public bool getAllSecuritys(ref Dictionary <string, string> dcCodeNameShenzhen, ref Dictionary <string, string> dcCodeNameShanghai)
{
StringBuilder sErrInfo = new StringBuilder(256);
StringBuilder sResult = new StringBuilder(1024 * 1024);
short MAX_COUNT_PER_TIMES = 1000;
byte MARKET_SHENZHEN = 0;
byte MARKET_SHANGHAI = 1;
int idConn = ThreadGetDataFromTradeX.connectTDX();
if (idConn < 0)
{
return(false);
}
byte[] markets = new byte[] { MARKET_SHENZHEN, MARKET_SHANGHAI };
foreach (var market in markets)
{
short count = 0;
bool bRet = TradeXB.TdxHq_GetSecurityCount(idConn, market, ref count, sErrInfo);
if (!bRet)
{
return(false);
}
int loops = count / MAX_COUNT_PER_TIMES;
if (count % MAX_COUNT_PER_TIMES > 0)
{
loops++;
}
for (short i = 0; i < loops; i++)
{
bRet = TradeXB.TdxHq_GetSecurityList(idConn, market, (short)(i * MAX_COUNT_PER_TIMES), ref count, sResult, sErrInfo);
if (bRet)
{
string[] rows = sResult.ToString().Split(new char[] { '\n' });
foreach (var row in rows.Skip(1))
{
string[] cols = row.Split(new char[] { '\t' });
if (cols.Count() >= 8)
{
if (market == MARKET_SHENZHEN)
{
dcCodeNameShenzhen.Add(cols[0], cols[2]);
}
else if (market == MARKET_SHANGHAI)
{
dcCodeNameShanghai.Add(cols[0], cols[2]);
}
}
}
}
}
}
return(true);
}
private void GetTodayXDRFromTradeXB()
{
StringBuilder sErrInfo = new StringBuilder(256);
StringBuilder sResult = new StringBuilder(1024 * 1024);
int idConn = 0;
while (true)
{
idConn = ThreadGetDataFromTradeX.connectTDX();
if (idConn < 0)
{
Console.WriteLine("没有可用的TDX行情服务器！ 请检查网络...... 重连......" + DateTime.Now);
System.Threading.Thread.Sleep(1000);
continue;
}
bool bRet = true;
string code = "";
short getCounts = -1;
while (getCode(ref code, ref getCounts))
{
sResult.Clear();
sErrInfo.Clear();
byte market = 0;
if (code.Substring(0, 1) == "6")
{
market = 1;
}
bRet = TradeXB.TdxHq_GetXDXRInfo(idConn, market, code, sResult, sErrInfo);
if (bRet)
{
string[] rows = sResult.ToString().Split(new char[] { '\n' });
foreach (var row in rows)
{
string[] cols = row.Split(new char[] { '\t' });
if (cols.Count() >= 8 &&
(cols[0] == "0" || cols[0] == "1") &&
cols[2] == DateTime.Now.ToString("yyyyMMdd") &&
cols[3] == "1")
{
TodayXDR xdr = new TodayXDR
{
presentCash = Convert.ToDecimal(cols[4]),
presentStock = Convert.ToDecimal(cols[6]),
};
pushDataTodayXDR(code, xdr);
}
}
}
else
{
Console.Write(0);
if (getCounts < 3)
{
pushCode(code, ++getCounts);
}
string szErrorInfo = sErrInfo.ToString();
Console.WriteLine(szErrorInfo);
if (szErrorInfo.Contains("连接断开"))
{
System.Threading.Thread.Sleep(100);
idConn = -1;
break;
}
else
{
bRet = true;
} //no break
}
}
if (bRet)
{
if (idConn >= 0)
{
TradeXB.TdxHq_Disconnect(idConn);
}
break;
}
}
subtractReferenced();
}
private void Get1MBarsFromTradeXB()
{
StringBuilder sErrInfo = new StringBuilder(256);
StringBuilder sResult = new StringBuilder(1024 * 1024);
int idConn = 0;
while (true)
{
idConn = ThreadGetDataFromTradeX.connectTDX();
if (idConn < 0)
{
Console.WriteLine("没有可用的TDX行情服务器！ 请检查网络...... 重连......" + DateTime.Now);
System.Threading.Thread.Sleep(1000);
continue;
}
bool bRet = true;
string code = "";
short getCounts = -1;
while (getCode(ref code, ref getCounts))
{
sResult.Clear();
sErrInfo.Clear();
short c = 240;
byte market = 0;
if (code.Substring(0, 1) == "6")
{
market = 1;
}
bRet = TradeXB.TdxHq_GetSecurityBars(idConn, 7, market, code, 0, ref c, sResult, sErrInfo);
if (bRet)
{
List <Bar1M> ltTmpData = new List <Bar1M>();
DateTime? lastDay = null;
string[] rows = sResult.ToString().Split(new char[] { '\n' });
foreach (var row in rows)
{
string[] cols = row.Split(new char[] { '\t' });
if (cols.Count() >= 7 &&
cols[0].StartsWith("2"))
{
Bar1M b1m = new Bar1M()
{
dt = Convert.ToDateTime(cols[0]),
O = Convert.ToDecimal(cols[1]),
C = Convert.ToDecimal(cols[2]),
H = Convert.ToDecimal(cols[3]),
L = Convert.ToDecimal(cols[4]),
V = Convert.ToDecimal(cols[5]),
vm = Convert.ToDecimal(cols[6]),
};
lastDay = b1m.dt.Date;
ltTmpData.Add(b1m);
}
}
List <Bar1M> ltB1M = new List <Bar1M>();
foreach (var b1m in ltTmpData)
{
if (b1m.dt.Date == lastDay)
{
ltB1M.Add(b1m);
}
}
if (ltB1M.Count > 0)
{
pushData1M(code, ltB1M);
}
}
else
{
Console.Write(0);
if (getCounts < 3)
{
pushCode(code, ++getCounts);
}
string szErrorInfo = sErrInfo.ToString();
Console.WriteLine(szErrorInfo);
if (szErrorInfo.Contains("连接断开"))
{
System.Threading.Thread.Sleep(100);
idConn = -1;
break;
}
else
{
bRet = true;
} //no break
}
}
if (bRet)
{
if (idConn >= 0)
{
TradeXB.TdxHq_Disconnect(idConn);
}
break;
}
}
subtractReferenced();
}
private void GetQuotesFromTradeXB()
{
StringBuilder sErrInfo = new StringBuilder(256);
StringBuilder sResult = new StringBuilder(1024 * 1024);
int idConn = -1;
while (true)
{
if (idConn < 0)
{
idConn = ThreadGetDataFromTradeX.connectTDX();
}
if (idConn < 0)
{
Console.WriteLine("没有可用的TDX行情服务器！ 请检查网络...... 重连......" + DateTime.Now);
System.Threading.Thread.Sleep(1000);
continue;
}
List <string> ltCode = new List <string>();
List <byte> ltMarket = new List <byte>();
List <short> ltGetCounts = new List <short>();
bool bRet = true;
string code = "";
short getCounts = 0;
while (getCode(ref code, ref getCounts))
{
ltCode.Add(code);
ltMarket.Add(ThreadGetDataFromTradeX.getMarketType(code));
ltGetCounts.Add(getCounts);
if (ltCode.Count >= ThreadGetDataFromTradeX.MAX_COUNT_PER_TIMES)
{
break;
}
}
short count = (short)ltCode.Count;
if (count > 0)
{
sResult.Clear();
sErrInfo.Clear();
string[] arryCode = new string[count];
byte[] arryMarket = new byte[count];
ltCode.CopyTo(arryCode);
ltMarket.CopyTo(arryMarket);
short c = count;
bRet = TradeXB.TdxHq_GetSecurityQuotes(idConn, arryMarket, arryCode, ref c, sResult, sErrInfo);
if (bRet)
{
Console.Write(0);
string[] rows = sResult.ToString().Split(new char[] { '\n' });
foreach (var row in rows)
{
RealtimeDataCenter.RealtimeData rd = ThreadGetDataFromTradeX.analyseRD(row);
if (null != rd)
{
pushDataQuotes(rd);
}
}
}
else
{
Console.Write(0);
for (int i = 0; i < ltCode.Count; i++)
{
if (ltGetCounts[i] < 3)
{
pushCode(ltCode[i], ++ltGetCounts[i]);
}
}
string szErrorInfo = sErrInfo.ToString();
Console.WriteLine(szErrorInfo);
if (szErrorInfo.Contains("连接断开"))
{
System.Threading.Thread.Sleep(100);
idConn = -1;
break;
}
else
{
bRet = true;
}
}
}
if (bRet && count <= 0)
{
if (idConn >= 0)
{
TradeXB.TdxHq_Disconnect(idConn);
}
break;
}
}
subtractReferenced();
}
public void GetData()
{
List <RealtimeDataCenter.RealtimeData> ltRd = new List <RealtimeDataCenter.RealtimeData>();
StringBuilder sErrInfo = new StringBuilder(256);
StringBuilder sResult = new StringBuilder(1024 * 1024);
while (true)
{
if (!isTradingTime(DateTime.Now))
{
System.Threading.Thread.Sleep(1000);
continue;
}
int idConn = ThreadGetDataFromTradeX.connectTDX();
if (idConn < 0)
{
Console.WriteLine("没有可用的TDX行情服务器！ 请检查网络...... 重连......" + DateTime.Now);
System.Threading.Thread.Sleep(1000);
continue;
}
bool bRet = true;
while (bRet)
{
if (!isTradingTime(DateTime.Now))
{
bRet = false;
TradeXB.TdxHq_Disconnect(idConn);
Console.WriteLine("is not trading time");
break;
}
if (this.bChanged)
{
generateCodeMarketGrp();
}
foreach (var item in ltCodeMarket)
{
sResult.Clear();
sErrInfo.Clear();
short count = item.Item3[0];
bRet = TradeXB.TdxHq_GetSecurityQuotes(idConn, item.Item2, item.Item1, ref count, sResult, sErrInfo);
if (bRet)
{
string[] rows = sResult.ToString().Split(new char[] { '\n' });
foreach (var row in rows)
{
RealtimeDataCenter.RealtimeData rd = analyseRD(row);
if (null != rd)
{
ltRd.Add(rd);
}
}
if (ltRd.Count > 0)
{
this.rdc.recv(ltRd);
ltRd.Clear();
}
}
else
{
string szErrorInfo = sErrInfo.ToString();
Console.WriteLine(szErrorInfo);
if (szErrorInfo.Contains("连接断开"))
{
TradeXB.TdxHq_Disconnect(idConn);
break;
}
}
}
if (bRet)
{
System.Threading.Thread.Sleep(800);
}
}
TradeXB.TdxHq_Disconnect(idConn);
System.Threading.Thread.Sleep(1000);
}
}
public RealtimeDataCenter(int thCount = 8, string codes = null, EDataSource ds = EDataSource.sinajs)
{
#if (!LOCAL_TEST)
if (thCount <= 0 ||
thCount > 100)
{
throw new Exception("invalid thCount");
}
List <string> ltCode = new List <string>();
if (null == codes)
{
/*
* StreamReader srCodes = new StreamReader(Program.ramdisk + "\\George\\sql\\objCode.txt", Encoding.Default);
* string line;
* while (null != (line = srCodes.ReadLine()))
* {
* string[] arrCodes = line.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
* foreach (var item in arrCodes)
* { ltCode.Add(item); }
* }
*/
DBDataContext db = new DBDataContext();
var q = from n in db.tbObjs
select new { n.code };
foreach (var item in q)
{
ltCode.Add(item.code);
}
}
else
{
string[] arrCodes = codes.Split(new char[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
foreach (var item in arrCodes)
{
ltCode.Add(item);
}
}
if (ltCode.Count <= 0)
{
throw new Exception("null code");
}
if (ltCode.Count < thCount)
{
thCount = ltCode.Count;
}
int countPlanPerTh = ltCode.Count / thCount;
int countCurrentTh = countPlanPerTh;
for (int i = 0; i < thCount; i++)
{
if (i == thCount - 1) //lastTh
{
countCurrentTh = ltCode.Count - countPlanPerTh * (thCount - 1);
}
string[] arrCodes = new string[countCurrentTh];
ltCode.CopyTo(i * countPlanPerTh, arrCodes, 0, countCurrentTh);
foreach (var item in arrCodes)
{
this.dcCodeIdxThObj.Add(item, i);
}
if (EDataSource.sinajs == ds)
{
var to = new ThreadGetDataFromHttp2(arrCodes, this);
var th = new Thread(to.GetData)
{
IsBackground = true
};
this.ltTh.Add(th);
this.ltThObj.Add(to);
th.Start();
}
else if (EDataSource.tradeX == ds)
{
var to = new ThreadGetDataFromTradeX(arrCodes, this);
var th = new Thread(to.GetData)
{
IsBackground = true
};
this.ltTh.Add(th);
this.ltThObj.Add(to);
th.Start();
}
System.Threading.Thread.Sleep(10);
}
this.thSendRd2Interface = new Thread(this.sendRd2Interface)
{
IsBackground = true
};
this.thSendRd2Interface.Start();
#endif
}
