public void Connect()
{
lock (locker)
{
MdApi.MD_Connect();
}
}
private void button2_Click(object sender, EventArgs e)
{
MdApi md = MdApi.Instance;
int ret = md.Init("*****@*****.**", "Chs771005", MDMode.MD_MODE_NULL);
if (ret != 0)
{
//登录失败
return;
}
//List<Instrument> insts = md.GetInstruments("SHSE", 1, 1);
//insts.AddRange(md.GetInstruments("SZSE", 1, 1));
List <Tick> tickLists = new List <Tick>();
//foreach (Instrument inst in insts)
//{
// List<Tick> tickList = md.GetLastNTicks(inst.symbol, 1, "2016-03-26 15:01:00");
// tickLists.AddRange(tickList);
//}
List <Tick> tickList = md.GetLastNTicks("SHSE.600830", 1, "2018-08-13 15:00:00");
//List<Tick> tickList = md.GetTicks("SHSE.600830", "2018-08-13 00:00:00", "2018-08-13 15:05:00");
//List<Tick> tickList = md.GetTicks("SZSE.300334", "2017-05-12 00:00:00", "2017-05-12 15:00:00");
tickLists.AddRange(tickList);
DateTime startTimeUTC = TimeZone.CurrentTimeZone.ToLocalTime(new DateTime(1970, 1, 1));
foreach (Tick tick in tickLists)
{
tick.strtime = startTimeUTC.AddSeconds(tick.utc_time).ToString();
}
ShowData(tickLists.OfType <object>().ToList());
this.label1.Text = tickLists.Count.ToString();
}
public virtual void Unsubscribe(string inst, string period)
{
lock (locker)
{
MdApi.MD_Unsubscribe(inst, period);
}
}
public void Disconnect()
{
lock (locker)
{
MdApi.MD_Disconnect();
}
}
public async Task <IActionResult> UploadAndProcess(IFormFile file)
{
var content = new List <String>();
if (file != null && file.Length > 0)
{
if (SystemConstants.AcceptedExtensions.Contains(Path.GetExtension(file.FileName).ToUpperInvariant()))
{
using (var Reader = new System.IO.StreamReader(file.OpenReadStream()))
{
string inputLine = "";
while ((inputLine = await Reader.ReadLineAsync()) != null)
{
content.Add(inputLine);
}
Reader.Close();
}
//Upload
var res = await MdApi.PostPNLAsync(content);
return(PartialView("_PartialPassengerList", res));
}
else
{
return(BadRequest(new { Result = false, Message = "please upload txt only" }));
}
}
return(BadRequest(new { Result = false, Message = "Empty file" }));
}
public void SubscribeHistory(string inst, string period, string beginTime, string endTime)
{
lock (locker)
{
MdApi.MD_SubscribeHistory(inst, period, beginTime, endTime);
}
}
public void ReqQryQuotation(ref CWtpSymbolField pInstrumentID)
{
lock (locker)
{
MdApi.ReqQryQuotation(ref pInstrumentID);
}
}
public void ReqUserLogout(ref CWtpUserLogoutField pReqUserLogoutField)
{
lock (locker)
{
MdApi.ReqUserLogout(ref pReqUserLogoutField);
}
}
public void ReqQrySymbol()
{
lock (locker)
{
MdApi.ReqQrySymbol();
}
}
public void ReqUserLogin(ref CWtpReqUserLoginField pReqUserLoginField)
{
lock (locker)
{
MdApi.ReqUserLogin(ref pReqUserLoginField);
}
}
public void RegisterFront(string pszFrontAddress)
{
lock (locker)
{
MdApi.RegisterFront(pszFrontAddress);
}
}
public virtual void UnsubscribeQuote(string inst, string szExchange)
{
lock (locker)
{
MdApi.MD_UnsubscribeQuote(inst, szExchange);
}
}
public void ReqUnSubQuotation(ref CWtpSymbolField[] pInstrumentID)
{
lock (locker)
{
MdApi.ReqUnSubQuotation(pInstrumentID, pInstrumentID.Length);
}
}
public void Dispose()
{
lock (locker)
{
MdApi.Release();
GC.SuppressFinalize(this);
}
}
public void CTP_RegMD()
{
MdApi.CTP_RegOnRtnDepthMarketData_Tick(OnRtnDepthMarketData_Tick_2);
MdApi.CTP_RegOnRtnDepthMarketData_KLine(OnRtnDepthMarketData_KLine_2);
MdApi.CTP_RegOnHistory_Tick(OnHistoryTick_2);
MdApi.CTP_RegOnHistory_KLine(OnHistoryKLine_2);
MdApi.CTP_RegMDOnConnect(OnConnect_2);
MdApi.CTP_RegMDOnDisconnect(OnDisconnect_2);
MdApi.CTP_RegMDOnRspError(OnRspError_2);
}
public void WTP_RegMD()
{
MdApi.WTP_RegOnFrontConnected(OnConnect_2);
MdApi.WTP_RegOnFrontDisconnected(OnDisconnect_2);
MdApi.WTP_RegOnRspUserLogin(OnRspUserLogin_2);
MdApi.WTP_RegOnRspUserLogout(OnRspUserLogout_2);
MdApi.WTP_RegOnRspError(OnRspError_2);
MdApi.WTP_RegOnRspQrySymbol(OnRspQrySymbol_2);
MdApi.WTP_RegOnRspQryQuotation(OnRspQryQuotation_2);
MdApi.WTP_RegOnRtnQuotation(OnRtnQuotation_2);
}
public virtual void UnsubscribeQuote(string inst, string szExchange)
{
lock (locker)
{
MdApi.MD_UnsubscribeQuote(IntPtrKey, inst, szExchange);
inst.Split(new char[2] {
';', ','
}).ToList().ForEach(x =>
_SubscribedQuotes.Remove(x)
);
}
}
private void Disconnect_MD()
{
lock (_lock)
{
if (null != Api && IntPtr.Zero != Api)
{
MdApi.MD_RegMsgQueue2MdApi(Api, IntPtr.Zero);
MdApi.MD_ReleaseMdApi(Api);
Api = IntPtr.Zero;
}
IsConnected = false;
}
}
static void Main(string[] args)
{
MdApi.CTP_ReadConfigFile("F:\\CTP-MATLAB\\bin\\ConfigFile.xml");
MdApi.CTP_RegMDOnConnect(OnConnect);
MdApi.CTP_RegOnRtnDepthMarketData_Tick(OnRtnDepthMarketData_Tick);
MdApi.MD_Connect();
TdApi.TD_Connect();
while (true)
{
}
}
private void Connect_MD()
{
lock (_lock)
{
if (null == Api || IntPtr.Zero == Api)
{
Api = MdApi.MD_CreateMdApi();
MdApi.CTP_RegOnRtnDepthMarketData(m_pMsgQueue, _fnOnRtnDepthMarketData_Holder);
MdApi.MD_RegMsgQueue2MdApi(Api, m_pMsgQueue);
MdApi.MD_Connect(Api, tempPath, string.Join(";", server.MarketData.ToArray()), server.BrokerID, account.InvestorId, account.Password);
}
}
}
private void Disconnect_MD()
{
lock (_lockMd)
{
if (null != m_pMdApi && IntPtr.Zero != m_pMdApi)
{
MdApi.MD_RegMsgQueue2MdApi(m_pMdApi, IntPtr.Zero);
MdApi.MD_ReleaseMdApi(m_pMdApi);
m_pMdApi = IntPtr.Zero;
}
_bMdConnected = false;
}
}
public override void Disconnect()
{
lock (locker)
{
if (null != IntPtrKey && IntPtr.Zero != IntPtrKey)
{
MdApi.MD_RegMsgQueue2MdApi(IntPtrKey, IntPtr.Zero);
MdApi.MD_ReleaseMdApi(IntPtrKey);
IntPtrKey = IntPtr.Zero;
}
base.Disconnect();
}
}
private void button9_Click_1(object sender, EventArgs e)
{
MdApi md = MdApi.Instance;
int ret = md.Init("*****@*****.**", "Chs771005", MDMode.MD_MODE_NULL);
if (ret != 0)
{
//登录失败
return;
}
List <StockAdjustFactor> stockAdjs = md.GetStockAdj("SZSE.300044", "2018-01-01", "2018-08-06");
ShowData(stockAdjs.OfType <object>().ToList());
}
private void button7_Click(object sender, EventArgs e)
{
MdApi md = MdApi.Instance;
int ret = md.Init("*****@*****.**", "Chs771005", MDMode.MD_MODE_NULL);
if (ret != 0)
{
//登录失败
return;
}
List <MarketIndex> marketindex = md.GetLastNMarketIndex("SHSE.600004", 3);
ShowData(marketindex.OfType <object>().ToList());
}
public override void Connect()
{
lock (locker)
{
base.Connect();
IntPtrKey = MdApi.MD_CreateMdApi();
MdApi.MD_RegMsgQueue2MdApi(IntPtrKey, _MsgQueue.Queue);
MdApi.MD_Connect(IntPtrKey, _TempPath,
_Front.MarketDataAddress, _Front.BrokerId,
_Account.InvestorId, _Account.Password);
}
}
private void button4_Click(object sender, EventArgs e)
{
MdApi md = MdApi.Instance;
int ret = md.Init("*****@*****.**", "Chs771005", MDMode.MD_MODE_NULL);
if (ret != 0)
{
//登录失败
return;
}
List <Instrument> insts = md.GetInstruments("SHSE", 1, 0);
ShowData(insts.OfType <object>().ToList());
this.label1.Text = insts.Count.ToString();
}
public virtual void SubscribeQuote(string inst, string szExchange)
{
lock (locker)
{
MdApi.MD_SubscribeQuote(IntPtrKey, inst, szExchange);
inst.Split(new char[2] {
';', ','
}).ToList().ForEach(x =>
{
if (!string.IsNullOrWhiteSpace(x))
{
_SubscribedQuotes.Add(x);
}
});
}
}
public async Task <IActionResult> AddRecord(PassengerRecord record)
{
if (string.IsNullOrEmpty(record.Key) || string.IsNullOrEmpty(record.LastName))
{
return(BadRequest(new { Result = false, Message = "Key & last name must not empty" }));
}
if (record.Key.Length != 6)
{
return(BadRequest(new { Result = false, Message = "key length must be 6 letters" }));
}
var res = await MdApi.AddRecord(record);
return(PartialView("_PartialPassengerList", res));
}
//建立行情
private void Connect_MD()
{
lock (_lockMd)
{
if (_bWantMdConnect &&
(null == m_pMdApi || IntPtr.Zero == m_pMdApi))
{
m_pMdApi = MdApi.MD_CreateMdApi();
MdApi.XSpeed_RegOnMarketData(m_pMsgQueue, _fnOnMarketData_Holder);
MdApi.MD_RegMsgQueue2MdApi(m_pMdApi, m_pMsgQueue);
MdApi.MD_Connect(m_pMdApi, string.Join(";", server.MarketData.ToArray()), account.InvestorId, account.Password, 0);
//向单例对象中注入操作用句柄
XSpeedAPI.GetInstance().__RegMdApi(m_pMdApi);
}
}
}
//建立行情
private void Connect_MD()
{
lock (_lockMd)
{
if (_bWantMdConnect &&
(null == m_pMdApi || IntPtr.Zero == m_pMdApi))
{
m_pMdApi = MdApi.MD_CreateMdApi();
MdApi.CTP_RegOnRtnDepthMarketData(m_pMsgQueue, _fnOnRtnDepthMarketData_Holder);
MdApi.MD_RegMsgQueue2MdApi(m_pMdApi, m_pMsgQueue);
MdApi.MD_Connect(m_pMdApi, _newTempPath, string.Join(";", server.MarketData.ToArray()), server.BrokerID, account.InvestorId, account.Password);
//向单例对象中注入操作用句柄
CTPAPI.GetInstance().__RegMdApi(m_pMdApi);
}
}
}
/// <summary>
/// 初始化 MD 对象
/// </summary>
public static void initMd()
{
if (isInit)
{
return;
}
//本例子演示如何用行情API提取数据
md = MdApi.Instance;
int ret = md.Init("18221685724", "yjb_1983");
if (ret != 0)
{
isInit = false;
//登录失败
return;
}
else
{
isInit = true;
}
}