├── lib ├── 说明.txt ├── dll │ ├── StockDll.dll │ └── StockDll.XML └── 梦翔.Net通视股票接口V1.0.chm ├── README.md ├── src ├── QuantBox.OQ.TongShi │ ├── DataRecord.cs │ ├── APIProvider.Settings.cs │ ├── Properties │ │ └── AssemblyInfo.cs │ ├── APIProvider.MarketDataProvider.OQ3.cs │ ├── QuantBox.OQ.TongShi.csproj │ ├── StructRcvReportEx.cs │ ├── APIProvider.Provider.cs │ ├── APIProvider.InstrumentProvider.cs │ ├── APIProvider.MarketDataProvider.cs │ └── APIProvider.TongShi.cs ├── QuantBox.Helper.TongShi │ ├── TongShiTrade.cs │ ├── TongShiQuote.cs │ ├── DataConvert.cs │ ├── Properties │ │ └── AssemblyInfo.cs │ └── QuantBox.Helper.TongShi.csproj └── QuantBox.OQ.TongShi.sln ├── .gitattributes └── .gitignore /lib/说明.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantBox/OpenQuant-TongShi/HEAD/lib/说明.txt -------------------------------------------------------------------------------- /lib/dll/StockDll.dll: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantBox/OpenQuant-TongShi/HEAD/lib/dll/StockDll.dll -------------------------------------------------------------------------------- /lib/梦翔.Net通视股票接口V1.0.chm: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantBox/OpenQuant-TongShi/HEAD/lib/梦翔.Net通视股票接口V1.0.chm -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # OpenQuant通视股票行情插件 2 | 3 | ## 目的 4 | 提供OpenQuant对接通视标准的行情源,如银江网络\网际网\数畅等 5 | 6 | ## 版权声明 7 | 通过网友‘梦翔’的授权,在本插件中集成了梦翔.Net通视股票接口
8 | 此接口个人用户可以免费使用,商业用途请联系梦翔,细节请参考lib目录 9 | 10 | ## 其它 11 | 通视接口是最早期时,股票行情接收的全推接口 12 | 13 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/DataRecord.cs: -------------------------------------------------------------------------------- 1 | using SmartQuant.Instruments; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | 7 | namespace QuantBox.OQ.TongShi 8 | { 9 | class DataRecord 10 | { 11 | public string Symbol; 12 | public string Exchange; 13 | public Instrument Instrument; 14 | public bool TradeRequested; 15 | public bool QuoteRequested; 16 | public bool MarketDepthRequested; 17 | } 18 | } 19 | -------------------------------------------------------------------------------- /.gitattributes: -------------------------------------------------------------------------------- 1 | # Auto detect text files and perform LF normalization 2 | * text=auto 3 | 4 | # Custom for Visual Studio 5 | *.cs diff=csharp 6 | *.sln merge=union 7 | *.csproj merge=union 8 | *.vbproj merge=union 9 | *.fsproj merge=union 10 | *.dbproj merge=union 11 | 12 | # Standard to msysgit 13 | *.doc diff=astextplain 14 | *.DOC diff=astextplain 15 | *.docx diff=astextplain 16 | *.DOCX diff=astextplain 17 | *.dot diff=astextplain 18 | *.DOT diff=astextplain 19 | *.pdf diff=astextplain 20 | *.PDF diff=astextplain 21 | *.rtf diff=astextplain 22 | *.RTF diff=astextplain 23 | -------------------------------------------------------------------------------- /src/QuantBox.Helper.TongShi/TongShiTrade.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | 3 | using SmartQuant.Data; 4 | using StockDll; 5 | 6 | namespace QuantBox.Helper.TongShi 7 | { 8 | public class TongShiTrade : Trade 9 | { 10 | public TongShiTrade() 11 | : base() 12 | { 13 | } 14 | 15 | public TongShiTrade(Trade trade) 16 | : base(trade) 17 | { 18 | } 19 | 20 | public TongShiTrade(DateTime datetime, double price, int size) 21 | : base(datetime, price, size) 22 | { 23 | } 24 | 25 | public StructRcvReport DepthMarketData; 26 | } 27 | } 28 | -------------------------------------------------------------------------------- /src/QuantBox.Helper.TongShi/TongShiQuote.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | 3 | using SmartQuant.Data; 4 | using StockDll; 5 | 6 | namespace QuantBox.Helper.TongShi 7 | { 8 | public class TongShiQuote : Quote 9 | { 10 | public TongShiQuote() 11 | : base() 12 | { 13 | } 14 | 15 | public TongShiQuote(Quote quote) 16 | : base(quote) 17 | { 18 | } 19 | 20 | public TongShiQuote(DateTime datetime, double bid, int bidSize, double ask, int askSize) 21 | : base(datetime, bid, bidSize, ask, askSize) 22 | { 23 | } 24 | 25 | public StructRcvReport DepthMarketData; 26 | } 27 | } 28 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/APIProvider.Settings.cs: -------------------------------------------------------------------------------- 1 | using NLog; 2 | using NLog.Config; 3 | using SmartQuant; 4 | using SmartQuant.Providers; 5 | using System; 6 | using System.Collections.Generic; 7 | using System.ComponentModel; 8 | using System.Linq; 9 | using System.Text; 10 | 11 | namespace QuantBox.OQ.TongShi 12 | { 13 | partial class APIProvider 14 | { 15 | private const string CATEGORY_ACCOUNT = "Account"; 16 | private const string CATEGORY_BARFACTORY = "Bar Factory"; 17 | private const string CATEGORY_DEBUG = "Debug"; 18 | private const string CATEGORY_EXECUTION = "Settings - Execution"; 19 | private const string CATEGORY_HISTORICAL = "Settings - Historical Data"; 20 | private const string CATEGORY_INFO = "Information"; 21 | private const string CATEGORY_NETWORK = "Settings - Network"; 22 | private const string CATEGORY_STATUS = "Status"; 23 | private const string CATEGORY_TIME = "Settings - Time"; 24 | private const string CATEGORY_OTHER = "Settings - Other"; 25 | 26 | [Category(CATEGORY_OTHER)] 27 | [Editor(typeof(System.Windows.Forms.Design.FileNameEditor), typeof(System.Drawing.Design.UITypeEditor))] 28 | public string StockDllPath { get; set; } 29 | } 30 | } 31 | -------------------------------------------------------------------------------- /src/QuantBox.Helper.TongShi/DataConvert.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using StockDll; 3 | 4 | namespace QuantBox.Helper.TongShi 5 | { 6 | public class DataConvert 7 | { 8 | static FieldInfo tradeField; 9 | static FieldInfo quoteField; 10 | 11 | public static bool TryConvert(OpenQuant.API.Trade trade, ref StructRcvReport DepthMarketData) 12 | { 13 | if (tradeField == null) 14 | { 15 | tradeField = typeof(OpenQuant.API.Trade).GetField("trade", BindingFlags.NonPublic | BindingFlags.Instance); 16 | } 17 | 18 | TongShiTrade t = tradeField.GetValue(trade) as TongShiTrade; 19 | if (null != t) 20 | { 21 | DepthMarketData = t.DepthMarketData; 22 | return true; 23 | } 24 | return false; 25 | } 26 | 27 | public static bool TryConvert(OpenQuant.API.Quote quote, ref StructRcvReport DepthMarketData) 28 | { 29 | if (quoteField == null) 30 | { 31 | quoteField = typeof(OpenQuant.API.Quote).GetField("quote", BindingFlags.NonPublic | BindingFlags.Instance); 32 | } 33 | 34 | TongShiQuote q = quoteField.GetValue(quote) as TongShiQuote; 35 | if (null != q) 36 | { 37 | DepthMarketData = q.DepthMarketData; 38 | return true; 39 | } 40 | return false; 41 | } 42 | } 43 | } 44 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi.sln: -------------------------------------------------------------------------------- 1 | 2 | Microsoft Visual Studio Solution File, Format Version 12.00 3 | # Visual Studio 2012 4 | Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantBox.OQ.TongShi", "QuantBox.OQ.TongShi\QuantBox.OQ.TongShi.csproj", "{2336052E-158D-438B-AE9B-75DACD81AA16}" 5 | EndProject 6 | Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantBox.Helper.TongShi", "QuantBox.Helper.TongShi\QuantBox.Helper.TongShi.csproj", "{4E569465-D4BD-4833-B1CB-02B794A549FD}" 7 | EndProject 8 | Global 9 | GlobalSection(SolutionConfigurationPlatforms) = preSolution 10 | Debug|Any CPU = Debug|Any CPU 11 | Release|Any CPU = Release|Any CPU 12 | EndGlobalSection 13 | GlobalSection(ProjectConfigurationPlatforms) = postSolution 14 | {2336052E-158D-438B-AE9B-75DACD81AA16}.Debug|Any CPU.ActiveCfg = Debug|Any CPU 15 | {2336052E-158D-438B-AE9B-75DACD81AA16}.Debug|Any CPU.Build.0 = Debug|Any CPU 16 | {2336052E-158D-438B-AE9B-75DACD81AA16}.Release|Any CPU.ActiveCfg = Release|Any CPU 17 | {2336052E-158D-438B-AE9B-75DACD81AA16}.Release|Any CPU.Build.0 = Release|Any CPU 18 | {4E569465-D4BD-4833-B1CB-02B794A549FD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU 19 | {4E569465-D4BD-4833-B1CB-02B794A549FD}.Debug|Any CPU.Build.0 = Debug|Any CPU 20 | {4E569465-D4BD-4833-B1CB-02B794A549FD}.Release|Any CPU.ActiveCfg = Release|Any CPU 21 | {4E569465-D4BD-4833-B1CB-02B794A549FD}.Release|Any CPU.Build.0 = Release|Any CPU 22 | EndGlobalSection 23 | GlobalSection(SolutionProperties) = preSolution 24 | HideSolutionNode = FALSE 25 | EndGlobalSection 26 | EndGlobal 27 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // General Information about an assembly is controlled through the following 6 | // set of attributes. Change these attribute values to modify the information 7 | // associated with an assembly. 8 | [assembly: AssemblyTitle("QuantBox.OQ.TongShi")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("QuantBox.OQ.TongShi")] 13 | [assembly: AssemblyCopyright("Copyright © 2013")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | // Setting ComVisible to false makes the types in this assembly not visible 18 | // to COM components. If you need to access a type in this assembly from 19 | // COM, set the ComVisible attribute to true on that type. 20 | [assembly: ComVisible(false)] 21 | 22 | // The following GUID is for the ID of the typelib if this project is exposed to COM 23 | [assembly: Guid("4870add0-74e1-40a1-82de-1be241f7fc27")] 24 | 25 | // Version information for an assembly consists of the following four values: 26 | // 27 | // Major Version 28 | // Minor Version 29 | // Build Number 30 | // Revision 31 | // 32 | // You can specify all the values or you can default the Build and Revision Numbers 33 | // by using the '*' as shown below: 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.4")] 36 | [assembly: AssemblyFileVersion("1.0.0.4")] 37 | -------------------------------------------------------------------------------- /src/QuantBox.Helper.TongShi/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // General Information about an assembly is controlled through the following 6 | // set of attributes. Change these attribute values to modify the information 7 | // associated with an assembly. 8 | [assembly: AssemblyTitle("QuantBox.Helper.TongShi")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("QuantBox.Helper.TongShi")] 13 | [assembly: AssemblyCopyright("Copyright © 2013")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | // Setting ComVisible to false makes the types in this assembly not visible 18 | // to COM components. If you need to access a type in this assembly from 19 | // COM, set the ComVisible attribute to true on that type. 20 | [assembly: ComVisible(false)] 21 | 22 | // The following GUID is for the ID of the typelib if this project is exposed to COM 23 | [assembly: Guid("e1e12556-ec13-4bc2-a534-769c1cdea0cc")] 24 | 25 | // Version information for an assembly consists of the following four values: 26 | // 27 | // Major Version 28 | // Minor Version 29 | // Build Number 30 | // Revision 31 | // 32 | // You can specify all the values or you can default the Build and Revision Numbers 33 | // by using the '*' as shown below: 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /src/QuantBox.Helper.TongShi/QuantBox.Helper.TongShi.csproj: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {4E569465-D4BD-4833-B1CB-02B794A549FD} 8 | Library 9 | Properties 10 | QuantBox.Helper.TongShi 11 | QuantBox.Helper.TongShi 12 | v4.0 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | ..\..\bin\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | ..\..\..\..\..\..\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin\OpenQuant.API.dll 35 | 36 | 37 | ..\..\..\..\..\..\Program Files (x86)\SmartQuant Ltd\OpenQuant\Framework\bin\SmartQuant.Data.dll 38 | 39 | 40 | ..\..\..\..\GitHub\OpenQuant-TongShi\lib\dll\StockDll.dll 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 64 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | ################# 2 | ## Eclipse 3 | ################# 4 | 5 | *.pydevproject 6 | .project 7 | .metadata 8 | bin/ 9 | tmp/ 10 | *.tmp 11 | *.bak 12 | *.swp 13 | *~.nib 14 | local.properties 15 | .classpath 16 | .settings/ 17 | .loadpath 18 | 19 | # External tool builders 20 | .externalToolBuilders/ 21 | 22 | # Locally stored "Eclipse launch configurations" 23 | *.launch 24 | 25 | # CDT-specific 26 | .cproject 27 | 28 | # PDT-specific 29 | .buildpath 30 | 31 | 32 | ################# 33 | ## Visual Studio 34 | ################# 35 | 36 | ## Ignore Visual Studio temporary files, build results, and 37 | ## files generated by popular Visual Studio add-ons. 38 | 39 | # User-specific files 40 | *.suo 41 | *.user 42 | *.sln.docstates 43 | 44 | # Build results 45 | 46 | [Dd]ebug/ 47 | [Rr]elease/ 48 | x64/ 49 | build/ 50 | [Bb]in/ 51 | [Oo]bj/ 52 | 53 | # MSTest test Results 54 | [Tt]est[Rr]esult*/ 55 | [Bb]uild[Ll]og.* 56 | 57 | *_i.c 58 | *_p.c 59 | *.ilk 60 | *.meta 61 | *.obj 62 | *.pch 63 | *.pdb 64 | *.pgc 65 | *.pgd 66 | *.rsp 67 | *.sbr 68 | *.tlb 69 | *.tli 70 | *.tlh 71 | *.tmp 72 | *.tmp_proj 73 | *.log 74 | *.vspscc 75 | *.vssscc 76 | .builds 77 | *.pidb 78 | *.log 79 | *.scc 80 | 81 | # Visual C++ cache files 82 | ipch/ 83 | *.aps 84 | *.ncb 85 | *.opensdf 86 | *.sdf 87 | *.cachefile 88 | 89 | # Visual Studio profiler 90 | *.psess 91 | *.vsp 92 | *.vspx 93 | 94 | # Guidance Automation Toolkit 95 | *.gpState 96 | 97 | # ReSharper is a .NET coding add-in 98 | _ReSharper*/ 99 | *.[Rr]e[Ss]harper 100 | 101 | # TeamCity is a build add-in 102 | _TeamCity* 103 | 104 | # DotCover is a Code Coverage Tool 105 | *.dotCover 106 | 107 | # NCrunch 108 | *.ncrunch* 109 | .*crunch*.local.xml 110 | 111 | # Installshield output folder 112 | [Ee]xpress/ 113 | 114 | # DocProject is a documentation generator add-in 115 | DocProject/buildhelp/ 116 | DocProject/Help/*.HxT 117 | DocProject/Help/*.HxC 118 | DocProject/Help/*.hhc 119 | DocProject/Help/*.hhk 120 | DocProject/Help/*.hhp 121 | DocProject/Help/Html2 122 | DocProject/Help/html 123 | 124 | # Click-Once directory 125 | publish/ 126 | 127 | # Publish Web Output 128 | *.Publish.xml 129 | *.pubxml 130 | 131 | # NuGet Packages Directory 132 | ## TODO: If you have NuGet Package Restore enabled, uncomment the next line 133 | #packages/ 134 | 135 | # Windows Azure Build Output 136 | csx 137 | *.build.csdef 138 | 139 | # Windows Store app package directory 140 | AppPackages/ 141 | 142 | # Others 143 | sql/ 144 | *.Cache 145 | ClientBin/ 146 | [Ss]tyle[Cc]op.* 147 | ~$* 148 | *~ 149 | *.dbmdl 150 | *.[Pp]ublish.xml 151 | *.pfx 152 | *.publishsettings 153 | 154 | # RIA/Silverlight projects 155 | Generated_Code/ 156 | 157 | # Backup & report files from converting an old project file to a newer 158 | # Visual Studio version. Backup files are not needed, because we have git ;-) 159 | _UpgradeReport_Files/ 160 | Backup*/ 161 | UpgradeLog*.XML 162 | UpgradeLog*.htm 163 | 164 | # SQL Server files 165 | App_Data/*.mdf 166 | App_Data/*.ldf 167 | 168 | ############# 169 | ## Windows detritus 170 | ############# 171 | 172 | # Windows image file caches 173 | Thumbs.db 174 | ehthumbs.db 175 | 176 | # Folder config file 177 | Desktop.ini 178 | 179 | # Recycle Bin used on file shares 180 | $RECYCLE.BIN/ 181 | 182 | # Mac crap 183 | .DS_Store 184 | 185 | 186 | ############# 187 | ## Python 188 | ############# 189 | 190 | *.py[co] 191 | 192 | # Packages 193 | *.egg 194 | *.egg-info 195 | dist/ 196 | build/ 197 | eggs/ 198 | parts/ 199 | var/ 200 | sdist/ 201 | develop-eggs/ 202 | .installed.cfg 203 | 204 | # Installer logs 205 | pip-log.txt 206 | 207 | # Unit test / coverage reports 208 | .coverage 209 | .tox 210 | 211 | #Translations 212 | *.mo 213 | 214 | #Mr Developer 215 | .mr.developer.cfg 216 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/APIProvider.MarketDataProvider.OQ3.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | 6 | using SmartQuant.Data; 7 | using SmartQuant.FIX; 8 | using SmartQuant.Instruments; 9 | using SmartQuant.Providers; 10 | 11 | namespace QuantBox.OQ.TongShi 12 | { 13 | public partial class APIProvider : IMarketDataProvider, ISimulationMarketDataProvider 14 | { 15 | private void OnNewBar(object sender, BarEventArgs args) 16 | { 17 | if (NewBar != null) 18 | { 19 | Bar bar = args.Bar; 20 | 21 | if (null != MarketDataFilter) 22 | { 23 | Bar b = MarketDataFilter.FilterBar(bar, args.Instrument.Symbol); 24 | if (null != b) 25 | { 26 | NewBar(this, new BarEventArgs(b, args.Instrument, this)); 27 | } 28 | } 29 | else 30 | { 31 | NewBar(this, new BarEventArgs(bar, args.Instrument, this)); 32 | } 33 | } 34 | } 35 | 36 | private void OnNewBarOpen(object sender, BarEventArgs args) 37 | { 38 | if (NewBarOpen != null) 39 | { 40 | Bar bar = args.Bar; 41 | 42 | if (null != MarketDataFilter) 43 | { 44 | Bar b = MarketDataFilter.FilterBarOpen(bar, args.Instrument.Symbol); 45 | if (null != b) 46 | { 47 | NewBarOpen(this, new BarEventArgs(b, args.Instrument, this)); 48 | } 49 | } 50 | else 51 | { 52 | NewBarOpen(this, new BarEventArgs(bar, args.Instrument, this)); 53 | } 54 | } 55 | } 56 | 57 | private void EmitNewQuoteEvent(IFIXInstrument instrument, Quote quote) 58 | { 59 | if (this.MarketDataFilter != null) 60 | { 61 | quote = this.MarketDataFilter.FilterQuote(quote, instrument.Symbol); 62 | } 63 | 64 | if (quote != null) 65 | { 66 | if (NewQuote != null) 67 | { 68 | NewQuote(this, new QuoteEventArgs(quote, instrument, this)); 69 | } 70 | if (factory != null) 71 | { 72 | factory.OnNewQuote(instrument, quote); 73 | } 74 | } 75 | } 76 | 77 | private void EmitNewTradeEvent(IFIXInstrument instrument, Trade trade) 78 | { 79 | if (this.MarketDataFilter != null) 80 | { 81 | trade = this.MarketDataFilter.FilterTrade(trade, instrument.Symbol); 82 | } 83 | 84 | if (trade != null) 85 | { 86 | if (NewTrade != null) 87 | { 88 | NewTrade(this, new TradeEventArgs(trade, instrument, this)); 89 | } 90 | if (factory != null) 91 | { 92 | factory.OnNewTrade(instrument, trade); 93 | } 94 | } 95 | } 96 | 97 | #region OpenQuant3接口的新方法 98 | public IMarketDataFilter MarketDataFilter { get; set; } 99 | 100 | public void EmitQuote(IFIXInstrument instrument, Quote quote) 101 | { 102 | EmitNewQuoteEvent(instrument, quote); 103 | } 104 | 105 | public void EmitTrade(IFIXInstrument instrument, Trade trade) 106 | { 107 | EmitNewTradeEvent(instrument, trade); 108 | } 109 | #endregion 110 | } 111 | } 112 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/QuantBox.OQ.TongShi.csproj: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {2336052E-158D-438B-AE9B-75DACD81AA16} 8 | Library 9 | Properties 10 | QuantBox.OQ.TongShi 11 | QuantBox.OQ.TongShi 12 | v4.0 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | ..\..\..\..\..\..\..\Program Files %28x86%29\SmartQuant Ltd\OpenQuant\Framework\bin\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | x86 24 | 25 | 26 | pdbonly 27 | true 28 | ..\..\bin\ 29 | TRACE 30 | prompt 31 | 4 32 | 33 | 34 | 35 | False 36 | ..\..\..\..\..\..\..\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin\NLog.dll 37 | 38 | 39 | ..\..\..\..\..\..\..\Program Files (x86)\SmartQuant Ltd\OpenQuant\Framework\bin\SmartQuant.dll 40 | 41 | 42 | False 43 | ..\..\..\..\..\..\..\Program Files (x86)\SmartQuant Ltd\OpenQuant\Framework\bin\SmartQuant.Data.dll 44 | 45 | 46 | False 47 | ..\..\..\..\..\..\..\Program Files (x86)\SmartQuant Ltd\OpenQuant\Framework\bin\SmartQuant.FIX.dll 48 | 49 | 50 | ..\..\..\..\..\..\..\Program Files (x86)\SmartQuant Ltd\OpenQuant\Framework\bin\SmartQuant.Instruments.dll 51 | 52 | 53 | ..\..\..\..\..\..\..\Program Files (x86)\SmartQuant Ltd\OpenQuant\Framework\bin\SmartQuant.Providers.dll 54 | 55 | 56 | ..\..\..\lib\dll\StockDll.dll 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | {4e569465-d4bd-4833-b1cb-02b794a549fd} 85 | QuantBox.Helper.TongShi 86 | 87 | 88 | 89 | 96 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/StructRcvReportEx.cs: -------------------------------------------------------------------------------- 1 | using SmartQuant.FIX; 2 | using StockDll; 3 | using System; 4 | using NLog; 5 | 6 | namespace QuantBox.OQ.TongShi 7 | { 8 | public class StructRcvReportEx 9 | { 10 | private static readonly Logger mdlog = LogManager.GetLogger("TongShi.M"); 11 | 12 | string[,] CodeCover = { 13 | {"1A0001","000001"}, 14 | {"1A0002","000002"}, 15 | {"1A0003","000003"}, 16 | {"1B0001","000004"}, 17 | {"1B0002","000005"}, 18 | {"1B0004","000006"}, 19 | {"1B0005","000007"}, 20 | {"1B0006","000008"}, 21 | {"1B0007","000010"}, 22 | {"1B0008","000011"}, 23 | {"1B0009","000012"}, 24 | {"1B0010","000013"}, 25 | {"1B0015","000015"}, 26 | {"1B0016","000016"}, 27 | {"1B0017","000017"}, 28 | 29 | }; 30 | 31 | public StructRcvReportEx(StructRcvReport RcvReport) 32 | { 33 | this.RcvReport = RcvReport; 34 | newSymbol = GetNewSymbol(RcvReport.StockCode); 35 | yahooExchange = GetYahooSecurityExchange(RcvReport.MarketType); 36 | securityType = GetSecurityType(); 37 | } 38 | 39 | public StructRcvReport RcvReport { get; private set; } 40 | public string newSymbol; 41 | public string yahooExchange; 42 | public string securityType; 43 | 44 | private string GetNewSymbol(string symbol) 45 | { 46 | if (symbol[1] >= 'A') 47 | { 48 | for (int i = 0; i < 15; ++i) 49 | { 50 | if (symbol.CompareTo(CodeCover[i, 0]) == 0) 51 | { 52 | return CodeCover[i, 1]; 53 | } 54 | } 55 | } 56 | return symbol; 57 | } 58 | 59 | private string GetYahooSecurityExchange(string MarketType) 60 | { 61 | if (MarketType == "SH") 62 | { 63 | return "SS"; 64 | } 65 | return MarketType; 66 | } 67 | 68 | private string GetSecurityType() 69 | { 70 | if (yahooExchange == "SZ") 71 | { 72 | return GetSecurityTypeSZ(newSymbol); 73 | } 74 | else if (yahooExchange == "SS") 75 | { 76 | return GetSecurityTypeSS(newSymbol); 77 | } 78 | return FIXSecurityType.CommonStock; 79 | } 80 | 81 | private string GetSecurityTypeSS(string stockCode) 82 | { 83 | string securityType = FIXSecurityType.NoSecurityType; 84 | try 85 | { 86 | int i = Convert.ToInt32(stockCode.Substring(0, 3)); 87 | if (i == 0) 88 | { 89 | securityType = FIXSecurityType.Index; 90 | } 91 | else if (i < 399) 92 | { 93 | securityType = FIXSecurityType.USTreasuryBond; 94 | } 95 | else if (i < 599) 96 | { 97 | securityType = FIXSecurityType.USTreasuryBond; 98 | } 99 | else if (i < 699) 100 | { 101 | securityType = FIXSecurityType.CommonStock; 102 | } 103 | else if (i < 700) 104 | { 105 | securityType = FIXSecurityType.ExchangeTradedFund; 106 | } 107 | else 108 | { 109 | securityType = FIXSecurityType.CommonStock; 110 | } 111 | } 112 | catch (Exception ex) 113 | { 114 | mdlog.Warn("异常信息:{0}, 代码名:{1}", ex.Message, stockCode); 115 | } 116 | 117 | return securityType; 118 | } 119 | 120 | private string GetSecurityTypeSZ(string stockCode) 121 | { 122 | string securityType = FIXSecurityType.NoSecurityType; 123 | try 124 | { 125 | int i = Convert.ToInt32(stockCode.Substring(0, 2)); 126 | if (i < 10) 127 | { 128 | securityType = FIXSecurityType.CommonStock; 129 | } 130 | else if (i < 15) 131 | { 132 | securityType = FIXSecurityType.USTreasuryBond; 133 | } 134 | else if (i < 20) 135 | { 136 | securityType = FIXSecurityType.ExchangeTradedFund; 137 | } 138 | else if (i < 30) 139 | { 140 | securityType = FIXSecurityType.CommonStock; 141 | } 142 | else if (i < 39) 143 | { 144 | securityType = FIXSecurityType.CommonStock; 145 | } 146 | else if (i == 39) 147 | { 148 | securityType = FIXSecurityType.Index; 149 | } 150 | else 151 | { 152 | securityType = FIXSecurityType.NoSecurityType; 153 | } 154 | } 155 | catch (Exception ex) 156 | { 157 | mdlog.Warn("异常信息:{0}, 代码名:{1}", ex.Message, stockCode); 158 | } 159 | 160 | return securityType; 161 | } 162 | } 163 | } 164 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/APIProvider.Provider.cs: -------------------------------------------------------------------------------- 1 | using NLog; 2 | using NLog.Config; 3 | using SmartQuant; 4 | using SmartQuant.Providers; 5 | using System; 6 | using System.Collections.Generic; 7 | using System.ComponentModel; 8 | using System.Linq; 9 | using System.Reflection; 10 | using System.Text; 11 | 12 | namespace QuantBox.OQ.TongShi 13 | { 14 | public partial class APIProvider : IProvider, IDisposable 15 | { 16 | private ProviderStatus status; 17 | private bool isConnected; 18 | 19 | public event EventHandler Connected; 20 | public event EventHandler Disconnected; 21 | public event ProviderErrorEventHandler Error; 22 | 23 | private bool disposed; 24 | 25 | private static readonly Logger mdlog = LogManager.GetLogger("TongShi.M"); 26 | private static readonly Logger htlog = LogManager.GetLogger("TongShi.H"); 27 | 28 | // Use C# destructor syntax for finalization code. 29 | ~APIProvider() 30 | { 31 | // Simply call Dispose(false). 32 | Dispose(false); 33 | } 34 | 35 | public APIProvider() 36 | { 37 | try 38 | { 39 | LogManager.Configuration = new XmlLoggingConfiguration(@"Bin/QuantBox.nlog"); 40 | } 41 | catch (Exception ex) 42 | { 43 | mdlog.Warn(ex.Message); 44 | } 45 | 46 | BarFactory = new SmartQuant.Providers.BarFactory(); 47 | status = ProviderStatus.Unknown; 48 | SmartQuant.Providers.ProviderManager.Add(this); 49 | } 50 | 51 | //Implement IDisposable. 52 | public void Dispose() 53 | { 54 | Dispose(true); 55 | GC.SuppressFinalize(this); 56 | } 57 | 58 | protected virtual void Dispose(bool disposing) 59 | { 60 | if (!disposed) 61 | { 62 | if (disposing) 63 | { 64 | // Free other state (managed objects). 65 | } 66 | // Free your own state (unmanaged objects). 67 | // Set large fields to null. 68 | Shutdown(); 69 | disposed = true; 70 | } 71 | //base.Dispose(disposing); 72 | } 73 | 74 | #region IProvider 75 | [Category(CATEGORY_INFO)] 76 | public byte Id//不能与已经安装的插件ID重复 77 | { 78 | get { return 60; } 79 | } 80 | 81 | [Category(CATEGORY_INFO)] 82 | public string Name 83 | { 84 | get { return "TongShi"; }//不能与已经安装的插件Name重复 85 | } 86 | 87 | [Category(CATEGORY_INFO)] 88 | public string Title 89 | { 90 | get { return "QuantBox TongShi Provider"; } 91 | } 92 | 93 | [Category(CATEGORY_INFO)] 94 | public string URL 95 | { 96 | get { return "www.quantbox.cn"; } 97 | } 98 | 99 | [Category(CATEGORY_INFO)] 100 | [Description("插件版本信息")] 101 | public string Version 102 | { 103 | get { return Assembly.GetExecutingAssembly().GetName().Version.ToString(); } 104 | } 105 | 106 | [Category(CATEGORY_STATUS)] 107 | public bool IsConnected 108 | { 109 | get { return isConnected; } 110 | } 111 | 112 | [Category(CATEGORY_STATUS)] 113 | public ProviderStatus Status 114 | { 115 | get { return status; } 116 | } 117 | 118 | public void Connect(int timeout) 119 | { 120 | Connect(); 121 | ProviderManager.WaitConnected(this, timeout); 122 | } 123 | 124 | public void Connect() 125 | { 126 | //_Connect(); 127 | InitStockService(); 128 | try 129 | { 130 | mdlog.Info("正在启动【设置的】通视接口……"); 131 | if (StockService != null) 132 | StockService.Init(StockDllPath, 2000); 133 | 134 | ChangeStatus(ProviderStatus.LoggedIn); 135 | isConnected = true; 136 | EmitConnectedEvent(); 137 | } 138 | catch (Exception e) 139 | { 140 | mdlog.Warn(e.Message); 141 | try 142 | { 143 | mdlog.Info("正在启动【默认的】通视接口……"); 144 | if (StockService != null) 145 | StockService.Init(); 146 | 147 | ChangeStatus(ProviderStatus.LoggedIn); 148 | isConnected = true; 149 | EmitConnectedEvent(); 150 | } 151 | catch (Exception ex) 152 | { 153 | mdlog.Warn(ex.Message); 154 | mdlog.Info("请检查是否安装好对应的接口,或StockDllPath设置是否正确"); 155 | } 156 | } 157 | } 158 | 159 | public void Disconnect() 160 | { 161 | //_Disconnect(); 162 | if (StockService != null) 163 | StockService.Quit(); 164 | 165 | ChangeStatus(ProviderStatus.Disconnected); 166 | isConnected = false; 167 | EmitDisconnectedEvent(); 168 | } 169 | 170 | public void Shutdown() 171 | { 172 | Disconnect(); 173 | 174 | //SettingsChanged(); 175 | 176 | //timerConnect.Elapsed -= timerConnect_Elapsed; 177 | //timerDisconnect.Elapsed -= timerDisconnect_Elapsed; 178 | //timerAccount.Elapsed -= timerAccount_Elapsed; 179 | //timerPonstion.Elapsed -= timerPonstion_Elapsed; 180 | } 181 | 182 | public event EventHandler StatusChanged; 183 | 184 | private void ChangeStatus(ProviderStatus status) 185 | { 186 | this.status = status; 187 | EmitStatusChangedEvent(); 188 | } 189 | 190 | private void EmitStatusChangedEvent() 191 | { 192 | if (StatusChanged != null) 193 | { 194 | StatusChanged(this, EventArgs.Empty); 195 | } 196 | } 197 | 198 | private void EmitConnectedEvent() 199 | { 200 | if (Connected != null) 201 | { 202 | Connected(this, EventArgs.Empty); 203 | } 204 | } 205 | 206 | private void EmitDisconnectedEvent() 207 | { 208 | if (Disconnected != null) 209 | { 210 | Disconnected(this, EventArgs.Empty); 211 | } 212 | } 213 | 214 | private void EmitError(int id, int code, string message) 215 | { 216 | if (Error != null) 217 | Error(new ProviderErrorEventArgs(new ProviderError(Clock.Now, this, id, code, message))); 218 | } 219 | #endregion 220 | } 221 | } 222 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/APIProvider.InstrumentProvider.cs: -------------------------------------------------------------------------------- 1 | using SmartQuant.FIX; 2 | using SmartQuant.Providers; 3 | using StockDll; 4 | using System; 5 | using System.Collections.Generic; 6 | using System.Globalization; 7 | using System.Text.RegularExpressions; 8 | 9 | namespace QuantBox.OQ.TongShi 10 | { 11 | public partial class APIProvider : IInstrumentProvider 12 | { 13 | public event SecurityDefinitionEventHandler SecurityDefinition; 14 | 15 | public void SendSecurityDefinitionRequest(FIXSecurityDefinitionRequest request) 16 | { 17 | lock (_dictDepthMarketData) 18 | { 19 | string symbol = request.ContainsField(EFIXField.Symbol) ? request.Symbol : null; 20 | string securityType = request.ContainsField(EFIXField.SecurityType) ? request.SecurityType : null; 21 | string securityExchange = request.ContainsField(EFIXField.SecurityExchange) ? request.SecurityExchange : null; 22 | 23 | 24 | #region 过滤 25 | List list = new List(); 26 | foreach (StructRcvReport inst in _dictDepthMarketData.Values) 27 | { 28 | StructRcvReportEx ex = new StructRcvReportEx(inst); 29 | 30 | int flag = 0; 31 | if (null == symbol) 32 | { 33 | ++flag; 34 | } 35 | else if (ex.newSymbol.ToUpper().StartsWith(symbol.ToUpper())) 36 | { 37 | ++flag; 38 | } 39 | 40 | if (null == securityExchange) 41 | { 42 | ++flag; 43 | } 44 | else if (ex.yahooExchange.StartsWith(securityExchange.ToUpper())) 45 | { 46 | ++flag; 47 | } 48 | 49 | if (null == securityType) 50 | { 51 | ++flag; 52 | } 53 | else 54 | { 55 | if (securityType == ex.securityType) 56 | { 57 | ++flag; 58 | } 59 | } 60 | 61 | if (3 == flag) 62 | { 63 | list.Add(ex); 64 | } 65 | } 66 | #endregion 67 | 68 | list.Sort(SortCThostFtdcInstrumentField); 69 | 70 | //如果查出的数据为0,应当想法立即返回 71 | if (0 == list.Count) 72 | { 73 | FIXSecurityDefinition definition = new FIXSecurityDefinition 74 | { 75 | SecurityReqID = request.SecurityReqID, 76 | SecurityResponseID = request.SecurityReqID, 77 | SecurityResponseType = request.SecurityRequestType, 78 | TotNoRelatedSym = 1//有个除0错误的问题 79 | }; 80 | if (SecurityDefinition != null) 81 | { 82 | SecurityDefinition(this, new SecurityDefinitionEventArgs(definition)); 83 | } 84 | } 85 | 86 | foreach (StructRcvReportEx inst in list) 87 | { 88 | FIXSecurityDefinition definition = new FIXSecurityDefinition 89 | { 90 | SecurityReqID = request.SecurityReqID, 91 | //SecurityResponseID = request.SecurityReqID, 92 | SecurityResponseType = request.SecurityRequestType, 93 | TotNoRelatedSym = list.Count 94 | }; 95 | 96 | { 97 | definition.AddField(EFIXField.SecurityType, inst.securityType); 98 | } 99 | { 100 | //double x = inst.PriceTick; 101 | //if (x > 0.0001) 102 | //{ 103 | // int i = 0; 104 | // for (; x - (int)x != 0; ++i) 105 | // { 106 | // x = x * 10; 107 | // } 108 | // definition.AddField(EFIXField.PriceDisplay, string.Format("F{0}", i)); 109 | // definition.AddField(EFIXField.TickSize, inst.PriceTick); 110 | //} 111 | } 112 | 113 | definition.AddField(EFIXField.Symbol, GetYahooSymbol(inst.newSymbol, inst.yahooExchange)); 114 | definition.AddField(EFIXField.SecurityExchange, inst.yahooExchange); 115 | definition.AddField(EFIXField.Currency, "CNY");//Currency.CNY 116 | definition.AddField(EFIXField.SecurityDesc, inst.RcvReport.StockName); 117 | 118 | FIXSecurityAltIDGroup group = new FIXSecurityAltIDGroup(); 119 | group.SecurityAltID = inst.RcvReport.StockCode; 120 | group.SecurityAltExchange = inst.RcvReport.MarketType; 121 | group.SecurityAltIDSource = this.Name; 122 | 123 | definition.AddGroup(group); 124 | 125 | //还得补全内容 126 | 127 | if (SecurityDefinition != null) 128 | { 129 | SecurityDefinition(this, new SecurityDefinitionEventArgs(definition)); 130 | } 131 | } 132 | } 133 | } 134 | 135 | private int SortCThostFtdcInstrumentField(StructRcvReportEx a1, StructRcvReportEx a2) 136 | { 137 | string s1 = a1.newSymbol; 138 | string s2 = a2.newSymbol; 139 | 140 | return s1.CompareTo(s2); 141 | } 142 | #region 证券接口 143 | 144 | 145 | /* 146 | * 上海证券交易所证券代码分配规则 147 | * http://www.docin.com/p-417422186.html 148 | * 149 | * http://wenku.baidu.com/view/f2e9ddf77c1cfad6195fa706.html 150 | */ 151 | 152 | private string GetYahooSymbol(string InstrumentID, string ExchangeID) 153 | { 154 | return string.Format("{0}.{1}", InstrumentID, ExchangeID.Substring(0, 2)); 155 | } 156 | 157 | private string GetApiSymbol(string Symbol) 158 | { 159 | var match = Regex.Match(Symbol, @"(\d+)\.(\w+)"); 160 | if (match.Success) 161 | { 162 | var code = match.Groups[1].Value; 163 | return code; 164 | } 165 | return Symbol; 166 | } 167 | 168 | private string GetApiExchange(string Symbol) 169 | { 170 | var match = Regex.Match(Symbol, @"(\d+)\.(\w+)"); 171 | if (match.Success) 172 | { 173 | var code = match.Groups[2].Value; 174 | return code; 175 | } 176 | return Symbol; 177 | } 178 | #endregion 179 | } 180 | } 181 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/APIProvider.MarketDataProvider.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | 6 | using SmartQuant.Data; 7 | using SmartQuant.FIX; 8 | using SmartQuant.Instruments; 9 | using SmartQuant.Providers; 10 | using System.ComponentModel; 11 | 12 | namespace QuantBox.OQ.TongShi 13 | { 14 | public partial class APIProvider : IMarketDataProvider 15 | { 16 | private IBarFactory factory; 17 | 18 | public event MarketDataRequestRejectEventHandler MarketDataRequestReject; 19 | public event MarketDataSnapshotEventHandler MarketDataSnapshot; 20 | public event BarEventHandler NewBar; 21 | public event BarEventHandler NewBarOpen; 22 | public event BarSliceEventHandler NewBarSlice; 23 | public event CorporateActionEventHandler NewCorporateAction; 24 | public event FundamentalEventHandler NewFundamental; 25 | public event BarEventHandler NewMarketBar; 26 | public event MarketDataEventHandler NewMarketData; 27 | public event MarketDepthEventHandler NewMarketDepth; 28 | public event QuoteEventHandler NewQuote; 29 | public event TradeEventHandler NewTrade; 30 | 31 | #region IMarketDataProvider 32 | [Category(CATEGORY_BARFACTORY)] 33 | public IBarFactory BarFactory 34 | { 35 | get 36 | { 37 | return factory; 38 | } 39 | set 40 | { 41 | if (factory != null) 42 | { 43 | factory.NewBar -= OnNewBar; 44 | factory.NewBarOpen -= OnNewBarOpen; 45 | factory.NewBarSlice -= OnNewBarSlice; 46 | } 47 | factory = value; 48 | if (factory != null) 49 | { 50 | factory.NewBar += OnNewBar; 51 | factory.NewBarOpen += OnNewBarOpen; 52 | factory.NewBarSlice += OnNewBarSlice; 53 | } 54 | } 55 | } 56 | 57 | private void OnNewBarSlice(object sender, BarSliceEventArgs args) 58 | { 59 | if (NewBarSlice != null) 60 | { 61 | NewBarSlice(this, new BarSliceEventArgs(args.BarSize, this)); 62 | } 63 | } 64 | 65 | public void SendMarketDataRequest(FIXMarketDataRequest request) 66 | { 67 | //if (!_bMdConnected) 68 | //{ 69 | // EmitError(-1, -1, "行情服务器没有连接"); 70 | // mdlog.Error("行情服务器没有连接"); 71 | // return; 72 | //} 73 | 74 | bool bSubscribe = false; 75 | bool bTrade = false; 76 | bool bQuote = false; 77 | bool bMarketDepth = false; 78 | if (request.NoMDEntryTypes > 0) 79 | { 80 | switch (request.GetMDEntryTypesGroup(0).MDEntryType) 81 | { 82 | case FIXMDEntryType.Bid: 83 | case FIXMDEntryType.Offer: 84 | if (request.MarketDepth != 1) 85 | { 86 | bMarketDepth = true; 87 | break; 88 | } 89 | bQuote = true; 90 | break; 91 | case FIXMDEntryType.Trade: 92 | bTrade = true; 93 | break; 94 | } 95 | } 96 | bSubscribe = (request.SubscriptionRequestType == DataManager.MARKET_DATA_SUBSCRIBE); 97 | 98 | if (bSubscribe) 99 | { 100 | for (int i = 0; i < request.NoRelatedSym; ++i) 101 | { 102 | FIXRelatedSymGroup group = request.GetRelatedSymGroup(i); 103 | Instrument inst = InstrumentManager.Instruments[group.Symbol]; 104 | 105 | //将用户合约转成交易所合约 106 | string altSymbol = inst.GetSymbol(this.Name); 107 | string altExchange = inst.GetSecurityExchange(this.Name); 108 | string MarketStockCode = altExchange.ToLower() + altSymbol; 109 | 110 | DataRecord record; 111 | if (!_dictAltSymbol2Instrument.TryGetValue(MarketStockCode, out record)) 112 | { 113 | record = new DataRecord(); 114 | record.Instrument = inst; 115 | record.Symbol = altSymbol; 116 | record.Exchange = altExchange; 117 | _dictAltSymbol2Instrument[MarketStockCode] = record; 118 | 119 | mdlog.Info("订阅合约 {0} {1} {2}", MarketStockCode, record.Symbol, record.Exchange); 120 | } 121 | 122 | if (bTrade) 123 | record.TradeRequested = true; 124 | if (bQuote) 125 | record.QuoteRequested = true; 126 | if (bMarketDepth) 127 | record.MarketDepthRequested = true; 128 | 129 | if (bMarketDepth) 130 | { 131 | inst.OrderBook.Clear(); 132 | } 133 | } 134 | } 135 | else 136 | { 137 | for (int i = 0; i < request.NoRelatedSym; ++i) 138 | { 139 | FIXRelatedSymGroup group = request.GetRelatedSymGroup(i); 140 | Instrument inst = InstrumentManager.Instruments[group.Symbol]; 141 | 142 | //将用户合约转成交易所合约 143 | string altSymbol = inst.GetSymbol(this.Name); 144 | string altExchange = inst.GetSecurityExchange(this.Name); 145 | string MarketStockCode = altExchange.ToLower() + altSymbol; 146 | 147 | DataRecord record; 148 | if (!_dictAltSymbol2Instrument.TryGetValue(MarketStockCode, out record)) 149 | { 150 | break; 151 | } 152 | 153 | if (bTrade) 154 | record.TradeRequested = false; 155 | if (bQuote) 156 | record.QuoteRequested = false; 157 | if (bMarketDepth) 158 | record.MarketDepthRequested = false; 159 | 160 | if (!record.TradeRequested && !record.QuoteRequested && !record.MarketDepthRequested) 161 | { 162 | _dictAltSymbol2Instrument.Remove(MarketStockCode); 163 | mdlog.Info("取消合约 {0} {1} {2}", MarketStockCode, record.Symbol, record.Exchange); 164 | } 165 | } 166 | } 167 | } 168 | 169 | private bool EmitNewMarketDepth(Instrument instrument, DateTime datatime, int position, MDSide ask, double price, int size) 170 | { 171 | bool bRet = false; 172 | MDOperation insert = MDOperation.Update; 173 | if (MDSide.Ask == ask) 174 | { 175 | if (position >= instrument.OrderBook.Ask.Count) 176 | { 177 | insert = MDOperation.Insert; 178 | } 179 | } 180 | else 181 | { 182 | if (position >= instrument.OrderBook.Bid.Count) 183 | { 184 | insert = MDOperation.Insert; 185 | } 186 | } 187 | 188 | if (price != 0 && size != 0) 189 | { 190 | EmitNewMarketDepth(instrument, new MarketDepth(datatime, "", position, insert, ask, price, size)); 191 | bRet = true; 192 | } 193 | return bRet; 194 | } 195 | 196 | private void EmitNewMarketDepth(IFIXInstrument instrument, MarketDepth marketDepth) 197 | { 198 | if (NewMarketDepth != null) 199 | { 200 | NewMarketDepth(this, new MarketDepthEventArgs(marketDepth, instrument, this)); 201 | } 202 | } 203 | #endregion 204 | } 205 | } 206 | -------------------------------------------------------------------------------- /src/QuantBox.OQ.TongShi/APIProvider.TongShi.cs: -------------------------------------------------------------------------------- 1 | using NLog; 2 | using NLog.Config; 3 | using SmartQuant; 4 | using SmartQuant.Data; 5 | using SmartQuant.Providers; 6 | using StockDll; 7 | using System; 8 | using System.Collections.Generic; 9 | using System.ComponentModel; 10 | using System.Linq; 11 | using System.Reflection; 12 | using System.Text; 13 | using QuantBox.Helper.TongShi; 14 | using SmartQuant.Instruments; 15 | 16 | namespace QuantBox.OQ.TongShi 17 | { 18 | public partial class APIProvider 19 | { 20 | private IStockService StockService; 21 | 22 | private readonly Dictionary _dictAltSymbol2Instrument = new Dictionary(); 23 | 24 | private readonly Dictionary _dictDepthMarketData = new Dictionary(); 25 | 26 | /// 27 | /// 初始化股票接口,并注册相关事件。 28 | /// 29 | void InitStockService() 30 | { 31 | StockService = StockServiceFactory.CreateStockService(); 32 | //注册登录通知事件 33 | StockService.OnLoginAuth += new EventHandler(StockService_OnLoginAuth); 34 | //注册补5分钟数据事件 35 | StockService.OnRcv5Minute += new EventHandler(StockService_OnRcv5Minute); 36 | //注册收到基本资料事件 37 | StockService.OnRcvBase += new EventHandler(StockService_OnRcvBase); 38 | //注册补历史日线数据事件 39 | StockService.OnRcvHistory += new EventHandler(StockService_OnRcvHistory); 40 | //注册补分钟数据事件 41 | StockService.OnRcvMinute += new EventHandler(StockService_OnRcvMinute); 42 | //注册接收到新闻资料数据事件。 43 | StockService.OnRcvNew += new EventHandler(StockService_OnRcvNew); 44 | //注册接收到除权数据事件 45 | StockService.OnRcvPower += new EventHandler(StockService_OnRcvPower); 46 | //注册接收到行情数据事件 47 | StockService.OnRcvReport += new EventHandler(StockService_OnRcvReport); 48 | //注册接收到财务数据事件 49 | StockService.OnRcvSTKFin += new EventHandler(StockService_OnRcvSTKFin); 50 | //注册接收到证券代码表事件 51 | StockService.OnRcvSTKLabel += new EventHandler(StockService_OnRcvSTKLabel); 52 | //注册接收到分笔数据事件 53 | StockService.OnRcvSTKTick += new EventHandler(StockService_OnRcvSTKTick); 54 | } 55 | 56 | void StockService_OnRcvSTKTick(object sender, RcvSTKTickEventArgs e) 57 | { 58 | //StringBuilder Builder = new StringBuilder(); 59 | //Builder.Append(string.Format("消息ID{0},收到分笔数据{1},显示前20行...", e.Msg.ToString(), e.StkTicks.Length.ToString())); 60 | //Builder.Append(System.Environment.NewLine); 61 | //BuildHeader(typeof(StructSTKTICK), Builder); 62 | //for (int i = 0; i < 20 && i < e.StkTicks.Length; i++) 63 | //{ 64 | // BuildData(e.StkTicks[i], Builder); 65 | //} 66 | 67 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 68 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 69 | 70 | } 71 | 72 | void StockService_OnRcvSTKLabel(object sender, RcvSTKLabelEventArgs e) 73 | { 74 | 75 | //StringBuilder Builder = new StringBuilder(); 76 | //Builder.Append(string.Format("消息ID{0},收到证券代码表{1},显示前20行...", e.Msg.ToString(), e.RcvStkLabels.Length.ToString())); 77 | //Builder.Append(System.Environment.NewLine); 78 | //BuildHeader(typeof(StructSTKLABEL), Builder); 79 | //for (int i = 0; i < 20 && i < e.RcvStkLabels.Length; i++) 80 | //{ 81 | // BuildData(e.RcvStkLabels[i], Builder); 82 | //} 83 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 84 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 85 | 86 | } 87 | 88 | void StockService_OnRcvSTKFin(object sender, RcvSTKFinEventArgs e) 89 | { 90 | //StringBuilder Builder = new StringBuilder(); 91 | //Builder.Append(string.Format("消息ID{0},收到财务数据{1},显示前20行...", e.Msg.ToString(), e.RcvFins.Length.ToString())); 92 | //Builder.Append(System.Environment.NewLine); 93 | //BuildHeader(typeof(StructSTKFin), Builder); 94 | //for (int i = 0; i < 20 && i < e.RcvFins.Length; i++) 95 | //{ 96 | // BuildData(e.RcvFins[i], Builder); 97 | //} 98 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 99 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 100 | } 101 | 102 | private DateTime _dateTime = DateTime.Now; 103 | void StockService_OnRcvReport(object sender, RcvReportEventArgs e) 104 | { 105 | _dateTime = Clock.Now; 106 | 107 | lock (_dictDepthMarketData) 108 | { 109 | for (int i = 0; i < e.RcvReports.Length; ++i) 110 | { 111 | StructRcvReport pDepthMarketData = e.RcvReports[i]; 112 | 113 | StructRcvReport DepthMarket; 114 | _dictDepthMarketData.TryGetValue(pDepthMarketData.MarketStockCode, out DepthMarket); 115 | 116 | _dictDepthMarketData[pDepthMarketData.MarketStockCode] = pDepthMarketData; 117 | 118 | DataRecord record; 119 | if (_dictAltSymbol2Instrument.TryGetValue(pDepthMarketData.MarketStockCode, out record)) 120 | { 121 | if (record.TradeRequested) 122 | { 123 | if (DepthMarket.NewPrice == pDepthMarketData.NewPrice 124 | && DepthMarket.Volume == pDepthMarketData.Volume) 125 | { } 126 | else 127 | { 128 | float volume = pDepthMarketData.Volume - DepthMarket.Volume; 129 | if (0 == DepthMarket.Volume) 130 | { 131 | //没有接收到最开始的一条,所以这计算每个Bar的数据时肯定超大,强行设置为0 132 | volume = 0; 133 | } 134 | else if (volume < 0) 135 | { 136 | //如果隔夜运行,会出现今早成交量0-昨收盘成交量,出现负数,所以当发现为负时要修改 137 | volume = pDepthMarketData.Volume; 138 | } 139 | 140 | 141 | TongShiTrade trade = new TongShiTrade(_dateTime, 142 | pDepthMarketData.NewPrice, 143 | (int)volume); 144 | 145 | EmitNewTradeEvent(record.Instrument, trade); 146 | } 147 | } 148 | 149 | if (record.QuoteRequested) 150 | { 151 | TongShiQuote quote = new TongShiQuote(_dateTime, 152 | (double)pDepthMarketData.BuyPrice1, 153 | (int)pDepthMarketData.BuyVolume1, 154 | (double)pDepthMarketData.SellPrice1, 155 | (int)pDepthMarketData.SellVolume1 156 | ); 157 | 158 | quote.DepthMarketData = pDepthMarketData; 159 | 160 | EmitNewQuoteEvent(record.Instrument, quote); 161 | } 162 | 163 | if (record.MarketDepthRequested) 164 | { 165 | bool bAsk = true; 166 | bool bBid = true; 167 | 168 | if(bAsk) 169 | bAsk = EmitNewMarketDepth(record.Instrument, _dateTime, 0, MDSide.Ask, (double)pDepthMarketData.SellPrice1, (int)pDepthMarketData.SellVolume1); 170 | if(bBid) 171 | bBid = EmitNewMarketDepth(record.Instrument, _dateTime, 0, MDSide.Bid, (double)pDepthMarketData.BuyPrice1, (int)pDepthMarketData.BuyVolume1); 172 | 173 | if (bAsk) 174 | bAsk = EmitNewMarketDepth(record.Instrument, _dateTime, 1, MDSide.Ask, (double)pDepthMarketData.SellPrice2, (int)pDepthMarketData.SellVolume2); 175 | if (bBid) 176 | bBid = EmitNewMarketDepth(record.Instrument, _dateTime, 1, MDSide.Bid, (double)pDepthMarketData.BuyPrice2, (int)pDepthMarketData.BuyVolume2); 177 | 178 | if (bAsk) 179 | bAsk = EmitNewMarketDepth(record.Instrument, _dateTime, 2, MDSide.Ask, (double)pDepthMarketData.SellPrice3, (int)pDepthMarketData.SellVolume3); 180 | if (bBid) 181 | bBid = EmitNewMarketDepth(record.Instrument, _dateTime, 2, MDSide.Bid, (double)pDepthMarketData.BuyPrice3, (int)pDepthMarketData.BuyVolume3); 182 | 183 | if (bAsk) 184 | bAsk = EmitNewMarketDepth(record.Instrument, _dateTime, 3, MDSide.Ask, (double)pDepthMarketData.SellPrice4, (int)pDepthMarketData.SellVolume4); 185 | if (bBid) 186 | bBid = EmitNewMarketDepth(record.Instrument, _dateTime, 3, MDSide.Bid, (double)pDepthMarketData.BuyPrice4, (int)pDepthMarketData.BuyVolume4); 187 | 188 | if (bAsk) 189 | bAsk = EmitNewMarketDepth(record.Instrument, _dateTime, 4, MDSide.Ask, (double)pDepthMarketData.SellPrice5, (int)pDepthMarketData.SellVolume5); 190 | if (bBid) 191 | bBid = EmitNewMarketDepth(record.Instrument, _dateTime, 4, MDSide.Bid, (double)pDepthMarketData.BuyPrice5, (int)pDepthMarketData.BuyVolume5); 192 | } 193 | } 194 | } 195 | } 196 | } 197 | 198 | void StockService_OnRcvPower(object sender, RcvPowerEventArgs e) 199 | { 200 | //StringBuilder Builder = new StringBuilder(); 201 | //Builder.Append(string.Format("消息ID{0},收到除权数据{1},显示前20行...", e.Msg.ToString(), e.RcvPowers.Length.ToString())); 202 | //Builder.Append(System.Environment.NewLine); 203 | //BuildHeader(typeof(StructRcvPower), Builder); 204 | //for (int i = 0; i < 20 && i < e.RcvPowers.Length; i++) 205 | //{ 206 | // BuildData(e.RcvPowers[i], Builder); 207 | //} 208 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 209 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 210 | } 211 | 212 | void StockService_OnRcvNew(object sender, RcvNewEventArgs e) 213 | { 214 | //StringBuilder Builder = new StringBuilder(); 215 | //Builder.AppendFormat("消息ID{0},收到新闻资料:", e.Msg); 216 | //Builder.Append(e.FileHead.FileName); 217 | //Builder.Append(System.Environment.NewLine); 218 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 219 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 220 | } 221 | 222 | void StockService_OnRcvMinute(object sender, RcvMinuteEventArgs e) 223 | { 224 | //StringBuilder Builder = new StringBuilder(); 225 | //Builder.Append(string.Format("消息ID{0},收到1分钟数据{1},显示前20行...", e.Msg.ToString(), e.RcvMinutes.Length.ToString())); 226 | //Builder.Append(System.Environment.NewLine); 227 | //BuildHeader(typeof(StructRcvMinute), Builder); 228 | //for (int i = 0; i < 20 && i < e.RcvMinutes.Length; i++) 229 | //{ 230 | // BuildData(e.RcvMinutes[i], Builder); 231 | //} 232 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 233 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 234 | 235 | } 236 | 237 | void StockService_OnRcvHistory(object sender, RcvHistoryEventArgs e) 238 | { 239 | //StringBuilder Builder = new StringBuilder(); 240 | //Builder.Append(string.Format("消息ID{0},收到历史日线数据{1},显示前20行...", e.Msg.ToString(), e.RcvHistorys.Length.ToString())); 241 | //Builder.Append(System.Environment.NewLine); 242 | //BuildHeader(typeof(StructRcvHistory), Builder); 243 | //for (int i = 0; i < 20 && i < e.RcvHistorys.Length; i++) 244 | //{ 245 | // BuildData(e.RcvHistorys[i], Builder); 246 | //} 247 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 248 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 249 | } 250 | 251 | void StockService_OnRcvBase(object sender, RcvBaseEventArgs e) 252 | { 253 | //StringBuilder Builder = new StringBuilder(); 254 | //Builder.AppendFormat("消息ID{0},收到基本资料:", e.Msg); 255 | //Builder.Append(e.FileHead.FileName); 256 | //Builder.Append(System.Environment.NewLine); 257 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 258 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 259 | } 260 | 261 | void StockService_OnRcv5Minute(object sender, Rcv5MinuteEventArgs e) 262 | { 263 | //StringBuilder Builder = new StringBuilder(); 264 | //Builder.Append(string.Format("消息ID{0},收到5分钟数据{1},显示前20行...", e.Msg.ToString(), e.RcvHistorys.Length.ToString())); 265 | //Builder.Append(System.Environment.NewLine); 266 | //BuildHeader(typeof(StructRcvHistory), Builder); 267 | //for (int i = 0; i < 20 && i < e.RcvHistorys.Length; i++) 268 | //{ 269 | // BuildData(e.RcvHistorys[i], Builder); 270 | //} 271 | ////由于数据发送采用异步调用,更新界面必须在UI线程上执行。 272 | //this.Invoke(new UpdateRichTextBox(this.UpdateTextBox), Builder.ToString()); 273 | } 274 | 275 | void StockService_OnLoginAuth(object sender, LoginAuthEventArgs e) 276 | { 277 | StringBuilder Builder = new StringBuilder(); 278 | if (e.StkLoginAuth.bAuthorizationState == 1) 279 | { 280 | mdlog.Info("登录成功!"); 281 | } 282 | else 283 | { 284 | mdlog.Error("登录失败!"); 285 | } 286 | } 287 | 288 | } 289 | } 290 | -------------------------------------------------------------------------------- /lib/dll/StockDll.XML: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | StockDll 5 | 6 | 7 | 8 | 9 | 拼音转换类 10 | 11 | 12 | 13 | 14 | 获得一个字符串的汉语拼音码 15 | 16 | 字符串 17 | 汉语拼音码,该字符串只包含大写的英文字母 18 | 19 | 20 | 21 | 接口事件数据基类(提供消息ID,和驱动路径扩展) 22 | 23 | 24 | 25 | 26 | 消息ID 27 | 28 | 29 | 30 | 31 | 驱动路径 32 | 33 | 34 | 35 | 36 | 时间转换类。 37 | 38 | 39 | 40 | 41 | Private constructor to prevent the class from being instantiated. 42 | 43 | 44 | 45 | 46 | time_t is an int representing the number of seconds since Midnight UTC 1 Jan 1970 on the Gregorian Calendar. 47 | 48 | 49 | 50 | 51 | 52 | 53 | time_t is an int representing the number of seconds since Midnight UTC 1 Jan 1970 on the Gregorian Calendar. 54 | 55 | 56 | 57 | 58 | 59 | 60 | 补历史K线数据结构体 61 | 62 | 63 | 64 | 65 | 时间 66 | 67 | 68 | (time_t格式) 69 | 70 | 71 | 72 | 73 | 开盘价 74 | 75 | 76 | 77 | 78 | 最高价 79 | 80 | 81 | 82 | 83 | 最低价 84 | 85 | 86 | 87 | 88 | 收盘价 89 | 90 | 91 | 92 | 93 | 成交量 94 | 95 | 96 | 97 | 98 | 成交额 99 | 100 | 101 | 102 | 103 | 涨数 104 | 105 | 106 | 仅大盘有效 107 | 108 | 109 | 110 | 111 | 跌数 112 | 113 | 114 | 仅大盘有效 115 | 116 | 117 | 118 | 119 | 数据长度 120 | 121 | 122 | 仅当IsTag为真时有效 123 | 124 | 125 | 126 | 127 | 数据头标示 128 | 129 | 130 | 131 | 132 | 证券市场 133 | 134 | 135 | 仅当IsTag为真时有效 136 | 137 | 138 | 139 | 140 | 市场类型 141 | 142 | 143 | SH,SZ仅当IsTag为真时有效 144 | 145 | 146 | 147 | 148 | 股票代码 149 | 150 | 151 | 仅当IsTag为真时有效 152 | 153 | 154 | 155 | 156 | 股票代码 157 | 158 | 159 | 包含市场类型 160 | 161 | 162 | 163 | 164 | 是否数据包头 165 | 166 | 167 | 168 | 169 | 时间 170 | 171 | 172 | DateTime格式 173 | 174 | 175 | 176 | 177 | 数据头结构定义 178 | 179 | 180 | 181 | 182 | 数据包头 183 | 184 | 185 | 186 | 187 | 证券市场 188 | 189 | 190 | 191 | 192 | 证券代码 193 | 194 | 195 | 196 | 197 | 市场类型(SH,SZ) 198 | 199 | 200 | 201 | 202 | 股票代码 203 | 204 | 205 | 206 | 207 | 补分钟数据结构体 208 | 209 | 210 | 211 | 212 | 时间 213 | 214 | 215 | time_t格式 216 | 217 | 218 | 219 | 220 | 价格 221 | 222 | 223 | 224 | 225 | 成交量 226 | 227 | 228 | 229 | 230 | 成交额 231 | 232 | 233 | 234 | 235 | 数据长度 236 | 237 | 238 | 仅当IsTag为真时有效 239 | 240 | 241 | 242 | 243 | 数据头标示 244 | 245 | 246 | 247 | 248 | 证券市场 249 | 250 | 251 | 仅当IsTag为真时有效 252 | 253 | 254 | 255 | 256 | 市场类型 257 | 258 | 259 | SH,SZ仅当IsTag为真时有效 260 | 261 | 262 | 263 | 264 | 股票代码 265 | 266 | 267 | 仅当IsTag为真时有效 268 | 269 | 270 | 271 | 272 | 股票代码 273 | 274 | 275 | 包含市场类型 276 | 277 | 278 | 279 | 280 | 时间 281 | 282 | 283 | DateTime格式 284 | 285 | 286 | 287 | 288 | 是否数据包头 289 | 290 | 291 | 292 | 293 | 补除权数据结构体 294 | 295 | 296 | 297 | 298 | 时间 299 | 300 | 301 | time_t格式 302 | 303 | 304 | 305 | 306 | 每股送 307 | 308 | 309 | 310 | 311 | 每股配 312 | 313 | 314 | 315 | 316 | 配股价 317 | 318 | 319 | 仅当 m_fPei != 0.0f 时有效 320 | 321 | 322 | 323 | 324 | 每股红利 325 | 326 | 327 | 328 | 329 | 数据长度 330 | 331 | 332 | 仅当IsTag为真时有效 333 | 334 | 335 | 336 | 337 | 数据头标示 338 | 339 | 340 | 341 | 342 | 证券市场 343 | 344 | 345 | 仅当IsTag为真时有效 346 | 347 | 348 | 349 | 350 | 市场类型 351 | 352 | 353 | SH,SZ 仅当IsTag为真时有效 354 | 355 | 356 | 357 | 358 | 获取股票代码 359 | 360 | 361 | 仅当IsTag为真时有效 362 | 363 | 364 | 365 | 366 | 股票代码 367 | 368 | 369 | 包含市场类型 370 | 371 | 372 | 373 | 374 | 是否数据包头 375 | 376 | 377 | 378 | 379 | 时间 380 | 381 | 382 | DateTime格式 383 | 384 | 385 | 386 | 387 | 文件头结构体定义 388 | 389 | 390 | 391 | 392 | 文件子类型 393 | 394 | 395 | 396 | 397 | 文件长度 398 | 399 | 400 | 401 | 402 | 序列号 403 | 404 | 405 | 406 | 407 | 文件名 or URL 408 | 409 | 410 | 411 | 412 | 银江财务数据结构体 413 | 414 | 415 | 416 | 417 | 市场类型 418 | 419 | 420 | 421 | 422 | 保留字段 423 | 424 | 425 | 426 | 427 | 股票代码 428 | 429 | 430 | 431 | 432 | 财务数据的日期 433 | 434 | 435 | 如半年报 季报等 如 20090630 表示 2009年半年报 436 | 437 | 438 | 439 | 440 | 总股本 441 | 442 | 443 | 444 | 445 | 国家股 446 | 447 | 448 | 449 | 450 | 发起人法人股 451 | 452 | 453 | 454 | 455 | 法人股 456 | 457 | 458 | 459 | 460 | B股 461 | 462 | 463 | 464 | 465 | H股 466 | 467 | 468 | 469 | 470 | 目前流通 471 | 472 | 473 | 474 | 475 | 职工股 476 | 477 | 478 | 479 | 480 | A2转配股 481 | 482 | 483 | 484 | 485 | 总资产(千元) 486 | 487 | 488 | 489 | 490 | 流动资产 491 | 492 | 493 | 494 | 495 | 固定资产 496 | 497 | 498 | 499 | 500 | 无形资产 501 | 502 | 503 | 504 | 505 | 长期投资 506 | 507 | 508 | 509 | 510 | 流动负债 511 | 512 | 513 | 514 | 515 | 长期负债 516 | 517 | 518 | 519 | 520 | 资本公积金 521 | 522 | 523 | 524 | 525 | 每股公积金 526 | 527 | 528 | 529 | 530 | 股东权益 531 | 532 | 533 | 534 | 535 | 主营收入 536 | 537 | 538 | 539 | 540 | 主营利润 541 | 542 | 543 | 544 | 545 | 其他利润 546 | 547 | 548 | 549 | 550 | 营业利润 551 | 552 | 553 | 554 | 555 | 投资收益 556 | 557 | 558 | 559 | 560 | 补贴收入 561 | 562 | 563 | 564 | 565 | 营业外收支 566 | 567 | 568 | 569 | 570 | 上年损益调整 571 | 572 | 573 | 574 | 575 | 利润总额 576 | 577 | 578 | 579 | 580 | 税后利润 581 | 582 | 583 | 584 | 585 | 净利润 586 | 587 | 588 | 589 | 590 | 未分配利润 591 | 592 | 593 | 594 | 595 | 每股未分配 596 | 597 | 598 | 599 | 600 | 每股收益 601 | 602 | 603 | 604 | 605 | 每股净资产 606 | 607 | 608 | 609 | 610 | 调整每股净资产 611 | 612 | 613 | 614 | 615 | 股东权益比 616 | 617 | 618 | 619 | 620 | 净资产收益率 621 | 622 | 623 | 624 | 625 | 股票代码 626 | 627 | 628 | 629 | 630 | 市场类型 631 | 632 | 633 | SH,SZ 634 | 635 | 636 | 637 | 638 | 红茶财务数据结构体 639 | 640 | 641 | 642 | 643 | 更新时间 644 | 645 | 646 | 647 | 648 | 总股本 649 | 650 | 651 | 652 | 653 | 国家股 654 | 655 | 656 | 657 | 658 | 发起法人股 659 | 660 | 661 | 662 | 663 | 法人股 664 | 665 | 666 | 667 | 668 | B股 669 | 670 | 671 | 672 | 673 | H股 674 | 675 | 676 | 677 | 678 | 流通A股 679 | 680 | 681 | 682 | 683 | 职工股 684 | 685 | 686 | 687 | 688 | A2转配股 689 | 690 | 691 | 692 | 693 | 总资产(千元) 694 | 695 | 696 | 697 | 698 | 流动资产 699 | 700 | 701 | 702 | 703 | 固定资产 704 | 705 | 706 | 707 | 708 | 无形资产 709 | 710 | 711 | 712 | 713 | 长期资产 714 | 715 | 716 | 717 | 718 | 流动负债 719 | 720 | 721 | 722 | 723 | 长期负债 724 | 725 | 726 | 727 | 728 | 资本公积金 729 | 730 | 731 | 732 | 733 | 每股公积金 734 | 735 | 736 | 737 | 738 | 股东权益 739 | 740 | 741 | 742 | 743 | 主营收入 744 | 745 | 746 | 747 | 748 | 主营利润 749 | 750 | 751 | 752 | 753 | 其他利润 754 | 755 | 756 | 757 | 758 | 营业利润 759 | 760 | 761 | 762 | 763 | 投资收益 764 | 765 | 766 | 767 | 768 | 补贴收入 769 | 770 | 771 | 772 | 773 | 营业外收支 774 | 775 | 776 | 777 | 778 | 损益调整 779 | 780 | 781 | 782 | 783 | 利润总额 784 | 785 | 786 | 787 | 788 | 应收帐款周转率 789 | 790 | 791 | 792 | 793 | 净利润 794 | 795 | 796 | 797 | 798 | 未分配利润 799 | 800 | 801 | 802 | 803 | 每股未分配 804 | 805 | 806 | 807 | 808 | 每股收益 809 | 810 | 811 | 812 | 813 | 每股净资产 814 | 815 | 816 | 817 | 818 | 调整每股净资 819 | 820 | 821 | 822 | 823 | 股东权益比率 824 | 825 | 826 | 827 | 828 | 净资收益率 829 | 830 | 831 | 832 | 833 | 经营现金流出 834 | 835 | 836 | 837 | 838 | 经营现金流入 839 | 840 | 841 | 842 | 843 | 经营现金流量 844 | 845 | 846 | 847 | 848 | 投资现金流入 849 | 850 | 851 | 852 | 853 | 投资现金流出 854 | 855 | 856 | 857 | 858 | 投资现金流量 859 | 860 | 861 | 862 | 863 | 筹资现金流入 864 | 865 | 866 | 867 | 868 | 筹资现金流出 869 | 870 | 871 | 872 | 873 | 筹资现金流量 874 | 875 | 876 | 877 | 878 | 现金及等价物 879 | 880 | 881 | 882 | 883 | 应收帐周转率 884 | 885 | 886 | 887 | 888 | 存货周转率 889 | 890 | 891 | 892 | 893 | 股东总数 894 | 895 | 896 | 897 | 898 | 发行价 899 | 900 | 901 | 902 | 903 | 发行量 904 | 905 | 906 | 907 | 908 | 主营业务增长率 909 | 910 | 911 | 912 | 913 | 税后利润增长率 914 | 915 | 916 | 917 | 918 | 净资产增长率 919 | 920 | 921 | 922 | 923 | 总资产增长率 924 | 925 | 926 | 927 | 928 | 数据长度 929 | 930 | 931 | 仅当IsTag为真时有效 932 | 933 | 934 | 935 | 936 | 数据头标示 937 | 938 | 939 | 940 | 941 | 证券市场 942 | 943 | 944 | 仅当IsTag为真时有效 945 | 946 | 947 | 948 | 949 | 市场类型 950 | 951 | 952 | SH,SZ仅当IsTag为真时有效 953 | 954 | 955 | 956 | 957 | 股票代码 958 | 959 | 960 | 仅当IsTag为真时有效 961 | 962 | 963 | 964 | 965 | 股票代码 966 | 967 | 968 | 包含市场类型 969 | 970 | 971 | 972 | 973 | 是否数据包头 974 | 975 | 976 | 977 | 978 | 红茶接口数据包头 979 | 980 | 981 | 982 | 983 | 数据包头 984 | 985 | 986 | 987 | 988 | 标识(暂未使用) 989 | 990 | 991 | 992 | 993 | 证券市场 994 | 995 | 996 | 997 | 998 | 代码 999 | 1000 | 1001 | 1002 | 1003 | 实时行情数据 1004 | 1005 | 1006 | 1007 | 1008 | 结构大小 1009 | 1010 | 1011 | 1012 | 1013 | 成交时间 1014 | 1015 | 1016 | time_t格式 1017 | 1018 | 1019 | 1020 | 1021 | 股票市场类型 1022 | 1023 | 1024 | 1025 | 1026 | 股票代码及名称 1027 | 1028 | 1029 | 1030 | 1031 | 昨收 1032 | 1033 | 1034 | 1035 | 1036 | 开盘价 1037 | 1038 | 1039 | 1040 | 1041 | 最高价 1042 | 1043 | 1044 | 1045 | 1046 | 最低价 1047 | 1048 | 1049 | 1050 | 1051 | 最新价 1052 | 1053 | 1054 | 1055 | 1056 | 成交量 1057 | 1058 | 1059 | 1060 | 1061 | 成交额 1062 | 1063 | 1064 | 1065 | 1066 | 申买价1 1067 | 1068 | 1069 | 1070 | 1071 | 申买价2 1072 | 1073 | 1074 | 1075 | 1076 | 申买价3 1077 | 1078 | 1079 | 1080 | 1081 | 申买量1 1082 | 1083 | 1084 | 1085 | 1086 | 申买量2 1087 | 1088 | 1089 | 1090 | 1091 | 申买量3 1092 | 1093 | 1094 | 1095 | 1096 | 申卖价1 1097 | 1098 | 1099 | 1100 | 1101 | 申卖价2 1102 | 1103 | 1104 | 1105 | 1106 | 申卖价3 1107 | 1108 | 1109 | 1110 | 1111 | 申卖量1 1112 | 1113 | 1114 | 1115 | 1116 | 申卖量2 1117 | 1118 | 1119 | 1120 | 1121 | 申卖量3 1122 | 1123 | 1124 | 1125 | 1126 | 申买价4 1127 | 1128 | 1129 | 1130 | 1131 | 申买量4 1132 | 1133 | 1134 | 1135 | 1136 | 申卖价4 1137 | 1138 | 1139 | 1140 | 1141 | 申卖量4 1142 | 1143 | 1144 | 1145 | 1146 | 申买价5 1147 | 1148 | 1149 | 1150 | 1151 | 申买量5 1152 | 1153 | 1154 | 1155 | 1156 | 申卖价5 1157 | 1158 | 1159 | 1160 | 1161 | 申卖量5 1162 | 1163 | 1164 | 1165 | 1166 | 市场类型 1167 | 1168 | 1169 | SH,SZ 1170 | 1171 | 1172 | 1173 | 1174 | 股票代码 1175 | 1176 | 1177 | 1178 | 1179 | 股票代码 1180 | 1181 | 1182 | 包含市场类型 1183 | 1184 | 1185 | 1186 | 1187 | 股票名称 1188 | 1189 | 1190 | 1191 | 1192 | 名称拼音 1193 | 1194 | 1195 | 1196 | 1197 | 股票类型 1198 | 1199 | 1200 | 1201 | 1202 | 时间 1203 | 1204 | 1205 | DateTime格式 1206 | 1207 | 1208 | 1209 | 1210 | 涨跌 1211 | 1212 | 1213 | 1214 | 1215 | 振幅 1216 | 1217 | 1218 | 1219 | 1220 | 涨跌幅 1221 | 1222 | 1223 | 1224 | 1225 | 是否停牌 1226 | 1227 | 1228 | 1229 | 1230 | 是否ST股 1231 | 1232 | 1233 | 1234 | 1235 | 是否涨停 1236 | 1237 | 1238 | 1239 | 1240 | 涨停价 1241 | 1242 | 1243 | 1244 | 1245 | 跌停价 1246 | 1247 | 1248 | 1249 | 1250 | 是否跌停 1251 | 1252 | 1253 | 1254 | 1255 | 是否创业板 1256 | 1257 | 1258 | 1259 | 1260 | 股票类型(基金,债券,指数等) 1261 | 1262 | 1263 | 1264 | 1265 | 上证A股 1266 | 1267 | 1268 | 1269 | 1270 | 深证A股 1271 | 1272 | 1273 | 1274 | 1275 | 上证B股 1276 | 1277 | 1278 | 1279 | 1280 | 深证B股 1281 | 1282 | 1283 | 1284 | 1285 | 上证债券 1286 | 1287 | 1288 | 1289 | 1290 | 上证转债 1291 | 1292 | 1293 | 1294 | 1295 | 深证债券 1296 | 1297 | 1298 | 1299 | 1300 | 深证转债 1301 | 1302 | 1303 | 1304 | 1305 | 上证基金 1306 | 1307 | 1308 | 1309 | 1310 | 深证基金 1311 | 1312 | 1313 | 1314 | 1315 | 开放基金 1316 | 1317 | 1318 | 1319 | 1320 | 沪深权证 1321 | 1322 | 1323 | 1324 | 1325 | 上证指数 1326 | 1327 | 1328 | 1329 | 1330 | 深证指数 1331 | 1332 | 1333 | 1334 | 1335 | EIF基金 1336 | 1337 | 1338 | 1339 | 1340 | 三板 1341 | 1342 | 1343 | 1344 | 1345 | 未定义 1346 | 1347 | 1348 | 1349 | 1350 | 数据通知消息 1351 | 1352 | 1353 | 1354 | 1355 | 文件类型 1356 | 1357 | 1358 | 1359 | 1360 | 记录数 1361 | 1362 | 1363 | 1364 | 1365 | 文件接口 1366 | 1367 | 1368 | 1369 | 1370 | 1371 | 1372 | 1373 | 1374 | 1375 | 数据指针 1376 | 1377 | 1378 | 1379 | 1380 | 银江分笔结构体定义 1381 | 1382 | 1383 | 1384 | 1385 | 时间 1386 | 1387 | 1388 | 1389 | 1390 | 最高 1391 | 1392 | 1393 | 1394 | 1395 | 最低 1396 | 1397 | 1398 | 1399 | 1400 | 最新 1401 | 1402 | 1403 | 1404 | 1405 | 成交量 1406 | 1407 | 1408 | 1409 | 1410 | 成交额 1411 | 1412 | 1413 | 1414 | 1415 | 保留字段 1416 | 1417 | 1418 | 1419 | 1420 | 申买价1 1421 | 1422 | 1423 | 1424 | 1425 | 申买价2 1426 | 1427 | 1428 | 1429 | 1430 | 申买价3 1431 | 1432 | 1433 | 1434 | 1435 | 申买价4 1436 | 1437 | 1438 | 1439 | 1440 | 申买价5 1441 | 1442 | 1443 | 1444 | 1445 | 申买量1 1446 | 1447 | 1448 | 1449 | 1450 | 申买量2 1451 | 1452 | 1453 | 1454 | 1455 | 申买量3 1456 | 1457 | 1458 | 1459 | 1460 | 申买量4 1461 | 1462 | 1463 | 1464 | 1465 | 申买量5 1466 | 1467 | 1468 | 1469 | 1470 | 申卖价1 1471 | 1472 | 1473 | 1474 | 1475 | 申卖价2 1476 | 1477 | 1478 | 1479 | 1480 | 申卖价3 1481 | 1482 | 1483 | 1484 | 1485 | 申卖价4 1486 | 1487 | 1488 | 1489 | 1490 | 申卖价5 1491 | 1492 | 1493 | 1494 | 1495 | 申卖量1 1496 | 1497 | 1498 | 1499 | 1500 | 申卖量2 1501 | 1502 | 1503 | 1504 | 1505 | 申卖量3 1506 | 1507 | 1508 | 1509 | 1510 | 申卖量4 1511 | 1512 | 1513 | 1514 | 1515 | 申卖量5 1516 | 1517 | 1518 | 1519 | 1520 | 红茶接口登录返回信息 1521 | 1522 | 1523 | 1524 | 1525 | 登录状态 1526 | 1527 | 1528 | 成功返回1,失败返回0 1529 | 1530 | 1531 | 1532 | 1533 | 证券代码表结构体定义 1534 | 1535 | 1536 | 1537 | 1538 | 证券市场 1539 | 1540 | 1541 | 1542 | 1543 | 股票代码名称 1544 | 1545 | 1546 | 1547 | 1548 | 拼音 1549 | 1550 | 1551 | 1552 | 1553 | 昨收 1554 | 1555 | 1556 | 1557 | 1558 | 时间 1559 | 1560 | 1561 | time_t格式 1562 | 1563 | 1564 | 1565 | 1566 | 市场类型 1567 | 1568 | 1569 | SH,SZ 1570 | 1571 | 1572 | 1573 | 1574 | 时间 1575 | 1576 | 1577 | DateTime格式 1578 | 1579 | 1580 | 1581 | 1582 | 股票代码 1583 | 1584 | 1585 | 1586 | 1587 | 股票代码 1588 | 1589 | 1590 | 包含市场类型 1591 | 1592 | 1593 | 1594 | 1595 | 股票名称 1596 | 1597 | 1598 | 1599 | 1600 | 红茶接口数据结构体定义 1601 | 1602 | 1603 | 1604 | 1605 | 文件类型 1606 | 1607 | 1608 | 1609 | 1610 | 记录数 1611 | 1612 | 1613 | 1614 | 1615 | 数据指针 1616 | 1617 | 1618 | 1619 | 1620 | 红茶分笔结构体定义 1621 | 1622 | 1623 | 1624 | 1625 | 时间 1626 | 1627 | 1628 | time_t格式 1629 | 1630 | 1631 | 1632 | 1633 | 最新价 1634 | 1635 | 1636 | 1637 | 1638 | 成交量 1639 | 1640 | 1641 | 1642 | 1643 | 成交金额 1644 | 1645 | 1646 | 1647 | 1648 | 价格 1649 | 1650 | 1651 | 1652 | 1653 | 数据长度 1654 | 1655 | 1656 | 仅当IsTag为真时有效 1657 | 1658 | 1659 | 1660 | 1661 | 数据头标示 1662 | 1663 | 1664 | 1665 | 1666 | 证券市场 1667 | 1668 | 1669 | 仅当IsTag为真时有效 1670 | 1671 | 1672 | 1673 | 1674 | 时间 1675 | 1676 | 1677 | DateTime格式 1678 | 1679 | 1680 | 1681 | 1682 | 市场类型 1683 | 1684 | 1685 | SH,SZ,仅当IsTag为真时有效 1686 | 1687 | 1688 | 1689 | 1690 | 获取股票代码 1691 | 1692 | 1693 | 仅当IsTag为真时有效 1694 | 1695 | 1696 | 1697 | 1698 | 股票代码 1699 | 1700 | 1701 | 包含市场类型 1702 | 1703 | 1704 | 1705 | 1706 | 是否数据包头 1707 | 1708 | 1709 | 1710 | 1711 | 红茶接口消息类型定义 1712 | 1713 | 1714 | 1715 | 1716 | 红茶接口双向数据请求类型 1717 | 1718 | 1719 | 1720 | 1721 | 分笔数据 1722 | 1723 | 1724 | 1725 | 1726 | 1分钟数据 1727 | 1728 | 1729 | 1730 | 1731 | 5分钟数据 1732 | 1733 | 1734 | 1735 | 1736 | 日线数据 1737 | 1738 | 1739 | 1740 | 1741 | 接口数据服务类 1742 | 1743 | 1744 | 1745 | 1746 | 初始化接口 1747 | 1748 | 1749 | 1750 | 1751 | 初始化接口 1752 | 1753 | 调用的DLL路径 1754 | 消息ID 1755 | 1756 | 1757 | 1758 | 根据Fin文件路径,获取财务数据 1759 | 1760 | Fin文件路径 1761 | 银江财务数据结构体 1762 | 1763 | 1764 | 1765 | 关闭所有接口 1766 | 1767 | 1768 | 1769 | 1770 | 关闭消息对应的接口 1771 | 1772 | 消息ID 1773 | 1774 | 1775 | 1776 | 红茶接口请求数据 1777 | 1778 | 市场类型(HS,SZ) 1779 | 证券代码 1780 | 请求数据类型 1781 | 1782 | 1783 | 1784 | 1785 | 收到5分钟数据 1786 | 1787 | 1788 | 1789 | 1790 | 收到基础资料 1791 | 1792 | 1793 | 1794 | 1795 | 收到历史K线数据 1796 | 1797 | 1798 | 1799 | 1800 | 收到一分钟数据 1801 | 1802 | 1803 | 1804 | 1805 | 收到新闻 1806 | 1807 | 1808 | 1809 | 1810 | 收到除权数据 1811 | 1812 | 1813 | 1814 | 1815 | 收到行情数据 1816 | 1817 | 1818 | 1819 | 1820 | 收到红茶财务数据 1821 | 1822 | 1823 | 1824 | 1825 | 收到红茶分笔数据 1826 | 1827 | 1828 | 1829 | 1830 | 收到红茶接口登录信息 1831 | 1832 | 1833 | 1834 | 1835 | 收到红茶接口证券代码表 1836 | 1837 | 1838 | 1839 | 1840 | 接口消息数据处理包装类 1841 | 1842 | 1843 | 1844 | 1845 | 必需的设计器变量。 1846 | 1847 | 1848 | 1849 | 1850 | 清理所有正在使用的资源。 1851 | 1852 | 如果应释放托管资源,为 true;否则为 false。 1853 | 1854 | 1855 | 1856 | 设计器支持所需的方法 - 不要 1857 | 使用代码编辑器修改此方法的内容。 1858 | 1859 | 1860 | 1861 | 1862 | 根据传入的文件路径,获取财务数据,适用银江。 1863 | 1864 | 1865 | 1866 | 1867 | 1868 | 1869 | 红茶接口扩展消息类型 1870 | 1871 | 1872 | 1873 | 1874 | 通视消息类型 1875 | 1876 | 1877 | 1878 | 1879 | 通视文件类型(新闻,基础资料,补日线,补分钟等) 1880 | 1881 | 1882 | 1883 | 1884 | 构造函数 1885 | 1886 | 1887 | 1888 | 1889 | 初始化接口 1890 | 1891 | 1892 | 1893 | 1894 | 初始化接口 1895 | 1896 | 接口路径 1897 | 消息ID 1898 | 1899 | 1900 | 1901 | 消息处理函数 1902 | 1903 | 1904 | 1905 | 1906 | 1907 | 处理通视规范数据 1908 | 1909 | 1910 | 1911 | 1912 | 处理接收行情 1913 | 1914 | 1915 | 1916 | 1917 | 1918 | 1919 | 处理接收文件(历史K线,分钟,5分钟,除权,新闻等) 1920 | 1921 | 1922 | 1923 | 1924 | 1925 | 1926 | 处理银江补分笔 1927 | 1928 | 1929 | 1930 | 1931 | 1932 | 1933 | 处理接收基本资料 1934 | 1935 | 1936 | 1937 | 1938 | 1939 | 1940 | 1941 | 处理接收新闻数据 1942 | 1943 | 1944 | 1945 | 1946 | 1947 | 1948 | 1949 | 处理财务信息(红茶接口改动后,已不调用) 1950 | 1951 | 1952 | 1953 | 1954 | 1955 | 1956 | 1957 | 处理补除权数据 1958 | 1959 | 1960 | 1961 | 1962 | 1963 | 1964 | 1965 | 处理补分钟数据 1966 | 1967 | 1968 | 1969 | 1970 | 1971 | 1972 | 1973 | 处理补历史K线数据 1974 | 1975 | 1976 | 1977 | 1978 | 1979 | 1980 | 1981 | 处理补5分钟数据 1982 | 1983 | 1984 | 1985 | 1986 | 1987 | 1988 | 1989 | 处理红茶接口扩充数据 1990 | 1991 | 1992 | 1993 | 1994 | 处理登录信息 1995 | 1996 | 1997 | 1998 | 1999 | 2000 | 2001 | 处理红茶代码表数据 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 处理红茶实时行情数据 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 处理红茶补5分钟数据 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 处理红茶补1分钟数据 2023 | 2024 | 2025 | 2026 | 2027 | 2028 | 2029 | 处理红茶除权数据 2030 | 2031 | 2032 | 2033 | 2034 | 2035 | 2036 | 处理红茶补历史K线数据 2037 | 2038 | 2039 | 2040 | 2041 | 2042 | 2043 | 处理红茶分笔数据 2044 | 2045 | 2046 | 2047 | 2048 | 2049 | 2050 | 处理红茶补财务数据 2051 | 2052 | 2053 | 2054 | 2055 | 2056 | 2057 | 双向请求数据接口 2058 | 2059 | 市场类型,HS,SZ 2060 | 请求股票代码 2061 | 请求数据类型 2062 | 2063 | 2064 | 2065 | 2066 | 双向请求数据接口 2067 | 2068 | 消息ID 2069 | 市场类型 2070 | 请求股票代码 2071 | 请求数据类型 2072 | 2073 | 2074 | 2075 | 2076 | 关闭接口 2077 | 2078 | 2079 | 2080 | 2081 | 关闭Msg相对应的接口 2082 | 2083 | 2084 | 2085 | 2086 | 收到实时行情 2087 | 2088 | 2089 | 2090 | 2091 | 收到分钟数据 2092 | 2093 | 2094 | 2095 | 2096 | 收到除权数据 2097 | 2098 | 2099 | 2100 | 2101 | 收到历史日线数据 2102 | 2103 | 2104 | 2105 | 2106 | 补5分钟数据 2107 | 2108 | 2109 | 2110 | 2111 | 收到基本资料 2112 | 2113 | 2114 | 2115 | 2116 | 收到新闻资料 2117 | 2118 | 2119 | 2120 | 2121 | 收到红茶飞狐财务数据 2122 | 2123 | 2124 | 2125 | 2126 | 收到红茶补分笔数据 2127 | 2128 | 2129 | 2130 | 2131 | 红茶接口登录事件 2132 | 2133 | 2134 | 2135 | 2136 | 收到红茶接口代码表 2137 | 2138 | 2139 | 2140 | 2141 | 初始化数据接口委托 2142 | 2143 | 2144 | 2145 | 2146 | 2147 | 2148 | 2149 | 2150 | 请求数据委托 2151 | 2152 | 2153 | 2154 | 2155 | 2156 | 2157 | 2158 | 2159 | 关闭数据接口委托 2160 | 2161 | 2162 | 2163 | 2164 | 2165 | 2166 | 实时行情事件数据类 2167 | 2168 | 2169 | 2170 | 2171 | 行情数据 2172 | 2173 | 2174 | 2175 | 2176 | 补历史K线事件数据类。 2177 | 2178 | 2179 | 2180 | 2181 | 获取或设置历史K线数据 2182 | 2183 | 2184 | 2185 | 2186 | 补1分钟事件数据类 2187 | 2188 | 2189 | 2190 | 2191 | 一分钟数据 2192 | 2193 | 2194 | 2195 | 2196 | 补5分钟事件数据类 2197 | 2198 | 2199 | 2200 | 2201 | 5分钟数据 2202 | 2203 | 2204 | 2205 | 2206 | 补除权事件数据类 2207 | 2208 | 2209 | 2210 | 2211 | 除权数据 2212 | 2213 | 2214 | 2215 | 2216 | 补红茶分笔事件数据类 2217 | 2218 | 2219 | 2220 | 2221 | 分笔数据 2222 | 2223 | 2224 | 2225 | 2226 | 补红茶财务事件数据类 2227 | 2228 | 2229 | 2230 | 2231 | 财务数据 2232 | 2233 | 2234 | 2235 | 2236 | 收到基本资料数据事件类 2237 | 2238 | 2239 | 2240 | 2241 | 构造函数 2242 | 2243 | 文件头 2244 | 数据 2245 | 2246 | 2247 | 2248 | 获取文件头 2249 | 2250 | 2251 | 2252 | 2253 | 获取数据 2254 | 2255 | 2256 | 2257 | 2258 | 获取数据内容 2259 | 2260 | 2261 | 2262 | 2263 | 收到新闻数据事件类 2264 | 2265 | 2266 | 2267 | 2268 | 构造函数 2269 | 2270 | 文件头 2271 | 数据 2272 | 2273 | 2274 | 2275 | 文件头 2276 | 2277 | 2278 | 2279 | 2280 | 数据 2281 | 2282 | 2283 | 2284 | 2285 | 数据内容 2286 | 2287 | 2288 | 2289 | 2290 | 收到证券代码表事件类 2291 | 2292 | 2293 | 2294 | 2295 | 获取代码表数组 2296 | 2297 | 2298 | 2299 | 2300 | 红茶接口登录事件数据类 2301 | 2302 | 2303 | 2304 | 2305 | 构造函数 2306 | 2307 | 登录状态(1表示登录成功) 2308 | 2309 | 2310 | 2311 | 获取登录状态 2312 | 2313 | 2314 | 2315 | 2316 | 接口服务实例化工厂类 2317 | 2318 | 2319 | 2320 | 2321 | 创建接口数据服务对象 2322 | 2323 | 数据服务对象 2324 | 2325 | 2326 | 2327 | --------------------------------------------------------------------------------