public Dictionary <string, Tick> Current(IEnumerable <string> symbols)
{
Dictionary <string, Tick> ret = new Dictionary <string, Tick>();
string baseUrl = "http://api.money.126.net/data/feed/";
int i = 0, si = 0;
string symbolsString = "";
List <string> tickStrings = new List <string>();
try
{
foreach (string symbol in symbols)
{
string neteasySymbol = this.getNeteasySymbol(symbol);
symbolsString += neteasySymbol + ",";
i++; si++;
if (i >= this.batchSize || si >= symbols.Count())
{
Stream stream = this.webClient.OpenRead(baseUrl + symbolsString);
StreamReader reader = new StreamReader(stream);
string tickString;
while ((tickString = reader.ReadLine()) != null)
{
tickStrings.Add(tickString);
}
stream.Close();
symbolsString = "";
i = 0;
}
}
string pattern = @"^_ntes_quote_callback\((.+)\);$";
foreach (string tickString in tickStrings)
{
Match mat = Regex.Match(tickString, pattern);
if (mat.Groups.Count > 1)
{
string json = mat.Groups[1].Value;
JObject data = (JObject)JsonConvert.DeserializeObject(json);
foreach (string symbol in symbols)
{
if (!data.ContainsKey(this.dictGMToNeteasy[symbol]))
{
continue;
}
JObject record = (JObject)data[this.dictGMToNeteasy[symbol]];
Tick aTick = new Tick
{
Price = Utils.ParseFloat((string)record["price"]),
LastClose = Utils.ParseFloat((string)record["yestclose"]),
Open = Utils.ParseFloat((string)record["open"]),
High = Utils.ParseFloat((string)record["high"]),
Low = Utils.ParseFloat((string)record["low"]),
// UpperLimit = float.Parse(data[47]),
// LowerLimit = float.Parse(data[48]),
DateTime = Utils.StringToDateTime(record["time"].ToString(), "NETEASY")
};
for (int k = 0; k < 5; k++)
{
aTick.Quotes[k] = new Quote
{
BidPrice = Utils.ParseFloat((string)record[String.Format("bid{0}", k + 1)]),
BidVolume = Utils.ParseLong((string)record[String.Format("bidvol{0}", k + 1)]),
AskPrice = Utils.ParseFloat((string)record[String.Format("ask{0}", k + 1)]),
AskVolume = Utils.ParseLong((string)record[String.Format("askvol{0}", k + 1)])
};
}
aTick.CumVolume = Utils.ParseDouble((string)record["volume"]);
aTick.CumAmount = Utils.ParseDouble((string)record["turnover"]);
aTick.Source = "Neteasy";
ret.Add(symbol, aTick);
}
}
}
}
catch (Exception ex)
{
Console.WriteLine("{0}的{1}发生错误：{2}", ex.Source, ex.TargetSite.Name, ex.Message);
}
return(ret);
}
public Dictionary <string, Tick> Current(IEnumerable <string> symbols)
{
Dictionary <string, Tick> ret = new Dictionary <string, Tick>();
string url = "http://nuff.eastmoney.com/EM_Finance2015TradeInterface/JS.ashx?id=";
List <string> tickStrings = new List <string>();
//只能一个个的请求，无法成批发送请求
try
{
foreach (string symbol in symbols)
{
string eastMoneySymbol = this.getEastMoneySymbol(symbol);
Stream stream = this.webClient.OpenRead(url + eastMoneySymbol);
StreamReader reader = new StreamReader(stream);
string tickString;
if ((tickString = reader.ReadLine()) != null)
{
tickStrings.Add(tickString);
}
stream.Close();
}
int i = 0;
foreach (string symbol in symbols)
{
if (i >= tickStrings.Count)
{
break;
}
string pattern = @"^callback\((.+)\)$";
Match mat = Regex.Match(tickStrings[i], pattern);
if (mat.Groups.Count > 1)
{
string json = mat.Groups[1].Value;
json.Replace("-", "");
JObject obj = (JObject)JsonConvert.DeserializeObject(json);
JArray data = (JArray)obj["Value"];
if (data.Count >= 30) //保证有数据
{
if ((string)data[1] != symbol.Substring(5))
{
continue;
}
Tick aTick = new Tick
{
UpperLimit = Utils.ParseFloat((string)data[23]),
LowerLimit = Utils.ParseFloat((string)data[24]),
Price = Utils.ParseFloat((string)data[25]),
Open = Utils.ParseFloat((string)data[28]),
High = Utils.ParseFloat((string)data[30]),
CumVolume = Utils.ParseDouble((string)data[31]) * 100,
Low = Utils.ParseFloat((string)data[32]),
Volume = Utils.ParseInt((string)data[33]) * 100,
LastClose = Utils.ParseFloat((string)data[34]),
CumAmount = Utils.ParseDouble(((string)data[35]).Replace('万', ' ')) * 10000,
};
for (int k = 0; k < 5; k++)
{
aTick.Quotes[k] = new Quote
{
BidPrice = Utils.ParseFloat((string)data[3 + k]),
BidVolume = Utils.ParseLong((string)data[13 + k]) * 100,
AskPrice = Utils.ParseFloat((string)data[8 + k]),
AskVolume = Utils.ParseLong((string)data[18 + k]) * 100
};
}
aTick.DateTime = Utils.StringToDateTime((string)data[49], "EASTMONEY");
this.dictLastTradeDate[symbol] = aTick.DateTime.Date;//当前交易日期
aTick.Source = "EastMoney";
ret.Add(symbol, aTick);
}
}
i++;
}
}
catch (Exception ex)
{
Console.WriteLine("{0}的{1}发生错误：{2}", ex.Source, ex.TargetSite.Name, ex.Message);
}
return(ret);
}
