//从本地数据库获取股票上市退市信息
public List <StockIPOInfo> GetStockListInfoFromSql()
{
List <StockIPOInfo> stockInfos = new List <StockIPOInfo>();
var sqlStr = "select [Code],[SecName],[IPODate],[DelistDate],[UpdateDateTime] from [Common].[dbo].[StockInfo]";
DataTable dt = new DataTable();
try
{
dt = sqlReader.GetDataTable(sqlStr);
}
catch
{
logger.Warn(string.Format("There is no IPO information from specialized sqlserver!!!"));
}
foreach (DataRow dr in dt.Rows)
{
StockIPOInfo info = new StockIPOInfo();
info.code = Convert.ToString(dr[0]);
info.name = Convert.ToString(dr[1]);
info.IPODate = Convert.ToDateTime(dr[2]);
if (dr[3] != DBNull.Value)
{
info.DelistDate = Convert.ToDateTime(dr[3]);
}
else
{
info.DelistDate = new DateTime(2099, 12, 31);
}
info.updateTime = Convert.ToDateTime(dr[4]);
stockInfos.Add(info);
}
return(stockInfos);
}
public void stockBackTest(StockIPOInfo info, DateTime startDate, DateTime endDate)
{
//获取数据
if (startDate < info.IPODate)
{
startDate = info.IPODate;
}
if (endDate > info.DelistDate)
{
endDate = info.DelistDate;
}
//获取日线数据
//var dayNow = stockDailyRepo.GetStockTransactionWithRedis(info.code, startDate, endDate);
//获取交易日信息
//var tradedays = dateRepo.GetStockTransactionDate(startDate, endDate);
var minuteNow = stockMinutelyRepo.GetStockTransactionFromLocalSqlByCode(info.code, startDate, endDate);
//回测
}
public void UpdateStockInfoToNow()
{
var codes = GetCodes();
var latestTradingDate = dateRepo.GetPreviousTransactionDate(DateTime.Now.AddDays(1));
var dt = CreateIPODataTable();
var IPOInfoList = GetStockListInfoFromSql();
foreach (string code in codes)
{
StockIPOInfo infoObsolete = new StockIPOInfo();
foreach (var item in IPOInfoList)
{
if (item.code == code)
{
infoObsolete = item;
}
if (infoObsolete.code != null)
{
continue;
}
}
bool needUpdate = false;
if (infoObsolete.code == null)
{
needUpdate = true;
}
else
{
var span = latestTradingDate - infoObsolete.updateTime;
if (span.TotalDays > 100)
{
needUpdate = true;
}
}
//Console.WriteLine("code:{0}, needupdate?{1}", code, needUpdate);
if (needUpdate == true)
{
var rawData = windReader.GetDailyData(code, "sec_name,ipo_date,delist_date", latestTradingDate, latestTradingDate);
var info = (object[])rawData.data;
dt.Rows.Add(new object[] { code, info[0], info[1], info[2] });
}
}
InsertToSql(dt);
}