private void CreateTradeCalendarManager()
{
string dbConnStr = ConfigurationManager.ConnectionStrings["KLineDB"].ConnectionString;
if (string.IsNullOrEmpty(dbConnStr))
{
throw new ArgumentException("Not found KLineDB ConnectionString");
}
string alpahDBName = ConfigurationManager.AppSettings["AlphaDBName"];
if (string.IsNullOrEmpty(alpahDBName))
{
throw new ArgumentException("Not foun AlphaDBName config");
}
try
{
TradeCalendarManager tradeCalendarManager = new TradeCalendarManager(dbConnStr, alpahDBName);
tradeCalendarManager.Initialize(DateTime.Today, DateTime.Today.AddDays(15));
m_tradeCalendarManager = tradeCalendarManager;
}
catch (Exception ex)
{
throw new ArgumentException("初始化交易日历失败," + ex.Message);
}
}
public FileKLineStoreage(string storageName, string kLineFolderPath, TradeCalendarManager tradeCalendarManager)
: base(storageName)
{
if (string.IsNullOrEmpty(kLineFolderPath))
{
throw new ArgumentNullException("kLineFolderPath");
}
m_kLineFolderPath = kLineFolderPath;
if (Directory.Exists(kLineFolderPath) == false)
{
Directory.CreateDirectory(kLineFolderPath);
}
m_fileStorerDic = new Dictionary <string, FileStorer>();
m_tradeCalendar = tradeCalendarManager;
}
public FileMarketDataStorage(string marketDataFolderPath, TradeCalendarManager tradeCalendarManager)
{
if (string.IsNullOrEmpty(marketDataFolderPath))
{
throw new ArgumentNullException("kLineFolderPath");
}
m_marketDataFolderPath = marketDataFolderPath;
if (Directory.Exists(marketDataFolderPath) == false)
{
Directory.CreateDirectory(marketDataFolderPath);
}
m_fileStorerDic = new Dictionary <string, FileStorer>();
m_eventLogger = new NullLogger("MarketDataFileStorage<NULL>");
m_marketDataQueue = new ConcurrentQueue <USeMarketData>();
m_tradeCalendar = tradeCalendarManager;
}
/// <summary>
/// 启动计算主力合约方法。
/// </summary>
/// <returns></returns>
public int Run()
{
string text = string.Empty;
try
{
TradeCalendarManager tradeCalendarManager = new TradeCalendarManager(m_dbConnStr, m_alpahDBName);
tradeCalendarManager.Initialize();
m_tradingDateManager = tradeCalendarManager;
text = "初始化交易日历成功";
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
catch (Exception ex)
{
text = string.Format("初始化交易日历失败,错误:{0}.", ex.Message);
m_logger.WriteError(text);
USeConsole.WriteLine(text);
return(-1);
}
try
{
m_varietiesList = GetAllVarieties();
text = "加载品种信息成功";
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
catch (Exception ex)
{
text = "加载品种信息失败," + ex.Message;
m_logger.WriteError(text);
USeConsole.WriteLine(text);
return(-1);
}
if (m_dayType == SettlementDayType.Today)
{
//当日主力合约计算先检查基础数据状态，基础数据就绪后在计算主力合约
if (CheckTodayBaseDataIsReady() == false)
{
text = string.Format("{0:yyyy-MM-dd}基础数据未就绪,无法计算", m_beginDate);
m_logger.WriteError(text);
USeConsole.WriteLine(text);
return(-2);
}
text = string.Format("{0:yyyy-MM-dd}基础数据已就绪，开始计算主力合约", m_beginDate);
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
List <ErrorVarieties> errorList = new List <ErrorVarieties>();
CalculateMainContract(m_beginDate, m_endDate, errorList);
if (errorList.Count > 0)
{
foreach (ErrorVarieties errorItem in errorList)
{
text = errorItem.ToString();
m_logger.WriteInformation(text);
USeConsole.WriteLine(text);
}
return(-2);
}
return(0);
}
/// <summary>
/// 开始启动
/// </summary>
public int Start()
{
//获取配置文件
{
try
{
if (false == ReadConfig())
{
return(-1);
}
}
catch (Exception ex)
{
string info = "基础数据：配置文件加载失败" + ex.Message;
m_eventLogger.WriteInformation(info);
WriteConsoleLog(info);
return(-1);
}
}
//加载交易日历
try
{
TradeCalendarManager tradeCalendarManager = new TradeCalendarManager(m_dbConnStr, m_alphaDBName);
tradeCalendarManager.Initialize(DateTime.Today.AddDays(-150), DateTime.Today);
m_tradeCalendarManager = tradeCalendarManager;
}
catch (Exception ex)
{
throw new ArgumentException("初始化交易日历失败," + ex.Message);
}
//加载log日志
{
try
{
m_eventLogger = AppLogger.InitInstance();
}
catch
{
m_eventLogger = new NullLogger("DownloadProcessor_DefaultLogger");
}
m_eventLogger.LineFeed();
string text = "开始用结算价更新资金沉淀任务服务";
m_eventLogger.WriteInformation(text);
WriteConsoleLog(text);
}
//获取合约列表详情
{
try
{
m_insDetailList = GetInsDetailList();
}
catch (Exception ex)
{
string info = "基础数据：获取合约详情列表失败" + ex.Message;
m_eventLogger.WriteInformation(info);
WriteConsoleLog(info);
return(-1);
}
}
{
try
{
List <USeKLine> klineList = GetTodayDayKlineList(DateTime.Today.AddDays(-20));
RefreashSendimentaryMoney(klineList);
}
catch (Exception ex)
{
string info = "服务：获取当天交易日K线数据,更新资金沉淀失败" + ex.Message;
m_eventLogger.WriteInformation(info);
WriteConsoleLog(info);
return(-1);
}
}
return(0);
}
