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 static string[] Query(string code, string field, string start, string end)
{
WindData result;
lock (_threadLock)
{
result = _api.wsd(code, field, start, end, "");
}
return(DataHelper.ParseInfo(result, "wsd"));;
}
static void DoAPISameple()
{
WindAPI w = new WindAPI();
w.start();
//wset取沪深300指数成分
//WindData wd = w.wset("IndexConstituent", "date=20141215;windcode=000300.SH");
//OutputWindData(wd, "wset");
WindData wd = w.wsd("I2009.DCE", "open", "2020-05-24", "2020-05-24", "");
OutputWindData(wd, "wsd");
w.stop();
}
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);
}
private void EvaluateBonus()
{
//利用万德wset的“分红送转”抓取数据
foreach (var item in GetStocks.stockList)
{
stockBonus bonus = bonusList[item.Key];
List <int> dateList = new List <int>();
List <double> historicalBonusList = new List <double>();
WindData wd = w.wset("corporationaction", "startdate=2014-01-01;enddate=2020-06-20;windcode=" + bonus.code + ";field=ex_dividend_date,wind_code,sec_name,cash_payout_ratio,ex_dividend_note");
object[] stockList = wd.data as object[];
int num = (stockList == null ? 0 : stockList.Length / 5);
for (int i = 0; i < num; i++)
{
string[] dateStr = Convert.ToString(stockList[i * 5]).Split(new char[] { '/', ' ' });
int date = Convert.ToInt32(dateStr[0]) * 10000 + Convert.ToInt32(dateStr[1]) * 100 + Convert.ToInt32(dateStr[2]);
double planBonus = (stockList[i * 5 + 3] == null ? 0 : (double)stockList[i * 5 + 3]);
dateList.Add(date);
historicalBonusList.Add(planBonus);
}
//判断去年是否有2次分红
int thisYear = 0, lastYear = 0;
for (int i = 0; i < dateList.Count; i++)
{
int date = dateList[i];
double myBonus = historicalBonusList[i];
if (date / 10000 + 1 == yesterday / 10000 && myBonus > 0)
{
lastYear += 1;
}
if (date / 10000 == yesterday / 10000 && myBonus > 0)
{
thisYear += 1;
}
}
if (lastYear == 1 && thisYear == 1)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.firstDate = dateList[dateList.Count() - 1];
bonus.firstStatus = "明确";
}
if (lastYear == 1 && thisYear == 0)
{
if (bonus.planBonus != 0)
{
bonus.firstBonus = bonus.planBonus;
bonus.firstDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 1] + 10000);
bonus.firstStatus = "有预案但日期未明确";
}
else
{
string str = DateTime.ParseExact(yesterday.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
WindData eps = w.wsd(bonus.code, "eps_ttm", "ED-0TD", str, "Days=Alldays");//利用EPS来估算分红
double[] epsList = eps.data as double[];
double thisEps = epsList[0];
if (thisEps < 0)
{
bonus.firstStatus = "去年亏损无分红";
bonus.firstBonus = 0;
bonus.firstDate = 0;
}
else
{
str = DateTime.ParseExact((yesterday - 10000).ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
eps = w.wsd(bonus.code, "eps_ttm", "ED-0TD", str, "Days=Alldays");
epsList = eps.data as double[];
double lastEps = (epsList == null?0:epsList[0]);
if (lastEps == 0)
{
bonus.firstStatus = "去年无EPS数据无法预测";
bonus.firstBonus = 0;
bonus.firstDate = 0;
}
else
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 1] / lastEps * thisEps;
bonus.firstDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 1] + 10000);
bonus.firstStatus = "无预案按上次分红预测";
}
}
}
}
if (lastYear >= 2 && thisYear == 2)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 2];
bonus.firstDate = dateList[dateList.Count() - 2];
bonus.firstStatus = "明确";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.secondDate = dateList[dateList.Count() - 1];
bonus.secondStatus = "明确";
}
if (lastYear >= 2 && thisYear == 1)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.firstDate = dateList[dateList.Count() - 1];
bonus.firstStatus = "明确";
if (bonus.planBonus != 0)
{
bonus.secondBonus = bonus.planBonus;
bonus.secondDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 2] + 10000);
bonus.secondStatus = "有预案但日期未明确";
}
else
{
bonus.secondDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 2] + 10000);
bonus.secondStatus = "无预案按上次分红预测";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 2] / historicalBonusList[historicalBonusList.Count() - 3] * historicalBonusList[historicalBonusList.Count() - 1];
}
}
if (lastYear >= 2 && thisYear == 0)
{
if (bonus.planBonus != 0)
{
bonus.firstBonus = bonus.planBonus;
bonus.firstDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 2] + 10000);
bonus.firstStatus = "有预案但日期未明确";
bonus.secondDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 1] + 10000);
bonus.secondStatus = "无预案按上次分红预测";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 1] / historicalBonusList[historicalBonusList.Count() - 2] * bonus.planBonus;
}
else
{
string str = DateTime.ParseExact(yesterday.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
WindData eps = w.wsd(bonus.code, "eps_ttm", "ED-0TD", str, "Days=Alldays");
double[] epsList = eps.data as double[];
double thisEps = epsList[0];
if (thisEps < 0)
{
bonus.firstStatus = "去年亏损无分红";
bonus.firstBonus = 0;
bonus.firstDate = 0;
bonus.secondStatus = "去年亏损无分红";
bonus.secondBonus = 0;
bonus.secondDate = 0;
}
else
{
str = DateTime.ParseExact((yesterday - 10000).ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
eps = w.wsd(bonus.code, "eps_ttm", "ED-0TD", str, "Days=Alldays");
epsList = eps.data as double[];
double lastEps = (epsList == null ? 0 : epsList[0]);
if (lastEps == 0)
{
bonus.firstStatus = "去年无EPS数据无法预测";
bonus.firstBonus = 0;
bonus.firstDate = 0;
bonus.secondStatus = "去年无EPS数据无法预测";
bonus.secondBonus = 0;
bonus.secondDate = 0;
}
else
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 2] / lastEps * thisEps;
bonus.firstDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 2] + 10000);
bonus.firstStatus = "无预案按上次分红预测";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 1] / lastEps * thisEps;
bonus.secondDate = TradeDays.GetRecentTradeDay(dateList[dateList.Count() - 1] + 10000);
bonus.secondStatus = "无预案按上次分红预测";
}
}
}
}
if (lastYear == 0 && thisYear == 0)
{
if (bonus.planBonus > 0)
{
bonus.firstBonus = bonus.planBonus;
bonus.firstDate = 0;
bonus.firstStatus = "有预案但日期未明确";
}
else
{
bonus.firstStatus = "无预案无分红数据";
}
}
if (lastYear == 0 && thisYear == 1)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.firstDate = dateList[dateList.Count() - 1];
bonus.firstStatus = "明确";
if (bonus.planBonus > 0)
{
bonus.secondBonus = bonus.planBonus;
bonus.secondDate = 0;
bonus.secondStatus = "有预案但日期未明确";
}
}
if (lastYear == 0 && thisYear == 2)
{
bonus.firstBonus = historicalBonusList[historicalBonusList.Count() - 2];
bonus.firstDate = dateList[dateList.Count() - 2];
bonus.firstStatus = "明确";
bonus.secondBonus = historicalBonusList[historicalBonusList.Count() - 1];
bonus.secondDate = dateList[dateList.Count() - 1];
bonus.secondStatus = "明确";
}
if (bonus.firstStatus == "有预案但日期未明确" || bonus.firstStatus == "无预案按上次分红预测")
{
if (bonus.firstDate <= yesterday)
{
bonus.firstDate = 0;
bonus.firstStatus += "预测日期已过";
}
}
if (bonus.secondStatus == "有预案但日期未明确" || bonus.secondStatus == "无预案按上次分红预测")
{
if (bonus.secondDate <= yesterday)
{
bonus.secondDate = 0;
bonus.secondStatus += "预测日期已过";
}
}
evaluateBonusList.Add(bonus.code, bonus);
}
//预处理，默认除息除权日是分红的前一天
foreach (var item in GetStocks.stockList)
{
stockBonus bonus = evaluateBonusList[item.Key];
if (bonus.firstDate > 0)
{
bonus.firstRegisterDate = TradeDays.GetPreviousTradeDay(bonus.firstDate);
}
if (bonus.secondDate > 0)
{
bonus.SecondRegisterDate = TradeDays.GetPreviousTradeDay(bonus.secondDate);
}
evaluateBonusList[item.Key] = bonus;
}
//利用万德接口wset的“分红实施”来获取股权登记日
string lastYearStr = (yesterday / 10000 - 1).ToString();
WindData register = w.wset("bonus", "orderby=报告期;year=" + lastYearStr + ";period=y1;sectorid=a001010100000000;field=wind_code,sec_name,shareregister_date,dividend_payment_date");
object[] stockList2 = register.data as object[];
int num2 = (stockList2 == null?0:stockList2.Length / 4);
for (int i = 0; i < num2; i++)
{
string code = Convert.ToString(stockList2[i * 4]);
if (evaluateBonusList.ContainsKey(code))
{
string[] date = Convert.ToString(stockList2[i * 4 + 3]).Split(new char[] { '/', ' ' });
int planDate = Convert.ToInt32(date[0]) * 10000 + Convert.ToInt32(date[1]) * 100 + Convert.ToInt32(date[2]);
stockBonus bonus = evaluateBonusList[code];
if (planDate == bonus.firstDate)
{
date = Convert.ToString(stockList2[i * 4 + 2]).Split(new char[] { '/', ' ' });
bonus.firstRegisterDate = Convert.ToInt32(date[0]) * 10000 + Convert.ToInt32(date[1]) * 100 + Convert.ToInt32(date[2]);
}
if (planDate == bonus.secondDate)
{
date = Convert.ToString(stockList2[i * 4 + 2]).Split(new char[] { '/', ' ' });
bonus.SecondRegisterDate = Convert.ToInt32(date[0]) * 10000 + Convert.ToInt32(date[1]) * 100 + Convert.ToInt32(date[2]);
}
evaluateBonusList[code] = bonus;
}
}
}
public WindData getDataSet()
{
WindData wd = w.wsd(_SecCodes, _Fields, _BegT.ToShortDateString(), _EndT.ToShortDateString(), "");
return(wd);
}
public static unsafe Bar[] DumpBarByWind(string code, string startDate, string endDate, BarType barType)
{
var ret = new List <Bar>();
if (barType == BarType.Day || barType == BarType.Week)
{
WindData wd = wind.wsd(code, "open,high,low,close,volume,settle,oi", startDate, endDate, "");
if (wd.data == null)
{
return(ret.ToArray());
}
object[,] data = wd.getDataByFunc("wsd", false) as object[, ];
var w = wd.fieldList.Length;
var l = (int)(data.Length / w);
for (var i = 0; i < l; i++)
{
var bar = new Bar();
bar.TradingDay = int.Parse(wd.timeList[i].ToString("yyyyMMdd"));
bar.D = wd.timeList[i];
bar.Settle = data[i, 5].GetDouble();
bar.O = data[i, 0].GetDouble();
bar.H = data[i, 1].GetDouble();
bar.L = data[i, 2].GetDouble();
bar.C = data[i, 3].GetDouble();
bar.V = data[i, 4].GetDouble();
bar.I = data[i, 6].GetDouble();
bar.WindCode = code;
bar.BarType = barType;
ret.Add(bar);
}
}
else
{
var wd = wind.wsi(code, "open,high,low,close,volume,oi", startDate, endDate, $"BarSize={(int)barType}");
if (wd.data == null)
{
return(ret.ToArray());
}
object[,] data = wd.getDataByFunc("wsi", false) as object[, ];
if (data == null)
{
Console.WriteLine($"{code} not find wsi {startDate} ~ {endDate}");
return(ret.ToArray());
}
var w = wd.fieldList.Length;
var l = (int)(data.Length / w);
for (var i = 0; i < l; i++)
{
var bar = new Bar();
bar.TradingDay = int.Parse(wd.timeList[i].ToString("yyyyMMdd"));
bar.D = wd.timeList[i];
bar.O = data[i, 0].GetDouble();
bar.H = data[i, 1].GetDouble();
bar.L = data[i, 2].GetDouble();
bar.C = data[i, 3].GetDouble();
bar.V = data[i, 4].GetDouble();
bar.I = data[i, 5].GetDouble();
bar.WindCode = code;
bar.BarType = barType;
ret.Add(bar);
}
}
return(ret.ToArray());
}
private SortedDictionary <string, stockEquity> GetStockData()
{
SortedDictionary <string, stockEquity> myData = new SortedDictionary <string, stockEquity>();
string yesterdayStr = DateTime.ParseExact(yesterday.ToString(), "yyyyMMdd", null).ToString("yyyy-MM-dd");
string firstDate = "2017-01-01";
foreach (var item in GetStocks.stockList)
{
string code = item.Key;
WindData wd = w.wsd(code, "close,free_float_shares,float_a_shares", "ED-0D", firstDate, "Days=Alldays");
double[] stockList = wd.data as double[];
int num = (stockList == null ? 0 : stockList.Length / 3);
if (num == 1)
{
stockEquity myEquity = new stockEquity();
myEquity.code = item.Value.code;
myEquity.name = item.Value.name;
myEquity.date = yesterday;
myEquity.closePrice = (double)stockList[0];
myEquity.freeEquity = (double)stockList[1];
myEquity.equity = (double)stockList[2];
double percentage = myEquity.freeEquity / myEquity.equity;
if (percentage <= 0.15)
{
myEquity.percentage = Math.Ceiling(percentage * 100) / 100;
}
else if (percentage <= 0.2)
{
myEquity.percentage = 0.2;
}
else if (percentage <= 0.8)
{
myEquity.percentage = Math.Ceiling(percentage * 10) / 10;
}
else
{
myEquity.percentage = 1;
}
myData.Add(code, myEquity);
}
else
{
Console.WriteLine("There is something wrong with {0}", code);
}
}
WindData wd2 = w.wsd(indexName, "close,free_float_shares,float_a_shares", "ED-0D", firstDate, "Days=Alldays");
double[] stockList2 = wd2.data as double[];
double num2 = (stockList2 == null ? 0 : stockList2.Length / 3);
if (num2 == 1)
{
stockEquity myEquity = new stockEquity();
myEquity.code = indexName;
myEquity.name = indexName;
myEquity.date = yesterday;
myEquity.closePrice = (double)stockList2[0];
myEquity.freeEquity = (double)stockList2[1];
myEquity.equity = (double)stockList2[2];
double percentage = myEquity.freeEquity / myEquity.equity;
if (percentage <= 0.15)
{
myEquity.percentage = Math.Ceiling(percentage * 100) / 100;
}
else if (percentage <= 0.2)
{
myEquity.percentage = 0.2;
}
else if (percentage <= 0.8)
{
myEquity.percentage = Math.Ceiling(percentage * 10) / 10;
}
else
{
myEquity.percentage = 1;
}
myData.Add(indexName, myEquity);
}
else
{
Console.WriteLine("There is something wrong with {0}", indexName);
}
return(myData);
}
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());
}