private List <LogFileInfo> GetLogFiles(USeProductManager productManager)
{
DirectoryInfo klineDir = new DirectoryInfo(m_kLineFolder);
string searchParten = "";
if (m_cycle == USeCycleType.Day)
{
searchParten = "1day-*.csv";
}
else if (m_cycle == USeCycleType.Min1)
{
searchParten = "1min-*.csv";
}
else
{
throw new NotSupportedException(string.Format("未知的周期类型文件:{0}", m_cycle));
}
FileInfo[] klineFiles = klineDir.GetFiles(searchParten);
List <LogFileInfo> logFileList = new List <LogFileInfo>();
foreach (FileInfo fileItem in klineFiles)
{
//if (fileItem.Name.StartsWith("1min-cu1707") || fileItem.Name.StartsWith("1day-cu1707"))
{
LogFileInfo logFileInfo = LogFileInfo.ParseLogFile(fileItem, productManager);
logFileList.Add(logFileInfo);
}
}
return(logFileList);
}
public override bool Run()
{
USeProductManager varietiesManager = CreateVarietiesManager();
DirectoryInfo klineDir = new DirectoryInfo(m_kLineFolder);
FileInfo[] klineFiles = klineDir.GetFiles("1min-*.csv");
List <LogFileInfo> logFileList = new List <LogFileInfo>();
foreach (FileInfo fileItem in klineFiles)
{
//if (fileItem.Name.StartsWith("1min") || fileItem.Name.StartsWith("1day"))
//if (fileItem.Name.StartsWith("1min-cu1707"))// || fileItem.Name.StartsWith("1day"))
{
LogFileInfo logFileInfo = LogFileInfo.ParseLogFile(fileItem, varietiesManager);
logFileList.Add(logFileInfo);
}
}
if (logFileList.Count < 0)
{
string text = "无可导入文件";
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
return(true);
}
int index = 0;
foreach (LogFileInfo file in logFileList)
{
index++;
try
{
ClosePrice2Importer importer = new ClosePrice2Importer(file);
List <ClosePrice2Entity> closePriceList = importer.ParseClosePrice2();
string text = string.Format("解析{0}.{1}午盘数据完成,共计{2}条",
importer.InstrumentCode, importer.Market, closePriceList.Count);
USeConsole.WriteLine(text);
Stopwatch stopWathch = new Stopwatch();
stopWathch.Start();
SaveClosePrice2Data(importer.Market, closePriceList);
stopWathch.Stop();
long useSecondes = stopWathch.ElapsedMilliseconds / 1000;
USeConsole.WriteLine(string.Format("导入{0}.{1}午盘数据完成,共计{2}条,耗时{3}秒,平均速度{4}/秒,Finish{5}/{6}",
importer.InstrumentCode, importer.Market, closePriceList.Count, useSecondes,
useSecondes > 0 ? closePriceList.Count / useSecondes : 0, index, logFileList.Count));
}
catch (Exception ex)
{
string text = string.Format("导入数据失败,文件路径:{0},错误:{1}", file.FileInfo.FullName, ex.Message);
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
}
}
return(true);
}
/// <summary>
/// 创建品种管理类。
/// </summary>
private void CreateProductManager()
{
string dbConnStr = ConfigurationManager.ConnectionStrings["KLineDB"].ConnectionString;
if (string.IsNullOrEmpty(dbConnStr))
{
throw new ArgumentException("Not found KLineDB ConnectionString");
}
string alpahDBName = ConfigurationManager.AppSettings["AlphaDBName"];
if (string.IsNullOrEmpty(alpahDBName))
{
throw new ArgumentException("Not foun AlphaDBName config");
}
try
{
USeProductManager manager = new USeProductManager(dbConnStr, alpahDBName);
manager.Initialize();
m_productManager = manager;
string text = String.Format("{0} Create {1} OK.", this, manager);
m_eventLogger.WriteInformation(text);
}
catch (Exception ex)
{
string text = "Create ProductManager object failed, " + ex.Message;
throw new ApplicationException(text, ex);
}
}
protected USeProductManager CreateVarietiesManager()
{
USeProductManager manager = new USeProductManager(m_dbConStr, m_alphaDBName);
manager.Initialize();
return(manager);
}
/// <summary>
/// 启动。
/// </summary>
/// <param name="marketDataProvider"></param>
/// <param name="dbStore"></param>
public void Start(List <IKLineDataListener> storers, ITradeRangeManager tradeRangeManager,
MainContractManager mainContractManager, USeProductManager productManager, AlphaDBVistor alphaDBVistor,
USeTradingInstrumentManager instrumentManager,
IAppLogger eventLogger)
{
m_runFlag = true;
if (storers == null)
{
throw new ArgumentNullException("storers");
}
if (tradeRangeManager == null)
{
throw new ArgumentNullException("tradeRangeManager");
}
if (mainContractManager == null)
{
throw new ArgumentNullException("mainContractManager");
}
if (productManager == null)
{
throw new ArgumentNullException("productManager");
}
if (alphaDBVistor == null)
{
throw new ArgumentNullException("kLineVistor");
}
if (instrumentManager == null)
{
throw new ArgumentNullException("instrumentManager");
}
if (eventLogger == null)
{
throw new ArgumentNullException("eventLogger");
}
m_storers = storers;
m_tradeRangeManager = tradeRangeManager;
m_productManager = productManager;
m_mainContractManager = mainContractManager;
m_alphaDBVistor = alphaDBVistor;
m_instrumentManager = instrumentManager;
m_eventLogger = eventLogger;
KLinePublisher kLinePublisher = new KLinePublisher();
kLinePublisher.SetMarketDataStore(storers);
m_kLinePublisher = kLinePublisher;
this.m_workThread = new Thread(new ThreadStart(DoWork));
this.m_workThread.Start();
}
public override bool Run()
{
USeProductManager varietiesManager = CreateVarietiesManager();
List <LogFileInfo> logFileList = GetLogFiles(varietiesManager);
if (logFileList.Count < 0)
{
string text = "无可导入文件";
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
return(true);
}
int index = 0;
foreach (LogFileInfo file in logFileList)
{
index++;
try
{
KLineImporter importer = new KLineImporter(file);
if (importer.Cycel != USeCycleType.Min1 &&
importer.Cycel != USeCycleType.Day)
{
continue;
}
DateTime beginDate;
DateTime endDate;
List <USeKLine> klineList = importer.ParseKLine(out beginDate, out endDate);
string text = string.Format("解析{0}.{1}@{2}数据完成,共计{3}条",
importer.InstrumentCode, importer.Market, importer.Cycel, klineList.Count);
USeConsole.WriteLine(text);
Stopwatch stopWathch = new Stopwatch();
stopWathch.Start();
SaveKLineData(importer.Market, importer.Cycel, importer.InstrumentCode, beginDate, endDate, klineList);
stopWathch.Stop();
long useSecondes = stopWathch.ElapsedMilliseconds / 1000;
USeConsole.WriteLine(string.Format("导入{0}.{1}@{2}完成,共计{3}条,耗时{4}秒,平均速度{7}/秒,Finish{5}/{6}",
importer.InstrumentCode, importer.Market, importer.Cycel, klineList.Count, useSecondes, index, logFileList.Count,
useSecondes > 0 ? klineList.Count / useSecondes : 0));
}
catch (Exception ex)
{
string text = string.Format("导入数据失败,文件路径:{0},错误:{1}", file.FileInfo.FullName, ex.Message);
m_eventLogger.WriteInformation(text);
USeConsole.WriteLine(text);
}
}
return(true);
}
public static LogFileInfo ParseLogFile(FileInfo fileInfo, USeProductManager productManager)
{
string[] items = fileInfo.Name.Split(new char[] { '-', '.' });
if (items.Length != 3 && items[2].ToLower() != "csv")
{
throw new Exception("Undistinguish fileName:" + fileInfo.Name);
}
USeCycleType cycle = USeCycleType.Unknown;
string cycleValue = items[0].ToLower();
string instrumentCode = items[1];
if (cycleValue == "1min")
{
cycle = USeCycleType.Min1;
}
else if (cycleValue == "5min")
{
cycle = USeCycleType.Min5;
}
else if (cycleValue == "1day")
{
cycle = USeCycleType.Day;
}
else
{
throw new Exception("Undistinguish cycel:" + cycleValue);
}
string productCode = USeTraderProtocol.GetVarieties(instrumentCode);
USeProduct product = productManager.GetPruduct(productCode);
if (product == null)
{
throw new Exception("Undistinguish cycel:" + cycleValue);
}
LogFileInfo logInfo = new LogFileInfo();
logInfo.InstrumentCode = GetOfficeInstrumentCode(instrumentCode, product.Market);
logInfo.Market = product.Market;
logInfo.Cycle = cycle;
logInfo.FileInfo = fileInfo;
return(logInfo);
}
