private void ShowMin1Bar()
{
if (curSymbol == "")
{
MessageBox.Show("请选择证券!");
}
else
{
List <Bar> bars = TradeDataAccessor.GetMin1Bars(curSymbol);
BarDataTable bdt = new BarDataTable();
foreach (Bar bar in bars)
{
DataRow dr = bdt.NewRow();
dr["BeginTime"] = bar.BeginTime;
dr["EndTime"] = bar.EndTime;
dr["LastClose"] = bar.LastClose;
dr["Open"] = bar.Open;
dr["High"] = bar.High;
dr["Low"] = bar.Low;
dr["Close"] = bar.Close;
dr["Volume"] = bar.Volume;
dr["Amount"] = bar.Amount;
dr["Size"] = bar.Size;
bdt.Rows.Add(dr);
}
RefreshData(this.dataGridView1, bdt);
}
}
private void DownloadDailyBar()
{
string text = "当前进度：开始下载日线.....";
RefreshLabel(this.lblDisplay, text);
GMCollector gmc = new GMCollector();
string beginTimeString = Utils.DateTimeToString(this.DtpBeginTime.Value);
string endTimeString = Utils.DateTimeToString(this.DtpEndTime.Value);
int i = 0;
foreach (var item in this.CmbSymbol.Items)
{
string symbol = item.ToString();
text = string.Format("当前进度：下载<{0}>的日线", symbol);
RefreshLabel(this.lblDisplay, text);
List <Bar> bars = gmc.HistoryBars(symbol, 86400, beginTimeString, endTimeString);
if (bars.Count > 0)
{
TradeDataAccessor.StoreDay1Bars(symbol, bars);
}
i++;
RefreshProgressBar(this.PgbDisplay, i);
}
text = "当前进度：日线下载完毕。";
RefreshLabel(this.lblDisplay, text);
}
private void LoadInstruments()
{
RefreshLabel(lblDisplay, "当前进度：正在读取证券信息......");
instruments = TradeDataAccessor.GetInstruments();
List <string> symbols = instruments.Select(i => i.Symbol).OrderBy(i => i).ToList();
RefreshComboBox(this.CmbSymbol, symbols);
RefreshLabel(lblDisplay, "当前进度：读取证券信息完毕。");
}
static void Main()
{
try
{
TradeDataAccessor.SetRedisConnectString(Properties.Settings.Default.RedisConnString);
TradeDataAccessor.SetInfluxConnectParameters(Properties.Settings.Default.InfluxUrl,
Properties.Settings.Default.InfluxUser, Properties.Settings.Default.InfluxPassword);
TradeDataAccessor.DatabaseInit();
GMCollector.SetToken(Properties.Settings.Default.GMToken);
}catch (Exception e)
{
Program.ErrorMsg = e.Message;
}
Application.EnableVisualStyles();
Application.SetCompatibleTextRenderingDefault(false);
Application.Run(new MainForm());
}
public override bool Execute(CancellationToken token)
{
foreach (string symbol in this.symbols)
{
token.ThrowIfCancellationRequested();
string beginTime = this.lastTimes[symbol];
string endTime = Utils.DateTimeToString(DateTime.Now);
object[] parameters = new object[] { symbol, 60, beginTime, endTime };
List <Bar> data = (List <Bar>) this.invokeMethod(parameters);
if (data.Count > 0)
{
this.lastTimes[symbol] = Utils.DateTimeToString(data.Last().BeginTime);
TradeDataAccessor.BatchStoreMin1Bars(symbol, data);
}
}
Console.WriteLine("{0}：在 {1} 时请求完一遍分线", this.Name, DateTime.Now);
return(true);
}
private void ShowQuotation()
{
Dictionary <string, Tick> currentTicks = TradeDataAccessor.GetCurrentTicks();
QuotationDataTable qdt = new QuotationDataTable();
foreach (Instrument inst in this.instruments)
{
DataRow dr = qdt.NewRow();
dr["Symbol"] = inst.Symbol;
dr["LastClose"] = inst.LastClose;
dr["UpperLimit"] = inst.UpperLimit;
dr["LowerLimit"] = inst.LowerLimit;
dr["AdjFactor"] = inst.AdjFactor;
dr["CreatedAt"] = inst.CreatedAt;
if (currentTicks.TryGetValue(inst.Symbol, out Tick tick))
{
dr["Open"] = tick.Open;
dr["High"] = tick.High;
dr["Low"] = tick.Low;
dr["Price"] = tick.Price;
dr["Volume"] = tick.Volume;
dr["Amount"] = tick.Amount;
dr["CumVolume"] = tick.CumVolume;
dr["CumAmount"] = tick.CumAmount;
dr["BuyOrSell"] = tick.BuyOrSell;
for (int i = 0; i < tick.Quotes.Length; i++)
{
dr["BidPrice" + i.ToString()] = tick.Quotes[i].BidPrice;
dr["BidVolume" + i.ToString()] = tick.Quotes[i].BidVolume;
dr["AskPrice" + i.ToString()] = tick.Quotes[i].AskPrice;
dr["AskVolume" + i.ToString()] = tick.Quotes[i].AskVolume;
}
dr["DateTime"] = Utils.DateTimeToString(tick.DateTime);
dr["Source"] = tick.Source;
}
qdt.Rows.Add(dr);
}
this.RefreshData(this.dataGridView1, qdt);
this.ChangeColumnStyle(this.dataGridView1.Columns[35]);
}
public override bool Execute(CancellationToken token)
{
string beginTime = Utils.DateTimeToString((DateTime)this.dataDate);
string endTime = Utils.DateTimeToString(((DateTime)this.dataDate).Date.AddDays(1));
foreach (string symbol in this.symbols)
{
token.ThrowIfCancellationRequested();
object[] parameters = new object[] { symbol, 60, beginTime, endTime };
List <Bar> data = (List <Bar>) this.invokeMethod(parameters);
if (data.Count > 0)
{
TradeDataAccessor.StoreMin1Bars(symbol, data);
Console.WriteLine("{0}：{1} 得到数据 {2} 条", this.Name, symbol, data.Count);
}
else
{
Console.WriteLine("{0}：{1} 没有数据", this.Name, symbol);
}
}
return(true);
}
public override bool Execute(CancellationToken token)
{
int batchSize = 50;
IEnumerable <string> remains = this.symbols;
IEnumerable <string> currents;
do
{
token.ThrowIfCancellationRequested();
currents = remains.Take(batchSize);
object[] parameters = new object[] { currents };
Dictionary <string, Tick> data = (Dictionary <string, Tick>) this.invokeMethod(parameters);
int lost = currents.Count() - data.Count;
if (lost > 0)
{
Console.WriteLine("{0}：丢失数据 {1} 条", this.Name, lost);
}
TradeDataAccessor.StoreCurrentTicks(data);
remains = remains.Skip(batchSize);
} while (currents.Count() == batchSize);
return(true);
}
public override bool Execute(CancellationToken token)
{
DateTime curDay = DateTime.Today;
Console.WriteLine("当前日期：{0}", curDay.ToLongDateString());
DateTime tradeDay = gmc.GetNextTradingDate("SHSE", curDay.AddDays(-1));
if (curDay == tradeDay)
{
List <Instrument> insts = new List <Instrument>();
foreach (string market in this.config.Markets.Split(','))
{
insts.AddRange(gmc.GetInstruments(market, "stock"));
}
TradeDataAccessor.StoreInstruments(insts).Wait();
List <string> symbols = insts.Where(e => e.IsSuspended == false).Select(e => e.Symbol).ToList();
Console.WriteLine("市场<{0}>今日开市证券：{1}只", config.Markets, symbols.Count);
foreach (DataJobConfig dataJobConfig in config.DataJobConfigs)
{
if (dataJobConfig.SubJobs != null && dataJobConfig.SubJobs.Count > 0)
{
List <IJob> jobQueue = new List <IJob>();
foreach (DataJobConfig subDataJobConfig in dataJobConfig.SubJobs)
{
int i = 0;
float weightTotal = 0;
foreach (DataCollector dataCollector in subDataJobConfig.DataCollectors)
{
weightTotal += dataCollector.Weight;
int count = (int)Math.Round(symbols.Count * weightTotal) - i;
object[] parameters = new object[] { dataCollector.MothedName, dataCollector.ClassName, symbols.GetRange(i, count), curDay };
i = i + count;
Type type = Type.GetType(subDataJobConfig.ClassName, (aName) => Assembly.LoadFrom(aName.Name),
(assem, name, ignore) => assem == null ? Type.GetType(name, false, ignore) : assem.GetType(name, false, ignore));
Job job = (Job)Activator.CreateInstance(type, parameters);
jobQueue.Add(job);
}
}
jobSche.Add(jobQueue, buildTrigger(dataJobConfig));
}
else
{
int i = 0;
float weightTotal = 0;
foreach (DataCollector dataCollector in dataJobConfig.DataCollectors)
{
weightTotal += dataCollector.Weight;
int count = (int)Math.Round(symbols.Count * weightTotal) - i;
object[] parameters = new object[] { dataCollector.MothedName, dataCollector.ClassName, symbols.GetRange(i, count), curDay };
i = i + count;
Type type = Type.GetType(dataJobConfig.ClassName, (aName) => Assembly.LoadFrom(aName.Name),
(assem, name, ignore) => assem == null ? Type.GetType(name, false, ignore) : assem.GetType(name, false, ignore));
Job job = (Job)Activator.CreateInstance(type, parameters);
jobSche.Add(job, buildTrigger(dataJobConfig), dataJobConfig.MaxTaskNumber);
}
}
}
}
else
{
Console.WriteLine("今天不是交易日。");
}
return(true);
}
private void BtnClearRedis_Click(object sender, EventArgs e)
{
TradeDataAccessor.ClearRedis();
}
static void Main(string[] args)
{
//string[] testSymbols = new string[] { "SZSE.002434", "SZSE.888888", "SHSE.603186", "SHSE.000001" };
////腾讯数据测试
//Console.WriteLine("tencent testing....");
//TencentCollector tc = new TencentCollector();
//Dictionary<string, Tick> data = tc.Current(testSymbols);
//foreach (KeyValuePair<string, Tick> kvp in data)
//{
// Console.WriteLine("{0}:{1}", kvp.Key, kvp.Value);
//}
//Console.ReadKey();
//Console.WriteLine();
////List<Trade> data1 = tc.LastDayTrades("SZSE.002361");
////foreach (Trade trade in data1)
////{
//// Console.WriteLine(trade.ToString());
////}
////Console.ReadKey();
////Console.WriteLine();
////掘金数据测试
//Console.WriteLine("gm testing....");
//GMCollector gc = new GMCollector();
//data = gc.Current(testSymbols);
//foreach (KeyValuePair<string, Tick> kvp in data)
//{
// Console.WriteLine("{0}:{1}", kvp.Key, kvp.Value);
//}
//Console.WriteLine();
////data1 = gc.HistoryTrades("SZSE.002361", "2019-01-18 11:26:50");
////foreach (Trade trade in data1)
////{
//// Console.WriteLine(trade.ToString());
////}
////Console.ReadKey();
////Console.WriteLine();
//Console.WriteLine("neteasy testing....");
//NeteasyCollector nc = new NeteasyCollector();
//data = nc.Current(testSymbols);
//foreach (KeyValuePair<string, Tick> kvp in data)
//{
// Console.WriteLine("{0}:{1}", kvp.Key, kvp.Value);
//}
//Console.WriteLine();
//Console.WriteLine("sina testing....");
//SinaCollector sc = new SinaCollector();
//data = sc.Current(testSymbols);
//foreach (KeyValuePair<string, Tick> kvp in data)
//{
// Console.WriteLine("{0}:{1}", kvp.Key, kvp.Value);
//}
//Console.WriteLine("eastmoney testing....");
//EastMoneyCollector ec = new EastMoneyCollector();
////data1 = ec.LastDayTrades("SZSE.002361");
////foreach (Trade trade in data1)
////{
//// Console.WriteLine(trade.ToString());
////}
////data = ec.Current(testSymbols);
//foreach (KeyValuePair<string, Tick> kvp in data)
//{
// Console.WriteLine("{0}:{1}", kvp.Key, kvp.Value);
//}
//Console.WriteLine();
//Console.ReadKey();
//Console.WriteLine();
//RedisHelper.Set("test1", 123);
//RedisHelper.Set("test2", 456);
//RedisHelper.Set("test3", 789);
//RedisHelper.Set("sr", 321);
//foreach (var key in RedisHelper.GetKeys( "*test*"))
//{
// Console.WriteLine(key);
//}
//Console.ReadKey();
//Console.WriteLine();
//IJob job = new Min1Job("HistoryBars", "TradeDataCollector.SinaCollector", new string[] { "SHSE.600025" }, DateTime.Today);
// string influxUrl = "http://localhost:8086/";
// string username = "******";
// string password = "******";
// InfluxDbClient _instance = new InfluxDbClient(influxUrl, username, password, InfluxDbVersion.Latest);
//string query = "select * from \"Bar.60\" where \"Symbol\"='SHSE.600025'" ;
//var series = _instance.Client.QueryAsync(query, "Finance").Result;
//Console.WriteLine(series.Count());
//foreach(var serie in series)
//{
// Console.WriteLine(serie.Values.Count());
//}
//Console.ReadKey();
//IEnumerable<SerieSet> ret = _instance.Serie.GetSeriesAsync("Finance").Result;
//foreach (SerieSet ss in ret)
//{
// Console.WriteLine(ss.Name);
// Console.WriteLine(ss.Series[0].Key);
//}
//Console.ReadKey();
List <Instrument> instruments = TradeDataAccessor.GetInstruments();
foreach (Instrument inst in instruments)
{
Console.WriteLine(inst.Symbol);
}
Console.ReadKey();
}