/// <summary>
/// 获取周线的历史数据
/// </summary>
/// <param name="weekDatas">周线历史数据</param>
/// <param name="dayDatas">日线历史数据</param>
/// <returns>状态</returns>
public static int GetHistoryWeekDatas(List <SecurityData> weekDatas, List <SecurityData> dayDatas)
{
int weekDatasSize = dayDatas.Count;
if (weekDatasSize > 0)
{
SecurityData weekData = new SecurityData();
weekData.Copy(dayDatas[0]);
int lDayOfWeek = 0, lDays = 0;
for (int i = 0; i < weekDatasSize; i++)
{
SecurityData dayData = new SecurityData();
dayData.Copy(dayDatas[i]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0, days = (int)dayData.m_date / (3600 * 24);
CStrA.M130(dayData.m_date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
int dayOfWeek = DayOfWeek(year, month, day);
bool isNextWeek = true;
bool add = false;
if (days - lDays <= 5)
{
if (days != lDays)
{
isNextWeek = dayOfWeek <= lDayOfWeek;
}
}
if (isNextWeek || i == weekDatasSize - 1)
{
add = true;
}
if (!isNextWeek)
{
weekData.m_close = dayData.m_close;
weekData.m_amount += dayData.m_amount;
weekData.m_volume += dayData.m_volume;
if (weekData.m_high < dayData.m_high)
{
weekData.m_high = dayData.m_high;
}
if (weekData.m_low > dayData.m_low)
{
weekData.m_low = dayData.m_low;
}
}
if (add)
{
weekDatas.Add(weekData);
weekData = dayData;
}
if (isNextWeek && i == weekDatasSize - 1)
{
weekData = dayData;
weekDatas.Add(weekData);
}
lDayOfWeek = dayOfWeek;
lDays = days;
}
}
return(1);
}
/// <summary>
/// 获取月线的历史数据
/// </summary>
/// <param name="weekDatas">月线历史数据</param>
/// <param name="dayDatas">日线历史数据</param>
/// <returns>状态</returns>
public static int GetHistoryMonthDatas(List <SecurityData> monthDatas, List <SecurityData> dayDatas)
{
int monthDatasSize = dayDatas.Count;
if (monthDatasSize > 0)
{
SecurityData monthData = new SecurityData();
monthData.Copy(dayDatas[0]);
int lYear = 0, lMonth = 0, lDay = 0;
for (int i = 0; i < monthDatasSize; i++)
{
SecurityData dayData = new SecurityData();
dayData.Copy(dayDatas[i]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
CStrA.M130(dayData.m_date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
bool isNextMonth = year * 12 + month > lYear * 12 + lMonth;
bool add = false;
if (i == monthDatasSize - 1 || (i > 0 && isNextMonth))
{
add = true;
}
if (!isNextMonth)
{
monthData.m_close = dayData.m_close;
monthData.m_amount += dayData.m_amount;
monthData.m_volume += dayData.m_volume;
if (monthData.m_high < dayData.m_high)
{
monthData.m_high = dayData.m_high;
}
if (monthData.m_low > dayData.m_low)
{
monthData.m_low = dayData.m_low;
}
}
if (add)
{
monthDatas.Add(monthData);
monthData = dayData;
}
if (isNextMonth && i == monthDatasSize - 1)
{
monthData = dayData;
monthDatas.Add(monthData);
}
lYear = year;
lMonth = month;
lDay = day;
}
}
return(1);
}
public static double SumHistoryData(CTable dataSource, double date, int cycle, int field)
{
double sumValue = 0;
double value = 0;
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
CStrA.M130(date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
if (cycle == CYCLE_WEEK)
{
int dayOfWeek = DayOfWeek(year, month, day);
if (dayOfWeek >= 5)
{
dayOfWeek = 4;
}
for (int i = 1; i <= dayOfWeek; i++)
{
double calcDate = CStrA.M129(year, month, day - i, 0, 0, 0, 0);
value = dataSource.Get(calcDate, field);
if (!double.IsNaN(value))
{
sumValue += value;
}
}
}
else if (cycle == CYCLE_MONTH)
{
for (int i = 1; i < day; i++)
{
double calcDate = CStrA.M129(year, month, i, 0, 0, 0, 0);
value = dataSource.Get(calcDate, field);
if (!double.IsNaN(value))
{
sumValue += value;
}
}
}
else if (cycle == 0)
{
int rowCount = dataSource.RowsCount;
for (int i = 0; i < rowCount; i++)
{
value = dataSource.Get2(i, field);
if (!double.IsNaN(value))
{
sumValue += value;
}
}
}
return(sumValue);
}
public static double GetMinuteVol(CTable dataSource, double date, int field, double volume)
{
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
CStrA.M130(date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
double startDate = 0;
double endDate = date;
if (hour >= 6)
{
startDate = CStrA.M129(year, month, day, 6, 0, 0, 0);
}
else
{
double preDate = date - 86400;
int lyear = 0, lmonth = 0, lday = 0, lhour = 0, lminute = 0, lsecond = 0, lms = 0;
CStrA.M130(preDate, ref lyear, ref lmonth, ref lday, ref lhour, ref lminute, ref lsecond, ref lms);
startDate = CStrA.M129(lyear, lmonth, lday, 6, 0, 0, 0);
}
int dataSize = dataSource.RowsCount;
bool containsFlg = false;
for (int i = dataSize - 1; i >= 0; i--)
{
containsFlg = false;
double ldate = dataSource.GetXValue(i);
if (startDate <= ldate && ldate <= endDate)
{
containsFlg = true;
}
if (!containsFlg)
{
break;
}
else
{
double vol = dataSource.Get2(i, KeyFields.VOL_INDEX);
volume = volume - vol;
}
}
return(volume);
}
/// <summary>
/// 获取分时线的历史数据
/// </summary>
/// <param name="str">数据字符串</param>
/// <param name="datas">历史数据</param>
/// <returns>状态</returns>
public static int GetHistoryDatasByMinuteStr(String str, List <SecurityData> datas)
{
String[] strs = str.Split(new String[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
int strLen = strs.Length;
double lClose = 0, lHigh = 0, lLow = 0, lOpen = 0;
double lVolume = 0, lAmount = 0, fVolume = 0, fAmount = 0, sum = 0;
int lYear = 0, lMonth = 0, lDay = 0, lHour = 0, lMinute = 0;
int startIndex = 0;
for (int i = startIndex; i < strLen; i++)
{
String[] strs2 = strs[i].Split(',');
if (strs2.Length == 4)
{
double date = CStrA.ConvertStrToDouble(strs2[0]);
double close = CStrA.ConvertStrToDouble(strs2[1]);
double volume = CStrA.ConvertStrToDouble(strs2[2]);
double amount = CStrA.ConvertStrToDouble(strs2[3]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
CStrA.M130(date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
if (hour * 60 + minute >= 899)
{
hour = 14;
minute = 59;
}
if (i == startIndex)
{
lClose = close;
lHigh = close;
lLow = close;
lOpen = close;
lVolume = volume;
lAmount = amount;
lYear = year;
lMonth = month;
lDay = day;
lHour = hour;
lMinute = minute;
}
bool inSameTime = false;
if (hour == lHour && minute == lMinute)
{
inSameTime = true;
if (close > lHigh)
{
lHigh = close;
}
if (close < lLow)
{
lLow = close;
}
}
if (!inSameTime || i == strLen - 1)
{
SecurityData data = new SecurityData();
data.m_date = CStrA.M129(lYear, lMonth, lDay, lHour, lMinute, 0, 0);
data.m_close = lClose;
if (lHigh != 0)
{
data.m_high = lHigh;
}
else
{
data.m_high = lClose;
}
if (lLow != 0)
{
data.m_low = lLow;
}
else
{
data.m_low = lClose;
}
if (lOpen != 0)
{
data.m_open = lOpen;
}
else
{
data.m_open = lClose;
}
data.m_volume = lVolume - fVolume;
data.m_amount = lAmount - fAmount;
if (data.m_close != 0 && data.m_volume != 0)
{
sum += data.m_close;
data.m_avgPrice = sum / (datas.Count + 1);
datas.Add(data);
}
fVolume = lVolume;
fAmount = lAmount;
}
if (!inSameTime)
{
lHigh = close;
lLow = close;
lOpen = close;
lYear = year;
lMonth = month;
lDay = day;
lHour = hour;
lMinute = minute;
}
lClose = close;
lVolume = volume;
lAmount = amount;
}
}
return(1);
}
/// <summary>
/// 数据落地线程工作
/// </summary>
public static void StartWork3()
{
//复制数据
LoadHistoryDatas();
GetMinuteDatas();
//新旧数据合并
foreach (String oCode in m_historyDatas.Keys)
{
if (!m_latestDatas.ContainsKey(oCode) || !m_historyDatas.ContainsKey(oCode))
{
continue;
}
SecurityLatestData securityLatestData = m_latestDatas[oCode];
List <SecurityData> oldSecurityDatas = m_historyDatas[oCode];
SecurityData oldSecurityData = oldSecurityDatas[oldSecurityDatas.Count - 1];
int myear = 0, mmonth = 0, mday = 0, mhour = 0, mmin = 0, msec = 0, mmsec = 0;
CStrA.M130(oldSecurityData.m_date, ref myear, ref mmonth, ref mday, ref mhour, ref mmin, ref msec, ref mmsec);
int year = 0, month = 0, day = 0, hour = 0, min = 0, sec = 0, msec2 = 0;
CStrA.M130(securityLatestData.m_date, ref year, ref month, ref day, ref hour, ref min, ref sec, ref msec2);
if (year >= myear && month >= mmonth && day >= mday)
{
SecurityData nSecurityData = new SecurityData();
nSecurityData.m_amount = securityLatestData.m_amount;
nSecurityData.m_close = securityLatestData.m_close;
nSecurityData.m_date = securityLatestData.m_date;
nSecurityData.m_high = securityLatestData.m_high;
nSecurityData.m_low = securityLatestData.m_low;
nSecurityData.m_open = securityLatestData.m_open;
nSecurityData.m_volume = securityLatestData.m_volume;
if (day == mday)
{
m_historyDatas[oCode].RemoveAt(m_historyDatas[oCode].Count - 1);
}
m_historyDatas[oCode].Add(nSecurityData);
}
}
String outputFileTemplate = DataCenter.GetAppPath() + "\\day\\{0}.txt";
String fileInfo = "{0} {1} 日线 前复权\r\n";
String title = " 日期 开盘 最高 最低 收盘 成交量 成交额\r\n";
String lineTemp = "{0},{1},{2},{3},{4},{5},{6}\r\n";
String timeFormatStr = "yyyy-MM-dd";
//写入文件
foreach (String code in m_historyDatas.Keys)
{
List <SecurityData> temp3 = m_historyDatas[code];
StringBuilder strbuff = new StringBuilder();
strbuff.Append(String.Format(fileInfo, m_codedMap[code].m_code, m_codedMap[code].m_name));
strbuff.Append(title);
foreach (SecurityData sdt in temp3)
{
strbuff.Append(String.Format(lineTemp, //
CStr.ConvertNumToDate(sdt.m_date).ToString(timeFormatStr), //
sdt.m_open, //
sdt.m_high, //
sdt.m_low, //
sdt.m_close, //
sdt.m_volume, //
sdt.m_amount));
}
strbuff.Append("数据来源:通达信\r\n");
CFileA.Write(String.Format(outputFileTemplate, code), strbuff.ToString());
}
}
