string GetKeyFromSTKHISDATA(ref STKHISDATA pHisData)
{
return string.Format("{0}:{1}:{2}", pHisData.Market, pHisData.Code, pHisData.nPeriod);
}
private void OnRspHistoryQuot(IntPtr pQuotApi, IntPtr pBuffer, ref STKHISDATA pHisData)
{
string key = GetKeyFromSTKHISDATA(ref pHisData);
string requestId;
if (historicalDataRecords.TryGetValue(key, out requestId))
{
HistoricalDataRequest request;
if (historicalDataIds.TryGetValue(requestId, out request))
{
IntPtr ptrHead = (IntPtr)(pBuffer + Marshal.SizeOf(typeof(STKHISDATA)));
for (int i = 0; i < pHisData.nCount; ++i)
{
IntPtr ptr = (IntPtr)(ptrHead + Marshal.SizeOf(typeof(HISTORYDATA)) * i);
HISTORYDATA hd = (HISTORYDATA)Marshal.PtrToStructure(ptr, typeof(HISTORYDATA));
if (request.DataType == HistoricalDataType.Daily)
{
DateTime datetime = Convert.ToDateTime(hd.time.Substring(0, 10));
if (datetime >= request.BeginDate && datetime < request.EndDate)
{
Daily daily = new Daily(datetime,
hd.fOpen, hd.fHigh, hd.fLow, hd.fClose, (long)hd.fVolume, (long)hd.fAmount);
NewHistoricalBar(this,
new HistoricalBarEventArgs(daily, request.RequestId, request.Instrument, this, -1));
}
}
else
{
DateTime datetime = Convert.ToDateTime(hd.time);
if (datetime >= request.BeginDate && datetime < request.EndDate)
{
Bar bar = new Bar(BarType.Time, request.BarSize, datetime.AddSeconds(-request.BarSize),
datetime,
hd.fOpen, hd.fHigh, hd.fLow, hd.fClose, (long)hd.fVolume, (long)hd.fAmount);
NewHistoricalBar(this,
new HistoricalBarEventArgs(bar, request.RequestId, request.Instrument, this, -1));
}
}
}
historicalDataIds.Remove(request.RequestId);
EmitHistoricalDataCompleted(request);
}
historicalDataRecords.Remove(key);
}
}
private void OnRspHistoryQuot(IntPtr pQuotApi, IntPtr pBuffer, ref STKHISDATA pHisData)
{
ehlog.Info("<--OnRspHistoryQuot:{0},{1},{2},{3}条", pHisData.Market, pHisData.Code, (PeriodType)pHisData.nPeriod, pHisData.nCount);
string key = GetKeyFromSTKHISDATA(ref pHisData);
DataRecord dr;
if (historicalDataRecords_key.TryGetValue(key, out dr))
{
HistoricalDataRequest request = dr.request;
IntPtr ptrHead = (IntPtr)(pBuffer + Marshal.SizeOf(typeof(STKHISDATA)));
for (int i = 0; i < pHisData.nCount; ++i)
{
IntPtr ptr = (IntPtr)(ptrHead + Marshal.SizeOf(typeof(HISTORYDATA)) * i);
HISTORYDATA hd = (HISTORYDATA)Marshal.PtrToStructure(ptr, typeof(HISTORYDATA));
if (request.DataType == HistoricalDataType.Daily)
{
DateTime datetime = Convert.ToDateTime(hd.time.Substring(0, 10));
if (!EnableDateFilter||(datetime >= request.BeginDate && datetime < request.EndDate))
{
Daily daily = new Daily(datetime,
hd.fOpen, hd.fHigh, hd.fLow, hd.fClose, (long)hd.fVolume, (long)hd.fAmount);
NewHistoricalBar(this,
new HistoricalBarEventArgs(daily, request.RequestId, request.Instrument, this, -1));
}
}
else
{
DateTime datetime = Convert.ToDateTime(hd.time);
if (!EnableDateFilter || (datetime >= request.BeginDate && datetime < request.EndDate))
{
Bar bar = new Bar(BarType.Time, request.BarSize, datetime.AddSeconds(-request.BarSize), datetime,
hd.fOpen, hd.fHigh, hd.fLow, hd.fClose, (long)hd.fVolume, (long)hd.fAmount);
NewHistoricalBar(this,
new HistoricalBarEventArgs(bar, request.RequestId, request.Instrument, this, -1));
}
}
}
RemoveRequest(key);
}
}