static void GenerateKLines()
{
string[] instrumentIDs = new string[] {
//"IC1705","IF1705","IH1705","T1706","TF1706","CF709","FG709",
//"JR711","MA709","OI709","RI709","RM709","RS707","SF802", "SM709",
//"SR709","TA709","WH709","ZC709","a1709","b1709","bb1705","c1709",
//"cs1709","fb1709","i1709","j1709","jd1709","jm1709","l1709","m1709",
//"p1709","pp1709","v1709","y1709","ag1706","al1706","au1706","bu1709","cu1706","fu1709",
//"hc1710","ni1709","pb1706","rb1710","ru1709","sn1709","wr1710","zn1706"
};
foreach (string instrumentID in instrumentIDs)
{
//var table3 = DBFunctions.GetOrCreateTable<Bar2>(client, "CTPDB", instrumentID + "_1min");
//var barList = table3.Find(new FilterDefinitionBuilder<Bar2>().Empty, null).ToList();
Console.WriteLine(instrumentID);
BarSeries bars = new BarSeries();
bars.Interval = 1;
bars.IntervalType = IntervalType.Min;
bars.InstrumentInfo = new InstrumentInfo {
InstrumentID = instrumentID, PriceTick = 0, ProductID = "", VolumeMultiple = 0
};
var table = DBFunctions.GetOrCreateTable <Tick2>(client, "CTPDB", "Tick");
FilterDefinitionBuilder <Tick2> fdb = new FilterDefinitionBuilder <Tick2>();
sw.Restart();
var tickList = table.Find(Builders <Tick2> .Filter.Eq("InstrumentID", instrumentID)).ToList();
sw.Stop();
Console.WriteLine(sw.ElapsedMilliseconds.ToString());
tickList = tickList.OrderBy(t => DateTime.ParseExact(t.UpdateTime, "yyyyMMdd HH:mm:ss", null)).ToList();
foreach (var tick in tickList)
{
bars.OnRtnTick(tick);
}
var table2 = DBFunctions.GetOrCreateTable <Bar>(client, "CTPDB", instrumentID + "_1min");
if (bars.Count > 0)
{
table2.InsertMany(bars.ToArray());
}
}
}
