Boolean IsSameElwInfo(CP_LoadingDatum_Elw cpInfo, CP_LoadingDatum_Elw dbInfo)
{
if (cpInfo.UnderlyingCode.CompareTo(dbInfo.UnderlyingCode) != 0)
{
logger.Warn("{0} != {1}", cpInfo.UnderlyingCode, dbInfo.UnderlyingCode);
return false;
}
if (cpInfo.UnderlyingName.CompareTo(dbInfo.UnderlyingName) != 0)
{
logger.Warn("{0} != {1}", cpInfo.UnderlyingName, dbInfo.UnderlyingName);
return false;
}
if (cpInfo.Code.CompareTo(dbInfo.Code) != 0)
{
logger.Warn("{0} != {1}", cpInfo.Code, dbInfo.Code);
return false;
}
if (cpInfo.Name.CompareTo(dbInfo.Name) != 0)
{
logger.Warn("{0} != {1}", cpInfo.Name, dbInfo.Name);
return false;
}
if (cpInfo._CallPut.CompareTo(dbInfo._CallPut) != 0)
{
logger.Warn("{0} != {1}", cpInfo._CallPut, dbInfo._CallPut);
return false;
}
if (cpInfo.Maturity != dbInfo.Maturity)
{
logger.Warn("{0} != {1}", cpInfo.Maturity, dbInfo.Maturity);
return false;
}
if (!Util.IsSameDouble(cpInfo.Strike, dbInfo.Strike))
{
logger.Warn("{0} != {1}", cpInfo.Strike, dbInfo.Strike);
return false;
}
if (cpInfo.ChangeRate != dbInfo.ChangeRate)
{
logger.Warn("{0} != {1}", cpInfo.ChangeRate, dbInfo.ChangeRate);
return false;
}
if (cpInfo.IssuedCount != dbInfo.IssuedCount)
{
logger.Warn("{0} != {1}", cpInfo.IssuedCount, dbInfo.IssuedCount);
return false;
}
if (cpInfo.RemainDays > dbInfo.RemainDays)
{
logger.Warn("{0} > {1}", cpInfo.RemainDays, dbInfo.RemainDays);
return false;
}
if (cpInfo.LongCode.CompareTo(dbInfo.LongCode) != 0)
{
logger.Warn("{0} != {1}", cpInfo.LongCode, dbInfo.LongCode);
return false;
}
return true;
}
LoadingData_Elw GetLoadingDataFromDB(DateTime maturity)
{
LoadingData_Elw data = new LoadingData_Elw();
List<CP_LoadingDatum_Elw> elwInfos = new List<CP_LoadingDatum_Elw>();
String kospi200 = "U180";
String query_template = "select * from elw_info where underlying_code = '{0}' and maturity = {1}";
String query = String.Format(query_template, kospi200, maturity.ToString("yyyyMMdd"));
DBManager dbManager = new DBManager();
MySqlConnection con = null;
try
{
String ip = ConfigManager.Ins().Config.GetValue(ConfigKeyConst.DB_SERVER_IP);
con = dbManager.CreateConnection(ip, CommonConst.DATABASE_MADVIPER);
con.Open();
MySqlCommand cmd = new MySqlCommand(query, con);
MySqlDataAdapter dataAdapter = new MySqlDataAdapter(cmd);
DataSet ds = new DataSet("query_result");
dataAdapter.Fill(ds, "query_result");
DataRowCollection drc = ds.Tables["query_result"].Rows;
if (drc.Count <= 0)
{
return data;
}
for (int i = 0; i < drc.Count; ++i)
{
CP_LoadingDatum_Elw datum = new CP_LoadingDatum_Elw();
DataRow dr = drc[i];
datum.UnderlyingCode = Convert.ToString(dr["underlying_code"]);
datum.UnderlyingName = Convert.ToString(dr["underlying_name"]);
datum.Code = Convert.ToString(dr["code"]);
datum.Name = Convert.ToString(dr["name"]);
datum.Maturity = Convert.ToInt64(dr["maturity"]);
datum.Strike = Convert.ToDouble(dr["strike"]);
datum.ChangeRate = Convert.ToInt32(dr["change_rate"]);
datum._CallPut = Convert.ToString(dr["call_put"]);
datum.RemainDays = Convert.ToInt64(dr["remain_days"]);
datum.Gearing = Convert.ToDouble(dr["gearing"]);
datum.IssuedCount = Convert.ToInt64(dr["issued_count"]);
datum.LongCode = Convert.ToString(dr["long_code"]);
elwInfos.Add(datum);
}
ds.Clear();
data.Data = elwInfos;
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
finally
{
dbManager.Close(con);
}
return data;
}
Dictionary<String, CP_LoadingDatum_Elw> GetElwInfoFromCP(DateTime maturity)
{
Dictionary<String, CP_LoadingDatum_Elw> elwInfos = new Dictionary<string, CP_LoadingDatum_Elw>();
String kospi200 = "U180";
CPSYSDIBLib.ElwAll elwAll = new CPSYSDIBLib.ElwAll();
CPUTILLib.CpStockCode cpStockCode = new CPUTILLib.CpStockCode();
// 1. ELW 종목 리스트를 얻어온다.
// 2. Kospi200에 해당하는 리스트를 얻어온다.
// 3. ELW를 등록한다.
elwAll.SetInputValue(0, 1);
while (true)
{
elwAll.BlockRequest();
int count = Convert.ToInt32(elwAll.GetHeaderValue(0));
for (int i = 0; i < count; ++i)
{
String underlyingCode = Convert.ToString(elwAll.GetDataValue(36, i));
String underlyingName = Convert.ToString(elwAll.GetDataValue(37, i));
if (underlyingCode.CompareTo(kospi200) != 0)
{
continue;
}
String code = Convert.ToString(elwAll.GetDataValue(0, i));
String name = Convert.ToString(elwAll.GetDataValue(3, i));
String callPut = Convert.ToString(elwAll.GetDataValue(4, i));
long maturityCP = Convert.ToInt64(elwAll.GetDataValue(6, i));
double strike = Convert.ToDouble(elwAll.GetDataValue(10, i));
int changeRate = Convert.ToInt32(elwAll.GetDataValue(11, i));
double bidPrice = Convert.ToDouble(elwAll.GetDataValue(15, i));
double askPrice = Convert.ToDouble(elwAll.GetDataValue(14, i));
double curPrice = Convert.ToDouble(elwAll.GetDataValue(16, i));
double gearing = Convert.ToDouble(elwAll.GetDataValue(28, i));
long issuedCount = Convert.ToInt64(elwAll.GetDataValue(9, i));
long remainDays = Convert.ToInt32(elwAll.GetDataValue(13, i));
double kockoutPrice = Convert.ToDouble(elwAll.GetDataValue(43, i));
if (maturity.ToString("yyyyMMdd").CompareTo(maturityCP.ToString()) == 0)
{
if (kockoutPrice > 0)
{
// 조기종료 버린다.
logger.Debug("{0} is discarded in that it is KOBA.", name);
continue;
}
CP_LoadingDatum_Elw datum = new CP_LoadingDatum_Elw();
datum.UnderlyingCode = underlyingCode;
datum.UnderlyingName = underlyingName;
if (name.ToUpper().Contains("KB") ||
name.ToUpper().Contains("국민") ||
name.ToUpper().Contains("케이비") ||
name.ToUpper().Contains("kb"))
{
// KB투자증권 버린다.
logger.Debug("{0} is discarded in that it is KB.", name);
continue;
}
datum.Code = code;
datum.Name = name;
datum.Maturity = maturityCP;
datum.Strike = strike;
datum.ChangeRate = changeRate;
datum._CallPut = callPut;
datum.RemainDays = remainDays;
datum.Gearing = gearing;
datum.IssuedCount = issuedCount;
datum.LongCode = cpStockCode.CodeToFullCode(code);
datum.BidPrice = bidPrice;
datum.AskPrice = askPrice;
datum.CurPrice = curPrice;
elwInfos.Add(datum.Code, datum);
}
}
if (elwAll.Continue == 0)
{
break;
}
}
return elwInfos;
}
