public static void GenPriceData(string stockCode) { DateTime dt = DateTime.Now; decimal lastHighPrice = 0, lastLowPrice = 0, lastClosePrice = 0, lastOpenPrice = 0, lastVolume = 0; data.baseDS.priceDataSumRow dayPriceRow = myDailyPrice.GetData(stockCode, dt); if (dayPriceRow == null) { data.baseDS.priceDataRow priceRow = application.DbAccess.GetLastPriceData(stockCode); lastHighPrice = priceRow.highPrice; lastLowPrice = priceRow.lowPrice; lastClosePrice = priceRow.closePrice; lastOpenPrice = priceRow.openPrice; lastVolume = 0; } else { lastHighPrice = dayPriceRow.highPrice; lastLowPrice = dayPriceRow.lowPrice; lastClosePrice = dayPriceRow.closePrice; lastOpenPrice = dayPriceRow.openPrice; lastVolume = dayPriceRow.volume; } priceDataTbl.Clear(); importPriceTbl.Clear(); data.importDS.importPriceRow importRow = importPriceTbl.NewimportPriceRow(); application.DbAccess.InitData(importRow); decimal highPrice = lastHighPrice + lastHighPrice * (decimal)common.system.Random(-4, 5) / 100; decimal lowPrice = lastLowPrice + lastLowPrice * (decimal)common.system.Random(-4, 5) / 100; decimal closePrice = lastClosePrice + lastClosePrice * (decimal)common.system.Random(-5, 5) / 100; importRow.openPrice = lastOpenPrice; importRow.highPrice = Math.Max(lastHighPrice, highPrice); if (lowPrice < importRow.highPrice) { importRow.lowPrice = lowPrice; } else { importRow.lowPrice = importRow.highPrice; } if (closePrice >= importRow.lowPrice && closePrice <= importRow.highPrice) { importRow.closePrice = closePrice; } else { importRow.closePrice = (importRow.lowPrice + importRow.highPrice) / 2; } importRow.volume = lastVolume + common.system.Random(0, 100); importRow.onDate = dt; importRow.stockCode = stockCode; importPriceTbl.AddimportPriceRow(importRow); imports.libs.AddImportPrice(importPriceTbl, priceDataTbl); application.DbAccess.UpdateData(priceDataTbl); // In VN culture : start of week is Monday (not Sunday) imports.libs.AggregatePriceData(priceDataTbl, vnCulture, null); myDailyPrice.UpdateData(importRow); }
//Use the idea from http://www.codeproject.com/KB/database/CsvReader.aspx by Sebastien Lorion public static bool ImportOHLCV_CSV(string csvFileName, char delimiter, common.dateTimeLibs.DateTimeFormats dataDateFormat, string stockExchangeForNewCode, CultureInfo culture, data.baseDS.priceDataDataTable priceDataTbl, ImportRow ImportRowFunc, OnUpdatePriceData onUpdateDataFunc, OnEndImportPriceData onEndImportFunc) { libs.importStat myImportStat = new libs.importStat(); myImportStat.Reset(); myImportStat.dateFormat = dataDateFormat; myImportStat.culture = culture; data.baseDS.stockCodeDataTable stockCodeTbl = new data.baseDS.stockCodeDataTable(); data.baseDS.priceDataRow priceDataRow; DataRowView[] foundRows; application.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable); DataView stockCodeView = new DataView(stockCodeTbl); stockCodeView.Sort = stockCodeTbl.codeColumn.ColumnName; bool fCanceled = false; DateTime lastPriceDate = common.Consts.constNullDate; importOHLCV data; // open the file "data.csv" which is a CSV file with headers using (CsvReader csv = new CsvReader(new StreamReader(csvFileName), true, delimiter)) { // missing fields will not throw an exception, // but will instead be treated as if there was a null value csv.MissingFieldAction = MissingFieldAction.ReplaceByNull; int fieldCount = csv.FieldCount; if (fieldCount < 7) { return(false); } while (csv.ReadNextRecord()) { Application.DoEvents(); myImportStat.dataCount++; data = ImportRowFunc(csv, myImportStat); if (myImportStat.cancel) { fCanceled = true; break; } if (data == null) { myImportStat.errorCount++; continue; } //Assume that all price must be valid if (data.Open <= 0 || data.High <= 0 || data.Low <= 0 || data.Close <= 0) { continue; } foundRows = stockCodeView.FindRows(data.code); if (foundRows.Length == 0) { //Try to add new stock code libs.AddNewCode(data.code, stockExchangeForNewCode, stockCodeTbl); application.DbAccess.UpdateData(stockCodeTbl); } // Ignore all data that was in database //if (!foundLastPriceDate) //{ // lastPriceDate = libs.FindLastPriceDate(data.code); // foundLastPriceDate = true; //} if (lastPriceDate != common.Consts.constNullDate && data.dateTime <= lastPriceDate) { continue; } if (priceDataTbl.FindBystockCodeonDate(data.code, data.dateTime) != null) { myImportStat.errorCount++; continue; } myImportStat.updateCount++; priceDataRow = priceDataTbl.NewpriceDataRow(); commonClass.AppLibs.InitData(priceDataRow); priceDataRow.stockCode = data.code; priceDataRow.onDate = data.dateTime; //Try to fix some error in data priceDataRow.openPrice = (decimal)data.Open; priceDataRow.highPrice = (decimal)data.High; priceDataRow.lowPrice = (decimal)data.Low; priceDataRow.closePrice = (decimal)data.Close; priceDataRow.volume = (decimal)data.Volume; priceDataTbl.AddpriceDataRow(priceDataRow); if (onUpdateDataFunc != null) { onUpdateDataFunc(priceDataRow, myImportStat); } } } if (fCanceled) { priceDataTbl.Clear(); return(false); } if (onEndImportFunc != null) { onEndImportFunc(priceDataTbl); } return(true); }