public static DateTime Offset(MongoDataReader w, BaseDataItemClass SecItem, DateTime dt, int N, Cycle cyc)
{
DateTime begt = SecItem.Ipo_date;
if (SecItem.SecType == SecType.Index)
{
//指数不停牌，自然日按交易日*7/5，放大到10/2=2倍指定开始日
switch (cyc)
{
case Cycle.Day:
{
begt = dt.AddDays(-2 * N);
break;
}
case Cycle.Week:
{
begt = dt.AddDays(-7 * N);
break;
}
case Cycle.Month:
{
begt = dt.AddMonths(N);
break;
}
case Cycle.Year:
{
begt = dt.AddYears(N);
break;
}
}
}
if (begt.CompareTo(SecItem.Ipo_date) < 0)//任何情况（index的ipo日期为1899-12-31）如果开始日期小于ipo日期，开始日期设置为Ipo日期。
{
begt = SecItem.Ipo_date;
}
BaseDataTable tb = CommMGToolClass.GetBaseSerialData(
w,
SecItem.WindCode,
begt,
dt,
Cycle.Day,
PriceAdj.UnDo,
BaseDataPoint.trade_status, BaseDataPoint.sec_type);
BaseDataTable ttb = tb.AvaliableData;
if (ttb.Count == 0)
{
return(dt); //如果数据为空，返回回览日
}
if (ttb.Count > N)
{
return(((BaseDataItemClass)ttb[ttb.Count - N]).DateTime);
}
return(((BaseDataItemClass)ttb[0]).DateTime);
}
static void InitEquites()
{
AllMarketEquitClass aec = new AllMarketEquitClass();
MTable dt = CommWDToolClass.getBkList(w, aec.SummaryCode, DateTime.Today, false);
if (dt == null || dt.Count == 0)
{
return;
}
string[] equitcodes = dt["WIND_CODE"].ToList <string>().ToArray();
BaseDataTable bdt = CommWDToolClass.GetBaseData(w,
equitcodes,
DateTime.Today,
Cycle.Day,
PriceAdj.Beyond,
new object[0] {
}); //获得所有股票的基本信息
OnMarketDate = bdt[BaseDataPoint.ipo_date.ToString().ToUpper()].ToList <DateTime>().Min <DateTime>(); //所有股票中的最早的IPO日期
EquitCnt = bdt.Count;
Dictionary <string, SecurityInfo> alllist = new Dictionary <string, SecurityInfo>();
Dictionary <int, List <SecurityInfo> > grps = new Dictionary <int, List <SecurityInfo> >();
for (int i = 0; i < bdt.Count; i++)
{
BaseDataItemClass info = bdt[i] as BaseDataItemClass;
SecurityInfo si = new SecurityInfo
{
secType = SecType.Equit,
BaseInfo = info,
DateIndex = new Dictionary <DateTime, int>()
};
if (alllist.ContainsKey(si.BaseInfo.WindCode))
{
throw (new Exception("初始化系统出现重复股票！"));
}
int t = i % GroupCnt;
if (!grps.ContainsKey(t))
{
grps.Add(t, new List <SecurityInfo>());
}
grps[t].Add(si);
alllist.Add(si.BaseInfo.WindCode, si);
}
int cnt = 0;
foreach (int k in grps.Keys)
{
if (cnt++ == 0)
{
ThreadPool.QueueUserWorkItem(new WaitCallback(runBuild), grps[k]);
}
}
if (!AllSecSet.ContainsKey(SecType.Equit))
{
AllSecSet.Add(SecType.Equit, alllist);
}
}
public SecurityProcessClass(BaseDataItemClass dr)
{
if (dr == null)
{
return;
}
SecInfo = dr;
Enable = false;
}
public CommSecurityProcessClass SingleSecPreProcess(BaseDataItemClass dr)
{
CommSecurityProcessClass ret = new CommSecurityProcessClass(dr);
switch (LogicType)
{
case CommStrategyLogicType.Reverse:
ret = this.ReverseSelectSecurity(InParam);
break;
case CommStrategyLogicType.Breach:
ret = this.BreachSelectSecurity(InParam);
break;
case CommStrategyLogicType.Balance:
ret = this.BalanceSelectSecurity(InParam);
break;
default:
break;
}
return(ret);
}
