/// <summary>
/// 获取主力合约列表。
/// </summary>
/// <returns></returns>
private List <MainContractEntity> GetMainContractList()
{
string cmdText = string.Format(@"select varieties, exchange, settlement_date, main_contract from {0}.main_contract
where settlement_date >= '{1:yyyy-MM-dd}' and settlement_date <= '{2:yyyy-MM-dd}'
order by settlement_date, exchange, varieties;",
m_alphaDBName, m_beginDate, m_endDate);
DataTable table = new DataTable();
using (MySqlConnection connection = new MySqlConnection(m_dbConStr))
{
MySqlDataAdapter adapter = new MySqlDataAdapter(cmdText, connection);
adapter.Fill(table);
}
List <MainContractEntity> mainContractList = new List <MainContractEntity>();
foreach (DataRow row in table.Rows)
{
USeMarket exchange = (USeMarket)Enum.Parse(typeof(USeMarket), row["exchange"].ToString());
MainContractEntity mainContract = new MainContractEntity()
{
Varieties = row["varieties"].ToString(),
Exchange = exchange,
SettlementDate = Convert.ToDateTime(row["settlement_date"]),
BaseContract = row["main_contract"].ToString(),
MainContractCode = USeTraderProtocol.GetMainContractCode(row["varieties"].ToString(), exchange).InstrumentCode
};
mainContractList.Add(mainContract);
}
return(mainContractList);
}
/// <summary>
/// 获取主力合约K线Delete语句。
/// </summary>
/// <param name="mainContract"></param>
/// <returns></returns>
private string GetMainContractMin1KLineDeleteSql(MainContractEntity mainContract)
{
string cmdText = string.Format(@"delete from {0}.min1_kline_{1}
where contract = '{2}' and DATE_FORMAT(date_time, '%Y-%m-%d') = '{3:yyyy-MM-dd}';",
m_alphaDBName, mainContract.Exchange.ToString().ToLower(),
mainContract.MainContractCode, mainContract.SettlementDate);
return(cmdText);
}
/// <summary>
/// 获取主力合约K线Insert语句。
/// </summary>
/// <param name="mainContract"></param>
/// <returns></returns>
private string GetMainContractMin1KLineInsertSql(MainContractEntity mainContract)
{
string cmdText = string.Format(@"insert into {0}.min1_kline_{1}(contract, exchange, date_time, price_open, price_high, price_low, price_close, volumn, turnover, openinterest)
select '{2}',exchange,date_time,price_open,price_high,price_low,price_close,volumn,turnover,openinterest
from {0}.min1_kline_{1} where contract = '{3}' and DATE_FORMAT(date_time, '%Y-%m-%d') = '{4:yyyy-MM-dd}';",
m_alphaDBName, mainContract.Exchange.ToString().ToLower(), mainContract.MainContractCode,
mainContract.BaseContract, mainContract.SettlementDate);
return(cmdText);
}
