///// <summary>
///// 技术指标RSI
///// </summary>
//public static void CalculateRSI()
//{
// //取得所有a股安全码
// List<ulong> lstSecurityID = MongoDBHelper.AsQueryable<SymbolInfo>().Select(m => m.SecurityID).ToList();
// //默认参数14
// int param = 14;
// int dataCount = param;
// MongoDBHelper.DeleteMany<RSIHistory>("{}");
// MongoDBHelper.DeleteMany<RSIResult>("{}");
// foreach (ulong securityID in lstSecurityID)
// {
// var lstRaw = (from m in MongoDBHelper.AsQueryable<DataByTime>()
// where m.SecurityID == securityID && m.ChangeRatio.HasValue
// orderby m.TradingDate descending
// select new RSIHistory()
// {
// SecurityID = m.SecurityID,
// TradingDate = m.TradingDate,
// Symbol = m.Symbol,
// ChangeRatio = m.ChangeRatio.Value
// }).OrderBy(m => m.TradingDate).ToList();
// CalcRSI.CalcOneStock(lstRaw, param);
// if (lstRaw.Count > 0)
// {
// MongoDBHelper.InsertMany<RSIHistory>(lstRaw);
// var lstResult = CalcRSI.History2Result(lstRaw);
// MongoDBHelper.InsertMany<RSIResult>(lstResult);
// }
// }
// //if (lstAll.Count > 0)
// //{
// // MongoDBHelper.DeleteMany<RSIHistory>("{}");
// // MongoDBHelper.InsertMany<RSIHistory>(lstAll);
// // //var lstResult = CalcRSI.GetLastResult(lstAll);
// // //MongoDBHelper.DeleteMany<RSIResult>("{}");
// // //MongoDBHelper.InsertMany<RSIResult>(lstResult);
// //}
//}
/// <summary>
/// 技术指标RSI
/// </summary>
public static void CalculateRSI()
{
// 获取所有a股代码数据
var securityIDs = DSPHelper.GetA_PlateSymbols().Select(x => x.SecurityID);
//默认参数14
int param = 14;
int dataCount = Math.Max(param, 12) + 2;
List <RSIResult> lstAll = new List <RSIResult>();
foreach (ulong securityID in securityIDs)
{
var lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.ChangeRatio.HasValue
orderby m.TradingDate descending
select new RSIResult()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
ChangeRatio = m.ChangeRatio.Value
}).Take(dataCount).OrderBy(m => m.TradingDate).ToList();
CalcRSI.CalcOneStock(lstRaw, param);
lstAll.AddRange(lstRaw);
}
if (lstAll.Count > 0)
{
var lstResult = CalcRSI.GetLastResult(lstAll);
MongoDBHelper.DeleteMany <RSIResult>("{}");
MongoDBHelper.InsertMany <RSIResult>(lstResult);
}
}
/// <summary>
/// 同步所有a股代码
/// </summary>
public static void SyncA_PlateIndex()
{
// 记日志
LogHelper.Info("总运行", "开始：同步a股代码");
try
{
// 获取所有a股代码数据
var symbols = DSPHelper.GetA_PlateSymbols();
// 获取数据正常
if (symbols.Count() > 0)
{
MongoDBHelper.DeleteMany <SymbolInfo>("{}");
MongoDBHelper.InsertMany <SymbolInfo>(symbols);
}
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步所有a股代码异常！", ex);
}
finally
{
LogHelper.Info("总运行", "结束：同步a股代码");
}
}
/// <summary>
/// 保存日线行情数据
/// </summary>
/// <returns></returns>
public static object SaveDataByTime(object rep, object reqObj)
{
ReqDataByTime req = reqObj as ReqDataByTime;
try
{
ulong securityID = Convert.ToUInt64(req.securityIDs[0]);
if (rep is Exception)
{
string msg = string.Format("SecurityID:{0}.{1}", securityID, (rep as Exception).Message);
LogHelper.Track("所有日线行情", msg);
LstRetryReqDataByTime.Add(req);
return(null);
}
List <DataByTime> lstInfo = DSPHelper.TransferDataByTime(rep, securityID);
int count = lstInfo.Count;
if (count > 0)
{
MongoDBHelper.InsertMany <DataByTime>(lstInfo);
}
LogHelper.Track("所有日线行情", string.Format("SecurityID:{0}. Count:{1}", securityID, count));
}
catch (Exception ex)
{
string errMsg = string.Format("SecurityID：{0},{1}", (reqObj as ReqDataByTime).securityIDs[0], ex.Message);
LogHelper.Track("所有日线行情", errMsg);
LstRetryReqDataByTime.Add(req);
}
return(null);
}
/// <summary>
/// 重试同步行情指标信息
/// </summary>
public static void RetrySyncDataByTime(DspRequest dspRequest, int retryTime)
{
List <ReqDataByTime> lstRetryReq = new List <ReqDataByTime>();
lstRetryReq.AddRange(LstRetryReqDataByTime);
LstRetryReqDataByTime.Clear();
if (retryTime > DSPHelper.RetryTime)
{
foreach (ReqDataByTime req in lstRetryReq)
{
string exMsg = string.Format("同步行情指标异常. 重试{0}次仍未取到值. SecurityID:{1}.", DSPHelper.RetryTime, req.securityIDs[0]);
LogHelper.Error("异常", exMsg);
}
return;
}
DSPHelper.ReConnect();
foreach (ReqDataByTime req in lstRetryReq)
{
string msg = string.Format("SecurityID:{0}.第{1}次重试！", req.securityIDs[0], retryTime);
LogHelper.Track("所有日线行情", msg);
dspRequest.AsyncSendData(req, DSPHelper.WaitTime, req);
}
//等待DSP任务完成
dspRequest.WaitFinished();
if (LstRetryReqDataByTime.Count > 0)
{
//重试
RetrySyncDataByTime(dspRequest, ++retryTime);
}
}
/// <summary>
/// 同步前5个交易日的日线行情数据
/// </summary>
public static void SyncDataByTimeIndexInfo()
{
LogHelper.Info("总运行", "开始：同步前5个交易日的日线行情");
//前5个交易日
List <DateTime> lstTradeDate = MongodbCacheHelper.GetPreTradeDateDescending(5);
TimePeriod period = new TimePeriod();
period.begin = TransferHelper.DateTimeToString(lstTradeDate[4]);
period.end = TransferHelper.DateTimeToString(lstTradeDate[0]);
try
{
var dataByTime = DSPHelper.GetDataByTimeIndexInfo(period);
if (dataByTime.Count > 0)
{
MongoDBHelper.DeleteMany <DataByTimeIndexInfo>("{}");
MongoDBHelper.InsertMany <DataByTimeIndexInfo>(dataByTime);
}
}
catch (Exception ex)
{
string errMsg = string.Format("同步前5交易日行情发生异常.begin:{0}; end:{1}", period.begin, period.end);
LogHelper.Error("异常", errMsg, ex);
}
finally
{
LogHelper.Info("总运行", "结束：同步前5个交易日的日线行情");
}
}
/// <summary>
/// 保存财务指标
/// </summary>
/// <returns></returns>
public static object SaveFinaceIndex(object rep, object reqObj)
{
try
{
ReqFinance req = reqObj as ReqFinance;
ulong securityID = Convert.ToUInt64(req.securityIDs[0]);
if (rep is Exception)
{
string errMsg = string.Format("SecurityID:{0}.{1}", securityID, (rep as Exception).Message);
LogHelper.Track("财务指标", errMsg);
LstRetryReqFinance.Add(req);
return(null);
}
List <FinanceIndexInfo> lstInfo = DSPHelper.TransferFinance(rep, securityID);
int count = lstInfo.Count;
if (count > 0)
{
string delFilter = "{SecurityID:" + securityID + ", EndDate:{$gte:ISODate(\"" + req.dateBegin + "T00:00:00.000+0800\")}}";
MongoDBHelper.DeleteMany <FinanceIndexInfo>(delFilter);
MongoDBHelper.InsertMany <FinanceIndexInfo>(lstInfo);
}
var tttttt = lstInfo.Where(m => m.IndexCode == "BEPS").ToList();
LogHelper.Track("财务指标", string.Format("SecurityID:{0}. Count:{1}", securityID, count));
}
catch (Exception ex)
{
string errMsg = string.Format("SecurityID：{0}.{1}", ((ReqFinance)reqObj).securityIDs[0], ex.Message);
LogHelper.Track("财务指标", errMsg);
LstRetryReqFinance.Add(reqObj as ReqFinance);
}
return(null);
}
/// <summary>
/// 同步行情快照
/// </summary>
public static void SyncQuickData()
{
// 记日志
//LogHelper.Info("最新行情", "开始：同步最新行情");
// 获取所有a股代码数据
var symbols = MongoDBHelper.AsQueryable <SymbolInfo>();
List <L1QuoteInfo> list = DSPHelper.GetQuickData(symbols);
// 数据获取正常
if (list.Count > 0)
{
SaveL1QuoteInfo(list);
}
//LogHelper.Info("最新行情", "结束：同步最新行情");
}
/// <summary>
/// 缓存所有板块其下的股票（Todo放MongodbCacheHelper）
/// </summary>
public static void CachePlatesSymbol()
{
// 记日志
LogHelper.Info("总运行", "开始：同步板块股票信息");
List <Int64> lstPlateID = MongoDBHelper.AsQueryable <IndexTreeDTO>()
.Where(m => m.TypeCode == ConstDefine.CstCode_PlateIndex)
.Select(m => m.Code)
.ToList()
.Select(m => Convert.ToInt64(m)).ToList();
List <PlateSymbolInfo> plateSymbols = new List <PlateSymbolInfo>();
foreach (Int64 plateID in lstPlateID)
{
try
{
var symbols = DSPHelper.GetPlateSymbols(Convert.ToUInt64(plateID));
if (symbols == null)
{
continue;
}
var securityIDs = symbols.Select(x => x.SecurityID);
plateSymbols.Add(new PlateSymbolInfo
{
PlateID = plateID,
SecurityIDs = securityIDs
});
}
catch (Exception ex)
{
LogHelper.Error("异常", "板块ID:" + plateID, ex);
}
}
if (plateSymbols.Count() > 0)
{
MongoDBHelper.DeleteMany <PlateSymbolInfo>("{}");
MongoDBHelper.InsertMany <PlateSymbolInfo>(plateSymbols);
}
LogHelper.Info("总运行", "结束：同步板块股票信息");
}
/// <summary>
/// 同步板块数据
/// </summary>
public static void SyncPlatesIndex()
{
// 记日志
LogHelper.Info("总运行", "开始：同步板块信息");
try
{
var plates = DSPHelper.GetPlates();
if (plates.Count() > 0)
{
MongoDBHelper.DeleteMany <PlateInfo>("{}");
MongoDBHelper.InsertMany <PlateInfo>(plates);
}
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步板块数据异常！", ex);
}
finally
{
LogHelper.Info("总运行", "结束：同步板块信息");
}
}
/// <summary>
/// 同步交易日历
/// </summary>
public static void SyncTradeCalendarIndex()
{
// 记日志
LogHelper.Info("总运行", "开始：同步交易日历");
try
{
var tradingDays = DSPHelper.GetTradingDay();
if (tradingDays.Count() > 0)
{
MongoDBHelper.DeleteMany <TradeCalendarInfo>("{}");
MongoDBHelper.InsertMany <TradeCalendarInfo>(tradingDays);
}
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步交易日历异常！", ex);
}
finally
{
LogHelper.Info("总运行", "结束：同步交易日历");
}
}
/// <summary>
/// 同步财务指标信息
/// </summary>
public static void SyncFinaceIndex()
{
// 记日志
LogHelper.Info("总运行", "开始：同步财务指标数据");
DspRequest dspRequest = new DspRequest();
dspRequest.DealData = SaveFinaceIndex;
LstRetryReqFinance = new List <ReqFinance>();
try
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
//取得所有财务指标编码
List <string> lstIndexCode = GetAllFinaceIndexCode();
////删除已过期的数据
//DeleteOverdueFinaceIndex(lstSecurityID[0]);
// 根据代码同步所有财务指标数据
foreach (var securityID in lstSecurityID)
{
try
{
FinanceIndexInfo info = MongoDBHelper.AsQueryable <FinanceIndexInfo>()
.Where(m => m.SecurityID == securityID)
.OrderByDescending(m => m.EndDate)
.FirstOrDefault();
DateTime lastDate = new DateTime(1990, 1, 1);
if (info != null)
{
lastDate = info.EndDate;
}
ReqFinance req = DSPHelper.GetReqFinance(securityID, lstIndexCode, lastDate);
if (req != null)
{
dspRequest.AsyncSendData(req, DSPHelper.WaitTime, req);
}
}
catch (Exception ex)
{
string errMsg = "同步财务指标异常.SecurityID：" + securityID;
LogHelper.Error("异常", errMsg, ex);
}
}
//等待DSP任务完成
dspRequest.WaitFinished();
if (LstRetryReqFinance.Count > 0)
{
//重试
RetrySyncFinaceIndex(dspRequest, 1);
//等待DSP任务完成
dspRequest.WaitFinished();
}
////给10秒钟mongodb。
//Thread.Sleep(10000);
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步财务指标发生异常.", ex);
}
finally
{
dspRequest.Dispose();
LogHelper.Info("总运行", "结束：同步财务指标数据");
}
}
/// <summary>
/// 同步所有日线行情数据
/// </summary>
public static void SyncDataByTime()
{
// 记日志
LogHelper.Info("总运行", "开始：同步所有日线行情");
DspRequest dspRequest = new DspRequest();
dspRequest.DealData = SaveDataByTime;
LstRetryReqDataByTime = new List <ReqDataByTime>();
try
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
//根据代码同步所有日频行情数据
foreach (var securityID in lstSecurityID)
{
try
{
DataByTime info = MongoDBHelper.AsQueryable <DataByTime>()
.Where(m => m.SecurityID == securityID)
.OrderByDescending(m => m.TradingDate)
.FirstOrDefault();
ReqDataByTime req = null;
if (info == null)
{
req = DSPHelper.GetReqDataByTimeAll(securityID);
}
else
{
DateTime beginDate = Convert.ToDateTime(info.TradingDate).AddDays(1);
if (beginDate >= DateTime.Today)
{
continue;
}
req = DSPHelper.GetReqDataByTimeLast(securityID, beginDate);
}
dspRequest.AsyncSendData(req, DSPHelper.WaitTime, req);
}
catch (Exception ex)
{
string errMsg = string.Format("同步所有日线行情发生异常.securityID：{0}", securityID);
LogHelper.Error("异常", errMsg, ex);
}
}
//等待DSP任务完成
dspRequest.WaitFinished();
if (LstRetryReqDataByTime.Count > 0)
{
//重试
RetrySyncDataByTime(dspRequest, 1);
//等待DSP任务完成
dspRequest.WaitFinished();
}
////给10秒钟mongodb。
//Thread.Sleep(10000);
}
catch (Exception ex)
{
LogHelper.Error("异常", "同步所有日线行情发生异常.", ex);
}
finally
{
dspRequest.Dispose();
LogHelper.Info("总运行", "结束：同步所有日线行情");
}
}