/// <summary>
/// 获取数据表名。
/// </summary>
/// <param name="kLine"></param>
/// <returns></returns>
private string GetDBTableName(USeCycleType cycle, USeMarket market)
{
string tableName = string.Empty;
if (cycle == USeCycleType.Day)
{
tableName = "day_kline";
}
else if (cycle == USeCycleType.Min1)
{
switch (market)
{
case USeMarket.CFFEX:
case USeMarket.CZCE:
case USeMarket.DCE:
case USeMarket.SHFE:
tableName = string.Format("min1_kline_{0}", market.ToString().ToLower());
break;
default:
Debug.Assert(false);
throw new Exception("Invalid market:" + market.ToString());
}
}
else
{
throw new Exception("Invalid cycel:" + cycle.ToString());
}
return(tableName);
}
public KLineImporter(LogFileInfo fileInfo)
{
m_logFileInfo = fileInfo;
m_filePath = fileInfo.FileInfo.FullName;
m_cycle = fileInfo.Cycle;
m_market = fileInfo.Market;
m_instrumentCode = fileInfo.InstrumentCode;
}
private TimeSpan m_logNoonTime = new TimeSpan(11 + 3, 32, 00); //午盘时间 前推三个小时
#endregion
public ClosePrice2Importer(LogFileInfo fileInfo)
{
Debug.Assert(fileInfo.Cycle == USeCycleType.Min1);
m_logFileInfo = fileInfo;
m_filePath = fileInfo.FileInfo.FullName;
m_cycle = fileInfo.Cycle;
m_market = fileInfo.Market;
m_instrumentCode = fileInfo.InstrumentCode;
}
private DateTime GetLogTime(USeCycleType cycle, string dateValue, string timeValue)
{
string value = dateValue.Replace(".", "-") + " " + timeValue + ":00";
DateTime time;
if (DateTime.TryParse(value, out time) == false)
{
Debug.Assert(false);
}
return(time);
}
private void SaveKLineData(USeMarket market, USeCycleType cycle, string instrumentCode,
DateTime beginDate, DateTime endDate, List <USeKLine> klineList)
{
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
connection.Open();
string tableName = GetDBTableName(cycle, market);
string cmdText = string.Format(@"delete from {0}.{1} where contract = '{2}'
and date_time >= '{3:yyyy-MM-dd}' and date_time < '{4:yyyy-MM-dd}'",
m_alphaDBName, tableName, instrumentCode, beginDate, endDate.AddDays(1));
MySqlCommand command = new MySqlCommand(cmdText, connection);
command.ExecuteNonQuery();
StringBuilder sb = new StringBuilder();
foreach (USeKLine kLine in klineList)
{
cmdText = CreateKLineInsertSql2(kLine);
sb.Append(cmdText);
//command = new MySqlCommand(cmdText, connection);
//command.Parameters.AddWithValue("@contract", kLine.InstrumentCode);
//command.Parameters.AddWithValue("@exchange", kLine.Market.ToString());
//command.Parameters.AddWithValue("@date_time", kLine.DateTime);
//command.Parameters.AddWithValue("@price_open", kLine.Open);
//command.Parameters.AddWithValue("@price_high", kLine.High);
//command.Parameters.AddWithValue("@price_low", kLine.Low);
//command.Parameters.AddWithValue("@price_close", kLine.Close);
//command.Parameters.AddWithValue("@volumn", kLine.Volumn);
//command.Parameters.AddWithValue("@turnover", kLine.Turnover);
//command.Parameters.AddWithValue("@openinterest", kLine.OpenInterest);
//if (kLine.Cycle == USeCycleType.Day)
//{
// command.Parameters.AddWithValue("@pre_settlement_price", kLine.PreSettlementPrice);
// command.Parameters.AddWithValue("@settlement_price", kLine.SettlementPrice);
//}
if (sb.Length > 6000)
{
command = new MySqlCommand(sb.ToString(), connection);
int result = command.ExecuteNonQuery();
sb.Clear();
}
//int result = command.ExecuteNonQuery();
}
if (sb.Length > 0)
{
command = new MySqlCommand(sb.ToString(), connection);
int result = command.ExecuteNonQuery();
sb.Clear();
}
}
}
private DateTime GetActualTime(USeCycleType cycle, string dateValue, string timeValue)
{
string value = dateValue.Replace(".", "-") + " " + timeValue + ":00";
DateTime time;
if (DateTime.TryParse(value, out time) == false)
{
Debug.Assert(false);
}
if (cycle == USeCycleType.Min1)
{
time = time.AddHours(-3).AddMinutes(-1);
}
return(time);
}
public static LogFileInfo ParseLogFile(FileInfo fileInfo, USeProductManager productManager)
{
string[] items = fileInfo.Name.Split(new char[] { '-', '.' });
if (items.Length != 3 && items[2].ToLower() != "csv")
{
throw new Exception("Undistinguish fileName:" + fileInfo.Name);
}
USeCycleType cycle = USeCycleType.Unknown;
string cycleValue = items[0].ToLower();
string instrumentCode = items[1];
if (cycleValue == "1min")
{
cycle = USeCycleType.Min1;
}
else if (cycleValue == "5min")
{
cycle = USeCycleType.Min5;
}
else if (cycleValue == "1day")
{
cycle = USeCycleType.Day;
}
else
{
throw new Exception("Undistinguish cycel:" + cycleValue);
}
string productCode = USeTraderProtocol.GetVarieties(instrumentCode);
USeProduct product = productManager.GetPruduct(productCode);
if (product == null)
{
throw new Exception("Undistinguish cycel:" + cycleValue);
}
LogFileInfo logInfo = new LogFileInfo();
logInfo.InstrumentCode = GetOfficeInstrumentCode(instrumentCode, product.Market);
logInfo.Market = product.Market;
logInfo.Cycle = cycle;
logInfo.FileInfo = fileInfo;
return(logInfo);
}
/// <summary>
/// 构造方法。
/// </summary>
/// <param name="instrument">合约。</param>
/// <param name="klinePublisher">发布者。</param>
/// <param name="cycle">周期。</param>
/// <param name="eventLogger">日志。</param>
public MinKLineFactory(USeInstrument instrument, IKLinePublisher klinePublisher, DayTradeRange tradeRange, IAppLogger eventLogger, USeCycleType cycle, bool isMainContract)
: base(instrument, klinePublisher, tradeRange, eventLogger)
{
if (cycle != USeCycleType.Min1)
{
throw new NotSupportedException(string.Format("Not support {0} ", cycle));
}
m_cycle = cycle;
m_isMainContract = isMainContract;
if (isMainContract)
{
string varieties = USeTraderProtocol.GetVarieties(instrument.InstrumentCode);
m_mainContract = USeTraderProtocol.GetMainContractCode(varieties, instrument.Market);
}
}
/// <summary>
/// 构造方法。
/// </summary>
/// <param name="indexInstrument">指数合约。</param>
/// <param name="klinePublisher">发布者。</param>
/// <param name="cycle">周期。</param>
/// <param name="eventLogger">日志。</param>
public IndexMinKLineFactory(USeProduct product, List <USeInstrument> instrumentList, USeCycleType cycle, IKLinePublisher klinePublisher, DayTradeRange tradeRange, IAppLogger eventLogger, USeTradingInstrumentManager instrumentManager)
: base(USeTraderProtocol.GetVarietiesIndexCode(product),
klinePublisher, tradeRange, eventLogger)
{
if (cycle != USeCycleType.Min1)
{
throw new NotSupportedException(string.Format("Not support {0} ", cycle));
}
Debug.Assert(product.PriceTick > 0);
Debug.Assert(instrumentList != null && instrumentList.Count > 0);
m_cycle = cycle;
m_product = product;
m_componentDic = new Dictionary <string, USeMarketData>();
foreach (USeInstrument instrument in instrumentList)
{
m_componentDic.Add(instrument.InstrumentCode, null);
}
//if (initKLine != null)
//{
// Debug.Assert(initKLine.InstrumentCode == USeTraderProtocol.GetVarietiesIndexCode(product).InstrumentCode);
// m_kLine = initKLine;
//}
//获取该数据库下的合约详细信息
try
{
Debug.Assert(instrumentManager != null);
m_insDetailList = instrumentManager.GetAllInstrumentDetails();
}
catch (Exception ex)
{
throw new Exception("IndexDayKLineFactory 获取全部合约详细信息异常:" + ex.Message);
}
}
public KLineImportServices(USeCycleType cycle, IAppLogger eventLogger)
: base(eventLogger)
{
m_cycle = cycle;
}