/// <summary>
/// 技术指标MA
/// </summary>
public static void CalculateMA()
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
//默认参数20
int maParam = 20;
//只要前一交易日
int dataCount = maParam;
List <MAResult> lstAll = new List <MAResult>();
foreach (ulong securityID in lstSecurityID)
{
var lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.CP.HasValue
orderby m.TradingDate descending
select new MARawData()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value
}).Take(dataCount).OrderBy(m => m.TradingDate).ToList();
List <MAResult> lstResult = CalcMA.CalcOneStock(lstRaw, maParam);
lstAll.AddRange(lstResult);
}
if (lstAll.Count > 0)
{
MongoDBHelper.DeleteMany <MAResult>("{}");
MongoDBHelper.InsertMany <MAResult>(lstAll);
}
}
/// <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>
///// 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>
/// 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>
/// 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>
/// 缓存指标树
/// </summary>
/// <param name="lstIndexTree">指标树信息</param>
private static void CacheIndexTree(List <IndexTreeDTO> lstIndexTree)
{
//删除原有指标树
MongoDBHelper.DeleteMany <IndexTreeDTO>("{}");
//插入指标树信息
MongoDBHelper.InsertMany <IndexTreeDTO>(lstIndexTree);
}
/// <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>
/// 技术指标DMI
/// </summary>
public static void CalculateDMI()
{
//默认参数
int N = 14;
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
List <DMIHistory> lstAllLastN = new List <DMIHistory>();
foreach (ulong securityID in lstSecurityID)
{
var lstRet = (from m in MongoDBHelper.AsQueryable <DMIHistory>()
where m.SecurityID == securityID
orderby m.TradingDate ascending
select m).ToList();
List <DMIHistory> lstRaw;
if (lstRet.Count == 0)
{
lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.CP.HasValue && m.HIP.HasValue && m.LOP.HasValue
orderby m.TradingDate ascending
select new DMIHistory()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value,
HIP = m.HIP.Value,
LOP = m.LOP.Value
}).ToList();
}
else
{
DMIHistory last = lstRet.Last();
lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.TradingDate > last.TradingDate && m.CP.HasValue && m.HIP.HasValue && m.LOP.HasValue
orderby m.TradingDate ascending
select new DMIHistory()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value,
HIP = m.HIP.Value,
LOP = m.LOP.Value
}).ToList();
}
int newIndex = lstRet.Count;
lstRet.AddRange(lstRaw);
if (lstRet.Count >= N)
{
CalcDMI.CalcOneStock(lstRet, newIndex, N, 6);
var lstLastN = lstRet.Skip(lstRet.Count - N).Take(N);
lstAllLastN.AddRange(lstLastN);
}
}
if (lstAllLastN.Count > 0)
{
MongoDBHelper.DeleteMany <DMIHistory>("{}");
MongoDBHelper.InsertMany <DMIHistory>(lstAllLastN);
var lstResult = CalcDMI.History2Result(lstAllLastN);
MongoDBHelper.DeleteMany <DMIResult>("{}");
MongoDBHelper.InsertMany <DMIResult>(lstResult);
}
}
/// <summary>
/// 技术指标MACD
/// </summary>
public static void CalculateMACD()
{
//取得所有a股安全码
List <ulong> lstSecurityID = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID).ToList();
List <MACDHistory> lstAllLast5 = new List <MACDHistory>();
foreach (ulong securityID in lstSecurityID)
{
var lstRet = (from m in MongoDBHelper.AsQueryable <MACDHistory>()
where m.SecurityID == securityID
orderby m.TradingDate ascending
select m).ToList();
List <MACDHistory> lstRaw;
if (lstRet.Count == 0)
{
lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.CP.HasValue
orderby m.TradingDate ascending
select new MACDHistory()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value
}).ToList();
}
else
{
MACDHistory last = lstRet.Last();
lstRaw = (from m in MongoDBHelper.AsQueryable <DataByTime>()
where m.SecurityID == securityID && m.TradingDate > last.TradingDate && m.CP.HasValue
orderby m.TradingDate ascending
select new MACDHistory()
{
SecurityID = m.SecurityID,
TradingDate = m.TradingDate,
Symbol = m.Symbol,
CP = m.CP.Value
}).ToList();
}
int newIndex = lstRet.Count;
lstRet.AddRange(lstRaw);
CalcMACD.CalcOneStock(lstRet, newIndex, 12, 26, 9);
var lstLast5 = lstRet.Skip(lstRet.Count - 5).Take(5).ToList();
lstAllLast5.AddRange(lstLast5);
}
if (lstAllLast5.Count > 0)
{
MongoDBHelper.DeleteMany <MACDHistory>("{}");
MongoDBHelper.InsertMany <MACDHistory>(lstAllLast5);
var lstResult = CalcMACD.History2Result(lstAllLast5);
MongoDBHelper.DeleteMany <MACDResult>("{}");
MongoDBHelper.InsertMany <MACDResult>(lstResult);
}
}
