/// <summary>
/// 更新指令
/// </summary>
/// <param name="command"></param>
/// <returns></returns>
public static string Update(Command command)
{
try
{
MongoDBHelper <Command> mongo = new MongoDBHelper <Command>();
var query = new QueryDocument();
query.Add("_id", command._id);
var update = new UpdateDocument();
update.Add("CommandState", command.CommandState);
update.Add("AnswerDate", command.AnswerDate);
update.Add("AnswerData", command.AnswerData);
update.Add("ControlCode", command.ControlCode);
update.Add("DataCommand", command.DataCommand);
update.Add("DataLength", command.DataLength);
update.Add("TaskID", command.TaskID);
update.Add("Identification", command.Identification);
update.Add("Order", command.Order);
mongo.Update(CollectionNameDefine.CommandCollectionName, query, update);
}
catch (Exception e)
{
return(e.Message);
}
return("");
}
public bool Update(string collectionName, IDictionary <string, object> condition, IDictionary <string, object> forUpdate)
{
var collection = GetCollection(collectionName);
if (collection == null)
{
throw new InvalidOperationException(string.Format("fail to get collection [{0}]", collectionName));
}
if (condition == null || forUpdate == null)
{
return(false);
}
if (!condition.Any() || !forUpdate.Any())
{
return(false);
}
var query = new QueryDocument();
query.Add(condition, condition.Keys);
var update = new UpdateDocument();
var setDictionary = new Dictionary <string, object>();
foreach (var updatePair in forUpdate)
{
var updateDictionary = updatePair.Value as IDictionary <string, object>;
if (updateDictionary != null)
{
var pushDoc = new BsonDocument(updateDictionary);
update.Add("$push", new BsonDocument().Add(updatePair.Key, pushDoc));
}
else
{
setDictionary.Add(updatePair.Key, updatePair.Value);
}
}
if (setDictionary.Any())
{
var setDoc = new BsonDocument(setDictionary);
update.Add("$set", setDoc);
}
collection.Update(query, update);
return(true);
}
static void Main(string[] args)
{
// TO DO: Add your code here
MongoClient client = new MongoClient("mongodb://localhost:27017");
MongoServer server = client.GetServer();
MongoDatabase database = server.GetDatabase("FinanceLast");
MongoCollection <BsonDocument> collection = database.GetCollection <BsonDocument>("RandomTradeRecords");
foreach (BsonDocument aRecord in collection.FindAll())
{
int traded = 0;
int oriInside = 0;
if (aRecord["HoldingPeriod"] == 1)
{
oriInside = 0;
}
else if (aRecord["HoldingPeriod"] > 1)
{
oriInside = 1;
}
traded = Math.Abs((int)aRecord["Inside"] - oriInside);
QueryDocument query = new QueryDocument(new BsonElement("_id", aRecord["_id"]));
UpdateDocument update = new UpdateDocument();
QueryDocument query2 = new QueryDocument();
query2.Add(new BsonElement("OriInside", oriInside));
query2.Add(new BsonElement("Traded", traded));
update.Add(new BsonElement("$set", query2));
collection.Update(query, update);
}
}
public static void UpdateNextTradeDate(string _id, string nextTradeDateString)
{
QueryDocument query = new QueryDocument(new BsonElement("_id", new BsonObjectId(_id)));
UpdateDocument update = new UpdateDocument();
update.Add(new BsonElement("$set", new BsonDocument(new BsonElement("NextTradeDate", nextTradeDateString))));
collection.Update(query, update);
}
public static void UpdateClosedRecord(string dateString, string symbol, int holdingPeriod, float profit)
{
BsonElement[] eleArray = new BsonElement[3];
eleArray[0] = new BsonElement("Symbol", symbol);
eleArray[1] = new BsonElement("Date", dateString);
eleArray[2] = new BsonElement("Closed", false);
QueryDocument query = new QueryDocument(eleArray);
UpdateDocument update = new UpdateDocument();
BsonElement[] eleArray1 = new BsonElement[3];
eleArray1[0] = new BsonElement("HoldingPeriod", holdingPeriod);
eleArray1[1] = new BsonElement("Profit", profit);
eleArray1[2] = new BsonElement("Closed", true);
update.Add(new BsonElement("$set", new BsonDocument(eleArray1)));
collection.Update(query, update);
}
public void Update()
{
MongoDBHelper<File> mongo = new MongoDBHelper<File>();
var query = new QueryDocument();
query.Add("_id", this._id);
var update = new UpdateDocument();
update.Add("MAC", this.MAC);
update.Add("FileName", this.FileName);
update.Add("Length", this.Length);
update.Add("State", this.State);
update.Add("TotalSeg", this.TotalSeg);
update.Add("segIndex", this.segIndex);
update.Add("Data", this.Data);
mongo.Update(LCD.FileCollectionName, query, update);
}
private void btn_test_Click(object sender, EventArgs e)
{
MongoCollection collection = MongoHelper.base_db.GetCollection("user");
QueryDocument query_doc = MongoHelper.get_query_from_str("{}");
UpdateDocument update_doc = new UpdateDocument();
collection.Update(query_doc, update_doc);
update_doc.Add("$set", new BsonDocument()
{
{ "test", "test" }
});
QueryDocument doc_query = new QueryDocument()
{
{ "", "" }, { "", "" }
};
}
public string TaskCompile(Task task)
{
MongoDBHelper <Task> mongo = new MongoDBHelper <Task>();
var query = new QueryDocument();
query.Add("_id", task._id);
var update = new UpdateDocument();
update.Add("TaskState", task.TaskState);
update.Add("Finished", QuShi.getDate());
update.Add("MeterMac", task.MeterMac);
update.Add("TaskDate", task.TaskDate);
update.Add("TaskID", task.TaskID);
update.Add("TaskType", task.TaskType);
update.Add("TaskSource", task.TaskSource == null ?"":task.TaskSource);
//update.Add("CommandList", task.CommandList);
return(mongo.Update(CollectionNameDefine.TaskCollectionName, query, update));
}
public string UpdateMeter(Meter meter)
{
MongoDBHelper <Meter> mongo = new MongoDBHelper <Meter>();
var query = new QueryDocument();
query.Add("_id", meter._id);
var update = new UpdateDocument();
update.Add("MeterID", meter.MeterID);
update.Add("UserID", meter.UserID == null?"":meter.UserID);
update.Add("Mac", meter.Mac);
update.Add("MKeyVer", meter.MKeyVer);
update.Add("Key", meter.Key);
update.Add("MeterType", meter.MeterType);
update.Add("TotalAmount", (double)meter.TotalAmount);
update.Add("TotalTopUp", (double)meter.TotalTopUp);
update.Add("SettlementType", meter.SettlementType);
update.Add("SettlementDay", meter.SettlementDay);
update.Add("SettlementMonth", meter.SettlementMonth);
update.Add("ValveState", meter.ValveState);
update.Add("MeterState", meter.MeterState);
update.Add("PriceCheck", meter.PriceCheck);
update.Add("LastTopUpSer", meter.LastTopUpSer);
update.Add("LastJiaoShiDate", meter.LastJiaoShiDate == null ? DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss") : meter.LastJiaoShiDate);
update.Add("IsUsedLadder", meter.IsUsedLadder);
update.Add("Ladder", meter.Ladder);
update.Add("Price1", (double)meter.Price1);
update.Add("Price2", (double)meter.Price2);
update.Add("Price3", (double)meter.Price3);
update.Add("Price4", (double)meter.Price4);
update.Add("Price5", (double)meter.Price5);
update.Add("Gas1", (double)meter.Gas1);
update.Add("Gas2", (double)meter.Gas2);
update.Add("Gas3", (double)meter.Gas3);
update.Add("Gas4", (double)meter.Gas4);
update.Add("LastSettlementAmount", (double)meter.LastSettlementAmount);
update.Add("LastTotal", (double)meter.LastTotal);
//update.Add("MeterType", meter.MeterType);
update.Add("NextSettlementPointGas", (double)meter.NextSettlementPointGas);//下一个结算点气量
update.Add("CurrentLadder", meter.CurrentLadder);
update.Add("CurrentPrice", (double)meter.CurrentPrice);
update.Add("LastGasPoint", (double)meter.LastGasPoint);
update.Add("CurrentBalance", (double)meter.CurrentBalance);
update.Add("LJMoney", (double)meter.LJMoney);
update.Add("SettlementDateTime", meter.SettlementDateTime == null ? "":meter.SettlementDateTime);
update.Add("IsDianHuo", meter.IsDianHuo);
update.Add("IsPricing", meter.IsPricing);
update.Add("BillID", meter.BillID);
update.Add("TiaoJiaPointGas", (double)meter.TiaoJiaPointGas);
if (meter.PricingPlan != null)
{
MongoDB.Bson.BsonDocument b = new MongoDB.Bson.BsonDocument();
b.Add("IsUsedLadder", meter.PricingPlan.IsUsedLadder);
b.Add("Ladder", meter.PricingPlan.Ladder);
b.Add("Price1", (double)meter.PricingPlan.Price1);
b.Add("Gas1", (double)meter.PricingPlan.Gas1);
b.Add("Price2", (double)meter.PricingPlan.Price2);
b.Add("Gas2", (double)meter.PricingPlan.Gas2);
b.Add("Price3", (double)meter.PricingPlan.Price3);
b.Add("Gas3", (double)meter.PricingPlan.Gas3);
b.Add("Price4", (double)meter.PricingPlan.Price4);
b.Add("Gas4", (double)meter.PricingPlan.Gas4);
b.Add("Price5", (double)meter.PricingPlan.Price5);
b.Add("MeterType", meter.PricingPlan.MeterType);
b.Add("UseDate", meter.PricingPlan.UseDate);
update.Add("PricingPlan", b);
}
mongo.Update(CollectionNameDefine.MeterCollectionName, query, update);
return("");
}
public void Update()
{
MSimulator simulator = this;
MongoDBHelper <MSimulator> mongo = new MongoDBHelper <MSimulator>();
var query = new QueryDocument();
query.Add("_id", simulator._id);
var update = new UpdateDocument();
update.Add("Mac", this.Mac);
update.Add("Key", simulator.Key);
update.Add("MKeyVer", simulator.MKeyVer);
update.Add("周期", simulator.周期);
update.Add("PriceCheck", simulator.PriceCheck);
update.Add("ValveState", simulator.ValveState);
update.Add("TotalAmount", simulator.TotalAmount.ToString("0.0000"));
update.Add("MeterState", simulator.MeterState == null ? "0" : simulator.MeterState);
update.Add("MeterType", simulator.MeterType);
update.Add("TotalTopUp", (double)simulator.TotalTopUp);
update.Add("hostname", simulator.hostname);
update.Add("port", simulator.port);
update.Add("SettlementType", simulator.SettlementType == null ? "00" : simulator.SettlementType);
update.Add("SettlementDay", simulator.SettlementDay);
update.Add("SettlementMonth", simulator.SettlementMonth);
update.Add("IsUsedLadder", simulator.IsUsedLadder);
update.Add("Ladder", simulator.Ladder);
update.Add("Price1", (double)simulator.Price1);
update.Add("Gas1", (double)simulator.Gas1);
update.Add("Price2", (double)simulator.Price2);
update.Add("Gas2", (double)simulator.Gas2);
update.Add("Price3", (double)simulator.Price3);
update.Add("Gas3", (double)simulator.Gas3);
update.Add("Price4", (double)simulator.Price4);
update.Add("Gas4", (double)simulator.Gas4);
update.Add("Price5", (double)simulator.Price5);
update.Add("LastSettlementAmount", (double)simulator.LastSettlementAmount);
update.Add("LastTotal", (double)simulator.LastTotal);
update.Add("CurrentBalance", (double)simulator.CurrentBalance);
update.Add("出厂状态", simulator.出厂状态);
update.Add("NextSettlementPointGas", (double)simulator.NextSettlementPointGas);//下一个结算点气量
update.Add("CurrentLadder", simulator.CurrentLadder);
update.Add("CurrentPrice", (double)simulator.CurrentPrice);
update.Add("LastGasPoint", (double)simulator.LastGasPoint);
update.Add("SettlementDateTime", simulator.SettlementDateTime);
//if (this.PricingPlan != null)
//{
// MongoDB.Bson.BsonDocument b = new MongoDB.Bson.BsonDocument();
// b.Add("IsUsedLadder", this.PricingPlan.IsUsedLadder);
// b.Add("Ladder", this.PricingPlan.Ladder);
// b.Add("Price1", (double)this.PricingPlan.Price1);
// b.Add("Gas1", (double)this.PricingPlan.Gas1);
// b.Add("Price2", (double)this.PricingPlan.Price2);
// b.Add("Gas2", (double)this.PricingPlan.Gas2);
// b.Add("Price3", (double)this.PricingPlan.Price3);
// b.Add("Gas3", (double)this.PricingPlan.Gas3);
// b.Add("Price4", (double)this.PricingPlan.Price4);
// b.Add("Gas4", (double)this.PricingPlan.Gas4);
// b.Add("Price5", (double)this.PricingPlan.Price5);
// b.Add("MeterType", this.PricingPlan.MeterType);
// b.Add("UseDate", this.PricingPlan.UseDate);
// update.Add("PricingPlan", b);
//}
mongo.Update(TaskCollectionName, query, update);
if (this.OnJiliang != null)
{
this.OnJiliang(this);
}
}
/// <summary>
/// This method stores a burrito.
/// </summary>
/// <param name="b">The burrito object to store</param>
/// <returns>Success/Failure</returns>
public Boolean storeBurrito(Burrito b)
{
dLog.Info("Entering method storeBurrito | ID: " + b.id);
Boolean result = false;
try
{
MongoServer server = MongoServer.Create();
MongoDatabase db = server.GetDatabase("neatoBurrito");
//MongoCredentials credentials = new MongoCredentials("username", "password");
//MongoDatabase salaries = server.GetDatabase("salaries", credentials);
using (server.RequestStart(db))
{
MongoCollection <BsonDocument> coll = db.GetCollection("burrito");
var query = new QueryDocument("id", b.id);
dLog.Debug("Finding if burrito exists");
BsonDocument myDoc = coll.FindOne(query);
query.Add("beef", b.Beef);
query.Add("blackBeans", b.BlackBeans);
query.Add("brownRice", b.BrownRice);
query.Add("chicken", b.Chicken);
query.Add("chiliTortilla", b.ChiliTortilla);
query.Add("cucumber", b.Cucumber);
query.Add("flourTortilla", b.FlourTortilla);
query.Add("guacamole", b.Guacamole);
query.Add("herbGarlicTortilla", b.HerbGarlicTortilla);
query.Add("hummus", b.Hummus);
query.Add("jalapenoCheddarTortilla", b.JalapenoCheddarTortilla);
query.Add("jalapenos", b.Jalapenos);
query.Add("lettuce", b.Lettuce);
query.Add("onion", b.Onion);
query.Add("orderID", b.orderID);
query.Add("pintoBeans", b.PintoBeans);
query.Add("price", b.Price.ToString());
query.Add("salsaPico", b.SalsaPico);
query.Add("salsaSpecial", b.SalsaSpecial);
query.Add("salsaVerde", b.SalsaVerde);
query.Add("tomatoBasilTortilla", b.TomatoBasilTortilla);
query.Add("tomatoes", b.Tomatoes);
query.Add("wheatTortilla", b.WheatTortilla);
query.Add("whiteRice", b.WhiteRice);
//ensure we were passed a valid object before attempting to write
if (myDoc == null)
{
dLog.Debug("Inserting burrito");
coll.Insert(query);
result = true;
}
else
{
var update = new UpdateDocument();
update.Add(query.ToBsonDocument());
dLog.Debug("Updating burrito");
dLog.Debug("myDoc: " + myDoc.ToString());
dLog.Debug("update Query: " + update.ToString());
SafeModeResult wr = coll.Update(new QueryDocument("id", b.id), update, SafeMode.True);
dLog.Debug("SafeModeResult: " + wr.Ok);
if (wr.LastErrorMessage == null && wr.Ok)
{
result = true;
}
else
{
dLog.Debug("SafeModeResult: " + wr.LastErrorMessage);
}
}
}
}
catch (Exception e2)
{
dLog.Error("Exception in storeBurrito: " + e2.Message);
}
finally
{
//using statement above already calls RequestDone()
}
return(result);
}
public void RequestAddFriend(string ownerUsername, string friendUsername, string remark, string groupName, string message,
RequestAddFriendUpdateFlags flags)
{
var db = GetDatabase();
var collection = db.GetCollection("friend_request");
var queryDoc = new QueryDocument();
queryDoc.Add("OwnerUsername", ownerUsername.ToLower());
queryDoc.Add("FriendUsername", friendUsername.ToLower());
var cur = collection.Find(queryDoc);
cur.Limit = 1;
UpdateDocument updateDoc = new UpdateDocument();
if (cur.Size() > 0)
{
foreach (var item in cur)
{
updateDoc.Add(item);
}
}
else
{
updateDoc.Add("OwnerUsername", ownerUsername.ToLower());
updateDoc.Add("FriendUsername", friendUsername.ToLower());
}
if (flags == RequestAddFriendUpdateFlags.UpdateAll || (flags & RequestAddFriendUpdateFlags.UpdateRemark) ==
RequestAddFriendUpdateFlags.UpdateRemark)
{
if (remark == null && updateDoc.Contains("Remark"))
{
updateDoc.Remove("Remark");
}
else if (remark != null)
{
updateDoc.Set("Remark", remark);
}
}
if (flags == RequestAddFriendUpdateFlags.UpdateAll || (flags & RequestAddFriendUpdateFlags.UpdateMessage) ==
RequestAddFriendUpdateFlags.UpdateMessage)
{
if (message == null && updateDoc.Contains("Message"))
{
updateDoc.Remove("Message");
}
else if (message != null)
{
updateDoc.Set("Message", message);
}
}
if (flags == RequestAddFriendUpdateFlags.UpdateAll || (flags & RequestAddFriendUpdateFlags.UpdateGroup) ==
RequestAddFriendUpdateFlags.UpdateGroup)
{
if (groupName == null && updateDoc.Contains("GroupName"))
{
updateDoc.Remove("GroupName");
}
else if (groupName != null)
{
updateDoc.Set("GroupName", groupName);
}
}
updateDoc.Set("Time", DateTime.Now);
collection.Update(queryDoc, updateDoc, UpdateFlags.Upsert);
}
/// <summary>
/// This method stores a order.
/// </summary>
/// <param name="o">The order object to store</param>
/// <returns>Success/Failure</returns>
public Boolean storeOrder(Order o)
{
dLog.Info("Entering method storeOrder | ID: " + o.id);
Boolean result = false;
try
{
MongoServer server = MongoServer.Create();
MongoDatabase db = server.GetDatabase("neatoBurrito");
//MongoCredentials credentials = new MongoCredentials("username", "password");
//MongoDatabase salaries = server.GetDatabase("salaries", credentials);
using (server.RequestStart(db))
{
MongoCollection <BsonDocument> coll = db.GetCollection("order");
var query = new QueryDocument("id", o.id);
dLog.Debug("Finding if order exists");
BsonDocument myDoc = coll.FindOne(query);
query.Add("isComplete", o.isComplete);
query.Add("isSubmitted", o.isSubmitted);
query.Add("orderDate", o.orderDate);
query.Add("totalCost", o.totalCost.ToString());
//ensure we were passed a valid object before attempting to write
if (myDoc == null)
{
dLog.Debug("Inserting order");
coll.Insert(query);
result = true;
}
else
{
var update = new UpdateDocument();
update.Add(query.ToBsonDocument());
dLog.Debug("Updating order");
dLog.Debug("myDoc: " + myDoc.ToString());
dLog.Debug("update Query: " + update.ToString());
SafeModeResult wr = coll.Update(new QueryDocument("id", o.id), update, SafeMode.True);
dLog.Debug("SafeModeResult: " + wr.Ok);
if (wr.LastErrorMessage == null && wr.Ok)
{
result = true;
}
else
{
dLog.Debug("SafeModeResult: " + wr.LastErrorMessage);
}
}
//now insert the burritos
if (result)
{
dLog.Debug("Trying to insert " + o.burritos.Count + " burritos");
var index = 0;
foreach (Burrito b in o.burritos)
{
b.orderID = o.id;
dLog.Debug("Set order ID " + o.id + " for burrito: " + index);
if (b.validate())
{
dLog.Debug("Storing burrito: " + index);
result = burritoSvc.storeBurrito(b);
}
index++;
}
}
}
}
catch (Exception e2)
{
dLog.Error("Exception in storeBurrito: " + e2.Message);
}
finally
{
//using statement above already calls RequestDone()
}
return(result);
}
public virtual void Save()
{
//修正持仓周期
if (HasPosition && this.holdingPeriod < 1)
{
this.holdingPeriod = 1; //当天入场的
}
if (this.holdingPeriod < 1)
{
return;
}
//提取日线，分线数据，还有大盘的数据
string symbol = this.instrument.Symbol;
Instrument indexInst = null;
if (symbol.IndexOf("SHSE.") >= 0)
{
indexInst = InstrumentManager.Instruments["SHSE.000001"];
}
else if (symbol.IndexOf("SZSE.3") >= 0)
{
indexInst = InstrumentManager.Instruments["SZSE.399006"];
}
else
{
indexInst = InstrumentManager.Instruments["SZSE.399001"];
}
//指数的日线和分线
BarSeries indexDaily = this.getDailySeries(indexInst);
if (indexDaily.Count <= 0)
{
this.readLastNDailys(indexInst, this.indexDailyPeriod - 1);
this.addTodayDaily(indexInst);
}
BarSeries indexMin5 = this.getMin5Series(indexInst);
if (indexMin5.Count <= 0)
{
this.readLastNMin5s(indexInst, this.indexMin5Period);
}
//股票的日线和分线
BarSeries stockDaily = this.getDailySeries(this.instrument);
if (stockDaily.Count <= 0)
{
this.readLastNDailys(this.instrument, this.dailyPeriod - 1);
}
BarSeries stockMin5 = this.getMin5Series(this.instrument);
if (stockMin5.Count <= 0)
{
this.readLastNMin5s(this.instrument, this.min5Period);
}
if (stockDaily.Count < 1)
{
return; //没有日线的不记录
}
//计算当天的奖赏
double rewardForInside = 0.0; //在场内的奖赏
double rewardForOutside = 0.0; //在场外的奖赏
if (this.holdingPeriod == 1)
{
rewardForInside = Math.Log(this.lastPrice / Position.EntryPrice);
}
else if (this.holdingPeriod > 1)
{
rewardForInside = Math.Log(this.lastPrice / stockDaily.Last.Close);
rewardForOutside = Math.Log(this.lastPriceWhenDeal / stockDaily.Last.Close);
}
//Console.WriteLine("symbol:{0} --- last price is {1} --- entry Price is {2},has {3} ticks",
// this.instrument.Symbol,this.lastPrice,Position.EntryPrice,this.Trades[this.instrument].Count);
//当天的日线,交易决断前一刻的数据
this.addTodayDaily(this.instrument);
//正规化数据
List <NormalizedBar> indexNormalizedDaily = this.NormalizeBars(indexDaily);
List <NormalizedBar> indexNormalizedMin5 = this.NormalizeBars(indexMin5);
List <NormalizedBar> stockNormalizedDaily = this.NormalizeBars(stockDaily);
List <NormalizedBar> stockNormalizedMin5 = this.NormalizeBars(stockMin5);
//写入数据库
try{
this.initDB();
string curDateString = Clock.Now.Date.ToString("yyyy-MM-dd");
//周期大于1且当天停盘没有交易的,不插入新记录，但要修改之前记录的下一个交易日期
TradeArray trades = this.Trades[this.instrument];
if (this.holdingPeriod > 1 &&
(trades.Count <= 0 || trades.LastDateTime < Clock.Now.Date))
{
Console.WriteLine("证券{0}:今日没有交易", this.instrument.Symbol);
BsonElement[] eleArray2 = new BsonElement[3];
eleArray2[0] = new BsonElement("NextTradeDate", curDateString);
eleArray2[1] = new BsonElement("Symbol", this.instrument.Symbol);
eleArray2[2] = new BsonElement("Inside", 1);
QueryDocument query2 = new QueryDocument(eleArray2);
UpdateDocument update = new UpdateDocument();
update.Add(new BsonElement("$set", new QueryDocument(new BsonElement("NextTradeDate", (string)this.strategy.Global["NextTradeDate"]))));
this.collection.Update(query2, update);
return;
}
//如果当天已写入记录，先删除
BsonElement[] eleArray = new BsonElement[2];
eleArray[0] = new BsonElement("Date", curDateString);
eleArray[1] = new BsonElement("Symbol", this.instrument.Symbol);
QueryDocument query = new QueryDocument(eleArray);
this.collection.Remove(query);
//写入在场外的记录，如果是第一天，则是假设没有买入，如果是第二天及以后，则是假设卖出
//此情况下，下一交易日为空
BsonElement[] eleArray1 = new BsonElement[12];
eleArray1[0] = new BsonElement("Date", curDateString);
eleArray1[1] = new BsonElement("Symbol", this.instrument.Symbol);
eleArray1[2] = new BsonElement("HoldingPeriod", this.holdingPeriod);
eleArray1[3] = new BsonElement("Inside", 0); //当前是否在场内
eleArray1[4] = new BsonElement("IndexDaily", this.GetBsonArrayFromBars(indexNormalizedDaily));
eleArray1[5] = new BsonElement("IndexMin5", this.GetBsonArrayFromBars(indexNormalizedMin5));
eleArray1[6] = new BsonElement("StockDaily", this.GetBsonArrayFromBars(stockNormalizedDaily));
eleArray1[7] = new BsonElement("StockMin5", this.GetBsonArrayFromBars(stockNormalizedMin5));
eleArray1[8] = new BsonElement("Reward", rewardForOutside);
eleArray1[9] = new BsonElement("NextTradeDate", "");
BsonDocument insert = new BsonDocument(eleArray1);
this.collection.Insert(insert);
//写入在场内的记录，如果是第一天，则是买入，如果是第二天及以后，则是继续持有
eleArray1 = new BsonElement[10];
eleArray1[0] = new BsonElement("Date", curDateString);
eleArray1[1] = new BsonElement("Symbol", this.instrument.Symbol);
eleArray1[2] = new BsonElement("HoldingPeriod", this.holdingPeriod);
eleArray1[3] = new BsonElement("Inside", 1); //当前是否在场内
eleArray1[4] = new BsonElement("IndexDaily", this.GetBsonArrayFromBars(indexNormalizedDaily));
eleArray1[5] = new BsonElement("IndexMin5", this.GetBsonArrayFromBars(indexNormalizedMin5));
eleArray1[6] = new BsonElement("StockDaily", this.GetBsonArrayFromBars(stockNormalizedDaily));
eleArray1[7] = new BsonElement("StockMin5", this.GetBsonArrayFromBars(stockNormalizedMin5));
eleArray1[8] = new BsonElement("Reward", rewardForInside);
//已到了持仓周期限制，并且确实已卖出的，下一交易日为空
if (this.holdingPeriod >= this.holdingPeriodLimit && (!HasPosition))
{
eleArray1[9] = new BsonElement("NextTradeDate", "");
}
else
{
eleArray1[9] = new BsonElement("NextTradeDate", (string)this.strategy.Global["NextTradeDate"]);
}
insert = new BsonDocument(eleArray1);
this.collection.Insert(insert);
}catch (Exception ex) {
Console.WriteLine(ex.Message);
}
}
protected override FrameDLRObject ParseExpress(FrameDLRObject obj)
{
var rtn = FrameDLRObject.CreateInstance();
var query = new QueryDocument(true);
var update = new UpdateDocument(true);
FrameDLRObject insert = FrameDLRObject.CreateInstance(FrameDLRFlags.SensitiveCase);
var fields = new FieldsBuilder();
var collectionname = "";
foreach (var k in obj.Keys)
{
if (k.StartsWith("$"))
{
if (k.ToLower() == "$where")
{
WhereExpress((FrameDLRObject)obj.GetValue(k), query, fields);
}
else if (k.ToLower() == "$table")
{
if (obj.GetValue(k) is string)
{
collectionname = ComFunc.nvl(obj.GetValue(k));
}
}
}
else
{
var v = obj.GetValue(k);
if (this.CurrentAct == ActType.Query)
{
if (v is bool)
{
var bisinclude = (bool)v;
if (bisinclude)
{
fields.Include(k);
}
else
{
fields.Exclude(k);
}
}
}
else if (this.CurrentAct == ActType.Insert)
{
insert.SetValue(k, v);
}
else
{
if (!(v is FrameDLRObject))
{
update.Add(k, BsonValue.Create(v));
}
}
}
}
rtn.query = query;
rtn.update = update;
rtn.insert = insert;
rtn.fields = fields;
rtn.table = collectionname;
return(rtn);
}
/// <summary>
/// This method stores a employee.
/// </summary>
/// <param name="e">The employee object to store</param>
/// <returns>Success/Failure</returns>
public Boolean storeEmployee(Employee e)
{
dLog.Info("Entering method storeEmployee | ID: " + e.id);
Boolean result = false;
try
{
MongoServer server = MongoServer.Create();
MongoDatabase db = server.GetDatabase("neatoBurrito");
//MongoCredentials credentials = new MongoCredentials("username", "password");
//MongoDatabase salaries = server.GetDatabase("salaries", credentials);
using (server.RequestStart(db))
{
MongoCollection <BsonDocument> coll = db.GetCollection("employee");
var query = new QueryDocument("id", e.id);
dLog.Debug("Finding if employee exists");
BsonDocument myDoc = coll.FindOne(query);
query.Add("firstName", e.firstName);
query.Add("isManager", e.isManager);
query.Add("lastName", e.lastName);
//ensure we were passed a valid object before attempting to write
if (myDoc == null)
{
dLog.Debug("Inserting employee");
coll.Insert(query);
result = true;
}
else
{
var update = new UpdateDocument();
update.Add(query.ToBsonDocument());
dLog.Debug("Updating employee");
dLog.Debug("myDoc: " + myDoc.ToString());
dLog.Debug("update Query: " + update.ToString());
SafeModeResult wr = coll.Update(new QueryDocument("id", e.id), update, SafeMode.True);
dLog.Debug("SafeModeResult: " + wr.Ok);
if (wr.LastErrorMessage == null && wr.Ok)
{
result = true;
}
else
{
dLog.Debug("SafeModeResult: " + wr.LastErrorMessage);
}
}
}
}
catch (Exception e2)
{
dLog.Error("Exception in storeEmployee: " + e2.Message);
}
finally
{
//using statement above already calls RequestDone()
}
return(result);
}
static void Main(string[] args)
{
// TO DO: Add your code here
int dailyPeriod = 40; //日线周期
int min5Period = 10; //分线周期
int indexDailyPeriod = 10;
int indexMin5Period = 10;
int holdingPeriodLimit = 5; //持仓周期限制
MongoClient client = new MongoClient("mongodb://localhost:27017");
MongoServer server = client.GetServer();
MongoDatabase database = server.GetDatabase("FinanceLast");
//读取交易日期
List <DateTime> dates = new List <DateTime>();
MongoCollection <BsonDocument> collection = database.GetCollection <BsonDocument>("TradeDates");
foreach (BsonDocument record in collection.FindAll())
{
DateTime date = DateTime.Parse(record["Date"].ToString());
dates.Add(date);
}
//
collection = database.GetCollection <BsonDocument>("RandomTradeStatistics");
SimulationDataProvider sdp = (SimulationDataProvider)ProviderManager.MarketDataSimulator;
List <string> activeSymbols = new List <String>();
activeSymbols.AddRange(sdp.GetSymbols("SHSE", 1));
activeSymbols.AddRange(sdp.GetSymbols("SZSE", 1));
DateTime beginDate = new DateTime(2017, 12, 11);
DateTime endDate = new DateTime(2017, 12, 31);
DateTime curDate = beginDate;
Dictionary <string, RandomTradeRecord> randomTradeRecordDict = new Dictionary <string, RandomTradeRecord>();
while (curDate <= endDate)
{
//sdp.Connect();
string curDateString = curDate.ToString("yyyy-MM-dd");
Console.WriteLine("当前日期是{0}", curDateString);
int i = dates.IndexOf(curDate);
if (i < 0)
{
Console.WriteLine("今天不是交易日。");
}
else
{
DateTime nextTradeDate = curDate.AddDays(1);
if (i + 1 < dates.Count)
{
nextTradeDate = dates[i + 1];
}
string nextTradeDateString = nextTradeDate.ToString("yyyy-MM-dd");
DateTime dealTime = curDate.Add(new TimeSpan(10, 20, 0));
DateTime closeTime = curDate.Add(new TimeSpan(15, 3, 0));
//处理已有的头寸
QueryDocument query = new QueryDocument(new BsonElement("NextTradeDate", curDateString));
foreach (BsonDocument record in collection.Find(query))
{
RandomTradeRecord aTradeRecord = new RandomTradeRecord();
aTradeRecord._id = record["_id"].ToString();
aTradeRecord.Symbol = record["Symbol"].ToString();
aTradeRecord.HoldingPeriod = (int)record["HoldingPeriod"] + 1;
randomTradeRecordDict.Add(aTradeRecord.Symbol, aTradeRecord);
}
//获取最新价格，排序，然后随机选择入场
Dictionary <String, Trade> lastTrades = sdp.GetLastTrades(activeSymbols.ToArray(), dealTime);
List <string> symbols = new List <string>();
foreach (KeyValuePair <String, Trade> kvp in lastTrades)
{
if (kvp.Value == null)
{
continue;
}
GMTrade gmTrade = (GMTrade)kvp.Value;
if (gmTrade.Price <= 0)
{
continue;
}
if (gmTrade.Price == gmTrade.UpperLimit)
{
continue;
}
if (gmTrade.Price / gmTrade.LastClose - 1 < 0)
{
continue;
}
if (randomTradeRecordDict.ContainsKey(kvp.Key))
{
continue;
}
symbols.Add(kvp.Key);
}
int total = symbols.Count;
Random randomer = new Random((int)DateTime.Now.Ticks);
int[] randomNumbers = new int[100];
for (int k = 0; k < 100; k++)
{
randomNumbers[k] = randomer.Next(total);
}
foreach (int r in randomNumbers)
{
string symbol = symbols[r];
if (!randomTradeRecordDict.ContainsKey(symbol))
{
RandomTradeRecord aTradeRecord = new RandomTradeRecord();
aTradeRecord.Symbol = symbol;
aTradeRecord.HoldingPeriod = 1;
randomTradeRecordDict.Add(aTradeRecord.Symbol, aTradeRecord);
}
}
symbols.Clear();
//如果当天已写入记录，先删除
query = new QueryDocument(new BsonElement("Date", curDateString));
collection.Remove(query);
foreach (RandomTradeRecord aTradeRecord in randomTradeRecordDict.Values)
{
//读取交易价格和收盘价格
Trade nextTrade = sdp.GetNextTrade(aTradeRecord.Symbol, dealTime);
if (nextTrade == null || nextTrade.DateTime.Date > curDate)
{
Console.WriteLine("Symbol {0} 在 {1} 时无法在下一笔成交", aTradeRecord.Symbol, dealTime);
aTradeRecord.PriceWhenDeal = 0.0;
}
else
{
aTradeRecord.PriceWhenDeal = nextTrade.Price;
}
Trade closeTrade = sdp.GetLastTrade(aTradeRecord.Symbol, closeTime);
if (closeTrade == null || closeTrade.DateTime.Date < curDate)
{
Console.WriteLine("Symbol {0} 今天没有收盘价", aTradeRecord.Symbol);
aTradeRecord.PriceWhenClose = 0.0;
}
else
{
aTradeRecord.PriceWhenClose = closeTrade.Price;
}
//没有交易价格和收盘价格则认为是停盘
if (aTradeRecord.PriceWhenDeal <= 0 && aTradeRecord.PriceWhenClose <= 0)
{
Console.WriteLine("证券{0}:今日没有交易", aTradeRecord.Symbol);
if (aTradeRecord.HoldingPeriod > 1)
{
query = new QueryDocument(new BsonElement("_id", aTradeRecord._id));
UpdateDocument update = new UpdateDocument();
update.Add(new BsonElement("$set", new BsonDocument(new BsonElement("NextTradeDate", nextTradeDateString))));
collection.Update(query, update);
}
continue;
}
//读取应指数的日线和5分线，证券的日线和分线
string indexSymbol = "";
if (aTradeRecord.Symbol.IndexOf("SHSE.") >= 0)
{
indexSymbol = "SHSE.000001";
}
else if (aTradeRecord.Symbol.IndexOf("SZSE.3") >= 0)
{
indexSymbol = "SZSE.399006";
}
else
{
indexSymbol = "SZSE.399001";
}
List <Daily> indexDailys = sdp.GetLastNDailys(indexSymbol, indexDailyPeriod, curDate);
List <Bar> indexMin5s = sdp.GetLastNBars(indexSymbol, 300, indexMin5Period, dealTime);
//***这里多加了当天日线，便于向前复权
List <Daily> stockDailys = sdp.GetLastNDailys(aTradeRecord.Symbol, dailyPeriod, curDate);
AdjustDailys(stockDailys);
List <Bar> stockMin5s = sdp.GetLastNBars(aTradeRecord.Symbol, 300, min5Period, dealTime);
//去掉当天日线后，获取昨日收盘价
int m = stockDailys.Count;
if (m < dailyPeriod)
{
continue;
}
if (stockDailys[m - 1].DateTime == curDate)
{
stockDailys.RemoveAt(m - 1);
}
else
{
stockDailys.RemoveAt(0);
}
double lastClose = stockDailys[stockDailys.Count - 1].Close;
//加入当天决断时刻的日线
Trade trade = lastTrades[aTradeRecord.Symbol];
if (trade == null)
{
continue;
}
Daily todayDaily = BuildDailyFormTrade((GMTrade)trade);
stockDailys.Add(todayDaily);
//正规化数据
List <NormalizedBar> indexNormalizedDailys = NormalizeBars(indexDailys);
List <NormalizedBar> indexNormalizedMin5s = NormalizeBars(indexMin5s);
List <NormalizedBar> stockNormalizedDailys = NormalizeBars(stockDailys);
List <NormalizedBar> stockNormalizedMin5s = NormalizeBars(stockMin5s);
//计算当天的奖赏
double rewardForInside = 0.0; //在场内的奖赏
double rewardForOutside = 0.0; //在场外的奖赏
if (aTradeRecord.HoldingPeriod == 1)
{
rewardForInside = Math.Log(aTradeRecord.PriceWhenClose / aTradeRecord.PriceWhenDeal);
}
else if (aTradeRecord.HoldingPeriod > 1)
{
rewardForInside = Math.Log(aTradeRecord.PriceWhenClose / lastClose);
rewardForOutside = Math.Log(aTradeRecord.PriceWhenDeal / lastClose);
}
//Console.WriteLine("{0}，{1}，{2}",aTradeRecord.PriceWhenDeal,aTradeRecord.PriceWhenClose,lastClosePrice);
//写入在场外的记录，如果是第一天，则是假设没有买入，如果是第二天及以后，则是假设卖出
//此情况下，下一交易日为空
BsonElement[] eleArray = new BsonElement[9];
eleArray[0] = new BsonElement("Date", curDateString);
eleArray[1] = new BsonElement("Symbol", aTradeRecord.Symbol);
eleArray[2] = new BsonElement("HoldingPeriod", aTradeRecord.HoldingPeriod);
eleArray[3] = new BsonElement("IndexDaily", GetBsonArrayFromBars(indexNormalizedDailys));
eleArray[4] = new BsonElement("IndexMin5", GetBsonArrayFromBars(indexNormalizedMin5s));
eleArray[5] = new BsonElement("StockDaily", GetBsonArrayFromBars(stockNormalizedDailys));
eleArray[6] = new BsonElement("StockMin5", GetBsonArrayFromBars(stockNormalizedMin5s));
BsonArray bsonArray = new BsonArray(2);
bsonArray.Add(rewardForInside);
bsonArray.Add(rewardForOutside);
eleArray[7] = new BsonElement("Reward", bsonArray);
//已到了持仓周期限制，卖出，下一交易日为空
if (aTradeRecord.HoldingPeriod >= holdingPeriodLimit)
{
eleArray[8] = new BsonElement("NextTradeDate", "");
}
else
{
eleArray[8] = new BsonElement("NextTradeDate", nextTradeDateString);
}
BsonDocument insert = new BsonDocument(eleArray);
collection.Insert(insert);
indexDailys.Clear();
indexMin5s.Clear();
stockDailys.Clear();
stockMin5s.Clear();
indexNormalizedDailys.Clear();
indexNormalizedMin5s.Clear();
stockNormalizedDailys.Clear();
stockNormalizedMin5s.Clear();
}
lastTrades.Clear();
randomTradeRecordDict.Clear();
Console.WriteLine("统计完毕。");
}
sdp.FlushAllSeries();
//sdp.Disconnect();
//为了防止内存溢出
GC.Collect();
GC.WaitForPendingFinalizers();
GC.Collect();
GC.WaitForFullGCApproach();
GC.WaitForFullGCComplete();
curDate = curDate.AddDays(1);
}
}