public ReportArgs Connect(string ip, short port)
{
this.ip = ip;
this.port = port;
ReportArgs reportArgs = new ReportArgs();
StringBuilder errInfo = new StringBuilder(256);
StringBuilder result = new StringBuilder(1024 * 1024);
if (TdxHqWrapper.TdxHq_Connect(ip, port, result, errInfo))
{
reportArgs.Succeeded = true;
reportArgs.Result = result.ToString();
}
else
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
return(reportArgs);
}
public ReportArgs GetQuotes(List <string> symbols)
{
List <string> securityIDs = new List <string>();
List <byte> marketIDs = new List <byte>();
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;
}
marketIDs.Add(marketID);
string securityID = temp[1];
securityIDs.Add(securityID);
}
short count = (short)securityIDs.Count;
ReportArgs reportArgs = new ReportArgs();
StringBuilder errInfo = new StringBuilder(256);
StringBuilder result = new StringBuilder(1024 * 1024);
if (TdxHqWrapper.TdxHq_GetSecurityQuotes(marketIDs.ToArray(), securityIDs.ToArray(), ref count, result, errInfo))
{
reportArgs.Succeeded = true;
List <GMSDK.Tick> ticks = new List <GMSDK.Tick>();
List <string[]> data = this.pickUp(result);
for (int i = 1; i < data.Count; i++)
{
GMSDK.Tick tick = new GMSDK.Tick();
int marketID = int.Parse(data[i][0]);
switch (marketID)
{
case 0:
tick.exchange = "SZSE";
break;
case 1:
tick.exchange = "SHSE";
break;
}
tick.sec_id = data[i][1];
tick.last_price = float.Parse(data[i][3]);
tick.pre_close = float.Parse(data[i][4]);
tick.open = float.Parse(data[i][5]);
tick.high = float.Parse(data[i][6]);
tick.low = float.Parse(data[i][7]);
tick.utc_time = double.Parse(data[i][8]);
tick.cum_volume = double.Parse(data[i][10]);
tick.last_volume = int.Parse(data[i][11]);
tick.cum_amount = double.Parse(data[i][12]);
tick.bid_p1 = float.Parse(data[i][17]);
tick.ask_p1 = float.Parse(data[i][18]);
tick.bid_v1 = int.Parse(data[i][19]);
tick.ask_v1 = int.Parse(data[i][20]);
tick.bid_p2 = float.Parse(data[i][21]);
tick.ask_p2 = float.Parse(data[i][22]);
tick.bid_v2 = int.Parse(data[i][23]);
tick.ask_v2 = int.Parse(data[i][24]);
tick.bid_p3 = float.Parse(data[i][25]);
tick.ask_p3 = float.Parse(data[i][26]);
tick.bid_v3 = int.Parse(data[i][27]);
tick.ask_v3 = int.Parse(data[i][28]);
tick.bid_p4 = float.Parse(data[i][29]);
tick.ask_p4 = float.Parse(data[i][30]);
tick.bid_v4 = int.Parse(data[i][31]);
tick.ask_v4 = int.Parse(data[i][32]);
tick.bid_p5 = float.Parse(data[i][33]);
tick.ask_p5 = float.Parse(data[i][34]);
tick.bid_v5 = int.Parse(data[i][35]);
tick.ask_v5 = int.Parse(data[i][36]);
tick.upper_limit = (float)(tick.pre_close * 1.1);
tick.lower_limit = (float)(tick.pre_close * 0.9);
ticks.Add(tick);
}
reportArgs.Result = ticks;
}
else
{
reportArgs.Succeeded = false;
reportArgs.ErrorInfo = errInfo.ToString();
}
return(reportArgs);
}
public void Disconnect()
{
TdxHqWrapper.TdxHq_Disconnect();
}
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);
}
