public void TestSaveLoadUpdatedDataInfo()
{
string path = TestCaseManager.GetTestCasePath(GetType(), "path_updateinfo");
if (Directory.Exists(path))
{
Directory.Delete(path, true);
}
UpdatedDataInfo updatedDataInfo = new UpdatedDataInfo(path);
updatedDataInfo.WriteUpdateInfo_Tick(CODE1, 20140120);
updatedDataInfo.WriteUpdateInfo_Tick(CODE2, 20140520);
updatedDataInfo.WriteUpdateInfo_KLine(CODE1, KLinePeriod.KLinePeriod_1Minute, 20140121);
updatedDataInfo.WriteUpdateInfo_KLine(CODE1, KLinePeriod.KLinePeriod_5Minute, 20140122);
updatedDataInfo.WriteUpdateInfo_KLine(CODE1, KLinePeriod.KLinePeriod_15Minute, 20140123);
updatedDataInfo.WriteUpdateInfo_KLine(CODE1, KLinePeriod.KLinePeriod_1Day, 20140124);
updatedDataInfo.WriteUpdateInfo_KLine(CODE2, KLinePeriod.KLinePeriod_1Minute, 20140525);
updatedDataInfo.Save();
UpdatedDataInfo updatedDataInfo2 = new UpdatedDataInfo(path);
Assert.AreEqual(20140120, updatedDataInfo2.GetLastUpdatedTickData(CODE1));
Assert.AreEqual(20140520, updatedDataInfo2.GetLastUpdatedTickData(CODE2));
Assert.AreEqual(20140121, updatedDataInfo2.GetLastUpdatedKLineData(CODE1, KLinePeriod.KLinePeriod_1Minute));
Assert.AreEqual(20140122, updatedDataInfo2.GetLastUpdatedKLineData(CODE1, KLinePeriod.KLinePeriod_5Minute));
Assert.AreEqual(20140123, updatedDataInfo2.GetLastUpdatedKLineData(CODE1, KLinePeriod.KLinePeriod_15Minute));
Assert.AreEqual(20140124, updatedDataInfo2.GetLastUpdatedKLineData(CODE1, KLinePeriod.KLinePeriod_1Day));
Assert.AreEqual(20140525, updatedDataInfo2.GetLastUpdatedKLineData(CODE2, KLinePeriod.KLinePeriod_1Minute));
Directory.Delete(path, true);
}
private void AddSteps_TickData(List <IStep> steps)
{
ITickDataStore tickDataStore = dataStore.CreateTickDataStore();
List <CodeInfo> allInstruments = historyData.GetInstruments();
List <int> allTradingDays = historyData.GetTradingDays();
CacheUtils_TradingDay tradingDayCache = new CacheUtils_TradingDay(allTradingDays);
for (int i = 0; i < allInstruments.Count; i++)
//for (int i = 0; i < 10; i++)
{
CodeInfo instrument = allInstruments[i];
//if (!(instrument.Exchange == "SQ" && instrument.Code.EndsWith("0000")))
// continue;
int lastTradingDay = instrument.End;
if (lastTradingDay <= 0)
{
lastTradingDay = tradingDayCache.LastTradingDay;
}
int lastUpdatedDate = updatedDataInfo.GetLastUpdatedTickData(instrument.Code);
if (lastUpdatedDate < instrument.Start)
{
lastUpdatedDate = tradingDayCache.GetPrevTradingDay(instrument.Start);
}
List <int> allDays;
if (!isFillUp)
{
if (lastUpdatedDate >= lastTradingDay)
{
continue;
}
int startDate = tradingDayCache.GetNextTradingDay(lastUpdatedDate);
//如果不填充数据，直接根据最新交易日期和最后更新日期
int endDate = instrument.End;
if (endDate <= 0)
{
endDate = allTradingDays[allTradingDays.Count - 1];
}
//20171015 ww 在不全面更新数据情况下，如果最新的交易日比合约截止时间更新，则不再更新该合约数据
int firstNewTradingDay = newTradingDays.Count == 0 ? allTradingDays[allTradingDays.Count - 1] : newTradingDays[0];
if (firstNewTradingDay > endDate)
{
continue;
}
IList <int> tradingDays = tradingDayCache.GetTradingDays(lastUpdatedDate, endDate);
if (tradingDays == null || tradingDays.Count == 0)
{
continue;
}
allDays = new List <int>();
allDays.AddRange(tradingDays);
//allTradingDays
}
else
{
//如果填充所有数据
List <int> storedAllDays = tickDataStore.GetAllDays(instrument.Code);
allDays = GetAllNotUpdateTickData(instrument, tradingDayCache, storedAllDays, isFillUp);
if (allDays == null)
{
continue;
}
}
AddSteps_TickData_Instrument(steps, instrument.Code, allDays);
}
}