private USeKLine ParseKLine(string line, ImportFileEntity entity)
{
string[] items = line.Split(new char[] { ',' });
USeKLine kLine = new USeKLine();
//文件名带过来的
kLine.InstrumentCode = entity.InstrumentCode;
//搜索匹配过来的
kLine.Market = FromCodeToMarket(entity.InstrumentCode);
//entity根据文件名获取过来的
kLine.Cycle = entity.Cycle;
//line[0]和line[1]合成...开高低收
string dateRegion = items[0];
string[] dateArray = items[0].Split('.');
string dateProcess = dateArray[0] + "-" + dateArray[1] + "-" + dateArray[2] + " " + items[1];
kLine.DateTime = Convert.ToDateTime(dateProcess);
kLine.Open = Convert.ToDecimal(items[2]);
kLine.High = Convert.ToDecimal(items[3]);
kLine.Low = Convert.ToDecimal(items[4]);
kLine.Close = Convert.ToDecimal(items[5]);
kLine.OpenInterest = Convert.ToDecimal(items[6]);
kLine.Volumn = Convert.ToInt32(items[7]);
kLine.Turnover = Convert.ToDecimal(items[8]) * 10000;
return(kLine);
}
public void ImportDayKLine(ImportFileEntity entity)
{
USeKLine kLine = ReadDayKLineFile(entity.FilePath);
if (kLine != null)
{
//日线先更新，影响条目为0，则Insert
try
{
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
string cmdUpdateText = CreateKLineUpdateSql(kLine);
MySqlCommand updateCommand = new MySqlCommand(cmdUpdateText, connection);
updateCommand.Parameters.AddWithValue("@contract", kLine.InstrumentCode);
updateCommand.Parameters.AddWithValue("@exchange", kLine.Market.ToString());
updateCommand.Parameters.AddWithValue("@date_time", kLine.DateTime);
updateCommand.Parameters.AddWithValue("@price_open", kLine.Open);
updateCommand.Parameters.AddWithValue("@price_high", kLine.High);
updateCommand.Parameters.AddWithValue("@price_low", kLine.Low);
updateCommand.Parameters.AddWithValue("@price_close", kLine.Close);
updateCommand.Parameters.AddWithValue("@volumn", kLine.Volumn);
updateCommand.Parameters.AddWithValue("@turnover", kLine.Turnover);
updateCommand.Parameters.AddWithValue("@openinterest", kLine.OpenInterest);
updateCommand.Parameters.AddWithValue("@pre_settlement_price", kLine.PreSettlementPrice);
updateCommand.Parameters.AddWithValue("@settlement_price", kLine.SettlementPrice);
updateCommand.Parameters.AddWithValue("@ask_volumn", kLine.AskVolumn);
updateCommand.Parameters.AddWithValue("@bid_volumn", kLine.BidVolumn);
int updateResult = updateCommand.ExecuteNonQuery();
if (updateResult <= 0)
{
string cmdInsertText = CreateKLineUpdateSql(kLine);
MySqlCommand insertCommand = new MySqlCommand(cmdInsertText, connection);
insertCommand.Parameters.AddWithValue("@contract", kLine.InstrumentCode);
insertCommand.Parameters.AddWithValue("@exchange", kLine.Market.ToString());
insertCommand.Parameters.AddWithValue("@date_time", kLine.DateTime);
insertCommand.Parameters.AddWithValue("@price_open", kLine.Open);
insertCommand.Parameters.AddWithValue("@price_high", kLine.High);
insertCommand.Parameters.AddWithValue("@price_low", kLine.Low);
insertCommand.Parameters.AddWithValue("@price_close", kLine.Close);
insertCommand.Parameters.AddWithValue("@volumn", kLine.Volumn);
insertCommand.Parameters.AddWithValue("@turnover", kLine.Turnover);
insertCommand.Parameters.AddWithValue("@openinterest", kLine.OpenInterest);
insertCommand.Parameters.AddWithValue("@pre_settlement_price", kLine.PreSettlementPrice);
insertCommand.Parameters.AddWithValue("@settlement_price", kLine.SettlementPrice);
insertCommand.Parameters.AddWithValue("@ask_volumn", kLine.AskVolumn);
insertCommand.Parameters.AddWithValue("@bid_volumn", kLine.BidVolumn);
int insertResult = insertCommand.ExecuteNonQuery();
}
}
}
catch (Exception ex)
{
throw new Exception("ImportDayKLine异常:" + ex.Message);
}
}
}
/// <summary>
/// 读取分钟文件所有的数据List
/// </summary>
/// <param name="fileName"></param>
/// <returns></returns>
private List <USeKLine> ReadMin1KLineFile(ImportFileEntity entity)
{
List <USeKLine> list = new List <USeKLine>();
string[] lines = File.ReadAllLines(entity.FilePath);
if (lines != null && lines.Length > 0)
{
foreach (string line in lines)
{
list.Add(ParseKLine(line, entity));
}
}
return(list);
}
private List <ImportFileEntity> GetAllImportFile()
{
List <ImportFileEntity> list = new List <ImportFileEntity>();
DirectoryInfo directory = new DirectoryInfo(m_folderPath);
FileInfo[] fileList = directory.GetFiles();
foreach (FileInfo file in fileList)
{
string[] fileNameInfo = file.Name.Split(new char[] { '_', '.' });
ImportFileEntity entity = new ImportFileEntity();
entity.FilePath = file.FullName;
entity.Cycle = (USeCycleType)(Enum.Parse(typeof(USeCycleType), fileNameInfo[0]));
entity.InstrumentCode = fileNameInfo[1];
}
return(list);
}
private List <ImportFileEntity> GetAllImportFile()
{
List <ImportFileEntity> list = new List <ImportFileEntity>();
DirectoryInfo directory = new DirectoryInfo(m_folderPath);
FileInfo[] fileList = directory.GetFiles();
foreach (FileInfo file in fileList)
{
string[] fileNameInfo = file.Name.Split(new char[] { '-', '.' });
ImportFileEntity entity = new ImportFileEntity();
entity.FilePath = file.FullName;
if (fileNameInfo[0].Equals("1day"))
{
entity.Cycle = USeCycleType.Day;
}
else
{
entity.Cycle = USeCycleType.Min1;
}
entity.InstrumentCode = fileNameInfo[1];
list.Add(entity);
}
List <ImportFileEntity> tempList = new List <ImportFileEntity>();
for (int i = list.Count() - 1; i >= 0; i--)
{
tempList.Add(list[i]);
}
return(tempList);
}
private void ImportMin1KLine(ImportFileEntity entity)
{
int count = 0;
List <USeKLine> kLineList = ReadMin1KLineFile(entity);
if (kLineList != null)
{
try
{
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
foreach (USeKLine kLine in kLineList)
{
string cmdUpdateText = CreateKLineUpdateSql(kLine);
MySqlCommand updateCommand = new MySqlCommand(cmdUpdateText, connection);
updateCommand.Parameters.AddWithValue("@contract", kLine.InstrumentCode);
updateCommand.Parameters.AddWithValue("@exchange", kLine.Market.ToString());
updateCommand.Parameters.AddWithValue("@date_time", kLine.DateTime);
updateCommand.Parameters.AddWithValue("@price_open", kLine.Open);
updateCommand.Parameters.AddWithValue("@price_high", kLine.High);
updateCommand.Parameters.AddWithValue("@price_low", kLine.Low);
updateCommand.Parameters.AddWithValue("@price_close", kLine.Close);
updateCommand.Parameters.AddWithValue("@volumn", kLine.Volumn);
updateCommand.Parameters.AddWithValue("@turnover", kLine.Turnover);
updateCommand.Parameters.AddWithValue("@openinterest", kLine.OpenInterest);
int updateResult = updateCommand.ExecuteNonQuery();
if (updateResult <= 0)
{
string cmdInsertText = CreateKLineInsertSql(kLine);
MySqlCommand insertCommand = new MySqlCommand(cmdInsertText, connection);
insertCommand.Parameters.AddWithValue("@contract", kLine.InstrumentCode);
insertCommand.Parameters.AddWithValue("@exchange", kLine.Market.ToString());
insertCommand.Parameters.AddWithValue("@date_time", kLine.DateTime);
insertCommand.Parameters.AddWithValue("@price_open", kLine.Open);
insertCommand.Parameters.AddWithValue("@price_high", kLine.High);
insertCommand.Parameters.AddWithValue("@price_low", kLine.Low);
insertCommand.Parameters.AddWithValue("@price_close", kLine.Close);
insertCommand.Parameters.AddWithValue("@volumn", kLine.Volumn);
insertCommand.Parameters.AddWithValue("@turnover", kLine.Turnover);
insertCommand.Parameters.AddWithValue("@openinterest", kLine.OpenInterest);
int insertResult = insertCommand.ExecuteNonQuery();
}
count++;
Debug.WriteLine("该文件共{0}个条目,目前:{1},正在处理的文件:{2},", kLineList.Count(), count, entity.FilePath);
OnProcessDataEvent("Inner", kLineList.Count(), count, entity.FilePath);
}
}
}
catch (Exception ex)
{
throw new Exception("ImportDayKLine异常:" + ex.Message);
}
}
}
private void ImportMin1KLine(ImportFileEntity entity)
{
List <USeKLine> klineList = ReadMin1KLineFile(entity.FilePath);
if (klineList != null)
{
DateTime maxTime = klineList[klineList.Count - 1].DateTime;
DateTime minTime = klineList[0].DateTime;
//数据库delete这个范围
foreach (USeKLine kLine in klineList)
{
try
{
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
string cmdDeleteText = CreateKLineDeleteSql(kLine);
MySqlCommand deleteCommand = new MySqlCommand(cmdDeleteText, connection);
deleteCommand.Parameters.AddWithValue("@contract", kLine.InstrumentCode);
deleteCommand.Parameters.AddWithValue("@exchange", kLine.Market.ToString());
deleteCommand.Parameters.AddWithValue("@date_time", kLine.DateTime);
int deleteResult = deleteCommand.ExecuteNonQuery();
}
}
catch (Exception ex)
{
throw new Exception("ImportMinKLine删除分钟数据异常:" + ex.Message);
}
}
//分钟线删除完毕开始Insert
foreach (USeKLine kLine in klineList)
{
try
{
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
string cmdInsertText = CreateKLineInsertSql(kLine);
MySqlCommand insertCommand = new MySqlCommand(cmdInsertText, connection);
insertCommand.Parameters.AddWithValue("@contract", kLine.InstrumentCode);
insertCommand.Parameters.AddWithValue("@exchange", kLine.Market.ToString());
insertCommand.Parameters.AddWithValue("@date_time", kLine.DateTime);
insertCommand.Parameters.AddWithValue("@price_open", kLine.Open);
insertCommand.Parameters.AddWithValue("@price_high", kLine.High);
insertCommand.Parameters.AddWithValue("@price_low", kLine.Low);
insertCommand.Parameters.AddWithValue("@price_close", kLine.Close);
insertCommand.Parameters.AddWithValue("@volumn", kLine.Volumn);
insertCommand.Parameters.AddWithValue("@turnover", kLine.Turnover);
insertCommand.Parameters.AddWithValue("@openinterest", kLine.OpenInterest);
insertCommand.Parameters.AddWithValue("@pre_settlement_price", kLine.PreSettlementPrice);
insertCommand.Parameters.AddWithValue("@settlement_price", kLine.SettlementPrice);
insertCommand.Parameters.AddWithValue("@ask_volumn", kLine.AskVolumn);
insertCommand.Parameters.AddWithValue("@bid_volumn", kLine.BidVolumn);
int insertResult = insertCommand.ExecuteNonQuery();
Debug.Assert(insertResult == 1);
}
}
catch (Exception ex)
{
throw new Exception("ImportMinKLine添加分钟数据异常:" + ex.Message);
}
}
}
}
