示例#1
0
		//計算個股(開盤價 最高價 最低價)
		internal static void CalculatePrice(MitakeIndex index, DateTime time, double price) {
			if (price > 0) {
				if (index.Open == 0) {
					index.Open = price;
				}
				
				index.High = ((index.High == 0) ? price : ((price > index.High) ? price : index.High));
				index.Low = ((index.Low == 0) ? price : ((price < index.Low) ? price : index.Low));
				index.Close = price;
			}
		}
示例#2
0
                internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
                        int iSize = 0;
                        byte bMode = 0, bType = 0, bFlag = 0;

                        iSize = Buffer.Length - 2;

                        //移動至資料結構(時間欄位)
                        Buffer.Position = 7;

                        do {
                                //取得Format旗標
                                bFlag = Buffer[0];
                                ++Buffer.Position;

                                //取得家數大小(1~4 Byte 不固定)
                                bMode = BitConvert.GetValue(bFlag, 6, 2);

                                //取得家數代號(有持平家數,上漲家數,下跌家數 等......)
                                bType = BitConvert.GetValue(bFlag, 0, 6);

                                switch (bType) {
                                        case 0: //持平家數
                                                index.持平家數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 1: //未成交家數
                                                index.未成交家數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 2: //上漲家數
                                                index.上漲家數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 3: //下跌家數
                                                index.下跌家數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 4: //漲停家數
                                                index.漲停家數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 5: //跌停家數
                                                index.跌停家數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                }
                        } while (Buffer.Position < iSize);//End While

                        ++index.UpdateCount;
                }
示例#3
0
                internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
                        int iSize = 0;
                        uint uValue = 0;
                        byte bMode = 0, bIType = 0, bFlag = 0;
			MitakeIndexTick cTick = null;

                        iSize = Buffer.Length - 2;
                        Buffer.Position = 7;          //移動至資料結構(時間欄位)

			DateTime cTime = Time.GetTime(Buffer); //取得時間
			bool bHave = index.GetMitakeTick(cTime, ref cTick);
			cTick.SetFlag(8);

			if (!bHave) {
				MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 8);
				if (cPrevTick != null) {
					cTick.Clone(cPrevTick, 8);
				}
			}

                        do {
                                //取得價量旗標
                                bFlag = Buffer[0];
                                ++Buffer.Position;

                                //取得指數代號(有加權指數,不含金融 等......)
                                bIType = Buffer[0];
                                ++Buffer.Position;

                                //取得類股成交金額
                                bMode = BitConvert.GetValue(bFlag, 6, 2);
                                uValue = Volumn.GetVolumn(bMode, Buffer);

				cTick.Classifys[bIType].Amount = uValue;

                                //取得類股成交量
                                bMode = BitConvert.GetValue(bFlag, 4, 2);
                                
                                uValue = Volumn.GetVolumn(bMode, Buffer);
                                cTick.Classifys[bIType].Totals = uValue;
                       } while (Buffer.Position < iSize);//End While

                        ++index.UpdateCount;
		}
示例#4
0
		/// <summary>
		///   取得陣列內的MitakeIndex類別資料
                /// </summary>
                /// <param name="serial">股票流水號</param>
		/// <returns>返回值: MitakeIndex類別</returns>
                internal MitakeIndex GetIndex(int serial) {
			MitakeIndex cMitakeIndex = null;
			if (!__cIndexs.TryGetValue(serial, out cMitakeIndex)) {
				Product cProduct = MitakeSymbolManager.GetIndexSymbolInformation(serial);
				
				cMitakeIndex = new MitakeIndex();
				cMitakeIndex.Serial = serial;

				if (cProduct != null) {
					cMitakeIndex.SymbolId = cProduct.SymbolId;
					cMitakeIndex.SymbolName = cProduct.SymbolName;
				}

                                lock (__cIndexs) {
					__cIndexs.Add(serial, cMitakeIndex);
                                }
                        }
                        return cMitakeIndex;
                }
示例#5
0
                internal static void Decode(MitakeIndex index, PacketBuffer Buffer) {
                        byte bMode = 0, bFlag = 0;
			MitakeIndexTick cTick = null;
                        
                        //移動至資料結構
                        Buffer.Position = 7;

			DateTime cTime = Time.GetTime(Buffer); //取得時間
			bool bHave = index.GetMitakeTick(cTime, ref cTick);
			cTick.SetFlag(2);

			MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 2);
			if (!bHave) {
				if (cPrevTick != null) {
					cTick.Clone(cPrevTick, 2);
				}
			}

                        //取得format
                        bFlag = Buffer[0];
                        ++Buffer.Position;

                        //取得成交總額
                        bMode = BitConvert.GetValue(bFlag, 6, 2);

			uint uVolume = Volumn.GetVolumn(bMode, Buffer);
			
			cTick.Volume = uVolume;
			if (uVolume > index.成交總額) {
				index.成交總額 = uVolume;
			}

                        //取得成交張數
                        bMode = BitConvert.GetValue(bFlag, 4, 2);
                        cTick.成交張數 = Volumn.GetVolumn(bMode, Buffer);

                        //取得成交筆數
                        bMode = BitConvert.GetValue(bFlag, 2, 2);
                        cTick.成交筆數 = Volumn.GetVolumn(bMode, Buffer);

			CalculateSingle(cTick, cPrevTick);
			++index.UpdateCount;
		}
示例#6
0
        /// <summary>
        ///   取得陣列內的MitakeIndex類別資料
        /// </summary>
        /// <param name="serial">股票流水號</param>
        /// <returns>返回值: MitakeIndex類別</returns>
        internal MitakeIndex GetIndex(int serial)
        {
            MitakeIndex cMitakeIndex = null;

            if (!__cIndexs.TryGetValue(serial, out cMitakeIndex))
            {
                Product cProduct = MitakeSymbolManager.GetIndexSymbolInformation(serial);

                cMitakeIndex        = new MitakeIndex();
                cMitakeIndex.Serial = serial;

                if (cProduct != null)
                {
                    cMitakeIndex.SymbolId   = cProduct.SymbolId;
                    cMitakeIndex.SymbolName = cProduct.SymbolName;
                }

                lock (__cIndexs) {
                    __cIndexs.Add(serial, cMitakeIndex);
                }
            }
            return(cMitakeIndex);
        }
示例#7
0
                internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
			int iSize = 0;
                        byte bMode = 0, bType = 0, bFlag = 0;
                        MitakeIndexTick cTick = null;

                        iSize = Buffer.Length - 2;
                        Buffer.Position = 7;         //移動至資料結構(時間欄位)

			DateTime cTime = Time.GetTime(Buffer); //取得時間
			bool bHave = index.GetMitakeTick(cTime, ref cTick);
			cTick.SetFlag(4);

			if (!bHave) {
				MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 4);
				if (cPrevTick != null) {
					cTick.Clone(cPrevTick, 4);
				}
			}

                        do {
                                //取得Format旗標
                                bFlag = Buffer[0];
                                ++Buffer.Position;

                                //取得委託張數大小(1~4 Byte 不固定)
                                bMode = BitConvert.GetValue(bFlag, 6, 2);

                                //取得委託代號(有委賣合計張數,委買合計張數 等......)
                                bType = BitConvert.GetValue(bFlag, 0, 6);

                                switch (bType) {
                                        case 0: //委買合計張數
						cTick.Bid = new DOMPrice(cTick.Price, Volumn.GetVolumn(bMode, Buffer));
                                                break;
                                        case 1: //委賣合計張數
						cTick.Ask = new DOMPrice(cTick.Price, Volumn.GetVolumn(bMode, Buffer));
                                                break;
                                        case 2: //委買合計筆數
                                                cTick.委買合計筆數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 3: //委賣合計筆數
                                                cTick.委賣合計筆數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 4: //委買總漲停張數
                                                cTick.委買總漲停張數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 5: //委賣總漲停張數
                                                cTick.委賣總漲停張數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 6: //委買總漲停筆數
                                                cTick.委買總漲停筆數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 7: //委賣總漲停筆數
                                                cTick.委賣總漲停筆數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 8: //委買總跌停張數
                                                cTick.委買總跌停張數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 9: //委賣總跌停張數
                                                cTick.委賣總跌停張數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 10: //委買總跌停筆數
                                                cTick.委買總跌停筆數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        case 11: //委賣總跌停筆數
                                                cTick.委賣總跌停筆數 = Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                        default:
                                                Buffer.Position += (bMode + 1);
                                                break;
                                }//End Switch
                        } while (Buffer.Position < iSize);//End While

			++index.UpdateCount;
                }
示例#8
0
                internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
			float fIndex = 0;
                        byte bMode = 0, bIType = 0, bFlag = 0;
			MitakeIndexTick cTick = null;

                        int iSize = Buffer.Length - 2;
                        Buffer.Position = 7;          //移動至資料結構(時間欄位)

			DateTime cTime = Time.GetTime(Buffer); //取得時間
			bool bHave = index.GetMitakeTick(cTime, ref cTick);
			cTick.SetFlag(1);

			if (!bHave) {
				MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 1);
				if (cPrevTick != null) {
					cTick.Clone(cPrevTick, 1);
				}
			}

                        do {
                                //取得價量旗標
                                bFlag = Buffer[0];
                                ++Buffer.Position;

                                //取得指數大小(1~4 Byte 不固定)
                                bMode = BitConvert.GetValue(bFlag, 6, 2);

                                //取得指數代號(有加權指數,不含金融 等......)
                                bIType = BitConvert.GetValue(bFlag, 0, 6);
                                fIndex = (float)(Volumn.GetVolumn(bMode, Buffer) * 0.01);

				if (Time.ConvertForTotalSeconds(cTime) == 32400) { //09:00 開盤會送出昨日收盤價
                                        index.ReferPrices[bIType] = fIndex;  //昨天收盤指數
                                }
                                cTick.Classifys[bIType].IndexValue = fIndex;

                                if (index.Serial == 9999) {
                                        switch (bIType) {
                                                case 0: //加權指數
                                                        if (fIndex > 0) {
								cTick.Ask = new DOMPrice(fIndex, cTick.Ask.Size);
								cTick.Bid = new DOMPrice(fIndex, cTick.Bid.Size);

								if (cTime >= index.即時資訊.Time) {
									index.加權指數價差 = fIndex - index.ReferPrices[0];
									CalculatePrice(index, cTime, fIndex);
								}
                                                        }
                                                        break;
                                                case 9: //不含金融
                                                        if (fIndex > 0) {
                                                                if (cTime >= index.即時資訊.Time)
                                                                        index.不含金融價差 = fIndex - index.ReferPrices[9];
                                                        }
                                                        break;
                                                default:
                                                        break;
                                        }
                                }
                        } while (Buffer.Position < iSize);//End While

			if (cTime > index.即時資訊.Time) {
			        index.即時資訊 = cTick;
			}
			++index.UpdateCount;
                }
示例#9
0
                //大盤指數計算與補價資訊(StockId = 10000)
                private static void Decoder_Index_10000(MitakeIndex index, byte Module, uint value, bool Negative) {
                        float fValue = (float)(value * 0.01);

                        if (Negative) {
                                fValue *= -1;  //如果是負數
                        }

                        switch (Module) {
                                case 0:
                                        break;
                                case 1:
                                        index.加權指數漲跌幅 = fValue;
                                        break;
                                case 2:
                                        break;
                                case 3:
                                        index.不含金融漲跌幅 = fValue;
                                        break;
                                case 4:
                                        index.OTC指數價差 = fValue;
                                        break;
                                case 5:
                                        index.OTC指數漲跌幅 = fValue;
                                        break;
                        }
                }
示例#10
0
                //大盤指數計算與補價資訊(StockId = 9999)
                private static void Decoder_Index_9999(MitakeIndex index, byte Module, uint value) {
                        switch (Module) {
                                case 0: //大盤綜合買氣(上市股票最近1000筆)
                                        index.大盤綜合買氣 = value;
                                        break;
                                case 30: //大盤買賣比 (委買張/委賣張)
                                        index.大盤買賣比 = (float)(value * 0.01);
                                        break;
                                default: //新編各類股買氣(該類股最近500筆,紡織、電子則為1000筆)
                                        //判斷是否為null 如果是則創建一個Dictionary
					if (index.類股綜合買氣 == null) {
						index.類股綜合買氣 = new Dictionary<int, uint>();
					}

					if (index.類股綜合買氣.ContainsKey(Module)) {
						index.類股綜合買氣[Module] = value;
					} else {
						index.類股綜合買氣.Add(Module, value);
					}
                                        break;
                        }
                }
示例#11
0
                /*
                 *  指數計算及補價資訊:(<stockid:2>=999x...)
                 *  <data:N> = {<subId:1> <值:n1>}重覆直到封包結尾...
                 */
                /// <summary>
                ///    大盤指數計算及補價資訊
                /// </summary>
                private static void Decoder(int StockId, MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
                        uint uValue = 0;
                        bool bNegative = false;
                        byte bMode = 0, bFlag = 0, bModule = 0;

                        int iSize = Buffer.Length - 2;
                        Buffer.Position = 7;

                        do {
                                //取得subId旗標
                                bFlag = Buffer[0];
                                ++Buffer.Position;

                                //取得量價格式
                                bMode = BitConvert.GetValue(bFlag, 6, 2);
                                bModule = BitConvert.GetValue(bFlag, 0, 6);

                                switch (StockId) {
                                        case 9999:
                                                uValue = Volumn.GetVolumn(bMode, Buffer);

                                                Decoder_Index_9999(index, bModule, uValue);
                                                break;
                                        case 10000:
                                                if ((Buffer[0] & 0x80) == 0) {
                                                        bNegative = false;                     //正號
                                                } else {
                                                        bNegative = true;                      //負號
                                                        Buffer.Data[Buffer.Position] &= 0x7f;  //取消負號旗標
                                                }

                                                uValue = Volumn.GetVolumn(bMode, Buffer);

                                                Decoder_Index_10000(index, bModule, uValue, bNegative);
                                                break;
                                        default:
                                                Volumn.GetVolumn(bMode, Buffer);
                                                break;
                                }
                        } while (Buffer.Position < iSize);//end while

                        ++index.UpdateCount;
                }