public object this[int index]
{
get
{
if (m_isHpData)
{
if (index == 0)
{
if (m_values[0] is byte[])
{
m_values[0] = HpData.DeserializeHp((byte[])m_values[0]);
}
return(m_values[0]);
}
else if (index == 1)
{
if (m_values[1] is byte[])
{
m_values[1] = HpData.DeserializeHpTimes((byte[])m_values[1]);
}
return(m_values[1]);
}
else
{
throw new AssertException("hp data has only 2 data");
}
}
else
{
return(m_values[index]);
}
}
}
public void UpdateUnclosedDeals(DateTime nowDate)
{
Dictionary <DateTime, System.Data.DataRow> dictHp = new Dictionary <DateTime, System.Data.DataRow>();
foreach (var kvp in m_classifierInfos)
{
foreach (var i in kvp.Value.Deals.Deals)
{
if (i.CloseTime.HasValue)
{
continue;
}
if (!dictHp.ContainsKey(i.OpenTime))
{
var sql = string.Format("SELECT * FROM {0}_HP WHERE TIME = {1}", this.CandidateParameter.MainSymbol, WekaUtils.GetTimeFromDate(i.OpenTime));
var dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(sql);
if (dt.Rows.Count > 0)
{
dictHp[i.OpenTime] = dt.Rows[0];
}
}
if (!dictHp.ContainsKey(i.OpenTime))
{
continue;
}
var row = dictHp[i.OpenTime];
int tpMinDelta = TestParameters.GetTpSlMinDelta(this.CandidateParameter.MainSymbol);
int slMinDelta = TestParameters.GetTpSlMinDelta(this.CandidateParameter.MainSymbol);
int d = i.DealType == 'B' ? 0 : 1;
sbyte?[, ,] hps = HpData.DeserializeHp((byte[])row["hp"]);
long?[, ,] hpsTime = HpData.DeserializeHpTimes((byte[])row["hp_date"]);
var hp = hps[d, kvp.Value.Tp / tpMinDelta - 1, kvp.Value.Sl / slMinDelta - 1];
if (hp.HasValue &&
hp.Value != -1)
{
i.CloseTime = WekaUtils.GetDateFromTime(hpsTime[d, kvp.Value.Tp / tpMinDelta - 1, kvp.Value.Sl / slMinDelta - 1].Value);
i.Cost = hp.Value == 1 ? -kvp.Value.Tp : kvp.Value.Sl;
}
}
}
}
private bool?Do(DateTime openDate, double openPrice, out DateTime?closeDate, int dealType)
{
closeDate = DateTime.MinValue;
var dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(string.Format("SELECT * FROM {0}_HP WHERE Time = {1}", m_symbol, WekaUtils.GetTimeFromDate(openDate)));
if (dt.Rows.Count == 0)
{
return(null);
}
sbyte?[, ,] hp = HpData.DeserializeHp((byte[])dt.Rows[0]["hp"]);
long?[, ,] hpTime = HpData.DeserializeHpTimes((byte[])dt.Rows[0]["hp_date"]);
int ix = (int)m_tp / TestParameters.GetTpSlMinDelta(m_symbol) - 1;
int iy = (int)m_sl / TestParameters.GetTpSlMinDelta(m_symbol) - 1;
if (hp[dealType, ix, iy].HasValue)
{
closeDate = WekaUtils.GetDateFromTime(hpTime[dealType, ix, iy].Value);
return(hp[dealType, ix, iy].Value == 1);
}
return(null);
}
public Tuple <int[, , , ], long[, , ]> GetHpData(DateTime date)
{
int n = m_buffer.Count - 5 * 15 * 20000;
if (n > 0)
{
List <long> delete = new List <long>();
foreach (var kvp in m_buffer)
{
delete.Add(kvp.Key);
if (delete.Count >= n)
{
break;
}
}
foreach (var i in delete)
{
m_buffer.Remove(i);
}
}
Tuple <int[, , , ], long[, , ]> ret = null;
long time = WekaUtils.GetTimeFromDate(date);
if (!m_buffer.ContainsKey(time))
{
var sql = string.Format("SELECT * FROM {0}_HP WHERE TIME = {1}", m_symbol, time);
var dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(sql);
if (dt.Rows.Count > 0)
{
ret = HpData.SumHp(dt.Select());
}
m_buffer[time] = ret;
}
return(m_buffer[time]);
}
