//逐笔委托
public TDBErrNo GetOrder(TDBReq reqOrder, out TDBOrder[] tdbOrder)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(reqOrder);
tdbOrder = new TDBOrder[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
LibTDBWrap.TDBDefine_ReqTransaction reqAPIOrder = reqOrder.ToAPIReqTransaction();
IntPtr pUnmanagedReqAPIOrder = LibWrapHelper.CopyStructToGlobalMem(reqAPIOrder, typeof(LibTDBWrap.TDBDefine_ReqTransaction));
IntPtr ppOrder = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetOrder(m_hTdb, pUnmanagedReqAPIOrder, ppOrder, pCount);
IntPtr pOrder = (IntPtr)Marshal.PtrToStructure(ppOrder, typeof(IntPtr));
int nCount = (Int32)Marshal.PtrToStructure(pCount, typeof(Int32));
if ((UInt64)pOrder != 0 && nCount > 0 && nRet == 0)
{
tdbOrder = new TDBOrder[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_Order));
for (int i = 0; i < nCount; i++)
{
IntPtr pCurRecord = (IntPtr)((UInt64)pOrder + (UInt64)(nElemLen * i));
LibTDBWrap.TDBDefine_Order apiOrder = (LibTDBWrap.TDBDefine_Order)Marshal.PtrToStructure(pCurRecord, typeof(LibTDBWrap.TDBDefine_Order));
tdbOrder[i] = new TDBOrder();
tdbOrder[i].FromAPIOrder(ref apiOrder);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt64)pOrder != 0)
{
LibTDBWrap.TDB_Free(pOrder);
}
Marshal.FreeHGlobal(pUnmanagedReqAPIOrder);
Marshal.FreeHGlobal(ppOrder);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}
//获取普通股票的行情数据(不带买卖盘)，本接口不支持期货，对于期货（CF市场和商品期货），需要调用GetFuture或GetFutureAB
public TDBErrNo GetTick(TDBReq reqTick, out TDBTick[] tdbTick)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(reqTick);
tdbTick = new TDBTick[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
LibTDBWrap.TDBDefine_ReqTick reqAPITick = reqTick.ToAPIReqTick();
IntPtr pUnmanagedReqAPITick = LibWrapHelper.CopyStructToGlobalMem(reqAPITick, typeof(LibTDBWrap.TDBDefine_ReqTick));
IntPtr ppTick = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetTick(m_hTdb, pUnmanagedReqAPITick, ppTick, pCount);
IntPtr pTick = (IntPtr)Marshal.PtrToStructure(ppTick, typeof(IntPtr));
int nCount = (Int32)Marshal.PtrToStructure(pCount, typeof(Int32));
if ((UInt64)pTick != 0 && nCount > 0 && nRet == 0)
{
tdbTick = new TDBTick[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_Tick));
for (int i = 0; i < nCount; i++)
{
IntPtr pCurRecord = (IntPtr)((UInt64)pTick + (UInt64)(nElemLen * i));
LibTDBWrap.TDBDefine_Tick apiTick = (LibTDBWrap.TDBDefine_Tick)Marshal.PtrToStructure(pCurRecord, typeof(LibTDBWrap.TDBDefine_Tick));
tdbTick[i] = new TDBTick();
tdbTick[i].FromAPITick(ref apiTick);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt64)pTick != 0)
{
LibTDBWrap.TDB_Free(pTick);
}
Marshal.FreeHGlobal(pUnmanagedReqAPITick);
Marshal.FreeHGlobal(ppTick);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}
public int Start()
{
if (_isRunning == true)
{
App.Logger.Info("TDB数据服务：已启动！");
return(1);
}
try
{
tdbSource = new TDBDataSource(_config.Ip, _config.Port.ToString(), _config.Username, _config.Password, 30, 1, 1);
TDBLoginResult loginRes;
TDBErrNo nErr = tdbSource.Connect(out loginRes);
if (nErr == TDBErrNo.TDB_OPEN_FAILED)
{
App.Logger.Error(string.Format("TDB数据服务：连接失败，错误代码{0}", nErr));
}
else
{
App.Logger.Info("TDB数据服务：登陆成功！");
TDBCode[] codeArr1;
//输出全部市场的代码表
TDBErrNo nRetInner = tdbSource.GetCodeTable("", out codeArr1);
if (nRetInner == TDBErrNo.TDB_SUCCESS)
{
var mcList = new List <MarketCode>();
foreach (var code in codeArr1)
{
MarketCode mc = new MarketCode()
{
WindCode = code.m_strWindCode,
Market = code.m_strMarket,
Code = code.m_strCode,
EnName = code.m_strENName,
CnName = code.m_strCNName,
Type = code.m_nType
};
mcList.Add(mc);
}
_marketCodes.AddRange(mcList);
}
}
}
catch (Exception ex)
{
App.Logger.Error(ex);
App.Logger.Error("TDB数据服务：初始化错误！" + ex.Message);
return(100);
}
return(0);
}
//获取K线
public TDBErrNo GetKLine(TDBReqKLine reqKLine, out TDBKLine[] tdbKLine)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(reqKLine);
tdbKLine = new TDBKLine[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
LibTDBWrap.TDBDefine_ReqKLine reqKLineInner = reqKLine.ToAPIReqKLine();
IntPtr pUnmanagedAPIReqK = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_ReqKLine)));
Marshal.StructureToPtr(reqKLineInner, pUnmanagedAPIReqK, false);
IntPtr ppKLine = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetKLine(m_hTdb, pUnmanagedAPIReqK, ppKLine, pCount);
IntPtr PKLine = (IntPtr)Marshal.PtrToStructure(ppKLine, typeof(IntPtr));
int nCount = (int)Marshal.PtrToStructure(pCount, typeof(Int32));
if ((UInt64)PKLine != 0 && nRet == 0 && nCount > 0)
{
tdbKLine = new TDBKLine[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_KLine));
for (int i = 0; i < nCount; i++)
{
LibTDBWrap.TDBDefine_KLine apiKLine = (LibTDBWrap.TDBDefine_KLine)Marshal.PtrToStructure((IntPtr)((UInt64)PKLine + (UInt64)(nElemLen * i)), typeof(LibTDBWrap.TDBDefine_KLine));
tdbKLine[i] = new TDBKLine();
tdbKLine[i].FromAPIKLine(ref apiKLine);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt64)PKLine != 0)
{
LibTDBWrap.TDB_Free(PKLine);
}
Marshal.FreeHGlobal(pUnmanagedAPIReqK);
Marshal.FreeHGlobal(ppKLine);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}
//获取某个市场或者全部市场的代码表。strMarket取值: "SH"、"SZ"、"CF"、"SHF"、"CZC"、"DCE"，全部市场：""
public TDBErrNo GetCodeTable(string strMarket, out TDBCode[] codeArr)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(strMarket);
codeArr = new TDBCode[0];
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(nVerifyRet);
}
int nArrLen = 128;
byte[] btMarketArr = LibWrapHelper.String2AnsiArr(strMarket, nArrLen);
IntPtr pUnmanagedMarket = Marshal.AllocHGlobal(btMarketArr.Length);
Marshal.Copy(btMarketArr, 0, pUnmanagedMarket, nArrLen);
IntPtr ppCodeTable = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(IntPtr)));
IntPtr pCount = Marshal.AllocHGlobal(Marshal.SizeOf(typeof(Int32)));
int nRet = LibTDBWrap.TDB_GetCodeTable(m_hTdb, pUnmanagedMarket, ppCodeTable, pCount);
IntPtr pCodeTable = (IntPtr)Marshal.PtrToStructure(ppCodeTable, typeof(IntPtr));
int nCount = (Int32)Marshal.PtrToStructure(pCount, typeof(Int32));
if (nRet == 0 && (UInt64)pCodeTable != 0 && nCount > 0)
{
codeArr = new TDBCode[nCount];
int nElemLen = Marshal.SizeOf(typeof(LibTDBWrap.TDBDefine_Code));
for (int i = 0; i < nCount; i++)
{
LibTDBWrap.TDBDefine_Code apiCode = (LibTDBWrap.TDBDefine_Code)Marshal.PtrToStructure((IntPtr)((UInt64)pCodeTable + (UInt64)(nElemLen * i)), typeof(LibTDBWrap.TDBDefine_Code));
codeArr[i] = new TDBCode();
codeArr[i].FromAPICode(ref apiCode);
}
}
else
{
//如果网络连接断掉，则关闭连接
if (nRet == (int)TDBErrNo.TDB_NETWORK_ERROR)
{
DisConnect();
}
}
if ((UInt16)pCodeTable != 0)
{
LibTDBWrap.TDB_Free(pCodeTable);
}
Marshal.FreeHGlobal(pUnmanagedMarket);
Marshal.FreeHGlobal(ppCodeTable);
Marshal.FreeHGlobal(pCount);
return((TDBErrNo)nRet);
}
/// <summary>
/// 判断TDB数据库是否连接成功。
/// </summary>
/// <returns>返回是否连接成功。</returns>
public bool CheckConnection()
{
TDBLoginResult loginRes;
TDBErrNo nErr = tdbSource.Connect(out loginRes);
//输出登陆结果
if (nErr == TDBErrNo.TDB_OPEN_FAILED)
{
Console.WriteLine("open failed, reason:{0}", loginRes.m_strInfo);
Console.WriteLine();
return(false);
}
return(true);
}
//如果查询的代码不存在，连接已经断掉、未连接，则返回null
public TDBCode GetCodeInfo(string strWindCode, string strMarketKey)
{
TDBErrNo nVerifyRet = SimpleVerifyReqInput(strWindCode);
if (nVerifyRet != TDBErrNo.TDB_SUCCESS)
{
return(null);
}
int nMaxWindCodeLen = 64;
int nMaxmarketLen = 48;
IntPtr pszWindCode = Marshal.AllocHGlobal(nMaxWindCodeLen);
byte[] btWindCode = LibWrapHelper.String2AnsiArr(strWindCode, nMaxWindCodeLen);
btWindCode[btWindCode.Length - 1] = 0;
Marshal.Copy(btWindCode, 0, pszWindCode, btWindCode.Length);
IntPtr pszMarket = Marshal.AllocHGlobal(nMaxmarketLen);
byte[] btMarket = LibWrapHelper.String2AnsiArr(strMarketKey, nMaxmarketLen);
btMarket[btMarket.Length - 1] = 0;
Marshal.Copy(btMarket, 0, pszMarket, btMarket.Length);
IntPtr pCode = LibTDBWrap.TDB_GetCodeInfo(m_hTdb, pszWindCode, pszMarket);
Marshal.FreeHGlobal(pszWindCode);
Marshal.FreeHGlobal(pszMarket);
if ((UInt64)pCode != 0)
{
LibTDBWrap.TDBDefine_Code apiCode = (LibTDBWrap.TDBDefine_Code)Marshal.PtrToStructure(pCode, typeof(LibTDBWrap.TDBDefine_Code));
TDBCode tdbCode = new TDBCode();
tdbCode.FromAPICode(ref apiCode);
return(tdbCode);
}
else
{
return(null);
}
}
/// <summary>
/// 核心存储函数。根据市场信息等存储商品期货数据。
/// </summary>
public void StoreData()
{
foreach (var bond in bondList)
{
string tableName = "MarketData_" + bond.code + "_" + bond.market + "E";
int maxRecordDate = 0;
foreach (int today in myTradeDays.myTradeDays)
{
if (today > bond.endDate)
//如果在期货交割之后，不再进行记录
{
break;
}
int yesterday = TradeDays.GetPreviousTradeDay(today);
string todayDataBase = "TradeMarket" + (today / 100).ToString();
//string todayConnectString = "server=(local);database=" + todayDataBase + ";Integrated Security=true;";
//string todayConnectString = "server=192.168.38.217;database=" + todayDataBase + ";uid =sa;pwd=maoheng0;";
string todayConnectString = "server=145.146.30.152;database=" + todayDataBase + ";uid =spqhhqld;pwd=spqhhqld;";
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == false)
{
maxRecordDate = 0;
}
else if (yesterday / 100 != today / 100 || today == startDate || maxRecordDate == 0)
{
if (SqlApplication.CheckExist(todayDataBase, tableName, todayConnectString) == true)
{
maxRecordDate = MaxRecordDate(tableName, todayConnectString);
}
}
if (maxRecordDate < today)
//若没有记录数据，需要重新记录
//若数据存在，存储数据,否则需要跳过
{
TDBReqFuture reqFuture = new TDBReqFuture(bond.contractName, today, today);
TDBFutureAB[] futureABArr;
TDBErrNo nErrInner = tdbSource.GetFutureAB(reqFuture, out futureABArr);
if (futureABArr.Length == 0)
{
continue;
}
//string yesterdayDataBase = "TradeMarket" + (yesterday / 100).ToString();
//string yesterdayConnectString = "server=(local);database=" + yesterdayDataBase + ";Integrated Security=true;";
//string yesterdayConnectString = "server=192.168.38.217;database=" + yesterdayDataBase + ";uid =sa;pwd=maoheng0;";Security=true;";
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == false)
//检测当日对应的数据库是否存在
{
CreateDataBase(todayDataBase, orignalConnectString);
}
if (SqlApplication.CheckExist(todayDataBase, tableName, orignalConnectString) == false)
{
CreateTable(tableName, todayConnectString);
}
//if (yesterdayDataBase != todayDataBase)
////如果前一交易日所在月份和当日不同，检测上一个月的数据库是否存在
//{
// if (SqlApplication.CheckDataBaseExist(yesterdayDataBase, orignalConnectString) == false)
// {
// CreateDataBase(yesterdayDataBase, orignalConnectString);
// }
// if (SqlApplication.CheckExist(yesterdayDataBase, tableName, orignalConnectString) == false)
// {
// CreateTable(tableName, yesterdayConnectString);
// }
//}
//判断数据是否已经存储，若数据存在，默认已经记录，仅记录数据条数，写入日志文档，靠人工来校对
// int alreadyRecord = CountRecordNumber(tableName, todayConnectString, today);
bondShot[] dataList;
dataList = ModifyData(futureABArr, bond.contractName, today);
StoreDataDaily(tableName, todayConnectString, dataList);
Console.WriteLine("Date:{0}, table:{1}, MaxRecordDate:{2}, Wind:{3}", today, tableName, maxRecordDate, futureABArr.Length);
string log = "Date:" + today.ToString() + ", table:" + tableName + ", MaxRecordDate:" + maxRecordDate.ToString() + ", Wind:" + futureABArr.Length.ToString();
MyApplication.TxtWrite(logName, log);
maxRecordDate = today;
}
else
{
Console.WriteLine("Date:{0}, table:{1}, MaxRecordDate:{2}", today, tableName, maxRecordDate);
string log = "Date:" + today.ToString() + ", table:" + tableName + ", MaxRecordDate:" + maxRecordDate.ToString();
MyApplication.TxtWrite(logName, log);
}
}
}
}
/// <summary>
/// 核心存储函数。根据市场信息等存储股票数据。
/// </summary>
public void StoreData()
{
foreach (var stock in stockList)
{
string tableName = "MarketData_" + stock.code + "_" + stock.market;
int maxRecordDate = 0;
foreach (int today in myTradeDays.myTradeDays)
{
int yesterday = TradeDays.GetPreviousTradeDay(today);
string todayDataBase = "TradeMarket" + (today / 100).ToString();
//string todayConnectString = "server=192.168.38.217;database=" + todayDataBase + ";uid =sa;pwd=maoheng0;";
//string todayConnectString = "server=(local);database=" + todayDataBase + ";Integrated Security=true;";
string todayConnectString = "server=192.168.38.209;database=" + todayDataBase + ";uid =sa;pwd=280514;";
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == false)
{
maxRecordDate = 0;
}
if (yesterday / 100 != today / 100 || today == startDate || maxRecordDate == 0)
{
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == true && SqlApplication.CheckExist(todayDataBase, tableName, orignalConnectString) == true && SqlApplication.CheckExist(todayDataBase, tableName, todayConnectString) == true)
{
maxRecordDate = MaxRecordDate(tableName, todayConnectString);
}
}
if (maxRecordDate < today)
//若没有记录数据，需要重新记录
//若数据存在，存储数据,否则需要跳过
{
TDBReq reqTick = new TDBReq(stock.code + "." + stock.market, today, today);
TDBTickAB[] tickArr;
TDBErrNo nErrInner = tdbSource.GetTickAB(reqTick, out tickArr);
if (tickArr.Length == 0)
{
continue;
}
if (SqlApplication.CheckDataBaseExist(todayDataBase, orignalConnectString) == false)
//检测当日对应的数据库是否存在
{
CreateDataBase(todayDataBase, orignalConnectString);
}
if (SqlApplication.CheckExist(todayDataBase, tableName, orignalConnectString) == false)
{
CreateTable(tableName, todayConnectString);
}
//判断数据是否已经存储，若数据存在，默认已经记录，仅记录数据条数，写入日志文档，靠人工来校对
// int alreadyRecord = CountRecordNumber(tableName, todayConnectString, today);
stockShot[] dataList = ModifyData(tickArr, stock.code, today);
StoreDataDaily(tableName, todayConnectString, dataList);
Console.WriteLine("Date:{0}, table:{1}, MaxRecordDate:{2}, Wind:{3}", today, tableName, maxRecordDate, tickArr.Length);
string log = "Date:" + today.ToString() + ", table:" + tableName + ", MaxRecordDate:" + maxRecordDate.ToString() + ", Wind:" + tickArr.Length.ToString();
MyApplication.TxtWrite(logName, log);
maxRecordDate = today;
}
else
{
Console.WriteLine("Date:{0}, table:{1}, MaxRecordDate:{2}", today, tableName, maxRecordDate);
string log = "Date:" + today.ToString() + ", table:" + tableName + ", MaxRecordDate:" + maxRecordDate.ToString();
MyApplication.TxtWrite(logName, log);
}
}
}
}
