/// <summary>
/// 创建ClosePrice2 Update SQL语句。
/// </summary>
/// <param name="kLine"></param>
/// <returns></returns>
private string CreateClosePrice2UpdateSql(ClosePrice2Entity closePrice)
{
string strSql = string.Format(@"update {0}.day_kline set price_close2 = {1}
where contract = '{2}' and exchange = '{3}' and date_time = '{4:yyyy-MM-dd}';",
m_alphaDBName, closePrice.ClosePrice2, closePrice.InstrumentCode, closePrice.Exchange.ToString(), closePrice.SettlementDate);
return(strSql);
}
public List <ClosePrice2Entity> ParseClosePrice2()
{
string[] lines = File.ReadAllLines(m_filePath);
List <ClosePrice2Entity> closePriceList = new List <ClosePrice2Entity>();
decimal closePrice2 = 0m;
DateTime currTime = DateTime.MinValue;
for (int i = 0; i < lines.Length; i++)
{
string[] items = lines[i].Split(new char[] { ',' });
if (items.Length != LogProtocol.FIELD_COUNT)
{
string text = string.Format("Unsupport fields @{0} line", i);
throw new Exception(text);
}
DateTime actualTime = GetLogTime(m_cycle, items[LogProtocol.DATE_INDEX], items[LogProtocol.TIME_INDEX]);
if (actualTime.TimeOfDay > m_logNoonTime)
{
//午盘后数据忽略
continue;
}
if (IsSameDay(currTime, actualTime))
{
Debug.Assert(actualTime > currTime);
closePrice2 = Convert.ToDecimal(items[LogProtocol.CLOSE_INDEX]);
}
else
{
if (closePrice2 > 0)
{
ClosePrice2Entity entity = new ClosePrice2Entity()
{
SettlementDate = currTime.Date,
ClosePrice2 = closePrice2,
InstrumentCode = m_instrumentCode,
Exchange = m_market
};
closePriceList.Add(entity);
}
}
currTime = actualTime;
closePrice2 = Convert.ToDecimal(items[LogProtocol.CLOSE_INDEX]);
}
if (closePrice2 > 0)
{
Debug.Assert(currTime > DateTime.MinValue);
ClosePrice2Entity entity = new ClosePrice2Entity()
{
SettlementDate = currTime.Date,
ClosePrice2 = closePrice2,
InstrumentCode = m_instrumentCode,
Exchange = m_market
};
closePriceList.Add(entity);
}
return(closePriceList);
}