public static IEnumerable <QueryStockResult> ExtractFrom(TabulateData data) { if (columnIndices == null) { columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray(); } var subData = data.GetSubColumns(columnIndices); foreach (var row in subData.Rows) { QueryStockResult result = new QueryStockResult(); int index = 0; result.SecurityCode = row[index++]; result.SecurityName = row[index++]; result.Volume = TradingHelper.SafeParseFloat(row[index++]); result.SellableVolume = TradingHelper.SafeParseFloat(row[index++]); result.ReferenceCost = TradingHelper.SafeParseFloat(row[index++]); result.CurrentPrice = TradingHelper.SafeParseFloat(row[index++]); result.LatestMarketValue = TradingHelper.SafeParseFloat(row[index++]); result.ProfitPercentage = TradingHelper.SafeParseFloat(row[index++]); yield return(result); } }
public static IEnumerable <QueryGeneralOrderResult> ExtractFrom(TabulateData data) { if (columnIndices == null) { columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray(); } var subData = data.GetSubColumns(columnIndices); foreach (var row in subData.Rows) { QueryGeneralOrderResult result = new QueryGeneralOrderResult(); int index = 0; result.OrderNo = int.Parse(row[index++]); result.SubmissionTime = row[index++]; result.SecurityCode = row[index++]; result.SecurityName = row[index++]; result.BuySellFlag = row[index++]; result.StatusString = row[index++]; result.Status = TradingHelper.ConvertStringToOrderStatus(result.StatusString); result.SubmissionPrice = TradingHelper.SafeParseFloat(row[index++]); result.SubmissionVolume = TradingHelper.SafeParseInt(row[index++]); result.DealPrice = TradingHelper.SafeParseFloat(row[index++]); result.DealVolume = TradingHelper.SafeParseInt(row[index++]); result.SubmissionType = row[index++]; result.PricingType = row[index++]; yield return(result); } }
public static IEnumerable <QueryShareholderRegistryResult> ExtractFrom(TabulateData data) { if (columnIndices == null) { columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray(); } var subData = data.GetSubColumns(columnIndices); foreach (var row in subData.Rows) { QueryShareholderRegistryResult result = new QueryShareholderRegistryResult(); int index = 0; result.ShareholderCode = row[index++]; result.Exchange = row[index] == "0" ? Exchange.ShenzhenExchange : (row[index] == "1" ? Exchange.ShanghaiExchange : null); index++; result.CapitalAccount = row[index++]; result.SeatCode = row[index++];; result.Notes = row[index++]; yield return(result); } }
public static IEnumerable <QuerySucceededOrderResult> ExtractFrom(TabulateData data) { if (columnIndices == null) { columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray(); } var subData = data.GetSubColumns(columnIndices); foreach (var row in subData.Rows) { QuerySucceededOrderResult result = new QuerySucceededOrderResult(); int index = 0; result.OrderNo = int.Parse(row[index++]); result.DealNo = int.Parse(row[index++]); result.DealTime = row[index++]; result.SecurityCode = row[index++]; result.SecurityName = row[index++]; result.BuySellFlag = row[index++]; result.DealPrice = TradingHelper.SafeParseFloat(row[index++]); result.DealVolume = TradingHelper.SafeParseFloat(row[index++]); result.DealAmount = TradingHelper.SafeParseFloat(row[index++]); yield return(result); } }
public static IEnumerable <FiveLevelQuote> ExtractFrom(TabulateData data, DateTime timestamp) { if (columnIndices == null) { columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray(); } var subData = data.GetSubColumns(columnIndices); foreach (var row in subData.Rows) { FiveLevelQuote quote = new FiveLevelQuote(timestamp); int index = 0; quote.SecurityCode = row[index++]; quote.SecurityName = row[index++]; quote.YesterdayClosePrice = TradingHelper.SafeParseFloat(row[index++]); quote.TodayOpenPrice = TradingHelper.SafeParseFloat(row[index++]); quote.CurrentPrice = TradingHelper.SafeParseFloat(row[index++]); quote.BuyPrices = new float[5]; quote.BuyVolumesInHand = new int[5]; quote.SellPrices = new float[5]; quote.SellVolumesInHand = new int[5]; quote.BuyPrices[0] = TradingHelper.SafeParseFloat(row[index++]); quote.BuyPrices[1] = TradingHelper.SafeParseFloat(row[index++]); quote.BuyPrices[2] = TradingHelper.SafeParseFloat(row[index++]); quote.BuyPrices[3] = TradingHelper.SafeParseFloat(row[index++]); quote.BuyPrices[4] = TradingHelper.SafeParseFloat(row[index++]); quote.BuyVolumesInHand[0] = TradingHelper.SafeParseInt(row[index++]); quote.BuyVolumesInHand[1] = TradingHelper.SafeParseInt(row[index++]); quote.BuyVolumesInHand[2] = TradingHelper.SafeParseInt(row[index++]); quote.BuyVolumesInHand[3] = TradingHelper.SafeParseInt(row[index++]); quote.BuyVolumesInHand[4] = TradingHelper.SafeParseInt(row[index++]); quote.SellPrices[0] = TradingHelper.SafeParseFloat(row[index++]); quote.SellPrices[1] = TradingHelper.SafeParseFloat(row[index++]); quote.SellPrices[2] = TradingHelper.SafeParseFloat(row[index++]); quote.SellPrices[3] = TradingHelper.SafeParseFloat(row[index++]); quote.SellPrices[4] = TradingHelper.SafeParseFloat(row[index++]); quote.SellVolumesInHand[0] = TradingHelper.SafeParseInt(row[index++]); quote.SellVolumesInHand[1] = TradingHelper.SafeParseInt(row[index++]); quote.SellVolumesInHand[2] = TradingHelper.SafeParseInt(row[index++]); quote.SellVolumesInHand[3] = TradingHelper.SafeParseInt(row[index++]); quote.SellVolumesInHand[4] = TradingHelper.SafeParseInt(row[index++]); yield return(quote); } }
public static IEnumerable <SendOrderResult> ExtractFrom(TabulateData data) { if (columnIndices == null) { columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray(); } var subData = data.GetSubColumns(columnIndices); foreach (var row in subData.Rows) { SendOrderResult result = new SendOrderResult(); int index = 0; result.OrderNo = int.Parse(row[index++]); result.ReturnedInfo = row[index++]; result.CheckingRiskFlag = row[index++]; result.ReservedInfo = row[index++]; yield return(result); } }
public static IEnumerable <QueryCapitalResult> ExtractFrom(TabulateData data) { if (columnIndices == null) { columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray(); } var subData = data.GetSubColumns(columnIndices); foreach (var row in subData.Rows) { QueryCapitalResult result = new QueryCapitalResult(); int index = 0; result.RemainingCapital = TradingHelper.SafeParseFloat(row[index++]); result.UsableCapital = TradingHelper.SafeParseFloat(row[index++]); result.FrozenCapital = TradingHelper.SafeParseFloat(row[index++]); result.CashableCapital = TradingHelper.SafeParseFloat(row[index++]); result.TotalEquity = TradingHelper.SafeParseFloat(row[index++]); result.LatestMarketValue = TradingHelper.SafeParseFloat(row[index++]); yield return(result); } }