/// <summary>
/// 批量导入日K线数据。
/// 1. klines只能包含1支股票的日K线数据；
/// 2. klines中的数据必须按照交易日期升序排序；
/// </summary>
/// <param name="db"></param>
/// <param name="kdatas"></param>
/// <returns></returns>
public static int BatchImport(Database db, List<KJapaneseData> kdatas)
{
if(kdatas==null || kdatas.Count<=0) return 0;
try{
int stockId = kdatas[0].StockId;
//if(stockId!=998) return 0; //TODO
DateTime start = DateTime.Now;
//因为要计算250日均线，所以向前加载K线数据
List<KJapaneseData> latest = FindLatest(db, stockId, 251)as List<KJapaneseData>;
#region 导入K线数据前的初始化处理
//1.数据库中已经存在K线数据时，将数据库中最新交易日的K线数据删除，这是为了防止在开盘时间导出的K线数据，
// 导致当天的K线数据与收盘时不一致，删除重新导入；
if(latest.Count>0){
latest[latest.Count-1].Remove(db);
latest.RemoveAt(latest.Count-1);
}
//2.如果数据库中已经存在K线数据，则这些数据不再重新导入；
while(kdatas.Count>0 && latest.Count>0 && kdatas[0].TxDate<=latest[latest.Count-1].TxDate){
kdatas.RemoveAt(0);
}
//3.如果latest中不足250条数据，则用最早的k线数据补全
KJapaneseData cloneTarget = null;
int persistedStart = 0;
if(latest.Count>0) cloneTarget = latest[0];
else cloneTarget = kdatas[0];
while(latest.Count<250){
latest.Insert(0, cloneTarget.Clone(-1));
persistedStart++;
}
//4.把本次要导入的数据添加到latest中
int impStart = latest.Count, impEnd = impStart + kdatas.Count - 1;
//将需要导入的日K线数据kdatas追加到latest后面，计算过程中改变latest中实体的MA均线价格，这些修改
//同时也会反应到kdatas中的实体上。
//最后将kdatas插入数据库，即完成数据导入
latest.AddRange(kdatas);
//5.在latest最后追加16条最新k线数据的拷贝，用于计算定制化的均价、均量
cloneTarget = kdatas[kdatas.Count-1];
long latestEffectiveVol = cloneTarget.Volume;
for(int i=kdatas.Count-1; i>=0; i--){
if(!kdatas[i].IsAllDayOnFusingPrice()){
latestEffectiveVol = kdatas[i].Volume;
break;
}
}
for(int i=0; i<16; i++){
KJapaneseData cloned = cloneTarget.Clone(1);
//1子板涨跌停期间对均量线影响较大，为排除这种影响，克隆对象取最后一个非涨跌停板的成交量
cloned.Volume = latestEffectiveVol;
latest.Add(cloned);
}
#endregion
#region 计算标准化MA均线价格
//初始化各均线价格
decimal ma5=0, ma10=0, ma20=0, ma60=0, ma120=0, ma250=0;
for(int i=0; i<impStart; i++){
ma250 += latest[i].ClosePrice;
if(impStart-i<=120) ma120 += latest[i].ClosePrice;
if(impStart-i<=60) ma60 += latest[i].ClosePrice;
if(impStart-i<=20) ma20 += latest[i].ClosePrice;
if(impStart-i<=10) ma10 += latest[i].ClosePrice;
if(impStart-i<=5) ma5 += latest[i].ClosePrice;
}
for(int i=impStart; i<=impEnd; i++){
//设置上一交易日日期及价格
if(!latest[i-1].IsCloned()){
latest[i].PrevDate = latest[i-1].TxDate;
latest[i].PrevPrice = latest[i-1].ClosePrice;
}
//5日均线价格
ma5 = ma5 + latest[i].ClosePrice - latest[i-5].ClosePrice;
latest[i].MA5 = ma5 / 5;
//10日均线价格
ma10 = ma10 + latest[i].ClosePrice - latest[i-10].ClosePrice;
latest[i].MA10 = ma10 / 10;
//20日均线价格
ma20 = ma20 + latest[i].ClosePrice - latest[i-20].ClosePrice;
latest[i].MA20 = ma20 / 20;
//60日均线价格
ma60 = ma60 + latest[i].ClosePrice - latest[i-60].ClosePrice;
latest[i].MA60 = ma60 / 60;
//120日均线价格
ma120 = ma120 + latest[i].ClosePrice - latest[i-120].ClosePrice;
latest[i].MA120 = ma120 / 120;
//250日均线价格
ma250 = ma250 + latest[i].ClosePrice - latest[i-250].ClosePrice;
latest[i].MA250 = ma250 / 250;
}
#endregion
CalculateMA(latest, impStart, impEnd, MAType.MAShort);
CalculateMA(latest, impStart, impEnd, MAType.MALong);
CalculateMA(latest, impStart, impEnd, MAType.VMAShort);
CalculateMA(latest, impStart, impEnd, MAType.VMALong);
DateTime afterCalc = DateTime.Now;
#region 批量导入、更新
db.BeginTransaction();
//批量插入
try{
BulkInserter<KJapaneseData> bi = new KJapaneseDataBulkInserter<KJapaneseData>(db, 200); //初步验证，一批次插入200条性能最好
for(int i=impStart; i<=impEnd; i++) bi.Push(latest[i]);
bi.Flush();
//更新受影响的双重9日均线价格
int startIndex = impStart - 8;
if(startIndex<0) startIndex = 0;
if(startIndex<persistedStart) startIndex = persistedStart;
for(int i=startIndex; i<impStart; i++)
latest[i].UpdateMA(db);
db.CommitTransaction();
}catch(Exception exInner){
db.RollbackTransaction();
log.Error("导入日K线数据错误", exInner);
}
#endregion
return kdatas.Count;
}catch(Exception ex){
log.Error("导入日K线错误", ex);
return 0;
}
}
/// <summary>
/// 创建股东数数据。前提条件：<br />
/// 1. 每次调用，<paramref name="entities"/>只能包含同一只股票的股东数数据；<br />
/// 2. 调用时，必须确保StockId, PublishDate, HolderCount, AverageStockNumber, Source属性值有效；
/// </summary>
/// <param name="db"></param>
/// <param name="entities"></param>
public static int Create(Database db, IList<ShareholdersNumEntity> entities)
{
if(entities==null || entities.Count<=0) return 0;
DateTime minDate = DateTime.MaxValue, effectiveDate = new DateTime(1990, 1, 1);
int stockId = 0, exists=0, insertedRows = 0;
try{
db.BeginTransaction();
//添加数据
foreach(ShareholdersNumEntity entity in entities){
//数据校验
if(entity.StockId<=0 || entity.ReportDate<=effectiveDate
// || entity.HolderCount<=0 || entity.AverageStockNumber<=0
|| (entity.Source==null || entity.Source.Trim().Length<=0))
throw new EntityException("[holder-num] [create] 属性无效，无法更新数据库，[id:"
+ entity.StockId + ", date:" + entity.ReportDate.ToString("yyyyMMdd"));
if(stockId==0) stockId = entity.StockId;
if(stockId!=entity.StockId)
throw new EntityException("[holder-num] [create] entities中包含了多只股票的股东数数据");
entity.CreateTime = DateTime.Now;
entity.VarNum = 0;
//插入数据
exists = Convert.ToInt32(db.ExecScalar(
"select count(*) from sto_holder_num where sto_id=?id and report_date=?date",
new string[] {"id", "date"},
new object[] { entity.StockId, entity.ReportDate}
));
if(exists<=0){
insertedRows += db.ExecNonQuery(INSERT_SQL,
new string[]{"id", "date", "holdersNum", "varNum", "avgShares", "totalShares", "transShares", "time", "source"},
new object[]{entity.StockId, entity.ReportDate, entity.HoldersNum, entity.VarNum
, entity.AvgShares, entity.TotalShares, entity.TransShares
, entity.CreateTime, entity.Source});
if(minDate>entity.ReportDate) minDate = entity.ReportDate;
}
}
//更新股东数增长量
int prevCount = 0;
exists = Convert.ToInt32(db.ExecScalar(
"select count(*) from sto_holder_num where sto_id=?id and report_date<?date",
new string[] {"id", "date"},
new object[] { stockId, minDate}
));
if(exists>0){
prevCount = Convert.ToInt32(db.ExecScalar(
"select holders_num from sto_holder_num where sto_id=?id and report_date<?date order by report_date desc limit 1",
new string[] {"id", "date"},
new object[] { stockId, minDate}
));
}
DataSet ds = db.ExecDataSet(
"select * from sto_holder_num where sto_id=?id and report_date>=?date order by report_date asc",
new string[] { "id", "date" }, new object[] { stockId, minDate }
);
foreach(DataRow row in ds.Tables[0].Rows){
if(prevCount==0){
prevCount = Convert.ToInt32(row["holders_num"]);
continue;
}
int curCount = Convert.ToInt32(row["holders_num"]);
db.ExecNonQuery(
"update sto_holder_num set var_num=?varNum where sto_id=?id and report_date=?date",
new string[] { "id", "date", "varNum" },
new object[] { stockId, row["report_date"], curCount-prevCount}
);
prevCount = curCount;
}
db.CommitTransaction();
}catch(Exception ex){
db.RollbackTransaction();
throw ex;
}
return insertedRows;
}
