GetBloombergData(List<string> lstSecurities, List<string> lstField)
{
List<Dictionary<string, string>> DataTable = new List<Dictionary<string, string>>();
List<string> tmp = new List<string>();
BloombergLib.BloombergLib.CBloomberg objBloomberg;
CBloombergRemoteFactory objRemoteFactory;
//取得本機的 IP
string strLocalIP = System.Net.Dns.GetHostAddresses(System.Net.Dns.GetHostName())[0].ToString();
string strServerIP = "10.5.48.46"; // Bloomberg PC
if (strLocalIP != strServerIP)
{
if (IsRegisterChannel == false) // 連線設定、只要一次、程式就可重複使用
{
string path1 = Directory.GetCurrentDirectory();
string path2 = Directory.GetParent(path1).FullName;
string path3 = Directory.GetParent(path2).FullName;
string path4 = Directory.GetParent(path3).FullName;
string AppConfig = path4 + "\\UtilityLibrary\\App.Config";
//RemotingConfiguration.Configure(@"D:\Work\20110819_BloombergAPI\AutoGetData\App.Config", false);
RemotingConfiguration.Configure(AppConfig, false);
RemotingConfiguration.CustomErrorsMode = CustomErrorsModes.Off;
RemotingConfiguration.CustomErrorsEnabled(true);
IsRegisterChannel = true;
}
}
//產生 object (若有 Remoting, 則object由Server端產生,否則由Client端產生)
objRemoteFactory = new CBloombergRemoteFactory();
objBloomberg = objRemoteFactory.GetNewInstance();
try
{
//'清除資料
objBloomberg.ClearData();
//'讀取今天的資料
objBloomberg.RequestType = RequestType.ReferenceDataRequest;
foreach (string Security in lstSecurities)
{
objBloomberg.AddSecurities(Security);
}
foreach (string Field in lstField)
{
objBloomberg.AddFields(Field);
}
//'讀取Bloomberg資料
objBloomberg.SendRequest();
foreach (BloombergLib.CBloombergData objBloomberData in objBloomberg.GetData())
{
Dictionary<string, string> OHLC = new Dictionary<string, string>();
OHLC.Add("IssueCode", objBloomberData.Security.ToUpper());
foreach (string Field in lstField)
{
OHLC.Add(Field, objBloomberData.get_Field(Field));
}
DataTable.Add(OHLC);
}
}
catch (System.Exception ex)
{
Console.WriteLine(ex.ToString());
}
return DataTable;
}
GetHistoricalPrice(string startDate, string endDate, string BloombergTicker, PriceFormat priceFormat)
{
BloombergLib.BloombergLib.CBloomberg objBloomberg;
CBloombergRemoteFactory objRemoteFactory;
List<BloombergPrice> HistoricalPrice = new List<BloombergPrice>();
//取得本機的 IP
string strLocalIP = System.Net.Dns.GetHostAddresses(System.Net.Dns.GetHostName())[0].ToString();
string strServerIP = "10.5.48.46"; // Bloomberg PC
if (strLocalIP != strServerIP)
{
if (IsRegisterChannel == false) // 連線設定、只要一次、程式就可重複使用
{
//string path1 = Directory.GetCurrentDirectory();
//string path2 = Directory.GetParent(path1).FullName;
//string path3 = Directory.GetParent(path2).FullName;
//string path4 = Directory.GetParent(path3).FullName;
//string AppConfig = path4 + "\\Bloomberg\\App.Config";
//RemotingConfiguration.Configure(AppConfig, false);
RemotingConfiguration.Configure(@"C:\Bloomberg.Config", false);
RemotingConfiguration.CustomErrorsMode = CustomErrorsModes.Off;
RemotingConfiguration.CustomErrorsEnabled(true);
IsRegisterChannel = true;
}
}
//產生 object (若有 Remoting, 則object由Server端產生,否則由Client端產生)
objRemoteFactory = new CBloombergRemoteFactory();
objBloomberg = objRemoteFactory.GetNewInstance();
try
{
//'清除資料
objBloomberg.ClearData();
//'讀取今天的資料
objBloomberg.RequestType = RequestType.HistoricalDataRequest; // <======= IMPORTANT!!!
List<string> lstField = new List<string>();
if (priceFormat == PriceFormat.UniPrice)
{
lstField.Add("PX_LAST"); lstField.Add("PX_LAST"); lstField.Add("PX_LAST"); lstField.Add("PX_LAST");
}
else
{
lstField.Add("PX_OPEN"); lstField.Add("PX_HIGH"); lstField.Add("PX_LOW"); lstField.Add("PX_LAST");
}
objBloomberg.AddSecurities(BloombergTicker);
foreach (string Field in lstField) objBloomberg.AddFields(Field);
//string mktdate = DateTime.Today.AddDays(-1).ToString("yyyyMMdd");
BloombergLib.BloombergLib.CBloombergHistoricalOption objHistoricalOption;
objHistoricalOption = objBloomberg.GetHistoricalOption();
objHistoricalOption.periodicityAdjustment = periodicityAdjustment.ACTUAL;
objHistoricalOption.periodicitySelection = periodicitySelection.DAILY;
//'設定資料開始日期
objHistoricalOption.StartDate = startDate; // mktdate; // ' "20110901" 'txtStartDate.Text
//'設定資料結束日期
objHistoricalOption.EndDate = endDate; // mktdate; // ' "20110901" 'txtEndDate.Text
objHistoricalOption.nonTradingDayFillOption = nonTradingDayFillOption.ACTIVE_DAYS_ONLY;
objHistoricalOption.nonTradingDayFillMethod = nonTradingDayFillMethod.PREVIOUS_VALUE;
//'讀取Bloomberg資料
objBloomberg.SendRequest();
List<string> tmpout = new List<string>();
foreach (BloombergLib.CBloombergData objBloomberData in objBloomberg.GetData())
{
string tempMessage = objBloomberData.HistoryDate.Replace("-", "");// +",";
foreach (string Field in lstField)
{
tempMessage += "," + objBloomberData.get_Field(Field);
}
//sw.WriteLine("{0}", tempMessage);
tmpout.Add(tempMessage);
}
if (tmpout.Count > 0)
{
foreach (var tmpdata in tmpout)
{
BloombergPrice tmpOHLC = new BloombergPrice();
char[] delimiterChars = { ',' };
string[] tmpstring = tmpdata.Split(delimiterChars);
tmpOHLC.Datetime = DateTime.ParseExact(tmpstring[0], "yyyyMMdd", System.Globalization.CultureInfo.InvariantCulture);
tmpOHLC.Open = double.Parse(tmpstring[1]);
tmpOHLC.High = double.Parse(tmpstring[2]);
tmpOHLC.Low = double.Parse(tmpstring[3]);
tmpOHLC.Close = double.Parse(tmpstring[4]);
HistoricalPrice.Add(tmpOHLC);
}
}
}
catch (System.Exception ex)
{
throw ex;
}
return HistoricalPrice;
}
GetPriceIndividual(string date1, string date2, string opfile, string BloombergTicker, PriceFormat priceFormat)
{
BloombergLib.BloombergLib.CBloomberg objBloomberg;
CBloombergRemoteFactory objRemoteFactory;
//取得本機的 IP
string strLocalIP = System.Net.Dns.GetHostAddresses(System.Net.Dns.GetHostName())[0].ToString();
string strServerIP = "10.5.48.46"; // Bloomberg PC
if (strLocalIP != strServerIP)
{
if (IsRegisterChannel == false) // 連線設定、只要一次、程式就可重複使用
{
//string path1 = Directory.GetCurrentDirectory();
//string path2 = Directory.GetParent(path1).FullName;
//string path3 = Directory.GetParent(path2).FullName;
//string path4 = Directory.GetParent(path3).FullName;
//string AppConfig = path4 + "\\Bloomberg\\App.Config";
//RemotingConfiguration.Configure(AppConfig, false);
RemotingConfiguration.Configure(@"C:\Bloomberg.Config", false);
RemotingConfiguration.CustomErrorsMode = CustomErrorsModes.Off;
RemotingConfiguration.CustomErrorsEnabled(true);
IsRegisterChannel = true;
}
}
//產生 object (若有 Remoting, 則object由Server端產生,否則由Client端產生)
objRemoteFactory = new CBloombergRemoteFactory();
objBloomberg = objRemoteFactory.GetNewInstance();
try
{
//'清除資料
objBloomberg.ClearData();
//'讀取今天的資料
objBloomberg.RequestType = RequestType.HistoricalDataRequest; // <======= IMPORTANT!!!
List<string> lstField = new List<string>();
if (priceFormat == PriceFormat.UniPrice)
{
lstField.Add("PX_LAST"); lstField.Add("PX_LAST"); lstField.Add("PX_LAST"); lstField.Add("PX_LAST");
}
else
{
lstField.Add("PX_OPEN"); lstField.Add("PX_HIGH"); lstField.Add("PX_LOW"); lstField.Add("PX_LAST");
}
objBloomberg.AddSecurities(BloombergTicker);
foreach (string Field in lstField) objBloomberg.AddFields(Field);
//string mktdate = DateTime.Today.AddDays(-1).ToString("yyyyMMdd");
BloombergLib.BloombergLib.CBloombergHistoricalOption objHistoricalOption;
objHistoricalOption = objBloomberg.GetHistoricalOption();
objHistoricalOption.periodicityAdjustment = periodicityAdjustment.ACTUAL;
objHistoricalOption.periodicitySelection = periodicitySelection.DAILY;
//'設定資料開始日期
objHistoricalOption.StartDate = date1; // mktdate; // ' "20110901" 'txtStartDate.Text
//'設定資料結束日期
objHistoricalOption.EndDate = date2; // mktdate; // ' "20110901" 'txtEndDate.Text
objHistoricalOption.nonTradingDayFillOption = nonTradingDayFillOption.ACTIVE_DAYS_ONLY;
objHistoricalOption.nonTradingDayFillMethod = nonTradingDayFillMethod.PREVIOUS_VALUE;
//'讀取Bloomberg資料
objBloomberg.SendRequest();
List<string> tmpout = new List<string>();
foreach (BloombergLib.CBloombergData objBloomberData in objBloomberg.GetData())
{
string tempMessage = objBloomberData.HistoryDate.Replace("-", "");// +",";
foreach (string Field in lstField)
{
tempMessage += "," + objBloomberData.get_Field(Field);
}
//sw.WriteLine("{0}", tempMessage);
tmpout.Add(tempMessage);
}
if (tmpout.Count > 0)
{
StreamWriter sw = new StreamWriter(opfile, false, Encoding.Default);
foreach (string strout in tmpout)
{
Console.WriteLine(strout);
sw.WriteLine("{0}", strout);
}
sw.Close();
}
else
Console.WriteLine("{0} No data from Bloomberg!!!", BloombergTicker);
Console.WriteLine("Done!");
}
catch (System.Exception ex)
{
Console.WriteLine(ex.ToString());
}
}