/// <summary>
/// 从wind或本地CSV获取当天数据
/// </summary>
/// <param name="today">今天的日期</param>
/// <param name="code">代码</param>
/// <returns></returns>
private List <FuturesMinute> getData(DateTime today, string code)
{
//从本地csv 或者 wind获取数据，从wind拿到额数据会保存在本地
List <FuturesMinute> data = KLineDataUtils.leakFilling(Platforms.container.Resolve <FuturesMinuteRepository>().fetchFromLocalCsvOrWindAndSave(code, today));
return(data);
}
/// <summary>
/// 从wind或本地CSV获取当天数据
/// </summary>
/// <param name="today">今天的日期</param>
/// <param name="code">代码</param>
/// <returns></returns>
private List <FuturesMinute> getData(DateTime today, string code)
{
//从本地csv 或者 wind获取数据，从wind拿到额数据会保存在本地
List <FuturesMinute> data = KLineDataUtils.leakFilling(Platforms.container.Resolve <FuturesMinuteRepository>().fetchFromLocalCsvOrWindAndSave(code, today));
var dataModified = FreqTransferUtils.minuteToNMinutes(data, frequency);
return(dataModified);
}
/// <summary>
/// 从wind或本地CSV获取当天数据
/// </summary>
/// <param name="today">今天的日期</param>
/// <param name="code">代码</param>
/// <returns></returns>
private List <FuturesMinute> getData(DateTime today, string code)
{
List <FuturesMinute> orignalList = Platforms.container.Resolve <FuturesMinuteRepository>().fetchFromLocalCsvOrWindAndSave(code, today);
List <FuturesMinute> data = KLineDataUtils.leakFilling(orignalList);
//从本地csv 或者 wind获取数据，从wind拿到额数据会保存在本地
//List<FuturesMinute> data = KLineDataUtils.leakFilling(Platforms.container.Resolve<FuturesMinuteRepository>().fetchFromLocalCsvOrWindAndSave(code, today));
#region 20170118更新
//下面这行需要注释掉，因为可能data的count为0
var dataModified = FreqTransferUtils.minuteToNMinutes(data, frequency);
#endregion
return(dataModified);
}
public static List <FuturesMinute> GetFutureDataFromWind(int startDate, int endDate, string underlying)
{
//取到的数据
List <FuturesMinute> data = new List <FuturesMinute>();
//交易日列表
List <DateTime> tradeDays = new List <DateTime>();
DateTime startDateTime = Kit.ToDate(startDate);
DateTime endDateTime = Kit.ToDate(endDate);
tradeDays = DateUtils.GetTradeDays(startDateTime, endDateTime);
for (int i = 0; i < tradeDays.Count; i++)
{
DateTime today = tradeDays[i];
var dataToday = KLineDataUtils.leakFilling(Platforms.container.Resolve <FuturesMinuteRepository>().fetchFromLocalCsvOrWindAndSave(underlying, today));
data.AddRange(dataToday);
Console.WriteLine("获取" + underlying + " " + today.ToShortDateString() + " " + "数据......");
}
return(data);
}