/// <summary>
/// 下载指定股票代码行情数据
/// </summary>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <param name="StockCode"></param>
///
public void DownLoadStockHistoryData(string startDate, string endDate, string stockCode)
{
try
{
var downFailList = new List <string>();
foreach (var StockCode in stockCode.Split(','))
{
//YahooStockApi ysa = new YahooStockApi();
//var data = ysa.getDataFromYahoo(StockCode, Convert.ToDateTime(startDate), Convert.ToDateTime(endDate));
WangYiStockApi wysa = new WangYiStockApi();
var data = wysa.getDataFromWangYi(StockCode, Convert.ToDateTime(startDate), Convert.ToDateTime(endDate));
if (data.Count == 0)
{
downFailList.Add(StockCode);
continue;
}
var dt = DataHelper.ToDataTable(data);
var res = proc.insertStockHistoryData(dt);
if (res != 1)
{
LogHelper.WriteLog(string.Format("下载股票列表数据失败，股票代码：{0}", StockCode));
}
Console.WriteLine(string.Format("时间：{0}下载股票{1}成功", DateTime.Now.ToString(), StockCode));
}
Console.WriteLine(string.Format("全量下载股票列表数据失败列表\r\n{0}", string.Join(",", downFailList)));
LogHelper.WriteLog(string.Format("全量下载股票列表数据失败\r\n{0}", string.Join(",", downFailList)));
}
catch (Exception ex)
{
LogHelper.WriteLog("下载股票历史数据失败", ex);
}
}
/// <summary>
///
/// </summary>
/// <param name="date"></param>
/// <param name="takeN"></param>
/// <param name="closeWeight"></param>
/// <param name="upperShadowWeight"></param>
/// <param name="lowerShadowWeight"></param>
/// <param name="entityWeight"></param>
/// <param name="topN"></param>
/// <returns></returns>
public List <String> getSimilarPlate(DateTime date, int takeN, double closeWeight, double upperShadowWeight, double lowerShadowWeight, double entityWeight, int topN)
{
WangYiStockApi wysa = new WangYiStockApi();
StockPointCompute spc = new StockPointCompute();
var ssPlate = wysa.getDataFromWangYi("000001.ss", date.AddYears(-5), date).Where(w => w.SVolume > 0).OrderBy(o => o.StockHistoryDate);
var szPlate = wysa.getDataFromWangYi("399001.sz", date.AddYears(-5), date).Where(w => w.SVolume > 0).OrderBy(o => o.StockHistoryDate);
if (Convert.ToDateTime(ssPlate.ToList()[ssPlate.Count() - 1].StockHistoryDate) != date)
{
return(null);
}
Dictionary <string, decimal> meanClose = new Dictionary <string, decimal>();
Dictionary <string, decimal> meanOpen = new Dictionary <string, decimal>();
Dictionary <string, decimal> meanHigh = new Dictionary <string, decimal>();
Dictionary <string, decimal> meanLow = new Dictionary <string, decimal>();
foreach (var i in ssPlate)
{
foreach (var j in szPlate)
{
if (i.StockHistoryDate == j.StockHistoryDate)
{
meanClose.Add(i.StockHistoryDate, i.SClose + j.SClose);
meanOpen.Add(i.StockHistoryDate, i.SOpen + j.SOpen);
meanHigh.Add(i.StockHistoryDate, i.SHigh + j.SHigh);
meanLow.Add(i.StockHistoryDate, i.SLow + j.SLow);
break;
}
}
}
var meanCloseRise = spc.GetIncrease(meanClose.Values.ToList());
List <double> upperShadow = new List <double>();
List <double> lowerShadow = new List <double>();
List <double> entity = new List <double>();
for (int i = 1; i < meanClose.Count; i++)
{
var low = meanLow.Values.ToList()[i];
var high = meanHigh.Values.ToList()[i];
var open = meanOpen.Values.ToList()[i];
var close = meanClose.Values.ToList()[i];
upperShadow.Add((double)(high - (open > close ? open : close)) / (double)(high - low));
entity.Add((double)Math.Abs(close - open) / (double)(high - low));
lowerShadow.Add((double)((open < close ? open : close) - low) / (double)(high - low));
}
var closeRise = meanCloseRise.Skip(meanCloseRise.Count - takeN).ToList();
var upperSw = upperShadow.Skip(upperShadow.Count - takeN).ToList();
var lowerSw = lowerShadow.Skip(lowerShadow.Count - takeN).ToList();
var ey = entity.Skip(entity.Count - takeN).ToList();
var closeRiseArray = spc.spiltArray(meanCloseRise, takeN);
var upperShadowArray = spc.spiltArray(upperShadow, takeN);
var lowerShadowArray = spc.spiltArray(lowerShadow, takeN);
var entityArray = spc.spiltArray(entity, takeN);
Dictionary <string, double> resultDic = new Dictionary <string, double>();
for (int i = 1; i < meanClose.Count - 6; i++)
{
double distanceClose = DataHelper.ListDistance(closeRise, closeRiseArray[i]);
double distanceUpperSw = DataHelper.ListDistance(upperSw, upperShadowArray[i]);
double distanceLowerSw = DataHelper.ListDistance(lowerSw, lowerShadowArray[i]);
double distanceEntity = DataHelper.ListDistance(ey, entityArray[i]);
resultDic.Add(meanClose.Keys.ToList()[i], distanceClose * closeWeight + distanceEntity * entityWeight + distanceLowerSw * lowerShadowWeight + distanceUpperSw * upperShadowWeight);
}
return(resultDic.OrderBy(o => o.Value).Take(topN).Select(s => s.Key).ToList());
}