private List <IStep> GetAllStep_Varieties()
{
List <IStep> steps = new List <IStep>();
Step_CodeInfo step_CodeInfo = new Step_CodeInfo(dataUpdateHelper);
List <CodeInfo> allCodes = step_CodeInfo.GetAllCodes();
allCodes = FilterCodeInfo(allCodes, new string[] { "RB", "HC", "BU" });
GetTradingTime(steps, allCodes, true);
UpdatedDataInfo updatedDataInfo = new UpdatedDataInfo(targetDataPath);
ITradingDayReader tradingDayReader = dataUpdateHelper.GetAllTradingDayReader();
for (int i = 0; i < allCodes.Count; i++)
{
CodeInfo codeInfo = allCodes[i];
int startDate = codeInfo.Start;
if (startDate == 0)
{
startDate = tradingDayReader.FirstTradingDay;
}
int endDate = codeInfo.End;
if (endDate <= 0)
{
endDate = tradingDayReader.LastTradingDay;
}
List <int> tradingDays = new List <int>();
tradingDays.AddRange(tradingDayReader.GetTradingDays(startDate, endDate));
GetKLineDataSteps(steps, codeInfo, tradingDays, updatedDataInfo);
}
return(steps);
}
private void Proceed(string variety, CacheUtils_MainContract cache, List <MainContractInfo> contracts, ITradingDayReader reader)
{
MainContractInfo contractInfo = cache.GetRecentMainContract(variety);
if (contractInfo == null)
{
List <int> tradingDays = reader.GetAllTradingDays();
MainFutures mf = scan.Scan(variety, tradingDays);
contracts.AddRange(mf.mainFutures);
}
else
{
int tradingDay = contractInfo.End;
int nextTradingDay = reader.GetNextTradingDay(tradingDay);
if (nextTradingDay < 0)
{
contracts.AddRange(cache.GetMainContractInfos(variety));
return;
}
List <int> allTradingDays = reader.GetAllTradingDays();
IList <int> tradingDays = reader.GetTradingDays(nextTradingDay, allTradingDays[allTradingDays.Count - 1]);
MainFutures mf = scan.Scan(variety, tradingDays);
if (mf.mainFutures.Count > 0)
{
MainContractInfo firstMf = mf.mainFutures[0];
if (firstMf.Code == contractInfo.Code)
{
contractInfo.End = firstMf.End;
mf.mainFutures.RemoveAt(0);
}
contracts.AddRange(cache.GetMainContractInfos(variety));
contracts.AddRange(mf.mainFutures);
}
}
}
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);
}
}
private List <int> GetCodeOpenDates(string code)
{
CodeInfo codeInfo = this.dataLoader.GetCodeInfo(code);
if (codeInfo == null)
{
codeInfo = dic_Id_CodeInfo[code];
}
List <int> list = new List <int>();
list.AddRange(tradingDayReader.GetTradingDays(codeInfo.Start, codeInfo.End));
return(list);
}
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);
}
}