/// <summary>
/// 保存日线行情数据
/// </summary>
/// <returns></returns>
public static object SaveDataByTime(object rep, object reqObj)
{
ReqDataByTime req = reqObj as ReqDataByTime;
try
{
ulong securityID = Convert.ToUInt64(req.securityIDs[0]);
if (rep is Exception)
{
string msg = string.Format("SecurityID:{0}.{1}", securityID, (rep as Exception).Message);
LogHelper.Track("所有日线行情", msg);
LstRetryReqDataByTime.Add(req);
return(null);
}
List <DataByTime> lstInfo = DSPHelper.TransferDataByTime(rep, securityID);
int count = lstInfo.Count;
if (count > 0)
{
MongoDBHelper.InsertMany <DataByTime>(lstInfo);
}
LogHelper.Track("所有日线行情", string.Format("SecurityID:{0}. Count:{1}", securityID, count));
}
catch (Exception ex)
{
string errMsg = string.Format("SecurityID：{0},{1}", (reqObj as ReqDataByTime).securityIDs[0], ex.Message);
LogHelper.Track("所有日线行情", errMsg);
LstRetryReqDataByTime.Add(req);
}
return(null);
}
/// <summary>
/// 从指定开始日开始，获取行情数据
/// </summary>
/// <returns></returns>
public static List <DataByTimeIndexInfo> GetDataByTimeIndexInfo(TimePeriod period, int retryTime = 0)
{
var securityIDs = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID);
var req = new ReqDataByTime();
req.securityIDs.AddRange(securityIDs);
//从json文件取行情指标
string appDataPath = AppDomain.CurrentDomain.BaseDirectory;
string jsonFileName = Path.Combine(appDataPath, "Data", "JsonData", "行情数据的字段.json");
string jsonData = File.ReadAllText(jsonFileName);
var dic = JsonConvert.DeserializeObject <Dictionary <string, string> >(jsonData);
req.fields.AddRange(dic.Keys);
req.fields.Add("Symbol");
req.fields.Add("SecurityID");
req.fields.Add("TradingDate");
req.fields.Add("Filling");
req.quoteType = EQuoteType.Day;
req.interval = 1;
req.timePeriods.Add(period);
req.page = new DataPage()
{
begin = 0, end = 0
};
req.priceAdj = EPriceAdjust.AdjNone;
var rep = SyncRequestEx.Instance.SyncSendData(req, _waitTime);
if (rep is Exception)
{
if (retryTime > RetryTime)
{
string exMsg = string.Format("同步行情异常. 重试{0}次仍未取到值.begin:{1}; end:{2}.", DSPHelper.RetryTime, period.begin, period.end);
LogHelper.Error("异常", exMsg);
return(null);
}
retryTime += 1;
string errMsg = string.Format("获取行情:begin:{0}; end:{1}异常！重试{2}次！", period.begin, period.end, retryTime);
LogHelper.Info("总运行", errMsg);
return(GetDataByTimeIndexInfo(period, retryTime));
}
var list = TransferHelper.Transfer2ListDataByTimeIndexInfo(rep);
list = list.Where(m => m.Filling == "0").ToList();
return(list);
}
/// <summary>
/// 获取行情数据的请求条件
/// </summary>
/// <returns></returns>
public static ReqDataByTime GetReqDataByTime(ulong securityID, DateTime beginDate, DateTime endDate)
{
ReqDataByTime req = new ReqDataByTime();
req.securityIDs.Add(securityID);
req.fields.Add("*");
req.quoteType = EQuoteType.Day;
req.interval = 1;
req.timePeriods.Add(new TimePeriod()
{
begin = TransferHelper.DateTimeToString(beginDate), // 只取在此时间之后的数据
end = TransferHelper.DateTimeToString(endDate)
});
req.page = new DataPage()
{
begin = 0, end = 0
};
req.priceAdj = EPriceAdjust.AdjNone;
return(req);
}
/// <summary>
/// 同步所有日线行情数据
/// </summary>
public static void SyncDataByTime()
{
// 记日志
LogHelper.Info("总运行", "开始：同步所有日线行情");
DspRequest dspRequest = new DspRequest();
dspRequest.DealData = SaveDataByTime;
LstRetryReqDataByTime = new List <ReqDataByTime>();
try
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
//根据代码同步所有日频行情数据
foreach (var securityID in lstSecurityID)
{
try
{
DataByTime info = MongoDBHelper.AsQueryable <DataByTime>()
.Where(m => m.SecurityID == securityID)
.OrderByDescending(m => m.TradingDate)
.FirstOrDefault();
ReqDataByTime req = null;
if (info == null)
{
req = DSPHelper.GetReqDataByTimeAll(securityID);
}
else
{
DateTime beginDate = Convert.ToDateTime(info.TradingDate).AddDays(1);
if (beginDate >= DateTime.Today)
{
continue;
}
req = DSPHelper.GetReqDataByTimeLast(securityID, beginDate);
}
dspRequest.AsyncSendData(req, DSPHelper.WaitTime, req);
}
catch (Exception ex)
{
string errMsg = string.Format("同步所有日线行情发生异常.securityID：{0}", securityID);
LogHelper.Error("异常", errMsg, ex);
}
}
//等待DSP任务完成
dspRequest.WaitFinished();
if (LstRetryReqDataByTime.Count > 0)
{
//重试
RetrySyncDataByTime(dspRequest, 1);
//等待DSP任务完成
dspRequest.WaitFinished();
}
////给10秒钟mongodb。
//Thread.Sleep(10000);
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步所有日线行情发生异常.", ex);
}
finally
{
dspRequest.Dispose();
LogHelper.Info("总运行", "结束：同步所有日线行情");
}
}
