upgrade package

IntradayDataServer/DatabaseService.cs

@@ -76,10 +76,12 @@ namespace QuantBox.Servers
             var insts = new Dictionary<string, StoreInstrument>();
             foreach (var item in list)
             {
-                if (insts.ContainsKey(item.Symbol))
+                if (insts.TryGetValue(item.Symbol, out var exists))
                 {
-//                    var exist
-                    return (null, true);
+                    if (exists.TradingDay < item.TradingDay)
+                    {
+                        insts[item.Symbol] = item;
+                    }
                 }
                 else
                 {

IntradayDataServer/IntradayDataServer.csproj

@@ -18,13 +18,12 @@
   <ItemGroup>
     <PackageReference Include="CSharpHdf" Version="1.0.2" />
     <PackageReference Include="Hocon" Version="2.0.0" />
-    <PackageReference Include="LmdbMarketDatabase" Version="1.0.8" />
+    <PackageReference Include="LmdbMarketDatabase" Version="1.0.10" />
     <PackageReference Include="Microsoft.CodeAnalysis.FxCopAnalyzers" Version="2.9.8">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
     <PackageReference Include="NLog.Config" Version="4.6.8" />
-    <PackageReference Include="QuantBox.Tushare" Version="1.4.1" />
     <PackageReference Include="Squid-Box.SevenZipSharp" Version="1.2.242" />
     <PackageReference Include="TickSerializer" Version="1.0.48" />
     <PackageReference Include="XApiSharp" Version="1.0.9" />

IntradayDataServer/server.conf

@@ -6,8 +6,8 @@ calendar_url = "http://data.quantbox.cn/trading_dates?start_date={0}&end_date={1
 # 刷新数据库的间隔时间
 db_refresh_interval = 60
 # 数据库目录
-db_path = 'd:\\temp\\database\\'
-db_output_path = 'd:\\temp\\database\\tickzip\\'
+db_path = 'f:\\temp\\database\\'
+db_output_path = 'f:\\temp\\database\\tickzip\\'
 db_file_count = 9
 #
 tushare.token = 'f700ceaa188e30e9f11f592b5f7b0e2a55740476dcb68f4804f5495f'

TickSaver2/TickSaver.cs

@@ -34,7 +34,7 @@ namespace OpenQuant
             }
         }
 
-        public IList<StoreInstrument> InitDatabase(int interval)
+        public IList<StoreInstrument> InitDatabase(int interval, DateTime tradingDay)
         {
             var info = Instruments.Select(n => new StoreInstrument {
                 Id = n.Id,
@@ -46,7 +46,8 @@ namespace OpenQuant
                 CallOrPut = n.PutCall == PutCall.Call ? (byte)1 : (byte)0,
                 TickSize = n.TickSize,
                 Factor = n.Factor,
-                ExpireDate = n.Maturity
+                ExpireDate = n.Maturity,
+                TradingDay = tradingDay
             }).ToArray();
             _databases = LmdbMarketDatabase.CreateStores(info, TickPath,
                 (item) => item.SetFlushInterval(TimeSpan.FromSeconds(interval)));

TickSaver2/TickSaver2.csproj

 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <OutputType>WinExe</OutputType>
+    <OutputType>Exe</OutputType>
     <TargetFramework>netcoreapp3.1</TargetFramework>
     <StartupObject></StartupObject>
     <RootNamespace>OpenQuant</RootNamespace>
@@ -18,10 +18,9 @@
   <ItemGroup>
     <PackageReference Include="CSharpHdf" Version="1.0.2" />
     <PackageReference Include="Hocon" Version="2.0.0" />
-    <PackageReference Include="LmdbMarketDatabase" Version="1.0.8" />
+    <PackageReference Include="LmdbMarketDatabase" Version="1.0.10" />
     <PackageReference Include="Microsoft.Win32.Registry" Version="4.7.0" />
     <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
-    <PackageReference Include="QuantBox.Tushare" Version="1.4.1" />
     <PackageReference Include="SkylineStandard" Version="1.0.23" />
     <PackageReference Include="Squid-Box.SevenZipSharp" Version="1.2.242" />
     <PackageReference Include="TickSerializer" Version="1.0.48" />

TickSaver2/TickSaverScenario.cs

@@ -102,7 +102,7 @@ namespace OpenQuant
                     _logger.Info($"subscription {item.Symbol}");
                 }
             }
-            saver.InitDatabase(config.GetInt("db_flush_interval"));
+            saver.InitDatabase(config.GetInt("db_flush_interval"), tradingDay);
 
             static bool IsContinuous(Instrument inst)
             {
@@ -123,7 +123,7 @@ namespace OpenQuant
                 }
             }
 
-            return Parser.Parse(File.ReadAllText(name), ConfigResolver);
+            return HoconParser.Parse(File.ReadAllText(name), ConfigResolver);
         }
 
         public static bool Do(string name)

tick_saver/TickSaver.cs

@@ -34,7 +34,7 @@ namespace OpenQuant
             }
         }
 
-        public IList<StoreInstrument> InitDatabase(int interval)
+        public IList<StoreInstrument> InitDatabase(int interval, DateTime tradingDay)
         {
             var info = Instruments.Select(n => new StoreInstrument {
                 Id = n.Id,
@@ -46,7 +46,8 @@ namespace OpenQuant
                 CallOrPut = n.PutCall == PutCall.Call ? (byte)1 : (byte)0,
                 TickSize = n.TickSize,
                 Factor = n.Factor,
-                ExpireDate = n.Maturity
+                ExpireDate = n.Maturity,
+                TradingDay = tradingDay
             }).ToArray();
             _databases = LmdbMarketDatabase.CreateStores(info, TickPath,
                 (item) => item.SetFlushInterval(TimeSpan.FromSeconds(interval)));

tick_saver/TickSaverScenario.cs

@@ -102,7 +102,7 @@ namespace OpenQuant
                     _logger.Info($"subscription {item.Symbol}");
                 }
             }
-            saver.InitDatabase(config.GetInt("db_flush_interval"));
+            saver.InitDatabase(config.GetInt("db_flush_interval"), tradingDay);
 
             static bool IsContinuous(Instrument inst)
             {
@@ -202,7 +202,7 @@ namespace OpenQuant
                 }
                 else if (time >= nightOpenTime)
                 {
-                    RunTickSaver(config, date.AddDays(1).Add(nightCloseTime), calendar.GetNextTradingDay(date), false);
+                    RunTickSaver(config, date.AddDays(1).Add(nightCloseTime), calendar.GetNextTradingDay(date), true);
                 }
             }
             framework.StrategyManager.StartStrategy(strategy, StrategyMode.Live);

tick_saver/tick_saver.conf

 ctp_server = '天风电信'
 ctp_user = '008112'
 ctp_pwd = '123456'
-tick_path = 'd:\\temp\\database\\yinhe\\'
+tick_path = 'f:\\temp\\database\\xml_db\\'
 include required(file("common.conf"))
\ No newline at end of file

tick_saver/tick_saver.csproj

@@ -17,35 +17,35 @@
     <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
     <PackageReference Include="CSharpHdf" Version="1.0.2" />
     <PackageReference Include="Hocon" Version="2.0.0" />
-    <PackageReference Include="LmdbMarketDatabase" Version="1.0.8" />  
+    <PackageReference Include="LmdbMarketDatabase" Version="1.0.10" />  
     <PackageReference Include="FileServer" Version="1.0.1" />  
         
   </ItemGroup>
   
   <ItemGroup>
     <None Update="common.conf">
-      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
     </None>
     <None Update="TickSaver.conf">
-      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
     </None>
     <None Update="tick_saver.conf">
-      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
     </None>
   </ItemGroup>
 
   <ItemGroup>
     <Content Include="./openquant/config/*.*">
-      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
     </Content>
     <Content Include="./openquant/config/quantbox/*.*">
-      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
     </Content>    
     <Content Include="./openquant/logs/*.*">
-      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
     </Content>  
     <Content Include="./openquant/data/*.*">
-      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
     </Content>         
   </ItemGroup>
 </Project>