private void WriteDayFile(string fileName, HaiLiDrvDemo.RCV_HISTORY_STRUCTEx history)
{
using (System.IO.StreamWriter sw = new System.IO.StreamWriter(fileName, true))
{
//listBox1.Items.Add("交易时间：" + history.m_time.ToString() + ",最高价:" + Convert.ToString(history.m_fHigh) + ",最低价:" + Convert.ToString(history.m_fLow));
// public int m_time;
//public Single m_fOpen; //开盘
//public Single m_fHigh; //最高
//public Single m_fLow; //最低
//public Single m_fClose; //收盘
//public Single m_fVolume; //量
//public Single m_fAmount; //额
//public UInt16 m_wAdvance; //涨数,仅大盘有效
//public UInt16 m_wDecline; //跌数,仅大盘有效
string strSerializeJSON = JsonConvert.SerializeObject(history);
sw.WriteLine(strSerializeJSON);// 直接追加文件末尾，换行
}
}
protected override void WndProc(ref System.Windows.Forms.Message m)
{
if (m.Msg == Demo.MY_MSG_BEGIN)
{
MessageBox.Show("Demo开始.");
}
else if (m.Msg == Demo.MY_MSG_END)
{
MessageBox.Show("Demo结束.");
}
else if (m.Msg == HaiLiDrvDemo.StockDrv.RCV_MSG_STKDATA)
{
//MessageBox.Show("收到实际驱动消息！");
switch (m.WParam.ToInt32())
{
case HaiLiDrvDemo.StockDrv.RCV_REPORT:
{
HaiLiDrvDemo.RCV_DATA pHeader = (HaiLiDrvDemo.RCV_DATA)Marshal.PtrToStructure(m.LParam, typeof(HaiLiDrvDemo.RCV_DATA));
listBox1.Items.Add("收到实时行情消息！" + pHeader.m_nPacketNum.ToString());
for (int i = 0; i < pHeader.m_nPacketNum; i++)
{
//report就是一条实时行情数据
HaiLiDrvDemo.RCV_REPORT_STRUCTExV3 report = (HaiLiDrvDemo.RCV_REPORT_STRUCTExV3)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 158 * i), typeof(HaiLiDrvDemo.RCV_REPORT_STRUCTExV3));
//将实时数据存入自己的集合中，或者做别的数量
//System.Text.StringBuilder sb = new System.Text.StringBuilder();
//sb.Append(report.m_szName);
//string codename = sb.ToString();
//注意：避免影响界面的刷新，只显示前20条记录
if (i <= 20)
{
listBox1.Items.Add("股票代码：" + new string(report.m_szLabel));
listBox1.Items.Add("交易时间：" + report.m_time.ToString() + ",最新价:" + Convert.ToString(report.m_fNewPrice) + ",申卖量5:" + Convert.ToString(report.m_fSellVolume5));
}
//WriteFile(report, report.m_szLabel, dirData);
WriteSocketMsg(report);
//注意：避免影响界面的刷新，只显示前20条记录
//if (i > 20) break;
}
break;
}
case HaiLiDrvDemo.StockDrv.RCV_FILEDATA:
{
HaiLiDrvDemo.RCV_DATA pHeader = (HaiLiDrvDemo.RCV_DATA)Marshal.PtrToStructure(m.LParam, typeof(HaiLiDrvDemo.RCV_DATA));
switch (pHeader.m_wDataType)
{
// 补日线数据;
case HaiLiDrvDemo.StockDrv.FILE_HISTORY_EX:
DateTime dt = DateTime.Now;
string dayDir = "day" + dt.ToString("yyyyMMdd");
string fileName = "";
Directory.CreateDirectory(dayDir);
//行情中的商品名称等数据存入此处（即补充的数据头）
for (int i = 0; i < pHeader.m_nPacketNum; i++)
{
//日线数据
HaiLiDrvDemo.RCV_HISTORY_STRUCTEx history = (HaiLiDrvDemo.RCV_HISTORY_STRUCTEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 32 * i), typeof(HaiLiDrvDemo.RCV_HISTORY_STRUCTEx));
HaiLiDrvDemo.RCV_EKE_HEADEx HeadEx = (HaiLiDrvDemo.RCV_EKE_HEADEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 32 * i), typeof(HaiLiDrvDemo.RCV_EKE_HEADEx));
//时间日期计算 new DateTime(1970, 1, 1, 8, 0, 0, DateTimeKind.Unspecified).Add(TimeSpan.FromTicks(history.m_time * TimeSpan.TicksPerSecond));
//将日线数据存入自己的集合中，或处理数据
//前四个字节，用来判断当前记录是包含股票代码的数据头还是实际历史日线数据
if ((uint)history.m_time == StockDrv.EKE_HEAD_TAG)
{
listBox1.Items.Add("日线数据，股票代码：" + new string(HeadEx.m_szLabel));
//创建文件
char[] dest = new char[6]; //股票代码
Array.Copy(HeadEx.m_szLabel, dest, 6);
fileName = dayDir + "\\" + (HeadEx.m_wMarket == 18515 ? "1" : "2") + new string(dest) + ".txt";
}
else
{
//listBox1.Items.Add("交易时间：" + history.m_time.ToString() + ",最高价:" + Convert.ToString(history.m_fHigh) + ",最低价:" + Convert.ToString(history.m_fLow));
WriteDayFile(fileName, history);
}
//注意：避免影响界面的刷新，只显示前20条记录
//if (i > 20) break;
}
break;
// 补分时线数据;
case HaiLiDrvDemo.StockDrv.FILE_MINUTE_EX:
//行情中的商品名称等数据存入此处（即补充的数据头）
for (int i = 0; i < pHeader.m_nPacketNum; i++)
{
//分时线数据
HaiLiDrvDemo.RCV_MINUTE_STRUCTEx minute = (HaiLiDrvDemo.RCV_MINUTE_STRUCTEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 16 * i), typeof(HaiLiDrvDemo.RCV_MINUTE_STRUCTEx));
HaiLiDrvDemo.RCV_EKE_HEADEx HeadEx = (HaiLiDrvDemo.RCV_EKE_HEADEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 16 * i), typeof(HaiLiDrvDemo.RCV_EKE_HEADEx));
//时间日期计算 new DateTime(1970, 1, 1, 8, 0, 0, DateTimeKind.Unspecified).Add(TimeSpan.FromTicks(history.m_time * TimeSpan.TicksPerSecond));
//将日线数据存入自己的集合中，或处理数据
//前四个字节，用来判断当前记录是包含股票代码的数据头还是实际历史日线数据
if ((uint)minute.m_time == StockDrv.EKE_HEAD_TAG)
{
listBox1.Items.Add("分时线数据，股票代码：" + new string(HeadEx.m_szLabel));
}
else
{
listBox1.Items.Add("交易时间：" + minute.m_time.ToString() + ",成交价:" + Convert.ToString(minute.m_fPrice) + ",成交量:" + Convert.ToString(minute.m_fVolume));
}
//注意：避免影响界面的刷新，只显示前20条记录
if (i > 20)
{
break;
}
}
break;
// 补五分钟线数据;
case HaiLiDrvDemo.StockDrv.FILE_5MINUTE_EX:
//行情中的商品名称等数据存入此处（即补充的数据头）
for (int i = 0; i < pHeader.m_nPacketNum; i++)
{
//五分钟线数据
HaiLiDrvDemo.RCV_HISMINUTE_STRUCTEx history = (HaiLiDrvDemo.RCV_HISMINUTE_STRUCTEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 32 * i), typeof(HaiLiDrvDemo.RCV_HISMINUTE_STRUCTEx));
HaiLiDrvDemo.RCV_EKE_HEADEx HeadEx = (HaiLiDrvDemo.RCV_EKE_HEADEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 32 * i), typeof(HaiLiDrvDemo.RCV_EKE_HEADEx));
//时间日期计算 new DateTime(1970, 1, 1, 8, 0, 0, DateTimeKind.Unspecified).Add(TimeSpan.FromTicks(history.m_time * TimeSpan.TicksPerSecond));
//将日线数据存入自己的集合中，或处理数据
//前四个字节，用来判断当前记录是包含股票代码的数据头还是实际历史日线数据
if ((uint)history.m_time == StockDrv.EKE_HEAD_TAG)
{
listBox1.Items.Add("五分钟线数据，股票代码：" + new string(HeadEx.m_szLabel));
}
else
{
listBox1.Items.Add("交易时间：" + history.m_time.ToString() + ",最高价:" + Convert.ToString(history.m_fHigh) + ",最低价:" + Convert.ToString(history.m_fLow));
}
//注意：避免影响界面的刷新，只显示前20条记录
if (i > 20)
{
break;
}
}
break;
// 补除权数据;
case HaiLiDrvDemo.StockDrv.FILE_POWER_EX:
//行情中的商品名称等数据存入此处（即补充的数据头）
for (int i = 0; i < pHeader.m_nPacketNum; i++)
{
//除权数据
HaiLiDrvDemo.RCV_POWER_STRUCTEx history = (HaiLiDrvDemo.RCV_POWER_STRUCTEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 20 * i), typeof(HaiLiDrvDemo.RCV_POWER_STRUCTEx));
HaiLiDrvDemo.RCV_EKE_HEADEx HeadEx = (HaiLiDrvDemo.RCV_EKE_HEADEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 20 * i), typeof(HaiLiDrvDemo.RCV_EKE_HEADEx));
//时间日期计算 new DateTime(1970, 1, 1, 8, 0, 0, DateTimeKind.Unspecified).Add(TimeSpan.FromTicks(history.m_time * TimeSpan.TicksPerSecond));
//将日线数据存入自己的集合中，或处理数据
//前四个字节，用来判断当前记录是包含股票代码的数据头还是实际历史日线数据
if ((uint)history.m_time == StockDrv.EKE_HEAD_TAG)
{
listBox1.Items.Add("除权数据，股票代码：" + new string(HeadEx.m_szLabel));
}
else
{
listBox1.Items.Add("时间：" + history.m_time.ToString() + ",每股送:" + Convert.ToString(history.m_fGive) + ",每股红利:" + Convert.ToString(history.m_fProfit));
}
//注意：避免影响界面的刷新，只显示前20条记录
if (i > 20)
{
break;
}
}
break;
// 补基本资料数据;
case HaiLiDrvDemo.StockDrv.FILE_BASE_EX:
listBox1.Items.Add("收到F10资料数据 长度:" + pHeader.m_File.m_dwLen.ToString());
break;
// 补新闻资讯数据;
case HaiLiDrvDemo.StockDrv.FILE_NEWS_EX:
listBox1.Items.Add("收到公告新闻数据 长度:" + pHeader.m_File.m_dwLen.ToString());
break;
default: break;
}
break;
}
case HaiLiDrvDemo.StockDrv.RCV_FENBIDATA:
{
//接口补充的盘口分笔数据,这个是指当天的盘口分笔
HaiLiDrvDemo.RCV_FENBI mHeader = (HaiLiDrvDemo.RCV_FENBI)Marshal.PtrToStructure(m.LParam, typeof(HaiLiDrvDemo.RCV_FENBI));
listBox1.Items.Add("当前分笔代码:" + new string(mHeader.m_szLabel));
listBox1.Items.Add("共有分笔记录数:" + mHeader.m_nCount.ToString());
//Task.Factory.StartNew((obj) =>
//{
Tuple <RCV_FENBI, IntPtr> tuple = Tuple.Create(mHeader, m.LParam);
HaiLiDrvDemo.RCV_FENBI header = tuple.Item1;
char[] dest = new char[6]; //股票代码
Array.Copy(header.m_szLabel, dest, 6);
//18515=SH 23123=SZ
string fileName = dirFenbi + "\\" + (header.m_wMarket == 18515 ? "1" : "2") + new string(dest) + ".btor";
WriteBinaryFile(fileName, tuple);
// }, );
break;
}
case HaiLiDrvDemo.StockDrv.RCV_MKTTBLDATA:
{
HaiLiDrvDemo.HLMarketType mHeader = (HaiLiDrvDemo.HLMarketType)Marshal.PtrToStructure(m.LParam, typeof(HaiLiDrvDemo.HLMarketType));
listBox1.Items.Add("当前码表市场:" + mHeader.m_wMarket.ToString());
listBox1.Items.Add("总码表记录数:" + mHeader.m_nCount.ToString());
for (int i = 0; i < mHeader.m_nCount; i++)
{
HaiLiDrvDemo.RCV_TABLE_STRUCT table = (HaiLiDrvDemo.RCV_TABLE_STRUCT)Marshal.PtrToStructure(new IntPtr((int)m.LParam + 54 + 44 * i), typeof(HaiLiDrvDemo.RCV_TABLE_STRUCT));
//将实时数据存入自己的集合中，或者做别的数量
//System.Text.StringBuilder sb = new System.Text.StringBuilder();
//sb.Append(report.m_szName);
//string codename = sb.ToString();
listBox1.Items.Add("股票代码：" + new string(table.m_szLabel));
listBox1.Items.Add("股票名称：" + new string(table.m_szName));
//注意：避免影响界面的刷新，只显示前20条记录
if (i > 20)
{
break;
}
}
break;
}
case HaiLiDrvDemo.StockDrv.RCV_FINANCEDATA:
{
HaiLiDrvDemo.RCV_DATA pHeader = (HaiLiDrvDemo.RCV_DATA)Marshal.PtrToStructure(m.LParam, typeof(HaiLiDrvDemo.RCV_DATA));
listBox1.Items.Add("收到财务数据包，记录数：" + pHeader.m_nPacketNum.ToString());
for (int i = 0; i < pHeader.m_nPacketNum; i++)
{
HaiLiDrvDemo.Fin_LJF_STRUCTEx FinLjf = (HaiLiDrvDemo.Fin_LJF_STRUCTEx)Marshal.PtrToStructure(new IntPtr((int)pHeader.m_pData + 166 * i), typeof(HaiLiDrvDemo.Fin_LJF_STRUCTEx));
//将财务数据存入自己的集合中，或者做别的数量
//System.Text.StringBuilder sb = new System.Text.StringBuilder();
//sb.Append(report.m_szName);
//string codename = sb.ToString();
//listBox1.Items.Add(new string(FinLjf.m_szLabel));
listBox1.Items.Add("市场类型:" + FinLjf.m_wMarket.ToString() + ",股票代码:" + new string(FinLjf.m_szLabel));
listBox1.Items.Add("数据日期:" + FinLjf.BGRQ.ToString() + ",总股本:" + Convert.ToString(FinLjf.ZGB) +
",净资收益率:" + Convert.ToString(FinLjf.JZCSYL));
//注意：避免影响界面的刷新，只显示前20条记录
if (i > 20)
{
break;
}
}
break;
}
default:
break;
}
return;
}
base.WndProc(ref m);
}
