private List <StockMinuteTransaction> dataTableToTransactionList(DataTable dt)
{
List <StockMinuteTransaction> list = new List <StockMinuteTransaction>();
foreach (DataRow dr in dt.Rows)
{
StockMinuteTransaction now = new StockMinuteTransaction();
now.Code = Convert.ToString(dr["Code"]);
now.DateTime = Convert.ToDateTime(dr["DateTime"]);
now.Open = Convert.ToDouble(dr["open"]);
now.High = Convert.ToDouble(dr["high"]);
now.Low = Convert.ToDouble(dr["low"]);
now.Close = Convert.ToDouble(dr["close"]);
now.Volume = Convert.ToDouble(dr["volume"]);
now.Amount = Convert.ToDouble(dr["amount"]);
list.Add(now);
}
return(list);
}
private void BulkLoadStockMinuteToSqlFromSource(string code, DateTime currentTime)
{
IdentifyOrCreateDBAndTable(currentTime);
var latestTime = GetLatestTimeFromSql(code, currentTime);
latestTime = latestTime == default(DateTime) ? new DateTime(currentTime.Year, currentTime.Month, 1) : latestTime.AddMinutes(1);
if (latestTime.TimeOfDay >= new TimeSpan(14, 59, 00))
{
latestTime = latestTime.Date.AddDays(1);
}
var endTime = GetEndTime(currentTime);
if (latestTime < endTime)
{
var dataTable = tickRepo.GetStockTransaction(code, latestTime, endTime);
var days = dateTimeRepo.GetStockTransactionDate(latestTime.Date, endTime.Date);
var timelist = DataTimeStampExtension.GetStockMinuteTimeList();
List <StockMinuteTransaction> minuteAll = new List <StockMinuteTransaction>();
foreach (var day in days)
{
//Console.WriteLine("date:{0} start!!", day);
List <StockMinuteTransaction> minuteNow = new List <StockMinuteTransaction>();
var dtToday = (from data in dataTable where data.TransactionDateTime.Date == day.Date select data).ToList();
if (dtToday[dtToday.Count() - 1].Volume <= 0)
{
continue;
}
if (dtToday.Count() != 0)
{
//处理开盘前的价格和成交量
double totalVolume = 0;
double totalAmount = 0;
double high = 0;
double low = 0;
double close = 0;
double open = 0;
var preOpen = (from data in dtToday where (data.TransactionDateTime.TimeOfDay < timelist[0]) select data).ToList();
if (preOpen.Count != 0)
{
var last = preOpen[preOpen.Count() - 1];
totalVolume = last.Volume;
totalAmount = last.Amount;
close = last.LastPrice;
open = close;
high = close;
low = close;
}
for (int i = 0; i < timelist.Count() - 1; i++)
{
var dtNow = (from data in dtToday where (data.TransactionDateTime.TimeOfDay >= timelist[i]) && (data.TransactionDateTime.TimeOfDay <= timelist[i + 1]) select data).ToList();
if (dtNow.Count() != 0)
{
high = dtNow.Max(x => x.LastPrice);
low = dtNow.Min(x => x.LastPrice);
var listNow = dtNow.ToList();
var startData = listNow[0];
var endData = listNow[listNow.Count() - 1];
open = startData.LastPrice;
close = endData.LastPrice;
double volumeNew = endData.Volume;
double amountNew = endData.Amount;
double volume = volumeNew - totalVolume;
double amount = amountNew - totalAmount;
totalAmount = amountNew;
totalVolume = volumeNew;
StockMinuteTransaction KLine = new StockMinuteTransaction();
KLine.Amount = amount;
KLine.Volume = volume;
KLine.Open = open;
KLine.Close = close;
KLine.High = high;
KLine.Low = low;
KLine.Code = code;
KLine.DateTime = day.Date + timelist[i];
minuteNow.Add(KLine);
}
else
{
StockMinuteTransaction KLine = new StockMinuteTransaction();
KLine.Amount = 0;
KLine.Volume = 0;
KLine.Open = close;
KLine.Close = close;
KLine.High = close;
KLine.Low = close;
KLine.Code = code;
KLine.DateTime = day.Date + timelist[i];
minuteNow.Add(KLine);
}
}
var nearClose = (from data in dtToday where (data.TransactionDateTime.TimeOfDay > timelist[timelist.Count() - 1]) select data).ToList();
if (nearClose.Count() != 0)
{
high = nearClose.Max(x => x.LastPrice);
low = nearClose.Min(x => x.LastPrice);
var listNow = nearClose.ToList();
var startData = listNow[0];
var endData = listNow[listNow.Count() - 1];
open = startData.LastPrice;
close = endData.LastPrice;
double volumeNew = endData.Volume;
double amountNew = endData.Amount;
double volume = volumeNew - totalVolume;
double amount = amountNew - totalAmount;
totalAmount = amountNew;
totalVolume = volumeNew;
StockMinuteTransaction KLine = new StockMinuteTransaction();
KLine.Amount = amount;
KLine.Volume = volume;
KLine.Open = open;
KLine.Close = close;
KLine.High = high;
KLine.Low = low;
KLine.Code = code;
KLine.DateTime = day.Date + timelist[timelist.Count() - 1];
minuteNow.Add(KLine);
}
else
{
StockMinuteTransaction KLine = new StockMinuteTransaction();
KLine.Amount = 0;
KLine.Volume = 0;
KLine.Open = close;
KLine.Close = close;
KLine.High = close;
KLine.Low = close;
KLine.Code = code;
KLine.DateTime = day.Date + timelist[timelist.Count() - 1];
minuteNow.Add(KLine);
}
}
else
{
//for (int i = 0; i < timelist.Count(); i++)
//{
// StockMinuteTransaction KLine = new StockMinuteTransaction();
// KLine.Amount = 0;
// KLine.Volume = 0;
// KLine.Open =0;
// KLine.Close = 0;
// KLine.High = 0;
// KLine.Low = 0;
// KLine.Code = code;
// KLine.DateTime = day.Date + timelist[i];
// minuteNow.Add(KLine);
//}
Console.WriteLine("date:{0},no tickData!!!", day);
}
minuteAll.AddRange(minuteNow);
}
if (minuteAll.Count() != 0)
{
var dt = transactionListToDataTable(minuteAll);
WriteToSql(dt);
}
}
}
private List <StockMinuteTransaction> LoadStockMinuteToSqlFromSouceDaily(string code, DateTime currentTime, bool record = true)
{
List <StockMinuteTransaction> list = new List <StockMinuteTransaction>();
IdentifyOrCreateDBAndTable(currentTime);
var dtToday = tickRepo.GetStockTransaction(code, currentTime, currentTime, record);
dtToday = (from data in dtToday where (data.TransactionDateTime.TimeOfDay <= new TimeSpan(15, 0, 1)) select data).ToList();
var timelist = DataTimeStampExtension.GetStockMinuteTimeList();
List <StockMinuteTransaction> minuteNow = new List <StockMinuteTransaction>();
bool exists = true;
if (dtToday.Count() == 0 || dtToday[dtToday.Count() - 1].Volume <= 0)
{
exists = false;
}
if (exists == true)
{
//处理开盘前的价格和成交量
var day = currentTime.Date;
double totalVolume = 0;
double totalAmount = 0;
double high = 0;
double low = 0;
double close = 0;
double open = 0;
var preOpen = (from data in dtToday where (data.TransactionDateTime.TimeOfDay < timelist[0]) select data).ToList();
if (preOpen.Count != 0)
{
var last = preOpen[preOpen.Count() - 1];
totalVolume = last.Volume;
totalAmount = last.Amount;
close = last.LastPrice;
open = close;
high = close;
low = close;
}
for (int i = 0; i < timelist.Count() - 1; i++)
{
var dtNow = (from data in dtToday where (data.TransactionDateTime.TimeOfDay >= timelist[i]) && (data.TransactionDateTime.TimeOfDay <= timelist[i + 1]) select data).ToList();
if (dtNow.Count() != 0)
{
high = dtNow.Max(x => x.LastPrice);
low = dtNow.Min(x => x.LastPrice);
var listNow = dtNow.ToList();
var startData = listNow[0];
var endData = listNow[listNow.Count() - 1];
open = startData.LastPrice;
close = endData.LastPrice;
double volumeNew = endData.Volume;
double amountNew = endData.Amount;
double volume = volumeNew - totalVolume;
double amount = amountNew - totalAmount;
totalAmount = amountNew;
totalVolume = volumeNew;
StockMinuteTransaction KLine = new StockMinuteTransaction();
KLine.Amount = amount;
KLine.Volume = volume;
KLine.Open = open;
KLine.Close = close;
KLine.High = high;
KLine.Low = low;
KLine.Code = code;
KLine.DateTime = day.Date + timelist[i];
minuteNow.Add(KLine);
}
else
{
StockMinuteTransaction KLine = new StockMinuteTransaction();
KLine.Amount = 0;
KLine.Volume = 0;
KLine.Open = close;
KLine.Close = close;
KLine.High = close;
KLine.Low = close;
KLine.Code = code;
KLine.DateTime = day.Date + timelist[i];
minuteNow.Add(KLine);
}
}
var nearClose = (from data in dtToday where (data.TransactionDateTime.TimeOfDay > timelist[timelist.Count() - 1]) select data).ToList();
if (nearClose.Count() != 0)
{
high = nearClose.Max(x => x.LastPrice);
low = nearClose.Min(x => x.LastPrice);
var listNow = nearClose.ToList();
var startData = listNow[0];
var endData = listNow[listNow.Count() - 1];
open = startData.LastPrice;
close = endData.LastPrice;
double volumeNew = endData.Volume;
double amountNew = endData.Amount;
double volume = volumeNew - totalVolume;
double amount = amountNew - totalAmount;
totalAmount = amountNew;
totalVolume = volumeNew;
StockMinuteTransaction KLine = new StockMinuteTransaction
{
Amount = amount,
Volume = volume,
Open = open,
Close = close,
High = high,
Low = low,
Code = code,
DateTime = day.Date + timelist[timelist.Count() - 1]
};
minuteNow.Add(KLine);
}
else
{
StockMinuteTransaction KLine = new StockMinuteTransaction();
KLine.Amount = 0;
KLine.Volume = 0;
KLine.Open = close;
KLine.Close = close;
KLine.High = close;
KLine.Low = close;
KLine.Code = code;
KLine.DateTime = day.Date + timelist[timelist.Count() - 1];
minuteNow.Add(KLine);
}
list = minuteNow;
}
else
{
// Console.WriteLine("date:{0},no tickData!!!", currentTime);
}
return(list);
}
