public WSETClass(WindAPI w, string _Type, string strCode, DateTime dt)
: base(w)
{
strType = _Type;
SecCode = strCode;
Date = dt;
}
/// <summary>
/// 从万德数据库中读取交易日信息数据。
/// </summary>
private void GetDataFromWindDataBase()
{
int theLastDay = 0;
if (tradeDaysOfDataBase.Count > 0)
{
theLastDay = tradeDaysOfDataBase[tradeDaysOfDataBase.Count - 1];
}
//万德API接口的类。
WindAPI w = new WindAPI();
w.start();
//从万德数据库中抓取交易日信息。
WindData days = w.tdays("20100101", "20161231", "");
//将万德中读取的数据转化成object数组的形式。
object[] dayData = days.data as object[];
foreach (object item in dayData)
{
DateTime today = (DateTime)item;
int now = DateTimeToInt(today);
if (now > theLastDay)
{
tradeDaysOfDataBase.Add(now);
}
}
w.stop();
}
public WTDaysOffsetClass(WindAPI _w, DateTime From, int days, string strParams)
: base(_w)
{
_From = From;
_Days = days;
_params = strParams;
}
public void DoIt()
{
string strErrorMsg;
WindAPI w = new WindAPI();
//登录WFT
int nRetCode = w.start();
if (0 != nRetCode)//登录失败
{
strErrorMsg = w.getErrorMsg(nRetCode);
Console.Write(strErrorMsg);
return;
}
//登录账号
Console.Write("\r\ntlogon……");
WindData wd = w.tlogon("0000", "0", "w081496501", "******", "SHSZ");
string strLogonId = wd.GetLogonId();
wd = w.tquery("Trade");
return;
//下单浦发银行
wd = w.torder("600000.SH", "Buy", "12.0", "200", "OrderType=LMT;LogonID=" + strLogonId);//单账户登录可以不指定LogonId=1
//获取下单ID
string strRequestID1 = wd.GetOrderRequestID();
Console.WriteLine("RequestID=" + strRequestID1);
//下单白云机场
wd = w.torder("600004.SH", "Buy", "12.00", "300", "OrderType=LMT;LogonID=" + strLogonId);//单账户登录可以不指定LogonId=1
//获取下单ID
string strRequestID2 = wd.GetOrderRequestID();
//查询
Console.WriteLine("query……");
wd = w.tquery("Order", "RequestID=" + strRequestID1);
//获取浦发银行OrderNumber
string strOrderNumber = wd.GetOrderNumber();
//浦发银行撤单
Console.WriteLine("cancel……");
wd = w.tcancel(strOrderNumber);
//再次查询
Console.WriteLine("query after cancel……");
wd = w.tquery("Order");
string strQueryInfoAfter = WindDataMethod.WindDataToString(wd, "tquery");
Console.Write(strQueryInfoAfter);
//登出
Console.WriteLine("tlogout……");
w.tlogout();
//退出WindAPI
w.stop();
}
public static MTable GetMutliSetData(WindAPI w, string[] code, DateTime endt, Cycle cyc, PriceAdj prcAdj, bool IncludeBaseData, string args)
{
RunNoticeClass ret = new RunNoticeClass();
MTable mtab = new MTable();
if (IncludeBaseData)
{
BaseDataProcess bp = new BaseDataProcess_ForWD(w, cyc, prcAdj);
RunResultClass bret = bp.getSetDataResult(code, endt, new object[0] {
});
if (!bret.Notice.Success)
{
mtab.Union(bret.Result);
//return new BaseDataTable();
}
}
Dictionary <string, HashSet <string> > guids = getMutliValueGuid(args.Split(','));
foreach (string key in guids.Keys)
{
MutliValueGuidProcess_ForWD cgp = new MutliValueGuidProcess_ForWD(w, key, guids[key].ToArray <string>());
cgp.cycle = cyc;
cgp.prcAdj = prcAdj;
RunResultClass cret = cgp.getSetDataResult(code, endt, new object[0] {
});
mtab.Union(cret.Result);
}
return(mtab);
}
protected override List <OptionMinute> readFromWind(string code, DateTime date)
{
WindAPI w = Platforms.GetWindAPI();
DateTime date1 = date.Date, date2 = date.Date.AddDays(1);
WindData wd = w.wsi(code, "open,high,low,close,volume,amt,oi", date1, date2, "periodstart=09:30:00;periodend=15:00:00;Fill=Previous");
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <OptionMinute>(len);
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new OptionMinute
{
time = timeList[k],
open = (double)dataList[k * fieldLen + 0],
high = (double)dataList[k * fieldLen + 1],
low = (double)dataList[k * fieldLen + 2],
close = (double)dataList[k * fieldLen + 3],
volume = (double)dataList[k * fieldLen + 4],
amount = (double)dataList[k * fieldLen + 5],
openInterest = (double)dataList[k * fieldLen + 6]
});
}
}
return(items);
}
public override List <FuturesDaily> readFromWind(string code, DateTime dateStart, DateTime dateEnd, string tag = null, IDictionary <string, object> options = null)
{
WindAPI w = Platforms.GetWindAPI();
WindData wd = w.wsd(code, "open,high,low,close,volume,amt", dateStart, dateEnd, "Fill=Previous");
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <FuturesDaily>(len * fieldLen);
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new FuturesDaily
{
time = timeList[k],
open = (double)dataList[k * fieldLen + 0],
high = (double)dataList[k * fieldLen + 1],
low = (double)dataList[k * fieldLen + 2],
close = (double)dataList[k * fieldLen + 3],
volume = (double)dataList[k * fieldLen + 4],
amount = (double)dataList[k * fieldLen + 5]
});
}
}
return(items);
}
public static DateTime[] getTradeDates(WindAPI w, string SecCode, DateTime begt, DateTime endt, Cycle cyc)
{
BaseDataTable tb = CommWDToolClass.GetBaseSerialData(w, SecCode, begt, endt, cyc, PriceAdj.UnDo, BaseDataPoint.trade_status, BaseDataPoint.sec_type, BaseDataPoint.close);
BaseDataTable ttb = tb.AvaliableData;
return(ttb["DateTime"].ToList <DateTime>().ToArray());
}
/// <summary>
/// 获取股票列表的信息。
/// </summary>
/// <param name="market">市场</param>
/// <returns>商品期货信息列表</returns>
public List <stockFormat> GetStockList(string indexName)
{
List <stockFormat> myList = new List <stockFormat>();
//按日期遍历，添加股票信息。
WindAPI w = new WindAPI();
w.start();
string[] dateStr = { "2013-06-01", "2013-12-01", "2014-06-01", "2014-12-01", "2015-06-01", "2015-12-01", "2016-06-01", "2016-06-20" };
foreach (var item in dateStr)
{
WindData wd = w.wset("sectorconstituent", "date=" + item + ";windcode=" + indexName);
object[] stockList = wd.data as object[];
int num = stockList.Length / 3;
for (int i = 0; i < num; i++)
{
stockFormat myStock = new stockFormat();
myStock.market = "SH";
myStock.code = Convert.ToString(stockList[i * 3 + 1]).Substring(0, 6);
myStock.name = (string)stockList[i * 3 + 2];
if (myList.Contains(myStock) == false)
{
myList.Add(myStock);
}
}
}
w.stop();
return(myList);
}
public static DateTime Offset(WindAPI w, BaseDataItemClass SecItem, DateTime dt, int N, Cycle cyc)
{
DateTime begt = SecItem.Ipo_date;
if (SecItem.SecType == SecType.Index)
{
//指数不停牌，自然日按交易日*7/5，放大到10/2=2倍指定开始日
switch (cyc)
{
case Cycle.Day:
{
begt = dt.AddDays(-2 * N);
break;
}
case Cycle.Week:
{
begt = dt.AddDays(-7 * N);
break;
}
case Cycle.Month:
{
begt = dt.AddMonths(N);
break;
}
case Cycle.Year:
{
begt = dt.AddYears(N);
break;
}
}
}
if (begt.CompareTo(SecItem.Ipo_date) < 0)//任何情况（index的ipo日期为1899-12-31）如果开始日期小于ipo日期，开始日期设置为Ipo日期。
{
begt = SecItem.Ipo_date;
}
BaseDataTable tb = CommWDToolClass.GetBaseSerialData(
w,
SecItem.WindCode,
begt,
dt,
Cycle.Day,
PriceAdj.UnDo,
BaseDataPoint.trade_status, BaseDataPoint.sec_type);
BaseDataTable ttb = tb.AvaliableData;
if (ttb.Count == 0)
{
return(dt); //如果数据为空，返回回览日
}
if (ttb.Count > N)
{
return(((BaseDataItemClass)ttb[ttb.Count - N]).DateTime);
}
return(((BaseDataItemClass)ttb[0]).DateTime);
}
public WSSClass(WindAPI _w, string SecCodes, string Fields, string Params)
: base(_w)
{
_Fields = Fields;
_SecCodes = SecCodes;
_Params = Params;
}
public WSSClass(WindAPI w, string SecCodes, HashSet <string> Fields, string Params)
: base(w)
{
_SelctFields = Fields;
_SecCodes = SecCodes;
_Params = Params;
}
public static void test1()
{
WindAPI w = new WindAPI();
w.start();
WindData wd = w.wsi("510050.SH", "open,high,low,close", "2016-07-26 09:00:00", "2016-07-26 14:56:12", "");
}
public WSSClass(WindAPI _w, string SecCodes, HashSet <string> Fields)
: base(_w)
{
_SelctFields = Fields;
_SecCodes = SecCodes;
_Params = "";
}
private void Excute_Click(object sender, EventArgs e)
{
InitializeChart();
this.myChart.Series.Clear();
string strStartDate = this.startDateTimePicker.Text;
string strEndDate = this.endDateTimePicker.Text;
WindAPI w = new WindAPI();
w.start();
WindData wd = null;
if (this.radioButton_KQ.Checked)
{
wd = w.edb("M5407921", strStartDate, strEndDate, "");
}
else
{
wd = w.edb("M0000272", strStartDate, strEndDate, "");
}
w.stop();
UpdateChart(wd);
}
public List <OptionInfo> readFromWind(string underlying = "510050.SH", string market = "sse")
{
string marketStr = "";
if (market == "sse")
{
marketStr = ".SH";
}
WindAPI wapi = Platforms.GetWindAPI();
WindData wd = wapi.wset("optioncontractbasicinfo", "exchange=" + market + ";windcode=" + underlying + ";status=all");
int len = wd.codeList.Length;
int fieldLen = wd.fieldList.Length;
List <OptionInfo> items = new List <OptionInfo>(len);
object[] dm = (object[])wd.data;
for (int k = 0; k < len; k++)
{
items.Add(new OptionInfo
{
optionCode = (string)dm[k * fieldLen + 0] + marketStr,
optionName = (string)dm[k * fieldLen + 1],
executeType = (string)dm[k * fieldLen + 5],
strike = (double)dm[k * fieldLen + 6],
contractMultiplier = (double)dm[k * fieldLen + 7],
optionType = (string)dm[k * fieldLen + 4],
startDate = (DateTime)dm[k * fieldLen + 9],
endDate = (DateTime)dm[k * fieldLen + 10]
});
}
return(items);
}
protected override List <StockDaily> readFromWind(string code, DateTime dateStart, DateTime dateEnd, string tag = null, IDictionary <string, object> options = null)
{
WindAPI w = Platforms.GetWindAPI();
WindData wd = w.wsd(code, "open,high,low,close,volume,amt,adjfactor,settle,pre_close,pre_settle", dateStart, dateEnd, "Fill=Previous");
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <StockDaily>(len * fieldLen);
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new StockDaily
{
time = timeList[k],
open = dataList[k * fieldLen + 0],
high = dataList[k * fieldLen + 1],
low = dataList[k * fieldLen + 2],
close = dataList[k * fieldLen + 3],
volume = dataList[k * fieldLen + 4],
amount = dataList[k * fieldLen + 5],
adjustFactor = dataList[k * fieldLen + 6],
settle = dataList[k * fieldLen + 7],
preClose = dataList[k * fieldLen + 8],
preSettle = dataList[k * fieldLen + 9]
});
}
}
return(items);
}
public static MTable getBkList(WindAPI w, string sec, DateTime dt, bool FilterTheNoPrice)
{
SecIndexClass sic = new SecIndexClass(sec);
secIndexBuilder sib = new secIndexBuilder(w, sic);
MTable mt = sib.getBkList(dt);
if (mt == null || mt.Count == 0)
{
return(mt);
}
BaseDataProcess_ForWD bdp = new BaseDataProcess_ForWD(w);
string[] seccodes = mt["wind_code"].ToList <string>().ToArray();
RunResultClass rc = bdp.getSetDataResult(seccodes, "close", dt);
MTable ret = new MTable();
List <DataRow> NewDrs = new List <DataRow>();
for (int i = 0; i < rc.Result.Count; i++)
{
DataRow retdr = mt.GetTable().Rows[i];
DataRow dr = rc.Result.GetTable().Rows[i];
if (dr.IsNull("CLOSE") && FilterTheNoPrice)
{
continue;
}
NewDrs.Add(retdr);
}
ret.FillList(NewDrs.ToArray());
return(ret);
}
/// <summary>
/// 从万德API获取
/// </summary>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <returns></returns>
List <DateTime> readFromWind(DateTime startTime, DateTime endTime)
{
WindAPI wapi = Platforms.GetWindAPI();
WindData wd = wapi.tdays(startTime, endTime, "");
var wdd = (object[])wd.data;
return(wdd.Select(x => (DateTime)x).ToList());
}
private void InitializeWind()
{
if (w == null)
{
w = new WindAPI();
w.start();
}
}
public static int getTradeDays(WindAPI w, DateTime begt, DateTime endt)
{
TDaysGuidClas tgc = new TDaysGuidClas();
TDayGuildBuilder_ForWD tgb = new TDayGuildBuilder_ForWD(w, tgc);
MTable ret = tgb.getRecordsCount(begt, endt);
return((int)ret.GetTable().Rows[0][0]);
}
private List <FuturesMinute> readByParameters(string code, DateTime date, string paramters)
{
WindAPI w = Platforms.GetWindAPI();
DateTime date2 = new DateTime(date.Year, date.Month, date.Day, 15, 0, 0);
DateTime date1 = DateUtils.PreviousTradeDay(date).AddHours(17);
//获取日盘数据
WindData wd = w.wsi(code, "open,high,low,close,volume,amt,oi", date1, date2, paramters);
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <FuturesMinute>(len);
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new FuturesMinute
{
tradeday = date,
time = timeList[k],
open = (double)dataList[k * fieldLen + 0],
high = (double)dataList[k * fieldLen + 1],
low = (double)dataList[k * fieldLen + 2],
close = (double)dataList[k * fieldLen + 3],
volume = (double)dataList[k * fieldLen + 4],
amount = (double)dataList[k * fieldLen + 5],
openInterest = (double)dataList[k * fieldLen + 6]
});
}
}
//【原版】如果该时间段第1个时间点的close为NAN，则放弃该时间段的所有数据
//if (items.Count>0 && double.IsNaN(items[0].close)==true)
//{
// return new List<FuturesMinute>();
//}
//判断该时间段前25条数据是否含有真正的数据(至少一条数据)
List <FuturesMinute> tempItem = items.GetRange(0, 25);
bool haveData = items.Any(x => double.IsNaN(x.close) != true);
//【新版1】如果该时间段前5个时间点的close为NAN，则放弃该时间段的所有数据
//if (items.Count > 0 && double.IsNaN(items[0].close) && double.IsNaN(items[1].close) &&
// double.IsNaN(items[2].close) && double.IsNaN(items[3].close) && double.IsNaN(items[4].close))
//{
// return new List<FuturesMinute>();
//}
//【新版2】如果该时间段前20个时间点的close为NAN，则放弃该时间段的所有数据
if (items.Count > 0 && haveData == false)
{
return(new List <FuturesMinute>());
}
return(items);
}
public WSDClass(WindAPI w, string SecCodes, string Fields, DateTime BegT, DateTime EndT, string strParams)
: base(w)
{
_Fields = Fields;
_SecCodes = SecCodes;
_BegT = BegT;
_EndT = EndT;
_Params = strParams;
}
public WindData getDataSet()
{
WindAPI w = new WindAPI();
w.start();
WindData wd = w.wss(_SecCodes, _Fields, _Params);
return(wd);
}
/// <summary>
/// 市场最后交易日
/// </summary>
/// <param name="w"></param>
/// <param name="dt"></param>
/// <returns></returns>
public static DateTime LastTradeDay(WindAPI w, DateTime dt, Cycle cy)
{
DateTime[] ret = getTradeDates(w, dt.AddDays(-20), dt, cy);
if (ret.Length > 0)
{
return(ret[ret.Length - 1]);
}
return(DateTime.MinValue);
}
public DataTable getHQData(string strCode, DateTime begT, DateTime endT)
{
GLClass globj = new GLClass(strCode);
WindAPI w = null;
WSDClass wsetobj = new WSDClass(w, strCode, "open,high,low,close,pct_chg,volume,windcode", begT, endT, "");
//WSDClass wsetobj = new WSDClass(strCode, "open,close,volume,windcode", begT, endT);
return(WDDataAdapter.getRecords(wsetobj.getDataSet()));
}
public SystemGlobal(WindAPI _w)
{
w = _w;
try
{ w.start(); }
catch
{ }
Init();
}
public static DateTime[] getTradeDates(WindAPI w, DateTime begt, DateTime endt, Cycle cyc)
{
TDaysGuidClas tgc = new TDaysGuidClas();
tgc.cycle = cyc;
TDayGuildBuilder_ForWD tgb = new TDayGuildBuilder_ForWD(w, tgc);
MTable ret = tgb.getRecords(begt, endt);
return(ret.ToList <DateTime>().ToArray());
}
public static DateTime LastTradeDay(WindAPI w, string SecCode, DateTime dt)
{
BaseDataTable tb = CommWDToolClass.GetBaseSerialData(w, SecCode, dt.AddDays(-1000), dt, Cycle.Day, PriceAdj.UnDo, BaseDataPoint.trade_status, BaseDataPoint.sec_type, BaseDataPoint.close);
BaseDataTable ttb = tb.AvaliableData;
if (ttb.Count == 0)
{
return(DateTime.MinValue);
}
return(((BaseDataItemClass)ttb[ttb.Count - 1]).DateTime);
}
/// <summary>
/// 获取可立即使用的WindAPI,如果处于未连接状态自动开启
/// </summary>
/// <returns></returns>
public static WindAPI GetWindAPI()
{
if (_windAPI == null)
{
_windAPI = new WindAPI();
}
if (!_windAPI.isconnected())
{
_windAPI.start();
}
return(_windAPI);
}