public static MTable GetMutliSetData(MongoDataReader w, string[] code, DateTime endt, Cycle cyc, PriceAdj prcAdj, bool IncludeBaseData, string args)
{
RunNoticeClass ret = new RunNoticeClass();
MTable mtab = new MTable();
if (IncludeBaseData)
{
BaseDataProcess bp = new BaseDataProcess_ForMG(w, cyc, prcAdj);
RunResultClass bret = bp.getSetDataResult(code, endt, new object[0] {
});
if (!bret.Notice.Success)
{
mtab.Union(bret.Result);
//return new BaseDataTable();
}
}
Dictionary <string, HashSet <string> > guids = getMutliValueGuid(args.Split(','));
foreach (string key in guids.Keys)
{
MutliValueGuidProcess_ForMG cgp = new MutliValueGuidProcess_ForMG(w, key, guids[key].ToArray <string>());
cgp.cycle = cyc;
cgp.prcAdj = prcAdj;
RunResultClass cret = cgp.getSetDataResult(code, endt, new object[0] {
});
mtab.Union(cret.Result);
}
return(mtab);
}
public static MTable getBkList(MongoDataReader w, string sec, DateTime dt, bool FilterTheNoPrice)
{
SecIndexClass sic = new SecIndexClass(sec);
secIndexBuilder sib = new secIndexBuilder(w, sic);
MTable mt = sib.getBkList(dt);
if (mt == null || mt.Count == 0)
{
return(mt);
}
BaseDataProcess_ForMG bdp = new BaseDataProcess_ForMG(w);
string[] seccodes = mt["wind_code"].ToList <string>().ToArray();
RunResultClass rc = bdp.getSetDataResult(seccodes, "close", dt);
MTable ret = new MTable();
List <DataRow> NewDrs = new List <DataRow>();
for (int i = 0; i < rc.Result.Count; i++)
{
DataRow retdr = mt.GetTable().Rows[i];
DataRow dr = rc.Result.GetTable().Rows[i];
if (dr.IsNull("CLOSE") && FilterTheNoPrice)
{
continue;
}
NewDrs.Add(retdr);
}
ret.FillList(NewDrs.ToArray());
return(ret);
}
public static DateTime[] getTradeDates(MongoDataReader w, string SecCode, DateTime begt, DateTime endt, Cycle cyc)
{
BaseDataTable tb = CommWDToolClass.GetBaseSerialData(w, SecCode, begt, endt, cyc, PriceAdj.UnDo, BaseDataPoint.trade_status, BaseDataPoint.sec_type, BaseDataPoint.close);
BaseDataTable ttb = tb.AvaliableData;
return(ttb["DateTime"].ToList <DateTime>().ToArray());
}
public static DateTime Offset(MongoDataReader w, BaseDataItemClass SecItem, DateTime dt, int N, Cycle cyc)
{
DateTime begt = SecItem.Ipo_date;
if (SecItem.SecType == SecType.Index)
{
//指数不停牌，自然日按交易日*7/5，放大到10/2=2倍指定开始日
switch (cyc)
{
case Cycle.Day:
{
begt = dt.AddDays(-2 * N);
break;
}
case Cycle.Week:
{
begt = dt.AddDays(-7 * N);
break;
}
case Cycle.Month:
{
begt = dt.AddMonths(N);
break;
}
case Cycle.Year:
{
begt = dt.AddYears(N);
break;
}
}
}
if (begt.CompareTo(SecItem.Ipo_date) < 0)//任何情况（index的ipo日期为1899-12-31）如果开始日期小于ipo日期，开始日期设置为Ipo日期。
{
begt = SecItem.Ipo_date;
}
BaseDataTable tb = CommMGToolClass.GetBaseSerialData(
w,
SecItem.WindCode,
begt,
dt,
Cycle.Day,
PriceAdj.UnDo,
BaseDataPoint.trade_status, BaseDataPoint.sec_type);
BaseDataTable ttb = tb.AvaliableData;
if (ttb.Count == 0)
{
return(dt); //如果数据为空，返回回览日
}
if (ttb.Count > N)
{
return(((BaseDataItemClass)ttb[ttb.Count - N]).DateTime);
}
return(((BaseDataItemClass)ttb[0]).DateTime);
}
public static int getTradeDays(MongoDataReader w, DateTime begt, DateTime endt)
{
TDaysGuidClas tgc = new TDaysGuidClas();
TDayGuildBuilder_ForMG tgb = new TDayGuildBuilder_ForMG(w, tgc);
MTable ret = tgb.getRecordsCount(begt, endt);
return((int)ret.GetTable().Rows[0][0]);
}
/// <summary>
/// 市场最后交易日
/// </summary>
/// <param name="w"></param>
/// <param name="dt"></param>
/// <returns></returns>
public static DateTime LastTradeDay(MongoDataReader w, DateTime dt, Cycle cy)
{
DateTime[] ret = getTradeDates(w, dt.AddDays(-20), dt, cy);
if (ret.Length > 0)
{
return(ret[ret.Length - 1]);
}
return(DateTime.MinValue);
}
public static DateTime[] getTradeDates(MongoDataReader w, DateTime begt, DateTime endt, Cycle cyc)
{
TDaysGuidClas tgc = new TDaysGuidClas();
tgc.cycle = cyc;
TDayGuildBuilder_ForMG tgb = new TDayGuildBuilder_ForMG(w, tgc);
MTable ret = tgb.getRecords(begt, endt);
return(ret.ToList <DateTime>().ToArray());
}
public static DateTime LastTradeDay(MongoDataReader w, string SecCode, DateTime dt)
{
BaseDataTable tb = CommMGToolClass.GetBaseSerialData(w, SecCode, dt.AddDays(-1000), dt, Cycle.Day, PriceAdj.UnDo, BaseDataPoint.trade_status, BaseDataPoint.sec_type, BaseDataPoint.close);
BaseDataTable ttb = tb.AvaliableData;
if (ttb.Count == 0)
{
return(DateTime.MinValue);
}
return(((BaseDataItemClass)ttb[ttb.Count - 1]).DateTime);
}
/// <summary>
/// 根据指数获得未停牌股票
/// </summary>
/// <param name="indexName">板块/指数组合</param>
/// <param name="EndT"></param>
/// <param name="CheckDays"></param>
/// <param name="NextDay"></param>
/// <param name="ExcludeSt"></param>
/// <param name="MAFilter"></param>
/// <param name="ExcludeSecList"></param>
public static BaseDataTable GetMarketsStocks(MongoDataReader w, string indexName, DateTime EndT, Int64 CheckDays, bool NextDay, bool ExcludeSt, bool MAFilter, List <string> ExcludeSecList)
{
BaseDataTable ret = new BaseDataTable();
string[] bkArr = indexName.Split(';');
string[] seclist = new string[0]; //默认股票列表为空
string[] secnames = new string[0]; //默认股票列表为空
if (bkArr.Length > 1) //板块或指数组合
{
return(ret);
}
else
{
if (!IsSecIndex(w, indexName, EndT, out seclist, out secnames)) //不是集合
{
if (indexName.IndexOf(".") > 0) //如果是0000xx.xx类型
{
seclist = new string[1] {
indexName
};
}
else
{
return(ret);
}
}
}
//ret.Result.AddColumnByArray<string>("Code", seclist);
//ret.Result.AddColumnByArray<string>("Name", secnames);
BaseDataTable dt = GetBaseData(w, seclist, EndT, Cycle.Day, PriceAdj.Beyond, new object[0] {
});
dt = dt.AvaliableData;
BaseDataTable rdt = new BaseDataTable();
rdt = new BaseDataTable(dt.GetTable().Clone());
var Tarr = from dr in dt.ToFillableList <BaseDataItemClass>()
where dr.OnMarketDayCount >= CheckDays
select dr;
rdt.FillByItems <BaseDataItemClass>(Tarr.ToArray <BaseDataItemClass>());
ret = rdt;
if (ExcludeSt)
{
var NoSTArr = from dr in rdt.ToFillableList <BaseDataItemClass>()
where dr.IsST == false
select dr;
ret = new BaseDataTable(rdt.GetTable());
ret.FillByItems <BaseDataItemClass>(NoSTArr.ToArray <BaseDataItemClass>());
}
return(ret);
}
public static BaseDataTable GetBaseData(MongoDataReader w, string[] codes, DateTime endt, Cycle cyc, PriceAdj prcAdj, params object[] args)
{
RunNoticeClass ret = new RunNoticeClass();
//MACDGuidProcess mp = new MACDGuidProcess(gb.w);
//RunResultClass ret = mp.getDateSerialResult("000100.SZ",Convert.ToDateTime("2017/7/7"), DateTime.Today);
BaseDataProcess bp = new BaseDataProcess_ForMG(w, cyc, prcAdj);
RunResultClass bret = bp.getSetDataResult(codes, endt, args);
if (!bret.Notice.Success)
{
return(new BaseDataTable());
}
return(new BaseDataTable(bret.Result));
}
public static DateTime Offset(MongoDataReader w, DateTime endt, int N, Cycle cyc)
{
TDaysGuidClas tgc = new TDaysGuidClas();
tgc.cycle = cyc;
TDayGuildBuilder_ForMG tgb = new TDayGuildBuilder_ForMG(w, tgc);
MTable ret = tgb.getRecords(endt, N);
DateTime lastdate = Convert.ToDateTime(ret.GetTable().Rows[0][0]);
if (cyc == Cycle.Day)
{
return(lastdate);
}
DateTime[] dates = getTradeDates(w, lastdate, endt);
for (int i = 0; i < dates.Length - 1; i++)
{
if (dates[i].AddDays(1).CompareTo(dates[i + 1]) < 0)
{
return(dates[i]);
}
}
return(lastdate);
}
public static bool IsSecIndex(MongoDataReader w, string strName, DateTime EndT, out string[] seclist, out string[] secnames)
{
seclist = new string[0];
secnames = new string[0];
if (strName == null || strName.Trim().Length == 0)
{
return(false);
}
SecIndexClass sic = new SecIndexClass(strName);
secIndexBuilder sib = new secIndexBuilder(w, sic);
MTable mtb = sib.getBkList(EndT);
if (mtb.Count == 0)
{
return(false);
}
//throw (new Exception(mtb.ToRowData(0)));
seclist = mtb.ToList <string>("wind_code").ToArray();
secnames = mtb.ToList <string>("sec_name").ToArray();
return(true);
}
public GuidBuilder_ForMG(MongoDataReader _w, GuidBaseClass guidClass) : base(new CommDataInterface_ForMG(_w), guidClass)
{
w = _w;
strParamsStyle = "tradeDate={0};priceAdj={2};cycle={3};{1}";
}
//WindData wd = w.wsd("600011.SH", "MACD", "2017-02-05", "2018-03-06", "MACD_L=26;MACD_S=12;MACD_N=9;MACD_IO=1;Fill=Previous");
public DateSerialGuidBuilder_ForMG(MongoDataReader _w, GuidBaseClass guidClass) : base(_w, guidClass)
{
strParamsStyle = "priceAdj={1};Period={2};Fill=Previous;{0}";
}
public CommDataBuilder_ForMG(MongoDataReader _w) : base(new CommDataInterface_ForMG(_w))
{
w = _w;
}
public static MTable getBkList(MongoDataReader w, string sec, DateTime dt)
{
return(getBkList(w, sec, dt, true));
}
public CommDataBuilder_ForMG(MongoDataReader _w, GuidBaseClass guidClass) : base(new CommDataInterface_ForMG(_w), guidClass)
{
w = _w;
}
public static BaseDataTable GetBaseData(MongoDataReader w, string codes, DateTime endt, Cycle cyc, PriceAdj prcAdj, params object[] args)
{
return(GetBaseData(w, codes.Split(','), endt, cyc, prcAdj, args));
}
public static BaseDataTable GetBaseSerialData(MongoDataReader w, string code, DateTime begt, DateTime endt)
{
return(GetBaseSerialData(w, code, begt, endt, Cycle.Day, PriceAdj.Beyond));
}
public CommGuidProcess_ForMG(CommDataInterface_ForMG cdi) : base(cdi)
{
w = cdi.w;
}
public CommDataInterface_ForMG(MongoDataReader _w) : base()
{
w = _w;
}
public static BaseDataTable GetBaseSerialData(MongoDataReader w, string code, DateTime begt, DateTime endt, Cycle cyc, PriceAdj prcAdj)
{
return(GetBaseSerialData(w, code, begt, endt, cyc, prcAdj, new object[0] {
}));
}
public CommGuidProcess_ForMG(CommDataInterface_ForMG cdi, CommDataBuilder_ForMG _gbc, Cycle cyc, PriceAdj rate) : base(cdi, _gbc, cyc, rate)
{
w = cdi.w;
}
public BaseDataProcess_ForMG(MongoDataReader _w, CommDataBuilder_ForMG _gbc, Cycle cyc, PriceAdj rate) : base(new CommDataInterface_ForMG(_w), cyc, rate)
{
w = _w;
}
public MutliValueGuidProcess_ForMG(MongoDataReader _w, string guidName, params string[] args) : base(new CommDataInterface_ForMG(_w))
{
w = _w;
GuildName = guidName;
ValueNames = args;
}
public static DateTime LastTradeDay(MongoDataReader w, DateTime dt)
{
return(LastTradeDay(w, dt, Cycle.Day));
}
public static DateTime[] getTradeDates(MongoDataReader w, DateTime begt, DateTime endt)
{
return(getTradeDates(w, begt, endt, Cycle.Day));
}
public TDayGuildBuilder_ForMG(MongoDataReader _w, GuidBaseClass guidClass)
: base(_w, guidClass)
{
strParamsStyle = "Period={0};";//Days=Weekdays
}
public BaseDataProcess_ForMG(MongoDataReader _w) : base(new CommDataInterface_ForMG(_w))
{
w = _w;
}
