private ConvertibleBondDailyInfo getBondDailyInfo(ConvertibleBondInfo info, DateTime date)
{
ConvertibleBondDailyInfo data = new ConvertibleBondDailyInfo();
var tempDataTable = windReader.GetDailyDataTable(info.code, "clause_conversion2_swapshareprice,underlyingcode,clause_conversion_2_swapsharestartdate,clause_conversion_2_swapshareenddate", info.startDate, date);
List <ConvertibleBondDailyInfo> bondDaily = new List <ConvertibleBondDailyInfo>();
foreach (DataRow dt in tempDataTable.Rows)
{
ConvertibleBondDailyInfo bondDailyInfoNow = new ConvertibleBondDailyInfo();
bondDailyInfoNow.code = info.code;
bondDailyInfoNow.name = info.name;
bondDailyInfoNow.startDate = info.startDate;
bondDailyInfoNow.endDate = info.endDate;
bondDailyInfoNow.stockCode = info.stockCode;
bondDailyInfoNow.conversionPrice = Convert.ToDouble(dt["clause_conversion2_swapshareprice"]);
//bondDailyInfoNow.forceConvertDate = Convert.ToDateTime(dt["clause_conversion_2_forceconvertdate"]);
bondDailyInfoNow.conversionStartDate = Convert.ToDateTime(dt["clause_conversion_2_swapsharestartdate"]);
bondDailyInfoNow.conversionEndDate = Convert.ToDateTime(dt["clause_conversion_2_swapshareenddate"]);
bondDailyInfoNow.date = Convert.ToDateTime(dt["datetime"]);
bondDaily.Add(bondDailyInfoNow);
}
for (int i = bondDaily.Count() - 1; i >= 0; i--)
{
if (bondDaily[i].conversionPrice != 0)
{
data = bondDaily[i];
break;
}
}
return(data);
}
private List <ConvertibleBondInfo> GetConvertibleBondInfos(DateTime date)
{
List <ConvertibleBondInfo> info = new List <ConvertibleBondInfo>();
List <string> codeList = new List <string>();
string dateStr = date.ToString("yyyy-MM-dd");
string optionStr = string.Format("date={0};sectorid=a101020600000000", dateStr);
var dt = windReader.GetDataSetTable("sectorconstituent", optionStr);
foreach (DataRow dr in dt.Rows)
{
string code = Convert.ToString(dr["wind_code"]);
string name = Convert.ToString(dr["sec_name"]);
string[] strList = code.Split('.');
string market = strList[1];
if (market == "SH" || market == "SZ")
{
if (codeList.Contains(code) == false)
{
try
{
codeList.Add(code);
var dt2 = windReader.GetDailyDataTable(code, "underlyingcode,ipo_date,delist_date", date, date);
foreach (DataRow dr2 in dt2.Rows)
{
string stockCode = Convert.ToString(dr2["UNDERLYINGCODE"]);
string stockMarket = stockCode.Split('.')[1];
if (stockMarket == "SH" || stockMarket == "SZ")
{
DateTime startTime = Convert.ToDateTime(dr2["IPO_DATE"]);
DateTime endTime = Convert.ToDateTime(dr2["DELIST_DATE"]);
ConvertibleBondInfo infoNow = new ConvertibleBondInfo();
infoNow.code = code;
infoNow.endDate = endTime;
infoNow.startDate = startTime;
infoNow.stockCode = stockCode;
infoNow.name = name;
if (infoNow.endDate >= date)
{
info.Add(infoNow);
}
}
}
}
catch (Exception)
{
Console.WriteLine("bond:{0},no information!", code);
}
}
}
}
return(info);
}
