/// <summary>
/// 获取历史数据
/// </summary>
/// <param name="dataInfo"></param>
/// <param name="datas"></param>
/// <param name="body"></param>
/// <param name="bodyLength"></param>
/// <returns></returns>
public static int GetHistoryDatas(ref HistoryDataInfo dataInfo, List <SecurityData> datas, byte[] body, int bodyLength)
{
Binary binary = new Binary();
binary.Write(body, bodyLength);
dataInfo.m_securityCode = binary.ReadString();
dataInfo.m_type = binary.ReadChar();
dataInfo.m_size = binary.ReadInt();
dataInfo.m_cycle = binary.ReadInt();
dataInfo.m_subscription = binary.ReadInt();
dataInfo.m_startDate = binary.ReadDouble();
dataInfo.m_endDate = binary.ReadDouble();
dataInfo.m_pushData = binary.ReadBool();
int size = dataInfo.m_size;
for (int i = 0; i < size; i++)
{
SecurityData item = new SecurityData();
item.m_date = binary.ReadDouble();
item.m_close = binary.ReadFloat();
item.m_high = binary.ReadFloat();
item.m_low = binary.ReadFloat();
item.m_open = binary.ReadFloat();
item.m_volume = binary.ReadDouble();
item.m_amount = binary.ReadDouble();
if (dataInfo.m_cycle == 0)
{
item.m_avgPrice = binary.ReadFloat();
}
datas.Add(item);
}
binary.Close();
return(1);
}
/// <summary>
/// 获取实时数据
/// </summary>
/// <param name="dataInfo"></param>
/// <param name="datas"></param>
/// <param name="body"></param>
/// <param name="bodyLength"></param>
/// <returns></returns>
public static int GetLatestDatas(ref LatestDataInfo dataInfo, List <SecurityLatestData> datas, byte[] body, int bodyLength)
{
Binary binary = new Binary();
binary.Write(body, bodyLength);
dataInfo.m_formatType = binary.ReadChar();
dataInfo.m_lv2 = binary.ReadChar();
dataInfo.m_size = binary.ReadInt();
for (int i = 0; i < dataInfo.m_size; i++)
{
SecurityLatestData item = new SecurityLatestData();
item.m_securityCode = binary.ReadString();
item.m_open = binary.ReadFloat();
item.m_lastClose = binary.ReadFloat();
item.m_close = binary.ReadFloat();
item.m_high = binary.ReadFloat();
item.m_low = binary.ReadFloat();
item.m_volume = binary.ReadDouble();
item.m_amount = binary.ReadDouble();
if (dataInfo.m_formatType == 0)
{
item.m_buyVolume1 = binary.ReadInt();
item.m_buyPrice1 = binary.ReadFloat();
item.m_buyVolume2 = binary.ReadInt();
item.m_buyPrice2 = binary.ReadFloat();
item.m_buyVolume3 = binary.ReadInt();
item.m_buyPrice3 = binary.ReadFloat();
item.m_buyVolume4 = binary.ReadInt();
item.m_buyPrice4 = binary.ReadFloat();
item.m_buyVolume5 = binary.ReadInt();
item.m_buyPrice5 = binary.ReadFloat();
item.m_sellVolume1 = binary.ReadInt();
item.m_sellPrice1 = binary.ReadFloat();
item.m_sellVolume2 = binary.ReadInt();
item.m_sellPrice2 = binary.ReadFloat();
item.m_sellVolume3 = binary.ReadInt();
item.m_sellPrice3 = binary.ReadFloat();
item.m_sellVolume4 = binary.ReadInt();
item.m_sellPrice4 = binary.ReadFloat();
item.m_sellVolume5 = binary.ReadInt();
item.m_sellPrice5 = binary.ReadFloat();
item.m_innerVol = binary.ReadInt();
item.m_outerVol = binary.ReadInt();
item.m_turnoverRate = binary.ReadFloat();
item.m_openInterest = binary.ReadDouble();
item.m_settlePrice = binary.ReadFloat();
}
item.m_date = binary.ReadDouble();
datas.Add(item);
}
binary.Close();
return(1);
}
public static int GetFilterResults(Dictionary <string, double[]> datas, ref int currentBatch, ref int totalBatch, byte[] body, int bodyLength)
{
Binary binary = new Binary();
binary.Write(body, bodyLength);
int num = binary.ReadInt();
currentBatch = binary.ReadInt();
totalBatch = binary.ReadInt();
if (num > 0)
{
for (int i = 0; i < num; i++)
{
string str = binary.ReadString();
int num3 = binary.ReadInt();
double[] numArray = new double[num3];
for (int j = 0; j < num3; j++)
{
numArray[j] = binary.ReadDouble();
}
datas[str] = numArray;
}
}
binary.Close();
return(1);
}
/// <summary>
/// 获取交易数据
/// </summary>
/// <param name="securityCode"></param>
/// <param name="transactionDatas"></param>
/// <param name="body"></param>
/// <param name="bodyLength"></param>
/// <returns></returns>
public static int GetTransactionDatas(ref string securityCode, List <TransactionData> transactionDatas, byte[] body, int bodyLength)
{
Binary binary = new Binary();
binary.Write(body, bodyLength);
securityCode = binary.ReadString();
int num = binary.ReadInt();
for (int i = 0; i < num; i++)
{
TransactionData item = new TransactionData();
item.m_date = binary.ReadDouble();
item.m_price = binary.ReadFloat();
item.m_volume = binary.ReadDouble();
item.m_type = binary.ReadChar();
transactionDatas.Add(item);
}
binary.Close();
return(1);
}
/// <summary>
/// 获取实时数据L2
/// </summary>
/// <param name="dataInfo"></param>
/// <param name="datas"></param>
/// <param name="body"></param>
/// <param name="bodyLength"></param>
/// <returns></returns>
public static int GetLatestDatasLV2(ref LatestDataInfoLV2 dataInfo, List <SecurityLatestDataLV2> datas, byte[] body, int bodyLength)
{
Binary binary = new Binary();
binary.Write(body, bodyLength);
dataInfo.m_size = binary.ReadInt();
for (int i = 0; i < dataInfo.m_size; i++)
{
SecurityLatestDataLV2 item = new SecurityLatestDataLV2();
item.m_securityCode = binary.ReadString();
item.m_allBuyVol = binary.ReadDouble();
item.m_avgBuyPrice = binary.ReadFloat();
item.m_allSellVol = binary.ReadDouble();
item.m_avgSellPrice = binary.ReadFloat();
item.m_buyVolume6 = binary.ReadInt();
item.m_buyPrice6 = binary.ReadFloat();
item.m_buyVolume7 = binary.ReadInt();
item.m_buyPrice7 = binary.ReadFloat();
item.m_buyVolume8 = binary.ReadInt();
item.m_buyPrice8 = binary.ReadFloat();
item.m_buyVolume9 = binary.ReadInt();
item.m_buyPrice9 = binary.ReadFloat();
item.m_buyVolume10 = binary.ReadInt();
item.m_buyPrice10 = binary.ReadFloat();
item.m_sellVolume6 = binary.ReadInt();
item.m_sellPrice6 = binary.ReadFloat();
item.m_sellVolume7 = binary.ReadInt();
item.m_sellPrice7 = binary.ReadFloat();
item.m_sellVolume8 = binary.ReadInt();
item.m_sellPrice8 = binary.ReadFloat();
item.m_sellVolume9 = binary.ReadInt();
item.m_sellPrice9 = binary.ReadFloat();
item.m_sellVolume10 = binary.ReadInt();
item.m_sellPrice10 = binary.ReadFloat();
datas.Add(item);
}
binary.Close();
return(1);
}
/// <summary>
/// 获取预测的成交量
/// </summary>
/// <param name="datas"></param>
/// <param name="body"></param>
/// <param name="bodyLength"></param>
/// <returns></returns>
public static int GetVolumeForecastData(List <VolumeForecastData> datas, byte[] body, int bodyLength)
{
Binary binary = new Binary();
binary.Write(body, bodyLength);
int num = binary.ReadInt();
for (int i = 0; i < num; i++)
{
VolumeForecastData item = new VolumeForecastData();
item.m_securityCode = binary.ReadString();
item.m_rate = binary.ReadDouble();
datas.Add(item);
}
binary.Close();
return(1);
}
/// <summary>
/// 获取表格
/// </summary>
/// <param name="bytes">流</param>
/// <param name="native">方法库</param>
/// <returns>表格</returns>
public GridA GetGrid(byte[] bytes, INativeBase native)
{
Binary br = new Binary();
br.Write(bytes, bytes.Length);
GridA grid = new GridA();
grid.Native = native;
grid.Name = br.ReadString();
int columnsSize = br.ReadInt();
for (int i = 0; i < columnsSize; i++)
{
GridColumn column = new GridColumn();
column.Name = br.ReadString();
column.ColumnType = br.ReadString();
grid.AddColumn(column);
}
grid.Update();
List <GridColumn> columns = grid.GetColumns();
int rowsCount = br.ReadInt();
for (int i = 0; i < rowsCount; i++)
{
GridRow row = new GridRow();
grid.AddRow(row);
for (int j = 0; j < columnsSize; j++)
{
GridColumn column = columns[j];
string columnType = column.ColumnType.ToLower();
GridCell cell = null;
if (columnType == "bool")
{
cell = new GridBoolCell();
row.AddCell(j, cell);
cell.SetBool(br.ReadBool());
}
else if (columnType == "double")
{
cell = new GridDoubleCell();
row.AddCell(j, cell);
cell.SetDouble(br.ReadDouble());
}
else if (columnType == "float")
{
cell = new GridFloatCell();
row.AddCell(j, cell);
cell.SetFloat(br.ReadFloat());
}
else if (columnType == "int")
{
cell = new GridIntCell();
row.AddCell(j, cell);
cell.SetInt(br.ReadInt());
}
else if (columnType == "long")
{
cell = new GridLongCell();
row.AddCell(j, cell);
cell.SetLong((long)br.ReadDouble());
}
else if (columnType == "string")
{
cell = new GridStringCell();
row.AddCell(j, cell);
cell.SetString(br.ReadString());
}
else
{
cell = new GridStringCell();
row.AddCell(j, cell);
cell.SetString(br.ReadString());
}
}
}
br.Close();
return(grid);
}
