private static void ComposeSqlServer()
{
var reader = new SqlServerReader(ConfigurationManager.AppSettings["sqlServerConnectionString"]);
var viewModel = new PetsViewModel(reader);
Application.Current.MainWindow = new PetViewerWindow(viewModel);
}
public BondInfoRepository(Infrastructure.ConnectionType type)
{
windReader = new WindReader();
sqlWriter = new SqlServerWriter(type);
sqlReader = new SqlServerReader(type);
dateRepo = new TransactionDateTimeRepository(type);
}
public StockOptionDailyRepository(QuantitativeAnalysis.DataAccess.Infrastructure.ConnectionType type, IDataSource dataSource)
{
sqlReader = new SqlServerReader(type);
sqlWriter = new SqlServerWriter(type);
dateRepo = new TransactionDateTimeRepository(type);
this.dataSource = dataSource;
}
public DualTrust2(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
}
public StockWithVolatility2(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, TransactionDateTimeRepository dateRepo)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
this.dateRepo = dateRepo;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
}
public StockTickRepository(QuantitativeAnalysis.DataAccess.Infrastructure.ConnectionType type, IDataSource ds)
{
transDateRepo = new TransactionDateTimeRepository(type);
sqlReader = new SqlServerReader(type);
sqlWriter = new SqlServerWriter(type);
dataSource = ds;
redisWriter = new RedisWriter();
redisReader = new RedisReader();
}
public ETFConsitituentDailyRepository(ConnectionType type, DefaultETFConstituentDailyDataSource ds)
{
dateTimeRepo = new TransactionDateTimeRepository(type);
sqlWriter = new SqlServerWriter(type);
sqlReader = new SqlServerReader(type);
redisReader = new RedisReader();
redisWriter = new RedisWriter();
dataSource = ds;
}
public ivixMinutely(OptionInfoRepository infoRepo, StockMinuteRepository stockRepo, double rate = 0.04)
{
this.infoRepo = infoRepo;
this.stockRepo = stockRepo;
this.rate = rate;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
}
public RBreakStrategy(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
this.code = code;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
}
public Intraday1(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockTickRepository tickRepo, TransactionDateTimeRepository dateRepo)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
this.dateRepo = dateRepo;
this.tickRepo = tickRepo;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
}
public StockMinuteRepository(ConnectionType type, IDataSource ds)
{
dateTimeRepo = new TransactionDateTimeRepository(type);
sqlWriter = new SqlServerWriter(type);
sqlReader = new SqlServerReader(type);
redisReader = new RedisReader();
redisWriter = new RedisWriter();
dataSource = ds;
}
public ETFArbitrary(StockTickRepository stockRepo, StockDailyRepository stockDailyRepo, string code)
{
this.stockRepo = stockRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Server84);
this.code = code;
}
public BasisFrontNext(StockMinuteRepository stockMinutelyRepo, string code)
{
this.stockMinutelyRepo = stockMinutelyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Server84);
this.code = code;
indexCode = code == "IF" ? "000300.SH" : "000905.SH";
}
public DataTable GetFromSpecializedSQLServer(string code, DateTime date, ConnectionType type)
{
var sqlReader = new SqlServerReader(type);
var sqlStr = string.Format(@"SELECT [stkcd],[tdatetime],[cp],[S1],[S2],[S3],[S4],[S5],[B1],[B2],[B3],[B4],[B5],[SV1],[SV2],[SV3],[SV4],[SV5],[BV1],[BV2],[BV3],[BV4],[BV5],[ts],[tt],[HighLimit],[LowLimit]
FROM [StockTickTransaction{0}].[dbo].[{1}]",
date.ToString("yyyy"), date.ToString("yyyy-MM-dd"));
return(sqlReader.GetDataTable(sqlStr));
}
public pairtradingDaily(StockDailyRepository stockDailyRepo, string code1, string code2)
{
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
this.code1 = code1;
this.code2 = code2;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
}
public InfluxdbRecord(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, TransactionDateTimeRepository dateRepo, StockInfoRepository stockInfoRepo)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
this.dateRepo = dateRepo;
this.stockInfoRepo = stockInfoRepo;
this.sqlReaderLocal = new SqlServerReader(ConnectionType.Local);
this.sqlReaderSource = new SqlServerReader(ConnectionType.Local);
this.sqlWriter = new SqlServerWriter(ConnectionType.Local);
}
public CallDeltaHedge(StockTickRepository stockRepo, StockDailyRepository stockDailyRepo, string code, int duration)
{
this.stockRepo = stockRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Server84);
this.code = code;
this.duration = duration;
}
public Impv(OptionInfoRepository infoRepo, StockOptionTickRepository optionRepo, StockTickRepository stockRepo, double rate = 0.04)
{
this.infoRepo = infoRepo;
this.optionRepo = optionRepo;
this.stockRepo = stockRepo;
this.rate = rate;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Server84);
}
//构造函数
public priceCeilingMoving2(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, StockTickRepository stockTickRepo, StockInfoRepository stockInfoRepo)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
this.stockTickRepo = stockTickRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
this.windReader = new WindReader();
this.stockInfoRepo = stockInfoRepo;
}
public pairtradingDaily3(StockDailyRepository stockDailyRepo, string stockBoard, DateTime startTime, DateTime endTime)
{
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
this.stockBoard = stockBoard;
this.startTime = startTime;
this.endTime = endTime;
this.tradedays = dateRepo.GetStockTransactionDate(startTime, endTime);
}
public TDstrategy(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
this.code = code;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
CreateDBOrTableIfNecessary(databaseName, tableName);
CreateDBOrTableIfNecessary2(databaseName, tableName2);
}
public StockMinuteRepository(QuantitativeAnalysis.DataAccess.Infrastructure.ConnectionType type, IDataSource ds, bool redis = false)
{
dateTimeRepo = new TransactionDateTimeRepository(type);
sqlWriter = new SqlServerWriter(type);
sqlReader = new SqlServerReader(type);
sqlReader170 = new SqlServerReader(Infrastructure.ConnectionType.Server170);
dataSource = ds;
this.redis = redis;
if (redis == true)
{
redisReader = new RedisReader();
redisWriter = new RedisWriter();
}
}
public DualTrust(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string code, string underlyingCode)
{
this.stockMinutelyRepo = stockMinutelyRepo;
this.stockDailyRepo = stockDailyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
this.code = code;
this.underlyingCode = underlyingCode;
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
if (code == "IF.CFE")
{
multiplicator = 300;
}
}
public trendT0(StockMinuteRepository stockMinutelyRepo, StockDailyRepository stockDailyRepo, string stockBoard, DateTime startDate, DateTime endDate)
{
this.stockDailyRepo = stockDailyRepo;
this.stockMinutelyRepo = stockMinutelyRepo;
dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
sqlWriter = new SqlServerWriter(ConnectionType.Server84);
sqlReader = new SqlServerReader(ConnectionType.Local);
this.stockBoard = stockBoard;
this.startDate = startDate;
this.endDate = endDate;
this.tradedays = dateRepo.GetStockTransactionDate(startDate, endDate);
var list = searchAllStocks(stockBoard, startDate, endDate);
list = new List <stockInfo>();
stockInfo stock = new stockInfo();
stock.code = "IF.CFE";
stock.startDate = startDate;
stock.endDate = endDate;
list.Add(stock);
getAllStocks(list);
computeOnAllStocks(list);
}
public OptionInfoRepository(ConnectionType type)
{
sqlWriter = new SqlServerWriter(type);
sqlReader = new SqlServerReader(type);
dateRepo = new TransactionDateTimeRepository(type);
}
public DefaultStockTickDataSource(ConnectionType type)
{
sqlReader = new SqlServerReader(type);
}
public StockOptionInformationRepository(ConnectionType type)
{
sqlReader = new SqlServerReader(type);
sqlWriter = new SqlServerWriter(type);
}
static void Main(string[] args)
{
var connectionString = args[0];
var logger = new ConsoleLogger();
using (var tfs = new ThreadsFrames())
{
//var sf = new ConsoleCollectionSaverFactory(
// );
var ftn = new FullTableName("_ss");
var tfnc = new TargetFileNameController(
1,
@"_bbin",
500
);
var sf = new SqlServerCollectionSaverFactory(
connectionString,
ftn,
tfnc
);
sf.PrepareDatabase();
var r = new SqlServerReader(
connectionString,
ftn,
tfnc
);
using (var pq = new PublishQueue(
sf,
logger
))
{
var p = new Publisher(
pq,
tfs
);
var iec = new Common.IEC(tfs, p, r);
iec.Publisher.PublishedEvent +=
(
collections,
count
) =>
{
var read = iec.Reader.ReadBetween(
new DateTime(2000, 1, 1),
new DateTime(2030, 1, 1)
);
Console.WriteLine(read.Last().Body);
};
ProcessMutable(iec);
//ProcessImmutable(iec);
}
}
Console.WriteLine("Finished!");
}
