public BarProvider(DateTime tradingday, BarProviderInfo prdinfo, BarSeries barlist)
{
TradingDay = tradingday;
_prdinfo = prdinfo;
_lstslice = CreateDateTimeSlice(tradingday, _prdinfo.Lstslice);
if (barlist != null && barlist.Count > 0)
{
#region
_bars.AddRange(barlist);
int i = 0;
for (; i < _lstslice.Count; ++i)
{
if (barlist.Last.EndTime < _lstslice[i].BeginTime)
{
_posBar = i - 1;
_posTime = i;
break;
}
else if (barlist.Last.EndTime == _lstslice[i].BeginTime)
{
if (barlist.Last.BeginTime < _lstslice[i].BeginTime)
{
_posBar = i - 1;
_posTime = i;
break;
}
else if (barlist.Last.BeginTime == _lstslice[i].BeginTime)
{
_posBar = i;
_posTime = i;
break;
}
}
else if (barlist.Last.EndTime < _lstslice[i].EndTime)
{
_posBar = i;
_posTime = i;
break;
}
}
if (i == _lstslice.Count)
{
_posTime = _lstslice.Count;
_posBar = i;
}
#endregion
}
}
private void Save(string strDstDir)
{
foreach (string futureid in _buffer.Keys)
{
string fullname = strDstDir + "\\" + futureid + ".day";
var isfile = File.Exists(fullname);
bool isRead = true;
if (Market == EnumMarket.期货)
{
FutureDayFile dayfile = new FutureDayFile();
dayfile.Init(fullname);
BarSeries daybarlist = new BarSeries();
if (_prgMq.Contains(futureid))
{
if (_prgMq.EndTime(futureid).Date == _buffer[futureid][0].TradingDate)
{
var endtime = _prgMq.EndTime(futureid);
endtime = endtime.AddDays(-1);
if (endtime > new DateTime())
{
isRead = dayfile.Read(daybarlist, new DateTime(), endtime);
}
}
else
{
isRead = dayfile.Read(daybarlist, new DateTime(), _prgMq.EndTime(futureid));
}
if (isRead == false)
{
_logger.Error("读取文件失败，不准备写入" + fullname + futureid);
continue;
}
daybarlist.AddRange(_buffer[futureid]);
dayfile.Write(daybarlist);
}
else
{
dayfile.Write(_buffer[futureid]);
}
}
}
}
private void SaveFuture(string strDstDir, DateTime month)
{
if (month == default(DateTime))
{
return;
}
foreach (string futureid in _bufferFuture.Keys)
{
//如果K线根数为0，表示没有K线信息，则直接跳过
if (_bufferFuture[futureid].Count == 0)
{
continue;
}
string fullname = strDstDir + "\\" + month.ToString("yyyyMM");
if (!Directory.Exists(fullname))
{
Directory.CreateDirectory(fullname);
}
fullname = fullname + "\\" + futureid + ".day";
if (Market == EnumMarket.期货)
{
FutureDayFile dayfile = new FutureDayFile();
dayfile.Init(fullname);
BarSeries daybarlist = new BarSeries();
if (_prgMq.Contains(futureid))
{
var starttime = _prgMq.BeginTime(futureid);
var endtime = _prgMq.EndTime(futureid);
var tradingdate = _bufferFuture[futureid][0].TradingDate;
//如果换月，则需要从当月的1号开始
if (starttime.Month < tradingdate.Month)
{
starttime = new DateTime(tradingdate.Year, tradingdate.Month, 1);
}
//如果换月，则不需要读取
if (endtime.Month == tradingdate.Month)
{
if (_prgMq.EndTime(futureid).Date == _bufferFuture[futureid][0].TradingDate)
{
endtime = endtime.AddDays(-1);
if (endtime >= starttime)
{
dayfile.Read(daybarlist, starttime, endtime);
}
else
{
_logger.Error(starttime + "没有读取到日线数据" + endtime + fullname);
}
}
else
{
dayfile.Read(daybarlist, _prgMq.BeginTime(futureid),
_prgMq.EndTime(futureid));
}
}
daybarlist.AddRange(_bufferFuture[futureid]);
}
else
{
daybarlist = _bufferFuture[futureid];
}
if (File.Exists(fullname))
{
File.Delete(fullname);
}
if (daybarlist.Count > 0)
{
dayfile.Write(daybarlist);
}
else
{
_logger.Error("品种" + futureid + "在" + month + "没有对应的分钟线数据，请查询对应的数据是否有错！");
}
}
}
_bufferFuture.Clear();
}
private void Save(string strDstDir, DateTime month)
{
if (month == default(DateTime))
{
return;
}
foreach (string futureid in _buffer.Keys)
{
//如果K线根数为0，表示没有K线信息，则直接跳过
if (_buffer[futureid].Count == 0)
{
continue;
}
string fullname = strDstDir + "\\" + month.ToString("yyyyMM");
if (!Directory.Exists(fullname))
{
Directory.CreateDirectory(fullname);
}
fullname = fullname + "\\" + futureid + ".min";
try
{
BarSeries daybarlist = new BarSeries();
if (_prgMq.Contains(futureid))
{
//TimeSlice livingtime = fmgr.GetLivingTime(futureid);
using (var barfile = new BarFileV1(fullname, EnumMarket.期货))
{
var starttime = _prgMq.BeginTime(futureid);
var endtime = _prgMq.EndTime(futureid);
var tradingdate = _buffer[futureid][0].TradingDate;
//如果换月，则需要从当月的1号开始
if (starttime.Month < tradingdate.Month)
{
starttime = new DateTime(tradingdate.Year, tradingdate.Month, 1);
}
//如果换月，则不需要读取
if (endtime.Month == tradingdate.Month)
{
if (_prgMq.EndTime(futureid).Date == _buffer[futureid][0].TradingDate)
{
endtime = endtime.AddDays(-1);
if (endtime >= starttime)
{
barfile.ReadTradingDays(daybarlist, starttime, endtime);
}
}
else
{
barfile.ReadTradingDays(daybarlist, _prgMq.BeginTime(futureid),
_prgMq.EndTime(futureid));
}
}
}
daybarlist.AddRange(_buffer[futureid]);
}
else
{
daybarlist = _buffer[futureid];
}
if (File.Exists(fullname))
{
File.Delete(fullname);
}
if (daybarlist.Count > 0)
{
using (var barfile = new BarFileV1(fullname, EnumMarket.期货, EnumBarType.分钟, 1))
{
barfile.Write(daybarlist);
}
}
else
{
_logger.Error("品种" + futureid + "在" + month + "没有对应的分钟线数据，请查询对应的数据是否有错！");
}
}
catch (Exception ex)
{
_logger.Error(fullname + ex.ToString());
throw new Exception("读取文件出错" + fullname);
}
}
_buffer.Clear();
}