public static DataReader CreateReader(string strType, string docName, string[] codes)
{
DataTypePoint dtp = GlobalClass.TypeDataPoints[strType];
DataReader ret = null;
switch (strType)
{
case "CAN28":
{
ret = new CAN28ExpectReader();
break;
}
case "TXFFC":
{
ret = new TXFFCExpectReader();
break;
}
case "CN_Stock_A":
{
ret = new SecurityReader(strType, docName, codes);
break;
}
case "SCKL12":
{
ret = new SCKL12_ExpectReader();
break;
}
case "NLKL12":
{
ret = new NLKL12_ExpectReader();
break;
}
case "GDKL11":
{
ret = new GDKL11_ExpectReader();
break;
}
case "XYFT":
{
ret = new XYFT_ExpectReader();
break;
}
case "PK10":
default:
{
ret = new ExpectReader();
break;
}
}
return(ret);
}
public string[] GetMarketsStocks(string indexname, string endt, int MinOnMarketDays, bool NextDay, bool ExcludeST, bool MAFilter)
{
string[] ret = new string[1] {
indexname
};
if (indexname == null || indexname.Trim().Length == 0)
{
throw new Exception("市场，板块，指数不能为空！");
}
string[] IndexList = indexname.Split(';');
if (IndexList.Length == 1) //指数或者个股
{
if (IndexList[0] == "000001") //A股，目前只支持全A指数
{
SecurityReader secreader = new SecurityReader(dtp.DataType, dtp.HistoryTable);
string[] insql = new string[4];
insql[0] = "{$match:{date:{$lt:'{0}'}}}".Replace("{0}", endt);;
insql[1] = "{$group : {_id : '$code', OnMarketDays:{$sum:1}}}";
insql[2] = "{$match:{OnMarketDays:{$gt:{0}}}}".Replace("{0}", MinOnMarketDays.ToString());
insql[3] = "{$project:{_id:0,code:'$_id',OnMarketDays:1}}";
MongoReturnDataList <StockInfoMongoData> datas = secreader.GetAllVaildList <StockInfoMongoData>(insql);
return(datas.ToList(a => a.code).ToArray());
}
else//单个个股
{
SecurityReader secreader = new SecurityReader(dtp.DataType, dtp.HistoryTable);
string[] insql = new string[4];
insql[0] = "{$match:{date:{$lt:'{0}'},code:'{1}'}}".Replace("{0}", endt).Replace("{1}", indexname);
insql[1] = "{$group : {_id : '$code', OnMarketDays:{$sum:1}}}";
insql[2] = "{$match:{OnMarketDays:{$gt:{0}}}}".Replace("{0}", MinOnMarketDays.ToString());
insql[3] = "{$project:{_id:0,code:'$_id',OnMarketDays:1}}";
MongoReturnDataList <StockInfoMongoData> datas = secreader.GetAllVaildList <StockInfoMongoData>(insql);
return(datas.ToList(a => a.code).ToArray());
}
}
else//多个个股
{
SecurityReader secreader = new SecurityReader(dtp.DataType, dtp.HistoryTable);
string[] insql = new string[4];
insql[0] = "{$match:{date:{$lt:'{0}'}}}".Replace("{0}", endt);;
insql[1] = "{$group : {_id : '$code', OnMarketDays:{$sum:1}}}";
string codes = string.Join("','", IndexList);
insql[2] = "{$match:{OnMarketDays:{$gt:{0}},code:{$in:'{1}'}}}".Replace("{0}", MinOnMarketDays.ToString()).Replace("{1}", codes);;
insql[3] = "{$project:{_id:0,code:'$_id',OnMarketDays:1}}";
MongoReturnDataList <StockInfoMongoData> datas = secreader.GetAllVaildList <StockInfoMongoData>(insql);
return(datas.ToList(a => a.code).ToArray());
}
return(ret);
}
public MongoReturnDataList <StockMongoData> Stock_FQ(string code, MongoReturnDataList <StockMongoData> org_bfq_data = null, MongoReturnDataList <XDXRData> org_xdxr_data = null, PriceAdj fqType = PriceAdj.Fore)
{
/*
* 1、一般的股票交易软件中，都有计算复权的功能。股票行情有除权与复权，在计算股票涨跌幅时采用复权价格，这是经常要用到的。系统计算分为以下步骤：
* ①每次除权行为日，在登记日计算除权价；
* 除权价=（除权前一日收盘价+配股价X配股比率－每股派息）/（1+配股比率+送股比率）
* ②用登记日的收盘价除以除权价得到单次除权因子；
* 除权因子=收盘价/除权价
* ③将公司上市以来的除权因子连乘积，得到对应每一交易日的除权因子；
* ④向后复权价=股票收盘价（实际交易价）*每一交易日的除权因子；
* ⑤复权涨幅（不特别说明，涨幅均指复权涨幅）=复权价/前一日复权价-1。
* 2、所谓复权就是对股价和成交量进行权息修复，按照股票的实际涨跌绘制股价走势图,并把成交量调整为相同的股本口径。
*/
if (org_bfq_data == null)
{
org_bfq_data = new SecurityReader(base.DbTypeName, base.TableName, new string[] { code }).GetAllCodeDateSerialDataList <StockMongoData>()?[code];
}
if (org_xdxr_data == null)
{
org_xdxr_data = new XDXRReader().getXDXRList(DbTypeName, code);
}
MongoReturnDataList <XDXRData> xdxr_data = org_xdxr_data.Copy(false);
MongoReturnDataList <StockMongoData> bfq_data = org_bfq_data.Copy(false);
MongoReturnDataList <StockMongoData> ret = bfq_data;
if (bfq_data.Count == 0)
{
return(ret);
}
if (xdxr_data.Count == 0)
{
return(ret);
}
MongoReturnDataList <XDXRData> info = xdxr_data.Query <int>("category", 1);
MongoReturnDataList <StockMongoData> retList = null;
List <StockMongoData> list = null;
#region category = 1
if (info.Count > 0)
{
list = Pandas.Concat <StockMongoData, XDXRData, string>(
ret,
info,
a => a.date,
a => a.date,
(s, a, b) => {
XDXRData ExObj = s.ExtentData as XDXRData;
if (ExObj == null)
{
ExObj = new XDXRData();
}
if (b)
{
ExObj.date = s.date;
ExObj.category = a.category;
}
s.ExtentData = ExObj;
});
var testlist = list;
//retList = new MongoReturnDataList<StockMongoData>(list);
list = Pandas.FillNa <StockMongoData, string, XDXRData>(list,
a => a.ExtentData as XDXRData,
a => (a.ExtentData as XDXRData).date,
(a, b, c) =>
{
XDXRData data = a.ExtentData as XDXRData;
if (data == null)
{
data = new XDXRData();
}
//data.date = a.date;
data.category = b.category ?? 0;
a.ExtentData = data;
}
, FillType.FFill);
//retList = new MongoReturnDataList<StockMongoData>(list);
//(a, b) =>
//{
// return (a.ExtentData as XDXRData).category;
//}, (a, b) => { a.ExtentData = b; }, FillType.FFill);
list = Pandas.Concat <StockMongoData, XDXRData, string>(new MongoReturnDataList <StockMongoData>(list), info,
a => a.date,
a => a.date,
(s, a, b) => {
XDXRData ExObj = s.ExtentData as XDXRData;
if (ExObj == null)
{
ExObj = new XDXRData();
}
//ExObj.date = s.date;
if (b)
{
ExObj.date = a.date;
ExObj.fenhong = a.fenhong;
ExObj.peigu = a.peigu;
ExObj.peigujia = a.peigujia;
ExObj.songzhuangu = a.songzhuangu;
}
s.ExtentData = ExObj;
});
//ret.FillNa({ return a => a.ExtentData; }, "category", FillType.FFill);
//retList = new MongoReturnDataList<StockMongoData>(list);
}
#endregion
#region 其他分红
else
{
list = Pandas.Concat <StockMongoData, XDXRData, string>(ret, info,
a => a.date,
a => a.date,
(s, a, b) => {
XDXRData ExObj = s.ExtentData as XDXRData;
if (ExObj == null)
{
ExObj = new XDXRData();
}
//ExObj.date = s.date;
if (b)
{
ExObj.date = s.date;
ExObj.category = a.category;
ExObj.fenhong = a.fenhong;
ExObj.peigu = a.peigu;
ExObj.peigujia = a.peigujia;
ExObj.songzhuangu = a.songzhuangu;
}
s.ExtentData = ExObj;
});
}
#endregion
list = Pandas.FillNa <StockMongoData, string, XDXRData>(list,
a => a.ExtentData as XDXRData,
a => (a.ExtentData as XDXRData).date,
(a, b, c) =>
{
XDXRData ExObj = a.ExtentData as XDXRData;
if (ExObj == null)
{
ExObj = new XDXRData();
}
ExObj.date = a.date;
ExObj.fenhong = 0;
ExObj.peigu = 0;
ExObj.peigujia = 0;
ExObj.songzhuangu = 0;
}, FillType.None);
ret = new MongoReturnDataList <StockMongoData>(list);
int xscnt = GlobalClass.TypeDataPoints[base.DbTypeName].RuntimeInfo.SecurityInfoList[code].decimal_point;
long Lbase = (long)Math.Pow(10, xscnt);
List <long?> CloseList = ret.ToList(a => (long?)(a.close * Lbase));
List <long?> closes = Pandas.ShiftX <long?>(CloseList, 1);
List <double?> xdxrcloses = new List <double?>();
for (int i = 0; i < ret.Count; i++)
{
XDXRData xdata = ret[i].ExtentData as XDXRData;
double midval = ((closes[i] ?? 0) * 10 - xdata.fenhong.Value * Lbase + xdata.peigu.Value * xdata.peigujia.Value * Lbase) / (10 + xdata.peigu.Value + xdata.songzhuangu.Value);
//long xdprice = Math.Round(midval);
xdxrcloses.Add(midval);
}
//precloses = Pandas.ShiftX<double>(precloses, -1);
List <double?> ProAdjList = new List <double?>();
List <double?> ppclose = Pandas.ShiftX <double?>(xdxrcloses, -1);//
for (int i = 0; i < ppclose.Count; i++)
{
if (ppclose[i] == null)
{
ProAdjList.Add(1);
continue;
}
//double? midval = (double?)(1*((double)ppclose[i].Value)/ ((double)CloseList[i]) / 1);
double?midval = (double?)(1 * ((double)ppclose[i].Value) / ((double)CloseList[i]) / 1);
ProAdjList.Add((double?)midval);
}
List <double?> adj = new List <double?>();
if (fqType == PriceAdj.Fore)
{
adj = ProAdjList;
adj = Pandas.Recovert <double?>(adj);
adj = Pandas.Cumprod(adj);
adj = Pandas.Recovert <double?>(adj);
double?curr = adj[adj.Count - 1];
if (curr.Value != 1)
{
//adj.ForEach(a => a = a / curr);
for (int i = 0; i < adj.Count; i++)
{
adj[i] /= curr;
}
}
//adj = Pandas.Recovert<double?>(adj);
}
else
{
adj = Pandas.Cumprod(ProAdjList);
Pandas.ShiftX <double?>(adj, -1);
}
for (int i = 0; i < ret.Count; i++)
{
ret[i].close *= adj[i].Value;
ret[i].open *= adj[i].Value;
ret[i].high *= adj[i].Value;
ret[i].low *= adj[i].Value;
ret[i].vol /= adj[i].Value;
}
return(ret);
}
