/// <summary>
/// 得到股票或期货的K线数据
/// </summary>
/// <param name="code"></param>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <param name="klinePeriod"></param>
/// <returns></returns>
public virtual IKLineData GetKLineData(String code, int startDate, int endDate, KLinePeriod klinePeriod)
{
IList <int> tradingDays = GetTickDataDays(code);// GetTradingDays();
if (tradingDays == null)
{
return(null);
}
CacheUtils_TradingDay cache = new CacheUtils_TradingDay(tradingDays);
IList <int> openDates = cache.GetTradingDays(startDate, endDate);
if (openDates == null || openDates.Count == 0)
{
return(null);
}
float lastEndPrice = -1;
int lastEndHold = -1;
int prevTradingDay = cache.GetPrevTradingDay(openDates[0]);
//找到之前交易日的收盘价和收盘持仓
if (prevTradingDay > 0)
{
ITickData tickData = GetTickData(code, prevTradingDay);
lastEndPrice = tickData.Arr_Price[tickData.Length - 1];
lastEndHold = tickData.Arr_Hold[tickData.Length - 1];
}
//如果存在该周期的源数据直接生成，否则用1分钟K线生成
if (Exist(code, openDates[0], klinePeriod))
{
return(GetKLineData(code, klinePeriod, openDates, lastEndPrice, lastEndHold));
}
IKLineData oneMinuteKLine = GetKLineData(code, KLinePeriod.KLinePeriod_1Minute, openDates, lastEndPrice, lastEndHold);
if (oneMinuteKLine.Length == 0)
{
return(null);
}
IList <ITradingTime> sessions = GetTradingTime(code);
if (sessions == null)
{
return(null);
}
return(DataTransfer_KLine2KLine.Transfer(oneMinuteKLine, klinePeriod, new CacheUtils_TradingTime(code, GetTradingTime(code))));
}
private void AddSteps_TickData(List <IStep> steps)
{
ITickDataStore tickDataStore = dataStore.CreateTickDataStore();
List <CodeInfo> allInstruments = historyData.GetInstruments();
List <int> allTradingDays = historyData.GetTradingDays();
CacheUtils_TradingDay tradingDayCache = new CacheUtils_TradingDay(allTradingDays);
for (int i = 0; i < allInstruments.Count; i++)
//for (int i = 0; i < 10; i++)
{
CodeInfo instrument = allInstruments[i];
//if (!(instrument.Exchange == "SQ" && instrument.Code.EndsWith("0000")))
// continue;
int lastTradingDay = instrument.End;
if (lastTradingDay <= 0)
{
lastTradingDay = tradingDayCache.LastTradingDay;
}
int lastUpdatedDate = updatedDataInfo.GetLastUpdatedTickData(instrument.Code);
if (lastUpdatedDate < instrument.Start)
{
lastUpdatedDate = tradingDayCache.GetPrevTradingDay(instrument.Start);
}
List <int> allDays;
if (!isFillUp)
{
if (lastUpdatedDate >= lastTradingDay)
{
continue;
}
int startDate = tradingDayCache.GetNextTradingDay(lastUpdatedDate);
//如果不填充数据，直接根据最新交易日期和最后更新日期
int endDate = instrument.End;
if (endDate <= 0)
{
endDate = allTradingDays[allTradingDays.Count - 1];
}
//20171015 ww 在不全面更新数据情况下，如果最新的交易日比合约截止时间更新，则不再更新该合约数据
int firstNewTradingDay = newTradingDays.Count == 0 ? allTradingDays[allTradingDays.Count - 1] : newTradingDays[0];
if (firstNewTradingDay > endDate)
{
continue;
}
IList <int> tradingDays = tradingDayCache.GetTradingDays(lastUpdatedDate, endDate);
if (tradingDays == null || tradingDays.Count == 0)
{
continue;
}
allDays = new List <int>();
allDays.AddRange(tradingDays);
//allTradingDays
}
else
{
//如果填充所有数据
List <int> storedAllDays = tickDataStore.GetAllDays(instrument.Code);
allDays = GetAllNotUpdateTickData(instrument, tradingDayCache, storedAllDays, isFillUp);
if (allDays == null)
{
continue;
}
}
AddSteps_TickData_Instrument(steps, instrument.Code, allDays);
}
}