Пример #1
0
        public Dictionary<String, List<Tuple<DateTime, String>>> GetContentData(DateTime start, DateTime end)
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              String queryTemplate =
            "select * from research_up_down_content where " +
            "CalDate >= '{0}' and CalDate <= '{1}'";

              String query = String.Format(
            queryTemplate,
            start.ToString("yyyy-MM-dd"),
            end.ToString("yyyy-MM-dd"));

              MySqlCommand cmd = new MySqlCommand(query, con);
              MySqlDataAdapter data_adapter = new MySqlDataAdapter(cmd);
              DataSet ds = new DataSet("data");
              data_adapter.Fill(ds, "data");
              DataRowCollection drc = ds.Tables["data"].Rows;
              if (drc.Count <= 0)
              {
            logger.Warn("data count is 0.");
            return null;
              }

              Dictionary<String, List<Tuple<DateTime, String>>> contents =
            new Dictionary<String, List<Tuple<DateTime, String>>>();

              for (int i = 0; i < drc.Count; ++i)
              {
            DataRow dr = drc[i];
            DateTime dt = Convert.ToDateTime(dr["CalDate"]);
            String stockName = Convert.ToString(dr["StockName"]);
            String content = Convert.ToString(dr["Content"]);

            if (!contents.ContainsKey(stockName))
            {
              contents.Add(stockName, new List<Tuple<DateTime, String>>());
            }
            contents[stockName].Add(new Tuple<DateTime, String>(dt, content));
              }
              ds.Clear();
              con.Close();
              return contents;
        }
Пример #2
0
        void LoadTickersFromDB()
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              String query = "select * from product_list";

              MySqlCommand cmd = new MySqlCommand(query, con);
              MySqlDataAdapter data_adapter = new MySqlDataAdapter(cmd);
              DataSet ds = new DataSet("product_list");
              data_adapter.Fill(ds, "product_list");
              DataRowCollection drc = ds.Tables["product_list"].Rows;
              if (drc.Count <= 0)
              {
            logger.Warn("Data count is 0.");
            return;
              }

              for (int i = 0; i < drc.Count; ++i)
              {
            DataRow dr = drc[i];
            String ticker = Convert.ToString(dr["ticker"]);
            String description = Convert.ToString(dr["description"]);

            if (!_tickers.ContainsKey(ticker))
            {
              _tickers.Add(ticker, description);
            }

            if (!_reverseTickers.ContainsKey(description))
            {
              _reverseTickers.Add(description, ticker);
            }
              }
              ds.Clear();
              con.Close();
        }
Пример #3
0
        void SetActiveDays()
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              String query =
            "select * from raw_price_data where ticker = 'KOSPI Index' " +
            "order by DateTime";

              MySqlCommand cmd = new MySqlCommand(query, con);
              MySqlDataAdapter data_adapter = new MySqlDataAdapter(cmd);

              DataSet ds = new DataSet("raw_price_data");
              data_adapter.Fill(ds, "raw_price_data");
              DataRowCollection drc = ds.Tables["raw_price_data"].Rows;
              if (drc.Count <= 0)
              {
            logger.Warn("Data count is 0.");
            return;
              }

              _active_days.Clear();

              for (int i = 0; i < drc.Count; ++i)
              {
            DataRow dr = drc[i];
            DateTime dt = Convert.ToDateTime(dr["DateTime"]);
            _active_days.Add(dt);
              }
              ds.Clear();
              con.Close();
        }
Пример #4
0
        public void LoadMarketData(String ticker)
        {
            if (_data.ContainsKey(ticker))
              {
            return;
              }

              DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              String query = String.Format(
            "select * from raw_price_data where Ticker = '{0}' order by DateTime",
            ticker);

              MySqlCommand cmd = new MySqlCommand(query, con);
              MySqlDataAdapter data_adapter = new MySqlDataAdapter(cmd);

              DataSet ds = new DataSet("raw_price_data");
              data_adapter.Fill(ds, "raw_price_data");
              DataRowCollection drc = ds.Tables["raw_price_data"].Rows;
              if (drc.Count <= 0)
              {
            logger.Warn("Data count is 0.");
            return;
              }

              SortedList<DateTime, double> output = new SortedList<DateTime, double>();

              for (int i = 0; i < drc.Count; ++i)
              {
            DataRow dr = drc[i];
            DateTime dt = Convert.ToDateTime(dr["DateTime"]);
            double last_price = Convert.ToDouble(dr["LastPrice"]);
            output.Add(dt, last_price);
              }
              ds.Clear();
              con.Close();
              _data.Add(ticker, output);
        }
Пример #5
0
        DataFromDB LoadDataFromDB(MacroSpotData last_data, int limit)
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              SortedList<DateTime, double> kospi_data =
            LoadDataFromDB_Raw(con, "KOSPI Index", limit);

              SortedList<DateTime, double> ktb_data =
            LoadDataFromDB_Raw(con, "KWNDF3 CMPN CURNCY", limit);

              SortedList<DateTime, double> usdkrw_data =
            LoadDataFromDB_Raw(con, "USDKRW Curncy", limit);

              SortedList<DateTime, double> kospi_future_data =
            LoadDataFromDB_Raw(con, "KM1 R:00_0_R Index", limit);

              SortedList<DateTime, double> ktb_future_data =
            LoadDataFromDB_Raw(con, "KE1 R:00_0_R Comdty", limit);

              SortedList<DateTime, double> usdkrw_future_data =
            LoadDataFromDB_Raw(con, "KU1 R:00_0_R Curncy", limit);

              SortedList<DateTime, double> active_days =
            new SortedList<DateTime, double>();

              active_days = GetActiveDays(kospi_data, ktb_data);
              active_days = GetActiveDays(active_days, usdkrw_data);
              active_days = GetActiveDays(active_days, kospi_future_data);
              active_days = GetActiveDays(active_days, ktb_future_data);
              active_days = GetActiveDays(active_days, usdkrw_future_data);

              DataFromDB output = new DataFromDB();
              output.ActiveDays = active_days;
              output.Kospi = kospi_data;
              output.Ktb = ktb_data;
              output.Usdkrw = usdkrw_data;
              output.KospiFuture = kospi_future_data;
              output.KtbFuture = ktb_future_data;
              output.UsdkrwFuture = usdkrw_future_data;

              if (last_data != null)
              {
            DateTime key = last_data.CurDateTime;
            output.ActiveDays.Add(key, 0);
            output.Kospi.Add(key, last_data.KospiPrice);
            output.KospiFuture.Add(key, last_data.KospiFuturePrice);
            output.Ktb.Add(key, last_data.BondRate);
            output.KtbFuture.Add(key, last_data.BondFuturePrice);
            output.Usdkrw.Add(key, last_data.UsdkrwPrice);
            output.UsdkrwFuture.Add(key, last_data.UsdkrwFuturePrice);
              }

              con.Close();
              return output;
        }
Пример #6
0
        void LoadData()
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              foreach (String ticker in _targets.Keys)
              {
            SortedList<DateTime, double> data =
              LoadDataFromDB_Raw(con, ticker, int.MaxValue);
            this._data.Add(ticker, data);

            DailyDataManager.Ins().SetData(ticker, data);
              }
              con.Close();
        }
Пример #7
0
        List<Tuple<String, double>> GetSectorDataFromDB(String sector_ticker)
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              try
              {
            String query = String.Format("select * from " +
              "(select * from sector_member_map where sector_ticker = '{0}') a " +
              "left join sector_weight b on a.member_ticker = b.member_ticker",
              sector_ticker);

            MySqlCommand cmd = new MySqlCommand(query, con);
            MySqlDataAdapter data_adapter = new MySqlDataAdapter(cmd);
            DataSet ds = new DataSet("sector_member_weight");
            data_adapter.Fill(ds, "sector_member_weight");
            DataRowCollection drc = ds.Tables["sector_member_weight"].Rows;
            if (drc.Count <= 0)
            {
              logger.Warn("{0} data count is 0.", sector_ticker);
              return null;
            }

            List<Tuple<String, double>> ret = new List<Tuple<string, double>>();

            for (int i = 0; i < drc.Count; ++i)
            {
              DataRow dr = drc[i];
              String member_ticker = Convert.ToString(dr["member_ticker"]);
              double weight = Convert.ToDouble(dr["weight"]);
              ret.Add(new Tuple<String, double>(member_ticker, weight));
            }
            ds.Clear();
            return ret;
              }
              catch (Exception ex)
              {
            logger.Error(ex.ToString());
              }
              finally
              {
            con.Close();
              }
              return null;
        }
Пример #8
0
        void Insert_Count(DateTime calDate, Dictionary<String, int> countDic)
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              foreach (String name in countDic.Keys)
              {
            String query = String.Format(
            "insert into research_up_down_count (CalDate, StockName, Count) " +
            "values ('{0}', '{1}', {2})",
            calDate.ToString("yyyy-MM-dd"),
            name,
            countDic[name]);
            MySqlCommand cmd = new MySqlCommand(query, con);
            int ret = cmd.ExecuteNonQuery();
            if (ret != 1)
            {
              throw new Exception();
            }
              }
              con.Close();
        }
Пример #9
0
        void Insert_Content(DateTime calDate, 
      Dictionary<String, List<String>> logs)
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              foreach (String name in logs.Keys)
              {
            List<String> contents = logs[name];
            foreach (String content in contents)
            {
              String queryTemplate =
            "insert into research_up_down_content " +
            "(CalDate, StockName, Content) " +
            "values ('{0}', '{1}', '{2}')";

              String query = String.Format(
            queryTemplate,
            calDate.ToString("yyyy-MM-dd"),
            name,
            content);

              MySqlCommand cmd = new MySqlCommand(query, con);
              int ret = cmd.ExecuteNonQuery();
              if (ret != 1)
              {
            throw new Exception();
              }
            }
              }
              con.Close();
        }
Пример #10
0
        void DeletePrevData(DateTime calDate)
        {
            DBManager manager = new DBManager();
              MySqlConnection con = manager.OpenConnection(Const.DATABASE_NAME);

              DeletePrevContentData(con, calDate);
              DeletePrevCountData(con, calDate);
              con.Close();
        }