public override void LoadMutualFundReport(SeriesFundReport r)
{
try
{
//读数据
string sqlShare = C_SQL_GetFundShareReport
+ " AND " + base.BuildSQLClauseIn(r.Code, "SYMBOL")
+ " AND Declaredate >= " + base.DBInstance.ConvertToSQLDate(r.TimeSeriesStartExtended.AddDays(-100))
+ " AND Declaredate <= " + base.DBInstance.ConvertToSQLDate(r.TimeSeriesEnd)
+ " ORDER BY Symbol, PublishDate Desc ";
string sqlAsset = C_SQL_GetFundAssetReport
+ " AND " + base.BuildSQLClauseIn(r.Code, "SYMBOL")
+ " AND PublishDate >= " + base.DBInstance.ConvertToSQLDate(r.TimeSeriesStartExtended.AddDays(-100))
+ " AND PublishDate <= " + base.DBInstance.ConvertToSQLDate(r.TimeSeriesEnd)
+ " ORDER BY Symbol, Reportdate Desc ";
DataSet dsShare = base.DBInstance.ExecuteSQL(sqlShare);
DataSet dsAsset = base.DBInstance.ExecuteSQL(sqlAsset);
//更新数据
this.updateFundReport(dsShare, dsAsset, r);
}
catch (Exception ex)
{
throw ex;
}
}
private void updateFundReport(DataRow rowShare, DataRow rowAsset, SeriesFundReport r, bool useAssetReportDate)
{
MutualFundReport rpt = new MutualFundReport();
if (rowShare != null)
{
rpt.PublishDate = DataManager.ConvertToDate(rowShare[C_ColName_DeclareDate]);
rpt.ReportDate = DataManager.ConvertToDate(rowShare[C_ColName_PublishDate]);
rpt.TotalShare = DataManager.ConvertToDouble(rowShare[C_ColName_FundShare]) * 10000; //单位：份
}
if (rowAsset != null)
{
if (useAssetReportDate)
{
rpt.PublishDate = DataManager.ConvertToDate(rowAsset[C_ColName_PublishDate]);
rpt.ReportDate = DataManager.ConvertToDate(rowAsset[C_ColName_ReportDate]);
}
rpt.TotalNetAsset = DataManager.ConvertToDouble(rowAsset[C_ColName_FundNetAsset]); //单位：元
rpt.TotalEquityAsset = DataManager.ConvertToDouble(rowAsset[C_ColName_FundEquityAsset]); //单位：元
rpt.TotalBondAsset = DataManager.ConvertToDouble(rowAsset[C_ColName_FundBondAsset]); //单位：元
rpt.ConvertableBondAsset = DataManager.ConvertToDouble(rowAsset[C_ColName_FundCBAsset]); //单位：元
rpt.PureBondAsset = rpt.TotalBondAsset - rpt.ConvertableBondAsset; //单位：元
}
rpt.TradeDate = rpt.PublishDate;
r.OriginalTimeSeries.Add(rpt);
}
private void updateFundReport(DataSet dsShare, DataSet dsAsset, SeriesFundReport rpt)
{
//基本信息
rpt.DataSource = this.DataSource;
rpt.OriginalTimeSeries.Clear();
string strSymbol = "SYMBOL='" + rpt.Code + "'";
DataRow[] rowsShare = dsShare.Tables[0].Select(strSymbol);
DataRow[] rowsAsset = dsAsset.Tables[0].Select(strSymbol);
//注意: 数据问题：
// 1) 年报数据公布的较晚，在年报公布之前已有相关信息被披露，那么过时的数据将丢弃
// e.g. 166802.OF,
// 2013/1/8 公布了2013/1/4 的基金份额数据；[因折算]
// 2013/1/22 公布了2012/12/31的基金份额数据；[因年报] --这条因数据过期被丢弃
// 2) 通常份额的更新数据多于资产配置的
// 3) 所有序列按照报告日排序，非公告日
DateTime dShare1, dAsset1;
DateTime dShare0, dAsset0;
DataRow rShare, rAsset;
int iShare = 0, iAsset = 0;
//按信息公布日期合并数据
while (true)
{
//=======================
// 准备数据
//=======================
//1.基金份额
if (rowsShare.Length == 0)
{
rShare = null;
}
else if (iShare >= rowsShare.Length)
{
rShare = rowsShare[rowsShare.Length - 1];
}
else
{
rShare = rowsShare[iShare];
}
if (rShare == null)
{
dShare1 = DateTime.Today.AddDays(1);
}
else
{
dShare1 = DataManager.ConvertToDate(rShare[C_ColName_DeclareDate]);//本条数据的公告日
}
if (iShare >= 1 && iShare < rowsShare.Length)
{
//前一条数据的公告日（报告日更晚的）
dShare0 = DataManager.ConvertToDate(rowsShare[iShare - 1][C_ColName_DeclareDate]);
if (dShare1 >= dShare0)
{
//丢弃过期数据
iShare++;
continue;
}
}
//2.基金资产
if (rowsAsset.Length == 0)
{
rAsset = null;
}
else if (iAsset >= rowsAsset.Length)
{
rAsset = rowsAsset[rowsAsset.Length - 1];
}
else
{
rAsset = rowsAsset[iAsset];
}
if (rAsset == null)
{
dAsset1 = DateTime.Today.AddDays(1);
}
else
{
dAsset1 = DataManager.ConvertToDate(rAsset[C_ColName_PublishDate]);
}
if (iAsset >= 1 && iAsset < rowsAsset.Length)
{
//前一条数据的公告日（报告日更晚的）
dAsset0 = DataManager.ConvertToDate(rowsAsset[iAsset - 1][C_ColName_PublishDate]);
if (dAsset1 >= dAsset0)
{
//丢弃过期数据
iAsset++;
continue;
}
}
//=======================
// 合并数据
//=======================
if (rShare == null && rAsset == null)
{
break;
}
if (dShare1 > dAsset1)
{
if (iShare >= rowsShare.Length)
{
updateFundReport(null, rAsset, rpt, true);
iAsset++;
}
else
{
updateFundReport(rShare, rAsset, rpt, false);
}
iShare++;
}
else if (dShare1 < dAsset1)
{
if (iAsset >= rowsAsset.Length)
{
updateFundReport(rShare, null, rpt, false);
iShare++;
}
else
{
updateFundReport(rShare, rAsset, rpt, true);
}
iAsset++;
}
else
{
updateFundReport(rShare, rAsset, rpt, false);
iShare++;
iAsset++;
}
//=======================
// 退出条件
//=======================
if (iShare >= rowsShare.Length && iAsset >= rowsAsset.Length)
{
break;
}
}
//交易日校验,复权
rpt.Adjust();
}
public abstract void LoadMutualFundReport(SeriesFundReport r);
