// 请求历史数据
public void SendHistoricalDataRequestBar(HistoricalDataRequest request, string market)
{
Instrument inst = request.Instrument as Instrument;
string altSymbol = inst.GetSymbol(Name);
PeriodType pt = GetPeriodTypeFromDataType(request);
if (pt == PeriodType.MAX_PERIOD_TYPE)
{
EmitHistoricalDataError(request, "不支持的时间周期！");
return;
}
string key = GetKeyFromSTKHISDATA(market, altSymbol, pt);
// 先发请求再存下来
int nRet = QuotApi.QT_RequestHistory(m_pQuotApi, market, altSymbol, pt);
ehlog.Info("-->RequestHistory:{0},{1} Return:{2}", market, altSymbol, nRet);
if (0 == nRet)
{
SaveRequest(request, key, market, altSymbol, DateTime.MaxValue);
}
else
{
EmitHistoricalDataError(request, "API返回错误:" + nRet);
}
}
private void Disconnect_Quot()
{
lock (_lockQuot)
{
if (null != m_pQuotApi && IntPtr.Zero != m_pQuotApi)
{
QuotApi.QT_RegMsgQueue2QuotApi(m_pQuotApi, IntPtr.Zero);
QuotApi.QT_ReleaseQuotApi(m_pQuotApi);
m_pQuotApi = IntPtr.Zero;
}
_bQuotConnected = false;
}
}
//建立行情
private void Connect_Quot()
{
lock (_lockQuot)
{
if (_bWantQuotConnect &&
(null == m_pQuotApi || IntPtr.Zero == m_pQuotApi))
{
m_pQuotApi = QuotApi.QT_CreateQuotApi();
QuotApi.ES_RegOnRspHistoryQuot(m_pMsgQueue, _fnOnRspHistoryQuot_Holder);
QuotApi.ES_RegOnRspMarketInfo(m_pMsgQueue, _fnOnRspMarketInfo_Holder);
QuotApi.ES_RegOnRspTraceData(m_pMsgQueue, _fnOnRspTraceData_Holder);
QuotApi.QT_RegMsgQueue2QuotApi(m_pQuotApi, m_pMsgQueue);
QuotApi.QT_Connect(m_pQuotApi, server.Address, server.Port, account.InvestorId, account.Password);
}
}
}
private void SendRequest_Tick(string key)
{
DataRecord dr;
if (!historicalDataRecords_key.TryGetValue(key, out dr))
{
return;
}
// 移动到下一交易日
do
{
dr.date = dr.date.AddDays(1);
if (dr.date.DayOfWeek == DayOfWeek.Saturday ||
dr.date.DayOfWeek == DayOfWeek.Sunday)
{
continue;
}
else
{
break;
}
}while(true);
// 超出日期了,可以中止了
if (dr.date >= dr.request.EndDate)
{
EmitHistoricalDataCompleted(dr.request);
historicalDataRecords_requestId.Remove(dr.request.RequestId);
historicalDataRecords_key.Remove(dr.key);
return;
}
// 发送请求
int nRet = QuotApi.QT_RequestTrace(m_pQuotApi, dr.market, dr.symbol, dr.date.ToString("yyyyMMdd"));
ehlog.Info("-->RequestTrace:{0},{1},{2} Return:{3}", dr.market, dr.symbol, dr.date.ToString("yyyyMMdd"), nRet);
if (0 == nRet)
{
}
else
{
EmitHistoricalDataError(dr.request, "API返回错误:" + nRet);
}
}
