선물, 옵션 크롤링

db 조건 검색
결과 파일 추가

Form1.Designer.cs

@@ -30,7 +30,8 @@
         {
             this.btSearchCode = new System.Windows.Forms.Button();
             this.lbFutCode = new System.Windows.Forms.Label();
-            this.btCrawling = new System.Windows.Forms.Button();
+            this.btCrawlingFuture = new System.Windows.Forms.Button();
+            this.btCrawlingOption = new System.Windows.Forms.Button();
             this.SuspendLayout();
             // 
             // btSearchCode
@@ -52,22 +53,33 @@
             this.lbFutCode.TabIndex = 1;
             this.lbFutCode.Text = "unknown";
             // 
-            // btCrawling
+            // btCrawlingFuture
             // 
-            this.btCrawling.Location = new System.Drawing.Point(12, 54);
+            this.btCrawlingFuture.Location = new System.Drawing.Point(12, 104);
-            this.btCrawling.Name = "btCrawling";
+            this.btCrawlingFuture.Name = "btCrawlingFuture";
-            this.btCrawling.Size = new System.Drawing.Size(106, 23);
+            this.btCrawlingFuture.Size = new System.Drawing.Size(160, 100);
-            this.btCrawling.TabIndex = 2;
+            this.btCrawlingFuture.TabIndex = 2;
-            this.btCrawling.Text = "Do Crawling";
+            this.btCrawlingFuture.Text = "Future Crawling";
-            this.btCrawling.UseVisualStyleBackColor = true;
+            this.btCrawlingFuture.UseVisualStyleBackColor = true;
-            this.btCrawling.Click += new System.EventHandler(this.btCrawling_Click);
+            this.btCrawlingFuture.Click += new System.EventHandler(this.btCrawling_Click);
+            // 
+            // btCrawlingOption
+            // 
+            this.btCrawlingOption.Location = new System.Drawing.Point(231, 104);
+            this.btCrawlingOption.Name = "btCrawlingOption";
+            this.btCrawlingOption.Size = new System.Drawing.Size(143, 100);
+            this.btCrawlingOption.TabIndex = 3;
+            this.btCrawlingOption.Text = "Option Crawling";
+            this.btCrawlingOption.UseVisualStyleBackColor = true;
+            this.btCrawlingOption.Click += new System.EventHandler(this.btCrawlingOption_Click);
             // 
             // Form1
             // 
             this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 12F);
             this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
             this.ClientSize = new System.Drawing.Size(386, 405);
-            this.Controls.Add(this.btCrawling);
+            this.Controls.Add(this.btCrawlingOption);
+            this.Controls.Add(this.btCrawlingFuture);
             this.Controls.Add(this.lbFutCode);
             this.Controls.Add(this.btSearchCode);
             this.Name = "Form1";
@@ -81,7 +93,8 @@
 
         private System.Windows.Forms.Button btSearchCode;
         private System.Windows.Forms.Label lbFutCode;
-        private System.Windows.Forms.Button btCrawling;
+        private System.Windows.Forms.Button btCrawlingFuture;
+        private System.Windows.Forms.Button btCrawlingOption;
     }
 }
 

Form1.cs

@@ -7,19 +7,27 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 using System.Windows.Forms;
+using MySql.Data.MySqlClient;
 
 namespace future_crawler
 {
     public partial class Form1 : Form
     {
+        MySqlConnection m_DBCon;
+
         CPUTILLib.CpFutureCode m_FutCode = new CPUTILLib.CpFutureCode();
         string m_strTargetFutCode = "101K9";
+        string m_strTargetOptCode = "201K7255";
 
-        CPSYSDIBLib.FutOptChart m_FutChart = new CPSYSDIBLib.FutOptChart();
+        CPSYSDIBLib.FutOptChart m_FutOpChart = new CPSYSDIBLib.FutOptChart();
 
         public Form1()
         {
             InitializeComponent();
+
+            string strConn = "Server=mjjo53.us.to;Database=futopt;Uid=mjjo;Pwd=whaudwls;";
+            m_DBCon = new MySqlConnection(strConn);
+            m_DBCon.Open();
         }
 
         private void btSearchCode_Click(object sender, EventArgs e)
@@ -39,41 +47,152 @@ namespace future_crawler
 
         private void btCrawling_Click(object sender, EventArgs e)
         {
-            long[] aFields = new long[1];
+            // 필드값
-            aFields[0] = 0;
+            //0: 날짜(ulong)
-            //aFields[1] = 1;
+            //1:시간(ulong) - hhmm(단, 차트구분을 초('S')로 설정한 경우에는 hhmmss)
-            //aFields[2] = 2;
+            //2:시가(ulong or float)
-            //aFields[3] = 3;
+            //3:고가(ulong or float)
-            //aFields[4] = 4;
+            //4:저가(ulong or float)
+            //5:종가(ulong or float)
+            //6:전일대비(long or float)
+            //8:거래량(ulong or ulonglong)
+            //9:거래대금(ulonglong)
+            //10:누적체결매도수량(ulong or ulonglong) - 주) 분,틱 요청일 때만 제공
+            //11:누적체결매수수량(ulong or ulonglong) - 주) 분,틱 요청일 때만 제공
+            //12: 사용하지 않음
+            //13: 사용하지 않음
+            //14: 사용하지 않음
+            //15: 사용하지 않음
+            //16: 사용하지 않음
+            //17: 사용하지 않음
+            //18:수정주가일자(ulong) - YYYYMMDD
+            //19:수정주가비율(float)
+            //20:기관순매수(long)
+            //21:기관누적순매수(long)
+            //22: 사용하지 않음
+            //23: 사용하지 않음
+            //24: 사용하지 않음
+            //25: 사용하지 않음
+            //26: 사용하지 않음
+            //27: 미결제약정
+            //28: 선물이론가(선물 일간데이터에서만 제공)
+            //29: 베이시스
+            //30: 옵션이론가 (옵션일 때만 제공)
+            //31: IV
+            //32: Delta
+            //33: Gamma
+            //34: Theta
+            //35: Vaga
+            //36: Rho
 
 
-            m_FutChart.SetInputValue(0, m_strTargetFutCode);
-            m_FutChart.SetInputValue(1, '1');
-            m_FutChart.SetInputValue(2, 20150617);
-            m_FutChart.SetInputValue(3, 20150601);
-            m_FutChart.SetInputValue(4, 0);
-            m_FutChart.SetInputValue(5, aFields);
-            m_FutChart.SetInputValue(6, 'S');
-            m_FutChart.SetInputValue(7, 1);
-            m_FutChart.SetInputValue(8, '0');
-            m_FutChart.SetInputValue(9, '0');
 
-            int iResult = m_FutChart.BlockRequest2(1);
+            m_FutOpChart.SetInputValue(0, m_strTargetFutCode);
+            m_FutOpChart.SetInputValue(1, '1');
+            m_FutOpChart.SetInputValue(2, 20150618);
+            m_FutOpChart.SetInputValue(3, 20150618);
+            m_FutOpChart.SetInputValue(4, 0);
+            m_FutOpChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 20 });
+            m_FutOpChart.SetInputValue(6, 'S');
+            m_FutOpChart.SetInputValue(7, 1);
+            m_FutOpChart.SetInputValue(8, '0');
+            m_FutOpChart.SetInputValue(9, '0');
+
+            int iResult = m_FutOpChart.BlockRequest2(1);
             if (iResult != 0)
                 MessageBox.Show("결과가 이상함");
 
-            int iCnt = m_FutChart.GetHeaderValue(3);
+            
-            int iFieldCnt = m_FutChart.GetHeaderValue(1);
+            MySqlCommand cmd = new MySqlCommand();
-            for(int i=0; i<iCnt; i++)
-            {
-                ulong date = m_FutChart.GetDataValue(0, i);
-                ulong time = m_FutChart.GetDataValue(1, i);
-                ulong mp = m_FutChart.GetDataValue(2, i);
-                ulong hp = m_FutChart.GetDataValue(3, i);
-                ulong lp = m_FutChart.GetDataValue(4, i);
 
-                Console.WriteLine(string.Format("{0}/{1}/{2}/{3}/{4}", date, time, mp, hp, lp));
+            bool bContinue = true;
+            while (bContinue == true)
+            {
+                MySqlTransaction trans = m_DBCon.BeginTransaction();
+                cmd.Connection = m_DBCon;
+                cmd.Transaction = trans;
+
+                int iCnt = m_FutOpChart.GetHeaderValue(3);
+                int iFieldCnt = m_FutOpChart.GetHeaderValue(1);
+                for (int i = 0; i < iCnt; i++)
+                {
+                    ulong date = m_FutOpChart.GetDataValue(0, i);
+                    ulong time = m_FutOpChart.GetDataValue(1, i);
+                    float fp = m_FutOpChart.GetDataValue(2, i);
+                    object deal_amount = m_FutOpChart.GetDataValue(3, i);
+                    object deal_cash = m_FutOpChart.GetDataValue(4, i);
+                    int comp_bid = m_FutOpChart.GetDataValue(5, i);
+
+                    string strTime = string.Format("{0:d04}-{1:d02}-{2:d02} {3:d02}:{4:d02}:{5:d02}", date / 10000, (date % 10000) / 100, date % 100, time / 10000, (time % 10000) / 100, time % 100);
+
+                    cmd.CommandText = string.Format("insert into future_list(code,date,fin_price,deal_amount,deal_cash,comp_bid) values('{0}','{1}',{2},{3},{4},{5})",
+                        m_strTargetFutCode, strTime, fp, deal_amount, deal_cash, comp_bid);
+                    cmd.ExecuteNonQuery();
+
+                    Console.WriteLine(string.Format("{0}/{1}/{2}/{3}/{4}/{5}/{6}", m_strTargetFutCode, date, time, fp, deal_amount, deal_cash, comp_bid));
+                }
+                trans.Commit();
+
+                bContinue = (m_FutOpChart.Continue == 1);
+                iResult = m_FutOpChart.BlockRequest2(1);
             }
+
+            Console.WriteLine("end.");
+        }
+
+        private void btCrawlingOption_Click(object sender, EventArgs e)
+        {
+            m_FutOpChart.SetInputValue(0, m_strTargetOptCode);
+            m_FutOpChart.SetInputValue(1, '1');
+            m_FutOpChart.SetInputValue(2, 20150618);
+            m_FutOpChart.SetInputValue(3, 20150618);
+            m_FutOpChart.SetInputValue(4, 0);
+            m_FutOpChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 20 });
+            m_FutOpChart.SetInputValue(6, 'S');
+            m_FutOpChart.SetInputValue(7, 1);
+            m_FutOpChart.SetInputValue(8, '0');
+            m_FutOpChart.SetInputValue(9, '0');
+
+            int iResult = m_FutOpChart.BlockRequest2(1);
+            if (iResult != 0)
+                MessageBox.Show("결과가 이상함");
+
+
+            MySqlCommand cmd = new MySqlCommand();
+
+            bool bContinue = true;
+            while (bContinue == true)
+            {
+                MySqlTransaction trans = m_DBCon.BeginTransaction();
+                cmd.Connection = m_DBCon;
+                cmd.Transaction = trans;
+
+                int iCnt = m_FutOpChart.GetHeaderValue(3);
+                int iFieldCnt = m_FutOpChart.GetHeaderValue(1);
+                for (int i = 0; i < iCnt; i++)
+                {
+                    ulong date = m_FutOpChart.GetDataValue(0, i);
+                    ulong time = m_FutOpChart.GetDataValue(1, i);
+                    float fp = m_FutOpChart.GetDataValue(2, i);
+                    object deal_amount = m_FutOpChart.GetDataValue(3, i);
+                    object deal_cash = m_FutOpChart.GetDataValue(4, i);
+                    int comp_bid = m_FutOpChart.GetDataValue(5, i);
+
+                    string strTime = string.Format("{0:d04}-{1:d02}-{2:d02} {3:d02}:{4:d02}:{5:d02}", date / 10000, (date % 10000) / 100, date % 100, time / 10000, (time % 10000) / 100, time % 100);
+
+                    cmd.CommandText = string.Format("insert into option_list(code,date,fin_price,deal_amount,deal_cash,comp_bid) values('{0}','{1}',{2},{3},{4},{5})",
+                        m_strTargetOptCode, strTime, fp, deal_amount, deal_cash, comp_bid);
+                    cmd.ExecuteNonQuery();
+
+                    Console.WriteLine(string.Format("{0}/{1}/{2}/{3}/{4}/{5}/{6}", m_strTargetOptCode, date, time, fp, deal_amount, deal_cash, comp_bid));
+                }
+                trans.Commit();
+
+                bContinue = (m_FutOpChart.Continue == 1);
+                iResult = m_FutOpChart.BlockRequest2(1);
+            }
+
+            Console.WriteLine("end.");
         }
     }
 }

future-crawler.csproj

@@ -41,6 +41,7 @@
     <ApplicationManifest>Properties\app.manifest</ApplicationManifest>
   </PropertyGroup>
   <ItemGroup>
+    <Reference Include="MySql.Data, Version=6.9.6.0, Culture=neutral, PublicKeyToken=c5687fc88969c44d, processorArchitecture=MSIL" />
     <Reference Include="System" />
     <Reference Include="System.Core" />
     <Reference Include="System.Xml.Linq" />

sql/create.sql

@@ -0,0 +1,11 @@
+CREATE TABLE option_list
+(
+seq INT NOT NULL AUTO_INCREMENT PRIMARY KEY,
+CODE VARCHAR(10),
+DATE DATETIME,
+fin_price FLOAT,
+deal_amount INT,
+deal_cash BIGINT,
+comp_bid INT
+
+)

sql/search.sql

@@ -0,0 +1,35 @@
+SELECT * FROM option_list o WHERE future_list
+SELECT o.date FROM option_list o IN (SELECT DATE FROM future_list f WHERE deal_cash >= 10000000000)
+
+-- 특정 시간부터 30초 동안 현재가와 죄소값, 최대값
+SELECT o.fin_price 
+FROM option_list o 
+WHERE o.date='2015-06-18 14:50:01'
+
+SELECT o.fin_price, MAX(o.fin_price), MIN(o.fin_price)
+FROM option_list o 
+WHERE o.date>='2015-06-18 14:50:01' AND o.date<=DATE_ADD('2015-06-18 14:50:01', INTERVAL 30 SECOND)
+
+
+-- 100억이상의 거래량이 나온 시간의 옵션
+SELECT sl.* FROM 
+(SELECT o.* FROM option_list o LEFT OUTER JOIN future_list f ON o.date=f.date AND f.deal_cash >= 10000000000) AS sl
+
+
+-- 100억이상의 거래량이 나온 시간의 옵션과 향후 30초 동안의 옵션들
+SELECT sl.deal_cash, sl.date, o2.date, o2.fin_price
+FROM
+	(SELECT f.deal_cash, o.date FROM option_list o LEFT OUTER JOIN future_list f ON o.date=f.date AND f.deal_cash >= 10000000000) AS sl
+	LEFT OUTER JOIN option_list o2
+	ON o2.date>=sl.date AND o2.date<=DATE_ADD(sl.date, INTERVAL 30 SECOND)
+	
+	
+-- 100억이상의 거래량이 나온 시간의 옵션과 향후 30초 동안의 옵션들 중 fin_price, min, max
+SELECT sl.deal_cash, sl.date, o2.date, sl.fin_price, MIN(o2.fin_price), MAX(o2.fin_price)
+FROM
+	(SELECT f.deal_cash, o.date, o.fin_price
+	FROM option_list o LEFT OUTER JOIN future_list f 
+	ON o.date=f.date AND f.deal_cash >= 10000000000) AS sl
+	LEFT OUTER JOIN option_list o2
+	ON o2.date>=sl.date AND o2.date<=DATE_ADD(sl.date, INTERVAL 30 SECOND)
+GROUP BY sl.date