/// <summary>
/// 数据检查，查看是否需要根据历史成交进行补充。
/// </summary>
/// <param name="st"></param>
/// <param name="et"></param>
/// <param name="o"></param>
/// <param name="dt"></param>
/// <param name="ErrInfo"></param>
/// <param name="result"></param>
/// <param name="ClientID"></param>
private static void CheckDataIntegrity(DateTime st, DateTime et, 券商 o, DataTable dt, StringBuilder ErrInfo, StringBuilder result, int ClientID)
{
#region 成交金额修正
if (dt.Columns.Contains("成交金额"))
{
foreach (DataRow row in dt.Rows)
{
row["成交金额"] = Math.Abs(CommonUtils.GetDecimal(row["成交金额"]));
}
}
else if (dt.Columns.Contains("成交数量") && dt.Columns.Contains("成交价格"))
{
dt.Columns.Add("成交金额");
foreach (DataRow row in dt.Rows)
{
row["成交金额"] = Math.Abs(CommonUtils.GetDecimal(row["成交价格"]) * CommonUtils.GetDecimal(row["成交数量"]));
}
}
#endregion
#region 买卖标志修正
if (dt.Columns.Contains("买卖标志") && dt.Rows.Count > 0 && Regex.IsMatch(dt.Rows[0]["买卖标志"] + "", "[012]"))
{
foreach (DataRow row in dt.Rows)
{
row["买卖标志"] = GetTradeSymble(row);
}
}
else if (!dt.Columns.Contains("买卖标志") && !HasBuySaleColumn(dt) && dt.Columns.Contains("备注"))
{
dt.Columns.Add("买卖标志");
foreach (DataRow row in dt.Rows)
{
row["买卖标志"] = Regex.Match(row["备注"] + "", "买|卖").Value;
}
}
#endregion
List <string> VIPColumns = new List <string>()
{
"证券代码", "证券名称", "成交价格", "成交数量", "成交金额"
};
var needAddColumn = VIPColumns.Where(_ => !dt.Columns.Contains(_)).ToList();
if (needAddColumn.Count > 0)
{
TdxApi.QueryHistoryData(ClientID, 1, st.ToString("yyyyMMdd"), et.ToString("yyyyMMdd"), result, ErrInfo);
if (ErrInfo.Length == 0)
{
var dt1 = CommonUtils.ChangeDataStringToTable(result.ToString());
needAddColumn = needAddColumn.Where(_ => dt1.Columns.Contains(_)).ToList();
AddDataColumnFromHisTrade(dt, dt1, needAddColumn);
}
}
}
/// <summary>
/// 通达信接口-历史数据查询(默认查询交割单)
/// </summary>
/// <param name="st">开始时间</param>
/// <param name="et">结束时间</param>
/// <param name="o">券商</param>
/// <param name="historyDataType">表示查询信息的种类，0历史委托 1历史成交 2交割单</param>
/// <returns></returns>
public static DataTable QueryHisData(DateTime st, DateTime et, 券商 o, int historyDataType = 2, bool originalData = false)
{
DataTable dt = null;
StringBuilder ErrInfo = new StringBuilder(256);
//StringBuilder result = new StringBuilder(1024 * 1024);
queryHisResult.Clear();
if (o.营业部代码 == 8888)
{
if (DateTime.Today.DayOfWeek == DayOfWeek.Sunday ||
DateTime.Today.DayOfWeek == DayOfWeek.Saturday ||
DateTime.Now.Hour <= 9 ||
DateTime.Now.Hour >= 15)
{
o.营业部代码 = 24;
o.IP = "124.74.242.150";
o.Port = 443;
}
}
var ClientID = TdxApi.Logon(o.IP, o.Port, o.版本号, o.营业部代码, o.登录帐号, o.交易帐号, o.TradePsw, o.CommunicatePsw, ErrInfo);
if (ErrInfo.Length > 0)
{
CommonUtils.Log(string.Format("通达信接口登录失败, 组合号：{0}, 起始日期：{1},结束日期：{2} ,错误信息：{3}", o.称, st.ToString(), et.ToString(), ErrInfo.ToString()));
}
else
{
DateTime searchEndDate = et;
if (StrangeGroups.Contains(o.称) && st == et)
{
searchEndDate = et.AddDays(1);
}
TdxApi.QueryHistoryData(ClientID, historyDataType, st.ToString("yyyyMMdd"), searchEndDate.ToString("yyyyMMdd"), queryHisResult, ErrInfo);
if (ErrInfo.Length == 0)
{
dt = CommonUtils.ChangeDataStringToTable(queryHisResult.ToString());
if (!originalData && historyDataType == 2)
{
FilteTableData(o, st, et, dt);
CheckDataIntegrity(st, et, o, dt, ErrInfo, queryHisResult, ClientID);
RepairData(o, dt);
}
}
else
{
CommonUtils.Log("通达信接口查询失败，错误信息" + ErrInfo.ToString());
}
}
TdxApi.Logoff(ClientID);
return(dt);
}
