public List <IStep> GetAllSteps()
{
List <IStep> steps = new List <IStep>();
UpdatedDataInfo updatedDataInfo = new UpdatedDataInfo(DataConst.CSVPATH);
if (DateTime.Now.Hour > 19)
{
Step_SinaDownload step = new Step_SinaDownload();
steps.Add(step);
}
Step_TradingDay step_TradingDay = new Step_TradingDay();
steps.Add(step_TradingDay);
Step_CodeInfo step_CodeInfo = new Step_CodeInfo();
List <CodeInfo> allCodes = step_CodeInfo.GetAllCodes();
steps.Add(step_CodeInfo);
GetTradingTime(steps, allCodes, false);
GetTickSteps(steps, updatedDataInfo, allCodes);
GetKLineDataSteps(steps, updatedDataInfo, allCodes);
///*
// * 在准备更新的时候会将所有更新信息索引一次
// * 所以在准备完更新后保存一次
// */
//updatedDataInfo.Save();
return(steps);
}
private void GetTickSteps(List <IStep> steps, UpdatedDataInfo updatedDataInfo, List <CodeInfo> allCodes)
{
//List<CodeInfo> codes = dataUpdateHelper.GetNewCodes();
//必须要先更新合约，再更新指数
GetTickSteps(steps, GetNotIndexCodes(allCodes), updatedDataInfo);
GetTickSteps(steps, GetIndexCodes(allCodes), updatedDataInfo);
}
private List <IStep> GetAllStep_Varieties()
{
List <IStep> steps = new List <IStep>();
Step_CodeInfo step_CodeInfo = new Step_CodeInfo(dataUpdateHelper);
List <CodeInfo> allCodes = step_CodeInfo.GetAllCodes();
allCodes = FilterCodeInfo(allCodes, new string[] { "RB", "HC", "BU" });
GetTradingTime(steps, allCodes, true);
UpdatedDataInfo updatedDataInfo = new UpdatedDataInfo(targetDataPath);
ITradingDayReader tradingDayReader = dataUpdateHelper.GetAllTradingDayReader();
for (int i = 0; i < allCodes.Count; i++)
{
CodeInfo codeInfo = allCodes[i];
int startDate = codeInfo.Start;
if (startDate == 0)
{
startDate = tradingDayReader.FirstTradingDay;
}
int endDate = codeInfo.End;
if (endDate <= 0)
{
endDate = tradingDayReader.LastTradingDay;
}
List <int> tradingDays = new List <int>();
tradingDays.AddRange(tradingDayReader.GetTradingDays(startDate, endDate));
GetKLineDataSteps(steps, codeInfo, tradingDays, updatedDataInfo);
}
return(steps);
}
public Step_KLineData(CodeInfo codeInfo, List <int> dates, DataUpdateHelper dataUpdateHelper, UpdatedDataInfo updatedDataInfo, bool updateFillUp)
{
this.codeInfo = codeInfo;
this.dates = dates;
this.dataUpdateHelper = dataUpdateHelper;
this.updatedDataInfo = updatedDataInfo;
this.updateFillUp = updateFillUp;
}
private void GetTickSteps(List <IStep> steps, UpdatedDataInfo updatedDataInfo, List <CodeInfo> allCodes)
{
for (int i = 0; i < allCodes.Count; i++)
{
Step_TickData_Code step = new Step_TickData_Code(allCodes[i].Code);
steps.Add(step);
}
}
private void GetKLineDataSteps(List <IStep> steps, UpdatedDataInfo updatedDataInfo, List <CodeInfo> allCodes)
{
for (int i = 0; i < allCodes.Count; i++)
{
Step_KLineData step = new Step_KLineData(allCodes[i].Code);
steps.Add(step);
}
}
private void GetTickSteps(List <IStep> steps, List <CodeInfo> codes, UpdatedDataInfo updatedDataInfo)
{
for (int i = 0; i < codes.Count; i++)
{
CodeInfo codeInfo = codes[i];
string code = codeInfo.Code;
List <int> notUpdatedTradingDays;
ITradingDayReader tradingDayReader = dataUpdateHelper.GetAllTradingDayReader();
int lastUpdatedTickDate = updatedDataInfo.GetLastUpdatedTickData(code);
if (!updateFillUp && lastUpdatedTickDate >= 0)
{
int endDate;
if (codeInfo.End <= 0)
{
endDate = tradingDayReader.LastTradingDay;
}
else if (codeInfo.End < tradingDayReader.LastTradingDay)
{
endDate = codeInfo.End;
}
else
{
endDate = tradingDayReader.LastTradingDay;
}
if (lastUpdatedTickDate >= endDate)
{
continue;
}
int startDate = tradingDayReader.GetNextTradingDay(lastUpdatedTickDate);
if (startDate < 0)
{
continue;
}
IList <int> days = tradingDayReader.GetTradingDays(startDate, endDate);
if (days.Count == 0)
{
continue;
}
notUpdatedTradingDays = new List <int>(days);
}
else
{
notUpdatedTradingDays = dataUpdateHelper.GetNotUpdateTradingDays_TickData(code, updateFillUp);
if (notUpdatedTradingDays == null || notUpdatedTradingDays.Count == 0)
{
//updatedDataInfo.WriteUpdateInfo_Tick(code, tradingDayReader.LastTradingDay);
continue;
}
int startDate = notUpdatedTradingDays[0];
int lastUpdateDate = tradingDayReader.GetPrevTradingDay(startDate);
//updatedDataInfo.WriteUpdateInfo_Tick(code, lastUpdateDate);
}
GetTickSteps(steps, codeInfo, notUpdatedTradingDays, updatedDataInfo);
}
}
public List <IStep> GetAllSteps()
{
//return GetAllStep_Varieties();
if (dataProvider.GetAppointUpdate() != null)
{
return(GetAllStep_UpdateAppoint());
}
List <IStep> steps = new List <IStep>();
UpdatedDataInfo updatedDataInfo = new UpdatedDataInfo(targetDataPath);
Step_CodeInfo step_CodeInfo = new Step_CodeInfo(dataUpdateHelper);
List <CodeInfo> allCodes = step_CodeInfo.GetAllCodes();
steps.Add(step_CodeInfo);
steps.Add(new Step_TradingDay(dataUpdateHelper));
GetTradingTime(steps, allCodes, false);
//GetTradingTime(steps, allCodes, true);
GetTickSteps(steps, updatedDataInfo, allCodes);
GetKLineDataSteps(steps, updatedDataInfo, allCodes);
//GetTickDataSteps_Day_All(steps, 20180102, allCodes);
//GetTickDataSteps_Day_All(steps, 20170719, allCodes);
//GetTickDataSteps_Day_All(steps, 20170720, allCodes);
//GetTickDataSteps_Day_All(steps, 20170721, allCodes);
//GetKLineDataSteps_Day(steps, 20180102, allCodes);
//GetKLineDataSteps_Day(steps, 20170719, allCodes);
//GetKLineDataSteps_Day(steps, 20170720, allCodes);
//GetKLineDataSteps_Day(steps, 20170721, allCodes);
//更新主力合约信息
Step_MainFutures step_MainFutures = new Step_MainFutures(this.dataUpdateHelper);
steps.Add(step_MainFutures);
///*
// * 在准备更新的时候会将所有更新信息索引一次
// * 所以在准备完更新后保存一次
// */
//updatedDataInfo.Save();
return(steps);
}
public void Save(UpdatedDataInfo updatedDataInfo)
{
updatedDataInfo.Save();
}
private void GetKLineDataSteps(List <IStep> steps, CodeInfo codeInfo, List <int> tradingDays, UpdatedDataInfo updatedDataInfo)
{
int stepCount = tradingDays.Count / DAYS_EVERYKLINESTEP;
int lastStepUpdateCount = tradingDays.Count % DAYS_EVERYKLINESTEP;
if (lastStepUpdateCount != 0)
{
stepCount++;
}
else
{
lastStepUpdateCount = DAYS_EVERYKLINESTEP;
}
List <int> openDates = tradingDays;
for (int i = 0; i < stepCount; i++)
{
Step_KLineData step;
if (i != stepCount - 1)
{
step = new Step_KLineData(codeInfo, openDates.GetRange(i * DAYS_EVERYKLINESTEP, DAYS_EVERYKLINESTEP), dataUpdateHelper, null, updateFillUp);
}
else
{
step = new Step_KLineData(codeInfo, openDates.GetRange(i * DAYS_EVERYKLINESTEP, lastStepUpdateCount), dataUpdateHelper, updatedDataInfo, updateFillUp);
}
steps.Add(step);
}
}
private void GetKLineDataSteps(List <IStep> steps, UpdatedDataInfo updatedDataInfo, List <CodeInfo> allCodes)
{
List <CodeInfo> codes = allCodes;
for (int i = 0; i < codes.Count; i++)
{
CodeInfo codeInfo = codes[i];
string code = codeInfo.Code;
//List<int> notUpdatedTradingDays = new List<int>();
//notUpdatedTradingDays.AddRange(this.dataUpdateHelper.GetAllHolidays());
//notUpdatedTradingDays.Remove(20171009);
//Delete(code, notUpdatedTradingDays);
List <int> notUpdatedTradingDays;
ITradingDayReader tradingDayReader = dataUpdateHelper.GetAllTradingDayReader();
int lastUpdatedKLineDate = updatedDataInfo.GetLastUpdatedKLineData(code, KLinePeriod.KLinePeriod_1Minute);
if (!updateFillUp && lastUpdatedKLineDate >= 0)
{
int endDate;
if (codeInfo.End <= 0)
{
endDate = tradingDayReader.LastTradingDay;
}
else if (codeInfo.End < tradingDayReader.LastTradingDay)
{
endDate = codeInfo.End;
}
else
{
endDate = tradingDayReader.LastTradingDay;
}
if (lastUpdatedKLineDate >= endDate)
{
continue;
}
int startDate = tradingDayReader.GetNextTradingDay(lastUpdatedKLineDate);
if (startDate < 0)
{
continue;
}
IList <int> days = tradingDayReader.GetTradingDays(startDate, endDate);
if (days.Count == 0)
{
continue;
}
notUpdatedTradingDays = new List <int>(days);
}
else
{
notUpdatedTradingDays = dataUpdateHelper.GetNotUpdateTradingDays_KLineData(code, updateFillUp);
if (notUpdatedTradingDays == null || notUpdatedTradingDays.Count == 0)
{
updatedDataInfo.WriteUpdateInfo_KLine(code, KLinePeriod.KLinePeriod_1Minute, tradingDayReader.LastTradingDay);
continue;
}
int startDate = notUpdatedTradingDays[0];
int lastUpdateDate = tradingDayReader.GetPrevTradingDay(startDate);
updatedDataInfo.WriteUpdateInfo_KLine(code, KLinePeriod.KLinePeriod_1Minute, lastUpdateDate);
}
GetKLineDataSteps(steps, codeInfo, notUpdatedTradingDays, updatedDataInfo);
}
}
