万得股票历史数据接口

// TDBEasyDemo.cpp : 定义控制台应用程序的入口点。
//

#include "tdf/TDBAPI.h"
#include "iostream"
#include 
#include 
#include 
#include 
#include 
#include 

#include 
#include 
#include
using namespace std;


#ifdef NDEBUG

#define AssertEx(expr) expr;

#else
#define AssertEx(expr) {int n = (int)(expr); assert(n);} 
#endif

#define ELEMENT_COUNT(arr) (sizeof(arr)/sizeof(*arr))

void GetKData(THANDLE hTdb, char* szCode, char* szMarket, int nBeginDate, int nEndDate, int nCycle, int nUserDef, int nCQFlag, int nAutoComplete);
void GetTickData(THANDLE hTdb, const char* szCode, const char* szMarket, int nDate);//带买卖盘的tick
void GetTransaction(THANDLE hTdb, char* szCode, char* szMarket, int nDate); //逐笔成交
void GetOrder(THANDLE hTdb, char* szCode, char* szMarket, int nDate);//逐笔委托
void GetOrderQueue(THANDLE hTdb, char* szCode, char* szMarket, int nDate);//委托队列
void UseEZFFormula(THANDLE hTdb);
void GetCodeTable(THANDLE hTdb, char* szMarket);
int test(THANDLE hTdb);
void writeCode();
using namespace acsy;
std::shared_ptr connect();

std::string int2str(int n)
{
	char szBuf[32];
	_snprintf(szBuf, sizeof(szBuf)/sizeof(szBuf[0]), "%d", n);
	return std::string(szBuf);
}

std::string array2str(const int* arr, int len)
{
	std::string str;
	for (int i=0; ichCode);			
		printf("市场代码 chWindCode:%s \n", pCode->chMarket);
		printf("证券中文名称 chWindCode:%s \n", pCode->chCNName);
		printf("证券英文名称 chWindCode:%s \n", pCode->chENName);
		printf("证券类型 chWindCode:%d \n", pCode->nType);
	}

	//TDB_GetCodeTable
	{
		//GetCodeTable(hTdb, "SH-2-0");
	}

	//---//
	{
//		GetKData(hTdb, "000001.sz", "SZ-2-0", 20150910, 20150915, CYC_MINUTE, 0, 0, 0);
//		GetKData(hTdb, "000001.sz", "SZ-2-0", 20150110, 20150915, CYC_DAY, 0, 0, 0);
//		GetKData(hTdb, "000001.sz", "SZ-2-0", 20150910, 20150915, CYC_SECOND, 0, 0, 1);
		//GetTransaction(hTdb, "000001.sz", "SZ-2-0", 20151913);
		
		int ic = 0;
		//for (ic = 0; ic < g_codeCount; ++ic )
		//{
		//	GetTickData(hTdb, g_pCodetable[ic].chCode, g_pCodetable[ic].chMarket, 20150910);//带买卖盘的tick
		//	if ( ic > 10)
		//		break;
		//}
		ic = 0;
		std::ifstream ifs(R"(E:\data\tdb\code\all_stock.csv)");
		while (ifs && !ifs.eof())
		{
			std::string scode;
			std::getline(ifs, scode);
			if (scode.length() < 9)
				continue;
			std::string mkt = scode.substr(7, 2)+ "-2-0";
			for (int iday = 20151001; iday < 20160401; ++iday)
			{
				if (iday % 100 > 31)
					continue;
				if (iday % 10000 > 1231)
					continue;
				GetTickData(hTdb, scode.c_str(), mkt.c_str(), iday);//带买卖盘的tick
				GetTransaction(hTdb, (char*)scode.c_str(), (char*)mkt.c_str(), iday);
			}
			GetKData(hTdb, (char*)scode.c_str(), (char*)mkt.c_str(), 20151001, 20160401, CYC_MINUTE, 0, 0, 0);
			//if (++ic > 10)break;
		}

		//GetOrder(hTdb, "000001.sz", "SZ-2-0", 20150910);//带买卖盘的tick
		//GetOrderQueue(hTdb, "000001.sz", "SZ-2-0", 20150910);//带买卖盘的tick
		//UseEZFFormula(hTdb);
	}
	//释放
	if (g_pCodetable)
		TDB_Free(g_pCodetable);

	
	printf("输入任意键结束程序");
	getchar();
	int nRet2 = -1;
 	if (hTdb)
		nRet2 = TDB_Close(hTdb);

	return 0;
}

class NeedFreeTick
{
public:
	NeedFreeTick(void *tick) :tick_(tick){}
	~NeedFreeTick(){
		TDB_Free(tick_);
	}

private:
	void *tick_ = nullptr;

};

int test(THANDLE hTdb)
{
	while (1)
	{
		//请求K线
		TDBDefine_ReqKLine* req = new TDBDefine_ReqKLine;
		strncpy(req->chCode, "000001.SZ", ELEMENT_COUNT(req->chCode));
		strncpy(req->chMarketKey, "SZ-2-0", ELEMENT_COUNT(req->chMarketKey));

		req->nCQFlag = (REFILLFLAG)0;//除权标志，由用户定义
		req->nBeginDate = 20151201;//开始日期
		req->nEndDate = 20151205;//结束日期
		req->nBeginTime = 0;//开始时间
		req->nEndTime = 0;//结束时间

		req->nCycType = (CYCTYPE)CYC_DAY;
		req->nCycDef = 0;

		//返回结构体指针
		TDBDefine_KLine* kLine = NULL;
		//返回数
		int pCount;
		//API请求K线
		int nRet = TDB_GetKLine(hTdb,req,&kLine,&pCount);
		delete req;
		req = NULL;
		if (nRet == TDB_NETWORK_TIMEOUT || nRet == TDB_NETWORK_ERROR)
		{
			return nRet;
		}
	}
	return 0;
}




//请求代码表
void GetCodeTable(THANDLE hTdb, char* szMarket)
{
	bool outPutTable = false;
	int ret = TDB_GetCodeTable(hTdb, szMarket, &g_pCodetable, &g_codeCount);

	if (ret == TDB_NO_DATA)
	{
		printf("无代码表！");
		return;
	}
	printf("---------------------------Code Table--------------------\n");
	printf("收到代码表项数：%d，\n\n", g_codeCount);
	//输出
	if(outPutTable)
	{
		for (int i = 0; i10 ? 10 : g_codeCount;
		for (; i > 0 ;i--)
		{
			printf("交易所代码 chWindCode:%s \n", g_pCodetable[i-1].chCode);			
			printf("市场代码 chWindCode:%s \n", g_pCodetable[i-1].chMarket);
			printf("证券中文名称 chWindCode:%s \n", g_pCodetable[i-1].chCNName);
			printf("证券英文名称 chWindCode:%s \n", g_pCodetable[i-1].chENName);
			printf("证券类型 chWindCode:%d \n", g_pCodetable[i-1].nType);
			printf("----------------------------------------\n");
		}
	}
}

void GetKData(THANDLE hTdb, char* szCode, char* szMarket, int nBeginDate, int nEndDate, int nCycle, int nUserDef, int nCQFlag, int nAutoComplete)
{
	//请求K线
	TDBDefine_ReqKLine* req = new TDBDefine_ReqKLine;
	strncpy(req->chCode, szCode, ELEMENT_COUNT(req->chCode));
	strncpy(req->chMarketKey, szMarket, ELEMENT_COUNT(req->chMarketKey));

	req->nCQFlag = (REFILLFLAG)nCQFlag;//除权标志，由用户定义
	req->nBeginDate = nBeginDate;//开始日期
	req->nEndDate = nEndDate;//结束日期
	req->nBeginTime = 0;//开始时间
	req->nEndTime = 0;//结束时间

	req->nCycType = (CYCTYPE)nCycle;
	req->nCycDef = 0;

	namespace fs = boost::filesystem;
	std::string dir = R"(E:\data\tdb\kline)";
	std::string floder = util::path_append(dir, szCode);
	bool result = boost::filesystem::is_directory(floder);
	if (result == false)
	{
		try{ fs::create_directories(floder); }
		catch (std::exception& e)
		{
			std::cout << "exception!!!![" << e.what() << "]" << std::endl;
		}
	}
	std::string filenametemp = "kline_" + (string)szCode + ".csv";
	std::string filename1 = util::path_append(floder, filenametemp);
	bool hasdir = boost::filesystem::exists(filename1);
	if (hasdir == true)
	{
		return;
	}
	std::ofstream fout(filename1, std::ios::app);

	//返回结构体指针
	TDBDefine_KLine* kLine = NULL;
	//返回数
	int pCount;
	//API请求K线
	TDB_GetKLine(hTdb,req,&kLine,&pCount);
	NeedFreeTick SS(kLine);
	if (pCount <= 0)
	{
		return;
	}
	delete req;
	req = NULL;


	printf("---------------------------K Data--------------------\n");
	printf("数据条数：%d,打印 1/100 条\n\n",pCount);
	for(int i=0;iexecute("begin transaction");


	namespace fs = boost::filesystem;
	stringstream stream;
	stream << nDate;

	std::string date = stream.str();
	if (date == "")
	{
		return;
	}
	std::string dir = R"(E:\data\tdb\tick)";
	std::string floder = util::path_append(dir, date);
	bool result = boost::filesystem::is_directory(floder);
	if (result == false)
	{
		try{ fs::create_directories(floder); }
		catch (std::exception& e)
		{
			std::cout << "exception!!!![" << e.what() << "]" << std::endl;
		}
	}
	std::string filenametemp = "snapshot_" + (string)szCode + ".csv";
	std::string filename1 = util::path_append(floder, filenametemp);
	bool ishas = boost::filesystem::exists(filename1);
	if (ishas == true)
		return;
	int ret = TDB_GetTick(hTdb, &req, &pTick, &pCount);
	NeedFreeTick needfree(pTick);
	if (pCount <= 0)
	{
		return;
	}
	printf("---------------------------------------Tick Data------------------------------------------\n");
	printf("共收到 %d 条Tick数据,[%d]， 打印 1/100 条：\n", pCount, ret);

	std::ofstream fout(filename1, std::ios::app);

	for (int i = 0; iexecute(sql.c_str());
			//acsy::util::DbPrepare *ins = conn->prepare(sql.c_str());
			//if (ins == nullptr)
			//{
			//	std::cout << conn->getLastError() << std::endl;
			//	return;
			//}
			//ins->bind(pTickCopy.chWindCode);
			//ins->bindInt(pTickCopy.nDate);
			//ins->bindInt(pTickCopy.nTime);
			//ins->bindInt(pTickCopy.nPrice);
			//ins->bindInt(pTickCopy.iVolume);
			//ins->bindInt(pTickCopy.iTurover);
			//ins->bindInt(pTickCopy.nMatchItems);
			//ins->bindInt(pTickCopy.nInterest);
			//ins->bindInt(pTickCopy.chTradeFlag);
			//ins->bindInt(pTickCopy.chBSFlag);
			//ins->bindDouble(pTickCopy.iAccVolume);
			//ins->bindDouble(pTickCopy.iAccTurover);
			//ins->bindInt(pTickCopy.nHigh);
			//ins->bindInt(pTickCopy.nLow);
			//ins->bindInt(pTickCopy.nOpen);
			//ins->bindInt(pTickCopy.nPreClose);
			//ins->bindInt(pTickCopy.nAskAvPrice);
			//ins->bindInt(pTickCopy.nBidAvPrice);
			//ins->bindDouble(pTickCopy.iTotalAskVolume);
			//ins->bindDouble(pTickCopy.iTotalBidVolume);
			//int j = ins->execute();
			//if (0 != j)
			//{
			//	std::cout << "j=[" << j << "] insert  data error!!!" << conn->getLastError() << std::endl;
			//}
			//ins->close();
			//ins = nullptr;
		//printf("万得代码 chWindCode:%s \n", pTickCopy.chWindCode);
		//printf("日期 nDate:%d \n", pTickCopy.nDate);
		//printf("时间 nTime:%d \n", pTickCopy.nTime);

		//printf("成交价 nPrice:%d \n", pTickCopy.nPrice);
		//printf("成交量 iVolume:%I64d \n", pTickCopy.iVolume);
		//printf("成交额(元) iTurover:%I64d \n", pTickCopy.iTurover);
		//printf("成交笔数 nMatchItems:%d \n", pTickCopy.nMatchItems);
		//printf(" nInterest:%d \n", pTickCopy.nInterest);

		//printf("成交标志: chTradeFlag:%c \n", pTickCopy.chTradeFlag);
		//printf("BS标志: chBSFlag:%c \n", pTickCopy.chBSFlag);
		//printf("当日成交量: iAccVolume:%I64d \n", pTickCopy.iAccVolume);
		//printf("当日成交额: iAccTurover:%I64d \n", pTickCopy.iAccTurover);

		//printf("最高 nHigh:%d \n", pTickCopy.nHigh);
		//printf("最低 nLow:%d \n", pTickCopy.nLow);
		//printf("开盘 nOpen:%d \n", pTickCopy.nOpen);
		//printf("前收盘 nPreClose:%d \n", pTickCopy.nPreClose);

		//printf("加权平均叫卖价 nAskAvPrice:%d \n", pTickCopy.nAskAvPrice);
		//printf("加权平均叫买价 nBidAvPrice:%d \n", pTickCopy.nBidAvPrice);
		//printf("叫卖总量 iTotalAskVolume:%I64d \n", pTickCopy.iTotalAskVolume);
		//printf("叫买总量 iTotalBidVolume:%I64d \n", pTickCopy.iTotalBidVolume);
#if 0
		//期货字段
		printf("结算价 nSettle:%d \n", pTickCopy.nSettle);
		printf("持仓量 nPosition:%d \n", pTickCopy.nPosition);
		printf("虚实度 nCurDelta:%d \n", pTickCopy.nCurDelta);
		printf("昨结算 nPreSettle:%d \n", pTickCopy.nPreSettle);
		printf("昨持仓 nPrePosition:%d \n", pTickCopy.nPrePosition);

		//指数
		printf("不加权指数 nIndex:%d \n", pTickCopy.nIndex);
		printf("品种总数 nStocks:%d \n", pTickCopy.nStocks);
		printf("上涨品种数 nUps:%d \n", pTickCopy.nUps);
		printf("下跌品种数 nDowns:%d \n", pTickCopy.nDowns);
		printf("持平品种数 nHoldLines:%d \n", pTickCopy.nHoldLines);
		printf("-------------------------------\n");
#endif
		//i += 1000;
	}
//	conn->execute("commit");
	//释放
	//TDB_Free(pTick);
}

//逐笔成交
void GetTransaction(THANDLE hTdb, char* szCode, char* szMarketKey, int nDate)
{
	//请求
	TDBDefine_ReqTransaction req = {0};
	strncpy(req.chCode, szCode, sizeof(req.chCode)); //代码写成你想获取的股票代码
	strncpy(req.chMarketKey, szMarketKey, sizeof(req.chMarketKey));
	req.nDate = nDate;
	req.nBeginTime = 0;
	req.nEndTime = 0;

	namespace fs = boost::filesystem;
	stringstream stream;
	stream << nDate;

	std::string date = stream.str();
	if (date == "")
	{
		return;
	}
	std::string dir = R"(E:\data\tdb\transaction)";
	std::string floder = util::path_append(dir, date);
	bool result = boost::filesystem::is_directory(floder);
	if (result == false)
	{
		try{ fs::create_directories(floder); }
		catch (std::exception& e)
		{
			std::cout << "exception!!!![" << e.what() << "]" << std::endl;
		}
	}
	std::string filenametemp = "transaction_" + (string)szCode + ".csv";
	std::string filename1 = util::path_append(floder, filenametemp);
	bool ishas = boost::filesystem::exists(filename1);
	if (ishas == true)
		return;
	std::ofstream fout(filename1, std::ios::app);
	TDBDefine_Transaction *pTransaction = NULL;
	int pCount;
	int ret = TDB_GetTransaction(hTdb,&req, &pTransaction, &pCount);
	NeedFreeTick needFree(pTransaction);
	if (pCount <= 0)
	{
		return;
	}
	if (pTransaction && pCount && pTransaction[pCount-1].nTradeVolume > 100000)
	{
		printf("错误code:%s\n", req.chCode);
		strncpy(ErrCode[ErrNum++], req.chCode, sizeof(req.chCode));
	}

//#if 0
	printf("---------------------------------------Transaction Data------------------------------------------\n");
	printf("收到 %d 条逐笔成交消息，打印 1/10000 条\n", pCount);

	for (int i=0; i>;
	std::string strName = "KDJ";
	std::string strContent = "INPUT:N(9), M1(3,1,100,2), M2(3);"
		"RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;"
		"K:SMA(RSV,M1,1);"
		"D:SMA(K,M2,1);"
		"J:3*K-2*D;";

	//添加公式到服务器并编译，若不过，会有错误返回
	TDBDefine_AddFormulaRes* addRes = new TDBDefine_AddFormulaRes;
	int nErr = TDB_AddFormula(hTdb, strName.c_str(), strContent.c_str(),addRes);
	printf("Add Formula Result:%s",addRes->chInfo);

	//查询服务器上的公式，能看到我们刚才上传的"KDJ"
	TDBDefine_FormulaItem* pEZFItem = NULL;
	int nItems = 0;
	//名字为空表示查询服务器上所有的公式
	nErr = TDB_GetFormula(hTdb, NULL, &pEZFItem, &nItems);

	for (int i=0; inRecordCount);
		char szLineBuf[1024] = {0};
		//输出字段名
		for (int j=0; jnFieldCount;j++)
		{
			std::cout << pResult->chFieldName[j] << "  ";
		}
		std::cout << endl << endl;
		//输出数据
		for (int i=0; inRecordCount; i++)
		{
			for (int j=0; jnFieldCount;j++)
			{
				std::cout << (pResult->dataFileds)[j][i] << "  ";
			}
			std::cout << endl;
		}

		//删除之前上传的公式指标
		TDBDefine_DelFormulaRes pDel = {0};
		nErr = TDB_DeleteFormula(hTdb, "KDJ", &pDel);
		printf("删除指标信息:%s", pDel.chInfo);
		//释放内存
		delete pEZFItem;
		TDB_ReleaseCalcFormula(pResult);
}
using namespace acsy;
std::shared_ptr connect()
{
	std::shared_ptr db_conn(new util::SQLITE_conn);
	std::string url = "E:\\trade\\config\\fileposition.db";
	if (db_conn->connect(const_cast(url.c_str())) == 0)
		return db_conn;
	else
		return nullptr;
}
void writeCode()
{
	std::string content = "C:\\Users\\025\\Desktop\\Table.txt",code,temp,name;
	ifstream ifs(content,fstream::in);
	std::vector vecall;
	char *p;
	int counter = 0;
	auto conn = connect();
	conn->execute("begin transaction");
	while (!ifs.eof())
	{
		getline(ifs, temp);
	//	 std::cout << temp << std::endl;

		 using namespace boost;
		char_separator sep("\t");
		 tokenizer> tok(temp, sep);
		 std::vector vecBuf;
		 for (BOOST_AUTO(pos, tok.begin()); pos != tok.end(); ++pos)
		 {
			 vecBuf.push_back(*pos);
		 }
		 if (vecBuf.size() >= 2)
		 {
			 counter++;
			 code = vecBuf[0];
			 name = vecBuf[1];
			 std::cout << code << "   " << name <<" "<execute(sql.c_str());
			 acsy::util::DbPrepare *ins = conn->prepare(sql.c_str());
			 if (ins == nullptr)
			 {
				 std::cout << conn->getLastError() << std::endl;
				 return;
			 }
				 ins->bind(code.c_str());
				 ins->bind(name.c_str());
				 int i = ins->execute();
				 if (0 != i)
				 {
					 std::cout << "i=[" << i << "] insert  data error!!!" << conn->getLastError() << std::endl;
				 }
				 ins->close();
				 ins = nullptr;
		 }
	}
	conn->execute("commit");
}