public string Proceed()
{
IList <MainContractInfo> mainContracts = this.dataUpdateHelper.GetMainContractInfos();
List <MainContractInfo> contracts = new List <MainContractInfo>();
CacheUtils_MainContract cache = new CacheUtils_MainContract(mainContracts);
ITradingDayReader reader = this.dataUpdateHelper.GetAllTradingDayReader();
string[] varieties = this.dataUpdateHelper.GetAllVarieties();
for (int i = 0; i < varieties.Length; i++)
{
string variety = varieties[i];
Proceed(variety, cache, contracts, reader);
}
contracts.Sort();
string path = dataUpdateHelper.GetPath_MainFutures();
string[] contents = new string[contracts.Count];
for (int i = 0; i < contracts.Count; i++)
{
contents[i] = contracts[i].ToString();
}
File.WriteAllLines(path, contents);
return("");
}
public IKLineData GetKLineData(string code, int startDate, int endDate, KLinePeriod period)
{
ITradingDayReader openDateReader = dataReaderFactory.OpenDateReader;
IList <int> openDates = openDateReader.GetOpenDates(startDate, endDate);
int prevOpenDate = openDateReader.GetPrevOpenDate(startDate);
IKLineData lastKLineData = dataReaderFactory.KLineDataReader.GetData(code, prevOpenDate, prevOpenDate, period);
List <IKLineData> klineDataList = new List <IKLineData>();
for (int i = 0; i < openDates.Count; i++)
{
int openDate = openDates[i];
TickData tickdata = dataReaderFactory.TickDataReader.GetTickData(code, openDate);
if (tickdata != null)
{
List <double[]> openTimes = dataProvider.GetOpenTime(code, openDate);
OpenTimeUtilsArgs args = new OpenTimeUtilsArgs(openDate, openDateReader, openTimes, period);
KLineData klineData = DataTransfer_Tick2KLine2.Transfer(tickdata, lastKLineData, args);
klineDataList.Add(klineData);
}
}
if (klineDataList.Count == 0)
{
return(null);
}
return(KLineData.Merge(klineDataList));
}
public NewDataInfoGetter(IUpdatedDataInfo historyDataInfoLoader, ITradingDayReader tradingDayReader, DataUpdateHelper dataLoader)
{
//this.historyDataInfoLoader = new HistoryDataInfoLoader(srcDataPath);
this.historyDataInfoLoader = historyDataInfoLoader;
this.tradingDayReader = tradingDayReader;
this.dataLoader = dataLoader;
}
private List <IStep> GetAllStep_Varieties()
{
List <IStep> steps = new List <IStep>();
Step_CodeInfo step_CodeInfo = new Step_CodeInfo(dataUpdateHelper);
List <CodeInfo> allCodes = step_CodeInfo.GetAllCodes();
allCodes = FilterCodeInfo(allCodes, new string[] { "RB", "HC", "BU" });
GetTradingTime(steps, allCodes, true);
UpdatedDataInfo updatedDataInfo = new UpdatedDataInfo(targetDataPath);
ITradingDayReader tradingDayReader = dataUpdateHelper.GetAllTradingDayReader();
for (int i = 0; i < allCodes.Count; i++)
{
CodeInfo codeInfo = allCodes[i];
int startDate = codeInfo.Start;
if (startDate == 0)
{
startDate = tradingDayReader.FirstTradingDay;
}
int endDate = codeInfo.End;
if (endDate <= 0)
{
endDate = tradingDayReader.LastTradingDay;
}
List <int> tradingDays = new List <int>();
tradingDays.AddRange(tradingDayReader.GetTradingDays(startDate, endDate));
GetKLineDataSteps(steps, codeInfo, tradingDays, updatedDataInfo);
}
return(steps);
}
//private List<CodeInfo> newcodes;
public DataUpdateUtils2(string dataPath, ITradingDayReader tradingDayReader, IUpdatedDataInfo openDateReader_HistoryData, DataUpdateHelper dataLoader)
{
// this.dataLoader_InstrumentInfo = dataLoader_InstrumentInfo;
this.codes = dataLoader.GetNewCodes(); //dataLoader_InstrumentInfo.GetAllInstruments();
this.openDates = tradingDayReader.GetAllTradingDays();
this.updateDateGetter = new NewDataInfoGetter(openDateReader_HistoryData, tradingDayReader, dataLoader, this.codes);
}
/// <summary>
/// 默认获取如下数据：
/// 日线：获取500日
/// 1小时：获取4月
/// 15分钟：获取30日
/// 5分钟：获取10日
/// 1分钟：获取3日
/// </summary>
/// <param name="dataReaderFactory"></param>
/// <param name="lastDate"></param>
/// <param name="period"></param>
/// <returns></returns>
private int GetFirstDate(IDataReader dataReaderFactory, int lastDate, KLinePeriod period)
{
ITradingDayReader openDateReader = dataReaderFactory.TradingDayReader;
//if (period.CompareTo(KLinePeriod.KLinePeriod_1Week) >= 0)
// return openDateReader.GetPrevOpenDate(lastDate, 500);
if (period.CompareTo(KLinePeriod.KLinePeriod_1Day) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 500 - 1));
}
if (period.CompareTo(KLinePeriod.KLinePeriod_1Hour) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 150 - 1));
}
if (period.CompareTo(KLinePeriod.KLinePeriod_15Minute) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 40 - 1));
}
if (period.CompareTo(KLinePeriod.KLinePeriod_5Minute) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 10 - 1));
}
if (period.CompareTo(KLinePeriod.KLinePeriod_1Minute) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 3 - 1));
}
return(openDateReader.GetPrevTradingDay(lastDate, 1 - 1));;
}
public List <TradingSession> LoadTradingSessions(string code)
{
List <TradingSession> dayStartTimes = this.LoadUpdatedTradingSessions(code);
ITradingDayReader openDateReader = this.LoadTradingDayReader();
int firstIndex = 0;
if (dayStartTimes != null && dayStartTimes.Count != 0)
{
int lastDate = dayStartTimes[dayStartTimes.Count - 1].TradingDay;
if (lastDate == openDateReader.LastTradingDay)
{
return(null);
}
int lastIndex = openDateReader.GetTradingDayIndex(lastDate);
firstIndex = lastIndex + 1;
}
List <int> openDates = openDateReader.GetAllTradingDays();
List <TradingSession> updateStartTimes = CalcDayOpenTime(code, openDates, firstIndex, openDates.Count - 1);
List <TradingSession> result = new List <TradingSession>();
if (dayStartTimes != null)
{
result.AddRange(dayStartTimes);
}
result.AddRange(updateStartTimes);
return(result);
}
public ITradingDayReader GetTradingDayReader()
{
if (tradingDayReader == null)
{
tradingDayReader = new CacheUtils_TradingDay(allTradingDays);
}
return(tradingDayReader);
}
public ITradingDayReader GetNewTradingDayCache()
{
if (newTradingDayReader == null)
{
newTradingDayReader = new CacheUtils_TradingDay(GetNewTradingDays());
}
return(newTradingDayReader);
}
private void GetTickSteps(List <IStep> steps, List <CodeInfo> codes, UpdatedDataInfo updatedDataInfo)
{
for (int i = 0; i < codes.Count; i++)
{
CodeInfo codeInfo = codes[i];
string code = codeInfo.Code;
List <int> notUpdatedTradingDays;
ITradingDayReader tradingDayReader = dataUpdateHelper.GetAllTradingDayReader();
int lastUpdatedTickDate = updatedDataInfo.GetLastUpdatedTickData(code);
if (!updateFillUp && lastUpdatedTickDate >= 0)
{
int endDate;
if (codeInfo.End <= 0)
{
endDate = tradingDayReader.LastTradingDay;
}
else if (codeInfo.End < tradingDayReader.LastTradingDay)
{
endDate = codeInfo.End;
}
else
{
endDate = tradingDayReader.LastTradingDay;
}
if (lastUpdatedTickDate >= endDate)
{
continue;
}
int startDate = tradingDayReader.GetNextTradingDay(lastUpdatedTickDate);
if (startDate < 0)
{
continue;
}
IList <int> days = tradingDayReader.GetTradingDays(startDate, endDate);
if (days.Count == 0)
{
continue;
}
notUpdatedTradingDays = new List <int>(days);
}
else
{
notUpdatedTradingDays = dataUpdateHelper.GetNotUpdateTradingDays_TickData(code, updateFillUp);
if (notUpdatedTradingDays == null || notUpdatedTradingDays.Count == 0)
{
//updatedDataInfo.WriteUpdateInfo_Tick(code, tradingDayReader.LastTradingDay);
continue;
}
int startDate = notUpdatedTradingDays[0];
int lastUpdateDate = tradingDayReader.GetPrevTradingDay(startDate);
//updatedDataInfo.WriteUpdateInfo_Tick(code, lastUpdateDate);
}
GetTickSteps(steps, codeInfo, notUpdatedTradingDays, updatedDataInfo);
}
}
//public Step_UpdateKLineData(string code, int startDate, int endDate, KLinePeriod period, IPlugin_HistoryData historyData, IKLineDataStore klineDataStore)
//{
// this.code = code;
// this.period = period;
// this.historyData = historyData;
// this.klineDataStore = klineDataStore;
//}
public Step_UpdateKLineData(CodeInfo codeInfo, KLinePeriod period, ITradingDayReader tradingDayReader, IPlugin_HistoryData historyData, IKLineDataStore klineDataStore, UpdatedDataInfo updatedDataInfo, IUpdateInfoStore updateInfoStore, bool updateFillUp)
{
this.codeInfo = codeInfo;
this.tradingDayReader = tradingDayReader;
this.period = period;
this.historyData = historyData;
this.klineDataStore = klineDataStore;
this.updatedDataInfo = updatedDataInfo;
this.updateInfoStore = updateInfoStore;
this.updateFillUp = updateFillUp;
}
private void initTradingDays()
{
if (this.tradingDays != null)
{
return;
}
String path = srcDataPath + "\\DL";
this.tradingDays = GetTradingDays(path);
this.openDateReader = new CacheUtils_TradingDay(tradingDays);
}
public DataReader(string dataCenterUri)
{
this.dataStore = DataStoreFactory.CreateDataStore(dataCenterUri);
this.codeReader = new CodeReader(dataStore.CreateInstrumentStore());
this.tradingDayReader = new CacheUtils_TradingDay(dataStore.CreateTradingDayStore().Load());
this.tradingSessionStore = dataStore.CreateTradingSessionStore();
this.tradingTimeStore = dataStore.CreateTradingTimeStore();
this.tickDataReader = new TickDataReader(dataStore, this);
this.klineDataReader = new KLineDataReader(dataStore, this);
this.timeLineDataReader = new TimeLineDataReader(this);
this.mainContractReader = new MainContractReader(dataStore);
}
private int GetLastUpdatedIndex(List <TradingSession> dayStartTimes)
{
if (dayStartTimes == null || dayStartTimes.Count == 0)
{
return(-1);
}
int lastDate = dayStartTimes[dayStartTimes.Count - 1].TradingDay;
ITradingDayReader openDateReader = this.LoadTradingDayReader();
int lastIndex = openDateReader.GetTradingDayIndex(lastDate);
return(lastIndex);
}
public NewDataInfoGetter(IUpdatedDataInfo historyDataInfoLoader, ITradingDayReader tradingDayReader, DataUpdateHelper dataLoader, List <CodeInfo> newcodes) : this(historyDataInfoLoader, tradingDayReader, dataLoader)
{
this.newcodes = newcodes;
this.dic_Id_CodeInfo = new Dictionary <string, CodeInfo>();
for (int i = 0; i < newcodes.Count; i++)
{
string code = newcodes[i].ServerCode;
if (this.dic_Id_CodeInfo.ContainsKey(code))
{
this.dic_Id_CodeInfo.Remove(code);
}
this.dic_Id_CodeInfo.Add(code, newcodes[i]);
}
}
public DataReaderFactory2(String dataPath)
{
this.dataPath = dataPath;
this.pathUtils = new DataPathUtils(dataPath);
//this.codeReader = new InstrumentReader(PathUtils.GetCodePath());
this.openDateReader = new TradingDayReader(PathUtils.GetTradingDayPath());
this.openTimeReader = new TradingSessionReader_Code(dataPath);
this.tickDataReader = new HistoryDataReader_Tick(dataPath);
this.klineDataReader = new KLineDataReader(dataPath);
this.realDataReader = new TimeLineDataReader(this);
//this.dataNavigate = new DataNavigate3(this);
//this.cacheFactory = new DataCacheFactory(this);
//this.dataNavigateMgr = new DataNavigateMgr(this);
this.openDateReaderMgr = new TradingSessionReader_CodeMgr(this);
}
public List <TradingSession> LoadTradingSessions(string code)
{
List <TradingSession> dayStartTimes = this.LoadUpdatedTradingSessions(code);
CodeInfo codeInfo = this.dataLoader_Instrument.GetInstrument(code);
ITradingDayReader openDateReader = this.LoadTradingDayReader();
int firstCodeTradingDayIndex;
int lastCodeTradingDayIndex;
int lastUpdateTradingDayIndex = GetLastUpdatedIndex(dayStartTimes);
if (lastUpdateTradingDayIndex < 0)
{
firstCodeTradingDayIndex = GetFirstTradingDayIndex(codeInfo, openDateReader);
lastCodeTradingDayIndex = GetLastTradingDayIndex(codeInfo, openDateReader);
}
else
{
lastCodeTradingDayIndex = lastUpdateTradingDayIndex + 1;
if (lastCodeTradingDayIndex >= openDateReader.GetAllTradingDays().Count)
{
return(null);
}
firstCodeTradingDayIndex = GetFirstTradingDayIndex(codeInfo, openDateReader);
}
if (firstCodeTradingDayIndex < 0)
{
return(null);
}
List <int> openDates = openDateReader.GetAllTradingDays();
List <TradingSession> updateStartTimes = CalcDayOpenTime(code, openDates, firstCodeTradingDayIndex, lastCodeTradingDayIndex);
List <TradingSession> result = new List <TradingSession>();
if (dayStartTimes != null)
{
result.AddRange(dayStartTimes);
}
result.AddRange(updateStartTimes);
return(result);
}
private void initTradingDays()
{
if (this.tradingDays != null)
{
return;
}
DirectoryInfo srcPathDir = new DirectoryInfo(srcDataPath);
DirectoryInfo[] dirs = srcPathDir.GetDirectories();
this.tradingDays = new List <int>();
for (int i = 0; i < dirs.Length; i++)
{
DirectoryInfo dir = dirs[i];
int month = int.Parse(dir.Name);
GetTradingDays(month, tradingDays);
}
//String path = srcDataPath + "\\DL";
//this.tradingDays = GetTradingDays(path);
this.openDateReader = new CacheUtils_TradingDay(tradingDays);
}
