/// <summary>
/// 先后尝试MSSQL读取数据，Wind获取数据。若无MSSQL数据，则保存到SQLServer。
/// </summary>
/// <param name="code">代码，如股票代码，期权代码</param>
/// <param name="date">指定的日期</param>
/// <param name="tag">读写文件路径前缀，若为空默认为类名</param>
/// <returns></returns>
virtual public List <T> fetchFromSQLServerOrWindAndSave(string code, DateTime startDate, DateTime endDate, string sourceServer = "local", string targetSource = "local", string tag = null)
{
if (tag == null)
{
tag = typeof(T).ToString();
}
List <T> result = null;
List <T> lackedInfo = new List <T>();
//记录本地获取的数据
List <DateTime> exitsDates = new List <DateTime>();
List <DateTime> lackedDates = new List <DateTime>();
//根据股票的上市退市日期来调整获取数据的日期
startDate = startDate > StockBasicInfoUtils.getStockListDate(code) ? startDate : StockBasicInfoUtils.getStockListDate(code);
endDate = endDate > StockBasicInfoUtils.getStockDelistDate(code) ? StockBasicInfoUtils.getStockDelistDate(code).AddDays(-1) : endDate;
var tradeDays = DateUtils.GetTradeDays(startDate, endDate);
bool csvHasData = false;
return(result);
}
/// <summary>
/// 尝试从Wind获取数据。
/// </summary>
/// <param name="code">代码，如股票代码，期权代码</param>
/// <param name="date">指定的日期</param>
/// <param name="tag">读写文件路径前缀，若为空默认为类名</param>
/// <returns></returns>
virtual public List <T> fetchFromWind(string code, DateTime startDate, DateTime endDate, string tag = null)
{
if (tag == null)
{
tag = typeof(T).ToString();
}
List <T> result = null;
log.Debug("正在获取{0}数据列表{1}...", Kit.ToShortName(tag), code);
if (Caches.WindConnection == false && Caches.WindConnectionTry == true)
{
log.Error("无法连接Wind,无法从Wind获取失败！");
return(result);
}
//尝试从Wind获取
//根据股票的上市退市日期来调整获取数据的日期
startDate = startDate > StockBasicInfoUtils.getStockListDate(code) ? startDate : StockBasicInfoUtils.getStockListDate(code);
endDate = endDate > StockBasicInfoUtils.getStockDelistDate(code) ? StockBasicInfoUtils.getStockDelistDate(code) : endDate;
if (endDate >= DateTime.Today)
{
endDate = DateUtils.PreviousTradeDay(DateTime.Today);
}
if (endDate < startDate)
{
log.Debug("退市时间过早，无法读取数据！");
return(result);
}
log.Debug("尝试从Wind获取{0}...", code);
try
{
result = readFromWindOnly(code, startDate, endDate, null, null);
}
catch (Exception e)
{
log.Error(e, "尝试从wind读取数据失败！品种{0},时间{1}至{2}", code, startDate.ToShortDateString(), endDate.ToShortDateString());
//debug 输出失败信息
Console.WriteLine("尝试从wind读取数据失败！品种{0},时间{1}至{2}", code, startDate.ToShortDateString(), endDate.ToShortDateString());
}
logInfo(code, startDate, endDate, tag, result);
return(result);
}
/// <summary>
/// 先后尝试从本地csv文件，Wind获取数据。若无本地csv，则保存到CacheData文件夹。
/// </summary>
/// <param name="code">代码，如股票代码，期权代码</param>
/// <param name="date">指定的日期</param>
/// <param name="tag">读写文件路径前缀，若为空默认为类名</param>
/// <returns></returns>
virtual public List <T> fetchFromLocalCsvOrWindAndSave(string code, DateTime startDate, DateTime endDate, string tag = null)
{
if (tag == null)
{
tag = typeof(T).ToString();
}
List <T> result = null;
List <T> lackedInfo = new List <T>();
//记录本地获取的数据
List <DateTime> exitsDates = new List <DateTime>();
List <DateTime> lackedDates = new List <DateTime>();
//根据股票的上市退市日期来调整获取数据的日期
startDate = startDate > StockBasicInfoUtils.getStockListDate(code) ? startDate : StockBasicInfoUtils.getStockListDate(code);
endDate = endDate > StockBasicInfoUtils.getStockDelistDate(code) ? StockBasicInfoUtils.getStockDelistDate(code).AddDays(-1) : endDate;
var tradeDays = DateUtils.GetTradeDays(startDate, endDate);
bool csvHasData = false;
result = fetchFromLocalCsv(code, startDate, endDate, tag);
if (result != null && result.Count > 0)
{
csvHasData = true;
}
if ((result == null || result.Count == 0) && Caches.WindConnection == false && Caches.WindConnectionTry == true)
{
log.Error("本地无CSV数据并且wind无法连接，故无法获得数据！");
return(result);
}
if (result == null || result.Count == 0) //数据不完整，必须去万德获取数据
{
result = fetchFromWind(code, startDate, endDate);
}
if (result != null)
{
exitsDates = result.Select(x => x.time).ToList();
foreach (var date in tradeDays)
{
if (exitsDates.Contains(date) == false && date < DateTime.Today)
{
lackedDates.Add(date);
}
}
}
if (result != null && lackedDates.Count != 0)
{
if (lackedDates.Count <= 20) //若缺失数据较少逐日补齐
{
foreach (var date in lackedDates)
{
var lackedList = fetchFromWind(code, date, date);
if (lackedList != null)
{
lackedInfo.AddRange(lackedList);
}
}
}
else //若缺失数据较多，整段补齐
{
lackedDates.Sort();
var lackedList = fetchFromWind(code, lackedDates[0], lackedDates[lackedDates.Count - 1]);
foreach (var item in lackedList)
{
if (!exitsDates.Contains(item.time))
{
lackedInfo.Add(item);
}
}
}
}
if (!csvHasData && result != null && result.Count() > 0)
{
//如果数据不是从csv获取的，可保存至本地，存为csv文件
log.Debug("正在保存到本地csv文件...");
saveToLocalCSV(result);
}
if (lackedInfo.Count > 0)
{
saveToLocalCSV(lackedInfo);
result.AddRange(lackedInfo);
result.OrderBy(x => x.time).ToList();
}
return(result);
}