public override void exec()
{
log.Info("**********START**********");
var db = new Db.db();
var funds = private_fund_position.funds;
for (var i = 0; i < funds.Length; ++i)
{
var fund = funds.ElementAt(i);
try
{
log.Info($"{i+1}/{funds.Length} get {fund}");
Thread.Sleep(5 * 1000);
var s = private_fund_position.get(fund);
log.Info($"{i + 1}/{funds.Length} got {fund}, total {s.Length}");
db.save(s);
}
catch (Exception e)
{
log.Warn("ex @ get " + fund, e);
}
}
log.Info("**********DONE**********");
}
IEnumerable <kdata> kdata(Db.db db, Dictionary <string, kdata> cache, IEnumerable <string> codes, string ktype)
{
var list = new List <kdata>();
var notincache = new List <string>();
foreach (var code in codes)
{
var key = code + ktype;
if (cache.ContainsKey(key))
{
list.Add(cache[key]);
}
else
{
notincache.Add(code);
}
}
var data = new kdatadb().kdata(notincache, ktype);
foreach (var d in data)
{
var key = d.Code + ktype;
cache[key] = d;
}
return(list.Concat(data).ToArray());
}
public override void exec()
{
log.Info("**********START**********");
var cache = new Dictionary <string, kdata>();
var db = new Db.db();
var kdatadb = new kdatadb();
var sectors = db.sectors();
var i = 0;
var count = sectors.Count();
foreach (var sector in sectors)
{
Interlocked.Increment(ref i);
log.InfoFormat("{0}/{1} calc sector {2}", i, count, sector);
var codes = db.codes(sector);
if (!codes.Any())
{
log.WarnFormat("empty data set for sector {0}", sector);
continue;
}
new kdatadb().save(sum(sector, kdata(db, cache, codes, "5")), "5");
kdatadb.save(sum(sector, kdata(db, cache, codes, "15")), "15");
kdatadb.save(sum(sector, kdata(db, cache, codes, "30")), "30");
kdatadb.save(sum(sector, kdata(db, cache, codes, "60")), "60");
kdatadb.save(sum(sector, kdata(db, cache, codes, "D")), "D");
kdatadb.save(sum(sector, kdata(db, cache, codes, "W")), "W");
kdatadb.save(sum(sector, kdata(db, cache, codes, "M")), "M");
}
log.Info("**********DONE**********");
}
public override void exec()
{
log.Info("**********START**********");
var db = new Db.db();
var codes = db.fenjib_fund_codes();
var validcodes = db.basicnames().GroupBy(p => p.code).ToDictionary(p => p.Key, p => p.First().code);
for (var i = 0; i < codes.Count(); ++i)
{
var code = codes.ElementAt(i);
try
{
log.Info($"{i}/{codes.Count()} get {code}");
var s = fenjib.get(code).Where(p => validcodes.ContainsKey(p.stock_code)).ToArray();
db.save(s);
}
catch (Exception e)
{
log.Warn("ex @ get " + code, e);
}
}
log.Info("**********DONE**********");
}
public override void exec()
{
log.Info("**********START**********");
var cache = new Dictionary <string, kdata>();
var db = new Db.db();
var codes = db.codes();
var i = 0;
var count = codes.Count();
var keypricedates = db.keypricedates();
var ktypes = new[] { "5", "15", "30", "60", "D", "W", "M" };
foreach (var code in codes.AsParallel())
{
Interlocked.Increment(ref i);
log.InfoFormat("{0}/{1} calc {2}", i, count, code);
foreach (var ktype in ktypes)
{
try
{
var key = code + ktype;
var o = analytic.keyprice(code, ktype);
o = o.Where(p => !keypricedates.ContainsKey(key) ||
(keypricedates.ContainsKey(key) && p.Date > keypricedates[key]))
.ToArray();
db.save(ktype, o);
}
catch (Exception e)
{
log.Warn("ex @ calc " + code + " for " + ktype, e);
}
}
}
log.Info("**********DONE**********");
}
public override void exec()
{
log.Info("**********START**********");
var cache = new Dictionary <string, kdata>();
var db = new Db.db();
var codes = db.codes();
var i = 0;
var count = codes.Count();
var ktypes = new[] { "5", "15", "30", "60", "D", "W", "M" };
foreach (var code in codes.AsParallel())
{
Interlocked.Increment(ref i);
log.InfoFormat("{0}/{1} calc {2}", i, count, code);
foreach (var ktype in ktypes)
{
try
{
var kdata = new kdatadb().kdata(code, ktype);
if (kdata != null && kdata.Any())
{
var date = kdata.Last().date;
var close = kdata.close();
var macd = new MACD(close);
var macdvol = new MACD(kdata.volume(100));
var ma5 = new MA(close, 5);
var ma10 = new MA(close, 10);
var ma20 = new MA(close, 20);
var ma30 = new MA(close, 30);
var ma60 = new MA(close, 60);
var ma120 = new MA(close, 120);
var chg = new CHG(close);
var ka = new kanalytic()
{
code = code,
date = date,
ktype = ktype,
close = kdata.Last().close.ZeroNaN(),
open = kdata.Last().open.ZeroNaN(),
high = kdata.Last().high.ZeroNaN(),
low = kdata.Last().low.ZeroNaN(),
volume = kdata.Last().volume.ZeroNaN(),
chg = chg.Last().Value.ZeroNaN(),
ma5 = ma5.Last().Value.ZeroNaN(),
ma10 = ma10.Last().Value.ZeroNaN(),
ma20 = ma20.Last().Value.ZeroNaN(),
ma30 = ma30.Last().Value.ZeroNaN(),
ma60 = ma60.Last().Value.ZeroNaN(),
ma120 = ma120.Last().Value.ZeroNaN(),
dea = macd.Last().DEA.ZeroNaN(),
macd = macd.Last().MACD.ZeroNaN(),
dif = macd.Last().DIF.ZeroNaN(),
deavol = macdvol.Last().DEA.ZeroNaN(),
macdvol = macdvol.Last().MACD.ZeroNaN(),
difvol = macdvol.Last().DIF.ZeroNaN()
};
db.save(new[] { ka });
}
}
catch (Exception e)
{
log.Warn("ex @ calc " + code + " for " + ktype, e);
}
}
}
log.Info("**********DONE**********");
}
