private void 历史数据ToolStripMenuItem_Click(object sender, EventArgs e)
{
HistData HD = new HistData();
Controls.Add(HD);
HD.Dock = DockStyle.Fill;
HD.BringToFront();
}
void tws_HistoricalData(object sender, HistoricalDataEventArgs e)
{
// get history object
if (!hist_list.ContainsKey(e.RequestId))
{
return;
}
HistData h = hist_list[e.RequestId];
h.history.Add(e);
}
public static void TickBulkCopy(string InstrumentName, DateTime Start)
{
DateTime _start = DateTime.Now.AddDays(-10);
DateTime UseThisDate = Start > _start ? _start : Start;
AlsiDBDataContext dc = new AlsiDBDataContext();
var tickData = HistData.GetHistoricalTICK_FromWEB(_start, DateTime.UtcNow.AddHours(2), InstrumentName);
DataTable RawTicks = new DataTable("TickData");
RawTicks.Columns.Add("N", typeof(long));
RawTicks.Columns.Add("Stamp", typeof(DateTime));
RawTicks.Columns.Add("Price", typeof(int));
foreach (var p in tickData)
{
RawTicks.Rows.Add(1, p.TimeStamp, p.Close);
}
dc.CleanTick();
#region BulkCopy
DataSet tickDataSet = new DataSet("AllTicks");
tickDataSet.Tables.Add(RawTicks);
SqlConnection myConnection = new SqlConnection(AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString);
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.DestinationTableName = "RawTick";
bulkcopy.WriteToServer(RawTicks);
Debug.WriteLine("Tick Bulk Copy Complete");
RawTicks.Dispose();
myConnection.Close();
dc.CleanUp();
#endregion
}
// get stock/option historical prices
public ArrayList GetHistoricalData(string ticker, DateTime start, DateTime end)
{
// check cache
string cache_key = ticker + "," + yahoo_exchange_suffix;
if (hist_cache.ContainsKey(cache_key))
{
HistData h_cache = hist_cache[cache_key];
if (h_cache.history.Count > 0 &&
((History)h_cache.history[h_cache.history.Count - 1]).date <= start &&
h_cache.timestamp.Date == DateTime.Now.Date) return h_cache.history;
}
// force en-US culture
Thread.CurrentThread.CurrentCulture = new System.Globalization.CultureInfo("en-US", false);
double p_factor = 1.0;
ArrayList list = new ArrayList();
string em = (end.Month - 1).ToString();
string ed = (end.Day).ToString();
string ey = (end.Year).ToString();
string sm = (start.Month - 1).ToString();
string sd = (start.Day).ToString();
string sy = (start.Year).ToString();
// check for index
bool is_index = ticker.StartsWith("^");
// create url ticker
string url_ticker;
if (is_index || yahoo_exchange_suffix == "") url_ticker = ticker;
else url_ticker = ticker + "." + yahoo_exchange_suffix;
string page = cap.DownloadHtmlWebPage(@"http://ichart.yahoo.com/table.csv?s=" + url_ticker + @"&d=" + em + @"&e=" + ed + @"&f=" + ey + @"&g=d&a=" + sm + @"&b=" + sd + @"&c=" + sy + @"&ignore=.csv");
string[] split1 = page.Split(new char[] { '\r', '\n' });
for (int i = 1; i < split1.Length; i++)
{
History history = new History();
history.stock = ticker;
try
{
string[] split2 = split1[i].Split(new char[] { ',' });
if (split2.Length < 6) continue;
history.date = DateTime.Parse(split2[0]);
history.price.open = double.Parse(split2[1]) * p_factor;
history.price.high = double.Parse(split2[2]) * p_factor;
history.price.low = double.Parse(split2[3]) * p_factor;
history.price.close = double.Parse(split2[4]) * p_factor;
history.price.close_adj = double.Parse(split2[6]) * p_factor;
history.volume.total = double.Parse(split2[5]);
list.Add(history);
}
catch { }
}
// update open values
for (int i = 0; i < list.Count - 1; i++)
((History)list[i]).price.open = ((History)list[i + 1]).price.close;
if (list.Count > 0)
((History)list[list.Count - 1]).price.open = ((History)list[list.Count - 1]).price.close;
HistData h = new HistData();
h.history = list;
h.timestamp = DateTime.Now;
// keep in cache
if (hist_cache.ContainsKey(cache_key)) hist_cache[cache_key] = h;
else
{
if (hist_cache.Count >= MAX_CACHE_SIZE)
hist_cache.Remove(hist_cache.Keys.GetEnumerator().Current);
hist_cache.Add(cache_key, h);
}
return list;
}
private void LoadData(string tableName)
{
var databaseManager = new DatabaseManager(PluginSettings.DatabaseSettings);
string commandText = $@"--ReadiMon - Load Transaction {tableName}
SET NOCOUNT ON
SELECT Action, TenantId, EntityId, FieldId, Data FROM Hist_Data_{tableName}
WHERE TransactionId = @transactionId";
try
{
using (SqlCommand command = databaseManager.CreateCommand(commandText))
{
databaseManager.AddParameter(command, "@transactionId", TransactionId);
using (IDataReader reader = command.ExecuteReader( ))
{
var datas = new List <HistData>( );
while (reader.Read( ))
{
var data = new HistData(reader);
datas.Add(data);
}
switch (tableName)
{
case "Bit":
DataBit = datas;
DataBitVisible = datas.Count > 0;
if (SelectedTabIndex < 0 && DataBitVisible)
{
SelectedTabIndex = 3;
}
break;
case "DateTime":
DataDateTime = datas;
DataDateTimeVisible = datas.Count > 0;
if (SelectedTabIndex < 0 && DataDateTimeVisible)
{
SelectedTabIndex = 4;
}
break;
case "Decimal":
DataDecimal = datas;
DataDecimalVisible = datas.Count > 0;
if (SelectedTabIndex < 0 && DataDecimalVisible)
{
SelectedTabIndex = 5;
}
break;
case "Guid":
DataGuid = datas;
DataGuidVisible = datas.Count > 0;
if (SelectedTabIndex < 0 && DataGuidVisible)
{
SelectedTabIndex = 6;
}
break;
case "Int":
DataInt = datas;
DataIntVisible = datas.Count > 0;
if (SelectedTabIndex < 0 && DataIntVisible)
{
SelectedTabIndex = 7;
}
break;
case "NVarChar":
DataNVarChar = datas;
DataNVarCharVisible = datas.Count > 0;
if (SelectedTabIndex < 0 && DataNVarCharVisible)
{
SelectedTabIndex = 8;
}
break;
case "Xml":
DataXml = datas;
DataXmlVisible = datas.Count > 0;
if (SelectedTabIndex < 0 && DataXmlVisible)
{
SelectedTabIndex = 9;
}
break;
}
}
}
}
catch (Exception exc)
{
PluginSettings.EventLog.WriteException(exc);
}
}
public HistData RequestHistoricalData(string symbol, string exchange, SecurityType type, string currency, DateTime end_date, bool cache_ok)
{
// make sure we are connected
if (!Connect)
{
Connect = true;
if (!Connect)
{
return(null);
}
}
// check validity of end-date
if (end_date < DateTime.Now.AddMonths(-6))
{
end_date = DateTime.Now.AddMonths(-6);
}
// check cache
string cache_key = symbol + "," + exchange + "," + type.ToString() + "," + currency;
if (hist_cache.ContainsKey(cache_key) && cache_ok)
{
HistData h_cache = hist_cache[cache_key];
if (h_cache.history.Count > 0 &&
h_cache.history[h_cache.history.Count - 1].Date <= end_date &&
h_cache.timestamp.Date == DateTime.Now.Date)
{
return(h_cache);
}
}
// get id from id queue
if (id_queue.Count == 0)
{
return(null);
}
int id = id_queue.Dequeue();
// get tick object
if (!hist_list.ContainsKey(id))
{
hist_list[id] = new HistData(id);
}
HistData h = hist_list[id];
h.timestamp = DateTime.Now;
// request underlying contract
Contract contract = new Contract(symbol, exchange, type, currency);
tws.RequestHistoricalData(id, contract, end_date, new TimeSpan(1, 0, 0, 0), BarSize.OneDay, HistoricalDataType.Midpoint, 1);
// wait for result
h.ready_event.WaitOne(new TimeSpan(0, 0, tws_quote_timeout * 2), false);
// remove tick from list
hist_list.Remove(id);
// return id to id queue
id_queue.Enqueue(id);
// keep in cache
if (hist_cache.ContainsKey(cache_key))
{
hist_cache[cache_key] = h;
}
else
{
if (hist_cache.Count >= MAX_CACHE_SIZE)
{
hist_cache.Remove(hist_cache.Keys.GetEnumerator().Current);
}
hist_cache.Add(cache_key, h);
}
return(h);
}
