public override List <StockDailyMarket> readFromWind(string code, DateTime startDate, DateTime endDate, string tag = null, IDictionary <string, object> options = null)
{
if (Caches.WindConnection == false && Caches.WindConnectionTry == true)
{
return(null);
}
WindAPI w = Platforms.GetWindAPI();
WindData wd = w.wsd(code, "pre_close,open,high,low,close,volume,amt,dealnum,chg,pct_chg,swing,vwap,adjfactor,turn,free_turn,trade_status,susp_reason,susp_days,maxupordown", startDate.ToString("yyyy-MM-dd"), endDate.ToString("yyyy-MM-dd"), "");
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <StockDailyMarket>(len * fieldLen);
DateTime[] timeList = wd.timeList;
object[] dataList = (object[])wd.data;
for (int k = 0; k < len; k++)
{
//if (code == "000059.SZ" && k == 2049)
//{
// var mycode = code;
// var mytime = timeList[k];
// var mypreClose = (double)Kit.DBNullToZero(dataList[k * fieldLen + 0]);
// Console.WriteLine(Kit.DBNullToZero(dataList[k * fieldLen + 1]).GetType());
// Console.WriteLine(Convert.ToDouble(dataList[k * fieldLen + 1]));
// var myopen = (double)Kit.DBNullToZero(dataList[k * fieldLen + 1]);
// var myhigh = (double)dataList[k * fieldLen + 2];
// var mylow = (double)dataList[k * fieldLen + 3];
// var myclose = (double)dataList[k * fieldLen + 4];
// var myvolume = (double)dataList[k * fieldLen + 5];
// var myamount = (double)dataList[k * fieldLen + 6];
// var mydealnum = dataList[k * fieldLen + 7] is DBNull ? 0 : (double)dataList[k * fieldLen + 7];
// var myupsAndDowns = (double)dataList[k * fieldLen + 8];
// var mypercentUpsAndDowns = (double)dataList[k * fieldLen + 9];
// var myswing = (double)dataList[k * fieldLen + 10];
// var myvwap = dataList[k * fieldLen + 11] is DBNull ? 0 : (double)dataList[k * fieldLen + 11];
// var myadjfactor = (double)dataList[k * fieldLen + 12];
// var myturn = (double)dataList[k * fieldLen + 13];
// var myfree_turn = (double)dataList[k * fieldLen + 14];
// var mytrade_status = dataList[k * fieldLen + 15] is DBNull ? string.Empty : Convert.ToString(dataList[k * fieldLen + 15]);
// var mysusp_reason = dataList[k * fieldLen + 16] is DBNull ? string.Empty : Convert.ToString(dataList[k * fieldLen + 16]);
// var mysusp_days = dataList[k * fieldLen + 17] is DBNull ? 0 : (int)dataList[k * fieldLen + 17];
// var mymaxUpOrDown = (int)dataList[k * fieldLen + 18];
//}
items.Add(new StockDailyMarket
{
code = code,
time = timeList[k],
preClose = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 0])),
open = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 1])),
high = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 2])),
low = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 3])),
close = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 4])),
volume = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 5])),
amount = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 6])),
dealnum = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 7])),
upsAndDowns = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 8])),
percentUpsAndDowns = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 9])),
swing = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 10])),
vwap = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 11])),
adjfactor = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 12])),
turn = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 13])),
free_turn = Convert.ToDouble(Kit.DBNullToZero(dataList[k * fieldLen + 14])),
trade_status = dataList[k * fieldLen + 15] is DBNull ? string.Empty : Convert.ToString(dataList[k * fieldLen + 15]),
susp_reason = dataList[k * fieldLen + 16] is DBNull ? string.Empty : Convert.ToString(dataList[k * fieldLen + 16]),
susp_days = Convert.ToInt32(Kit.DBNullToZero(dataList[k * fieldLen + 17])),
maxUpOrDown = Convert.ToInt32(Kit.DBNullToZero(dataList[k * fieldLen + 18]))
});
// Console.Write("{0} ", k);
}
return(items);
}