void MACrossTech::serializeToDB(DBWrapper& db, const std::string& mark)
{
std::stringstream tableName;
tableName << std::string(m_instrumentId);
tableName << "_";
tableName << StratgyType::toString(this->m_type);
tableName << "_MA" << m_shortMA << "_Cross_MA" << m_longMA << "_";
tableName << mark;
MACrossTech::CreateTableIfNotExists(Config::Instance()->DBName(), tableName.str());
std::stringstream sql;
sql.precision(12);
sql << "INSERT INTO `" << tableName.str() << "` (`";
sql << "uuid" << "`,`";
sql << "LongMA" << "`,`";
sql << "ShortMA" << "`,`";
sql << "Ticktype" << "`,`";
sql << "Time" << "`,`";
sql << "LastPrice" << "`";
sql << ") VALUES(";
sql << m_id << ", ";
sql << m_ma_tech.mLongMAVal << ", ";
sql << m_ma_tech.mShortMAVal << ", ";
sql << (int)m_ticktype << ", \"";
sql << m_time << "\", ";
sql << m_lastprice << ")";
//std::cerr << sql.str() << std::endl;
db.ExecuteNoResult(sql.str());
}
void KData::serializeToDB(DBWrapper& db){
std::string tableName(m_InstrumentID);
tableName += "_1m";
KData::CreateKDataTableIfNotExists(Config::Instance()->DBName(), tableName);
std::stringstream sql;
sql << "INSERT INTO `" << tableName << "` (`";
sql << "Time" << "`,`";
sql << "InstrumentID" << "`,`";
sql << "LastPrice" << "`,`";
sql << "PreSettlementPrice" << "`,`";
sql << "PreClosePrice" << "`,`";
sql << "OpenPrice" << "`,`";
sql << "HighestPrice" << "`,`";
sql << "LowestPrice" << "`,`";
sql << "Volume" << "`,`";
sql << "Turnover" << "`,`";
sql << "ClosePrice" << "`,`";
sql << "SettlementPrice" << "`,`";
sql << "UpperLimitPrice" << "`,`";
sql << "LowerLimitPrice" << "`,`";
sql << "BidPrice1" << "`,`";
sql << "BidVolume1" << "`,`";
sql << "AskPrice1" << "`,`";
sql << "AskVolume1" << "`,`";
sql << "AveragePrice" << "`,`";
sql << "uuid" << "`";
sql << ") VALUES(\"";
sql << m_time << "\", \"";
sql << m_InstrumentID << "\", ";
sql << m_LastPrice << ", ";
sql << m_PreSettlementPrice << ", ";
sql << m_PreClosePrice << ", ";
sql << m_OpenPrice << ", ";
sql << m_HighestPrice << ", ";
sql << m_LowestPrice << ", ";
sql << m_volume << ", ";
sql << m_Turnover << ", ";
sql << m_ClosePrice << ", ";
sql << m_SettlementPrice << ", ";
sql << m_UpperLimitPrice << ", ";
sql << m_LowerLimitPrice << ", ";
sql << m_BidPrice1 << ", ";
sql << m_BidVolume1 << ", ";
sql << m_AskPrice1 << ", ";
sql << m_AskVolume1 << ", ";
sql << m_averagePrice << ", ";
sql << m_timestamp << ")";
//"INSERT INTO `test` (`name`) VALUES (1234)
//std::cerr << sql.str() << std::endl;
db.ExecuteNoResult(sql.str());
}
int MACrossTech::CreateTableIfNotExists(const std::string& dbname, const std::string& tableName)
{
if (MACrossTech::IsTableCreated == true){
return 0;
}
else
{
MACrossTech::IsTableCreated = true;
const char* sqltempl = "CREATE TABLE IF NOT EXISTS `%s`.`%s` (\
`id` INT NOT NULL AUTO_INCREMENT, \
`uuid` BIGINT NOT NULL, \
`LongMA` Double(20,5) NULL, \
`ShortMA` Double(20,5) NULL, \
`Ticktype` int NULL, \
`Time` VARCHAR(64) NULL, \
`LastPrice` Double NULL, \
PRIMARY KEY(`id`));";
char sqlbuf[2046];
sprintf_s(sqlbuf, sqltempl, dbname.c_str(), tableName.c_str());
DBWrapper db;
return db.ExecuteNoResult(sqlbuf);
}
}
int KData::CreateKDataTableIfNotExists(const std::string& dbname, const std::string& tableName){
if (TableIsCreatedMap.find(dbname) != TableIsCreatedMap.end() && TableIsCreatedMap[dbname] == true){
return 0;
}
else
{
TableIsCreatedMap[dbname] = true;
const char* sqltempl = "CREATE TABLE IF NOT EXISTS `%s`.`%s` (\
`id` INT NOT NULL AUTO_INCREMENT, \
`Time` VARCHAR(32) NULL, \
`uuid` BIGINT NULL, \
`InstrumentID` VARCHAR(32) NULL, \
`LastPrice` DOUBLE NULL, \
`PreSettlementPrice` DOUBLE NULL, \
`PreClosePrice` DOUBLE NULL, \
`OpenPrice` DOUBLE NULL, \
`HighestPrice` DOUBLE NULL, \
`LowestPrice` DOUBLE NULL, \
`Volume` DOUBLE NULL, \
`Turnover` DOUBLE NULL, \
`ClosePrice` DOUBLE NULL, \
`SettlementPrice` DOUBLE NULL, \
`UpperLimitPrice` DOUBLE NULL, \
`LowerLimitPrice` DOUBLE NULL, \
`BidPrice1` DOUBLE NULL, \
`BidVolume1` DOUBLE NULL, \
`AskPrice1` DOUBLE NULL, \
`AskVolume1` DOUBLE NULL, \
`AveragePrice` DOUBLE NULL, \
PRIMARY KEY(`id`));";
char sqlbuf[2046];
SPRINTF(sqlbuf, sqltempl, dbname.c_str(), tableName.c_str());
DBWrapper db;
return db.ExecuteNoResult(sqlbuf);
}
}
void DarunGrim::ListDiffDatabase(const char *storage_filename)
{
DBWrapper *pStorageDB = new DBWrapper((char *)storage_filename);
pStorageDB->ExecuteStatement(ReadFileInfo, NULL, "SELECT id,OriginalFilePath,ComputerName,UserName,CompanyName,FileVersion,FileDescription,InternalName,ProductName,ModifiedTime,MD5Sum From FileInfo");
}
void TickWrapper::serializeToDB(DBWrapper& db) const {
// if this item is recovered from db, so that we don't need serialize it to db again.
if (recoveryData)
return;
std::string tableName(m_MdData.InstrumentID);
DBUtils::CreateTickTableIfNotExists(Config::Instance()->DBName(), tableName);
std::stringstream sql;
sql << "INSERT INTO `" << tableName << "` (`";
sql << "Date" << "`,`";
sql << "InstrumentID" << "`,`";
sql << "ExchangeID" << "`,`";
sql << "ExchangeInstID" << "`,`";
sql << "LastPrice" << "`,`";
sql << "PreSettlementPrice" << "`,`";
sql << "PreClosePrice" << "`,`";
sql << "PreOpenInterest" << "`,`";
sql << "OpenPrice" << "`,`";
sql << "HighestPrice" << "`,`";
sql << "LowestPrice" << "`,`";
sql << "Volume" << "`,`";
sql << "Turnover" << "`,`";
sql << "OpenInterest" << "`,`";
sql << "ClosePrice" << "`,`";
sql << "SettlementPrice" << "`,`";
sql << "UpperLimitPrice" << "`,`";
sql << "LowerLimitPrice" << "`,`";
sql << "PreDelta" << "`,`";
sql << "CurrDelta"<< "`,`";
sql << "UpdateTime"<< "`,`";
sql << "UpdateMillisec" << "`,`";
sql << "BidPrice1" << "`,`";
sql << "BidVolume1" << "`,`";
sql << "AskPrice1" << "`,`";
sql << "AskVolume1" << "`,`";
sql << "BidPrice2" << "`,`";
sql << "BidVolume2" << "`,`";
sql << "AskPrice2" << "`,`";
sql << "AskVolume2" << "`,`";
sql << "BidPrice3" << "`,`";
sql << "BidVolume3" << "`,`";
sql << "AskPrice3" << "`,`";
sql << "AskVolume3" << "`,`";
sql << "BidPrice4" << "`,`";
sql << "BidVolume4" << "`,`";
sql << "AskPrice4" << "`,`";
sql << "AskVolume4" << "`,`";
sql << "BidPrice5" << "`,`";
sql << "BidVolume5" << "`,`";
sql << "AskPrice5" << "`,`";
sql << "AskVolume5" << "`,`";
sql << "AveragePrice" << "`,`";
sql << "ActionDay" << "`,`";
sql << "uuid" << "`";
sql << ") VALUES(\"";
sql << m_MdData.TradingDay << "\", \"";//m_MdData.TradingDay
sql << m_MdData.InstrumentID << "\", \"";
sql << m_MdData.ExchangeID << "\", \"";
sql << m_MdData.ExchangeInstID << "\", ";
sql << m_MdData.LastPrice << ", ";
sql << m_MdData.PreSettlementPrice << ", ";
sql << m_MdData.PreClosePrice << ", ";
sql << m_MdData.PreOpenInterest << ", ";
sql << m_MdData.OpenPrice << ", ";
sql << m_MdData.HighestPrice << ", ";
sql << m_MdData.LowestPrice << ", ";
sql << m_MdData.Volume << ", ";
sql << m_MdData.Turnover << ", ";
sql << m_MdData.OpenInterest << ", ";
sql << m_MdData.ClosePrice << ", ";
sql << m_MdData.SettlementPrice << ", ";
sql << m_MdData.UpperLimitPrice << ", ";
sql << m_MdData.LowerLimitPrice << ", ";
sql << m_MdData.PreDelta << ", ";
sql << m_MdData.CurrDelta << ", \"";
sql << m_MdData.UpdateTime << "\", "; // m_MdData.UpdateTime
sql << m_MdData.UpdateMillisec << ", ";
sql << m_MdData.BidPrice1 << ", ";
sql << m_MdData.BidVolume1 << ", ";
sql << m_MdData.AskPrice1 << ", ";
sql << m_MdData.AskVolume1 << ", ";
sql << m_MdData.BidPrice2 << ", ";
sql << m_MdData.BidVolume2 << ", ";
sql << m_MdData.AskPrice2 << ", ";
sql << m_MdData.AskVolume2 << ", ";
sql << m_MdData.BidPrice3 << ", ";
sql << m_MdData.BidVolume3 << ", ";
sql << m_MdData.AskPrice3 << ", ";
sql << m_MdData.AskVolume3 << ", ";
sql << m_MdData.BidPrice4 << ", ";
sql << m_MdData.BidVolume4 << ", ";
sql << m_MdData.AskPrice4 << ", ";
sql << m_MdData.AskVolume4 << ", ";
sql << m_MdData.BidPrice5 << ", ";
sql << m_MdData.BidVolume5 << ", ";
sql << m_MdData.AskPrice5 << ", ";
sql << m_MdData.AskVolume5 << ", ";
sql << m_MdData.AveragePrice << ", \"";
sql << m_MdData.ActionDay << "\", "; // m_MdData.ActionDay
sql << m_uuid << ")";
//"INSERT INTO `test` (`name`) VALUES (1234)
//std::cerr << sql.str() << std::endl;
db.ExecuteNoResult(sql.str());
}
int DBUtils::CreateTickTableIfNotExists(const std::string& dbname, const std::string& tableName){
if (DBUtils::m_dict.find(tableName) != m_dict.end()){
return 0;
}
else
{
DBUtils::m_dict[tableName] = true;
const char* sqltempl = "CREATE TABLE IF NOT EXISTS `%s`.`%s` (\
`id` INT NOT NULL AUTO_INCREMENT, \
`Date` DATE NULL, \
`InstrumentID` VARCHAR(32) NULL, \
`ExchangeID` VARCHAR(16) NULL, \
`ExchangeInstID` VARCHAR(32) NULL, \
`LastPrice` DOUBLE NULL, \
`PreSettlementPrice` DOUBLE NULL, \
`PreClosePrice` DOUBLE NULL, \
`PreOpenInterest` DOUBLE NULL, \
`OpenPrice` DOUBLE NULL, \
`HighestPrice` DOUBLE NULL, \
`LowestPrice` DOUBLE NULL, \
`Volume` DOUBLE NULL, \
`Turnover` DOUBLE NULL, \
`OpenInterest` DOUBLE NULL, \
`ClosePrice` DOUBLE NULL, \
`SettlementPrice` DOUBLE NULL, \
`UpperLimitPrice` DOUBLE NULL, \
`LowerLimitPrice` DOUBLE NULL, \
`PreDelta` DOUBLE NULL, \
`CurrDelta` DOUBLE NULL, \
`UpdateTime` TIME NULL, \
`UpdateMillisec` INT NULL, \
`BidPrice1` DOUBLE NULL, \
`BidVolume1` DOUBLE NULL, \
`AskPrice1` DOUBLE NULL, \
`AskVolume1` DOUBLE NULL, \
`BidPrice2` DOUBLE NULL, \
`BidVolume2` DOUBLE NULL, \
`AskPrice2` DOUBLE NULL, \
`AskVolume2` DOUBLE NULL, \
`BidPrice3` DOUBLE NULL, \
`BidVolume3` DOUBLE NULL, \
`AskPrice3` DOUBLE NULL, \
`AskVolume3` DOUBLE NULL, \
`BidPrice4` DOUBLE NULL, \
`BidVolume4` DOUBLE NULL, \
`AskPrice4` DOUBLE NULL, \
`AskVolume4` DOUBLE NULL, \
`BidPrice5` DOUBLE NULL, \
`BidVolume5` DOUBLE NULL, \
`AskPrice5` DOUBLE NULL, \
`AskVolume5` DOUBLE NULL, \
`AveragePrice` DOUBLE NULL, \
`ActionDay` DATE NULL, \
`uuid` BIGINT NULL, \
PRIMARY KEY(`id`));";
char sqlbuf[2046];
SPRINTF(sqlbuf, sqltempl, dbname.c_str(), tableName.c_str());
DBWrapper db;
return db.ExecuteNoResult(sqlbuf);
}
}