private void AddSteps_TickData_Instrument(List <IStep> steps, string code, List <int> updateDays)
{
int stepCount = updateDays.Count / DAYS_EVERYTICKSTEP;
int lastStepUpdateCount = updateDays.Count % DAYS_EVERYTICKSTEP;
if (lastStepUpdateCount != 0)
{
stepCount++;
}
else
{
lastStepUpdateCount = DAYS_EVERYTICKSTEP;
}
List <int> openDates = updateDays;
ITickDataStore tickDataStore = dataStore.CreateTickDataStore();
for (int i = 0; i < stepCount; i++)
{
IStep step;
if (i != stepCount - 1)
{
step = new Step_UpdateTickData(code, openDates.GetRange(i * DAYS_EVERYTICKSTEP, DAYS_EVERYTICKSTEP), historyData, tickDataStore);
}
else
{
step = new Step_UpdateTickData(code, openDates.GetRange(i * DAYS_EVERYTICKSTEP, lastStepUpdateCount), historyData, tickDataStore, updatedDataInfo, updateInfoStore);
}
steps.Add(step);
}
}
public void TestTickDataStore_Append(string uri)
{
string code = "m1005";
int day = 20100108;
IDataStore dataStore = DataStoreFactory.CreateDataStore(uri);
ITickDataStore tickDataStore = dataStore.CreateTickDataStore();
try
{
TickData data = (TickData)MockDataLoader.GetTickData(code, day);
TickData d1 = data.SubData(0, 100);
TickData d2 = data.SubData(101, data.Length - 1);
tickDataStore.Save(code, day, d1);
tickDataStore.Append(code, day, d2);
TickData data2 = tickDataStore.Load(code, day);
AssertUtils.AssertEqual_TickData(data, data2);
}
finally
{
tickDataStore.Delete(code, day);
}
}
public Step_UpdateTickData(string code, List <int> tradingDays, IPlugin_HistoryData historyData, ITickDataStore tickDataStore)
{
this.code = code;
this.tradingDays = tradingDays;
this.historyData = historyData;
this.tickDataStore = tickDataStore;
}
private void AddSteps_TickData_TradingDay(List <IStep> steps, IList <CodeInfo> codes, int tradingDay)
{
ITickDataStore tickDataStore = dataStore.CreateTickDataStore();
for (int i = 0; i < codes.Count; i++)
{
CodeInfo codeInfo = codes[i];
if (codeInfo.End == 0 || codeInfo.End >= tradingDay)
{
List <int> tradingDays = new List <int>();
tradingDays.Add(tradingDay);
Step_UpdateTickData step = new Step_UpdateTickData(codeInfo.Code, tradingDays, historyData, tickDataStore, true);
steps.Add(step);
}
}
}
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);
}
}
public TickDataReader(IDataStore dataStore, IDataReader dataReader)
{
this.tickDataStore = dataStore.CreateTickDataStore();
this.dataReader = dataReader;
}
public Step_UpdateTickData(string code, List <int> tradingDays, IPlugin_HistoryData historyData, ITickDataStore tickDataStore, UpdatedDataInfo updatedDataInfo, IUpdateInfoStore updateInfoStore) : this(code, tradingDays, historyData, tickDataStore)
{
this.updatedDataInfo = updatedDataInfo;
this.updateInfoStore = updateInfoStore;
}
