public static string GetKLineDBTableName(KLineType kLineType, bool isComposite)
{
const string kLineDay = "KLineDay",
kLineDayZS = "KLineDayZS",
kLineWeek = "KLineWeek",
kLineMonth = "KLineMonth",
kLineMinute = "KLineMinute";
switch (kLineType)
{
case KLineType.Day:
return(isComposite ? kLineDayZS : kLineDay);
case KLineType.Week:
return(kLineWeek);
case KLineType.Month:
return(kLineMonth);
case KLineType.Minute:
return(kLineMinute);
default:
throw new ArgumentOutOfRangeException("kLineType");
}
}
public void Delete(KLineType type, string stockCode, IEnumerable<IStockKLine> kLines)
{
ThrowIfTypeNotSupport(type);
if (type == KLineType.Day)
{
string dbFilePath = new Day1KLineFile(stockCode).GetFilePath();
KLineRepository repository = new KLineRepository(dbFilePath);
repository.DeleteRange(kLines);
}
else
{
Year1KLineFile file = null;
if (type == KLineType.Min1)
{
file = new Min1KLineFile(stockCode);
}
else
{
file = new Min5KLineFile(stockCode);
}
var packages = file.SplitToPackages(kLines);
// 插入所有数据
foreach (var package in packages)
{
// 获取数据文件路径
string dbFilePath = file.GetFilePath(package);
KLineRepository repository = new KLineRepository(dbFilePath);
repository.DeleteRange(package.Items);
}
}
}
/// <summary>
/// 当新数据到来的时候，调用此方法
/// </summary>
/// <param name="kLineType"></param>
public void OnKLineComing(KLineType kLineType)
{
// 未登陆和没有飞船，都无法处理新数据
if (!_logined || _battleship == null) return;
Decide(kLineType);
}
public void Add(string stockCode, KLineType kLineType, IStockKLine data)
{
using (var file = StockKLineFile.CreateOrOpen(stockCode, kLineType, data.Time))
{
StockKLineDataItem dataItem = data.Convert();
file.Add(dataItem);
}
}
/// <summary>
/// 添加新的数据
/// </summary>
/// <param name="type"></param>
/// <param name="kLine"></param>
public void AddNewData(KLineType type, IStockKLine kLine)
{
if(!_history.ContainsKey(type))
{
_history.Add(type, new List<IStockKLine>());
}
_history[type].Add(kLine);
}
public void TruncateStkKLine(KLineType kLineType)
{
if (kLineType == KLineType.Day)
{
throw new ArgumentException("KLineDay need specify parm:isComposite");
}
this.TruncateStkKLine(kLineType, false);
}
/// <summary>
/// 转换为其他类型的K线
/// </summary>
/// <param name="self"></param>
/// <param name="type"></param>
/// <returns></returns>
public static IEnumerable<IStockKLine> ConvertTo(
this IEnumerable<IStockKLine> self,
KLineType type)
{
switch(type)
{
case KLineType.Min5:
return Min1ToMin5(self);
default:
throw new NotSupportedException();
}
}
/// <summary>
/// 判断数据是否已经存在
/// </summary>
/// <param name="type"></param>
/// <param name="kLine"></param>
/// <returns></returns>
public bool ExistData(KLineType type, IStockKLine kLine)
{
if (_history.ContainsKey(type)
&& _history[type].Contains(kLine))
{
return true;
}
else
{
return false;
}
}
/// <summary>
///
/// </summary>
/// <param name="_pair"></param>
/// <param name="_type"></param>
/// <param name="_values">0:limit 1:start</param>
/// <returns></returns>
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1m"; break;
case KLineType.M5: _typeText = "5m"; break;
case KLineType.H1: _typeText = "h"; break;
case KLineType.D1: _typeText = "1d"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/api/v1/trade/bucketed?binSize={_typeText}&partial=true&symbol={_pair}&count={_values[0]}&reverse=true";
if (_values.Length > 1)
{
_url += $"&start={_values[1]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = _item["timestamp"].Value <DateTime>();
_line.Pair = _pair;
_line.Open = _item["open"].Value <decimal>();
_line.Close = _item["close"].Value <decimal>();
_line.High = _item["high"].Value <decimal>();
_line.Low = _item["low"].Value <decimal>();
_line.Volume = _item["volume"].Value <decimal>();
_line.Volume2 = _item["homeNotional"].Value <decimal>();
_line.Count = _item["trades"].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
internal void AddDatas(KLineType type, IEnumerable<IStockKLine> kLines)
{
var datas = kLines.ToList();
if (_history.ContainsKey(type))
{
// 将数据补充进去
var existData = _history[type];
var needAddData = datas.Except(existData);
_history[type].AddRange(needAddData);
}
else
{
_history.Add(type, datas);
}
}
public IStockKLine GetData(string stockCode, KLineType kLineType, DateTime dt)
{
string filepath = PathHelper.GetKLineDataFilePath(stockCode, kLineType, dt);
if (File.Exists(filepath))
{
var file = new StockKLineFile(filepath);
var lstAll = file.ReadAll();
var lstQuery = lstAll.Where(x => x.Time == dt).ToList();
if (lstQuery != null && lstQuery.Count > 0)
return lstQuery.First();
}
return null;
}
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1"; break;
case KLineType.H1: _typeText = "60"; break;
case KLineType.D1: _typeText = "D"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/GET/v1/api/kline?pair={_pair}&type={_typeText}";
if (_values.Length > 0)
{
_url += $"&count={_values[0]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_token[0].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item[1].Value <decimal>();
_line.Close = _item[4].Value <decimal>();
_line.High = _item[2].Value <decimal>();
_line.Low = _item[3].Value <decimal>();
_line.Volume = _item[5].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
public IEnumerable<IStockKLine> GetKLine(string stockCode, KLineType type)
{
string filePath = PathHelper.GetKLineFilePath(stockCode, Market.XSHG, type);
if (!File.Exists(filePath))
{
filePath = PathHelper.GetKLineFilePath(stockCode, Market.XSHE, type);
}
if (!File.Exists(filePath))
{
return null;
}
var file = new KLineFile(filePath);
return file.GetItems();
}
internal static IEnumerable<string> GetKLineDataFilePath(string stockCode, KLineType kLineType, DateTime bgnDt, DateTime endDt)
{
if (bgnDt > endDt)
{
throw new ArgumentOutOfRangeException("startDay", "startDay is less than endDay");
}
if (bgnDt == endDt)
{
return new List<string>() { GetKLineDataFilePath(stockCode, kLineType, bgnDt) };
}
List<string> result = new List<string>();
string fileFolder = string.Format(@"{0}\{1}\{2}", StockKLineFolder, stockCode, kLineType.ToString());
//方案1
while (bgnDt.Year <= endDt.Year)
{
result.Add(fileFolder + string.Format(@"\{0}.dat", bgnDt.ToString("yyyy")));
bgnDt = bgnDt.AddYears(1);
}
//方案2
//switch (kLineType)
//{
// /// 日线
// case KLineType.Daily:
// while (bgnDt.Year <= endDt.Year)
// {
// result.Add(fileFolder + string.Format(@"\{0}.dat", bgnDt.ToString("yyyy")));
// bgnDt = bgnDt.AddYears(1);
// }
// break;
// /// 1分钟线
// case KLineType.Min1:
// /// 5分钟线
// case KLineType.Min5:
// while ((12 * bgnDt.Year + bgnDt.Month) <= (12 * endDt.Year + endDt.Month))
// {
// result.Add(fileFolder + string.Format(@"\{0}.dat", bgnDt.ToString("yyyyMM")));
// bgnDt = bgnDt.AddMonths(1);
// }
// break;
//}
return result;
}
public void AddIfNotExist(KLineType type, string stockCode, IEnumerable<IStockKLine> kLines)
{
ThrowIfTypeNotSupport(type);
// 将待插入数据排序
var orderedKLines = kLines.OrderBy(p => p.Time).ToList();
if(orderedKLines.Count < 1)
{
return;
}
// 根据需要插入数据的时间段，获取数据库内这段时间的所有数据的时间
var dateTimesInDb = Get(type, stockCode, orderedKLines.First().Time, orderedKLines.Last().Time).Select(p => p.Time).ToList();
// 判断哪些数据需要插入
var needsInsertKLines = orderedKLines.Where(p => !dateTimesInDb.Contains(p.Time));
// 批量插入不存在的数据
Add(type, stockCode, needsInsertKLines);
}
public IEnumerable<IStockKLine> GetData(string stockCode, KLineType kLineType, DateTime bgnDt, DateTime endDt)
{
List<string> pathList = PathHelper.GetKLineDataFilePath(stockCode, kLineType, bgnDt, endDt).ToList();
List<StockKLineDataItem> result = new List<StockKLineDataItem>();
foreach (string path in pathList)
{
if (File.Exists(path))
{
var file = new StockKLineFile(path);
var lstAll = file.ReadAll();
var lstQuery = lstAll.Where(x => x.Time >= bgnDt && x.Time <= endDt);
result.AddRange(lstQuery);
}
}
return result.Cast<IStockKLine>();
}
public IEnumerable<IStockKLine> GetLatest(IEnumerable<string> stockCodes, KLineType kLineType)
{
List<IStockKLine> result = new List<IStockKLine>();
foreach (string code in stockCodes)
{
string filePath = string.Empty;
if (PathHelper.GetLatestKLineDataFilePath(code, kLineType, ref filePath))
{
var file = new StockKLineFile(filePath);
var lstAll = from it in file.ReadAll()
orderby it.Time descending
select it;
IStockKLine fst = lstAll.First();
if (fst != null)
result.Add(fst);
}
}
return result.Cast<IStockKLine>();
}
internal static string GetKLineDataFilePath(string stockCode, KLineType kLineType, DateTime dt)
{
//方案1
return string.Format(@"{0}\{1}\{2}\{3}.dat", StockKLineFolder, stockCode, kLineType.ToString(), dt.ToString("yyyy"));
//方案2
//string filepath = null;
//switch (kLineType)
//{
// /// 日线
// case KLineType.Daily:
// filepath = string.Format(@"{0}\{1}\{2}\{3}.dat", StockKLineFolder, stockCode, kLineType.ToString(), dt.ToString("yyyy"));
// break;
// /// 1分钟线
// case KLineType.Min1:
// /// 5分钟线
// case KLineType.Min5:
// filepath = string.Format(@"{0}\{1}\{2}\{3}.dat", StockKLineFolder, stockCode, kLineType.ToString(), dt.ToString("yyyyMM"));
// break;
//}
//return filepath;
}
/// <summary>
/// 构造一条模拟K线的数据
/// </summary>
/// <param name="type">只支持Day, Min1, Min5</param>
/// <param name="startTime"></param>
/// <param name="count"></param>
/// <returns></returns>
public static IEnumerable<IStockKLine> CreateRandomKLines(KLineType type, DateTime startTime, int count)
{
if(type != KLineType.Day && type != KLineType.Min1)
{
throw new NotSupportedException(string.Format("Only support {0}, {1}", KLineType.Day, KLineType.Min1));
}
if(count < 1)
{
throw new ArgumentOutOfRangeException("count");
}
List<IStockKLine> result = new List<IStockKLine>();
result.Add(CreateFirstData(type, startTime));
for (int i = 1; i < count; i++)
{
AppendNewData(type, ref result);
}
return result;
}
public static string GetKLineFilePath(string stockCode, Market market, KLineType tyep)
{
string strMarket = market == Market.XSHG ? _shangHai : _shenZhen;
string strTypeFolder = string.Empty;
string strTypeExt = string.Empty;
switch(tyep)
{
case KLineType.Day:
strTypeFolder = _day;
strTypeExt = _dayExt;
break;
case KLineType.Min1:
strTypeFolder = _min1;
strTypeExt = _min1Ext;
break;
case KLineType.Min5:
strTypeFolder = _min5;
strTypeExt = _min5Ext;
break;
}
return Path.Combine(_dataFolder, strMarket, strTypeFolder, stockCode + strTypeExt);
}
public static IEnumerable<IStockKLine> CreateRandomKLines(KLineType type, DateTime startTime, DateTime endTime)
{
if (type != KLineType.Day && type != KLineType.Min1)
{
throw new NotSupportedException(string.Format("Only support {0}, {1}", KLineType.Day, KLineType.Min1));
}
if (startTime > endTime)
{
throw new ArgumentOutOfRangeException("endTime");
}
List<IStockKLine> result = new List<IStockKLine>();
result.Add(CreateFirstData(type, startTime));
do
{
AppendNewData(type, ref result);
} while (result.Last().Time <= endTime);
result.RemoveAt(result.Count - 1);
return result;
}
private IEnumerable<IStockKLine> GetDataFromTongHuaShun(string stockCode, KLineType type)
{
try
{
IEnumerable<IStockKLine> result = _tongHuaShunApi.GetKLine(stockCode, type);
return result == null ? new List<IStockKLine>() : result;
}
catch
{
// todo:因为同花顺数据可能不包含目前security的所有code，所以可能出现异常
return new List<IStockKLine>();
}
}
public static string GetDataFolder(KLineType type)
{
throw new NotImplementedException();
}
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
throw new NotImplementedException();
}
private void SaveIfNotExist(KLineType type, string stockCode, IEnumerable<IStockKLine> kLines)
{
try
{
_saveDataService.AddIfNotExist(type, stockCode, kLines);
}
catch (Exception ex)
{
LogHelper.Logger.WriteLine(string.Format("Save stock[{0}] data error.", stockCode), this.ServiceName);
LogHelper.Logger.WriteLine(ex.ToString(), this.ServiceName);
}
}
/// <summary>
/// 获取K线数据
/// </summary>
/// <param name="type"></param>
/// <param name="stockCode"></param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <returns></returns>
public IEnumerable<IStockKLine> GetStockKLine(
KLineType type, string stockCode,
DateTime startTime, DateTime endTime)
{
KLineArgs args = new KLineArgs
{
StockCode = stockCode,
StartDate = startTime,
EndDate = endTime
};
string controllerName;
switch(type)
{
case KLineType.Day:
controllerName = "KLineDay";
break;
case KLineType.Week:
controllerName = "KLineWeek";
break;
case KLineType.Month:
controllerName = "KLineMonth";
break;
case KLineType.Quarter:
controllerName = "KLineQuarter";
break;
case KLineType.Year:
controllerName = "KLineYear";
break;
case KLineType.Min1:
controllerName = "KLineMin1";
break;
case KLineType.Min5:
controllerName = "KLineMin5";
break;
case KLineType.Min15:
controllerName = "KLineMin15";
break;
case KLineType.Min30:
controllerName = "KLineMin30";
break;
case KLineType.Min60:
controllerName = "KLineMin60";
break;
default:
controllerName = string.Empty;
break;
}
var result = _httpClient.PostAndReadAs<IEnumerable<StockKLineDto>, KLineArgs>(controllerName, args);
return result;
}
public override IEnumerable<IStockKLine> GetKLines(ISecurity security, KLineType type, DateTime startTime, DateTime endTime)
{
return Domain.MarketData.Simulation.CreateRandomKLines(type, startTime, endTime);
}
private void bkgDataImport_DoWork(object sender, DoWorkEventArgs e)
{
// < 覆盖，指数，TDX文件，K线级别 >
TupleValue <bool, bool, bool, KLineType> arg = (TupleValue <bool, bool, bool, KLineType>)e.Argument;
BLLDataImport bllDaImpt = new BLLDataImport(CommProp.ConnectionString);
bool isConvert = arg.Value1;
bool isComposite = arg.Value2;
bool useTDXFile = arg.Value3;
KLineType kLineType = arg.Value4;
UIInProcess(true);
_processCancel = false;
if (useTDXFile)
{
this.LoadFileList_TDXDayFile(isComposite);
}
else
{
this.LoadFileList_exportFile();
}
// List<TupleValue<完整文件名, StockHead>>
List <TupleValue <string, StockHead> > lstStockData = bllDaImpt.LoadMrkTypeAndCodeFromDataFile(AllFile, isComposite, useTDXFile);
if (lstStockData.Count > 0)
{
Stopwatch stopWatch = Stopwatch.StartNew();
try
{
bllDaImpt.OpenConnection();
int count = lstStockData.Count;
int insLineCount = 0;
string msgString = string.Empty;
// 显示百分比提示信息
Action <int, int, int> showMsg = ((per, all, lineCnt) =>
{
SysFunction.BackspaceInConsole(msgString, txtConsole);
msgString = string.Format("{0} / {1}，已导入：{2} 行)", per, all, lineCnt.ToString("N0"));
Console.Write(msgString);
});
Console.Write("正在导入...（");
// 是否需要删表动作，如果表中无记录，则省去 Delete 动作
bool haveRecord = bllDaImpt.GetTableRecordCount(BLL.GetKLineDBTableName(kLineType, isComposite)) > 0;
for (int i = 0; i < count; i++)
{
showMsg(i + 1, count, insLineCount);
// TupleValue<完整文件名, StockHead>
TupleValue <string, StockHead> stkData = lstStockData[i];
insLineCount += bllDaImpt.InsertStkKLine(stkData, isConvert, isComposite, useTDXFile, kLineType, haveRecord);
// 最后一批完成后，再刷一下
if (i == count - 1)
{
showMsg(i + 1, count, insLineCount);
}
if (_processCancel)
{
break;
}
}
if (_processCancel)
{
Console.WriteLine(" 导入终止！");
}
else
{
Console.WriteLine(" 导入完成！");
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
finally
{
bllDaImpt.CloseConnection();
_processCancel = false;
Console.WriteLine("总耗时：{0}", stopWatch.Elapsed);
}
}
UIInProcess(false);
}
private void Decide(KLineType kLineType)
{
bool isBuy = false;
bool isSell = false;
// 运算所有买指标的结果
var buyResult = _keys
.Where(p => p.KeyType == KeyType.Buy)
.Select(p => p.Match(_battleship.Link))
.Distinct().ToList();
if(buyResult.Count == 1 &&
buyResult[0] == true)
{
isBuy = true;
}
if(isBuy == false) // 如果已经决定要买了，就不用判断卖了
{
var sellResult = _keys
.Where(p => p.KeyType == KeyType.Sell)
.Select(p => p.Match(_battleship.Link))
.Distinct().ToList();
if (sellResult.Count == 1 &&
sellResult[0] == true)
{
isSell = true;
}
}
if(!isBuy && !isSell)
{
return; // 不买不卖就不进行操作了
}
Bullet bullet = new Bullet
{
Quantity = GetQuantity(isBuy),
IsUp = isBuy
};
// todo: 内部系统的交易
// Trinity
OnShootted(bullet);
}
public void TruncateStkKLine(KLineType kLineType, bool isComposite)
{
string tableName = BLL.GetKLineDBTableName(kLineType, isComposite);
_dbo.TruncateTable(tableName);
}
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "M1"; break;
case KLineType.M5: _typeText = "M5"; break;
case KLineType.M15: _typeText = "M15"; break;
case KLineType.M30: _typeText = "M30"; break;
case KLineType.H1: _typeText = "H1"; break;
case KLineType.H4: _typeText = "H4"; break;
case KLineType.H6: _typeText = "H6"; break;
case KLineType.D1: _typeText = "D1"; break;
case KLineType.D7: _typeText = "W1"; break;
case KLineType.MM: _typeText = "WN"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/v2/market/candles/{_typeText}/{_pair}";
if (_values.Length > 0)
{
_url += $"?limit={_values[0]}";
}
if (_values.Length > 1)
{
_url += $"&before={_values[1]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_item["id"].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item["open"].Value <decimal>();
_line.Close = _item["close"].Value <decimal>();
_line.High = _item["high"].Value <decimal>();
_line.Low = _item["low"].Value <decimal>();
_line.Count = _item["count"].Value <decimal>();
_line.Volume = _item["base_vol"].Value <decimal>();
_line.Volume2 = _item["quote_vol"].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1min"; break;
case KLineType.M5: _typeText = "5min"; break;
case KLineType.M15: _typeText = "15min"; break;
case KLineType.M30: _typeText = "30min"; break;
case KLineType.H1: _typeText = "1hour"; break;
case KLineType.H4: _typeText = "4hour"; break;
case KLineType.H6: _typeText = "6hour"; break;
case KLineType.D1: _typeText = "1day"; break;
case KLineType.D7: _typeText = "1week"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/v1/market/kline?market={_pair}&type={_typeText}";
if (_values.Length > 0)
{
_url += $"?limit={_values[0]}";
}
if (_values.Length > 1)
{
_url += $"&before={_values[1]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_item[0].Value <long>());
_line.Pair = _pair;
_line.Open = _item[1].Value <decimal>();
_line.Close = _item[2].Value <decimal>();
_line.High = _item[3].Value <decimal>();
_line.Low = _item[4].Value <decimal>();
_line.Volume = _item[5].Value <decimal>();
_line.Volume2 = _item[6].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
/// <summary>
/// 获取指定类型的数据，如果无法获取到数据，返回null
/// </summary>
/// <param name="type"></param>
/// <returns></returns>
internal IEnumerable<IStockKLine> GetData(KLineType type)
{
if(_history.ContainsKey(type))
{
return _history[type];
}
else
{
return null;
}
}
internal bool ContainsType(KLineType type)
{
return _history.ContainsKey(type);
}
public bool Exists(string stockCode, KLineType kLineType, DateTime dt)
{
var query = GetData(stockCode, kLineType, dt);
return (query != null);
}
/// <summary>
/// GetKLines
/// </summary>
/// <param name="_pair"></param>
/// <param name="_type"></param>
/// <param name="_values">0:limit 1:sort 2:start 3:end</param>
/// <returns></returns>
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1m"; break;
case KLineType.M5: _typeText = "5m"; break;
case KLineType.M15: _typeText = "15m"; break;
case KLineType.M30: _typeText = "30m"; break;
case KLineType.H1: _typeText = "1h"; break;
case KLineType.H6: _typeText = "6h"; break;
case KLineType.H12: _typeText = "12h"; break;
case KLineType.D1: _typeText = "1D"; break;
case KLineType.D7: _typeText = "7D"; break;
case KLineType.D14: _typeText = "14D"; break;
case KLineType.MM: _typeText = "1M"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/v2/candles/trade:{_typeText}:t{_pair.ToUpper()}/hist";
if (_values.Length > 0)
{
_url += $"?limit={_values[0]}";
}
if (_values.Length > 1)
{
_url += $"&sort={_values[1]}";
}
if (_values.Length > 2)
{
_url += $"&start={_values[2]}";
}
if (_values.Length > 4)
{
_url += $"&end={_values[3]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_item[0].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item[1].Value <decimal>();
_line.Close = _item[2].Value <decimal>();
_line.High = _item[3].Value <decimal>();
_line.Low = _item[4].Value <decimal>();
_line.Volume = _item[5].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
private static void AppendNewData(KLineType type, ref List<IStockKLine> existData)
{
var preData = existData.Last();
DateTime tradingTime;
if (type == KLineType.Min1)
{
tradingTime = preData.Time.ToNextTradingMinute();
}
else
{
tradingTime = preData.Time.ToNextTradingDate();
}
var newData = CreateRandomItem(tradingTime, preData.Close, preData.Volume);
existData.Add(newData);
}
/// <summary>
///
/// </summary>
/// <param name="_pair"></param>
/// <param name="_type"></param>
/// <param name="_values">0:size</param>
/// <returns></returns>
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1min"; break;
case KLineType.M5: _typeText = "5min"; break;
case KLineType.M15: _typeText = "15min"; break;
case KLineType.M30: _typeText = "30min"; break;
case KLineType.H1: _typeText = "60min"; break;
case KLineType.D1: _typeText = "1day"; break;
case KLineType.D7: _typeText = "1week"; break;
case KLineType.MM: _typeText = "1mon"; break;
case KLineType.YY: _typeText = "1year"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $" /market/history/kline?symbol={_pair}&period={_typeText}";
if (_values.Length > 0)
{
_url += $"&size={_values[0]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token["data"].Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_token["id"].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item["open"].Value <decimal>();
_line.Close = _item["close"].Value <decimal>();
_line.High = _item["high"].Value <decimal>();
_line.Low = _item["low"].Value <decimal>();
_line.Count = _item["count"].Value <decimal>();
_line.Volume = _item["vol"].Value <decimal>();
_line.Volume2 = _item["amount"].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
public IEnumerable<string> GetStockCodes(KLineType type)
{
throw new NotImplementedException();
}
private static IStockKLine CreateFirstData(KLineType type, DateTime startTime)
{
double preClose = GetRandomPrice();
double preVolume = _random.Next(100000, 10000000);
DateTime tradingTime;
if (type == KLineType.Min1)
{
tradingTime = startTime.IsTradingTime() ? startTime.Date.AddHours(startTime.Hour).AddMinutes(startTime.Minute) : startTime.ToNextTradingMinute();
}
else
{
tradingTime = startTime.IsTradingDate() ? startTime.Date : startTime.ToNextTradingDate();
}
var kLine = CreateRandomItem(tradingTime, preClose, preVolume);
return kLine;
}
public int InsertStkKLine(TupleValue <string, StockHead> stkInfo, bool isConvert, bool isComposite, bool useTDXFile, KLineType kLineType, bool haveRecord = true)
{
string fileFullName = stkInfo.Value1;
StockHead stkHead = stkInfo.Value2;
string tableName = BLL.GetKLineDBTableName(kLineType, isComposite);
DateTime existMaxDay = DateTime.MinValue;
DataTable insTable = _dbo.GetEmptyTable(tableName);
if (haveRecord)
{
if (isConvert)
{
_dbo.DeleteTable(tableName, stkHead);
}
else
{
existMaxDay = _dbo.FindMaxExistTradeDay(tableName, stkHead);
}
}
if (useTDXFile)
{
this.LoadDayLineFileData_TDXDayFile(fileFullName, stkHead, existMaxDay, ref insTable);
}
else
{
this.LoadDayLineFileData_exportFile(fileFullName, stkHead, existMaxDay, ref insTable);
}
_dbo.BulkWriteTable(insTable, DataRowState.Added);
return(insTable.Rows.Count);
}
internal static bool GetLatestKLineDataFilePath(string stockCode, KLineType kLineType, ref string latestFilePath)
{
latestFilePath = string.Empty;
string todayFilePath = GetKLineDataFilePath(stockCode, kLineType, DateTime.Now);
if (File.Exists(todayFilePath))
{
latestFilePath = todayFilePath;
return true;
}
string fileFolder = string.Format(@"{0}\{1}\{2}", StockKLineFolder, stockCode, kLineType.ToString());
if (Directory.Exists(fileFolder))
{
DirectoryInfo dir = new DirectoryInfo(fileFolder);
FileInfo file = dir.GetFiles().OrderBy(p => p.CreationTime).LastOrDefault();
if (file != null)
{
latestFilePath = file.FullName;
return true;
}
}
return false;
}