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Extensions.cs
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using Ideafixxxer.Generics;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;
namespace XAPI
{
[ComVisible(false)]
public static class Extensions_GBK
{
public static string InstrumentName([In]this InstrumentField field)
{
return PInvokeUtility.GetUnicodeString(field.InstrumentName);
}
public static string InstrumentName([In]this OrderField field)
{
return PInvokeUtility.GetUnicodeString(field.InstrumentName);
}
public static string InstrumentName([In]this TradeField field)
{
return PInvokeUtility.GetUnicodeString(field.InstrumentName);
}
public static string InstrumentName([In]this PositionField field)
{
return PInvokeUtility.GetUnicodeString(field.InstrumentName);
}
public static string Text([In]this OrderField field)
{
return PInvokeUtility.GetUnicodeString(field.Text);
}
public static string Text([In]this QuoteField field)
{
return PInvokeUtility.GetUnicodeString(field.Text);
}
public static string Text([In]this RspUserLoginField field)
{
return PInvokeUtility.GetUnicodeString(field.Text);
}
public static string Text([In]this ErrorField field)
{
return PInvokeUtility.GetUnicodeString(field.Text);
}
public static string Message([In]this LogField field)
{
return PInvokeUtility.GetUnicodeString(field.Message);
}
public static string InvestorName([In]this InvestorField field)
{
return PInvokeUtility.GetUnicodeString(field.InvestorName);
}
public static string InvestorName([In]this RspUserLoginField field)
{
return PInvokeUtility.GetUnicodeString(field.InvestorName);
}
}
/*
SHFE
TradeDay: 交易日
ActionDay: 行情日
DCE
TradeDay: 交易日
ActionDay: 交易日
CZC
TradeDay: 行情日
ActionDay:行情日
*/
[ComVisible(false)]
public static class Extensions_Misc
{
public static DateTime ExchangeDateTime([In]this DepthMarketDataNClass field)
{
int HH = field.UpdateTime / 10000;
int mm = field.UpdateTime % 10000 / 100;
int ss = field.UpdateTime % 100;
int yyyy = field.ActionDay / 10000;
int MM = field.ActionDay % 10000 / 100;
int dd = field.ActionDay % 100;
return new DateTime(yyyy, MM, dd, HH, mm, ss, field.UpdateMillisec);
}
public static DateTime ExchangeDateTime_([In]this DepthMarketDataNClass field)
{
// 表示传回来的时间可能有问题，要检查一下
if (field.UpdateTime == 0)
{
DateTime now = DateTime.Now;
int HH = now.Hour;
int mm = now.Minute;
int ss = now.Second;
int datetime = HH * 10000 + mm * 100 + ss;
if (datetime > 1500 && datetime < 234500)
return now;
}
{
int HH = field.UpdateTime / 10000;
int mm = field.UpdateTime % 10000 / 100;
int ss = field.UpdateTime % 100;
DateTime now = DateTime.Now;
if (HH >= 23)
{
if (now.Hour < 1)
{
// 表示行情时间慢了，系统日期减一天即可
now = now.AddDays(-1);
}
}
else if (HH < 1)
{
if (now.Hour >= 23)
{
// 表示本地时间慢了，本地时间加一天即可
now = now.AddDays(1);
}
}
return now.Date.AddSeconds(HH * 3600 + mm * 60 + ss).AddMilliseconds(field.UpdateMillisec);
}
}
}
[ComVisible(false)]
public static class Extensions_Output
{
public static string ToFormattedString([In]this ErrorField field)
{
return string.Format("[XErrorID={0};RawErrorID={1};Text={2};Source={3}]",
field.XErrorID, field.RawErrorID, field.Text(), field.Source);
}
public static string ToFormattedString([In]this OrderField field)
{
return string.Format("[InstrumentID={0};ExchangeID={1};Side={2};Qty={3};LeavesQty={4};Price={5};OpenClose={6};HedgeFlag={7};"
+ "LocalID={8};ID={9};OrderID={10};Date={11};Time={12};"
+ "Type={13};TimeInForce={14};Status={15};ExecType={16};"
+ "XErrorID={17};RawErrorID={18};Text={19}]",
field.InstrumentID, field.ExchangeID, Enum<OrderSide>.ToString(field.Side), field.Qty, field.LeavesQty, field.Price, Enum<OpenCloseType>.ToString(field.OpenClose), Enum<HedgeFlagType>.ToString(field.HedgeFlag),
field.LocalID, field.ID, field.OrderID, field.Date, field.Time,
Enum<OrderType>.ToString(field.Type), Enum<TimeInForce>.ToString(field.TimeInForce), Enum<OrderStatus>.ToString(field.Status), Enum<ExecType>.ToString(field.ExecType),
field.XErrorID, field.RawErrorID, field.Text());
}
public static string ToFormattedString([In]this TradeField field)
{
return string.Format("[InstrumentID={0};ExchangeID={1};Side={2};Qty={3};Price={4};OpenClose={5};HedgeFlag={6};"
+ "ID={7};TradeID={8};"
+ "Date={9};Time={10};Commission={11}]",
field.InstrumentID, field.ExchangeID, Enum<OrderSide>.ToString(field.Side), field.Qty, field.Price, Enum<OpenCloseType>.ToString(field.OpenClose), Enum<HedgeFlagType>.ToString(field.HedgeFlag),
field.ID, field.TradeID,
field.Date, field.Time, field.Commission);
}
public static string ToFormattedString([In]this QuoteField field)
{
return string.Format("[InstrumentID={0};ExchangeID={1};"
+ "AskPrice={2};AskQty={3};BidPrice={4};BidQty={5};"
+ "LocalID={6};ID={7};AskOrderID={8};BidOrderID={9};"
+ "Status={10};ExecType={11};"
+ "XErrorID={12};RawErrorID={13};Text={14};"
+ "AskOpenClose={15};AskHedgeFlag={16};BidOpenClose={17};BidHedgeFlag={18}]",
field.InstrumentID, field.ExchangeID,
field.AskPrice, field.AskQty, field.BidPrice, field.BidQty,
field.LocalID, field.ID, field.AskOrderID, field.BidOrderID,
Enum<OrderStatus>.ToString(field.Status), Enum<ExecType>.ToString(field.ExecType),
field.XErrorID, field.RawErrorID, field.Text(),
Enum<OpenCloseType>.ToString(field.AskOpenClose), Enum<HedgeFlagType>.ToString(field.AskHedgeFlag), Enum<OpenCloseType>.ToString(field.BidOpenClose), Enum<HedgeFlagType>.ToString(field.BidHedgeFlag));
}
public static string ToFormattedStringLong([In]this RspUserLoginField field)
{
return string.Format("[TradingDay={0};LoginTime={1};SessionID={2};InvestorName={3};XErrorID={4};RawErrorID={5};Text={6}]",
field.TradingDay, field.LoginTime, field.SessionID, field.InvestorName(), field.XErrorID, field.RawErrorID, field.Text());
}
public static string ToFormattedStringShort([In]this RspUserLoginField field)
{
return string.Format("[XErrorID={0};RawErrorID={1};Text={2}]",
field.XErrorID, field.RawErrorID, field.Text());
}
public static string ToFormattedString([In]this QuoteRequestField field)
{
return string.Format("[TradingDay={0};InstrumentID={1};ExchangeID={2};QuoteID={3};QuoteTime={4}]",
field.TradingDay, field.InstrumentID, field.ExchangeID, field.QuoteID, field.QuoteTime);
}
public static string ToFormattedString([In]this InvestorField field)
{
return string.Format("[BrokerID={0};InvestorID={1};IdentifiedCardType={2},IdentifiedCardNo={3};InvestorName={4}]",
field.BrokerID, field.InvestorID, Enum<IdCardType>.ToString(field.IdentifiedCardType), field.IdentifiedCardNo, field.InvestorName());
}
public static string ToFormattedStringExchangeDateTime([In]this DepthMarketDataNClass field)
{
return string.Format("[TradingDay={0};ActionDay={1};UpdateTime={2},UpdateMillisec={3}]",
field.TradingDay, field.ActionDay, field.UpdateTime, field.UpdateMillisec);
}
public static string ToFormattedString([In]this LogField field)
{
return string.Format("[Level={0};Message={1}]",
Enum<LogLevel>.ToString(field.Level), field.Message());
}
public static string ToFormattedString([In]this AccountField field)
{
return string.Format("[AccountID={0};CurrencyID={1};Balance={2};Available={3};Deposit={4};Withdraw={5}]",
field.AccountID, field.CurrencyID, field.Balance, field.Available, field.Deposit, field.Withdraw);
}
public static string ToFormattedString([In]this PositionField field)
{
return string.Format("[InstrumentID={0};ExchangeID={1};InstrumentName={2};HedgeFlag={3};Side={4};"
+ "Position={5};TodayPosition={6};HistoryPosition={7};ID={8}]",
field.InstrumentID, field.ExchangeID, field.InstrumentName(), Enum<HedgeFlagType>.ToString(field.HedgeFlag), Enum<PositionSide>.ToString(field.Side),
field.Position, field.TodayPosition, field.HistoryPosition, field.ID);
}
public static string ToFormattedString([In]this InstrumentStatusField field)
{
return string.Format("[Symbol={0};ExchangeID={1};InstrumentID={2};InstrumentStatus={3};"
+ "EnterTime={4}]",
field.Symbol, field.ExchangeID, field.InstrumentID, Enum<TradingPhaseType>.ToString(field.InstrumentStatus), field.EnterTime);
}
public static string ToFormattedHeader([In]this TickField field)
{
return "DateTime,Price,Size,OpenInt,Bid,BidSize,Ask,AskSize";
}
public static string ToFormattedString([In]this TickField field)
{
int yyyy = field.Date / 10000;
int MM = field.Date % 10000 / 100;
int dd = field.Date % 100;
int hh = field.Time / 10000;
int mm = field.Time % 10000 / 100;
int ss = field.Time % 100;
string date = string.Format("{0}-{1:D2}-{2:D2} {3:D2}:{4:D2}:{5:D2}.{6:D3}", yyyy, MM, dd, hh, mm, ss, field.Millisecond);
return string.Format("{0},{1},{2},{3},{4},{5},{6},{7}",
date, field.LastPrice, field.Volume, field.OpenInterest,
field.BidPrice1, field.BidSize1, field.AskPrice1, field.AskSize1);
}
public static string ToFormattedHeader([In]this BarField field)
{
return "DateTime,Open,High,Low,Close,Volume,OpenInt";
}
public static string ToFormattedString([In]this BarField field)
{
int yyyy = field.Date / 10000;
int MM = field.Date % 10000 / 100;
int dd = field.Date % 100;
int hh = field.Time / 10000;
int mm = field.Time % 10000 / 100;
int ss = field.Time % 100;
string date = string.Format("{0}-{1:D2}-{2:D2} {3:D2}:{4:D2}:{5:D2}.000", yyyy, MM, dd, hh, mm, ss);
return string.Format("{0},{1},{2},{3},{4},{5},{6}",
date, field.Open, field.High, field.Low, field.Close, field.Volume, field.OpenInterest);
}
}
}