/// <summary>
/// 获取板块数据
/// </summary>
/// <returns></returns>
public static IEnumerable <GTA.PI.Models.PlateInfo> GetPlates(int retryTime = 0)
{
var req = new ReqPlates();
req.securityType.Add("S0101");
req.plateType.Add("P4901");
req.plateType.Add("P4911"); //概念类
req.plateType.Add("P4910");
req.plateType.Add("P4906");
req.page = new DataPage()
{
begin = 0, end = 0
};
var rep = SyncRequestEx.Instance.SyncSendData(req, _waitTime);
if (rep is Exception)
{
if (retryTime > RetryTime)
{
string exMsg = string.Format("同步板块数据异常. 重试{0}次仍未取到值.", DSPHelper.RetryTime);
LogHelper.Error("异常", exMsg);
return(null);
}
retryTime += 1;
string errMsg = string.Format("获取交易日历发生异常！重试{0}次！", retryTime);
LogHelper.Info("总运行", errMsg);
return(GetPlates(retryTime));
}
return(TransferHelper.Transfer2List <GTA.PI.Models.PlateInfo>(rep));
}
/// <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>
/// 根据代码取行情数据
/// </summary>
/// <param name="rep"></param>
/// <returns></returns>
public static List <DataByTime> TransferDataByTime(object rep, object securityID)
{
var list = TransferHelper.Transfer2List <DataByTime>(rep);
list = list.Where(m => m.Filling == "0").ToList();
return(list);
}
/// <summary>
/// 获取交易日历
/// </summary>
/// <returns></returns>
public static IEnumerable <TradeCalendarInfo> GetTradingDay(int retryTime = 0)
{
var req = new ReqTradeCalendar();
req.exchangeCode.Add("SZSE");
req.fields.Add("*");
req.securityType = "S0101";
req.dateBegin = TransferHelper.DateTimeToString(DateTime.Today.AddMonths(-1));
req.dateEnd = TransferHelper.DateTimeToString(DateTime.Today);
req.page = new DataPage()
{
begin = 0, end = 0
};
var rep = SyncRequestEx.Instance.SyncSendData(req, _waitTime);
if (rep is Exception)
{
if (retryTime > RetryTime)
{
string exMsg = string.Format("同步交易日历异常. 重试{0}次仍未取到值.", DSPHelper.RetryTime);
LogHelper.Error("异常", exMsg);
return(new List <TradeCalendarInfo>());
}
retryTime += 1;
string errMsg = string.Format("获取交易日历发生异常！重试{0}次！", retryTime);
LogHelper.Info("总运行", errMsg);
return(GetTradingDay(retryTime));
}
return(TransferHelper.Transfer2List <TradeCalendarInfo>(rep));
}
/// <summary>
/// 根据代码取财务数据的请求参数
/// </summary>
/// <returns></returns>
public static ReqFinance GetReqFinance(ulong securityID, List <string> lstIndexCode, DateTime lastDate)
{
ReqFinance req = new ReqFinance();
req.securityIDs.Add(securityID);
req.fields.Add("Symbol");
req.fields.Add("EndDate");
req.fields.AddRange(lstIndexCode);
//List<DateTime> listDate = TransferHelper.GetFinanceDate();
//DateTime maxDate = listDate.Max();
//DateTime startDate = maxDate;
//foreach(DateTime date in listDate)
//{
// if(date >= lastDate)
// {
// startDate = date;
// break;
// }
//}
List <DateTime> listDate = TransferHelper.GetFinanceDate();
DateTime maxDate = listDate.Max();
if (lastDate >= maxDate)
{
return(null);
}
DateTime startDate = listDate[0];
foreach (DateTime date in listDate)
{
if (date > lastDate)
{
startDate = date;
break;
}
}
req.dateBegin = TransferHelper.DateTimeToString(startDate);
req.dateEnd = TransferHelper.DateTimeToString(maxDate);
// 财报统计的截止日期
req.dateType = ERptDateType.ERptDateClose;
// 合并本期
req.reportType = EReportType.MergeCur;
// TTM，12个月滚动累计 或者是 季度累计
req.trailType = ETrailType.TrailAddup;
req.page = new DataPage()
{
begin = 0, end = 0
};
return(req);
}
/// <summary>
/// 删除过期的财务指标
/// （就是已经不用显示的季度）
/// </summary>
private static void DeleteOverdueFinaceIndex(ulong securityID)
{
List <DateTime> lstExistDate = MongoDBHelper.AsQueryable <FinanceIndexInfo>().Where(m => m.SecurityID == securityID).Select(m => m.EndDate).ToList();
List <DateTime> listDate = TransferHelper.GetFinanceDate();
List <DateTime> lstOverdueDate = lstExistDate.Except(listDate).ToList();
foreach (DateTime overdueDate in lstOverdueDate)
{
string delFilter = "EndDate:ISODate(\"" + overdueDate.ToString("yyyy-MM-dd") + "T00:00:00.000+0800\")";
MongoDBHelper.DeleteManyAsync <FinanceIndexInfo>(delFilter);
}
}
/// <summary>
/// 从指定开始日开始，获取行情数据
/// </summary>
/// <returns></returns>
public static List <DataByTimeIndexInfo> GetDataByTimeIndexInfo(TimePeriod period, int retryTime = 0)
{
var securityIDs = MongoDBHelper.AsQueryable <SymbolInfo>().Select(m => m.SecurityID);
var req = new ReqDataByTime();
req.securityIDs.AddRange(securityIDs);
//从json文件取行情指标
string appDataPath = AppDomain.CurrentDomain.BaseDirectory;
string jsonFileName = Path.Combine(appDataPath, "Data", "JsonData", "行情数据的字段.json");
string jsonData = File.ReadAllText(jsonFileName);
var dic = JsonConvert.DeserializeObject <Dictionary <string, string> >(jsonData);
req.fields.AddRange(dic.Keys);
req.fields.Add("Symbol");
req.fields.Add("SecurityID");
req.fields.Add("TradingDate");
req.fields.Add("Filling");
req.quoteType = EQuoteType.Day;
req.interval = 1;
req.timePeriods.Add(period);
req.page = new DataPage()
{
begin = 0, end = 0
};
req.priceAdj = EPriceAdjust.AdjNone;
var rep = SyncRequestEx.Instance.SyncSendData(req, _waitTime);
if (rep is Exception)
{
if (retryTime > RetryTime)
{
string exMsg = string.Format("同步行情异常. 重试{0}次仍未取到值.begin:{1}; end:{2}.", DSPHelper.RetryTime, period.begin, period.end);
LogHelper.Error("异常", exMsg);
return(null);
}
retryTime += 1;
string errMsg = string.Format("获取行情:begin:{0}; end:{1}异常！重试{2}次！", period.begin, period.end, retryTime);
LogHelper.Info("总运行", errMsg);
return(GetDataByTimeIndexInfo(period, retryTime));
}
var list = TransferHelper.Transfer2ListDataByTimeIndexInfo(rep);
list = list.Where(m => m.Filling == "0").ToList();
return(list);
}
/// <summary>
/// 获取行情数据的请求条件
/// </summary>
/// <returns></returns>
public static ReqDataByTime GetReqDataByTime(ulong securityID, DateTime beginDate, DateTime endDate)
{
ReqDataByTime req = new ReqDataByTime();
req.securityIDs.Add(securityID);
req.fields.Add("*");
req.quoteType = EQuoteType.Day;
req.interval = 1;
req.timePeriods.Add(new TimePeriod()
{
begin = TransferHelper.DateTimeToString(beginDate), // 只取在此时间之后的数据
end = TransferHelper.DateTimeToString(endDate)
});
req.page = new DataPage()
{
begin = 0, end = 0
};
req.priceAdj = EPriceAdjust.AdjNone;
return(req);
}
/// <summary>
/// 获取指定板块的代码列表
/// </summary>
/// <returns></returns>
public static IEnumerable <SymbolInfo> GetPlateSymbols(ulong plateID, int retryTime = 0)
{
var req = new ReqPlateSymbols();
req.plateIDs.Add(plateID);
req.setOper = ESetOper.Union;
req.page = new DataPage()
{
begin = 0, end = 0
};
var rep = SyncRequestEx.Instance.SyncSendData(req, _waitTime);
if (rep is Exception)
{
if (retryTime > RetryTime)
{
string exMsg = string.Format("同步板块股票异常. 重试{0}次仍未取到值. plateID:{1}.", DSPHelper.RetryTime, plateID);
LogHelper.Error("异常", exMsg);
return(null);
}
retryTime += 1;
string errMsg = string.Format("获取板块:{0}的股票发生异常！重试{1}次！", plateID, retryTime);
LogHelper.Info("总运行", errMsg);
return(GetPlateSymbols(plateID, retryTime));
}
var obj = rep as RepPlateSymbols;
if (obj.columns.Count == 0)
{
//string msg = string.Format("板块：{0}，取不到对应的股票。", plateID);
//LogHelper.Info("板块取股票", msg);
return(null);
}
var list = TransferHelper.Transfer2List <SymbolInfo>(rep);
return(list);
}
/// <summary>
/// 转换成指定的模板
/// (自适应T的string型)
/// </summary>
/// <param name="obj"></param>
/// <returns></returns>
public static List <T> Transfer2List <T>(object obj)
{
List <T> lstModel = new List <T>();
PropertyInfo[] properties = obj.GetType().GetProperties();
foreach (PropertyInfo pro in properties)
{
if (pro.Name.EndsWith("Specified"))
{
continue;
}
if (pro.PropertyType.IsGenericType)
{
if (pro.PropertyType.GetGenericArguments()[0] == typeof(DataColumn))
{
List <DataColumn> lstCol = pro.GetValue(obj, null) as List <DataColumn>;
Dictionary <string, string[]> dicStr = new Dictionary <string, string[]>();
PropertyInfo[] modelProperties = typeof(T).GetProperties();
var modelPropertieNames = modelProperties.Select(m => m.Name);
Dictionary <string, int> dicNameIndex = GetColIndexAndStringValue(lstCol, ref dicStr, modelPropertieNames.ToArray());
uint count = lstCol[0].count;
for (int i = 0; i < count; i++)
{
T model = Activator.CreateInstance <T>();
lstModel.Add(model);
Type typeModel = model.GetType();
foreach (string colName in dicNameIndex.Keys)
{
int colIndex = dicNameIndex[colName];
DataColumn col = lstCol[colIndex];
string[] strValues = dicStr.ContainsKey(colName) ? dicStr[colName] : null;
object objValue = GetValueObj(i, col.type, col.data, strValues);
if (IsInvalidValue(col.type, objValue)) //判断是否非法数值
{
continue;
}
if (col.type != EDataType.TypeChar && typeModel.GetProperty(colName).PropertyType == typeof(string))
{
if (col.type == EDataType.TypeDateTime)
{
string strValue = TransferHelper.DateTimeToString(Convert.ToDateTime(objValue));
typeModel.GetProperty(colName).SetValue(model, strValue);
}
else
{
string strValue = Convert.ToString(objValue);
typeModel.GetProperty(colName).SetValue(model, strValue);
}
}
else if (col.type == EDataType.TypeInt64 && typeModel.GetProperty(colName).PropertyType == typeof(ulong))
{
ulong ulongValue = Convert.ToUInt64(objValue);
typeModel.GetProperty(colName).SetValue(model, ulongValue);
}
else
{
typeModel.GetProperty(colName).SetValue(model, objValue);
}
}
}
}
else
{
throw new Exception("未处理的类型");
}
}
}
return(lstModel);
}
/// <summary>
/// 根据代码取财务数据
/// </summary>
/// <param name="rep"></param>
/// <returns></returns>
public static List <FinanceIndexInfo> TransferFinance(object rep, object securityID)
{
return(TransferHelper.Transfer2ListFinanceIndexInfo(rep, Convert.ToUInt64(securityID)));
}
/// <summary>
/// 缓存行情指标的明细
/// </summary>
public static void CacheDataByTimeIndex()
{
LogHelper.Info("总运行", "开始：生成行情指标明细");
//取得财务指标编号、名称
var lstIndexLite = from dto in MongoDBHelper.AsQueryable <IndexTreeDTO>()
where dto.TypeCode == ConstDefine.CstCode_MarketIndex
select new IndexLiteDTO()
{
Code = dto.Code,
Name = dto.Name
};
//遍历指标编号，生成选股条件信息
foreach (IndexLiteDTO indexLite in lstIndexLite)
{
//取指定指标的所有指标股票信息
var lstDataByTimeIndex = MongoDBHelper.AsQueryable <DataByTimeIndexInfo>().Where(m => m.IndexCode == indexLite.Code).ToList();
if (lstDataByTimeIndex.Count == 0)
{
continue;
}
//按交易日分组
var groupByTradingDateIndex = (from index in lstDataByTimeIndex
group index by index.TradingDate into g
orderby g.Key descending
select new
{
TradingDate = g.Key,
TradingDateName = g.First().TradingDateName,
groupList = g
}).Take(5);
//交易日分组列表
var lstSelectTerm = from groupIndex in groupByTradingDateIndex
orderby groupIndex.TradingDate descending
select new SelectOption()
{
SelectItem = TransferHelper.DateTimeToString(groupIndex.TradingDate),
SelectDisplay = groupIndex.TradingDateName
};
List <SelectOption> selectTermList = lstSelectTerm.ToList();
//指标明细
List <IndexDetailDTO> lstDto = new List <IndexDetailDTO>();
//按交易日遍历
foreach (var groupByEndDate in groupByTradingDateIndex)
{
IndexDetailDTO dto = new IndexDetailDTO();
lstDto.Add(dto);
dto.Code = indexLite.Code;
dto.Name = indexLite.Name;
dto.SelectTerm = TransferHelper.DateTimeToString(groupByEndDate.TradingDate);
dto.SelectTermDisplay = groupByEndDate.TradingDateName;
dto.SelectTermList = selectTermList;
//取分布值
var arrayIndexValues = groupByEndDate.groupList.Select(m => m.IndexValue).OrderBy(m => m).ToArray();
//设置最大值、最小值、分布值
SetMaxMinArrValue(dto, arrayIndexValues);
}
//设置默认选项(第一个)
if (lstDto.Count > 0)
{
lstDto[0].IsDefault = true;
}
//删除原有的
MongoDBHelper.DeleteMany <IndexDetailDTO>("{Code:'" + indexLite.Code + "'}");
//插入行情指标的明细
MongoDBHelper.InsertManyAsync <IndexDetailDTO>(lstDto);
}
LogHelper.Info("总运行", "结束：生成行情指标明细");
}
