public StoreData(List <optionDataFormat> myData, int start = 0, int end = 0)
{
if (start == 0)
{
start = 0;
end = myData.Count() - 1;
}
if (start != 0 && start < myData.Count() && end == 0)
{
end = myData.Count() - 1;
}
DataTable dt = new DataTable();
dt.Columns.Add("代码", Type.GetType("System.String"));
dt.Columns.Add("日期", Type.GetType("System.String"));
dt.Columns.Add("时间", Type.GetType("System.Double"));
dt.Columns.Add("成交价", Type.GetType("System.Double"));
dt.Columns.Add("Ask1", Type.GetType("System.Double"));
dt.Columns.Add("Ask2", Type.GetType("System.Double"));
dt.Columns.Add("Ask3", Type.GetType("System.Double"));
dt.Columns.Add("Ask4", Type.GetType("System.Double"));
dt.Columns.Add("Ask5", Type.GetType("System.Double"));
dt.Columns.Add("Askv1", Type.GetType("System.Double"));
dt.Columns.Add("Askv2", Type.GetType("System.Double"));
dt.Columns.Add("Askv3", Type.GetType("System.Double"));
dt.Columns.Add("Askv4", Type.GetType("System.Double"));
dt.Columns.Add("Askv5", Type.GetType("System.Double"));
dt.Columns.Add("bid1", Type.GetType("System.Double"));
dt.Columns.Add("bid2", Type.GetType("System.Double"));
dt.Columns.Add("bid3", Type.GetType("System.Double"));
dt.Columns.Add("bid4", Type.GetType("System.Double"));
dt.Columns.Add("bid5", Type.GetType("System.Double"));
dt.Columns.Add("bidv1", Type.GetType("System.Double"));
dt.Columns.Add("bidv2", Type.GetType("System.Double"));
dt.Columns.Add("bidv3", Type.GetType("System.Double"));
dt.Columns.Add("bidv4", Type.GetType("System.Double"));
dt.Columns.Add("bidv5", Type.GetType("System.Double"));
dt.Columns.Add("high", Type.GetType("System.Double"));
dt.Columns.Add("low", Type.GetType("System.Double"));
dt.Columns.Add("成交量", Type.GetType("System.Double"));
dt.Columns.Add("成交额", Type.GetType("System.Double"));
dt.Columns.Add("持仓量", Type.GetType("System.Double"));
dt.Columns.Add("成交笔数", Type.GetType("System.Double"));
dt.Columns.Add("状态", Type.GetType("System.String"));
string str = DateTime.Now.ToString("yyyyMMdd");
lock (myData)
{
for (int i = start; i <= end; i++)
{
optionDataFormat data = myData[i];
dt.Rows.Add(new object[] { data.code, str, data.time, data.last, data.ask[0], data.ask[1], data.ask[2], data.ask[3], data.ask[4], data.askv[0], data.askv[1], data.askv[2], data.askv[3], data.askv[4], data.bid[0], data.bid[1], data.bid[2], data.bid[3], data.bid[4], data.bidv[0], data.bidv[1], data.bidv[2], data.bidv[3], data.bidv[4], data.high, data.low, data.volume, data.turnover, data.openInterest, data.count, data.status });
}
}
CsvApplication.SaveCSV(dt, "optiondata_" + str + ".csv", "append");
}
static void Main(string[] args)
{
//Thread.Sleep(15000);
List <optionDataFormat> myData = new List <optionDataFormat>();
Dictionary <string, List <optionDataFormat> > optionData = new Dictionary <string, List <optionDataFormat> >();
int total = 0;
int today = Convert.ToInt32(DateTime.Now.ToString("yyyyMMdd"));
OptionInformation myOption = new OptionInformation(today);
int[] optionList = myOption.GetOptionNameByDate(today);
string time = "";
int recordStart = 0;
int recordEnd = 0;
string optionString = "";
for (int i = 0; i < optionList.Length; i++)
{
optionString += optionList[i].ToString() + ".SH,";
}
int thisMonth = Convert.ToInt32(DateTime.Now.ToString("yyMM"));
for (int i = 0; i <= 9; i++)
{
string month = DateTime.Now.AddMonths(i).ToString("yyMM");
optionString += "IH" + month + ".CF,";
}
optionString += "510050.SH";
bool bRet = SetConsoleCtrlHandler(commandLineDelegate, true);
var baseAddress = ConfigurationManager.AppSettings["OrientWebGWAddress"];
var userName = ConfigurationManager.AppSettings["UserName"];
var userPassword = ConfigurationManager.AppSettings["UserPassword"];
GetPublicKey().Wait();
var accessToken = GetAccessToken(userName, userPassword).Result;
Console.WriteLine("GetToken:{0}", accessToken);
if (string.IsNullOrEmpty(accessToken))
{
Console.WriteLine("用户名密码错误");
Console.ReadLine();
return;
}
using (var hubConnection = new HubConnection(baseAddress))
{
hubConnection.Headers.Add("Authorization", "Bearer " + accessToken);
IHubProxy proxy = hubConnection.CreateHubProxy("DataCenterHub");
proxy.On <dynamic, string>("onPushDynamicData", (data, stkcd) =>
{
//DateTime currentTime = System.DateTime.Now;
// Console.WriteLine(currentTime+currentTime.Millisecond.ToString());
optionDataFormat data0 = new optionDataFormat();
data0.code = data["c"];
data0.ask = new int[5];
data0.askv = new int[5];
data0.bid = new int[5];
data0.bidv = new int[5];
for (int i = 0; i < 5; i++)
{
data0.ask[i] = data["a"][i];
data0.askv[i] = data["av"][i];
data0.bid[i] = data["b"][i];
data0.bidv[i] = data["bv"][i];
}
data0.high = data["h"];
data0.low = data["l"];
data0.last = data["p"];
data0.openInterest = data["oi"] == null?0:data["oi"];
data0.status = data["s"];
data0.time = data["t"];
data0.turnover = data["tt"];
data0.volume = data["deal"]["v"];
data0.count = data["deal"]["c"];
//if (optionData.ContainsKey(data0.code) == false)
//{
// List<optionDataFormat> myData0 = new List<optionDataFormat>();
// myData0.Add(data0);
// optionData.Add(data0.code, myData0);
//}
//else
//{
// optionData[data0.code].Add(data0);
//}
myData.Add(data0);
total += 1;
});
proxy.On("onPushStaticData", data =>
{
Console.WriteLine(data["c"] + " " + data["pc"]);
});
proxy.On("onPushBasisData", data =>
{
Console.WriteLine(data["c"] + " " + data["cn"]);
});
proxy.On("onPushOrderQueueData", data =>
{
Console.WriteLine(data["c"] + " " + data["t"] + " " + data["a"].ToString());
});
DateTime firstStamp = DateTime.MinValue;
DateTime firstNow = DateTime.MinValue;
proxy.On("onPushTickData", data =>
{
});
proxy.On("OnNotify", data =>
{
Console.WriteLine(data["c"] + " " + data["cn"]);
});
proxy.On("OnRequest", data =>
{
Console.WriteLine(data);
});
hubConnection.Start().ContinueWith(c =>
{
if (c.IsFaulted)
{
//连接失败，暂时无法在客户端区分错误类别，只能识别出500内部错误
}
else
{
proxy.Invoke("RequestSubscribe", optionString);
//proxy.Invoke("RequestSubscribe", "002341.SZ", "OQ,TI,SO");
//proxy.Invoke("RequestGetBasisData", "11000021.SH");
//proxy.Invoke("RequestGetStaticData", "11000021.SH");
//proxy.Invoke("RequestGetSecurityList", "1100");
//proxy.Invoke("RequestGetMinuteData", "11000021.SH");
}
});
while (true)
{
Thread.Sleep(3 * 1000);
time = DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss");
Console.WriteLine(total);
recordEnd = total - 1;
if (recordEnd > recordStart)
{
StoreData store = new StoreData(myData, recordStart, recordEnd);
Console.WriteLine("Time: {2}, record data! form {0} to {1}", recordStart, recordEnd, time);
}
recordStart = recordEnd + 1;
}
}
}