
DataManagerBase dmb = Utils.GetDataManager(Config.DefaultDataManager);
DataTable dt = dmb.GetStockList();
if (dt == null)
{
return;
}
Tools.Log(dt.Rows.Count.ToString());
// Scan
int Progress = 0;
Hashtable htTotal = new Hashtable();
Hashtable htResultCount = new Hashtable();
ArrayList al = new ArrayList();
try
{
foreach (DataRow dr in dt.Rows)
{
try
{
string Symbol = dr[0].ToString();
IDataProvider idp = GetDataProvider(dmb, Symbol, N);
if (!Utils.VerifyVolumeAndDate(idp))
{
continue;
}
string NowExchange = dr["Exchange"].ToString();
foreach (string s in PreExchange)
{
if (s.Length <= NowExchange.Length)
{
if (string.Compare(s, NowExchange.Substring(0, s.Length), true) == 0)
{
NowExchange = s;
break;
}
}
}
for (int j = 0; j < fbs.Length; j++)
{
try
{
if (fbs[j] != null)
{
idp.MaxCount = Ns[j];
FormulaPackage fp = fbs[j].Run(idp);
string ConditionId = (string)htConditionIdMap[Utils.GetName(PreScan[j]) + NowExchange];
if (ConditionId != null)
{
FormulaData fd = fp[fp.Count - 1];
if (fd.Length > 0)
{
if (fd.LASTDATA > 0)
{
al.Add(ConditionId + "," + Symbol);
htResultCount[ConditionId] = Utils.ObjPlusDef(htResultCount[ConditionId], 1);
}
}
htTotal[ConditionId] = Utils.ObjPlusDef(htTotal[ConditionId], 1);
}
Progress++;
if ((Progress % 10) == 0)
{
HttpRuntime.Cache["PreScan"] = Progress;
}
}
}
catch (Exception e)
{
Tools.Log(Symbol + "/" + fbs[j] + "/" + e);
}
}
Thread.Sleep(1);
}
catch (Exception e)
{
Tools.Log("Pre-scan symbol loop:" + e.Message);
}
}
}
finally
{
Utils.BulkInsert(al);
}
// Update pre-scan conditions
dpPreScan = new DbParam[] {
new DbParam("@Scaned", DbType.Int32, 0),
new DbParam("@Total", DbType.Int32, 0),
new DbParam("@ResultCount", DbType.Int32, 0),
new DbParam("@EndTime", DbType.DateTime, DateTime.Now),
};
bd = DB.Open(false);
try
{
for (int i = 0; i < PreScan.Length; i++)
{
for (int j = 0; j < PreExchange.Length; j++)
{
string ConditionId = (string)htConditionIdMap[Utils.GetName(PreScan[i]) + PreExchange[j]];
dpPreScan[0].Value = Utils.ObjDef(htTotal[ConditionId], 0);
dpPreScan[1].Value = Utils.ObjDef(htTotal[ConditionId], 0);
dpPreScan[2].Value = Utils.ObjDef(htResultCount[ConditionId], 0);
bd.DoCommand("update Condition set Scaned=?,Total=?,ResultCount=?,EndTime=? where ConditionId=" +
ConditionId, dpPreScan);
}
}
}
finally
{
bd.Close();
}
}
catch (Exception e)
{
Tools.Log("Update pre-scan service:" + e.Message);
}
finally
{
StartTime = DateTime.MinValue;
}
}
public override IDataProvider GetData(string Code, int Count)
{
try
{
CommonDataProvider cdp = new CommonDataProvider(this);
DbParam[] dps = new DbParam[] {
new DbParam("@Symbol", DbType.String, Code),
new DbParam("@Q1", DbType.DateTime, StartTime),
new DbParam("@Q2", DbType.DateTime, EndTime),
};
BaseDb bd = DB.Open(false);
try
{
DataTable dt = bd.GetDataTable("select Price,Volume,QuoteTime from Intraday where Symbol=? and QuoteTime>=? and QuoteTime<=? order by QuoteTime", dps);
double LastV = -1;
foreach (DataRow dr in dt.Rows)
{
double NowV = (double)dr["Volume"];
if (LastV >= 0)
{
if (NowV > LastV)
{
dr["Volume"] = NowV - LastV;
}
else
{
dr["Volume"] = (double)0;
}
}
LastV = NowV;
}
dps[2].Value = ((DateTime)dps[1].Value).AddSeconds(-1);
dps[1].Value = ((DateTime)dps[1].Value).AddDays(-30);
DataRow drr = bd.GetFirstRow("select Price from Intraday where Symbol=? and QuoteTime>=? and QuoteTime<=? order by QuoteTime desc", dps);
if (dt.Rows.Count > 0)
{
cdp.SetStringData("LastTradeTime", ((DateTime)dt.Rows[dt.Rows.Count - 1]["QuoteTime"]).ToString());
}
if (drr != null)
{
cdp.SetStringData("LastPrice", drr[0].ToString());
}
SetStrings(cdp, Code);
if (dt.Rows.Count == 0)
{
dt.Rows.Add(new object[] { double.NaN, 0, StartTime });
}
double[] CLOSE = new double[dt.Rows.Count];
double[] VOLUME = new double[dt.Rows.Count];
double[] DATE = new double[dt.Rows.Count];
for (int i = 0; i < dt.Rows.Count; i++)
{
CLOSE[i] = ToDouble(dt.Rows[i]["Price"]);
VOLUME[i] = ToDouble(dt.Rows[i]["Volume"]);
DATE[i] = ((DateTime)dt.Rows[i]["QuoteTime"]).ToOADate();
}
cdp.LoadBinary("CLOSE", CLOSE);
cdp.LoadBinary("DATE", DATE);
cdp.LoadBinary("VOLUME", VOLUME);
}
finally
{
bd.Close();
}
return(cdp);
}
catch
{
}
return(base.GetData(Code, Count));
}