public WindData getDataSet()
{
//WindAPI w = new WindAPI();
//w.start();
string strExecInfo = string.Format(strInfo, SecCode, Date.ToShortDateString());
WindData wd = w.wset(strType, strExecInfo);
return(wd);
}
private void GetStockList()
{
TradeDays myTradeDays = new TradeDays(20130601, 20160626);
int[] changeDate = new int[7] {
20130628, 20131213, 20140613, 20141212, 20150612, 20151211, 20160608
};
w.start();
foreach (int date in changeDate)
{
int today = date;
int tomorrow = TradeDays.GetNextTradeDay(date);
string todayStr = DateTime.ParseExact(today.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
string tomorrowStr = DateTime.ParseExact(tomorrow.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
List <string> todayList = new List <string>();
List <string> tomorrowList = new List <string>();
List <string> stockIn = new List <string>();
List <string> stockOut = new List <string>();
WindData wd = w.wset("sectorconstituent", "date=" + todayStr + ";windcode=" + indexName);
object[] stockList = wd.data as object[];
int num = stockList.Length / 3;
for (int i = 0; i < num; i++)
{
todayList.Add(Convert.ToString(stockList[i * 3 + 1]));
}
wd = w.wset("sectorconstituent", "date=" + tomorrowStr + ";windcode=" + indexName);
stockList = wd.data as object[];
num = stockList.Length / 3;
for (int i = 0; i < num; i++)
{
tomorrowList.Add(Convert.ToString(stockList[i * 3 + 1]));
}
foreach (string code in tomorrowList)
{
if (todayList.Contains(code) == false)
{
stockIn.Add(code);
}
}
foreach (string code in todayList)
{
if (tomorrowList.Contains(code) == false)
{
stockOut.Add(code);
}
}
stockModifyList myList = new stockModifyList(today, stockIn, stockOut);
changeList.Add(today, myList);
}
}
/// <summary>
/// 获取股票列表的信息。
/// </summary>
/// <param name="market">市场</param>
/// <returns>商品期货信息列表</returns>
public List <stockFormat> GetStockList(string indexName)
{
List <stockFormat> myList = new List <stockFormat>();
//按日期遍历，添加股票信息。
WindAPI w = new WindAPI();
w.start();
string[] dateStr = { "2013-06-01", "2013-12-01", "2014-06-01", "2014-12-01", "2015-06-01", "2015-12-01", "2016-06-01", "2016-06-20" };
foreach (var item in dateStr)
{
WindData wd = w.wset("sectorconstituent", "date=" + item + ";windcode=" + indexName);
object[] stockList = wd.data as object[];
int num = stockList.Length / 3;
for (int i = 0; i < num; i++)
{
stockFormat myStock = new stockFormat();
myStock.market = "SH";
myStock.code = Convert.ToString(stockList[i * 3 + 1]).Substring(0, 6);
myStock.name = (string)stockList[i * 3 + 2];
if (myList.Contains(myStock) == false)
{
myList.Add(myStock);
}
}
}
w.stop();
return(myList);
}
public List <OptionInfo> readFromWind(string underlying = "510050.SH", string market = "sse")
{
string marketStr = "";
if (market == "sse")
{
marketStr = ".SH";
}
WindAPI wapi = Platforms.GetWindAPI();
WindData wd = wapi.wset("optioncontractbasicinfo", "exchange=" + market + ";windcode=" + underlying + ";status=all");
int len = wd.codeList.Length;
int fieldLen = wd.fieldList.Length;
List <OptionInfo> items = new List <OptionInfo>(len);
object[] dm = (object[])wd.data;
for (int k = 0; k < len; k++)
{
items.Add(new OptionInfo
{
optionCode = (string)dm[k * fieldLen + 0] + marketStr,
optionName = (string)dm[k * fieldLen + 1],
executeType = (string)dm[k * fieldLen + 5],
strike = (double)dm[k * fieldLen + 6],
contractMultiplier = (double)dm[k * fieldLen + 7],
optionType = (string)dm[k * fieldLen + 4],
startDate = (DateTime)dm[k * fieldLen + 9],
endDate = (DateTime)dm[k * fieldLen + 10]
});
}
return(items);
}
protected List <OptionInfo> readFromWindOnly50ETFOption(string underlying = "510050.SH", string market = "sse")
{
DateTime timeOf50ETFDividend2016 = new DateTime(2016, 11, 29);//2016年50ETF分红时间
double standardContractMultiplier = 10000;
string marketStr = "";
if (market == "sse")
{
marketStr = ".SH";
}
if (Caches.WindConnection == false)
{
return(null);
}
WindAPI wapi = Platforms.GetWindAPI();
WindData wd = wapi.wset("optioncontractbasicinfo", "exchange=" + market + ";windcode=" + underlying + ";status=all");
int len = wd.codeList.Length;
int fieldLen = wd.fieldList.Length;
List <OptionInfo> items = new List <OptionInfo>(len);
object[] dm = (object[])wd.data;
for (int k = 0; k < len; k++)
{
items.Add(new OptionInfo
{
optionCode = (string)dm[k * fieldLen + 0] + marketStr,
optionName = (string)dm[k * fieldLen + 1],
executeType = (string)dm[k * fieldLen + 5],
strike = (double)dm[k * fieldLen + 6],
contractMultiplier = (double)dm[k * fieldLen + 7],
optionType = (string)dm[k * fieldLen + 4],
startDate = (DateTime)dm[k * fieldLen + 9],
endDate = (DateTime)dm[k * fieldLen + 10]
});
}
for (int i = 0; i < items.Count(); i++)
{
var item = items[i];
if (item.startDate < timeOf50ETFDividend2016 && item.endDate >= timeOf50ETFDividend2016)
{
item.modifiedDate = timeOf50ETFDividend2016;
item.strikeBeforeModified = Math.Round(item.strike * item.contractMultiplier / standardContractMultiplier, 2);
}
else
{
item.strikeBeforeModified = item.strike;
}
items[i] = item;
}
return(items);
}
/// <summary>
/// 按日期遍历，添加期权信息。写入静态哈希表myOptionList。
/// </summary>
/// <param name="startDate">开始日期</param>
/// <param name="endDate">结束日期</param>
private void GetOptionInformationList(int startDate, int endDate)
{
//定义交易日期的类。
TradeDays myTradeDays = new TradeDays(startDate, endDate);
//从数据库表中获取信息，如果已经是完整信息就不需要连接万德数据库。
if (GetOptionListFromTable(startDate, endDate) == true)
{
return;
}
//按日期遍历，添加期权信息。
WindAPI w = new WindAPI();
w.start();
foreach (int today in myTradeDays.myTradeDays)
{
if (TradeDays.IsOptionExerciseDate(today) || today == myTradeDays.myTradeDays[myTradeDays.myTradeDays.Count - 1])
{
WindData optionToday = w.wset("OptionChain", "date=" + today.ToString() + ";us_code=" + Configuration.underlyingAsset + ";option_var=;month=全部;call_put=全部");
object[] optionList = optionToday.data as object[];
int num = optionList.Length / 13;
for (int i = 0; i < num; i++)
{
optionFormat option = new optionFormat();
string codeString = (string)optionList[i * 13 + 4 - 1];
option.optionCode = Convert.ToInt32(codeString.Substring(0, 8));
option.market = codeString.Substring(9, 2);
option.optionName = (string)optionList[i * 13 + 5 - 1];
option.executeType = (string)optionList[i * 13 + 6 - 1];
option.strike = (double)optionList[i * 13 + 7 - 1];
option.optionType = (string)optionList[i * 13 + 9 - 1];
option.startDate = TradeDays.DateTimeToInt((DateTime)optionList[i * 13 + 10 - 1]);
option.endDate = TradeDays.DateTimeToInt((DateTime)optionList[i * 13 + 11 - 1]);
if (myOptionList.ContainsKey(option.optionCode) == false)
{
myOptionList.Add(option.optionCode, option);
}
}
}
}
w.stop();
}
private void GetBonusFromWind()
{
string startDateStr = DateTime.ParseExact(startDate.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
string endDateStr = DateTime.ParseExact(endDate.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
WindData wd = w.wset("corporationaction", "startdate=" + startDateStr + ";enddate=" + endDateStr + ";windcode=" + code);
object[] stockList = wd.data as object[];
int num = stockList == null?0:stockList.Length / 11;
for (int i = 0; i < num; i++)
{
stockChangeFormat change = new stockChangeFormat();
change.code = code;
string[] date = Convert.ToString(stockList[i * 11]).Split(new char[] { '/', ' ' });
change.date = Convert.ToInt32(date[0]) * 10000 + Convert.ToInt32(date[1]) * 100 + Convert.ToInt32(date[2]);
change.bonus = Convert.ToDouble(stockList[i * 11 + 3]);
change.divisor = 1.0 + Convert.ToDouble(stockList[i * 11 + 4]);
stockChangeList.Add(change);
}
}
protected List <OptionInfo> readFromWindOnlyByDate(string underlying, DateTime startDate, DateTime endDate)
{
if (Caches.WindConnection == false)
{
return(null);
}
underlying = underlying.ToUpper();
var tradeDays = DateUtils.GetTradeDays(startDate, endDate);
WindAPI wapi = Platforms.GetWindAPI();
List <OptionInfo> items = new List <OptionInfo>();
Dictionary <string, OptionInfo> list = new Dictionary <string, OptionInfo>();
foreach (var date in tradeDays)
{
string dateStr = date.ToString("yyyy-MM-dd");
WindData wd = wapi.wset("optionchain", "date=" + dateStr + ";us_code=" + underlying + ";option_var=全部;call_put=全部");
object[] dm = (object[])wd.data;
int len = wd.codeList.Length;
int fieldLen = wd.fieldList.Length;
for (int k = 0; k < len; k++)
{
OptionInfo myInfo = new OptionInfo
{
optionCode = (string)dm[k * fieldLen + 2],
optionName = (string)dm[k * fieldLen + 4],
executeType = (string)dm[k * fieldLen + 5],
strike = (double)dm[k * fieldLen + 6],
contractMultiplier = (double)dm[k * fieldLen + 13],
optionType = (string)dm[k * fieldLen + 8],
startDate = (DateTime)dm[k * fieldLen + 9],
endDate = (DateTime)dm[k * fieldLen + 10]
};
if (list.ContainsKey(myInfo.optionName) == false)
{
list.Add(myInfo.optionName, myInfo);
items.Add(myInfo);
}
}
}
return(items);
}
private static List <CodeInfo> GetSectorCodeInfo(WindAPI wind, DateTime date, string sectorId)
{
var wd = wind.wset("sectorconstituent", $"date={date.ToString("yyyy-MM-dd")};sectorid={sectorId}"); // 获得上海交易所数据
var df = (object[, ])wd.getDataByFunc("wset", false);
var length = df.GetUpperBound(0);
List <CodeInfo> rets = new List <CodeInfo>();
for (var i = 0; i <= length; i++)
{
var ci = new CodeInfo()
{
WindCode = df[i, 1].ToString(),
Name = df[i, 2].ToString(),
};
rets.Add(ci);
}
return(rets);
}
/// <summary>
/// 根据程序运行日期，获取截止至昨日的指数成分股的列表
/// </summary>
/// <returns>指数成分股列表</returns>
private Dictionary <string, stockFormat> getExitsStocks()
{
Dictionary <string, stockFormat> list = new Dictionary <string, stockFormat>();
int yesterday = TradeDays.GetPreviousTradeDay(Convert.ToInt32(DateTime.Now.ToString("yyyyMMdd")));
foreach (int day in myTradeDays.myTradeDays)
{
string todayStr = DateTime.ParseExact(day.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
if (day <= yesterday)
{
WindData wd = w.wset("sectorconstituent", "date=" + todayStr + ";windcode=" + indexName);
object[] stockList = wd.data as object[];
int num = stockList.Length / 3;
for (int i = 0; i < num; i++)
{
stockFormat myStock = new stockFormat();
myStock.code = Convert.ToString(stockList[i * 3 + 1]);
myStock.name = (string)stockList[i * 3 + 2];
if (list.ContainsKey(myStock.code) == false)
{
myStock.existsDate = new List <int>();
myStock.existsDate.Add(day);
myStock.existsDate.Add(day);
list.Add(myStock.code, myStock);
}
else
{
int enterDate = list[myStock.code].existsDate[list[myStock.code].existsDate.Count() - 2];
int quitDate = list[myStock.code].existsDate[list[myStock.code].existsDate.Count() - 1];
if (day > TradeDays.GetNextTradeDay(quitDate))
{
list[myStock.code].existsDate.Add(day);
list[myStock.code].existsDate.Add(day);
}
else
{
list[myStock.code].existsDate[list[myStock.code].existsDate.Count() - 1] = day;
}
}
}
}
}
//若计算时间不包括历史时间，必须读取昨日的数据作为基准
if (list.Count == 0)
{
string yesterdayStr = DateTime.ParseExact(yesterday.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd"); List <stockFormat> myList = new List <stockFormat>();
WindData wd = w.wset("sectorconstituent", "date=" + yesterdayStr + ";windcode=" + indexName);
object[] stockList = wd.data as object[];
int num = stockList.Length / 3;
for (int i = 0; i < num; i++)
{
stockFormat myStock = new stockFormat();
myStock.code = Convert.ToString(stockList[i * 3 + 1]).Substring(0, 6);
myStock.name = (string)stockList[i * 3 + 2];
myStock.existsDate = new List <int>();
myStock.existsDate.Add(yesterday);
myStock.existsDate.Add(yesterday);
}
}
//从stockModify.csv中读取指数成分股变动股票和日期
DataTable dt = CsvApplication.OpenCSV("stockModify.csv");
SortedDictionary <int, List <stockModify> > stockModifyList = new SortedDictionary <int, List <stockModify> >();
for (int i = 0; i < dt.Rows.Count; i++)
{
stockModify stock = new stockModify();
stock.code = dt.Rows[i][0].ToString();
stock.name = dt.Rows[i][1].ToString();
stock.date = Convert.ToInt32(dt.Rows[i][2].ToString());
stock.direction = dt.Rows[i][3].ToString();
if (stockModifyList.ContainsKey(stock.date))
{
stockModifyList[stock.date].Add(stock);
}
else
{
List <stockModify> stockList0 = new List <stockModify>();
stockList0.Add(stock);
stockModifyList.Add(stock.date, stockList0);
}
}
//根据文档对我的数据进行处理，如果变动时间大于昨日时间，需要对我的股票列表进行修正
int maxDate = yesterday;
foreach (var stockList in stockModifyList)
{
if (stockList.Value[0].date > yesterday)
{
foreach (var stock in stockList.Value)
{
if (stock.direction == "out")
{
if (list.ContainsKey(stock.code) == true)
{
list[stock.code].existsDate[list[stock.code].existsDate.Count() - 1] = stock.date;
}
}
if (stock.direction == "in")
{
if (stockList.Value[0].date > maxDate)
{
maxDate = stockList.Value[0].date;
}
if (list.ContainsKey(stock.code) == true)
{
list[stock.code].existsDate.Add(stock.date);
list[stock.code].existsDate.Add(stock.date);
}
else
{
stockFormat myStock = new stockFormat();
myStock.name = stock.name;
myStock.code = stock.code;
myStock.existsDate = new List <int>();
myStock.existsDate.Add(stock.date);
myStock.existsDate.Add(stock.date);
}
}
}
}
}
//按照回测日期给股票列表进行修正
foreach (var stock in list)
{
if (stock.Value.existsDate[stock.Value.existsDate.Count() - 1] == yesterday || stock.Value.existsDate[stock.Value.existsDate.Count() - 1] == maxDate)
{
stock.Value.existsDate[stock.Value.existsDate.Count() - 1] = endDate;
}
}
return(list);
}
private void EvaluateBonus()
{
//利用万德wset的“分红送转”抓取数据
foreach (var item in GetStocks.stockList)
{
stockBonus bonus = bonusList[item.Key];
List <int> dateList = new List <int>();
List <double> historicalBonusList = new List <double>();
WindData wd = w.wset("corporationaction", "startdate=2014-01-01;enddate=2020-06-20;windcode=" + bonus.code + ";field=ex_dividend_date,wind_code,sec_name,cash_payout_ratio,ex_dividend_note");
object[] stockList = wd.data as object[];
int num = (stockList == null ? 0 : stockList.Length / 5);
for (int i = 0; i < num; i++)
{
string[] dateStr = Convert.ToString(stockList[i * 5]).Split(new char[] { '/', ' ' });
int date = Convert.ToInt32(dateStr[0]) * 10000 + Convert.ToInt32(dateStr[1]) * 100 + Convert.ToInt32(dateStr[2]);
double planBonus = (stockList[i * 5 + 3] == null ? 0 : (double)stockList[i * 5 + 3]);
dateList.Add(date);
historicalBonusList.Add(planBonus);
}
//判断去年是否有2次分红
int thisYear = 0, lastYear = 0;
for (int i = 0; i < dateList.Count; i++)
{
int date = dateList[i];
double myBonus = historicalBonusList[i];
if (date / 10000 + 1 == yesterday / 10000 && myBonus > 0)
{
lastYear += 1;
}
if (date / 10000 == yesterday / 10000 && myBonus > 0)
{
thisYear += 1;
}
}
if (lastYear == 1 && thisYear == 1)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.firstDate = dateList[dateList.Count() - 1];
bonus.firstStatus = "明确";
}
if (lastYear == 1 && thisYear == 0)
{
if (bonus.planBonus != 0)
{
bonus.firstBonus = bonus.planBonus;
bonus.firstDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 1] + 10000);
bonus.firstStatus = "有预案但日期未明确";
}
else
{
string str = DateTime.ParseExact(yesterday.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
WindData eps = w.wsd(bonus.code, "eps_ttm", "ED-0TD", str, "Days=Alldays");//利用EPS来估算分红
double[] epsList = eps.data as double[];
double thisEps = epsList[0];
if (thisEps < 0)
{
bonus.firstStatus = "去年亏损无分红";
bonus.firstBonus = 0;
bonus.firstDate = 0;
}
else
{
str = DateTime.ParseExact((yesterday - 10000).ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
eps = w.wsd(bonus.code, "eps_ttm", "ED-0TD", str, "Days=Alldays");
epsList = eps.data as double[];
double lastEps = (epsList == null?0:epsList[0]);
if (lastEps == 0)
{
bonus.firstStatus = "去年无EPS数据无法预测";
bonus.firstBonus = 0;
bonus.firstDate = 0;
}
else
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 1] / lastEps * thisEps;
bonus.firstDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 1] + 10000);
bonus.firstStatus = "无预案按上次分红预测";
}
}
}
}
if (lastYear >= 2 && thisYear == 2)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 2];
bonus.firstDate = dateList[dateList.Count() - 2];
bonus.firstStatus = "明确";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.secondDate = dateList[dateList.Count() - 1];
bonus.secondStatus = "明确";
}
if (lastYear >= 2 && thisYear == 1)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.firstDate = dateList[dateList.Count() - 1];
bonus.firstStatus = "明确";
if (bonus.planBonus != 0)
{
bonus.secondBonus = bonus.planBonus;
bonus.secondDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 2] + 10000);
bonus.secondStatus = "有预案但日期未明确";
}
else
{
bonus.secondDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 2] + 10000);
bonus.secondStatus = "无预案按上次分红预测";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 2] / historicalBonusList[historicalBonusList.Count() - 3] * historicalBonusList[historicalBonusList.Count() - 1];
}
}
if (lastYear >= 2 && thisYear == 0)
{
if (bonus.planBonus != 0)
{
bonus.firstBonus = bonus.planBonus;
bonus.firstDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 2] + 10000);
bonus.firstStatus = "有预案但日期未明确";
bonus.secondDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 1] + 10000);
bonus.secondStatus = "无预案按上次分红预测";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 1] / historicalBonusList[historicalBonusList.Count() - 2] * bonus.planBonus;
}
else
{
string str = DateTime.ParseExact(yesterday.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
WindData eps = w.wsd(bonus.code, "eps_ttm", "ED-0TD", str, "Days=Alldays");
double[] epsList = eps.data as double[];
double thisEps = epsList[0];
if (thisEps < 0)
{
bonus.firstStatus = "去年亏损无分红";
bonus.firstBonus = 0;
bonus.firstDate = 0;
bonus.secondStatus = "去年亏损无分红";
bonus.secondBonus = 0;
bonus.secondDate = 0;
}
else
{
str = DateTime.ParseExact((yesterday - 10000).ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
eps = w.wsd(bonus.code, "eps_ttm", "ED-0TD", str, "Days=Alldays");
epsList = eps.data as double[];
double lastEps = (epsList == null ? 0 : epsList[0]);
if (lastEps == 0)
{
bonus.firstStatus = "去年无EPS数据无法预测";
bonus.firstBonus = 0;
bonus.firstDate = 0;
bonus.secondStatus = "去年无EPS数据无法预测";
bonus.secondBonus = 0;
bonus.secondDate = 0;
}
else
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 2] / lastEps * thisEps;
bonus.firstDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 2] + 10000);
bonus.firstStatus = "无预案按上次分红预测";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 1] / lastEps * thisEps;
bonus.secondDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 1] + 10000);
bonus.secondStatus = "无预案按上次分红预测";
}
}
}
}
if (lastYear == 0 && thisYear == 0)
{
if (bonus.planBonus > 0)
{
bonus.firstBonus = bonus.planBonus;
bonus.firstDate = 0;
bonus.firstStatus = "有预案但日期未明确";
}
else
{
bonus.firstStatus = "无预案无分红数据";
}
}
if (lastYear == 0 && thisYear == 1)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.firstDate = dateList[dateList.Count() - 1];
bonus.firstStatus = "明确";
if (bonus.planBonus > 0)
{
bonus.secondBonus = bonus.planBonus;
bonus.secondDate = 0;
bonus.secondStatus = "有预案但日期未明确";
}
}
if (lastYear == 0 && thisYear == 2)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 2];
bonus.firstDate = dateList[dateList.Count() - 2];
bonus.firstStatus = "明确";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.secondDate = dateList[dateList.Count() - 1];
bonus.secondStatus = "明确";
}
if (bonus.firstStatus == "有预案但日期未明确" || bonus.firstStatus == "无预案按上次分红预测")
{
if (bonus.firstDate <= yesterday)
{
bonus.firstDate = 0;
bonus.firstStatus += "预测日期已过";
}
}
if (bonus.secondStatus == "有预案但日期未明确" || bonus.secondStatus == "无预案按上次分红预测")
{
if (bonus.secondDate <= yesterday)
{
bonus.secondDate = 0;
bonus.secondStatus += "预测日期已过";
}
}
evaluateBonusList.Add(bonus.code, bonus);
}
//预处理，默认除息除权日是分红的前一天
foreach (var item in GetStocks.stockList)
{
stockBonus bonus = evaluateBonusList[item.Key];
if (bonus.firstDate > 0)
{
bonus.firstRegisterDate = TradeDays.GetPreviousTradeDay(bonus.firstDate);
}
if (bonus.secondDate > 0)
{
bonus.SecondRegisterDate = TradeDays.GetPreviousTradeDay(bonus.secondDate);
}
evaluateBonusList[item.Key] = bonus;
}
//利用万德接口wset的“分红实施”来获取股权登记日
string lastYearStr = (yesterday / 10000 - 1).ToString();
WindData register = w.wset("bonus", "orderby=报告期;year=" + lastYearStr + ";period=y1;sectorid=a001010100000000;field=wind_code,sec_name,shareregister_date,dividend_payment_date");
object[] stockList2 = register.data as object[];
int num2 = (stockList2 == null?0:stockList2.Length / 4);
for (int i = 0; i < num2; i++)
{
string code = Convert.ToString(stockList2[i * 4]);
if (evaluateBonusList.ContainsKey(code))
{
string[] date = Convert.ToString(stockList2[i * 4 + 3]).Split(new char[] { '/', ' ' });
int planDate = Convert.ToInt32(date[0]) * 10000 + Convert.ToInt32(date[1]) * 100 + Convert.ToInt32(date[2]);
stockBonus bonus = evaluateBonusList[code];
if (planDate == bonus.firstDate)
{
date = Convert.ToString(stockList2[i * 4 + 2]).Split(new char[] { '/', ' ' });
bonus.firstRegisterDate = Convert.ToInt32(date[0]) * 10000 + Convert.ToInt32(date[1]) * 100 + Convert.ToInt32(date[2]);
}
if (planDate == bonus.secondDate)
{
date = Convert.ToString(stockList2[i * 4 + 2]).Split(new char[] { '/', ' ' });
bonus.SecondRegisterDate = Convert.ToInt32(date[0]) * 10000 + Convert.ToInt32(date[1]) * 100 + Convert.ToInt32(date[2]);
}
evaluateBonusList[code] = bonus;
}
}
}
public List <StockBasicInfo> readFromWind(DateTime date, string tag = null, List <string> existCode = null, List <StockBasicInfo> preList = null, IDictionary <string, object> options = null)
{
if (Caches.WindConnection == false && Caches.WindConnectionTry == true)
{
return(null);
}
date = DateUtils.PreviousOrCurrentTradeDay(date);//获取最近的交易日
WindAPI w = Platforms.GetWindAPI();
WindData delist = w.wset("sectorconstituent", "date=" + date.ToString("yyyy-MM-dd") + ";sectorid=a001010m00000000");
WindData list = w.wset("sectorconstituent", "date=" + date.ToString("yyyy-MM-dd") + ";sectorid=a001010100000000");
List <string> codeList = new List <string>();
int len = delist.codeList.Length;
int fieldLen = delist.fieldList.Length;
object[] dataList = (object[])delist.data;
for (int k = 0; k < len; k++)
{
var code = dataList[k * fieldLen + 1].ToString();
if ((existCode != null && existCode.Contains(code) == true) || existCode == null)
{
codeList.Add(code);
}
}
len = list.codeList.Length;
fieldLen = list.fieldList.Length;
dataList = (object[])list.data;
for (int k = 0; k < len; k++)
{
var code = dataList[k * fieldLen + 1].ToString();
if ((existCode != null && existCode.Contains(code) == false) || existCode == null)
{
codeList.Add(code);
}
}
codeList.Sort();
List <StockBasicInfo> items = new List <StockBasicInfo>();
WindData wd = new WindData();
foreach (var code in codeList)
{
wd = w.wsd(code, "sec_name,ipo_date,delist_date", date.ToString("yyyy-MM-dd"), date.ToString("yyyy-MM-dd"), "");
dataList = (object[])wd.data;
items.Add(new StockBasicInfo
{
code = code,
name = dataList[0].ToString(),
listDate = (DateTime)dataList[1],
delistDate = dataList[2] is DBNull ? new DateTime(2099, 12, 31) : (DateTime)dataList[2]
});
}
if (preList != null)
{
foreach (var stock in preList)
{
if (items.Find(x => x.code == stock.code) == null)
{
items.Add(stock);
}
}
}
return(items.OrderBy(x => x.code).ToList());
}
