중간 결과용 테이블 생성 및 검색 쿼리 형태 구현

선물, 옵션 크롤링
db 조건 검색 결과 파일 추가
2015-06-22 18:33:08 +09:00 · 2015-06-19 01:12:11 +09:00 · 2015-06-17 01:18:40 +09:00
8 changed files with 69599 additions and 1 deletions
--- a/.gitignore
+++ b/.gitignore
@@ -0,0 +1,2 @@
+bin/
+obj/
--- a/Form1.Designer.cs
+++ b/Form1.Designer.cs
@@ -30,6 +30,8 @@
        {
            this.btSearchCode = new System.Windows.Forms.Button();
            this.lbFutCode = new System.Windows.Forms.Label();
+            this.btCrawlingFuture = new System.Windows.Forms.Button();
+            this.btCrawlingOption = new System.Windows.Forms.Button();
            this.SuspendLayout();
            // 
            // btSearchCode
@@ -51,11 +53,33 @@
            this.lbFutCode.TabIndex = 1;
            this.lbFutCode.Text = "unknown";
            // 
+            // btCrawlingFuture
+            // 
+            this.btCrawlingFuture.Location = new System.Drawing.Point(12, 104);
+            this.btCrawlingFuture.Name = "btCrawlingFuture";
+            this.btCrawlingFuture.Size = new System.Drawing.Size(160, 100);
+            this.btCrawlingFuture.TabIndex = 2;
+            this.btCrawlingFuture.Text = "Future Crawling";
+            this.btCrawlingFuture.UseVisualStyleBackColor = true;
+            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.btCrawlingOption);
+            this.Controls.Add(this.btCrawlingFuture);
            this.Controls.Add(this.lbFutCode);
            this.Controls.Add(this.btSearchCode);
            this.Name = "Form1";
@@ -69,6 +93,8 @@

        private System.Windows.Forms.Button btSearchCode;
        private System.Windows.Forms.Label lbFutCode;
+        private System.Windows.Forms.Button btCrawlingFuture;
+        private System.Windows.Forms.Button btCrawlingOption;
    }
 }

--- a/Form1.cs
+++ b/Form1.cs
@@ -7,17 +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;
+        string m_strTargetFutCode = "101K9";
+        string m_strTargetOptCode = "201K7255";
+
+        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)
@@ -34,5 +44,155 @@ namespace future_crawler
            m_strTargetFutCode = (string)m_FutCode.GetData(0, 0);
            lbFutCode.Text = m_strTargetFutCode;
        }
+
+        private void btCrawling_Click(object sender, EventArgs e)
+        {
+            // 필드값
+            //0: 날짜(ulong)
+            //1:시간(ulong) - hhmm(단, 차트구분을 초('S')로 설정한 경우에는 hhmmss)
+            //2:시가(ulong or float)
+            //3:고가(ulong or float)
+            //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_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");
+
+            
+            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 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.");
+        }
    }
 }
--- a/Properties/app.manifest
+++ b/Properties/app.manifest
@@ -0,0 +1,54 @@
+<?xml version="1.0" encoding="utf-8"?>
+<asmv1:assembly manifestVersion="1.0" xmlns="urn:schemas-microsoft-com:asm.v1" xmlns:asmv1="urn:schemas-microsoft-com:asm.v1" xmlns:asmv2="urn:schemas-microsoft-com:asm.v2" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
+  <assemblyIdentity version="1.0.0.0" name="MyApplication.app" />
+  <trustInfo xmlns="urn:schemas-microsoft-com:asm.v2">
+    <security>
+      <requestedPrivileges xmlns="urn:schemas-microsoft-com:asm.v3">
+        <!-- UAC Manifest Options
+            If you want to change the Windows User Account Control level replace the 
+            requestedExecutionLevel node with one of the following.
+
+        <requestedExecutionLevel  level="asInvoker" uiAccess="false" />
+        <requestedExecutionLevel  level="requireAdministrator" uiAccess="false" />
+        <requestedExecutionLevel  level="highestAvailable" uiAccess="false" />
+
+            Specifying requestedExecutionLevel node will disable file and registry virtualization.
+            If you want to utilize File and Registry Virtualization for backward 
+            compatibility then delete the requestedExecutionLevel node.
+        -->
+        <requestedExecutionLevel level="requireAdministrator" uiAccess="false" />
+      </requestedPrivileges>
+      <applicationRequestMinimum>
+        <defaultAssemblyRequest permissionSetReference="Custom" />
+        <PermissionSet class="System.Security.PermissionSet" version="1" ID="Custom" SameSite="site" Unrestricted="true" />
+      </applicationRequestMinimum>
+    </security>
+  </trustInfo>
+  <compatibility xmlns="urn:schemas-microsoft-com:compatibility.v1">
+    <application>
+      <!-- A list of all Windows versions that this application is designed to work with. 
+      Windows will automatically select the most compatible environment.-->
+      <!-- If your application is designed to work with Windows Vista, uncomment the following supportedOS node-->
+      <!--<supportedOS Id="{e2011457-1546-43c5-a5fe-008deee3d3f0}"></supportedOS>-->
+      <!-- If your application is designed to work with Windows 7, uncomment the following supportedOS node-->
+      <!--<supportedOS Id="{35138b9a-5d96-4fbd-8e2d-a2440225f93a}"/>-->
+      <!-- If your application is designed to work with Windows 8, uncomment the following supportedOS node-->
+      <!--<supportedOS Id="{4a2f28e3-53b9-4441-ba9c-d69d4a4a6e38}"></supportedOS>-->
+      <!-- If your application is designed to work with Windows 8.1, uncomment the following supportedOS node-->
+      <!--<supportedOS Id="{1f676c76-80e1-4239-95bb-83d0f6d0da78}"/>-->
+    </application>
+  </compatibility>
+  <!-- Enable themes for Windows common controls and dialogs (Windows XP and later) -->
+  <!-- <dependency>
+    <dependentAssembly>
+      <assemblyIdentity
+          type="win32"
+          name="Microsoft.Windows.Common-Controls"
+          version="6.0.0.0"
+          processorArchitecture="*"
+          publicKeyToken="6595b64144ccf1df"
+          language="*"
+        />
+    </dependentAssembly>
+  </dependency>-->
+</asmv1:assembly>
--- a/future-crawler.csproj
+++ b/future-crawler.csproj
@@ -31,7 +31,17 @@
    <ErrorReport>prompt</ErrorReport>
    <WarningLevel>4</WarningLevel>
  </PropertyGroup>
+  <PropertyGroup>
+    <TargetZone>LocalIntranet</TargetZone>
+  </PropertyGroup>
+  <PropertyGroup>
+    <GenerateManifests>false</GenerateManifests>
+  </PropertyGroup>
+  <PropertyGroup>
+    <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" />
@@ -64,6 +74,9 @@
      <AutoGen>True</AutoGen>
      <DependentUpon>Resources.resx</DependentUpon>
    </Compile>
+    <None Include="Properties\app.manifest">
+      <SubType>Designer</SubType>
+    </None>
    <None Include="Properties\Settings.settings">
      <Generator>SettingsSingleFileGenerator</Generator>
      <LastGenOutput>Settings.Designer.cs</LastGenOutput>
@@ -78,6 +91,15 @@
    <None Include="App.config" />
  </ItemGroup>
  <ItemGroup>
+    <COMReference Include="CPSYSDIBLib">
+      <Guid>{9C31B76A-7189-49A3-9781-3C6DD6ED5AD3}</Guid>
+      <VersionMajor>1</VersionMajor>
+      <VersionMinor>0</VersionMinor>
+      <Lcid>0</Lcid>
+      <WrapperTool>tlbimp</WrapperTool>
+      <Isolated>False</Isolated>
+      <EmbedInteropTypes>True</EmbedInteropTypes>
+    </COMReference>
    <COMReference Include="CPUTILLib">
      <Guid>{2DA9C35C-FE59-4A32-A942-325EE8A6F659}</Guid>
      <VersionMajor>1</VersionMajor>
--- a/result/result.htm
+++ b/result/result.htm
--- a/sql/create.sql
+++ b/sql/create.sql
@@ -0,0 +1,22 @@
+CREATE TABLE option_list
+(
+seq INT NOT NULL AUTO_INCREMENT,
+CODE VARCHAR(10),
+DATE DATETIME,
+fin_price FLOAT,
+deal_amount INT,
+deal_cash BIGINT,
+comp_bid INT,
+PRIMARY KEY(seq)
+);
+
+
+drop table if exist futopt_list
+create table futopt_list
+(
+	seq int auto_increment,
+	deal_cash bigint,
+	date datetime,
+	fin_price float,
+	primary key(seq)
+);
--- a/sql/search.sql
+++ b/sql/search.sql
@@ -0,0 +1,50 @@
+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
+
+
+-- procedure
+insert into futopt_list(deal_cash, date, fin_price)
+
+SELECT f.deal_cash as deal_cash, o.date as date, o.fin_price as fin_price
+	FROM future_list f LEFT OUTER JOIN option_list o
+	ON f.deal_cash >= 10000000000 and o.date!=null
+	
+	
+select * from futopt_list
+
+
+create procedure futopt.FindBigDeal()
+BEGIN
Author	SHA1	Message	Date
mjjo	576c1a146e	중간 결과용 테이블 생성 및 검색 쿼리 형태 구현	2015-06-22 18:33:08 +09:00
mjjo	9a8f11a285	선물, 옵션 크롤링 db 조건 검색 결과 파일 추가	2015-06-19 01:12:11 +09:00
mjjo	67e7e332fb	선물 코드 가져오기 추가 선물 차트 추가 - field의 array를 넣어야 하는데 형식이 맞지 않아 에러남	2015-06-17 01:18:40 +09:00