public override void LoadData(DataInfoType type)
{
switch (type)
{
case DataInfoType.SecurityInfo:
base.LoadSecurityInfo();
break;
case DataInfoType.TradingPrice:
DataManager.GetDataLoader().LoadMutualFundPrice(this);
break;
case DataInfoType.FundNetAssetValue:
DataManager.GetDataLoader().LoadMutualFundNAV(this);
break;
case DataInfoType.SecurityReport:
DataManager.GetDataLoader().LoadMutualFundReport(this);
break;
default:
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_GE1, type.ToString());
break;
}
}
private void updateFundNAV(DataSet ds, SeriesNetAssetValue navs)
{
DataRow[] rows = ds.Tables[0].Select("SYMBOL='" + navs.Code + "'");
if (rows.Length > 0)
{
//基本信息
navs.DataSource = this.DataSource;
navs.OriginalTimeSeries.Clear();
foreach (DataRow row in rows)
{
NetAssetValue nav = new NetAssetValue();
nav.TradeDate = DataManager.ConvertToDate(row[C_ColName_PublishDate]);
nav.UnitNAV = DataManager.ConvertToDouble(row[C_ColName_UnitNAV]);
nav.AccumUnitNAV = DataManager.ConvertToDouble(row[C_ColName_AccumUnitNAV]);
//复权系数
navs.OriginalTimeSeries.Add(nav);
}
//交易日校验,复权并计算涨跌幅
navs.Adjust();
}
else
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF4, navs.Code);
}
}
public override void LoadEquityInfo(Equity e)
{
try
{
if (_EquityInfo == null)
{
string sql = @"SELECT SYMBOL, Exchange, SNAME, LISTDATE, ENDDATE
FROM SECURITYCODE A
WHERE STYPE = 'EQA' ";
//获得所有股票的信息做缓存
_EquityInfo = base.DBInstance.ExecuteSQL(sql);
}
//更新数据
DataRow[] rows = _EquityInfo.Tables[0].Select("SYMBOL='" + e.Code + "'");
if (rows.Length >= 1)
{
DataRow row = rows[0];
e.Name = row[C_ColName_Name].ToString();
e.ListedDate = DataManager.ConvertToDate(row[C_ColName_ListedDate]);
e.DelistedDate = DataManager.ConvertToDate(row[C_ColName_EndDate]);
e.Exchange = this.GetExchange(row[C_ColName_Exchange].ToString());
e.DataSource = this.DataSource;
}
else
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_EQ5, e.Code);
}
}
catch (Exception ex)
{
throw ex;
}
}
public static AFundCategory GetFundCategory(FundCategoryType type)
{
switch (type)
{
case FundCategoryType.GalaxySecurity:
return(new FundCategoryGS());
default:
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF7, type.ToString());
return(null);
}
}
public override void LoadData(DataInfoType type)
{
try
{
switch (type)
{
case DataInfoType.SecurityInfo:
DataManager.GetDataLoader().LoadMutualFundInfo(this);
break;
case DataInfoType.FundNetAssetValue:
if (this.TradingNAV == null)
{
this.TradingNAV = new SeriesNetAssetValue(base.Code, base.TimeSeriesStart, base.TimeSeriesEnd);
}
//仅对非货币基金
if (this.Category.AssetCategory != FundAssetCategory.Monetory)
{
this.TradingNAV.Load();
}
break;
case DataInfoType.TradingPrice:
if (base.TradingPrice == null)
{
base.TradingPrice = new SeriesFundPrice(base.Code, base.TimeSeriesStart, base.TimeSeriesEnd);
}
base.TradingPrice.Load();
break;
case DataInfoType.SecurityReport:
if (this.FundReport == null)
{
this.FundReport = new SeriesFundReport(base.Code, base.TimeSeriesStart, base.TimeSeriesEnd);
}
this.FundReport.Load();
break;
default:
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_GE1, type.ToString());
return;
}
}
catch (Exception ex)
{
throw new Exception("读取基金数据时出错！", ex);;
}
}
public override void LoadData(DataInfoType type)
{
switch (type)
{
case DataInfoType.SecurityInfo:
base.LoadSecurityInfo();
break;
case DataInfoType.TradingPrice:
DataManager.GetDataLoader().LoadIndexPrice(this);
break;
default:
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_GE1, type.ToString());
return;
}
}
private void updateFundPrice(DataSet ds, SeriesFundPrice pxs)
{
DataRow[] rows = ds.Tables[0].Select("SYMBOL='" + pxs.Code + "'");
if (rows.Length > 0)
{
//基本信息
pxs.DataSource = this.DataSource;
pxs.OriginalTimeSeries.Clear();
foreach (DataRow row in rows)
{
ExchangeTradingPrice px = new ExchangeTradingPrice();
px.TradeDate = DataManager.ConvertToDate(row[C_ColName_TradeDate]);
px.PreClose = DataManager.ConvertToDouble(row[C_ColName_PreClose]);
px.Close = DataManager.ConvertToDouble(row[C_ColName_Close]);
px.High = DataManager.ConvertToDouble(row[C_ColName_High]);
px.Low = DataManager.ConvertToDouble(row[C_ColName_Low]);
px.Open = DataManager.ConvertToDouble(row[C_ColName_Open]);
px.Volume = DataManager.ConvertToDouble(row[C_ColName_Volume]);
px.Amount = DataManager.ConvertToDouble(row[C_ColName_Amount]);
px.Average = (px.Volume == 0) ? 0 : px.Amount / px.Volume;
//判断停牌
if (px.Close == 0)
{
px.IsTrading = false;
px.Close = px.PreClose;
px.Open = px.PreClose;
px.High = px.PreClose;
px.Low = px.PreClose;
}
//复权系数
double adjustedClose = DataManager.ConvertToDouble(row[C_ColName_AdjustedClose]);
px.AdjustCoefficient = (px.Close == 0 || adjustedClose == 0) ? 1 : adjustedClose / px.Close;
pxs.OriginalTimeSeries.Add(px);
}
//复权并计算涨跌幅
pxs.Adjust();
}
else
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF3, pxs.Code);
}
}
public override void LoadData(DataInfoType type)
{
switch (type)
{
case DataInfoType.SecurityInfo:
DataManager.GetDataLoader().LoadIndexInfo(this);
break;
case DataInfoType.TradingPrice:
if (base.TradingPrice == null)
{
base.TradingPrice = new SeriesIndexPrice(base.Code, base.TimeSeriesStart, base.TimeSeriesEnd);
}
base.TradingPrice.Load();
break;
default:
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_GE1, type.ToString());
return;
}
}
public static ExchangeType GetEquityExchange(string code, ref EquityBoardType boardtype)
{
if (code == null || code.Length == 0)
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_EQ3, "(null)");
return(ExchangeType.OTC);
}
string code3 = code.Substring(0, 3);
string code2 = code.Substring(0, 2);
switch (code2)
{
case "60": //沪市
boardtype = EquityBoardType.Main;
return(ExchangeType.SSE);
default: //深市
switch (code3)
{
case "000":
case "001":
boardtype = EquityBoardType.Main;
break;
case "002":
boardtype = EquityBoardType.SmallMedium;
break;
case "300":
boardtype = EquityBoardType.StartUp;
break;
default:
break;
}
return(ExchangeType.SZSE);
}
}
public override void LoadIndexInfo(Index i)
{
try
{
if (_IndexInfo == null)
{
string sql = @"SELECT Symbol, Iname, Ianame, Bdate, Bpoint, Stopdate, Iprofile6, Iprofile7, stocknum, Exchange
FROM IPROFILE A
WHERE Status = -1 AND currency='CNY'
AND IPROFILE7 in ('申万一级行业指数', '中信一级行业指数','中证规模指数','申万风格指数',
'巨潮规模指数','巨潮风格指数','巨潮行业指数','中证债券指数','上证综合指数','深证规模指数')";
//获得所有指数的信息做缓存
_IndexInfo = base.DBInstance.ExecuteSQL(sql);
}
//更新数据
DataRow[] rows = _IndexInfo.Tables[0].Select("SYMBOL='" + i.Code + "'");
if (rows.Length >= 1)
{
DataRow row = rows[0];
i.Name = row[C_ColName_IndexName].ToString();
i.ListedDate = DataManager.ConvertToDate(row[C_ColName_IndexBaseDate]);
i.DelistedDate = DataManager.ConvertToDate(row[C_ColName_IndexStopDate]);
i.Category = row[C_ColName_IndexCategory].ToString();
i.Exchange = this.GetExchange(row[C_ColName_Exchange].ToString());
i.DataSource = this.DataSource;
}
else
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_ID5, i.Code);
}
}
catch (Exception ex)
{
throw ex;
}
}
public virtual void Adjust()
{
//========================================
//1）按交易日补齐数据并作复权调整
//========================================
#region 交易日补齐数据并作复权调整
if (this.TradingDates.Count == 0)
{
DataManager.GetDataLoader().LoadTradingDate(this);
}
if (TradingDates == null || TradingDates.Count == 0 || this.OriginalTimeSeries == null || this.OriginalTimeSeries.Count == 0)
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_GE2, "");
return;
}
if (this.AdjustedTimeSeries == null)
{
this.AdjustedTimeSeries = new List <ATimeItem>();
}
else
{
this.AdjustedTimeSeries.Clear();
}
//找到缺失的交易日并补齐数据
int iOriginalCnt = 0;
for (int iTradeDayCount = 0; iTradeDayCount < this.TradingDates.Count;)
{
DateTime tradeday = this.TradingDates[iTradeDayCount];
if (iOriginalCnt < this.OriginalTimeSeries.Count)
{
ATimeItem item = this.OriginalTimeSeries[iOriginalCnt];
//判断是否是样本外数据
if (item.TradeDate < this.TimeSeriesStart)
{
item.IsOutsideSamplePeriod = true;
}
else
{
InsideSampleLength++;
}
if (tradeday >= item.TradeDate)
{
//交易日不在净值数据中则加入前一交易日的数据
ATimeItem newItem = (ATimeItem)item.Clone();
newItem.TradeDate = tradeday;
if (tradeday == item.TradeDate)
{
newItem.IsTrading = true;
}
else
{
newItem.IsTrading = false;
}
//复权调整
newItem.Adjust();
this.AdjustedTimeSeries.Add(newItem);
if (tradeday == item.TradeDate)
{
iOriginalCnt++;
}
//计数器加1
iTradeDayCount++;
}
else
{
iOriginalCnt++;
}
}
else
{
//OriginalTimeSeries更早交易日的数据
break;
}
}
#endregion
//========================================
//2）计算涨跌幅数据
//========================================
this.Calculate();
}
public override void LoadMutualFundInfo(MutualFund f)
{
try
{
//读取数据库
this.LoadMutualFundInfo();
//更新数据
DataRow[] rows = _FundInfo.Tables[0].Select("SYMBOL='" + f.Code + "'");
if (rows.Length >= 1)
{
f.DataSource = this.DataSource;
f.Category.DataSource = this.DataSource;
DataRow row = rows[0];
f.Name = row[C_ColName_Name].ToString();
f.ListedDate = DataManager.ConvertToDate(row[C_ColName_ListedDate]);
f.DelistedDate = DataManager.ConvertToDate(row[C_ColName_DelistedDate]);
f.Category.SetupCategory(row[C_ColName_GSFundType].ToString(), 3);
if (row[C_ColName_ParentCode] == DBNull.Value)
{
//非分级基金
f.IsStructured = false;
f.Category.StructureCategory = FundStructureCategory.Parent;
}
else
{
//分级基金
f.IsStructured = true;
f.ParentFundCode = row[C_ColName_ParentCode].ToString();
if (row[C_ColName_ParentCode].ToString() == row[C_ColName_Code].ToString())
{
f.Category.StructureCategory = FundStructureCategory.Parent;
//查找子基金
string sql = @"Select SYMBOL From CURFSCODE WHERE Symbol_Comp = '" + f.Code + "' AND Symbol <> Symbol_Comp";
DataSet ds = base.DBInstance.ExecuteSQL(sql);
if (ds == null || ds.Tables.Count == 0 || ds.Tables[0].Rows.Count == 0)
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF8, f.Code);
}
else
{
if (f.SubFundCodes == null)
{
f.SubFundCodes = new List <string>();
}
foreach (DataRow rowsub in ds.Tables[0].Rows)
{
string code = rowsub[C_ColName_Code].ToString();
f.SubFundCodes.Add(code);
}
}
}
else
{
f.Category.StructureCategory = FundStructureCategory.Child;
}
}
}
else
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF5, f.Code);
}
}
catch (Exception ex)
{
throw ex;
}
}
private void updateCategory3(string text)
{
base.Name3 = text;
base.OperationCategory = FundOperationCategory.OpenEnd;
base.InvestmentCategory = FundInvestmentCategory.Active;
base.StructureCategory = FundStructureCategory.Parent;
switch (text)
{
case "标准股票型基金":
case "普通股票型基金":
base.AssetCategory = FundAssetCategory.Equity;
base.Name1 = "股票基金";
base.Name2 = "股票型基金";
break;
case "标准指数股票型基金":
case "增强指数股票型基金":
case "标准指数型股票基金":
case "增强指数型股票基金":
case "ETF联接基金":
base.InvestmentCategory = FundInvestmentCategory.Passive;
base.AssetCategory = FundAssetCategory.Equity;
base.Name1 = "股票基金";
base.Name2 = "指数股票型基金";
break;
case "股票型分级子基金(优先份额)":
case "股票型分级子基金(进取份额)":
base.StructureCategory = FundStructureCategory.Child;
base.AssetCategory = FundAssetCategory.Equity;
base.Name1 = "股票基金";
base.Name2 = "股票型分级子基金";
break;
case "偏股型基金(股票上限95%)":
case "偏股型基金(股票上限80%)":
base.AssetCategory = FundAssetCategory.Hybrid;
base.Name1 = "混合基金";
base.Name2 = "偏股型基金";
break;
case "灵活配置型基金(股票上限95%)":
case "灵活配置型基金(股票上限80%)":
base.AssetCategory = FundAssetCategory.Hybrid;
base.Name1 = "混合基金";
base.Name2 = "灵活配置型基金";
break;
case "股债平衡型基金":
base.AssetCategory = FundAssetCategory.Hybrid;
base.Name1 = "混合基金";
base.Name2 = "股债平衡型基金";
break;
case "偏债型基金":
case "保本型基金":
case "特定策略混合型基金":
base.AssetCategory = FundAssetCategory.Hybrid;
base.Name1 = "混合基金";
base.Name2 = base.Name3;
break;
case "长期标准债券型基金(A类)":
case "长期标准债券型基金(B/C类)":
case "中短期标准债券型基金(A类)":
case "中短期标准债券型基金(B类)":
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "债券基金";
base.Name2 = "标准债券型基金";
break;
case "普通债券型基金(一级A类)":
case "普通债券型基金(一级B/C类)":
case "普通债券型基金(二级A类)":
case "普通债券型基金(二级B/C类)":
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "债券基金";
base.Name2 = "普通债券型基金";
break;
case "可转换债券型基金(A类)":
case "可转换债券型基金(B/C类)":
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "债券基金";
base.Name2 = "可转换债券型基金";
break;
case "指数债券型基金(A类)":
case "指数债券型基金(B/C类)":
base.InvestmentCategory = FundInvestmentCategory.Passive;
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "债券基金";
base.Name2 = "指数债券型基金";
break;
case "债券型分级子基金(优先份额)":
case "债券型分级子基金(进取份额)":
base.StructureCategory = FundStructureCategory.Child;
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "债券基金";
base.Name2 = "债券型分级子基金";
break;
case "短期理财债券型基金(A类)":
case "短期理财债券型基金(B类)":
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "债券基金";
base.Name2 = "短期理财债券型基金";
break;
case "货币市场基金(A类)":
case "货币市场基金(B类)":
base.AssetCategory = FundAssetCategory.Monetory;
base.Name1 = "货币市场基金";
base.Name2 = base.Name3;
break;
case "QDII全球股票型基金":
case "QDII亚太股票型基金":
case "QDII新兴市场股票型基金":
case "QDII成熟市场股票型基金":
case "QDII大中华股票型基金":
case "QDII全球股票基金":
case "QDII亚太股票基金":
case "QDII新兴市场股票基金":
case "QDII成熟市场股票基金":
case "QDII大中华股票基金":
base.AssetCategory = FundAssetCategory.QDII;
base.Name1 = "QDII基金";
base.Name2 = "QDII股票基金";
break;
case "QDII指数股票型基金":
case "QDII指数型股票基金":
case "QDII-ETF联接基金":
base.InvestmentCategory = FundInvestmentCategory.Passive;
base.AssetCategory = FundAssetCategory.QDII;
base.Name1 = "QDII基金";
base.Name2 = "QDII股票基金";
break;
case "QDII混合基金":
case "QDII债券基金":
case "QDII商品基金":
base.AssetCategory = FundAssetCategory.QDII;
base.Name1 = "QDII基金";
base.Name2 = base.Name3;
break;
case "封闭式标准股票型基金":
case "封闭式普通股票型基金":
base.OperationCategory = FundOperationCategory.CloseEnd;
base.AssetCategory = FundAssetCategory.Equity;
base.Name1 = "封闭式股票基金";
base.Name2 = "封闭式股票型基金";
break;
case "封闭式标准指数型股票基金":
base.InvestmentCategory = FundInvestmentCategory.Passive;
base.OperationCategory = FundOperationCategory.CloseEnd;
base.AssetCategory = FundAssetCategory.Equity;
base.Name1 = "封闭式股票基金";
base.Name2 = "封闭式指数型股票基金";
break;
case "封闭式股票型分级子基金(优先份额)":
case "封闭式股票型分级子基金(进取份额)":
base.StructureCategory = FundStructureCategory.Child;
base.OperationCategory = FundOperationCategory.CloseEnd;
base.AssetCategory = FundAssetCategory.Equity;
base.Name1 = "封闭式股票基金";
base.Name2 = "封闭式股票型分级子基金";
break;
case "封闭式长期标准债券型基金":
base.OperationCategory = FundOperationCategory.CloseEnd;
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "封闭式债券基金";
base.Name2 = "封闭式标准债券型基金";
break;
case "封闭式普通债券型基金(一级)":
case "封闭式普通债券型基金(二级)":
base.OperationCategory = FundOperationCategory.CloseEnd;
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "封闭式债券基金";
base.Name2 = "封闭式普通债券基金";
break;
case "封闭式债券型分级子基金(优先份额)":
case "封闭式债券型分级子基金(进取份额)":
base.StructureCategory = FundStructureCategory.Child;
base.OperationCategory = FundOperationCategory.CloseEnd;
base.AssetCategory = FundAssetCategory.Bond;
base.Name1 = "封闭式债券基金";
base.Name2 = "封闭式债券型分级子基金";
break;
case "":
base.Name1 = "未分类";
base.Name2 = "未分类";
base.Name3 = "未分类";
base.AssetCategory = FundAssetCategory.Undefined;
base.OperationCategory = FundOperationCategory.Undefined;
base.StructureCategory = FundStructureCategory.Undefined;
base.InvestmentCategory = FundInvestmentCategory.Undefined;
break;
default:
base.AssetCategory = FundAssetCategory.Other;
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF6, text);
break;
}
}