protected override List <OptionMinute> readFromWind(string code, DateTime date)
{
WindAPI w = Platforms.GetWindAPI();
DateTime date1 = date.Date, date2 = date.Date.AddDays(1);
WindData wd = w.wsi(code, "open,high,low,close,volume,amt,oi", date1, date2, "periodstart=09:30:00;periodend=15:00:00;Fill=Previous");
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <OptionMinute>(len);
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new OptionMinute
{
time = timeList[k],
open = (double)dataList[k * fieldLen + 0],
high = (double)dataList[k * fieldLen + 1],
low = (double)dataList[k * fieldLen + 2],
close = (double)dataList[k * fieldLen + 3],
volume = (double)dataList[k * fieldLen + 4],
amount = (double)dataList[k * fieldLen + 5],
openInterest = (double)dataList[k * fieldLen + 6]
});
}
}
return(items);
}
protected override List <StockDaily> readFromWind(string code, DateTime dateStart, DateTime dateEnd, string tag = null, IDictionary <string, object> options = null)
{
WindAPI w = Platforms.GetWindAPI();
WindData wd = w.wsd(code, "open,high,low,close,volume,amt,adjfactor,settle,pre_close,pre_settle", dateStart, dateEnd, "Fill=Previous");
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <StockDaily>(len * fieldLen);
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new StockDaily
{
time = timeList[k],
open = dataList[k * fieldLen + 0],
high = dataList[k * fieldLen + 1],
low = dataList[k * fieldLen + 2],
close = dataList[k * fieldLen + 3],
volume = dataList[k * fieldLen + 4],
amount = dataList[k * fieldLen + 5],
adjustFactor = dataList[k * fieldLen + 6],
settle = dataList[k * fieldLen + 7],
preClose = dataList[k * fieldLen + 8],
preSettle = dataList[k * fieldLen + 9]
});
}
}
return(items);
}
public override List <FuturesDaily> readFromWind(string code, DateTime dateStart, DateTime dateEnd, string tag = null, IDictionary <string, object> options = null)
{
WindAPI w = Platforms.GetWindAPI();
WindData wd = w.wsd(code, "open,high,low,close,volume,amt", dateStart, dateEnd, "Fill=Previous");
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <FuturesDaily>(len * fieldLen);
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new FuturesDaily
{
time = timeList[k],
open = (double)dataList[k * fieldLen + 0],
high = (double)dataList[k * fieldLen + 1],
low = (double)dataList[k * fieldLen + 2],
close = (double)dataList[k * fieldLen + 3],
volume = (double)dataList[k * fieldLen + 4],
amount = (double)dataList[k * fieldLen + 5]
});
}
}
return(items);
}
public List <OptionInfo> readFromWind(string underlying = "510050.SH", string market = "sse")
{
string marketStr = "";
if (market == "sse")
{
marketStr = ".SH";
}
WindAPI wapi = Platforms.GetWindAPI();
WindData wd = wapi.wset("optioncontractbasicinfo", "exchange=" + market + ";windcode=" + underlying + ";status=all");
int len = wd.codeList.Length;
int fieldLen = wd.fieldList.Length;
List <OptionInfo> items = new List <OptionInfo>(len);
object[] dm = (object[])wd.data;
for (int k = 0; k < len; k++)
{
items.Add(new OptionInfo
{
optionCode = (string)dm[k * fieldLen + 0] + marketStr,
optionName = (string)dm[k * fieldLen + 1],
executeType = (string)dm[k * fieldLen + 5],
strike = (double)dm[k * fieldLen + 6],
contractMultiplier = (double)dm[k * fieldLen + 7],
optionType = (string)dm[k * fieldLen + 4],
startDate = (DateTime)dm[k * fieldLen + 9],
endDate = (DateTime)dm[k * fieldLen + 10]
});
}
return(items);
}
/// <summary>
/// 从万德API获取
/// </summary>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <returns></returns>
List <DateTime> readFromWind(DateTime startTime, DateTime endTime)
{
WindAPI wapi = Platforms.GetWindAPI();
WindData wd = wapi.tdays(startTime, endTime, "");
var wdd = (object[])wd.data;
return(wdd.Select(x => (DateTime)x).ToList());
}
private List <FuturesMinute> readByParameters(string code, DateTime date, string paramters)
{
WindAPI w = Platforms.GetWindAPI();
DateTime date2 = new DateTime(date.Year, date.Month, date.Day, 15, 0, 0);
DateTime date1 = DateUtils.PreviousTradeDay(date).AddHours(17);
//获取日盘数据
WindData wd = w.wsi(code, "open,high,low,close,volume,amt,oi", date1, date2, paramters);
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <FuturesMinute>(len);
if (wd.data is double[])
{
double[] dataList = (double[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new FuturesMinute
{
tradeday = date,
time = timeList[k],
open = (double)dataList[k * fieldLen + 0],
high = (double)dataList[k * fieldLen + 1],
low = (double)dataList[k * fieldLen + 2],
close = (double)dataList[k * fieldLen + 3],
volume = (double)dataList[k * fieldLen + 4],
amount = (double)dataList[k * fieldLen + 5],
openInterest = (double)dataList[k * fieldLen + 6]
});
}
}
//【原版】如果该时间段第1个时间点的close为NAN，则放弃该时间段的所有数据
//if (items.Count>0 && double.IsNaN(items[0].close)==true)
//{
// return new List<FuturesMinute>();
//}
//判断该时间段前25条数据是否含有真正的数据(至少一条数据)
List <FuturesMinute> tempItem = items.GetRange(0, 25);
bool haveData = items.Any(x => double.IsNaN(x.close) != true);
//【新版1】如果该时间段前5个时间点的close为NAN，则放弃该时间段的所有数据
//if (items.Count > 0 && double.IsNaN(items[0].close) && double.IsNaN(items[1].close) &&
// double.IsNaN(items[2].close) && double.IsNaN(items[3].close) && double.IsNaN(items[4].close))
//{
// return new List<FuturesMinute>();
//}
//【新版2】如果该时间段前20个时间点的close为NAN，则放弃该时间段的所有数据
if (items.Count > 0 && haveData == false)
{
return(new List <FuturesMinute>());
}
return(items);
}
protected List <OptionInfo> readFromWindOnly50ETFOption(string underlying = "510050.SH", string market = "sse")
{
DateTime timeOf50ETFDividend2016 = new DateTime(2016, 11, 29);//2016年50ETF分红时间
double standardContractMultiplier = 10000;
string marketStr = "";
if (market == "sse")
{
marketStr = ".SH";
}
if (Caches.WindConnection == false)
{
return(null);
}
WindAPI wapi = Platforms.GetWindAPI();
WindData wd = wapi.wset("optioncontractbasicinfo", "exchange=" + market + ";windcode=" + underlying + ";status=all");
int len = wd.codeList.Length;
int fieldLen = wd.fieldList.Length;
List <OptionInfo> items = new List <OptionInfo>(len);
object[] dm = (object[])wd.data;
for (int k = 0; k < len; k++)
{
items.Add(new OptionInfo
{
optionCode = (string)dm[k * fieldLen + 0] + marketStr,
optionName = (string)dm[k * fieldLen + 1],
executeType = (string)dm[k * fieldLen + 5],
strike = (double)dm[k * fieldLen + 6],
contractMultiplier = (double)dm[k * fieldLen + 7],
optionType = (string)dm[k * fieldLen + 4],
startDate = (DateTime)dm[k * fieldLen + 9],
endDate = (DateTime)dm[k * fieldLen + 10]
});
}
for (int i = 0; i < items.Count(); i++)
{
var item = items[i];
if (item.startDate < timeOf50ETFDividend2016 && item.endDate >= timeOf50ETFDividend2016)
{
item.modifiedDate = timeOf50ETFDividend2016;
item.strikeBeforeModified = Math.Round(item.strike * item.contractMultiplier / standardContractMultiplier, 2);
}
else
{
item.strikeBeforeModified = item.strike;
}
items[i] = item;
}
return(items);
}
protected List <OptionInfo> readFromWindOnlyByDate(string underlying, DateTime startDate, DateTime endDate)
{
if (Caches.WindConnection == false)
{
return(null);
}
underlying = underlying.ToUpper();
var tradeDays = DateUtils.GetTradeDays(startDate, endDate);
WindAPI wapi = Platforms.GetWindAPI();
List <OptionInfo> items = new List <OptionInfo>();
Dictionary <string, OptionInfo> list = new Dictionary <string, OptionInfo>();
foreach (var date in tradeDays)
{
string dateStr = date.ToString("yyyy-MM-dd");
WindData wd = wapi.wset("optionchain", "date=" + dateStr + ";us_code=" + underlying + ";option_var=全部;call_put=全部");
object[] dm = (object[])wd.data;
int len = wd.codeList.Length;
int fieldLen = wd.fieldList.Length;
for (int k = 0; k < len; k++)
{
OptionInfo myInfo = new OptionInfo
{
optionCode = (string)dm[k * fieldLen + 2],
optionName = (string)dm[k * fieldLen + 4],
executeType = (string)dm[k * fieldLen + 5],
strike = (double)dm[k * fieldLen + 6],
contractMultiplier = (double)dm[k * fieldLen + 13],
optionType = (string)dm[k * fieldLen + 8],
startDate = (DateTime)dm[k * fieldLen + 9],
endDate = (DateTime)dm[k * fieldLen + 10]
};
if (list.ContainsKey(myInfo.optionName) == false)
{
list.Add(myInfo.optionName, myInfo);
items.Add(myInfo);
}
}
}
return(items);
}
protected override List <StockDailyWithFactor> readFromWind(string code, DateTime dateStart, DateTime dateEnd, string tag = null, IDictionary <string, object> options = null)
{
WindAPI w = Platforms.GetWindAPI();
WindData wd = w.wsd(code, "open,high,low,close,volume,amt,adjfactor,settle,pre_close,pre_settle,mkt_cap_CSRC,mkt_cap_float,pe_ttm,pb,ps_ttm,industry2", dateStart, dateEnd, "Fill=Previous;currencyType=;ruleType=3;industryType=1;industryStandard=1");
int len = wd.timeList.Length;
int fieldLen = wd.fieldList.Length;
var items = new List <StockDailyWithFactor>(len * fieldLen);
// if (wd.data is double[])
{
object[] dataList = (object[])wd.data;
DateTime[] timeList = wd.timeList;
for (int k = 0; k < len; k++)
{
items.Add(new StockDailyWithFactor
{
time = timeList[k],
open = (double)dataList[k * fieldLen + 0],
high = (double)dataList[k * fieldLen + 1],
low = (double)dataList[k * fieldLen + 2],
close = (double)dataList[k * fieldLen + 3],
volume = (double)dataList[k * fieldLen + 4],
amount = (double)dataList[k * fieldLen + 5],
adjustFactor = (double)dataList[k * fieldLen + 6],
settle = Convert.IsDBNull(dataList[k * fieldLen + 7])?0:(double)dataList[k * fieldLen + 7],
preClose = (double)dataList[k * fieldLen + 8],
preSettle = Convert.IsDBNull(dataList[k * fieldLen + 9])?0:(double)dataList[k * fieldLen + 9],
marketValue = (double)dataList[k * fieldLen + 10],
floatMarketValue = (double)dataList[k * fieldLen + 11],
PE = (double)dataList[k * fieldLen + 12],
PB = (double)dataList[k * fieldLen + 13],
PS = (double)dataList[k * fieldLen + 14],
industry = (string)dataList[k * fieldLen + 15]
});
}
}
return(items);
}
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);
}
public List <StockBasicInfo> readFromWind(DateTime date, string tag = null, List <string> existCode = null, List <StockBasicInfo> preList = null, IDictionary <string, object> options = null)
{
if (Caches.WindConnection == false && Caches.WindConnectionTry == true)
{
return(null);
}
date = DateUtils.PreviousOrCurrentTradeDay(date);//获取最近的交易日
WindAPI w = Platforms.GetWindAPI();
WindData delist = w.wset("sectorconstituent", "date=" + date.ToString("yyyy-MM-dd") + ";sectorid=a001010m00000000");
WindData list = w.wset("sectorconstituent", "date=" + date.ToString("yyyy-MM-dd") + ";sectorid=a001010100000000");
List <string> codeList = new List <string>();
int len = delist.codeList.Length;
int fieldLen = delist.fieldList.Length;
object[] dataList = (object[])delist.data;
for (int k = 0; k < len; k++)
{
var code = dataList[k * fieldLen + 1].ToString();
if ((existCode != null && existCode.Contains(code) == true) || existCode == null)
{
codeList.Add(code);
}
}
len = list.codeList.Length;
fieldLen = list.fieldList.Length;
dataList = (object[])list.data;
for (int k = 0; k < len; k++)
{
var code = dataList[k * fieldLen + 1].ToString();
if ((existCode != null && existCode.Contains(code) == false) || existCode == null)
{
codeList.Add(code);
}
}
codeList.Sort();
List <StockBasicInfo> items = new List <StockBasicInfo>();
WindData wd = new WindData();
foreach (var code in codeList)
{
wd = w.wsd(code, "sec_name,ipo_date,delist_date", date.ToString("yyyy-MM-dd"), date.ToString("yyyy-MM-dd"), "");
dataList = (object[])wd.data;
items.Add(new StockBasicInfo
{
code = code,
name = dataList[0].ToString(),
listDate = (DateTime)dataList[1],
delistDate = dataList[2] is DBNull ? new DateTime(2099, 12, 31) : (DateTime)dataList[2]
});
}
if (preList != null)
{
foreach (var stock in preList)
{
if (items.Find(x => x.code == stock.code) == null)
{
items.Add(stock);
}
}
}
return(items.OrderBy(x => x.code).ToList());
}