private void wsq_Click(object sender, EventArgs e)
{
if (!start())
{
return;
}
//查询一次
WindData wd = m_w.wsq("AAL.L,ABF.L", "rt_time,rt_pre_close,rt_open,rt_last,rt_latest,rt_chg", "");
string s = WindDataMethod.WindDataToString(wd, "wsq");
ShowInRichText(s);
}
/// <summary>
/// 获取期权和50ETF实时快照数据
/// </summary>
/// <param name="optionList"></param>
/// <param name="etfPrice"></param>
/// <returns></returns>
private Dictionary <string, OptionGreek> getOptionPrice(List <OptionInfo> optionList, ref double etfPrice)
{
Dictionary <string, OptionGreek> option = new Dictionary <string, OptionGreek>();
string code = "510050.SH";
for (int i = 0; i < optionList.Count(); i++)
{
OptionGreek greek = new OptionGreek();
greek.code = optionList[i].optionCode;
greek.duration = DateUtils.GetSpanOfTradeDays(today, optionList[i].endDate);
option.Add(greek.code, greek);
code += "," + greek.code;
}
WindData wd = w.wsq(code, "rt_last,rt_ask1,rt_asize1,rt_bid1,rt_bsize1,rt_delta,rt_gamma,rt_vega,rt_theta,rt_imp_volatility", "");
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
int length = dataList.Length / 10;
etfPrice = dataList[0];
for (int i = 1; i < length; i++)
{
string optionCode = optionList[i - 1].optionCode;
double strike = optionList[i - 1].strike;
OptionGreek greek = option[optionCode];
greek.lastPrice = dataList[i * 10 + 0];
greek.ask = dataList[i * 10 + 1];
greek.askv = dataList[i * 10 + 2];
greek.bid = dataList[i * 10 + 3];
greek.bidv = dataList[i * 10 + 4];
greek.delta = dataList[i * 10 + 5];
greek.gamma = dataList[i * 10 + 6];
greek.vega = dataList[i * 10 + 7];
greek.theta = dataList[i * 10 + 8];
greek.impv = dataList[i * 10 + 9];
greek.coordinate = Math.Round(1000 * Math.Log(strike / etfPrice), 0) + 500;
option[optionCode] = greek;
}
}
return(option);
}
public static double getLastPrice(string inst)
{
if (Login())
{
WindData wd = windHandle.wsq(inst, "rt_bid1,rt_ask1", "");
object getData = wd.getDataByFunc("wsq", false);
if (checkError(wd) != 0)
{
return(0);
}
if (getData is object[, ])//转化为2维数组
{
object[,] odata = (object[, ])getData;
double bid1 = double.Parse(odata[0, 0].ToString());
double ask1 = double.Parse(odata[0, 1].ToString());
return((bid1 + ask1) / 2);
}
}
return(0);
}
public static ulong Start(string code, DataHandler handler)
{
string fields = "rt_last,rt_vol,rt_time";
//for (int i = 1; i <= 5; i++)
// fields +=
// ",rt_ask" + i.ToString() +
// ",rt_asize" + i.ToString() +
// ",rt_bid" + i.ToString() +
// ",rt_bsize" + i.ToString();
int errCode = 0;
ulong id;
lock (_threadLock)
{
id = _api.wsq(ref errCode, code, fields, "", wrapper, true);
_dict.Add(id, handler);
}
return(id);
}
private void doRequest(string windCode)
{
if (windCode == rwCode)
{
return;
}
else
{
rid = w.wsq(windCode, "rt_last", "", myCallback);
rwCode = windCode;
}
}
/// <summary>
/// 万德的查询函数
/// </summary>
/// <param name="code">查询对象代码</param>
private void Execute(List <string> code)
{
WindAPI w = new WindAPI();
w.start();
int errorId = 0;
string codeList = "";
foreach (var item in code)
{
codeList += item + ",";
dataList.Add(item, new Level1Data());
}
codeList.Remove(codeList.Length - 1, 1);
ulong reqId = w.wsq(ref errorId, codeList, "rt_ask1,rt_asize1,rt_bid1,rt_bsize1,rt_latest,rt_time", "", myCallback);
}
