예제 #1
0
        public ReportArgs Connect(string ip, short port)
        {
            this.ip   = ip;
            this.port = port;
            ReportArgs    reportArgs = new ReportArgs();
            StringBuilder errInfo    = new StringBuilder(256);
            StringBuilder result     = new StringBuilder(1024 * 1024);

            if (TdxHqWrapper.TdxHq_Connect(ip, port, result, errInfo))
            {
                reportArgs.Succeeded = true;
                reportArgs.Result    = result.ToString();
            }
            else
            {
                reportArgs.Succeeded = false;
                reportArgs.ErrorInfo = errInfo.ToString();
            }
            return(reportArgs);
        }
예제 #2
0
        public ReportArgs GetQuotes(List <string> symbols)
        {
            List <string> securityIDs = new List <string>();
            List <byte>   marketIDs   = new List <byte>();

            foreach (string symbol in symbols)
            {
                string[] temp     = symbol.Split('.');
                string   market   = temp[0];
                byte     marketID = 0;
                switch (market)
                {
                case "SHSE":
                    marketID = 1;
                    break;

                case "SZSE":
                    marketID = 0;
                    break;
                }
                marketIDs.Add(marketID);
                string securityID = temp[1];
                securityIDs.Add(securityID);
            }
            short         count      = (short)securityIDs.Count;
            ReportArgs    reportArgs = new ReportArgs();
            StringBuilder errInfo    = new StringBuilder(256);
            StringBuilder result     = new StringBuilder(1024 * 1024);

            if (TdxHqWrapper.TdxHq_GetSecurityQuotes(marketIDs.ToArray(), securityIDs.ToArray(), ref count, result, errInfo))
            {
                reportArgs.Succeeded = true;
                List <GMSDK.Tick> ticks = new List <GMSDK.Tick>();
                List <string[]>   data  = this.pickUp(result);
                for (int i = 1; i < data.Count; i++)
                {
                    GMSDK.Tick tick     = new GMSDK.Tick();
                    int        marketID = int.Parse(data[i][0]);
                    switch (marketID)
                    {
                    case 0:
                        tick.exchange = "SZSE";
                        break;

                    case 1:
                        tick.exchange = "SHSE";
                        break;
                    }
                    tick.sec_id      = data[i][1];
                    tick.last_price  = float.Parse(data[i][3]);
                    tick.pre_close   = float.Parse(data[i][4]);
                    tick.open        = float.Parse(data[i][5]);
                    tick.high        = float.Parse(data[i][6]);
                    tick.low         = float.Parse(data[i][7]);
                    tick.utc_time    = double.Parse(data[i][8]);
                    tick.cum_volume  = double.Parse(data[i][10]);
                    tick.last_volume = int.Parse(data[i][11]);
                    tick.cum_amount  = double.Parse(data[i][12]);
                    tick.bid_p1      = float.Parse(data[i][17]);
                    tick.ask_p1      = float.Parse(data[i][18]);
                    tick.bid_v1      = int.Parse(data[i][19]);
                    tick.ask_v1      = int.Parse(data[i][20]);
                    tick.bid_p2      = float.Parse(data[i][21]);
                    tick.ask_p2      = float.Parse(data[i][22]);
                    tick.bid_v2      = int.Parse(data[i][23]);
                    tick.ask_v2      = int.Parse(data[i][24]);
                    tick.bid_p3      = float.Parse(data[i][25]);
                    tick.ask_p3      = float.Parse(data[i][26]);
                    tick.bid_v3      = int.Parse(data[i][27]);
                    tick.ask_v3      = int.Parse(data[i][28]);
                    tick.bid_p4      = float.Parse(data[i][29]);
                    tick.ask_p4      = float.Parse(data[i][30]);
                    tick.bid_v4      = int.Parse(data[i][31]);
                    tick.ask_v4      = int.Parse(data[i][32]);
                    tick.bid_p5      = float.Parse(data[i][33]);
                    tick.ask_p5      = float.Parse(data[i][34]);
                    tick.bid_v5      = int.Parse(data[i][35]);
                    tick.ask_v5      = int.Parse(data[i][36]);
                    tick.upper_limit = (float)(tick.pre_close * 1.1);
                    tick.lower_limit = (float)(tick.pre_close * 0.9);
                    ticks.Add(tick);
                }
                reportArgs.Result = ticks;
            }
            else
            {
                reportArgs.Succeeded = false;
                reportArgs.ErrorInfo = errInfo.ToString();
            }
            return(reportArgs);
        }
예제 #3
0
 public void Disconnect()
 {
     TdxHqWrapper.TdxHq_Disconnect();
 }
예제 #4
0
        public ReportArgs GetLastBars(List <string> symbols, int barSize)
        {
            byte barType = 7;//默认1分线
            int  min     = barSize / 60;

            switch (min)
            {
            case 1:
                barType = 7;
                break;

            case 5:
                barType = 0;
                break;

            case 15:
                barType = 1;
                break;

            case 30:
                barType = 2;
                break;

            case 60:
                barType = 3;
                break;

            case 1440:
                barType = 4;
                break;

            default:
                barType = 7;
                break;
            }
            ReportArgs reportArgs = new ReportArgs();

            reportArgs.Succeeded = true;
            Dictionary <string, GMSDK.Bar> barDict = new Dictionary <string, GMSDK.Bar>();

            reportArgs.Result = barDict;
            StringBuilder errInfo = new StringBuilder(256);
            StringBuilder result  = new StringBuilder(1024 * 1024);
            short         count   = 1;

            foreach (string symbol in symbols)
            {
                string[] temp     = symbol.Split('.');
                string   market   = temp[0];
                byte     marketID = 0;
                switch (market)
                {
                case "SHSE":
                    marketID = 1;
                    break;

                case "SZSE":
                    marketID = 0;
                    break;
                }
                string securityID = temp[1];
                if (TdxHqWrapper.TdxHq_GetSecurityBars(barType, marketID, securityID, 0, ref count, result, errInfo))
                {
                    List <string[]> data = this.pickUp(result);
                    GMSDK.Bar       bar  = new GMSDK.Bar();
                    bar.exchange    = market;
                    bar.sec_id      = securityID;
                    bar.strtime     = data[1][0];
                    bar.utc_endtime = DateTime.Parse(bar.strtime).ToFileTimeUtc();
                    bar.bar_type    = barSize;
                    bar.open        = float.Parse(data[1][1]);
                    bar.close       = float.Parse(data[1][2]);
                    bar.high        = float.Parse(data[1][3]);
                    bar.low         = float.Parse(data[1][4]);
                    bar.volume      = double.Parse(data[1][5]);
                    bar.amount      = double.Parse(data[1][6]);
                    barDict.Add(symbol, bar);
                }
                else
                {
                    reportArgs.Succeeded = false;
                    reportArgs.ErrorInfo = errInfo.ToString();
                    break;
                }
            }
            return(reportArgs);
        }