private void GetTickSteps(List <IStep> steps, List <CodeInfo> codes, UpdatedDataInfo updatedDataInfo)
{
for (int i = 0; i < codes.Count; i++)
{
CodeInfo codeInfo = codes[i];
string code = codeInfo.Code;
List <int> notUpdatedTradingDays;
ITradingDayReader tradingDayReader = dataUpdateHelper.GetAllTradingDayReader();
int lastUpdatedTickDate = updatedDataInfo.GetLastUpdatedTickData(code);
if (!updateFillUp && lastUpdatedTickDate >= 0)
{
int endDate;
if (codeInfo.End <= 0)
{
endDate = tradingDayReader.LastTradingDay;
}
else if (codeInfo.End < tradingDayReader.LastTradingDay)
{
endDate = codeInfo.End;
}
else
{
endDate = tradingDayReader.LastTradingDay;
}
if (lastUpdatedTickDate >= endDate)
{
continue;
}
int startDate = tradingDayReader.GetNextTradingDay(lastUpdatedTickDate);
if (startDate < 0)
{
continue;
}
IList <int> days = tradingDayReader.GetTradingDays(startDate, endDate);
if (days.Count == 0)
{
continue;
}
notUpdatedTradingDays = new List <int>(days);
}
else
{
notUpdatedTradingDays = dataUpdateHelper.GetNotUpdateTradingDays_TickData(code, updateFillUp);
if (notUpdatedTradingDays == null || notUpdatedTradingDays.Count == 0)
{
//updatedDataInfo.WriteUpdateInfo_Tick(code, tradingDayReader.LastTradingDay);
continue;
}
int startDate = notUpdatedTradingDays[0];
int lastUpdateDate = tradingDayReader.GetPrevTradingDay(startDate);
//updatedDataInfo.WriteUpdateInfo_Tick(code, lastUpdateDate);
}
GetTickSteps(steps, codeInfo, notUpdatedTradingDays, updatedDataInfo);
}
}
/// <summary>
/// 得到一天内K线的每一根柱子的时间
/// </summary>
/// <param name="openDateReader"></param>
/// <param name="openTimes"></param>
/// <param name="targetPeriod"></param>
/// <returns></returns>
public static List <double> GetKLineTimeList(int date, ITradingDayReader openDateReader, List <double[]> openTimes, KLinePeriod targetPeriod)
{
if (!openDateReader.IsTrade(date))
{
throw new ArgumentException(date + "不开盘");
}
int lastOpenDate = openDateReader.GetPrevTradingDay(date);
return(GetKLineTimeList(date, lastOpenDate, openTimes, targetPeriod));
}
/// <summary>
/// 默认获取如下数据：
/// 日线：获取500日
/// 1小时：获取4月
/// 15分钟：获取30日
/// 5分钟：获取10日
/// 1分钟：获取3日
/// </summary>
/// <param name="dataReaderFactory"></param>
/// <param name="lastDate"></param>
/// <param name="period"></param>
/// <returns></returns>
private int GetFirstDate(IDataReader dataReaderFactory, int lastDate, KLinePeriod period)
{
ITradingDayReader openDateReader = dataReaderFactory.TradingDayReader;
//if (period.CompareTo(KLinePeriod.KLinePeriod_1Week) >= 0)
// return openDateReader.GetPrevOpenDate(lastDate, 500);
if (period.CompareTo(KLinePeriod.KLinePeriod_1Day) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 500 - 1));
}
if (period.CompareTo(KLinePeriod.KLinePeriod_1Hour) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 150 - 1));
}
if (period.CompareTo(KLinePeriod.KLinePeriod_15Minute) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 40 - 1));
}
if (period.CompareTo(KLinePeriod.KLinePeriod_5Minute) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 10 - 1));
}
if (period.CompareTo(KLinePeriod.KLinePeriod_1Minute) >= 0)
{
return(openDateReader.GetPrevTradingDay(lastDate, 3 - 1));
}
return(openDateReader.GetPrevTradingDay(lastDate, 1 - 1));;
}
private int GetLastTradingDayIndex(CodeInfo codeInfo, ITradingDayReader openDateReader)
{
int codeLastDate = codeInfo.End;
if (codeLastDate <= 0)
{
return(openDateReader.GetAllTradingDays().Count - 1);
}
int lastTradingDay = openDateReader.LastTradingDay;
lastTradingDay = codeLastDate > lastTradingDay ? lastTradingDay : codeLastDate;
int index = openDateReader.GetTradingDayIndex(lastTradingDay);
if (index >= 0)
{
return(index);
}
int date = openDateReader.GetPrevTradingDay(lastTradingDay);
return(openDateReader.GetTradingDayIndex(date));
}
private void GetKLineDataSteps(List <IStep> steps, UpdatedDataInfo updatedDataInfo, List <CodeInfo> allCodes)
{
List <CodeInfo> codes = allCodes;
for (int i = 0; i < codes.Count; i++)
{
CodeInfo codeInfo = codes[i];
string code = codeInfo.Code;
//List<int> notUpdatedTradingDays = new List<int>();
//notUpdatedTradingDays.AddRange(this.dataUpdateHelper.GetAllHolidays());
//notUpdatedTradingDays.Remove(20171009);
//Delete(code, notUpdatedTradingDays);
List <int> notUpdatedTradingDays;
ITradingDayReader tradingDayReader = dataUpdateHelper.GetAllTradingDayReader();
int lastUpdatedKLineDate = updatedDataInfo.GetLastUpdatedKLineData(code, KLinePeriod.KLinePeriod_1Minute);
if (!updateFillUp && lastUpdatedKLineDate >= 0)
{
int endDate;
if (codeInfo.End <= 0)
{
endDate = tradingDayReader.LastTradingDay;
}
else if (codeInfo.End < tradingDayReader.LastTradingDay)
{
endDate = codeInfo.End;
}
else
{
endDate = tradingDayReader.LastTradingDay;
}
if (lastUpdatedKLineDate >= endDate)
{
continue;
}
int startDate = tradingDayReader.GetNextTradingDay(lastUpdatedKLineDate);
if (startDate < 0)
{
continue;
}
IList <int> days = tradingDayReader.GetTradingDays(startDate, endDate);
if (days.Count == 0)
{
continue;
}
notUpdatedTradingDays = new List <int>(days);
}
else
{
notUpdatedTradingDays = dataUpdateHelper.GetNotUpdateTradingDays_KLineData(code, updateFillUp);
if (notUpdatedTradingDays == null || notUpdatedTradingDays.Count == 0)
{
updatedDataInfo.WriteUpdateInfo_KLine(code, KLinePeriod.KLinePeriod_1Minute, tradingDayReader.LastTradingDay);
continue;
}
int startDate = notUpdatedTradingDays[0];
int lastUpdateDate = tradingDayReader.GetPrevTradingDay(startDate);
updatedDataInfo.WriteUpdateInfo_KLine(code, KLinePeriod.KLinePeriod_1Minute, lastUpdateDate);
}
GetKLineDataSteps(steps, codeInfo, notUpdatedTradingDays, updatedDataInfo);
}
}