// importPrice->priceData
        private static void AddImportPrice(databases.importDS.importPriceDataTable importPriceTbl,
            DailyData dailyPrice, databases.baseDS.priceDataDataTable priceDataTbl)
        {
            databases.baseDS.priceDataSumRow dailyPriceRow;
            databases.baseDS.priceDataRow priceDataRow;
            decimal volume = 0;
            for (int idx = 0; idx < importPriceTbl.Count; idx++)
            {
                //Invalid price, ignore
                if (importPriceTbl[idx].closePrice <= 0) continue;

                volume = importPriceTbl[idx].volume;
                // If this is total volume then minus the last volume to get the real volume in the period
                if (importPriceTbl[idx].isTotalVolume)
                {
                    dailyPriceRow = dailyPrice.GetData(importPriceTbl[idx]);
                    if (dailyPriceRow != null)
                    {
                        volume -= dailyPriceRow.volume;
                    }
                    if (volume <= 0) continue;
                }

                priceDataRow = priceDataTbl.NewpriceDataRow();
                databases.AppLibs.InitData(priceDataRow);
                priceDataRow.onDate = importPriceTbl[idx].onDate;
                priceDataRow.stockCode = importPriceTbl[idx].stockCode;
                priceDataRow.closePrice = importPriceTbl[idx].closePrice;
                priceDataRow.openPrice = importPriceTbl[idx].closePrice;
                priceDataRow.highPrice = importPriceTbl[idx].closePrice;
                priceDataRow.lowPrice = importPriceTbl[idx].closePrice;
                priceDataRow.volume = volume;
                //Fix other invalid price
                if (priceDataRow.highPrice <= 0)  priceDataRow.highPrice = priceDataRow.closePrice;
                if (priceDataRow.lowPrice <= 0) priceDataRow.lowPrice = priceDataRow.closePrice;
                if (priceDataRow.openPrice <= 0) priceDataRow.openPrice = priceDataRow.closePrice;

                priceDataRow.lowPrice = Math.Min(priceDataRow.lowPrice, priceDataRow.closePrice);
                priceDataRow.lowPrice = Math.Min(priceDataRow.lowPrice, priceDataRow.openPrice);
                priceDataRow.lowPrice = Math.Min(priceDataRow.lowPrice, priceDataRow.highPrice);

                priceDataRow.highPrice = Math.Max(priceDataRow.highPrice, priceDataRow.closePrice);
                priceDataRow.highPrice = Math.Max(priceDataRow.highPrice, priceDataRow.openPrice);
                priceDataRow.highPrice = Math.Max(priceDataRow.highPrice,priceDataRow.lowPrice);

                priceDataTbl.AddpriceDataRow(priceDataRow);

                //Update the last row
                dailyPrice.UpdateData(importPriceTbl[idx]);
            }
        }
Exemple #2
0
        //Use the idea from http://www.codeproject.com/KB/database/CsvReader.aspx by Sebastien Lorion 
        public static bool CSV_ImportParse(string csvFileName, char delimiter, 
                                           common.dateTimeLibs.DateTimeFormats dateDataFormat,
                                           string marketCode, CultureInfo dataCulture,
                                           databases.baseDS.priceDataDataTable priceDataTbl,
                                           ImportRowHandler ImportRowFunc,
                                           OnUpdatePriceData onUpdateDataFunc,
                                           OnEndImportPriceData onEndImportFunc)
        {
            importStat myImportStat = new importStat();
            myImportStat.Reset();
            myImportStat.dateDataFormat = dateDataFormat;
            myImportStat.srcCulture  = dataCulture;
            databases.baseDS.stockCodeDataTable stockCodeTbl = new databases.baseDS.stockCodeDataTable();
            databases.baseDS.priceDataRow priceDataRow;

            DataRowView[] foundRows;
            databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
            DataView stockCodeView = new DataView(stockCodeTbl);
            stockCodeView.Sort = stockCodeTbl.codeColumn.ColumnName;

            bool fCanceled = false;
            DateTime lastPriceDate = common.Consts.constNullDate;

            importOHLCV data;
            // open the file "data.csv" which is a CSV file with headers
            using (CsvReader csv = new CsvReader(new StreamReader(csvFileName), true, delimiter))
            {
                // missing fields will not throw an exception,
                // but will instead be treated as if there was a null value
                csv.MissingFieldAction = MissingFieldAction.ReplaceByNull;

                int fieldCount = csv.FieldCount;
                if (fieldCount < 7) return false;
                while (csv.ReadNextRecord())
                {
                    Application.DoEvents();
                    myImportStat.dataCount++;
                    data = ImportRowFunc(csv, myImportStat);
                    if (myImportStat.cancel)
                    {
                        fCanceled = true; break;
                    }
                    if (data == null)
                    {
                        myImportStat.errorCount++;
                        continue;
                    }
                    //Assume that all price must be valid
                    if (data.Open <= 0 || data.High <= 0 || data.Low <= 0 || data.Close <= 0) continue;

                    foundRows = stockCodeView.FindRows(data.code);
                    if (foundRows.Length == 0)
                    {
                        //Try to add new stock code
                        Libs.AddNewCode(data.code, marketCode, stockCodeTbl);
                        databases.DbAccess.UpdateData(stockCodeTbl);
                    }

                    // Ignore all data that was in database
                    //if (!foundLastPriceDate)
                    //{
                    //    lastPriceDate = FindLastPriceDate(data.code);
                    //    foundLastPriceDate = true;
                    //}
                    if (lastPriceDate != common.Consts.constNullDate && data.dateTime <= lastPriceDate)
                    {
                        continue;
                    }
                    if (priceDataTbl.FindBystockCodeonDate(data.code, data.dateTime) != null)
                    {
                        myImportStat.errorCount++;
                        continue;
                    }
                    myImportStat.updateCount++;
                    priceDataRow = priceDataTbl.NewpriceDataRow();
                    databases.AppLibs.InitData(priceDataRow);
                    priceDataRow.stockCode = data.code;
                    priceDataRow.onDate = data.dateTime;
                    //Try to fix some error in data
                    priceDataRow.openPrice = (decimal)data.Open;
                    priceDataRow.highPrice = (decimal)data.High;
                    priceDataRow.lowPrice = (decimal)data.Low;
                    priceDataRow.closePrice = (decimal)data.Close;
                    priceDataRow.volume = (decimal)data.Volume;
                    priceDataTbl.AddpriceDataRow(priceDataRow);
                    if (onUpdateDataFunc != null) onUpdateDataFunc(priceDataRow, myImportStat);
                }
            }
            if (fCanceled)
            {
                priceDataTbl.Clear();
                return false;
            }
            if (onEndImportFunc != null) onEndImportFunc(priceDataTbl);
            return true;
        }