private static void Main(string[] args)
{
WindAPI w = new WindAPI();
w.start();
w.stop();
}
public void DoIt()
{
string strErrorMsg;
WindAPI w = new WindAPI();
//登录WFT
int nRetCode = w.start();
if (0 != nRetCode)//登录失败
{
strErrorMsg = w.getErrorMsg(nRetCode);
Console.Write(strErrorMsg);
return;
}
//登录账号
Console.Write("\r\ntlogon……");
WindData wd = w.tlogon("0000", "0", "w088801001", "******", "SHSZ");
string strLogonId = wd.GetLogonId();
//下单浦发银行
wd = w.torder("600000.SH", "Buy", "12.0", "200", "OrderType=LMT;LogonID=" + strLogonId);//单账户登录可以不指定LogonId=1
//获取下单ID
string strRequestID1 = wd.GetOrderRequestID();
Console.WriteLine("RequestID=" + strRequestID1);
//下单白云机场
wd = w.torder("600004.SH", "Buy", "12.00", "300", "OrderType=LMT;LogonID=" + strLogonId);//单账户登录可以不指定LogonId=1
//获取下单ID
string strRequestID2 = wd.GetOrderRequestID();
//查询
Console.WriteLine("query……");
wd = w.tquery("Order", "RequestID=" + strRequestID1);
//获取浦发银行OrderNumber
string strOrderNumber = wd.GetOrderNumber();
//浦发银行撤单
Console.WriteLine("cancel……");
wd = w.tcancel(strOrderNumber);
//再次查询
Console.WriteLine("query after cancel……");
wd = w.tquery("Order");
string strQueryInfoAfter = WindDataMethod.WindDataToString(wd, "tquery");
Console.Write(strQueryInfoAfter);
//登出
Console.WriteLine("tlogout……");
w.tlogout();
//退出WindAPI
w.stop();
}
private WindAPIWrap()
{
int ret = _windAPI.start("", "", 5000);
if (ret == 0)
{
Console.WriteLine("Login success!");
}
else
{
Console.WriteLine("Login fail!");
}
}
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("600000.SH,600004.SH", "open", "2014-10-16", "2014-12-16", "");
OutputWindData(wd, "wsd");
w.stop();
}
public int Start()
{
int ret = _windAPI.start("", "", 5000);
if (ret == 0)
{
string msg = "WindAPI启动成功!";
Console.WriteLine(msg);
logger.Info(msg);
}
else
{
string msg = "WindAPI启动失败!";
Console.WriteLine(msg);
logger.Info(msg);
}
return(ret);
}
private void Excute_Click(object sender, EventArgs e)
{
InitializeChart();
this.myChart.Series.Clear();
string strStartDate = this.startDateTimePicker.Text;
string strEndDate = this.endDateTimePicker.Text;
WindAPI w = new WindAPI();
w.start();
WindData wd = null;
if (this.radioButton_KQ.Checked)
wd = w.edb("M5407921", strStartDate, strEndDate, "");
else
wd = w.edb("M0000272", strStartDate, strEndDate, "");
w.stop();
UpdateChart(wd);
}
private static void Main(string[] args)
{
WindAPI w = new WindAPI();
// Custom test block for live DLL integration
Console.WriteLine();
Console.WriteLine(WindTest.Test());
Console.WriteLine("Press enter to continue...");
Console.ReadLine();
// End test block
w.start();
WindData wd = w.wsd("600000.SH", "MACD", "ED-1M", "2014-12-16", "MACD_L=26;MACD_S=12;MACD_N=9;MACD_IO=1;Fill=Previous");
string str = WindDataMethod.WindDataToString(wd, "wsd");
Console.Write(str);
Console.Read();
w.stop();
}
public void DoIt()
{
WindAPI w = new WindAPI();
w.start();
//取昨天的最高、最低、收盘
double dLastHigh = 0; double dLastLow = 0; double dLastClose = 0;
WindData wd = w.wss("600999.SH", "high,low,close", "tradeDate=20141202;priceAdj=U;cycle=D");
//WindData wd = w.wss("601000.SH", "high,low,close", "tradeDate=20141202;priceAdj=U;cycle=D");
//WindData wd = w.wss("M1309.DCE", "high,low,close", "tradeDate=20130411;priceAdj=U;cycle=D");
double[,] lastPriceData = (double[,])wd.getDataByFunc("wss", true);
if (null == lastPriceData)
return;
dLastHigh = lastPriceData[0, 0];
dLastLow = lastPriceData[0, 1];
dLastClose = lastPriceData[0, 2];
//计算出6个价位
double dSsetup = dLastHigh + 0.35 * (dLastClose - dLastLow);//观察卖出价
double dSenter = (1.07 / 2) * (dLastHigh + dLastLow) - 0.07 * dLastLow;//反转卖出价
double dBenter = (1.07 / 2) * (dLastHigh + dLastLow) - 0.07 * dLastHigh;//反转买入价
double dBsetup = dLastLow - 0.35 * (dLastHigh - dLastClose); //观察买入价
double dBbreak = dSsetup + 0.25 * (dSenter - dBsetup); //突破买入价
double dSbreak = dBsetup - 0.205 * (dSenter - dBsetup); //突破卖出价
//某天的交易数据
WindData wdWSI = w.wsi("600999.SH", "high,low,close", "2014-12-03 09:30:00", "2014-12-03 15:00:00", "");
//WindData wdWSI = w.wsi("601000.SH", "high,low,close", "2014-12-03 09:30:00", "2014-12-03 15:00:00", "");
//WindData wdWSI = w.wsi("M1309.DCE", "high,low,close", "2013-04-12 09:30:00", "2013-04-12 15:00:00", "");
double[,] curPriceData = (double[,])wdWSI.getDataByFunc("wsi", true);
if (null == curPriceData)
return;
int nTimeCount = curPriceData.GetLength(0);
if (nTimeCount < 0)
return;
int nPriceDim = curPriceData.GetLength(1);
if (nPriceDim < 3)
return;
//策略初值，1表示做多，-1表示做空，0表示无操作
List<int> curHoldList = new List<int>(nTimeCount);
for (int i = 0; i < nTimeCount; i++)
{
curHoldList.Add(0);
}
double dCurHigh = curPriceData[0, 0];
double dCurLow = curPriceData[0, 1];
double dCurPrice = curPriceData[0, 2];
for (int i = 0; i < nTimeCount; i++)
{
dCurHigh = (curPriceData[i, 0] > dCurHigh) ? curPriceData[i, 0] : dCurHigh;
dCurLow = (curPriceData[i, 1] > dCurLow) ? curPriceData[i, 1] : dCurLow;
dCurPrice = curPriceData[i, 2];
//当前持仓
int nCurHold = curHoldList.Sum();
bool bCon1 = (dCurPrice > dBbreak) && (0 == nCurHold); //空仓做多条件
bool bCon2 = (dCurPrice < dSbreak) && (0 == nCurHold); //空仓做空条件
bool bCon3 = (nCurHold > 0) && (dCurHigh > dSsetup) && (dCurPrice < dSenter); //多单反转卖出条件:holding>0 and 今高>观察卖出价 and c<反转卖出价;
bool bCon4 = (nCurHold < 0) && (dCurLow < dBsetup) && (dCurPrice > dBenter); //空单反转买入条件:=holding<0 and 今低<观察买入价 and c>反转买入价;
//交易
if (bCon3)//多单反转
{
curHoldList[i] = -1;//平多 //sell
}
else if (bCon2) //空单做空
{
curHoldList[i] = -1; //sell
}
else if (bCon4) //空单反转
{
curHoldList[i] = 1;//buy
}
else if (bCon1) //空仓做多
{
curHoldList[i] = 1;//buy
}
else
{
curHoldList[i] = 0;
}
}
int nCurHole = curHoldList.Sum();
//尾盘轧平
if (1 == nCurHole && 1 == curHoldList.Last())
curHoldList[nTimeCount - 1] = 0;
else if (1 == nCurHole)
curHoldList[nTimeCount - 1] = -1;
else if (-1 == nCurHole && -1 == curHoldList.Last())
curHoldList[nTimeCount - 1] = 0;
else if (-1 == nCurHole)
curHoldList[nTimeCount - 1] = 1;
//统计收益
double dProfit = 0;
for (int i = 0; i < nTimeCount; i++)
{
dProfit += curPriceData[i, 2] * curHoldList[i];
}
Console.WriteLine("策略收益:" + dProfit);
w.stop();
}