/// <summary>
/// 下载所有的代码
/// </summary>
public static void DownAllCodes()
{
// 当然，下载所有的不现实，国内期货也才不到30年时间，按照20年的长度来获取就差不多了，再早的参考价值也不高了
var now = DateTime.Now;
for (var i = 2000; i < now.Year; i++)
{
var tradeDate = i + now.ToString("-MM-dd");
var allCodes = GetAllCodes(tradeDate);
using (var db = new QuantDBContext())
{
var dbCodes = db.CodeInfos.Select(o => o.WindCode).ToArray();
var existsWindCode = new HashSet <string>(dbCodes);
var notfindWindCodes = allCodes.Where(o => !existsWindCode.Contains(o.WindCode)).Select(o => o.WindCode).ToArray();
if (notfindWindCodes.Length > 0)
{
var ci = Down(notfindWindCodes, tradeDate);
Console.WriteLine($"find new windCodes {ci.Length}");
db.CodeInfos.AddRange(ci);
db.SaveChanges();
}
}
}
}
/// <summary>
/// 下载已经结束交易的品种数据
/// </summary>
public static void DownFinishTrade()
{
CodeInfo[] codes;
using (var db = new QuantDBContext())
{
codes = db.CodeInfos.Where(o => o.LastTradeDate < DateTime.Now.Date).OrderByDescending(o => o.LastTradeDate).ToArray();
}
// Parallel.ForEach(codes, (item, ParallelLoopState) =>
foreach (var item in codes)
{
using (var db = new QuantDBContext())
{
try
{
// 先下载日K的看看效果
var dbItems = db.Bars.Where(o => o.WindCode == item.WindCode && o.BarType == BarType.Day).OrderBy(o => o.TradingDay).ToArray();
var startDate = item.IssueDate.ToString("yyyyMMdd");
var endDate = item.LastTradeDate.ToString("yyyyMMdd");
var firtItem = dbItems.FirstOrDefault();
var endItem = dbItems.LastOrDefault();
if (firtItem != null && firtItem.TradingDay.ToString() == startDate &&
endItem != null && endItem.TradingDay.ToString() == endDate)
{
Console.WriteLine($"Ignore {item.WindCode}");
}
else
{
var bars = DumpBarByWind(item.WindCode, startDate, endDate, BarType.Day);
Console.WriteLine($"{item.WindCode} {startDate} - {endDate} count:{bars.Length}");
var count = 0;
foreach (var newItem in bars)
{
if (!dbItems.Any(o => o.TradingDay == newItem.TradingDay))
{
db.Add(newItem);
count++;
}
}
if (count > 0)
{
Console.WriteLine($"add {item.WindCode} {count}");
db.SaveChanges();
}
}
}
catch (Exception ex)
{
Console.WriteLine(item.WindCode);
Console.WriteLine(ex);
}
}
}
// });
}
static void InitDatabase()
{
var db = new QuantDBContext();
var databaseCreator = db.GetService <IRelationalDatabaseCreator>();
Console.WriteLine(databaseCreator.GenerateCreateScript());
databaseCreator.CreateTables();
}
/// <summary>
/// 下载到现在还在交易的数据
/// </summary>
public static void DownTradeing()
{
using (var db = new QuantDBContext())
{
var codes = db.CodeInfos.Where(o => o.LastTradeDate > DateTime.Now).ToArray();
foreach (var item in codes)
{
try
{
// 先下载日K的看看效果
var dbItems = db.Bars.Where(o => o.WindCode == item.WindCode && o.BarType == BarType.Day).ToArray();
var endDateItem = dbItems.OrderByDescending(o => o.TradingDay).FirstOrDefault();
var startDate = item.IssueDate.ToString("yyyyMMdd");
var endDate = DateTime.Now.ToString("yyyyMMdd");
if (endDateItem != null)
{
startDate = endDateItem.TradingDay.ToString();
if (startDate == endDate)
{
continue;
}
}
var bars = DumpBarByWind(item.WindCode, startDate, endDate, BarType.Day);
Console.WriteLine($"{item.WindCode} {startDate} - {endDate} count:{bars.Length}");
var count = 0;
foreach (var newItem in bars)
{
if (!dbItems.Any(o => o.TradingDay == newItem.TradingDay))
{
db.Add(newItem);
count++;
}
}
if (count > 0)
{
Console.WriteLine($"add {item.WindCode} {count}");
db.SaveChanges();
}
}
catch (Exception ex)
{
Console.WriteLine(item.WindCode);
Console.WriteLine(ex);
}
}
}
}
/// <summary>
/// 下载已经结束交易的品种数据
/// 这里只下载分钟数据
/// </summary>
public static void DownFinishMinTrade(BarType barType)
{
if (barType == BarType.Day || barType == BarType.Week)
{
return;
}
CodeInfo[] codes;
using (var db = new QuantDBContext())
{
codes = db.CodeInfos.Where(o => o.LastTradeDate < DateTime.Now.Date).OrderByDescending(o => o.LastTradeDate).ToArray();
}
foreach (var item in codes)
{
using (var db = new QuantDBContext())
{
try
{
// 先下载日K的看看效果
var dbItems = db.Bars.Where(o => o.WindCode == item.WindCode && o.BarType == barType).OrderBy(o => o.D).ToArray();
var startDate = item.IssueDate.ToString("yyyyMMdd");
var endDate = item.LastTradeDate.ToString("yyyyMMdd");
var firtItem = dbItems.FirstOrDefault();
var endItem = dbItems.LastOrDefault();
if (firtItem != null && firtItem.TradingDay.ToString() == startDate &&
endItem != null && endItem.TradingDay.ToString() == endDate)
{
Console.WriteLine($"Ignore {item.WindCode}");
}
else
{
var startDateTime = item.IssueDate;
if (endItem != null)
{
startDateTime = endItem.D.AddMinutes(-1);
}
var bars = DumpBarByWind(item.WindCode, startDateTime.ToString("yyyy-MM-dd 21:00:00"), item.LastTradeDate.ToString("yyyy-MM-dd 13:00:00"), barType);
Console.WriteLine($"{item.WindCode} {startDate} - {endDate} count:{bars.Length}");
var count = 0;
foreach (var newItem in bars)
{
if (!dbItems.Any(o => o.D == newItem.D))
{
db.Add(newItem);
count++;
}
}
if (count > 0)
{
Console.WriteLine($"add {item.WindCode} {count}");
db.SaveChanges();
}
}
}
catch (Exception ex)
{
Console.WriteLine(item.WindCode);
Console.WriteLine(ex);
}
}
}
}
