/// <summary>
/// 获取数据表名。
/// </summary>
/// <param name="kLine"></param>
/// <returns></returns>
private string GetDBTableName(USeCycleType cycle, USeMarket market)
{
string tableName = string.Empty;
if (cycle == USeCycleType.Day)
{
tableName = "day_kline";
}
else if (cycle == USeCycleType.Min1)
{
switch (market)
{
case USeMarket.CFFEX:
case USeMarket.CZCE:
case USeMarket.DCE:
case USeMarket.SHFE:
tableName = string.Format("min1_kline_{0}", market.ToString().ToLower());
break;
default:
Debug.Assert(false);
throw new Exception("Invalid market:" + market.ToString());
}
}
else
{
throw new Exception("Invalid cycel:" + cycle.ToString());
}
return(tableName);
}
/// <summary>
/// 保存合约结算价数据。
/// </summary>
/// <param name="DepthMarketDataFieldinstrumentList"></param>
/// <returns></returns>
private void SaveInstumentsSettlementPriceToDB(DepthMarketDataField item, string instrumentID, USeMarket market, DateTime settlementDate, double settlementPrice)
{
try
{
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
string cmdText = string.Format(@"update {0}.day_kline set settlement_price = @settlement_price
where contract = @contract AND exchange = @exchange AND date_time = @date_time;", m_alphaDBName);
// string cmdText = string.Format(@"update {0}.day_kline set settlement_price ={1}
//where contract = '{2}' AND exchange = '{3}' AND date_time = '{4:yyyy-MM-dd}';", m_alphaDBName,settlementPrice,instrumentID,mar);
MySqlCommand command = new MySqlCommand(cmdText, connection);
command.Parameters.AddWithValue("@contract", instrumentID);
command.Parameters.AddWithValue("@exchange", market.ToString());
command.Parameters.AddWithValue("@date_time", settlementDate);
command.Parameters.AddWithValue("@settlement_price", settlementPrice);
int result = command.ExecuteNonQuery();
//Debug.Assert(result == 1);
}
}
catch (Exception ex)
{
string text = "保存结算价失败:" + ex.Message;
WriteConsoleLog(text);
}
}
/// <summary>
/// 保存合约结算价数据。
/// </summary>
/// <param name="DepthMarketDataFieldinstrumentList"></param>
/// <returns></returns>
private void SaveClosePriceToDB(DepthMarketDataField item, string instrumentID, USeMarket market, DateTime dateTime, double priceClose)
{
try
{
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
string cmdText = string.Empty;
cmdText = CreateClosePrice2UpdateSql();
MySqlCommand command = new MySqlCommand(cmdText, connection);
command.Parameters.AddWithValue("@contract", instrumentID);
command.Parameters.AddWithValue("@exchange", market.ToString());
command.Parameters.AddWithValue("@date_time", dateTime);
command.Parameters.AddWithValue("@price_close2", (decimal)priceClose);
int result = command.ExecuteNonQuery();
//Debug.Assert(result == 1);
}
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
/// <summary>
/// 获取一分钟K线表名。
/// </summary>
/// <param name="market"></param>
/// <returns></returns>
private string GetMin1KLineTableName(USeMarket market)
{
string tableName = string.Empty;
switch (market)
{
case USeMarket.CFFEX:
case USeMarket.CZCE:
case USeMarket.DCE:
case USeMarket.SHFE:
tableName = string.Format("min1_kline_{0}", market.ToString().ToLower());
break;
default:
Debug.Assert(false);
throw new Exception("Invalid market:" + market.ToString());
}
return(tableName);
}
private void RefreashSendimentaryMoney(DepthMarketDataField item, string instrumentID, USeMarket market, DateTime settlementDate, double settlementPrice)
{
//计算资金沉淀用结算价
decimal sendimentaryMoney = 0m;
foreach (USeInstrumentDetail insDetail in m_insDetailList)
{
if (instrumentID == insDetail.Instrument.InstrumentCode)
{
int perSharesContract = insDetail.VolumeMultiple; //合约规模
decimal exchangeLongMarginRatio = insDetail.ExchangeLongMarginRatio; //保证金
sendimentaryMoney = Convert.ToDecimal(item.OpenInterest) * Convert.ToDecimal(settlementPrice) * perSharesContract * exchangeLongMarginRatio; //资金沉淀
break;
}
}
Debug.Assert(sendimentaryMoney != 0m);
try
{
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
string cmdText = string.Format(@"update {0}.day_kline set sendimentary_money = @sendimentary_money
where contract = @contract AND exchange = @exchange AND date_time = @date_time;", m_alphaDBName);
MySqlCommand command = new MySqlCommand(cmdText, connection);
command.Parameters.AddWithValue("@contract", instrumentID);
command.Parameters.AddWithValue("@exchange", market.ToString());
command.Parameters.AddWithValue("@date_time", settlementDate);
command.Parameters.AddWithValue("@sendimentary_money", sendimentaryMoney);
int result = command.ExecuteNonQuery();
Debug.Assert(result == 1);
string text = string.Format("用结算价更新资金沉淀成功,合约:{0} 结算价:{1}", item.InstrumentID, settlementPrice);
WriteConsoleLog(text);
m_eventLogger.WriteInformation(text);
}
}
catch (Exception ex)
{
string text = "用结算价更新资金沉淀失败:" + ex.Message;
WriteConsoleLog(text);
}
}
