public string Proceed()
{
string path = dataUpdateHelper.GetPath_KLineData(codeInfo.Code, date, klinePeriod);
//if (!(codeInfo.Code.EndsWith("0000") || codeInfo.Code.EndsWith("MI")))
//if (!overwrite && File.Exists(path))
// return codeInfo.Code + "-" + date + "的K线数据已存在";
TickData tickData = (TickData)dataUpdateHelper.GetUpdatedTickData(codeInfo.Code, date);
if (tickData == null)
{
tickData = (TickData)dataUpdateHelper.GetNewTickData(codeInfo.ServerCode, date);
}
//tick数据没有，则不生成对应K线数据
if (tickData == null)
{
string msg = codeInfo.Code + "-" + date + "的tick数据不存在";
LogHelper.Warn(GetType(), msg);
return(msg);
}
IList <double[]> tradingPeriod = dataUpdateHelper.GetTradingTime(codeInfo.Code, date).TradingPeriods;
//List<double[]> klineTimes = TradingTimeUtils.GetKLineTimeList_Full(tradingPeriod, KLinePeriod.KLinePeriod_1Minute);
//timeListGetter.GetKLineTimeList(code, date, klinePeriod);
this.klineData = DataTransfer_Tick2KLine.Transfer(tickData, tradingPeriod, KLinePeriod.KLinePeriod_1Minute, lastEndPrice, lastEndHold);
CsvUtils_KLineData.Save(path, klineData);
return("更新" + codeInfo.Code + "-" + date + "的" + klinePeriod + "K线完成");
}
private IKLineData GetKLineData(string code, KLinePeriod klinePeriod, IList <int> openDates, float lastEndPrice, int lastEndHold)
{
List <IKLineData> klineDataList = new List <IKLineData>();
for (int i = 0; i < openDates.Count; i++)
{
int openDate = openDates[i];
IKLineData klineData = GetKLineData(code, openDate, klinePeriod);
if (klineData != null)
{
klineDataList.Add(klineData);
lastEndPrice = klineData.Arr_End[klineData.Length - 1];
lastEndHold = klineData.Arr_Hold[klineData.Length - 1];
}
else
{
IList <double[]> tradingTime = GetTradingTime(code, openDate);
IList <double[]> klineTimes = TradingTimeUtils.GetKLineTimeList(tradingTime, klinePeriod);
klineData = DataTransfer_Tick2KLine.GetEmptyKLineData(klineTimes, lastEndPrice, lastEndHold);
klineDataList.Add(klineData);
}
}
return(KLineData.Merge(klineDataList));
}
public IKLineData GetKLineData(string code, int startDate, int endDate, KLinePeriod klinePeriod)
{
List <double> klineTimeList = new List <double>();
float yesterdayEndPrice = 0f;
int yesterdayEndHold = 0;
return(DataTransfer_Tick2KLine.Transfer(GetTickData(code, date), klineTimeList, yesterdayEndPrice, yesterdayEndHold));
}
public IKLineData LoadKLineData(string code, int date, KLinePeriod klinePeriod, float lastEndPrice, int lastEndHold)
{
KLineTimeListGetter timeListGetter = new KLineTimeListGetter(LoadTradingDayReader(), this.dataLoader_TradingSessionDetail);
ITickData tickData = this.LoadUpdatedTickData(code, date);
/*
* 此处不处理tickData为空的情况
* 在DataTransfer_Tick2KLine.Transfer里处理tickData为空的情况
*/
List <double> klineTimes = timeListGetter.GetKLineTimeList(code, date, klinePeriod);
IKLineData klineData = DataTransfer_Tick2KLine.Transfer(tickData, klineTimes, lastEndPrice, lastEndHold);
return(klineData);
}
private IKLineData LoadKLineData_Second(string code, int date, KLinePeriod period)
{
TickData tickData = dataReader.TickDataReader.GetTickData(code, date);
if (tickData == null)
{
return(null);
}
float lastEndPrice = this.GetLastEndPrice(code, date);
int lastEndHold = this.GetLastEndHold(code, date);
IList <double[]> tradingPeriods = dataReader.CreateTradingTimeReader(code).GetTradingTime(date).TradingPeriods;
return(DataTransfer_Tick2KLine.Transfer(tickData, tradingPeriods, period, lastEndPrice, lastEndHold));
}
private void Proceed(int date)
{
ITickData tickData = CsvUtils_TickData.Load(Step_TickData_Code.GetTickPath(code, date));
//tick数据没有，则不生成对应K线数据
if (tickData == null)
{
return;
}
IList <double[]> tradingPeriod = Step_TradingTime.GetTradingTime(date).TradingPeriods;
IKLineData klineData = DataTransfer_Tick2KLine.Transfer(tickData, tradingPeriod, KLinePeriod.KLinePeriod_1Minute, 0, 0);
string path = DataConst.CSVPATH + code + "\\kline\\1MINUTE\\" + code + "_1MINUTE_" + date + ".csv";
CsvUtils_KLineData.Save(path, klineData);
}
public static IKLineData GetKLineData(string code, int start, int end, KLinePeriod period, List <double[]> openTime)
{
DataReaderFactory fac = ResourceLoader.GetDefaultDataReaderFactory();
ITickDataReader tickReader = fac.TickDataReader;
IList <int> dates = fac.OpenDateReader.GetOpenDates(start, end);
List <TickData> dataList = new List <TickData>();
for (int i = 0; i < dates.Count; i++)
{
int date = dates[i];
TickData tickData = tickReader.GetTickData(code, date);
if (tickData == null)
{
continue;
}
dataList.Add(tickData);
}
return(DataTransfer_Tick2KLine.Transfer(dataList, period, openTime));
}
