/// <summary>
/// 从csv文件中读取交易日信息。
/// </summary>
/// <param name="CSVName"></param>
private void GetDataFromCSV(string CSVName)
{
DataTable tradeDaysData = CsvApplication.OpenCSV(CSVName);
foreach (DataRow r in tradeDaysData.Rows)
{
tradeDaysOfDataBase.Add(Convert.ToInt32(r["tradedays"]));
}
}
public StoreData(List <optionDataFormat> myData, int start = 0, int end = 0)
{
if (start == 0)
{
start = 0;
end = myData.Count() - 1;
}
if (start != 0 && start < myData.Count() && end == 0)
{
end = myData.Count() - 1;
}
DataTable dt = new DataTable();
dt.Columns.Add("代码", Type.GetType("System.String"));
dt.Columns.Add("日期", Type.GetType("System.String"));
dt.Columns.Add("时间", Type.GetType("System.Double"));
dt.Columns.Add("成交价", Type.GetType("System.Double"));
dt.Columns.Add("Ask1", Type.GetType("System.Double"));
dt.Columns.Add("Ask2", Type.GetType("System.Double"));
dt.Columns.Add("Ask3", Type.GetType("System.Double"));
dt.Columns.Add("Ask4", Type.GetType("System.Double"));
dt.Columns.Add("Ask5", Type.GetType("System.Double"));
dt.Columns.Add("Askv1", Type.GetType("System.Double"));
dt.Columns.Add("Askv2", Type.GetType("System.Double"));
dt.Columns.Add("Askv3", Type.GetType("System.Double"));
dt.Columns.Add("Askv4", Type.GetType("System.Double"));
dt.Columns.Add("Askv5", Type.GetType("System.Double"));
dt.Columns.Add("bid1", Type.GetType("System.Double"));
dt.Columns.Add("bid2", Type.GetType("System.Double"));
dt.Columns.Add("bid3", Type.GetType("System.Double"));
dt.Columns.Add("bid4", Type.GetType("System.Double"));
dt.Columns.Add("bid5", Type.GetType("System.Double"));
dt.Columns.Add("bidv1", Type.GetType("System.Double"));
dt.Columns.Add("bidv2", Type.GetType("System.Double"));
dt.Columns.Add("bidv3", Type.GetType("System.Double"));
dt.Columns.Add("bidv4", Type.GetType("System.Double"));
dt.Columns.Add("bidv5", Type.GetType("System.Double"));
dt.Columns.Add("high", Type.GetType("System.Double"));
dt.Columns.Add("low", Type.GetType("System.Double"));
dt.Columns.Add("成交量", Type.GetType("System.Double"));
dt.Columns.Add("成交额", Type.GetType("System.Double"));
dt.Columns.Add("持仓量", Type.GetType("System.Double"));
dt.Columns.Add("成交笔数", Type.GetType("System.Double"));
dt.Columns.Add("状态", Type.GetType("System.String"));
string str = DateTime.Now.ToString("yyyyMMdd");
lock (myData)
{
for (int i = start; i <= end; i++)
{
optionDataFormat data = myData[i];
dt.Rows.Add(new object[] { data.code, str, data.time, data.last, data.ask[0], data.ask[1], data.ask[2], data.ask[3], data.ask[4], data.askv[0], data.askv[1], data.askv[2], data.askv[3], data.askv[4], data.bid[0], data.bid[1], data.bid[2], data.bid[3], data.bid[4], data.bidv[0], data.bidv[1], data.bidv[2], data.bidv[3], data.bidv[4], data.high, data.low, data.volume, data.turnover, data.openInterest, data.count, data.status });
}
}
CsvApplication.SaveCSV(dt, "optiondata_" + str + ".csv", "append");
}
/// <summary>
/// 将交易日信息存入CSV文件。
/// </summary>
private void SaveTradeDaysDataByCSV(string CSVName)
{
DataTable tradeDaysData = new DataTable();
tradeDaysData.Columns.Add("tradedays", typeof(int));
foreach (int date in tradeDaysOfDataBase)
{
DataRow r = tradeDaysData.NewRow();
r["tradedays"] = date;
tradeDaysData.Rows.Add(r);
}
CsvApplication.SaveCSV(tradeDaysData, CSVName);
}
private void findChance()
{
DataTable dt = CsvApplication.OpenCSV("20160706.csv");
for (int i = 0; i < dt.Rows.Count; i++)
{
//模拟实时的行情
dataFormat data0 = new dataFormat();
data0.code = (string)dt.Rows[i]["代码"];
if (data0.code == "代码")
{
continue;
}
string[] str = data0.code.Split('.');
int code = str[0][0] == 'I'?0:Convert.ToInt32(str[0]);
if (OptionInformation.myOptionList.ContainsKey(code) && optionList.ContainsKey(data0.code) == false)
{
optionList.Add(data0.code, OptionInformation.myOptionList[code]);
}
data0.date = Convert.ToInt64(dt.Rows[i]["日期"]);
data0.time = Convert.ToInt64(dt.Rows[i]["时间"]);
data0.ask = new double[5];
data0.ask[0] = Convert.ToDouble(dt.Rows[i]["Ask1"]) / 10000.0;
data0.ask[1] = Convert.ToDouble(dt.Rows[i]["Ask2"]) / 10000.0;
data0.ask[2] = Convert.ToDouble(dt.Rows[i]["Ask3"]) / 10000.0;
data0.ask[3] = Convert.ToDouble(dt.Rows[i]["Ask4"]) / 10000.0;
data0.ask[4] = Convert.ToDouble(dt.Rows[i]["Ask5"]) / 10000.0;
data0.askv = new double[5];
data0.askv[0] = Convert.ToDouble(dt.Rows[i]["Askv1"]) / 10000.0;
data0.askv[1] = Convert.ToDouble(dt.Rows[i]["Askv2"]) / 10000.0;
data0.askv[2] = Convert.ToDouble(dt.Rows[i]["Askv3"]) / 10000.0;
data0.askv[3] = Convert.ToDouble(dt.Rows[i]["Askv4"]) / 10000.0;
data0.askv[4] = Convert.ToDouble(dt.Rows[i]["Askv5"]) / 10000.0;
data0.bid = new double[5];
data0.bid[0] = Convert.ToDouble(dt.Rows[i]["Bid1"]) / 10000.0;
data0.bid[1] = Convert.ToDouble(dt.Rows[i]["Bid2"]) / 10000.0;
data0.bid[2] = Convert.ToDouble(dt.Rows[i]["Bid3"]) / 10000.0;
data0.bid[3] = Convert.ToDouble(dt.Rows[i]["Bid4"]) / 10000.0;
data0.bid[4] = Convert.ToDouble(dt.Rows[i]["Bid5"]) / 10000.0;
data0.bidv = new double[5];
data0.bidv[0] = Convert.ToDouble(dt.Rows[i]["Bidv1"]) / 10000.0;
data0.bidv[1] = Convert.ToDouble(dt.Rows[i]["Bidv2"]) / 10000.0;
data0.bidv[2] = Convert.ToDouble(dt.Rows[i]["Bidv3"]) / 10000.0;
data0.bidv[3] = Convert.ToDouble(dt.Rows[i]["Bidv4"]) / 10000.0;
data0.bidv[4] = Convert.ToDouble(dt.Rows[i]["Bidv5"]) / 10000.0;
data0.high = Convert.ToDecimal(dt.Rows[i]["high"]) / 10000;
data0.low = Convert.ToDecimal(dt.Rows[i]["low"]) / 10000;
data0.last = Convert.ToDecimal(dt.Rows[i]["成交价"]) / 10000;
data0.openInterest = Convert.ToDecimal(dt.Rows[i]["持仓量"]) / 10000;
data0.status = (string)dt.Rows[i]["状态"];
data0.turnover = Convert.ToDecimal(dt.Rows[i]["成交额"]);
data0.volume = Convert.ToDecimal(dt.Rows[i]["成交量"]);
if (marketInformation.ContainsKey(data0.code))
{
marketInformation[data0.code] = data0;
}
else
{
marketInformation.Add(data0.code, data0);
}
}
}