private void buildBenchmarkIndex()
{
if (_BenchmarkDefList.Count == 0)
{
throw new Exception(DBConsts.C_ErrMsg_NoBenchmark);
}
if (_BenchmarkDefList.Count == 1)
{
_BenchmarkIndexList = _BenchmarkDefList[0].BenchmarkPriceList;
}
int dayDiff = 0;
bool flg = false;
while (BenchmarkStartDate.AddDays(dayDiff) <= BenchmarkEndDate)
{
flg = false;
DateTime currDate = BenchmarkStartDate.AddDays(dayDiff);
EquityPrice indexPrice = new EquityPrice();
indexPrice.TradeDate = currDate;
foreach (BenchmarkDef bmi in _BenchmarkDefList)
{
if (bmi.ConstRate > 0)
{ //常数: 基期=1
indexPrice.Close += (1 + bmi.ConstRate / 365 * dayDiff) * bmi.Weight;
}
else
{//指数
int idx = bmi.BenchmarkPriceList.FindIndex(delegate(EquityPrice e) { return(e.TradeDate == currDate); });
if (idx >= 0)
{
indexPrice.Close += bmi.BenchmarkPriceList[idx].Close * bmi.Weight;
flg = true;
}
}
}
if (flg) //去除非交易作日
{
_BenchmarkIndexList.Add(indexPrice);
}
dayDiff++;
}
}
public int CompareTo(object obj)
{
try
{
//Order by TradeDate Desc
EquityPrice p = (EquityPrice)obj;
if (this.TradeDate > p.TradeDate)
{
return(-1);
}
else
{
return(1);
}
}
catch (Exception ex)
{
throw ex;
}
}
public List <EquityPrice> GetPriceList(DataTable dtPriceInfo)
{
//==================================================================================================
//Wind字段名
//s_info_windcode, trade_dt, s_dq_close, s_dq_adjclose, s_dq_adjfactor, s_dq_volume(手), s_dq_amount(千元)
//股票专有
//s_dq_avgprice
//==================================================================================================
try
{
List <EquityPrice> priceList = new List <EquityPrice>();
if (dtPriceInfo != null && dtPriceInfo.Rows.Count > 0)
{
foreach (DataRow oRow in dtPriceInfo.Rows)
{
EquityPrice px = new EquityPrice();
foreach (DataColumn oCol in dtPriceInfo.Columns)
{
switch (oCol.ColumnName.ToLower())
{
case DBConsts.C_Mkt_ColumnName_WindCode:
px.WindCode = oRow[oCol].ToString();
break;
case DBConsts.C_Mkt_ColumnName_Trade_Date:
string strDate = oRow[oCol].ToString();
px.TradeDate = new DateTime(
Convert.ToInt16(strDate.Substring(0, 4))
, Convert.ToInt16(strDate.Substring(4, 2))
, Convert.ToInt16(strDate.Substring(6, 2))
);
break;
case DBConsts.C_Mkt_ColumnName_PreClose:
px.PreClose = Convert.ToDouble(oRow[oCol]);
break;
case DBConsts.C_Mkt_ColumnName_Close:
px.Close = Convert.ToDouble(oRow[oCol]);
break;
case DBConsts.C_Mkt_ColumnName_Volume:
px.Volume = Convert.ToDouble(oRow[oCol]) * 100; //手->股
break;
case DBConsts.C_Mkt_ColumnName_Amount:
px.Amount = Convert.ToDouble(oRow[oCol]) * 1000; //千元->元
break;
case DBConsts.C_Mkt_ColumnName_AdjClose:
if (oRow[oCol] != DBNull.Value)
{
px.AdjustedClose = Convert.ToDouble(oRow[oCol]);
}
break;
case DBConsts.C_Mkt_ColumnName_AdjFactor:
if (oRow[oCol] != DBNull.Value)
{
px.AdjustedFactor = Convert.ToDouble(oRow[oCol]);
}
break;
case DBConsts.C_Mkt_ColumnName_AvgPrice:
if (oRow[oCol] != DBNull.Value)
{
px.Average = Convert.ToDouble(oRow[oCol]);
}
break;
default:
break;
}
}
px.AdjustedAverage = px.Average * px.AdjustedFactor;
px.AdjustedPreClose = px.Close * px.AdjustedFactor;
priceList.Add(px);
}
}
return(priceList);
}
catch (Exception ex)
{
throw ex;
}
}