private void setNewBar(GMSDK.Bar gskBar)
{
string symbol = gskBar.exchange + "." + gskBar.sec_id;
Instrument curInstrument = InstrumentManager.Instruments[symbol];
if (curInstrument == null)
{
this.EmitError(2, "Symbol " + symbol + " was not found in InstrumentManager.");
return;
}
GMBar gmBar = GSKToGM.ConvertBar(gskBar);
this.OnNewBar(this, new BarEventArgs(gmBar, curInstrument, this));
}
public ReportArgs GetLastBars(List <string> symbols, int barSize)
{
byte barType = 7;//默认1分线
int min = barSize / 60;
switch (min)
{
case 1:
barType = 7;
break;
case 5:
barType = 0;
break;
case 15:
barType = 1;
break;
case 30:
barType = 2;
break;
case 60:
barType = 3;
break;
case 1440:
barType = 4;
break;
default:
barType = 7;
break;
}
ReportArgs reportArgs = new ReportArgs();
reportArgs.Succeeded = true;
Dictionary <string, GMSDK.Bar> barDict = new Dictionary <string, GMSDK.Bar>();
reportArgs.Result = barDict;
StringBuilder errInfo = new StringBuilder(256);
StringBuilder result = new StringBuilder(1024 * 1024);
short count = 1;
foreach (string symbol in symbols)
{
string[] temp = symbol.Split('.');
string market = temp[0];
byte marketID = 0;
switch (market)
{
case "SHSE":
marketID = 1;
break;
case "SZSE":
marketID = 0;
break;
}
string securityID = temp[1];
if (TdxHqWrapper.TdxHq_GetSecurityBars(barType, marketID, securityID, 0, ref count, result, errInfo))
{
List <string[]> data = this.pickUp(result);
GMSDK.Bar bar = new GMSDK.Bar();
bar.exchange = market;
bar.sec_id = securityID;
bar.strtime = data[1][0];
bar.utc_endtime = DateTime.Parse(bar.strtime).ToFileTimeUtc();
bar.bar_type = barSize;
bar.open = float.Parse(data[1][1]);
bar.close = float.Parse(data[1][2]);
bar.high = float.Parse(data[1][3]);
bar.low = float.Parse(data[1][4]);
bar.volume = double.Parse(data[1][5]);
bar.amount = double.Parse(data[1][6]);
barDict.Add(symbol, bar);
}
else
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
break;
}
}
return(reportArgs);
}
public static GMBar ConvertBar(GMSDK.Bar gskBar)
{
return(new GMBar(startTimeUTC.AddSeconds(gskBar.utc_time), gskBar.open, gskBar.high, gskBar.low, gskBar.close, (long)gskBar.volume, gskBar.bar_type, gskBar.pre_close, gskBar.amount, gskBar.adj_factor, gskBar.flag));
}
public void onBar(GMSDK.Bar gskBar)
{
this.setNewBar(gskBar);
}
