public void TestKLineReadAndWrite()
{
StockKLine insertData = new StockKLine()
{
Amount = 123214124,
Close = 19.96,
Open = 19.05,
High = 19.98,
Low = 19.01,
Time = DateTime.Now.Date,
Volume = 32342352352
};
string fileName = "600036_2015.sdf";
string fullPath = Path.Combine(directory, fileName);
// Add
using (IRepositoryContext context = ContextFactory.Create(ContextType.KLine, fullPath))
{
var repository = new Repository<StockKLine>(context);
repository.Add(insertData);
repository.UnitOfWork.Commit();
}
// Read
StockKLine readData;
using (IRepositoryContext context = ContextFactory.Create(ContextType.KLine, fullPath))
{
var repository = new Repository<StockKLine>(context);
readData = repository.Get(insertData.Time);
}
Assert.IsNotNull(readData);
Assert.AreEqual(insertData.Time, readData.Time);
// update
StockKLine updatedData = readData;
updatedData.Open = 100;
using (IRepositoryContext context = ContextFactory.Create(ContextType.KLine, fullPath))
{
var repository = new Repository<StockKLine>(context);
repository.Update(updatedData);
repository.UnitOfWork.Commit();
}
// Read
using (IRepositoryContext context = ContextFactory.Create(ContextType.KLine, fullPath))
{
var repository = new Repository<StockKLine>(context);
readData = repository.Get(insertData.Time);
}
Assert.IsTrue(readData.Open - 100 < 0.0000001);
}
public static IStockKLine Combine(this ITimeSeriesPackage<IStockKLine> self)
{
StockKLine outputData = new StockKLine
{
Time = self.Zone.EndTime,
Open = self.Items.First().Open,
Close = self.Items.Last().Close,
Volume = self.Items.Sum(p => p.Volume),
Amount = self.Items.Sum(p => p.Amount),
High = self.Items.Max(p => p.High),
Low = self.Items.Min(p => p.Low),
};
return outputData;
}
public static StockKLine ToDataObject(this IStockKLine self)
{
StockKLine outputData = new StockKLine
{
//
// 摘要:
// 成交额
Amount = self.Amount,
//
// 摘要:
// 收盘
Close = self.Close,
//
// 摘要:
// 最高
High = self.High,
//
// 摘要:
// 最低
Low = self.Low,
//
// 摘要:
// 今开
Open = self.Open,
//
// 摘要:
// 日期与时间
Time = self.Time,
//
// 摘要:
// 成交量
Volume = self.Volume
};
return outputData;
}
private static StockKLine CreateRandomItem(DateTime tradingTime, double preClose, double preVolume, int digits = 2)
{
// 计算涨停和跌停价格
double upLimit = PriceLimit.UpLimit(SecurityType.Sotck, preClose);
double downLimit = PriceLimit.DownLimit(SecurityType.Sotck, preClose);
var kLine = new StockKLine();
kLine.Time = tradingTime;
kLine.Volume = (int)_random.Next(preVolume * 0.5, preVolume * 1.5);
// 随机涨跌平
UpOrDown upOrDown = GetDirection(preClose);
if (upOrDown == UpOrDown.Down)// 跌
{
// 3%的机会一字跌
if (_random.Next(0, 100) > 96)
{
kLine.Open = downLimit;
kLine.Close = downLimit;
}
else if (_random.Next(0, 100) > 90) // 10%机会跌停板
{
kLine.Close = downLimit;
kLine.Open = _random.Next(downLimit, preClose, digits);
}
else
{
kLine.Open = _random.Next(downLimit, preClose, digits);
kLine.Close = _random.Next(downLimit, preClose, digits);
}
}
else if (upOrDown == UpOrDown.Up)// 涨
{
// 3%的机会一字涨
if (_random.Next(0, 100) > 96)
{
kLine.Open = upLimit;
kLine.Close = upLimit;
}
else if (_random.Next(0, 100) > 90) // 10%机会涨停板
{
kLine.Close = upLimit;
kLine.Open = _random.Next(preClose, upLimit, digits);
}
else
{
kLine.Open = _random.Next(preClose, upLimit, digits);
kLine.Close = _random.Next(preClose, upLimit, digits);
}
}
else
{
kLine.Open = _random.Next(downLimit, upLimit, digits);
kLine.Close = _random.Next(downLimit, upLimit, digits);
}
kLine.High = _random.Next(kLine.Open, upLimit, digits);
kLine.Low = _random.Next(downLimit, kLine.Open, digits);
// 随机一个均价，求出成交额
double average = _random.Next(kLine.Low, kLine.High, digits);
kLine.Amount = average * kLine.Volume;
return kLine;
}
public IEnumerable<IStockKLine> GetAll()
{
List<StockKLine> result = new List<StockKLine>();
string sql = string.Format("SELECT * FROM {0}", tableName);
using (SqlCeConnection conn = new SqlCeConnection(ConnectionString))
{
conn.Open();
using (SqlCeCommand cmd = new SqlCeCommand(sql, conn))
{
SqlCeDataReader reader = cmd.ExecuteReader();
while (reader.Read())
{
StockKLine dbo = new StockKLine
{
Amount = double.Parse(reader[colAmount].ToString().Trim()),
Close = double.Parse(reader[colClose].ToString().Trim()),
High = double.Parse(reader[colHigh].ToString().Trim()),
Low = double.Parse(reader[colLow].ToString().Trim()),
Open = double.Parse(reader[colOpen].ToString().Trim()),
Time = DateTime.Parse(reader[colTime].ToString().Trim()),
Volume = double.Parse(reader[colVolume].ToString().Trim())
};
result.Add(dbo);
}
reader.Close();
}
conn.Close();
}
return result;
}
public IEnumerable<IStockKLine> Get(DateTime startTime, DateTime endTime)
{
List<StockKLine> result = new List<StockKLine>();
string sql =
string.Format("SELECT * FROM {0} WHERE {1}>='{2}' AND {1}<='{3}'",
tableName,
colTime,
startTime.ToString("yyyy-MM-dd HH:mm:ss"),
endTime.ToString("yyyy-MM-dd HH:mm:ss"));
using (SqlCeConnection conn = new SqlCeConnection(ConnectionString))
{
conn.Open();
using (SqlCeCommand cmd = new SqlCeCommand(sql, conn))
{
SqlCeDataReader reader = cmd.ExecuteReader();
while (reader.Read())
{
StockKLine dbo = new StockKLine
{
Amount = double.Parse(reader[colAmount].ToString().Trim()),
Close = double.Parse(reader[colClose].ToString().Trim()),
High = double.Parse(reader[colHigh].ToString().Trim()),
Low = double.Parse(reader[colLow].ToString().Trim()),
Open = double.Parse(reader[colOpen].ToString().Trim()),
Time = DateTime.Parse(reader[colTime].ToString().Trim()),
Volume = double.Parse(reader[colVolume].ToString().Trim())
};
result.Add(dbo);
}
reader.Close();
}
conn.Close();
}
return result;
}