예제 #1
0
        /// <summary>
        /// 批量导入日K线数据。
        /// 1. klines只能包含1支股票的日K线数据;
        /// 2. klines中的数据必须按照交易日期升序排序;
        /// </summary>
        /// <param name="db"></param>
        /// <param name="kdatas"></param>
        /// <returns></returns>
        public static int BatchImport(Database db, List<KJapaneseData> kdatas)
        {
            if(kdatas==null || kdatas.Count<=0) return 0;
            try{
                int stockId = kdatas[0].StockId;
                //if(stockId!=998) return 0; //TODO
                DateTime start = DateTime.Now;
                //因为要计算250日均线,所以向前加载K线数据
                List<KJapaneseData> latest = FindLatest(db, stockId, 251)as List<KJapaneseData>;

                #region 导入K线数据前的初始化处理
                //1.数据库中已经存在K线数据时,将数据库中最新交易日的K线数据删除,这是为了防止在开盘时间导出的K线数据,
                //  导致当天的K线数据与收盘时不一致,删除重新导入;
                if(latest.Count>0){
                    latest[latest.Count-1].Remove(db);
                    latest.RemoveAt(latest.Count-1);
                }
                //2.如果数据库中已经存在K线数据,则这些数据不再重新导入;
                while(kdatas.Count>0 && latest.Count>0 && kdatas[0].TxDate<=latest[latest.Count-1].TxDate){
                    kdatas.RemoveAt(0);
                }
                //3.如果latest中不足250条数据,则用最早的k线数据补全
                KJapaneseData cloneTarget = null;
                int persistedStart = 0;
                if(latest.Count>0) cloneTarget = latest[0];
                else cloneTarget = kdatas[0];
                while(latest.Count<250){
                    latest.Insert(0, cloneTarget.Clone(-1));
                    persistedStart++;
                }
                //4.把本次要导入的数据添加到latest中
                int impStart = latest.Count, impEnd = impStart + kdatas.Count - 1;
                //将需要导入的日K线数据kdatas追加到latest后面,计算过程中改变latest中实体的MA均线价格,这些修改
                //同时也会反应到kdatas中的实体上。
                //最后将kdatas插入数据库,即完成数据导入
                latest.AddRange(kdatas);
                //5.在latest最后追加16条最新k线数据的拷贝,用于计算定制化的均价、均量
                cloneTarget = kdatas[kdatas.Count-1];
                long latestEffectiveVol = cloneTarget.Volume;
                for(int i=kdatas.Count-1; i>=0; i--){
                    if(!kdatas[i].IsAllDayOnFusingPrice()){
                        latestEffectiveVol = kdatas[i].Volume;
                        break;
                    }
                }
                for(int i=0; i<16; i++){
                    KJapaneseData cloned = cloneTarget.Clone(1);
                    //1子板涨跌停期间对均量线影响较大,为排除这种影响,克隆对象取最后一个非涨跌停板的成交量
                    cloned.Volume = latestEffectiveVol;
                    latest.Add(cloned);
                }
                #endregion

                #region 计算标准化MA均线价格
                //初始化各均线价格
                decimal ma5=0, ma10=0, ma20=0, ma60=0, ma120=0, ma250=0;
                for(int i=0; i<impStart; i++){
                    ma250 += latest[i].ClosePrice;
                    if(impStart-i<=120) ma120 += latest[i].ClosePrice;
                    if(impStart-i<=60) ma60 += latest[i].ClosePrice;
                    if(impStart-i<=20) ma20 += latest[i].ClosePrice;
                    if(impStart-i<=10) ma10 += latest[i].ClosePrice;
                    if(impStart-i<=5) ma5 += latest[i].ClosePrice;
                }
                for(int i=impStart; i<=impEnd; i++){
                    //设置上一交易日日期及价格
                    if(!latest[i-1].IsCloned()){
                        latest[i].PrevDate = latest[i-1].TxDate;
                        latest[i].PrevPrice = latest[i-1].ClosePrice;
                    }
                    //5日均线价格
                    ma5 = ma5 + latest[i].ClosePrice - latest[i-5].ClosePrice;
                    latest[i].MA5 = ma5 / 5;
                    //10日均线价格
                    ma10 = ma10 + latest[i].ClosePrice - latest[i-10].ClosePrice;
                    latest[i].MA10 = ma10 / 10;
                    //20日均线价格
                    ma20 = ma20 + latest[i].ClosePrice - latest[i-20].ClosePrice;
                    latest[i].MA20 = ma20 / 20;
                    //60日均线价格
                    ma60 = ma60 + latest[i].ClosePrice - latest[i-60].ClosePrice;
                    latest[i].MA60 = ma60 / 60;
                    //120日均线价格
                    ma120 = ma120 + latest[i].ClosePrice - latest[i-120].ClosePrice;
                    latest[i].MA120 = ma120 / 120;
                    //250日均线价格
                    ma250 = ma250 + latest[i].ClosePrice - latest[i-250].ClosePrice;
                    latest[i].MA250 = ma250 / 250;
                }
                #endregion

                CalculateMA(latest, impStart, impEnd, MAType.MAShort);
                CalculateMA(latest, impStart, impEnd, MAType.MALong);
                CalculateMA(latest, impStart, impEnd, MAType.VMAShort);
                CalculateMA(latest, impStart, impEnd, MAType.VMALong);

                DateTime afterCalc = DateTime.Now;

                #region 批量导入、更新
                db.BeginTransaction();
                //批量插入
                try{
                    BulkInserter<KJapaneseData> bi = new KJapaneseDataBulkInserter<KJapaneseData>(db, 200); //初步验证,一批次插入200条性能最好
                    for(int i=impStart; i<=impEnd; i++) bi.Push(latest[i]);
                    bi.Flush();
                    //更新受影响的双重9日均线价格
                    int startIndex = impStart - 8;
                    if(startIndex<0) startIndex = 0;
                    if(startIndex<persistedStart) startIndex = persistedStart;
                    for(int i=startIndex; i<impStart; i++)
                        latest[i].UpdateMA(db);
                    db.CommitTransaction();
                }catch(Exception exInner){
                    db.RollbackTransaction();
                    log.Error("导入日K线数据错误", exInner);
                }
                #endregion

                return kdatas.Count;
            }catch(Exception ex){
                log.Error("导入日K线错误", ex);
                return 0;
            }
        }
예제 #2
0
        /// <summary>
        /// 创建股东数数据。前提条件:<br />
        /// 1. 每次调用,<paramref name="entities"/>只能包含同一只股票的股东数数据;<br />
        /// 2. 调用时,必须确保StockId, PublishDate, HolderCount, AverageStockNumber, Source属性值有效;
        /// </summary>
        /// <param name="db"></param>
        /// <param name="entities"></param>
        public static int Create(Database db, IList<ShareholdersNumEntity> entities)
        {
            if(entities==null || entities.Count<=0) return 0;

            DateTime minDate = DateTime.MaxValue, effectiveDate = new DateTime(1990, 1, 1);
            int stockId = 0, exists=0, insertedRows = 0;
            try{
                db.BeginTransaction();
                //添加数据
                foreach(ShareholdersNumEntity entity in entities){
                    //数据校验
                    if(entity.StockId<=0 || entity.ReportDate<=effectiveDate
                       // || entity.HolderCount<=0 || entity.AverageStockNumber<=0
                       || (entity.Source==null || entity.Source.Trim().Length<=0))
                        throw new EntityException("[holder-num] [create] 属性无效,无法更新数据库,[id:"
                                                  + entity.StockId + ", date:" + entity.ReportDate.ToString("yyyyMMdd"));
                    if(stockId==0) stockId = entity.StockId;
                    if(stockId!=entity.StockId)
                        throw new EntityException("[holder-num] [create] entities中包含了多只股票的股东数数据");

                    entity.CreateTime = DateTime.Now;
                    entity.VarNum = 0;
                    //插入数据
                    exists = Convert.ToInt32(db.ExecScalar(
                        "select count(*) from sto_holder_num where sto_id=?id and report_date=?date",
                        new string[] {"id", "date"},
                        new object[] { entity.StockId, entity.ReportDate}
                    ));
                    if(exists<=0){
                        insertedRows += db.ExecNonQuery(INSERT_SQL,
                            new string[]{"id", "date", "holdersNum", "varNum", "avgShares", "totalShares", "transShares", "time", "source"},
                            new object[]{entity.StockId, entity.ReportDate, entity.HoldersNum, entity.VarNum
                                    , entity.AvgShares, entity.TotalShares, entity.TransShares
                                    , entity.CreateTime, entity.Source});

                        if(minDate>entity.ReportDate) minDate = entity.ReportDate;
                    }
                }

                //更新股东数增长量
                int prevCount = 0;
                exists = Convert.ToInt32(db.ExecScalar(
                    "select count(*) from sto_holder_num where sto_id=?id and report_date<?date",
                    new string[] {"id", "date"},
                    new object[] { stockId, minDate}
                ));
                if(exists>0){
                    prevCount = Convert.ToInt32(db.ExecScalar(
                        "select holders_num from sto_holder_num where sto_id=?id and report_date<?date order by report_date desc limit 1",
                        new string[] {"id", "date"},
                        new object[] { stockId, minDate}
                    ));
                }
                DataSet ds = db.ExecDataSet(
                    "select * from sto_holder_num where sto_id=?id and report_date>=?date order by report_date asc",
                    new string[] { "id", "date" }, new object[] { stockId, minDate }
                );
                foreach(DataRow row in ds.Tables[0].Rows){
                    if(prevCount==0){
                        prevCount = Convert.ToInt32(row["holders_num"]);
                        continue;
                    }
                    int curCount = Convert.ToInt32(row["holders_num"]);
                    db.ExecNonQuery(
                        "update sto_holder_num set var_num=?varNum where sto_id=?id and report_date=?date",
                        new string[] { "id", "date", "varNum" },
                        new object[] { stockId, row["report_date"],  curCount-prevCount}
                    );
                    prevCount = curCount;
                }
                db.CommitTransaction();
            }catch(Exception ex){
                db.RollbackTransaction();
                throw ex;
            }

            return insertedRows;
        }