/// <summary>
/// 根据股票代码获取新浪最新数据
/// </summary>
/// <param name="codes">股票代码列表</param>
/// <returns>字符串</returns>
public static String getSinaLatestDatasStrByCodes(String codes)
{
String[] strs = codes.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
int strLen = strs.Length;
List <String> sinaCodes = new List <String>();
List <String> dcCodes = new List <String>();
for (int i = 0; i < strLen; i++)
{
String postCode = strs[i];
sinaCodes.Add(FCStrEx.convertDBCodeToSinaCode(postCode));
}
String requestCode = "";
int sinaCodesSize = sinaCodes.Count;
for (int i = 0; i < sinaCodesSize; i++)
{
String postCode = sinaCodes[i];
requestCode += postCode;
if (i != strLen - 1)
{
requestCode += ",";
}
}
String result = "";
if (sinaCodesSize > 0)
{
String url = "http://hq.sinajs.cn/list=" + requestCode.ToLower();
result = FCHttpGetService.get(url);
}
return(result);
}
/// <summary>
/// 获取目录
/// </summary>
/// <returns>目录</returns>
public String getDirectory()
{
String fileName = FCStrEx.convertDBCodeToFileName(m_code);
String dir = DataCenter.getDataPath() + "\\" + m_identifier;
dir += "\\" + fileName.Replace(".txt", "");
return(dir);
}
/// <summary>
/// 获取通达信的历史数据的字符串
/// </summary>
/// <param name="code">股票代码</param>
/// <param name="path">本地文件路径</param>
/// <returns>数据字符串</returns>
public static String getTdxHistoryDatasStrByCode(String code, String path)
{
String fileName = FCStrEx.convertDBCodeToFileName(code);
String result = "";
String filePath = path + fileName;
if (FCFile.isFileExist(filePath))
{
FCFile.read(filePath, ref result);
}
return(result);
}
/// <summary>
/// 更新会话
/// </summary>
/// <param name="cookie">会话</param>
/// <returns>状态</returns>
public int updateCookie(UserCookie cookie)
{
String sql = String.Format("UPDATE USERCOOKIE SET VALUE = '{0}' WHERE USERID = {1} AND KEY = '{2}'",
FCStrEx.getDBString(cookie.m_value), m_userID, FCStrEx.getDBString(cookie.m_key));
SQLiteConnection conn = new SQLiteConnection(m_connectStr);
SQLiteCommand cmd = conn.CreateCommand();
cmd.CommandText = sql;
conn.Open();
cmd.ExecuteNonQuery();
conn.Close();
return(1);
}
/// <summary>
/// 获取分时数据
/// </summary>
public static void getMinuteDatas()
{
if (m_minuteDatas.Count > 0)
{
return;
}
String appPath = DataCenter.getAppPath();
foreach (String code in m_codedMap.Keys)
{
String fileName = m_newFileDir + FCStrEx.convertDBCodeToFileName(code);
if (!FCFile.isFileExist(fileName))
{
fileName = m_newFileDir + FCStrEx.convertDBCodeToSinaCode(code).ToUpper() + ".txt";
}
if (FCFile.isFileExist(fileName))
{
String text = "";
FCFile.read(fileName, ref text);
List <SecurityData> datas = new List <SecurityData>();
StockService.getHistoryDatasByMinuteStr(text, datas);
if (datas.Count > 0)
{
int rindex = 0;
int dataSize = datas.Count;
while (rindex < dataSize)
{
SecurityData d = datas[rindex];
if (rindex == 0)
{
d.m_avgPrice = d.m_close;
}
else
{
SecurityData ld = datas[rindex - 1];
d.m_avgPrice = (ld.m_avgPrice * rindex + d.m_close) / (rindex + 1);
}
rindex++;
}
m_minuteDatas[code] = datas;
}
}
}
}
/// <summary>
/// 添加用户Cookie
/// </summary>
/// <param name="cookie">消息</param>
/// <returns>状态</returns>
public int addCookie(UserCookie cookie)
{
UserCookie oldCookie = new UserCookie();
if (getCookie(cookie.m_key, ref oldCookie) > 0)
{
updateCookie(cookie);
}
else
{
String sql = String.Format("INSERT INTO USERCOOKIE(USERID, KEY, VALUE, MODIFYTIME, CREATETIME) values ({0}, '{1}', '{2}','1970-1-1','1970-1-1')",
m_userID, FCStrEx.getDBString(cookie.m_key), FCStrEx.getDBString(cookie.m_value));
SQLiteConnection conn = new SQLiteConnection(m_connectStr);
conn.Open();
SQLiteCommand cmd = conn.CreateCommand();
cmd.CommandText = sql;
cmd.ExecuteNonQuery();
conn.Close();
}
return(1);
}
/// <summary>
/// 加载历史数据
/// </summary>
/// <param name="history"></param>
public static void loadHistoryDatas()
{
if (m_historyDatas.Count > 0)
{
return;
}
foreach (String code in m_codedMap.Keys)
{
String fileName = DataCenter.getAppPath() + "\\day\\" + FCStrEx.convertDBCodeToSinaCode(code).ToUpper() + ".txt";
if (File.Exists(fileName))
{
StreamReader sra = new StreamReader(fileName, Encoding.Default);
String text = sra.ReadToEnd();
List <SecurityData> datas = new List <SecurityData>();
StockService.getHistoryDatasByTdxStr(text, datas);
if (datas.Count > 0)
{
m_historyDatas[code] = datas;
}
}
}
}
/// <summary>
/// 平仓
/// </summary>
/// <param name="investorPosition">持仓</param>
/// <param name="code">代码</param>
/// <param name="direction">方向</param>
/// <param name="close">最新价</param>
/// <param name="openPrice">开仓价</param>
/// <param name="state">state=0为手动平仓，其余为自动</param>
public static void askOrBidClose(InvestorPosition investorPosition, String code, String direction, double close, double openPrice, int state)
{
//如果持仓为0，则不检查
if (investorPosition.m_position == 0)
{
return;
}
//获取对应的行情数据
SecurityLatestData latestData = null;
lock (m_latestDatas) {
if (m_latestDatas.ContainsKey(code))
{
latestData = m_latestDatas[code];
}
}
if (latestData != null)
{
//获取的码表
Security security = null;
lock (m_securities) {
if (m_securities.ContainsKey(investorPosition.m_code))
{
security = m_securities[investorPosition.m_code];
}
}
if (security != null)
{
bool canTrade = true;
//检查冷却时间，一次平仓10秒后才能再次平仓
if (state != 0)
{
lock (m_cd2) {
if (m_cd2.ContainsKey(investorPosition.m_code))
{
if (m_cd2[investorPosition.m_code] > 0)
{
canTrade = false;
}
}
}
}
//获取昨仓
int ydPosition = investorPosition.m_ydPosition;
//获取今仓
int todayPosition = investorPosition.m_position - ydPosition;
if (canTrade)
{
bool isSh = security.m_exchangeID == "SHFE";
//买开仓情况下
if (direction == "买")
{
//上期所处理方法
if (isSh)
{
//平昨
if (ydPosition > 0)
{
CTPDLL.askClose(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, ydPosition, '3', "");
}
//平今
if (todayPosition > 0)
{
CTPDLL.askCloseToday(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, todayPosition, '3', "");
}
}
//其他交易所处理方法
else
{
CTPDLL.askClose(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, investorPosition.m_position, '3', "");
}
//打印日志
if (state == 1)
{
FCStrEx.writeLog(String.Format("自动止盈,开仓价{0},当前价{1},买平仓,代码{2},价格{3},数量{4}\r\n",
openPrice, close, investorPosition.m_code, latestData.m_bidPrice1, investorPosition.m_position));
}
else if (state == 2)
{
FCStrEx.writeLog(String.Format("自动止损,开仓价{0},当前价{1},买平仓,代码{2},价格{3},数量{4}\r\n",
openPrice, close, investorPosition.m_code, latestData.m_bidPrice1, investorPosition.m_position));
}
//开仓冷却时间+10
lock (m_cd1) {
if (m_cd1.ContainsKey(investorPosition.m_code))
{
m_cd1[investorPosition.m_code] += 10;
}
else
{
m_cd1[investorPosition.m_code] = 10;
}
}
//平仓冷却时间重置
lock (m_cd2) {
m_cd2[investorPosition.m_code] = 10;
}
}
//卖开仓情况下
else if (direction == "卖")
{
//上期所处理方法
if (isSh)
{
//平昨
if (ydPosition > 0)
{
CTPDLL.bidClose(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, ydPosition, '3', "");
}
//平今
if (todayPosition > 0)
{
CTPDLL.bidCloseToday(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, todayPosition, '3', "");
}
}
//其他交易所处理方法
else
{
CTPDLL.bidClose(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, investorPosition.m_position, '3', "");
}
//打印日志
if (state == 1)
{
FCStrEx.writeLog(String.Format("自动止盈,开仓价{0},当前价{1},卖平仓,代码{2},价格{3},数量{4}\r\n",
openPrice, close, investorPosition.m_code, latestData.m_bidPrice1, investorPosition.m_position));
}
else if (state == 2)
{
FCStrEx.writeLog(String.Format("自动止损,开仓价{0},当前价{1},卖平仓,代码{2},价格{3},数量{4}\r\n",
openPrice, close, investorPosition.m_code, latestData.m_bidPrice1, investorPosition.m_position));
}
//开仓冷却时间+10
lock (m_cd1) {
if (m_cd1.ContainsKey(investorPosition.m_code))
{
m_cd1[investorPosition.m_code] += 10;
}
else
{
m_cd1[investorPosition.m_code] = 10;
}
}
//平仓冷却时间重置
lock (m_cd2) {
m_cd2[investorPosition.m_code] = 10;
}
}
}
}
}
}
/// <summary>
/// 触发开仓
/// </summary>
/// <param name="data">最新数据</param>
public static void doOpen(SecurityLatestData data)
{
//执行买开仓
if (data.m_state1 == 1 && data.m_state2 == 1)
{
//判断是否有持仓
bool hasTrade = inTrade(data.m_code);
if (!hasTrade)
{
String key = data.m_code + "买";
//判断冷却时间
bool canTrade = true;
lock (Strategy1.m_cd1) {
if (Strategy1.m_cd1.ContainsKey(data.m_code))
{
if (Strategy1.m_cd1[data.m_code] > 0)
{
canTrade = false;
}
}
}
if (canTrade)
{
//获取默认交易手数
int tradeVol = 1;
if (m_tradeVolumes.ContainsKey(key))
{
tradeVol = m_tradeVolumes[key];
}
//打印日志
FCStrEx.writeLog(String.Format("创近20日新高,均线上翘,买开仓,代码{0},价格{1},数量{2}\r\n",
data.m_code, data.m_askPrice1, tradeVol));
Security security = null;
lock (m_securities) {
if (m_securities.ContainsKey(data.m_code))
{
security = m_securities[data.m_code];
}
}
//买开仓
CTPDLL.bidOpen(Strategy1.m_ctpID, CTPDLL.generateReqID(Strategy1.m_ctpID), data.m_code, security.m_exchangeID, data.m_askPrice1, tradeVol, '3', "");
//刷新开仓冷却时间
lock (Strategy1.m_cd1) {
Strategy1.m_cd1[data.m_code] = 60;
}
}
}
}
//执行卖开仓
if (data.m_state3 == 1 && data.m_state4 == 1)
{
//判断是否有持仓
bool hasTrade = inTrade(data.m_code);
if (!hasTrade)
{
String key = data.m_code + "卖";
//判断冷却时间
bool canTrade = true;
lock (Strategy1.m_cd1) {
if (Strategy1.m_cd1.ContainsKey(data.m_code))
{
if (Strategy1.m_cd1[data.m_code] > 0)
{
canTrade = false;
}
}
}
if (canTrade)
{
//获取默认交易手数
int tradeVol = 1;
if (m_tradeVolumes.ContainsKey(key))
{
tradeVol = m_tradeVolumes[key];
}
//打印日志
FCStrEx.writeLog(String.Format("创近20日新低,均线下翘,卖开仓,代码{0},价格{1},数量{2}\r\n",
data.m_code, data.m_askPrice1, tradeVol));
Security security = null;
lock (m_securities) {
if (m_securities.ContainsKey(data.m_code))
{
security = m_securities[data.m_code];
}
}
//卖开仓
CTPDLL.askOpen(Strategy1.m_ctpID, CTPDLL.generateReqID(Strategy1.m_ctpID), data.m_code, security.m_exchangeID, data.m_bidPrice1, tradeVol, '3', "");
//刷新开仓冷却时间
lock (Strategy1.m_cd1) {
Strategy1.m_cd1[data.m_code] = 60;
}
}
}
}
}
/// <summary>
/// 根据字符串获取新浪的最新数据
/// </summary>
/// <param name="str">数据字符串</param>
/// <param name="formatType">格式</param>
/// <param name="data">最新数据</param>
/// <returns>状态</returns>
public static int getLatestDataBySinaStr(String str, int formatType, ref SecurityLatestData data)
{
//分析数据
String date = "";
String[] strs2 = str.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
int strLen2 = strs2.Length;
bool szIndex = false;
for (int j = 0; j < strLen2; j++)
{
String str2 = strs2[j];
switch (j)
{
case 0:
data.m_code = FCStrEx.convertSinaCodeToDBCode(str2);
if (data.m_code.StartsWith("399"))
{
szIndex = true;
}
break;
case 1: {
data.m_open = FCStr.convertStrToDouble(str2);
break;
}
case 2: {
data.m_lastClose = FCStr.convertStrToDouble(str2);
break;
}
case 3: {
data.m_close = FCStr.convertStrToDouble(str2);
break;
}
case 4: {
data.m_high = FCStr.convertStrToDouble(str2);
break;
}
case 5: {
data.m_low = FCStr.convertStrToDouble(str2);
break;
}
case 8: {
data.m_volume = FCStr.convertStrToDouble(str2);
if (szIndex)
{
data.m_volume /= 100;
}
break;
}
case 9: {
data.m_amount = FCStr.convertStrToDouble(str2);
break;
}
case 10: {
if (formatType == 0)
{
data.m_buyVolume1 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 11: {
if (formatType == 0)
{
data.m_buyPrice1 = FCStr.convertStrToDouble(str2);
}
break;
}
case 12: {
if (formatType == 0)
{
data.m_buyVolume2 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 13: {
if (formatType == 0)
{
data.m_buyPrice2 = FCStr.convertStrToDouble(str2);
}
break;
}
case 14: {
if (formatType == 0)
{
data.m_buyVolume3 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 15: {
if (formatType == 0)
{
data.m_buyPrice3 = FCStr.convertStrToDouble(str2);
}
break;
}
case 16: {
if (formatType == 0)
{
data.m_buyVolume4 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 17: {
if (formatType == 0)
{
data.m_buyPrice4 = FCStr.convertStrToDouble(str2);
}
break;
}
case 18: {
if (formatType == 0)
{
data.m_buyVolume5 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 19: {
if (formatType == 0)
{
data.m_buyPrice5 = FCStr.convertStrToDouble(str2);
}
break;
}
case 20: {
if (formatType == 0)
{
data.m_sellVolume1 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 21: {
if (formatType == 0)
{
data.m_sellPrice1 = FCStr.convertStrToDouble(str2);
}
break;
}
case 22: {
if (formatType == 0)
{
data.m_sellVolume2 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 23: {
if (formatType == 0)
{
data.m_sellPrice2 = FCStr.convertStrToDouble(str2);
}
break;
}
case 24: {
if (formatType == 0)
{
data.m_sellVolume3 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 25: {
if (formatType == 0)
{
data.m_sellPrice3 = FCStr.convertStrToDouble(str2);
}
break;
}
case 26: {
if (formatType == 0)
{
data.m_sellVolume4 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 27: {
if (formatType == 0)
{
data.m_sellPrice4 = FCStr.convertStrToDouble(str2);
}
break;
}
case 28: {
if (formatType == 0)
{
data.m_sellVolume5 = (int)FCStr.convertStrToDouble(str2);
}
break;
}
case 29: {
if (formatType == 0)
{
data.m_sellPrice5 = FCStr.convertStrToDouble(str2);
}
break;
}
case 30:
date = str2;
break;
case 31:
date += " " + str2;
break;
}
}
//获取时间
if (date != null && date.Length > 0)
{
DateTime dateTime = Convert.ToDateTime(date);
data.m_date = FCStr.getDateNum(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, dateTime.Second, 0);
}
//价格修正
if (data.m_close != 0)
{
if (data.m_open == 0)
{
data.m_open = data.m_close;
}
if (data.m_high == 0)
{
data.m_high = data.m_close;
}
if (data.m_low == 0)
{
data.m_low = data.m_close;
}
}
return(0);
}
/// <summary>
/// 工作中
/// </summary>
/// <param name="dataInfo">信息</param>
/// <returns>状态</returns>
public override int onWorking(WorkDataInfo dataInfo)
{
Console.WriteLine(dataInfo.m_id.ToString());
SecurityDataInfo securityDataInfo = dataInfo as SecurityDataInfo;
String url = String.Format(m_listUrl, FCStrEx.ConvertDBCodeToSinaCode(securityDataInfo.m_security.m_code));
Log = String.Format("下载:{0}", securityDataInfo.m_security.m_code);
String html = DataCenter.getHttpWebRequest(url, "GB2312");
if (html != null && html.Length > 0)
{
NewsInfo newsInfo = new NewsInfo("sinanews");
newsInfo.m_code = securityDataInfo.m_security.m_code;
String dir = newsInfo.getDirectory();
if (!FCFile.isDirectoryExist(dir))
{
FCFile.createDirectory(dir);
}
String identifier = "<div class=\"datelist\">";
int pos = html.IndexOf(identifier);
if (pos != -1)
{
html = html.Substring(pos + identifier.Length);
html = html.Substring(0, html.IndexOf("</ul>"));
html = html.Replace("<ul>\r\n\t\t\t", "").Replace(" ", " ");
String[] strs = html.Split(new String[] { "<br>" }, StringSplitOptions.RemoveEmptyEntries);
int strsSize = strs.Length;
for (int i = 0; i < strsSize; i++)
{
try {
newsInfo.m_content = "";
String str = strs[i];
String[] subStrs = str.Split(new String[] { "<a target='_blank' href='" }, StringSplitOptions.RemoveEmptyEntries);
if (subStrs.Length >= 2)
{
newsInfo.m_time = subStrs[0].Trim();
String[] sunStrs = subStrs[1].Split(new String[] { "'>" }, StringSplitOptions.RemoveEmptyEntries);
newsInfo.m_url = sunStrs[0];
newsInfo.m_title = sunStrs[1].Replace("</a>", "");
String fileName = newsInfo.getFileName();
if (!FCFile.isFileExist(fileName))
{
Log = String.Format("下载:{0}", securityDataInfo.m_security.m_code);
String contentHtml = DataCenter.getHttpWebRequest(newsInfo.m_url, "UTF-8");
String sIdentifier = "<!-- 原始正文start -->", eIdentifier = "<!-- 原始正文end -->";
int sPos = contentHtml.IndexOf(sIdentifier);
if (sPos != -1)
{
String content = contentHtml.Substring(sPos + sIdentifier.Length);
int ePos = content.IndexOf(eIdentifier);
newsInfo.m_content = content.Substring(0, ePos);
FCFile.write(fileName, newsInfo.ToString());
}
}
}
}
catch (Exception ex) {
}
}
}
}
return(1);
}
/// <summary>
/// 获取用户Cookie
/// </summary>
/// <param name="key">键</param>
/// <param name="cookie">会话</param>
/// <returns>状态</returns>
public int getCookie(String key, ref UserCookie cookie)
{
int state = 0;
String sql = String.Format("SELECT * FROM USERCOOKIE WHERE USERID = {0} AND KEY = '{1}'", m_userID, FCStrEx.getDBString(key));
SQLiteConnection conn = new SQLiteConnection(m_connectStr);
SQLiteCommand cmd = conn.CreateCommand();
cmd.CommandText = sql;
conn.Open();
SQLiteDataReader reader = cmd.ExecuteReader();
while (reader.Read())
{
cookie.m_userID = reader.GetInt32(0);
cookie.m_key = reader.GetString(1);
cookie.m_value = reader.GetString(2);
state = 1;
}
reader.Close();
conn.Close();
return(state);
}
/// <summary>
/// 删除用户Cookie
/// </summary>
/// <param name="key">键</param>
/// <returns>状态</returns>
public int deleteCookie(String key)
{
String sql = String.Format("DELETE FROM USERCOOKIE WHERE USERID = {0} AND KEY = '{1}'", m_userID, FCStrEx.getDBString(key));
SQLiteConnection conn = new SQLiteConnection(m_connectStr);
SQLiteCommand cmd = conn.CreateCommand();
cmd.CommandText = sql;
conn.Open();
cmd.ExecuteNonQuery();
conn.Close();
return(1);
}