public static async Task <List <IndexQuotation> > GetIndexQuotations(DateTime begin, DateTime end, params string[] codes)
{
using (var client = new HttpClient())
{
var indexCode = string.Join("','", codes);
var url = $"http://www.swsindex.com/handler.aspx?tablename=swindexhistory&key=id&p={{0}}&where=swindexcode in ('{indexCode}') and " +
$"BargainDate>='{begin.ToString("yyyy-MM-dd")}' and BargainDate<='{end.ToString("yyyy-MM-dd")}'&orderby=swindexcode asc,BargainDate_1&" +
$"fieldlist=SwIndexCode,SwIndexName,BargainDate,CloseIndex,BargainAmount,Markup,OpenIndex,MaxIndex,MinIndex,BargainSum&pagecount=13664";
var page = 1;
var result = new List <IndexQuotation>();
while (true)
{
Log.Information($"获取申万指数行情数据('{indexCode}') {begin}~{end} 第{page}页数据...");
var json = await client.GetStringAsync(string.Format(url, page));
var data = json?.Replace('\'', '"').ToObj <JObject>()?["root"];
if (data == null || !data.Any())
{
return(result);
}
foreach (var item in data)
{
var quotation = new IndexQuotation
{
IndexCode = item["SwIndexCode"].ToString(),
IndexName = item["SwIndexName"].ToString()
};
DateTime.TryParse(item["BargainDate"].ToString(), out DateTime date);
decimal.TryParse(item["CloseIndex"].ToString(), out decimal close);
decimal.TryParse(item["BargainAmount"].ToString(), out decimal vol);
decimal.TryParse(item["Markup"].ToString(), out decimal markup);
decimal.TryParse(item["OpenIndex"].ToString(), out decimal open);
decimal.TryParse(item["MaxIndex"].ToString(), out decimal max);
decimal.TryParse(item["MinIndex"].ToString(), out decimal min);
decimal.TryParse(item["BargainSum"].ToString(), out decimal amount);
quotation.Date = date;
quotation.Close = close;
quotation.Volume = vol * 10000;
quotation.Markup = markup / 100;
quotation.Open = open;
quotation.Max = max;
quotation.Min = min;
quotation.Amount = amount;
result.Add(quotation);
}
page++;
}
}
}
private static void LoadFiles()
{
var files = Directory.GetFiles("data");
if (!files.Any())
{
return;
}
foreach (var f in files)
{
if (!f.EndsWith(".xls") && !f.EndsWith(".xlsx") && !f.EndsWith(".xlsb"))
{
continue;
}
var file = new FileInfo(f);
var version = DataDao.GetFileVersion(file.FullName);
if (version != null && file.LastWriteTime <= version.LastWriteTime)
{
continue;
}
using (var stream = File.OpenRead(f))
using (var reader = ExcelReaderFactory.CreateReader(stream))
{
var result = reader.AsDataSet();
var rows = result?.Tables?[0]?.Rows;
if (rows == null || rows.Count <= 0)
{
continue;
}
if (!IsQuotation(rows[0]))
{
continue;
}
var quotations = new List <IndexQuotation>();
for (int i = 1; i < rows.Count; i++)
{
if (string.IsNullOrWhiteSpace(rows[i][0]?.ToString()))
{
break;
}
var quotation = new IndexQuotation
{
IndexCode = rows[i][0].ToString(),
IndexName = rows[i][1].ToString()
};
DateTime.TryParse(rows[i][2].ToString(), out DateTime date);
decimal.TryParse(rows[i][3].ToString().Replace(",", ""), out decimal open);
decimal.TryParse(rows[i][4].ToString().Replace(",", ""), out decimal max);
decimal.TryParse(rows[i][5].ToString().Replace(",", ""), out decimal min);
decimal.TryParse(rows[i][6].ToString().Replace(",", ""), out decimal close);
decimal.TryParse(rows[i][7].ToString().Replace(",", ""), out decimal markupAmount);
decimal.TryParse(rows[i][8].ToString().Replace(",", ""), out decimal markup);
decimal.TryParse(rows[i][9].ToString().Replace(",", ""), out decimal vol);
decimal.TryParse(rows[i][10].ToString().Replace(",", ""), out decimal amount);
quotation.Date = date;
quotation.Open = open;
quotation.Max = max;
quotation.Min = min;
quotation.Close = close;
quotation.MarkupAmount = markupAmount;
quotation.Markup = markup;
quotation.Volume = vol;
quotation.Amount = amount;
quotations.Add(quotation);
}
DataDao.UpdateIndexQuotations(quotations);
}
if (version == null)
{
DataDao.AddFileVersion(new FileVersion
{
LastAccessTime = file.LastAccessTime,
CreationTime = file.CreationTime,
FullName = file.FullName,
LastWriteTime = file.LastWriteTime
});
}
else
{
version.LastWriteTime = file.LastWriteTime;
version.LastAccessTime = file.LastAccessTime;
DataDao.UpdateFileVersion(version);
}
}
}
