/// <summary>
/// 获取前一天下跌的股票
/// </summary>
public static List <String> getLastDayCodes(int type)
{
List <String> ret = new List <String>();
foreach (String code in m_historyDatas.Keys)
{
List <SecurityData> sds = m_historyDatas[code];
SecurityData sd = sds[sds.Count - 1];
if (type == 0)
{
if (sd.m_close < sd.m_open)
{
ret.Add(code);
}
}
else if (type == 1)
{
if (sd.m_close > sd.m_open)
{
ret.Add(code);
}
}
}
return(ret);
}
/// <summary>
/// 计算指标
/// </summary>
/// <param name="id">指标ID</param>
/// <param name="code">代码</param>
/// <param name="path">路径</param>
/// <param name="type">类型</param>
/// <param name="cycle">周期</param>
/// <param name="subscription">复权方式</param>
/// <param name="date">日期</param>
/// <param name="open">开盘价</param>
/// <param name="high">最高价</param>
/// <param name="low">最低价</param>
/// <param name="close">收盘价</param>
/// <param name="volume">成交量</param>
/// <param name="amount">成交额</param>
/// <returns>返回数据</returns>
public static double[] calculateIndicatorExtern(int id, String code, ref double result)
{
if (m_indicators.ContainsKey(id))
{
FCScript indicator = m_indicators[id];
List <FCScript> indicators = new List <FCScript>();
indicators.Add(indicator);
List <SecurityData> datas = new List <SecurityData>();
if (SecurityService.m_historyDatas.ContainsKey(code))
{
datas = SecurityService.m_historyDatas[code];
SecurityLatestData latestData = null;
if (SecurityService.m_latestDatas.ContainsKey(code))
{
latestData = SecurityService.m_latestDatas[code];
}
if (latestData != null)
{
SecurityData newData = new SecurityData();
getSecurityData(latestData, latestData.m_lastClose, 1440, 0, ref newData);
if (datas.Count == 0)
{
datas.Add(newData);
}
else
{
if (newData.m_date > datas[datas.Count - 1].m_date)
{
datas.Add(newData);
}
else
{
datas[datas.Count - 1] = newData;
}
}
}
FCDataTable dataSource = indicator.DataSource;
int[] fields = new int[] { KeyFields.CLOSE_INDEX, KeyFields.HIGH_INDEX, KeyFields.LOW_INDEX, KeyFields.OPEN_INDEX, KeyFields.VOL_INDEX, KeyFields.AMOUNT_INDEX };
SecurityDataHelper.bindHistoryDatas(m_chart, dataSource, indicators, fields, datas);;
int rowsCount = dataSource.RowsCount;
int variablesSize = indicator.MainVariables.Count;
double[] list = new double[variablesSize];
if (rowsCount > 0)
{
int pos = 0;
foreach (String name in indicator.MainVariables.Keys)
{
int field = indicator.MainVariables[name];
double value = dataSource.get2(rowsCount - 1, field);
list[pos] = value;
pos++;
}
}
result = indicator.m_result;
dataSource.clear();
return(list);
}
}
return(null);
}
/// <summary>
/// 获取周线的历史数据
/// </summary>
/// <param name="weekDatas">周线历史数据</param>
/// <param name="dayDatas">日线历史数据</param>
/// <returns>状态</returns>
public static int getHistoryWeekDatas(List <SecurityData> weekDatas, List <SecurityData> dayDatas)
{
int weekDatasSize = dayDatas.Count;
if (weekDatasSize > 0)
{
SecurityData weekData = new SecurityData();
weekData.copy(dayDatas[0]);
int lDayOfWeek = 0, lDays = 0;
for (int i = 0; i < weekDatasSize; i++)
{
SecurityData dayData = new SecurityData();
dayData.copy(dayDatas[i]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0, days = (int)dayData.m_date / (3600 * 24);
FCStr.getDateByNum(dayData.m_date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
int dow = dayOfWeek(year, month, day);
bool isNextWeek = true;
bool add = false;
if (days - lDays <= 5)
{
if (days != lDays)
{
isNextWeek = dow <= lDayOfWeek;
}
}
if (isNextWeek || i == weekDatasSize - 1)
{
add = true;
}
if (!isNextWeek)
{
weekData.m_close = dayData.m_close;
weekData.m_amount += dayData.m_amount;
weekData.m_volume += dayData.m_volume;
if (weekData.m_high < dayData.m_high)
{
weekData.m_high = dayData.m_high;
}
if (weekData.m_low > dayData.m_low)
{
weekData.m_low = dayData.m_low;
}
}
if (add)
{
weekDatas.Add(weekData);
weekData = dayData;
}
if (isNextWeek && i == weekDatasSize - 1)
{
weekData = dayData;
weekDatas.Add(weekData);
}
lDayOfWeek = dow;
lDays = days;
}
}
return(1);
}
/// <summary>
/// 获取通达信的历史数据
/// </summary>
/// <param name="str">数据字符串</param>
/// <param name="datas">历史数据</param>
/// <returns>状态</returns>
public static int getHistoryDatasByTdxStr(String str, List <SecurityData> datas)
{
String[] strs = str.Split(new String[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
int strLen = strs.Length;
for (int i = 2; i < strLen - 1; i++)
{
String[] strs2 = strs[i].Split(',');
int strs2Size = strs2.Length;
if (strs2Size >= 7)
{
String[] dateStrs = strs2[0].Split('-');
int year = 0, month = 0, day = 0, hour = 0, minute = 0;
if (dateStrs.Length == 3)
{
year = FCStr.convertStrToInt(dateStrs[0]);
month = FCStr.convertStrToInt(dateStrs[1]);
day = FCStr.convertStrToInt(dateStrs[2]);
}
int si = 1;
if (strs2Size == 8)
{
si = 2;
hour = FCStr.convertStrToInt(strs2[1].Substring(0, 2));
minute = FCStr.convertStrToInt(strs2[1].Substring(2, 2));
}
double open = FCStr.convertStrToDouble(strs2[si]);
double high = FCStr.convertStrToDouble(strs2[si + 1]);
double low = FCStr.convertStrToDouble(strs2[si + 2]);
double close = FCStr.convertStrToDouble(strs2[si + 3]);
double volume = FCStr.convertStrToDouble(strs2[si + 4]);
double amount = FCStr.convertStrToDouble(strs2[si + 5]);
if (volume == 0)
{
continue;
}
if (year != 0 && month != 0 && day != 0)
{
SecurityData securityData = new SecurityData();
if (hour != 0 || minute != 0)
{
securityData.m_date = FCStr.getDateNum(year, month, day, hour, minute, 0, 0) - 300;
}
else
{
securityData.m_date = FCStr.getDateNum(year, month, day, 0, 0, 0, 0);
}
securityData.m_open = open;
securityData.m_high = high;
securityData.m_low = low;
securityData.m_close = close;
securityData.m_volume = volume;
securityData.m_amount = amount;
datas.Add(securityData);
}
}
}
return(1);
}
/// <summary>
/// 复制数据
/// </summary>
/// <param name="data">数据</param>
public void copy(SecurityData data)
{
m_close = data.m_close;
m_date = data.m_date;
m_high = data.m_high;
m_low = data.m_low;
m_open = data.m_open;
m_volume = data.m_volume;
m_amount = data.m_amount;
}
/// <summary>
/// 获取月线的历史数据
/// </summary>
/// <param name="weekDatas">月线历史数据</param>
/// <param name="dayDatas">日线历史数据</param>
/// <returns>状态</returns>
public static int getHistoryMonthDatas(List <SecurityData> monthDatas, List <SecurityData> dayDatas)
{
int monthDatasSize = dayDatas.Count;
if (monthDatasSize > 0)
{
SecurityData monthData = new SecurityData();
monthData.copy(dayDatas[0]);
int lYear = 0, lMonth = 0, lDay = 0;
for (int i = 0; i < monthDatasSize; i++)
{
SecurityData dayData = new SecurityData();
dayData.copy(dayDatas[i]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
FCStr.getDateByNum(dayData.m_date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
bool isNextMonth = year * 12 + month > lYear * 12 + lMonth;
bool add = false;
if (i == monthDatasSize - 1 || (i > 0 && isNextMonth))
{
add = true;
}
if (!isNextMonth)
{
monthData.m_close = dayData.m_close;
monthData.m_amount += dayData.m_amount;
monthData.m_volume += dayData.m_volume;
if (monthData.m_high < dayData.m_high)
{
monthData.m_high = dayData.m_high;
}
if (monthData.m_low > dayData.m_low)
{
monthData.m_low = dayData.m_low;
}
}
if (add)
{
monthDatas.Add(monthData);
monthData = dayData;
}
if (isNextMonth && i == monthDatasSize - 1)
{
monthData = dayData;
monthDatas.Add(monthData);
}
lYear = year;
lMonth = month;
lDay = day;
}
}
return(1);
}
/// <summary>
/// 获取分时数据
/// </summary>
public static void getMinuteDatas()
{
if (m_minuteDatas.Count > 0)
{
return;
}
String appPath = DataCenter.getAppPath();
foreach (String code in m_codedMap.Keys)
{
String fileName = m_newFileDir + FCStrEx.convertDBCodeToFileName(code);
if (!FCFile.isFileExist(fileName))
{
fileName = m_newFileDir + FCStrEx.convertDBCodeToSinaCode(code).ToUpper() + ".txt";
}
if (FCFile.isFileExist(fileName))
{
String text = "";
FCFile.read(fileName, ref text);
List <SecurityData> datas = new List <SecurityData>();
StockService.getHistoryDatasByMinuteStr(text, datas);
if (datas.Count > 0)
{
int rindex = 0;
int dataSize = datas.Count;
while (rindex < dataSize)
{
SecurityData d = datas[rindex];
if (rindex == 0)
{
d.m_avgPrice = d.m_close;
}
else
{
SecurityData ld = datas[rindex - 1];
d.m_avgPrice = (ld.m_avgPrice * rindex + d.m_close) / (rindex + 1);
}
rindex++;
}
m_minuteDatas[code] = datas;
}
}
}
}
/// <summary>
/// 绑定历史数据
/// </summary>
/// <param name="chart">股票控件</param>
/// <param name="dataSource">数据源</param>
/// <param name="indicators">指标</param>
/// <param name="fields">字段</param>
/// <param name="historyDatas">历史数据</param>
public static void bindHistoryDatas(FCChart chart, FCDataTable dataSource, List <FCScript> indicators, int[] fields, List <SecurityData> historyDatas)
{
dataSource.clear();
int size = historyDatas.Count;
dataSource.setRowsCapacity(size + 10);
dataSource.setRowsGrowStep(100);
int columnsCount = dataSource.ColumnsCount;
for (int i = 0; i < size; i++)
{
SecurityData securityData = historyDatas[i];
if (dataSource == chart.DataSource)
{
insertData(chart, dataSource, fields, securityData);
}
else
{
double[] ary = new double[columnsCount];
ary[0] = securityData.m_close;
ary[1] = securityData.m_high;
ary[2] = securityData.m_low;
ary[3] = securityData.m_open;
ary[4] = securityData.m_volume;
for (int j = 5; j < columnsCount; j++)
{
ary[j] = double.NaN;
}
dataSource.AddRow(securityData.m_date, ary, columnsCount);
}
}
int indicatorsSize = indicators.Count;
for (int i = 0; i < indicatorsSize; i++)
{
indicators[i].onCalculate(0);
}
}
/// <summary>
/// 数据落地线程工作
/// </summary>
public static void startWork3()
{
//复制数据
loadHistoryDatas();
//getMinuteDatas();
//新旧数据合并
foreach (String oCode in m_historyDatas.Keys)
{
if (!m_latestDatas.ContainsKey(oCode) || !m_historyDatas.ContainsKey(oCode))
{
continue;
}
SecurityLatestData securityLatestData = m_latestDatas[oCode];
List <SecurityData> oldSecurityDatas = m_historyDatas[oCode];
SecurityData oldSecurityData = oldSecurityDatas[oldSecurityDatas.Count - 1];
int myear = 0, mmonth = 0, mday = 0, mhour = 0, mmin = 0, msec = 0, mmsec = 0;
FCStr.getDateByNum(oldSecurityData.m_date, ref myear, ref mmonth, ref mday, ref mhour, ref mmin, ref msec, ref mmsec);
int year = 0, month = 0, day = 0, hour = 0, min = 0, sec = 0, msec2 = 0;
FCStr.getDateByNum(securityLatestData.m_date, ref year, ref month, ref day, ref hour, ref min, ref sec, ref msec2);
if (year >= myear && month >= mmonth && day >= mday)
{
SecurityData nSecurityData = new SecurityData();
nSecurityData.m_amount = securityLatestData.m_amount;
nSecurityData.m_close = securityLatestData.m_close;
nSecurityData.m_date = securityLatestData.m_date;
nSecurityData.m_high = securityLatestData.m_high;
nSecurityData.m_low = securityLatestData.m_low;
nSecurityData.m_open = securityLatestData.m_open;
nSecurityData.m_volume = securityLatestData.m_volume;
if (day == mday)
{
m_historyDatas[oCode].RemoveAt(m_historyDatas[oCode].Count - 1);
}
m_historyDatas[oCode].Add(nSecurityData);
}
}
String outputFileTemplate = DataCenter.getAppPath() + "\\day\\{0}.txt";
String fileInfo = "{0} {1} 日线 前复权\r\n";
String title = " 日期 开盘 最高 最低 收盘 成交量 成交额\r\n";
String lineTemp = "{0},{1},{2},{3},{4},{5},{6}\r\n";
String timeFormatStr = "yyyy-MM-dd";
//写入文件
foreach (String code in m_historyDatas.Keys)
{
List <SecurityData> temp3 = m_historyDatas[code];
StringBuilder strbuff = new StringBuilder();
strbuff.Append(String.Format(fileInfo, m_codedMap[code].m_code, m_codedMap[code].m_name));
strbuff.Append(title);
foreach (SecurityData sdt in temp3)
{
strbuff.Append(String.Format(lineTemp, //
FCStr.convertNumToDate(sdt.m_date).ToString(timeFormatStr), //
sdt.m_open, //
sdt.m_high, //
sdt.m_low, //
sdt.m_close, //
sdt.m_volume, //
sdt.m_amount));
}
strbuff.Append("数据来源:通达信\r\n");
FCFile.write(String.Format(outputFileTemplate, code), strbuff.ToString());
}
}
/// <summary>
/// 检查是否开仓
/// </summary>
/// <param name="latestData">最新数据</param>
/// <param name="datas">数据</param>
/// <param name="n">创新高参数</param>
/// <param name="m">均线参数</param>
/// <returns>是否开仓 1:买开 2:卖开 0:不开仓</returns>
public static void checkOpen(SecurityLatestData latestData, List <SecurityData> datas, int n, int m)
{
int datasSize = datas.Count;
//依次判断买和卖 direction = 0 买 direction = 1卖
for (int direction = 0; direction <= 1; direction++)
{
//极值
double extrem = 0;
//判断是否产生极值
double lastClose = datas[datasSize - 1].m_close;
//循环遍历除最新数据外的前n-1条数据
for (int i = datasSize - n; i < datasSize - 1; i++)
{
SecurityData data = datas[i];
if (direction == 0)
{
//获取阶段最高价
if (extrem == 0 || extrem < data.m_close)
{
extrem = data.m_close;
}
}
else if (direction == 1)
{
//获取阶段最低价
if (extrem == 0 || extrem > data.m_close)
{
extrem = data.m_close;
}
}
}
//判断是否创新高
bool newExtrem = false;
if (direction == 0)
{
//当前价高于前n-1的最高价
if (lastClose > extrem)
{
newExtrem = true;
}
}
else if (direction == 1)
{
//当前价低于前n-1的最低价
if (lastClose < extrem)
{
newExtrem = true;
}
}
//循环便利数据，计算60周期均线
for (int i = 0; i < datasSize; i++)
{
SecurityData data = datas[i];
int startIndex = i - (m - 1);
int realM = m;
if (startIndex <= 0)
{
startIndex = 0;
realM = i + 1;
}
double sum = 0;
for (int j = startIndex; j <= i; j++)
{
sum += datas[j].m_close;
}
data.m_ma = sum / realM;
}
//判断60周期均线是否上翘或下翘
bool newWards = false;
if (direction == 0)
{
newWards = datas[datasSize - 1].m_ma > datas[datasSize - 2].m_ma;
}
else if (direction == 1)
{
newWards = datas[datasSize - 1].m_ma < datas[datasSize - 2].m_ma;
}
//判断是否买开仓
if (direction == 0)
{
if (newExtrem)
{
latestData.m_state1 = 1; //state1=1 代表是创新高
}
if (newWards)
{
latestData.m_state2 = 1; //state2=1 代表是均线上翘
}
}
//判断是否卖开仓
else if (direction == 1)
{
if (newExtrem)
{
latestData.m_state3 = 1; //state3=1 代表是创新低
}
if (newWards)
{
latestData.m_state4 = 1; //state4=1 代表是均线下翘
}
}
}
}
/// <summary>
/// 获取股票历史数据
/// </summary>
/// <param name="latestData">最新数据</param>
/// <param name="lastClose">上一期收盘价</param>
/// <param name="cycle">周期</param>
/// <param name="subscription">复权模式</param>
/// <param name="securityData">历史数据</param>
/// <returns>历史数据</returns>
public static void getSecurityData(SecurityLatestData latestData, double lastClose, int cycle, int subscription, ref SecurityData securityData)
{
if (cycle <= 60)
{
securityData.m_date = getDivideDate(latestData.m_date, 60 * 60);
}
else
{
securityData.m_date = (long)latestData.m_date / (3600 * 24) * (3600 * 24);
}
//前复权计算
double factor = 1;
if (lastClose > 0 && latestData.m_lastClose > 0 && subscription == 2)
{
factor = lastClose / latestData.m_lastClose;
}
securityData.m_close = latestData.m_close * factor;
securityData.m_high = latestData.m_high * factor;
securityData.m_low = latestData.m_low * factor;
securityData.m_open = latestData.m_open * factor;
securityData.m_volume = latestData.m_volume;
securityData.m_amount = latestData.m_amount;
}
/// <summary>
/// 获取分时线的历史数据
/// </summary>
/// <param name="str">数据字符串</param>
/// <param name="datas">历史数据</param>
/// <returns>状态</returns>
public static int getHistoryDatasByMinuteStr(String str, List <SecurityData> datas)
{
String[] strs = str.Split(new String[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
int strLen = strs.Length;
double lClose = 0, lHigh = 0, lLow = 0, lOpen = 0;
double lVolume = 0, lAmount = 0, fVolume = 0, fAmount = 0, sum = 0;
int lYear = 0, lMonth = 0, lDay = 0, lHour = 0, lMinute = 0;
int startIndex = 0;
for (int i = startIndex; i < strLen; i++)
{
String[] strs2 = strs[i].Split(',');
if (strs2.Length == 4)
{
double date = FCStr.convertStrToDouble(strs2[0]);
double close = FCStr.convertStrToDouble(strs2[1]);
double volume = FCStr.convertStrToDouble(strs2[2]);
double amount = FCStr.convertStrToDouble(strs2[3]);
int year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, ms = 0;
FCStr.getDateByNum(date, ref year, ref month, ref day, ref hour, ref minute, ref second, ref ms);
if (hour * 60 + minute >= 899)
{
hour = 14;
minute = 59;
}
if (i == startIndex)
{
lClose = close;
lHigh = close;
lLow = close;
lOpen = close;
lVolume = volume;
lAmount = amount;
lYear = year;
lMonth = month;
lDay = day;
lHour = hour;
lMinute = minute;
}
bool inSameTime = false;
if (hour == lHour && minute == lMinute)
{
inSameTime = true;
if (close > lHigh)
{
lHigh = close;
}
if (close < lLow)
{
lLow = close;
}
}
if (!inSameTime || i == strLen - 1)
{
SecurityData data = new SecurityData();
data.m_date = FCStr.getDateNum(lYear, lMonth, lDay, lHour, lMinute, 0, 0);
data.m_close = lClose;
if (lHigh != 0)
{
data.m_high = lHigh;
}
else
{
data.m_high = lClose;
}
if (lLow != 0)
{
data.m_low = lLow;
}
else
{
data.m_low = lClose;
}
if (lOpen != 0)
{
data.m_open = lOpen;
}
else
{
data.m_open = lClose;
}
data.m_volume = lVolume - fVolume;
data.m_amount = lAmount - fAmount;
if (data.m_close != 0 && data.m_volume != 0)
{
sum += data.m_close;
data.m_avgPrice = sum / (datas.Count + 1);
datas.Add(data);
}
fVolume = lVolume;
fAmount = lAmount;
}
if (!inSameTime)
{
lHigh = close;
lLow = close;
lOpen = close;
lYear = year;
lMonth = month;
lDay = day;
lHour = hour;
lMinute = minute;
}
lClose = close;
lVolume = volume;
lAmount = amount;
}
}
return(1);
}
/// <summary>
/// 插入最新数据
/// </summary>
/// <param name="chart">股票控件</param>
/// <param name="dataSource">数据源</param>
/// <param name="indicators">指标</param>
/// <param name="fields">字段</param>
/// <param name="historyDatas">最近的历史数据</param>
/// <param name="latestData">实时数据</param>
/// <returns>索引</returns>
public static int insertLatestData(FCChart chart, FCDataTable dataSource, List <FCScript> indicators, int[] fields, SecurityData latestData)
{
if (latestData.m_close > 0 && latestData.m_volume > 0)
{
int indicatorsSize = indicators.Count;
int index = insertData(chart, dataSource, fields, latestData);
for (int i = 0; i < indicatorsSize; i++)
{
indicators[i].onCalculate(index);
}
return(index);
}
else
{
return(-1);
}
}
/// <summary>
/// 插入数据
/// </summary>
/// <param name="chart">证券控件</param>
/// <param name="dataSource">数据源</param>
/// <param name="fields">字段</param>
/// <param name="securityData">证券数据</param>
/// <returns>索引</returns>
public static int insertData(FCChart chart, FCDataTable dataSource, int[] fields, SecurityData securityData)
{
double close = securityData.m_close, high = securityData.m_high, low = securityData.m_low, open = securityData.m_open, avgPrice = securityData.m_avgPrice, volume = securityData.m_volume, amount = securityData.m_amount;
if (volume > 0 || close > 0)
{
if (high == 0)
{
high = close;
}
if (low == 0)
{
low = close;
}
if (open == 0)
{
open = close;
}
if (avgPrice == 0)
{
avgPrice = double.NaN;
}
}
else
{
close = double.NaN;
high = double.NaN;
low = double.NaN;
open = double.NaN;
volume = double.NaN;
amount = double.NaN;
avgPrice = double.NaN;
}
double date = securityData.m_date;
dataSource.set(date, fields[4], volume);
int index = dataSource.getRowIndex(date);
dataSource.set2(index, fields[0], close);
dataSource.set2(index, fields[1], high);
dataSource.set2(index, fields[2], low);
dataSource.set2(index, fields[3], open);
dataSource.set2(index, fields[5], volume);
dataSource.set2(index, fields[6], avgPrice);
return(index);
}
