#ifndef _WAPIWRAPPERCPP_H

#define _WAPIWRAPPERCPP_H

#include <windows.h>

#include <comutil.h>

#ifdef WAPIWRAPPERCPP_EXPORTS

#define WAPIWRAPPERCPP_EXP __declspec(dllexport)

#else

#define WAPIWRAPPERCPP_EXP __declspec(dllimport)

#endif

const LONG noRegErr = -1;

enum ErrMsgLang //错误信息语言

};

class WAPIWRAPPERCPP_EXP WindData

{

VARIANT data; ///< 数据

VARIANT codes; ///< Code列表

VARIANT fields; ///< 指标列表

VARIANT times; ///< 时间列表

LONG errorCode; ///< 错误码

WindData();

~WindData();

VOID InitWindData();

VOID ClearWindData();

//获取错误信息

LPCWSTR GetErrorMsg() const;

//日期转化函数(需要delete)

static WCHAR* DateToString(DATE date, LPCWSTR strFormat = L"%Y-%m-%d");

static VOID FreeString(WCHAR*& pStr);

//////////////////////////////////////////////////////////////////////////

//数据使用

INT GetCodesLength() const;

INT GetFieldsLength() const;

INT GetTimesLength() const;

LPCWSTR GetCodeByIndex(int index) const;

LPCWSTR GetFieldsByIndex(int index) const;

BOOL GetTimeByIndex(int index, WCHAR timeBuffer[], int& length) const;

DATE GetTimeByIndex(int index) const;

//获取数据查询接口OneData

BOOL GetDataItem(int timeIndex, int codesIndex, int fieldsIndex, VARIANT& outItem) const;

//获取日期列表

const DATE* GetTDaysInfo(LONG& lDateCount) const;

//////////////////////////////////////////////////////////////////////////

//交易使用

INT GetRecordCount() const;

//获取交易接口OneData

BOOL GetTradeItem(int recordIndex, int fieldsIndex, VARIANT& outItem) const;

//获取登录ID

LONG GetLogonID() const;

//获取Order请求Id

LONG GetOrderRequestID() const;

//获取OrderNumber

LPCWSTR GetOrderNumber(int recordIndex = 0) const;

};

typedef LONG (WINAPI *WsqCallBack)(ULONGLONG reqId, const WindData &windData);

typedef LONG (WINAPI *TradeCallBack)(LONG LogonID, const WindData &windData);

class WAPIWRAPPERCPP_EXP CWAPIWrapperCpp {

//基本函数

//////////////////////////////////////////////////////////////////////////

//Wind接口启动函数

static LONG start(LPCWSTR options = NULL, LPCWSTR options2 = NULL, LONG timeout = 5000);

//Wind接口终止函数

static LONG stop();

//判断连接状态

static LONG isconnected();

//若 requestId 为0 取消所有请求；否则只取消给定ID号的请求

static VOID cancelRequest(ULONGLONG requestId);

//取消所有请求

static VOID cancelAllRequest();

//获取错误码相应的错误信息

static BOOL getErrorMsg(LONG errCode, ErrMsgLang lang, WCHAR msg[], int& /*inout*/msgLength);

//////////////////////////////////////////////////////////////////////////

//数据函数

//////////////////////////////////////////////////////////////////////////

//多值函数wsd，获得日期序列

static LONG wsd(WindData& outWindData, LPCWSTR windCodes, LPCWSTR fields, LPCWSTR startTime = NULL, LPCWSTR endTime = NULL, LPCWSTR options = NULL);

//多值函数wss，获得历史快照

static LONG wss(WindData& outWindData, LPCWSTR windCodes, LPCWSTR fields, LPCWSTR options = NULL);

//多值函数wsi，获得分钟序列

static LONG wsi(WindData& outWindData, LPCWSTR windCodes, LPCWSTR fields, LPCWSTR startTime, LPCWSTR endTime, LPCWSTR options = NULL);

//多值函数wst，获得日内跳价

static LONG wst(WindData& outWindData, LPCWSTR windCodes, LPCWSTR fields, LPCWSTR startTime, LPCWSTR endTime, LPCWSTR options = NULL);

//多值函数wsq，获得实时行情

//非订阅模式，取一次性快照数据

static LONG wsq(WindData& outWindData, LPCWSTR windCodes, LPCWSTR fields, LPCWSTR options = NULL);

//订阅模式，订阅实时数据，数据通过回调函数返回

static LONG wsq(ULONGLONG &reqId, LPCWSTR windCodes, LPCWSTR fields, WsqCallBack callBack, LPCWSTR options = NULL, BOOL updateAllFields = FALSE);

//多值函数tdq，获得实时行情

//订阅模式td，订阅实时数据，数据通过回调函数返回

static LONG tdq(ULONGLONG &reqId, LPCWSTR windCodes, LPCWSTR fields, WsqCallBack callBack, LPCWSTR options = NULL, BOOL updateAllFields = FALSE);

//多值函数bbq，获得实时行情

//非订阅模式，取一次性快照数据

static LONG bbq(WindData& outWindData, LPCWSTR windCodes, LPCWSTR fields, LPCWSTR options = NULL);

//订阅模式，订阅实时数据，数据通过回调函数返回

static LONG bbq(ULONGLONG &reqId, LPCWSTR windCodes, LPCWSTR fields, WsqCallBack callBack, LPCWSTR options = NULL);

//多值函数wset，获得指定数据集

static LONG wset(WindData& outWindData, LPCWSTR reportName, LPCWSTR options = NULL);

//多值函数edb，获得经济数据

static LONG edb(WindData& outWindData, LPCWSTR windCodes, LPCWSTR startTime = NULL, LPCWSTR endTime = NULL, LPCWSTR options = NULL);

//组合报表函数

static LONG wpf(WindData& outWindData, LPCWSTR portfolioName, LPCWSTR viewName, LPCWSTR options = NULL);

//组合上传函数

static LONG wupf(WindData& outWindData, LPCWSTR portfolioName, LPCWSTR tradeDate, LPCWSTR windCodes, LPCWSTR quantity, LPCWSTR costPrice, LPCWSTR options = NULL);

//证劵筛选函数

static LONG weqs(WindData& outWindData, LPCWSTR planName, LPCWSTR options = NULL);

//日历日、工作日、交易日的日期序列函数

static LONG tdays(WindData& outWindData, LPCWSTR startTime, LPCWSTR endTime, LPCWSTR options = NULL);

//日历日、工作日、交易日的日期偏移计算

static LONG tdaysoffset(DATE& outDate, LPCWSTR startTime, LONG offset, LPCWSTR options = NULL);

//日历日、工作日、交易日的日期天数计算

static LONG tdayscount(LONG& outCount, LPCWSTR startTime, LPCWSTR endTime, LPCWSTR options = NULL);

//////////////////////////////////////////////////////////////////////////

//交易函数

//////////////////////////////////////////////////////////////////////////

//交易账号登陆

static LONG tlogon(WindData& outWindData, LPCWSTR brokerID, LPCWSTR departmentID, LPCWSTR accountID, LPCWSTR password, LPCWSTR accountType, LPCWSTR options = NULL,TradeCallBack callBack=0);

//交易账号登出, 0:登出全部已登录的账号

static LONG tlogout(INT longId=0);

//下单

static LONG torder(WindData& outWindData, LPCWSTR windCodes, LPCWSTR tradeSide, LPCWSTR orderPrice, LPCWSTR orderVolume, LPCWSTR options = NULL);

static LONG torder(LONG& reqId, LPCWSTR windCodes, LPCWSTR tradeSide, DOUBLE orderPrice, LONG orderVolume, LPCWSTR options = NULL, WCHAR** pErrosMsg = NULL);

//备兑取消

//备兑

static LONG tcovered(WindData& outWindData, LPCWSTR windCodes, LPCWSTR tradeSide, LPCWSTR orderVolume, LPCWSTR options = NULL);

static LONG tcovered(LONG& reqId, LPCWSTR windCodes, LPCWSTR tradeSide, LONG orderVolume, LPCWSTR options = NULL, WCHAR** pErrosMsg = NULL);

//交易情况查询

static LONG tquery(WindData& outWindData, LPCWSTR qryCode, LPCWSTR options = NULL);

//撤单

static LONG tcancel(LPCWSTR orderNumber, LPCWSTR options = NULL);

//////////////////////////////////////////////////////////////////////////

//回测函数

//////////////////////////////////////////////////////////////////////////

//回测开始

static LONG bktstart(WindData& outWindData, LPCWSTR strategyName, LPCWSTR startDate, LPCWSTR endDate, LPCWSTR options = NULL);

//回测查询

static LONG bktquery(WindData& outWindData, LPCWSTR qrycode, LPCWSTR qrytime, LPCWSTR options = NULL);

//回测下单

static LONG bktorder(WindData& outWindData, LPCWSTR tradeTime, LPCWSTR securityCode, LPCWSTR tradeSide, LPCWSTR tradeVol, LPCWSTR options = NULL);

//回测结束

static LONG bktend(WindData& outWindData, LPCWSTR options);

//查看回测状态

static LONG bktstatus(WindData& outWindData, LPCWSTR options);

//回测概要

static LONG bktsummary(WindData& outWindData, LPCWSTR bktID, LPCWSTR view, LPCWSTR options);

//回测删除

static LONG bktdelete(WindData& outWindData, LPCWSTR bktID, LPCWSTR options);

//返回策略列表

static LONG bktstrategy(WindData& outWindData, LPCWSTR options);

//////////////////////////////////////////////////////////////////////////

//app应用相关

/**

static LONG wappAuth(WindData& outWindData, LPCTSTR appKey, LPCTSTR appSecret, LPCTSTR options);

/**

static LONG wappMessage(WindData& outWindData, LPCTSTR type_id, LPCTSTR message, LPCTSTR options);

//////////////////////////////////////////////////////////////////////////

};

#endif