public List <Trade> HistoryTrades(string symbol, string startTime, string endTime = "")
{
DateTime time1 = DateTime.Parse(startTime);
DateTime time2 = DateTime.Now;
if (endTime != "")
{
time2 = DateTime.Parse(endTime);
}
FixedSizeTradeQueue tradeQueue = this.getTradeQueue(symbol);
List <Trade> ret = new List <Trade>();
if (time1 < tradeQueue.MinTime || time1 > tradeQueue.MaxTime)
{
Console.WriteLine("start time not in range of cache trades! ");
}
else
{
foreach (Trade aTrade in tradeQueue.Values)
{
if (aTrade.DateTime >= time1 && aTrade.DateTime <= time2)
{
ret.Add(aTrade);
}
}
}
return(ret);
}
private FixedSizeTradeQueue getTradeQueue(string symbol)
{
FixedSizeTradeQueue tradeQueue;
if (!this.dictTradeCache.TryGetValue(symbol, out tradeQueue))
{
tradeQueue = new FixedSizeTradeQueue(30);
this.dictTradeCache[symbol] = tradeQueue;
}
return(tradeQueue);
}
public Dictionary <string, Tick> Current(IEnumerable <string> symbols)
{
Dictionary <string, Tick> ret = new Dictionary <string, Tick>();
string baseUrl = "http://qt.gtimg.cn/q=";
int i = 0, si = 0;
List <string> tickStrings = new List <string>();
string symbolsString = "";
try
{
foreach (string symbol in symbols)
{
string tensentSymbol = this.getTencentSymbol(symbol);
symbolsString += tensentSymbol + ",";
i++; si++;
if (i >= this.batchSize || si >= symbols.Count())
{
Stream stream = this.webClient.OpenRead(baseUrl + symbolsString);
StreamReader reader = new StreamReader(stream);
string tickString;
while ((tickString = reader.ReadLine()) != null)
{
tickStrings.Add(tickString);
}
stream.Close();
symbolsString = "";
i = 0;
}
}
i = 0;
foreach (string symbol in symbols)
{
if (i >= tickStrings.Count)
{
break;
}
string[] data = tickStrings[i].Split('~');
if (!data[0].Contains(this.dictGMToTensent[symbol]))
{
continue;
}
if (data.Length >= 40)//保证有数据
{
Tick aTick = new Tick
{
Price = Utils.ParseFloat(data[3]),
LastClose = Utils.ParseFloat(data[4]),
Open = Utils.ParseFloat(data[5]),
High = Utils.ParseFloat(data[33]),
Low = Utils.ParseFloat(data[34]),
UpperLimit = Utils.ParseFloat(data[47]),
LowerLimit = Utils.ParseFloat(data[48]),
DateTime = Utils.StringToDateTime(data[30], "TENCENT") //此为快照生成时间，不是最新交易时间
};
this.dictLastTradeDate[symbol] = aTick.DateTime.Date; //当前交易日期
for (int k = 0; k < 5; k++)
{
aTick.Quotes[k] = new Quote
{
BidPrice = Utils.ParseFloat(data[9 + k * 2]),
BidVolume = Utils.ParseLong(data[10 + k * 2]) * 100,
AskPrice = Utils.ParseFloat(data[19 + k * 2]),
AskVolume = Utils.ParseLong(data[20 + k * 2]) * 100
};
}
if (data[29].Length > 1)
{
string[] tradeStrings = data[29].Split('|');
FixedSizeTradeQueue tradeQueue = this.getTradeQueue(symbol);
for (int k = tradeStrings.Length - 1; k >= 0; k--)
{
string[] temp = tradeStrings[k].Split('/');
if (temp.Length < 5)
{
continue;
}
Trade aTrade = new Trade
{
DateTime = aTick.DateTime.Date.Add(TimeSpan.Parse(temp[0])),
Price = Utils.ParseFloat(temp[1]),
Volume = Utils.ParseInt(temp[2]) * 100,
BuyOrSell = temp[3][0],
Amount = Utils.ParseDouble(temp[4])
};
tradeQueue.Add(aTrade);
}
if (tradeQueue.Count > 0)
{
Trade lastTrade = tradeQueue.LastTrade;
aTick.Volume = lastTrade.Volume;
aTick.Amount = lastTrade.Amount;
aTick.BuyOrSell = lastTrade.BuyOrSell;
aTick.DateTime = lastTrade.DateTime;
}
}
aTick.CumVolume = Utils.ParseDouble(data[36]) * 100;
aTick.CumAmount = Utils.ParseDouble(data[37]) * 10000;
aTick.Source = "Tencent";
ret.Add(symbol, aTick);
}
i++;
}
}
catch (Exception ex)
{
Console.WriteLine("{0}的{1}发生错误：{2}", ex.Source, ex.TargetSite.Name, ex.Message);
}
return(ret);
}