几个QD插件的源码

下面是一些以前写的QD插件的C#源代码，贴在这里供有兴趣的参考。
这些代码参考了tom_sh,fisher等等的代码，在此表示感谢。
不提供支持，因为现在连自己都可能看不懂了:o

 

自定义数据对象。
QD提供了Daily,Bar,Quote,Trade等数据对象，但可以自己定义一些数据类型。


下面的代码定义一个复权数据对象（含日期、复权因子序列）：

Code:

using System;
using System.Collections.Generic;
using System.Text;
using SmartQuant;
using SmartQuant.Data;

namespace SmartQuant.Data
{
    [Serializable]
    public class PriceFactor: IDataObject,ISeriesObject,ICloneable
    {
        private DateTime dateTime;
        private double factor;
        private byte providerId;

        public PriceFactor(DateTime datetime, double factor)
        {
            this.providerId = 0;
            this.dateTime = datetime;
            this.factor = factor;
        }
        public PriceFactor(PriceFactor pricefactor):this(pricefactor.dateTime,pricefactor.factor)
        {

        }
        public PriceFactor():this(DateTime.MinValue,0)
        {
           
        }

        public override string ToString()
        {
            return string.Format("{0} , Factor = {1}", this.dateTime, this.factor);
        }

        [View]
        public double Factor
        {
            get
            {
                return this.factor;
            }
            set
            {
                this.factor = value;
            }
        }


        #region IDataObject 成员

        public DateTime DateTime
        {
            get
            {
                return this.dateTime;
            }
            set
            {
                this.dateTime = value;
            }
        }

        public byte ProviderId
        {
            get
            {
                return this.providerId;
            }
            set
            {
                this.providerId = value;
            }
        }

        #endregion

        #region ISeriesObject 成员


        public ISeriesObject NewInstance()
        {
            return new PriceFactor();
        }

        public void ReadFrom(System.IO.BinaryReader reader)
        {
            byte num = reader.ReadByte();
            //switch (num)
            //{
            //    case 1:
            //        this.dateTime = new System.DateTime(reader.ReadInt64());
            //        this.factor = Math.Round((double)reader.ReadSingle(), 4);
            //        this.providerId = reader.ReadByte();
            //        return;

            //    case 2:
                    this.dateTime = new System.DateTime(reader.ReadInt64());
                    this.factor = reader.ReadDouble();
                    this.providerId = reader.ReadByte();
                    return;
            //}
            //throw new Exception("Unknown version - " + num);
        }

        public void WriteTo(System.IO.BinaryWriter writer)
        {
            writer.Write((byte)2);
            writer.Write(this.dateTime.Ticks);
            writer.Write(this.factor);
            writer.Write(this.providerId);
        }

        #endregion

        #region ICloneable 成员

        public object Clone()
        {
            return new PriceFactor(this);
        }

        #endregion
    }
}

下面是一个复权类：

Code:

using System;
using System.Collections.Generic;
using System.Text;
using SmartQuant;
using SmartQuant.Instruments;

namespace SmartQuant.Data
{
    public class FqBar
    {
        SortedList<DateTime, double> factorList = new SortedList<DateTime, double>();
        double maxfqyz = 1.0F;//最大复权因子
        double curr_fqyz = 1.0F;//当前复权因子
        int fqyzIndex = 0;
        public FqBar(string symbol)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                IDataSeries series = instrument.GetDataSeries("PriceFactor");
                if (series != null)
                {
                    foreach (PriceFactor factor in series)
                    {
                        if (!factorList.ContainsKey(factor.DateTime)) factorList.Add(factor.DateTime, factor.Factor);
                    }
                }
            }
            if (factorList.Count > 0)
            {
                maxfqyz = factorList.Values[factorList.Count - 1];
                factorList.Add(new DateTime(2100, 1, 1), 1);//增加一个无限大日期,
            }
        }
        public Bar GetFqBar(Bar bar)
        {

            if (factorList.Count > 0)
            {
                if (bar.DateTime < factorList.Keys[0])
                {
                    curr_fqyz = 1 / maxfqyz;//前复权因子
                    fqyzIndex = 0;
                }
                else
                {
                    for (int j = fqyzIndex; j < factorList.Count - 1; j++)
                    {
                        if (factorList.Keys[j] <= bar.DateTime && bar.DateTime < factorList.Keys[j + 1])
                        {
                            curr_fqyz = factorList.Values[j] / maxfqyz; //前复权因子
                            fqyzIndex = j;
                            break;
                        }

                    }
                }
                //复权
                bar.Open = bar.Open * curr_fqyz;
                bar.High = bar.High * curr_fqyz;
                bar.Low = bar.Low * curr_fqyz;
                bar.Close = bar.Close * curr_fqyz;
                //bar.Volume = (int)(bar.Volume * curr_fqyz);

            }
            //复权处理结束
            return bar;
        }
    }
}

 

这是一个读POBO（澎博）本地数据（不是实时数据）的Provider：

Code:

using System;
using System.Drawing;
using System.ComponentModel;
using System.ComponentModel.Design;
using System.Drawing.Design;
using System.Windows.Forms;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Runtime.InteropServices;
using System.Threading;
using System.Reflection.Emit;
using System.Reflection;
using System.Net;
using System.IO;
using System.Net.Sockets;
using SmartQuant.FIX;
using SmartQuant.Providers;
using SmartQuant.Instruments;
using SmartQuant.Data;
using SmartQuant.File;

namespace SmartQuant.Pobo
{

    public class PoboLocalProvider : IProvider,  IHistoryProvider
    {
        private string poboPath = @"D:\GLPobo\Pobo\";
        private string poboBlocks = "我的板块";
        public PoboLocalProvider()
        {
            ProviderManager.Add(this);
        }
        [Category("设置"),DefaultValue(@"D:\GLPobo\Pobo\")]
        public string PoboPath
        {
            get { return this.poboPath; }
            set { this.poboPath = value; }
        }
        [Category("设置"),Description("自动添加到Instrument的板块；\n多个板块以半角分号隔开。"), DefaultValue("我的板块")]
        public string PoboBlocks
        {
            get { return this.poboBlocks; }
            set { this.poboBlocks = value; }
        }
        #region IProvider 成员
        private bool isConnected = false;
        public void Connect(int timeout)
        {
            this.Connect();
            ProviderManager.WaitConnected(this, timeout);
        }

        public void Connect()
        {
            if (System.IO.Directory.Exists(this.poboPath))
            {
                PoboReader.PoboPath = this.PoboPath;

                SortedList<string, PoboSymbol> poboSymbolList = PoboReader.PoboSymbolList;
                string[] blockArray = this.poboBlocks.Split(';');
                for (int i = 0; i < blockArray.Length;i++ )
                {
                    Dictionary<string, string> dict = PoboReader.GetBlockSymbols(blockArray[i]);
                    foreach (string symbol in dict.Keys)
                    {
                        if (poboSymbolList.ContainsKey(symbol) && !InstrumentManager.Instruments.Contains(symbol))
                        {
                            PoboSymbol pbsymbol = poboSymbolList[symbol];
                            Instrument instrument = new Instrument(symbol, "Futures");
                            instrument.SecurityDesc = pbsymbol.Name;
                            //instrument.SecurityExchange = pbsymbol.FolderName;
                            instrument.Save();
                        }
                    }
                }
                isConnected = true;
                if (Connected != null)
                    Connected(this, new EventArgs());
            }
            else
            {
                this.EmitError(-1, -1, this.poboPath+"的Pobo文件夹不存在！");
            }
        }

        public event EventHandler Connected;

        public void Disconnect()
        {
            isConnected = false;
            if (Disconnected != null)
                Disconnected(this, new EventArgs());
        }

        public event EventHandler Disconnected;

        public event ProviderErrorEventHandler Error;
        [Category("信息")]
        public byte Id
        {
            get { return 132; }
        }
        [Category("信息")]
        public bool IsConnected
        {
            get { return isConnected; }
        }
        [Category("信息")]
        public string Name
        {
            get { return "PoboLocal"; }
        }

        public void Shutdown()
        {
            return;
        }
        [Category("信息")]
        public ProviderStatus Status
        {
            get
            {
                if (!IsConnected)
                    return ProviderStatus.Disconnected;
                else
                    return ProviderStatus.Connected;
            }
        }

        public event EventHandler StatusChanged;
        [Category("信息")]
        public string Title
        {
            get { return "Pobo's 本地数据 Provider"; }
        }
        [Category("信息")]
        public string URL
        {
            get { return ""; }
        }

        #endregion
        private void EmitError(int id, int code, string message)
        {

            if (Error != null)

                Error(new ProviderErrorEventArgs(new ProviderError(Clock.Now, this, id, code, message)));

        }
        #region IHistoryProvider 成员
        [Category("支持类型")]
        public bool BarSupported
        {
            get { return false; }
        }
        [Category("支持类型")]
        public bool DailySupported
        {
            get { return true; }
        }
        [Category("支持类型")]
        public bool QuoteSupported
        {
            get { return false; }
        }
        [Category("支持类型")]
        public bool TradeSupported
        {
            get { return false; }
        }
        public Bar[] GetBarHistory(IFIXInstrument instrument, DateTime datetime1, DateTime datetime2, int barSize)
        {
            throw new NotImplementedException();
        }
        public Daily[] GetDailyHistory(IFIXInstrument instrument, DateTime datetime1, DateTime datetime2, bool dividendAndSplitAdjusted)
        {
            lock (this)
            {
                List<Daily> list = new List<Daily>();
                string symbol = instrument.Symbol;
                SortedList<string, PoboSymbol> poboSymbolList = PoboReader.PoboSymbolList;
                if (poboSymbolList.ContainsKey(symbol))
                {
                    PoboSymbol pbsymbol = poboSymbolList[symbol];
                    list = PoboReader.GetDailyList(pbsymbol);

                }
                return (list.ToArray());
            }
        }

        public Quote[] GetQuoteHistory(IFIXInstrument instrument, DateTime datetime1, DateTime datetime2)
        {
            throw new NotImplementedException();
        }
        public Trade[] GetTradeHistory(IFIXInstrument instrument, DateTime datetime1, DateTime datetime2)
        {
            throw new NotImplementedException();
        }
        #endregion
    }

    /// <summary>
    /// 读取Pobo本地数据。
    /// </summary>
    public class PoboReader
    {
        private static string poboPath = "";
        public static string PoboPath
        {
            get { return poboPath; }
            set { poboPath = value; }
        }
        public static SortedList<string, PoboSymbol> PoboSymbolList
        {
            get
            {
                SortedList<string, PoboSymbol> poboSymbolList = new SortedList<string, PoboSymbol>();
                SortedList<string, PoboMarketInfo> mktList = GetMarketInfo();
                for (int m = 0; m < mktList.Count; m++)
                {
                    SortedList<string, PoboSymbol> list = GetSymbolList(mktList.Values[m].FolderName);
                    for (int i = 0; i < list.Count; i++)
                    {
                        PoboSymbol pbSymbol = list.Values[i];
                        pbSymbol.FolderName = mktList.Values[m].FolderName;
                        if (!poboSymbolList.ContainsKey(list.Keys[i])) poboSymbolList.Add(list.Keys[i], pbSymbol);
                    }
                }
                return poboSymbolList;
            }
        }
        /// <summary>
        /// 从mkinfo.cfg获取PoboMarketInfo
        /// </summary>
        /// <returns></returns>
        public static SortedList<string, PoboMarketInfo> GetMarketInfo()
        {
            SortedList<string, PoboMarketInfo> list = new SortedList<string, PoboMarketInfo>();
            FileStream fs = new FileStream(Path.Combine(poboPath, @"cfg\mkinfo.cfg"), FileMode.Open, FileAccess.Read);
            BinaryReader br = new BinaryReader(fs);
            long pos = 0;
            long l = fs.Length;
            while (pos < l)
            {
                fs.Position = pos;
                PoboMarketInfo mktInfo = new PoboMarketInfo();
                mktInfo.ID = br.ReadByte();
                fs.Position += 1;
                string s = Encoding.Default.GetString(br.ReadBytes(15));
                s = s.Substring(0, s.IndexOf("\0") + 1).Replace("\0", "");
                mktInfo.Name = s;
                mktInfo.FolderName = Encoding.Default.GetString(br.ReadBytes(8)).Replace("\0", "");
                list.Add(mktInfo.FolderName, mktInfo);
                pos += 1590;
            }
            br.Close();
            fs.Close();
            return list;
        }
        /// <summary>
        /// 从Nametbl.pb 获取PoboSymbol
        /// </summary>
        /// <param name="marketFolder"></param>
        /// <returns></returns>
        public static SortedList<string, PoboSymbol> GetSymbolList(string marketFolder)
        {
            SortedList<string, PoboSymbol> list = new SortedList<string, PoboSymbol>();
            FileStream fs = new FileStream(Path.Combine(poboPath, @"data\" + marketFolder + @"\NAMETBL.PB"), FileMode.Open, FileAccess.Read);
            BinaryReader br = new BinaryReader(fs);
            long pos = 0;
            long l = fs.Length;
            //sas:input u1 ib2. dm $6. u2 ib1. jc $8.  u3 ib1. bs ib2.  ;
            while (pos < l)
            {
                fs.Position = pos + 2;
                PoboSymbol poboSymbol = new PoboSymbol();
                string s = Encoding.Default.GetString(br.ReadBytes(6));
                poboSymbol.Symbol = s.Trim().Replace("\0", "");
                fs.Position += 1;
                s = Encoding.Default.GetString(br.ReadBytes(8));
                poboSymbol.Name = s.Trim().Replace("\0", "");
                fs.Position += 1;
                poboSymbol.Divisor = br.ReadInt16();
                fs.Position += 6;
                poboSymbol.PriceDigits = br.ReadByte();  //offset:1A
                fs.Position += 1;
                poboSymbol.No = br.ReadByte();
                poboSymbol.FolderName = marketFolder;
                if (!list.ContainsKey(poboSymbol.Symbol)) list.Add(poboSymbol.Symbol, poboSymbol);
                pos += 32;
            }
            br.Close();
            fs.Close();
            return list;
        }
        /// <summary>
        /// 取板块中的代码及其所处目录名
        /// </summary>
        /// <param name="blockName">板块名称</param>
        /// <returns>代码及其所处目录名</returns>
        public static Dictionary<string, string> GetBlockSymbols(string blockName)
        {
            Dictionary<string, string> dict = new Dictionary<string, string>();

            string userPath = IniFile.ReadIniData("PATH", "userpath", "", Path.Combine(PoboPath, @"cfg\userpath.ini"));
            string s = "";
            int blockID = 1;
            do
            {
                s = IniFile.ReadIniData(blockName, "i" + blockID.ToString().Trim(), "", Path.Combine(userPath, @"blocks.ini"));
                string[] ss = s.Split('\x20');
                if (ss.Length >= 2)
                {
                    if (!dict.ContainsKey(ss[1])) dict.Add(ss[1], ss[0]);
                }
                blockID++;
            } while (s != "");
            return dict;
        }

        public static List<Daily> GetDailyList(PoboSymbol pbSymbol)
        {
            List<Daily> dailyList = new List<Daily>();
            string filePath = Path.Combine(poboPath, @"data\" + pbSymbol.FolderName + @"\Day\" + pbSymbol.Symbol.Trim() + @".DAY");
            if (System.IO.File.Exists(filePath))
            {
                FileStream fs = new FileStream(filePath, FileMode.Open, FileAccess.Read);
                BinaryReader br = new BinaryReader(fs);
                double div = pbSymbol.Divisor * 1.0;
                int pd = pbSymbol.PriceDigits;
                long pos = 0;
                long filelen = fs.Length;
                while (pos < filelen)
                {
                    fs.Position = pos;
                    uint rq = br.ReadUInt32();
                    int sp = br.ReadInt32();
                    int kp = br.ReadInt32();
                    int zg = br.ReadInt32();
                    int zd = br.ReadInt32();
                    long sl = (long)Math.Round(br.ReadSingle(), 0);
                    long cc = (long)Math.Round(br.ReadSingle(), 0);
                    int y = int.Parse((rq >> 20).ToString());
                    int m = int.Parse((rq << 12 >> 28).ToString());
                    int d = int.Parse((rq << 16 >> 27).ToString());

                    Daily daily = new Daily(new DateTime(y, m, d), Math.Round(kp / div, pd), Math.Round(zg / div, pd), Math.Round(zd / div, pd), Math.Round(sp / div, pd), sl, cc);
                    dailyList.Add(daily);
                    pos += 32;
                }
                br.Close();
                fs.Close();
            }
            return dailyList;
        }
    }
    public struct PoboMarketInfo
    {
        public byte ID;
        public string Name;
        public string FolderName;
    }
    public struct PoboSymbol
    {
        public string Symbol;
        public string Name;
        public short Divisor;
        public byte PriceDigits;
        public byte No;
        public string FolderName;
    }

    public class IniFile
    {
        #region API函数声明

        [System.Runtime.InteropServices.DllImport("kernel32")]//返回0表示失败，非0为成功
        private static extern long WritePrivateProfileString(string section, string key,
            string val, string filePath);

        [System.Runtime.InteropServices.DllImport("kernel32")]//返回取得字符串缓冲区的长度
        private static extern long GetPrivateProfileString(string section, string key,
            string def, StringBuilder retVal, int size, string filePath);


        #endregion

        #region 读Ini文件

        public static string ReadIniData(string Section, string Key, string NoText, string iniFilePath)
        {
            if (System.IO.File.Exists(iniFilePath))
            {
                StringBuilder temp = new StringBuilder(1024);
                GetPrivateProfileString(Section, Key, NoText, temp, 1024, iniFilePath);
                return temp.ToString();
            }
            else
            {
                return String.Empty;
            }
        }

        #endregion

        #region 写Ini文件

        public static bool WriteIniData(string Section, string Key, string Value, string iniFilePath)
        {
            if (System.IO.File.Exists(iniFilePath))
            {
                long OpStation = WritePrivateProfileString(Section, Key, Value, iniFilePath);
                if (OpStation == 0)
                {
                    return false;
                }
                else
                {
                    return true;
                }
            }
            else
            {
                return false;
            }
        }

        #endregion
    }
}

 

这是自动导入WIND金融终端本地数据的Provider，不是真正的HistoryProvider..
connect时自动导入数据:

Code:

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;
using Microsoft.Win32;
using System.Threading;
using System.Text.RegularExpressions;
using System.IO;
using System.Runtime.InteropServices;
using System.Runtime.Serialization;
using System.Drawing.Design;
using SmartQuant;
using SmartQuant.Data;
using SmartQuant.Series;
using SmartQuant.Providers;
using SmartQuant.Instruments;

namespace Drzwz
{
    public class Wind2SQ : IProvider, IHistoryProvider
    {

        public Wind2SQ()
        {
            ProviderManager.Add(this);
        }
        #region 导入数据的方法
        private string windPath = @"D:\Wind\Wind.NET.Client\WindNET\";
        private string symbolRegex = @"(\d{6}\.S[HZ])";
        private bool autoImport = true;
        [Category("设置"), Description("Wind.NET安装目录"), DefaultValue(@"D:\Wind\Wind.NET.Client\WindNET\"),
        Editor(typeof(System.Windows.Forms.Design.FolderNameEditor), typeof(System.Drawing.Design.UITypeEditor))]
        public string WindPath
        {
            get { return this.windPath; }
            set
            {
                this.windPath = value.Trim();
            }
        }
        [Category("设置"), Description("要导入数据的代码的正则表达式；若为空则导入WIND数据目录下所有代码的数据。"), DefaultValue(@"(\d{6}\.S[HZ])")]
        public string SymbolRegex
        {
            get { return this.symbolRegex; }
            set
            {
                this.symbolRegex = value.Trim();
            }
        }
        [Category("设置"), Description("true-连接后自动导入；false-连接后不导入，若运行中，则中断导入。"), DefaultValue("")]
        public bool AutoImport
        {
            get { return this.autoImport; }
            set
            {
                this.autoImport = value;
            }
        }
        private void doWork()
        {
            try
            {
                WindData wd = new WindData();
                wd.IncludeZeroVolume = false;//不含停牌数据
                wd.HistoryDataType = 0;//0--原始数据
                List<Daily> lst;
                SortedList<string, string> nameList = wd.GetSecurityNames();
                DailySeries ds; IDataSeries ids;
                Instrument instrument;
                List<string> symbolList;
                symbolList = wd.GetStocklist(this.symbolRegex);//代码REGEX
                int i = 0;
                DateTime dt1, maxDateFqyz;
                //string securitytype;
                StringBuilder sb = new StringBuilder(); sb.AppendLine();
                Console.WriteLine("{0} 开始导入数据...", DateTime.Now);
                int num = 0;
                foreach (string symbol in symbolList)
                {
                    Application.DoEvents();
                    if (!this.autoImport)
                    {
                        Console.WriteLine("{0} 处理了{1}个代码后，用户中断操作(AutoImport被设为False)。", DateTime.Now, num);
                        break;
                    }
                    //securitytype = Drzwz.SQCommon.GetSecurityType(symbol);
                    //Console.WriteLine("{0} 正在读取{1}...", DateTime.Now, symbol);

                    
                    //判断该symbol是否已存在
                    instrument = InstrumentManager.Instruments[symbol];
                    if (instrument == null)
                    {
                        instrument = new Instrument(symbol, "Z");
                        instrument.SecurityExchange = symbol.Substring(symbol.LastIndexOf(".") + 1, symbol.Length - symbol.LastIndexOf(".") - 1); ;
                        if (nameList != null && nameList.Count > 0)
                        {
                            if (nameList.ContainsKey(symbol))
                            {
                                instrument.SecurityDesc = nameList[symbol];
                            }
                        }
                        instrument.Save();
                        sb.Append(symbol + "(新)");
                        //Console.WriteLine("{0} 添加SYMBOL {1}。", DateTime.Now, symbol);
                    }
                    else
                    {
                        sb.Append( symbol+" ");
                    }
                    num++;
                    if (num % 10 == 0) sb.AppendLine();

                    //导入Daily数据
                    //Console.WriteLine("{0} 准备导入{1}的数据。", DateTime.Now, symbol);
                    ds = DataManager.GetDailySeries(instrument);
                    if (ds != null && ds.Count > 0)//Daily 已经存在
                    {
                        dt1 = ds.LastDateTime;
                    }
                    else
                    {
                        dt1 = new DateTime(1901, 1, 1);
                    }
                    if (symbol.EndsWith(".HK") || symbol.EndsWith(".HI"))
                        wd.IncludeZeroVolume = true;
                    else
                        wd.IncludeZeroVolume = false;
                    lst = wd.getDailyList(symbol, dt1, DateTime.Now.AddDays(1));
                    if (lst != null && lst.Count > 0)
                    {
                        Daily daily;
                        foreach (Daily d in lst)
                        {
                            //Console.WriteLine("{0} {1} {2} {3} {4} {5} ",daily.dt, daily.open, daily.high, daily.low, daily.close, daily.volume);
                            daily = new Daily(d.DateTime,d.Open,d.High,d.Low,d.Close,d.Volume,d.OpenInt);
                            instrument.Add(daily);
                            //Console.WriteLine(" debug: {0} {1}",symbol,daily.DateTime.ToString());
                        }
                    }
                }

                Console.WriteLine("{0} 导入完成，共导入{1}个代码。\n {2}", DateTime.Now,num,sb.ToString());
                this.Disconnect();
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
            }

        }



        #endregion

        #region IProvider 成员
        private bool isConnected = false;

        public void Connect(int timeout)
        {
            this.Connect();
            ProviderManager.WaitConnected(this, timeout);
        }
        public void Connect()
        {
            isConnected = true;
            Console.WriteLine("{0} Connected!",DateTime.Now);
            if (Connected != null)
                Connected(this, new EventArgs());
            this.doWork();
            //Thread th = new Thread(new ThreadStart(this.doWork));
            //th.Start();
        }
        public event EventHandler Connected;
        public void Disconnect()
        {
            try
            {
                Console.WriteLine("{0} Disconnected!",DateTime.Now);
                isConnected = false;
                if (Disconnected != null)
                    Disconnected(this, new EventArgs());
            }
            catch (Exception ex)
            {
                Console.WriteLine("Disconnect：" + ex.Message);
            }

        }

        public event EventHandler Disconnected;

        public event ProviderErrorEventHandler Error;
        [Category("信息")]
        public byte Id
        {
            get { return 112; }
        }
        [Category("信息")]
        public bool IsConnected
        {
            get { return isConnected; }
        }
        [Category("信息")]
        public string Name
        {
            get { return "Wind2SQ"; }
        }
        [Category("信息")]
        public string Title
        {
            get { return "Wind2SQ 自动将Wind Daily行情数据导入SQ；会自动添加Instrument。"; }
        }
        [Category("信息")]
        public string URL
        {
            get { return String.Empty; }
        }
        public void Shutdown()
        {
            
        }
        [Category("信息")]
        public ProviderStatus Status
        {
            get
            {
                if (!IsConnected)
                    return ProviderStatus.Disconnected;
                else
                    return ProviderStatus.Connected;
            }
        }

        public event EventHandler StatusChanged;

        #endregion

        #region IHistoryProvider 成员
        [Category("信息")]
        public bool BarSupported
        {
            get { return false; }
        }
        [Category("信息")]
        public bool DailySupported
        {
            get { return false; }
        }

        public Bar[] GetBarHistory(SmartQuant.FIX.IFIXInstrument instrument, DateTime datetime1, DateTime datetime2, int barSize)
        {
            throw new NotImplementedException();
        }

        public Daily[] GetDailyHistory(SmartQuant.FIX.IFIXInstrument instrument, DateTime datetime1, DateTime datetime2, bool dividendAndSplitAdjusted)
        {
            throw new NotImplementedException();
        }

        public Quote[] GetQuoteHistory(SmartQuant.FIX.IFIXInstrument instrument, DateTime datetime1, DateTime datetime2)
        {
            throw new NotImplementedException();
        }

        public Trade[] GetTradeHistory(SmartQuant.FIX.IFIXInstrument instrument, DateTime datetime1, DateTime datetime2)
        {
            throw new NotImplementedException();
        }
        [Category("信息")]
        public bool QuoteSupported
        {
            get { return false; }
        }
        [Category("信息")]
        public bool TradeSupported
        {
            get { return false; }
        }

        #endregion
    }

    #region WIND数据操作类
    public class WindData
{
	public WindData()
	{
	}
	private string windPath = @"D:\Wind\Wind.NET.Client\WindNET\";
	private string WWTPath = @"D:\Windin\WWT\";

	[Category("设置"), Description("Wind安装路径")]
	public string WindPath
	{
		get
		{
			return windPath;
		}
		set
		{
			string t = value.Trim();
			if (t.EndsWith(@"\") == false)  t = t + @"\";
			if (Directory.Exists(t) == false)
				MessageBox.Show("路径" + t + " 不存在!", "提示", MessageBoxButtons.OK, MessageBoxIcon.Error);
			else if (Directory.Exists(t + @"data\") == false || Directory.Exists(t + @"etc\") == false)
				MessageBox.Show("路径" + t + " 不是有效的WIND安装路径", "提示", MessageBoxButtons.OK, MessageBoxIcon.Error);
			else
				windPath = t;
		}
	}
	private bool includeZeroVolume = false;//包含停牌日数据
	[Category("设置"), Description("是否包含成交量为0的数据：True--包括停牌数据,False--剔除停牌数据")]
	public bool IncludeZeroVolume
	{
		get
		{
			return includeZeroVolume;
		}
		set
		{
			includeZeroVolume = value;
		}
	}
	public enum DataTypeStruct { data原始数据 = 0, data向前复权 = 1, data向后复权 = 2 }
	int historyDataType = 1;
	[Description("历史行情数据类型（0-原始数据，1-向前复权，2-向后复权）"), Category("设置")]
	public DataTypeStruct HistoryDataType
	{
		get
		{
			if (historyDataType == 1)
				return DataTypeStruct.data向前复权;
			else if (historyDataType == 2)
				return DataTypeStruct.data向后复权;
			else
				return DataTypeStruct.data原始数据;

		}
		set
		{
			if (value == DataTypeStruct.data向前复权)
				historyDataType = 1;
			else if (value == DataTypeStruct.data向后复权)
				historyDataType = 2;
			else
				historyDataType = 0;
		}
	}
	
	public List<string> GetStocklist(string symboRegexl)
	{
		List<string> stockList = new List<string>();
		try
		{
			SortedList<string,string> lst;
			lst = this.GetSecurityNames();
			for(int i=0;i<lst.Count;i++)
			{
				if (Regex.IsMatch(lst.Keys[i], symboRegexl ) == true)
				{
					stockList.Add(lst.Keys[i]);	
				
				}
			}
			
			
		}
		catch (Exception ex)
		{
			Console.WriteLine("GetStocklist error {0}", ex.Message);
		}
		return stockList;
	}
	public List<Daily> getDailyList(string symbol,DateTime dt1, DateTime dt2)
	{
		List<Daily> hqList = new List<Daily>();
		try
		{
			int dataType=this.historyDataType;
			string dm = symbol.Trim().ToUpper();
			int iDt1, iDt2;
			DateTime dt1900 = new DateTime(1900, 1, 1);
			DateTime dt2100 = new DateTime(2100, 1, 1);
			if (dt1 > dt1900)
				iDt1 = dt1.Year * 10000 + dt1.Month * 100 + dt1.Day;
			else
				iDt1 = 19000101;
			if (dt2 > dt1900)
				iDt2 = dt2.Year * 10000 + dt2.Month * 100 + dt2.Day;
			else
				iDt2 = 21000101;

			#region x读取原始数据
			if (dataType == 0)
			{
				bool isFundNav = false;
				if (dm.EndsWith("NV.SH") || dm.EndsWith("NV.SZ") || dm.EndsWith(".OF")) isFundNav = true;
				string windFileName = getFullName(windPath, symbol);
				if (!File.Exists(windFileName)) return null;
				FileStream fs = new FileStream(windFileName, FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
				BinaryReader br = new BinaryReader(fs);
				long recordCount;
				if (isFundNav)  
					recordCount = fs.Length / 8;
				else
					recordCount = fs.Length / 28;
				int rq, sl; double kp, zg, zd, sp,je;
				for (long r = 0; r < recordCount; r++)
				{
					if (isFundNav)  
					{
						fs.Position = r * 8;
						rq = br.ReadInt32();if (rq < iDt1 || rq > iDt2) continue;
                        kp = (double)br.ReadSingle(); zg = kp; zd = kp; sp = kp; sl = 0; je = 0;
					}
					else
					{
						fs.Position = r * 28;
						rq = br.ReadInt32(); if (rq < iDt1 || rq > iDt2) continue;
						kp = (double)br.ReadSingle();zg = (double)br.ReadSingle();
						zd = (double)br.ReadSingle();sp = (double)br.ReadSingle();
						je = (double)br.ReadSingle(); sl = (int)br.ReadSingle();
					}
					string rqs = rq.ToString().Trim();
					DateTime date = new DateTime(int.Parse(rqs.Substring(0, 4)), int.Parse(rqs.Substring(4, 2)), int.Parse(rqs.Substring(6, 2)));//日期
					Daily bar = new Daily();
					bar.DateTime = date;bar.Open = kp;bar.High = zg;
                    bar.Low = zd; bar.Close = sp; bar.Volume = sl; bar.OpenInt = (long) Math.Round(je,0);
					if (isFundNav || includeZeroVolume)
						hqList.Add(bar);
					else if(sl>0)
						hqList.Add(bar);
				}
				fs.Close();
				br.Close();
				return hqList;
			}
			#endregion

			#region x读取复权数据
			else
			{
			//读复权因子
			SortedList<DateTime, double> lst;
			double maxfqyz=1.0;//最大复权因子
			double fqyz=1.0;//当前复权因子
			int fqyzIndex = 0;
			string filename = WWTPath +@"etc\hqafhis.dat";
			lst = GetFqyz(filename, dm);
			filename = WWTPath +@"etc\hqafdelt.dat";
			SortedList<DateTime, double> lst2 = GetFqyz(filename, dm);
			if(lst==null) lst=lst2;
			foreach (DateTime dt in lst2.Keys)   if (!lst.ContainsKey(dt)) lst.Add(dt, lst2[dt]);
			if (lst!=null && lst.Count > 0)
			{
				maxfqyz = lst.Values[lst.Count - 1];
				lst.Add(new DateTime(2100, 1, 1), maxfqyz);//增加一个无限大日期,
			}

			bool isFundNav = false;
			if (dm.EndsWith("NV.SH") || dm.EndsWith("NV.SZ") || dm.EndsWith(".OF"))
			{
				isFundNav = true;
			}
			string windFileName = getFullName(windPath, dm);
			if (!File.Exists(windFileName))
			{
				return null;
			}
			FileStream fs = new FileStream(windFileName, FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
			BinaryReader br = new BinaryReader(fs);
			long recordCount;
			if (isFundNav)  
				recordCount = fs.Length / 8;
			else
				recordCount = fs.Length / 28; 
			int rq, sl; double kp, zg, zd, sp,je;
			for (long r = 0; r < recordCount; r++)
			{
				if (isFundNav) 
				{
					fs.Position = r * 8;
					rq = br.ReadInt32();if (rq < iDt1 || rq > iDt2) continue;
					kp = (double)br.ReadSingle(); zg = kp; zd = kp; sp = kp; je = kp;
					sl = 0;
				}
				else
				{
					fs.Position = r * 28;
					rq = br.ReadInt32();if (rq < iDt1 || rq > iDt2) continue;
					kp = (double)br.ReadSingle();zg = (double)br.ReadSingle();zd = (double)br.ReadSingle();
					sp = (double)br.ReadSingle();je = (double)br.ReadSingle();sl = (int)br.ReadSingle();

				}
				string rqs = rq.ToString().Trim();
				DateTime date = new DateTime(int.Parse(rqs.Substring(0, 4)), int.Parse(rqs.Substring(4, 2)), int.Parse(rqs.Substring(6, 2)));//日期
				//Console.WriteLine(symbol+" "+rqs);
				//复权处理
				if (lst.Count > 0)
				{
					if (date < lst.Keys[0])
					{
						fqyz = 1; //后复权因子
						if (dataType == 1) //向前复权
						{
							fqyz = 1 / maxfqyz;//前复权因子
						}
						kp = kp * fqyz;
						zg = zg * fqyz;
						zd = zd * fqyz;
						sp = sp * fqyz;
						fqyzIndex = 0;
					}
					else
					{
						for (int j = fqyzIndex; j < lst.Count-1; j++)
						{
							if (lst.Keys [j] <= date && date < lst.Keys[j + 1])
							{
								fqyz = lst.Values[j]; //后复权因子
								if (dataType == 1) //向前复权
								{
									fqyz = lst.Values[j] / maxfqyz; //前复权因子
								}
								kp = kp * fqyz;
								zg = zg * fqyz;
								zd = zd * fqyz;
								sp = sp * fqyz;
								fqyzIndex = j;
								break;
							}

						}
					}
				}

				//复权处理结束
				Daily bar = new Daily();
				bar.DateTime = date;
				bar.Open = kp;
				bar.High = zg;
				bar.Low = zd;
				bar.Close = sp;
				bar.Volume = sl;
                bar.OpenInt = (long)Math.Round(je,0);
				if (isFundNav || includeZeroVolume)
					hqList.Add(bar);
				else if (sl > 0 )
					hqList.Add(bar);
			}
			fs.Close();
			br.Close();
			return hqList;
			}
			#endregion

		}
		catch (Exception ex)
		{
			Console.WriteLine("GetDailyList error: {0}", ex.Message);
			return null;
		}
	}
	public SortedList <DateTime, double > GetFqyz(string filename, string Symbol)
	{
		try
		{
			SortedList<DateTime, double> mylst = new SortedList<DateTime, double>();
			string windFileName =  filename;
			if (File.Exists(windFileName) == false)
			{
				Console.WriteLine("错误:文件不存在");
				return null;
			}
			FileStream fs = new FileStream(windFileName, FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
			BinaryReader br = new BinaryReader(fs);
			//string s = "";string ss="";
			fs.Position=18;
			long recordCount = br.ReadUInt32();//第18字节开始的4B保存记录个数,接下来是每个记录,以0x09开头
			for(int record=0;record<recordCount;record++)
			{
				byte flag = br.ReadByte();
				if (flag == '\x09')
				{
					string dm = new string(br.ReadChars(9));//代码
					string rqs = new string(br.ReadChars(8));//日期
					double yz = br.ReadSingle();//复权因子
					fs.Position=fs.Position+1;  //有个00字节
					short notelen = br.ReadInt16(); //备注字符串长度
					fs.Position=fs.Position+notelen;
					//s=System.Text.Encoding.Default.GetString(br.ReadBytes(notelen));//备注字符串
					//s=s.Replace("\x0D","").Replace("\x0A","");
					//ss=dm+","+rq+","+yz.ToString() ;
					//Console.WriteLine(ss);
					if (dm==Symbol)
					{
						DateTime rq =new DateTime(int.Parse(rqs.Substring(0, 4)), int.Parse(rqs.Substring(4, 2)), int.Parse(rqs.Substring(6, 2)));
						if(!mylst.ContainsKey(rq)) mylst.Add(rq,yz);
				
					}
				}
			}
			fs.Close();
			br.Close();	
			
			return mylst;
		}
		catch
		{
			return null;	
		}
	}
	public SortedList <DateTime, double > GetFactorList(string symbol)
	{
		string filename = WWTPath +@"etc\hqafhis.dat";
		SortedList<DateTime, double> lst = GetFqyz(filename, symbol);
		filename =  WWTPath +@"etc\hqafdelt.dat";
		SortedList<DateTime, double> lst2 = GetFqyz(filename, symbol);
		if(lst==null)
		{lst=lst2;
		}
		else
		{
			foreach (DateTime dt in lst2.Keys)   if (!lst.ContainsKey(dt)) lst.Add(dt, lst2[dt]);
		}
		return lst;
	}
	public DateTime GetMaxDateFqyz(string symbol)
	{
		DateTime maxDate=new DateTime(1990,1,1);
		string filename = WWTPath +@"etc\hqafhis.dat";
		SortedList<DateTime, double> lst = GetFqyz(filename, symbol);
		if(lst!=null && lst.Count>0)
			maxDate=lst.Keys[lst.Count-1];
		
		filename = WWTPath +@"etc\hqafdelt.dat";
		lst = GetFqyz(filename, symbol);
		if (lst!=null && lst.Count > 0)
		{
			DateTime maxDate2 = lst.Keys[lst.Count - 1];
			if(maxDate2>maxDate) maxDate=maxDate2;
		}
		
		return maxDate;
	}
	public string getFullName(string windPath, string symbol)
	{
		string windFileName = null;
		string windDayPath = ""; string dm = symbol.Trim().ToUpper();

		if (dm.EndsWith("NV.SH") || dm.EndsWith("NV.SZ") || dm.EndsWith(".OF"))
		{
			windDayPath = windPath + @"DATA\HQ\FUND\DAY\";
		}
		else if (dm.EndsWith(".SH") || dm.EndsWith(".SZ")) windDayPath = windPath + @"DATA\HQ\STOCK\DAY\";
		else if (dm.EndsWith(".OC")) windDayPath = windPath + @"DATA\HQ\OC\DAY\";
		else if (dm.EndsWith("I") || dm.EndsWith(".CS") || dm.EndsWith(".BOC") || dm.EndsWith(".IL") || dm.EndsWith(".RB")) windDayPath = windPath + @"DATA\HQ\INDEX\DAY\";
		else if (dm.EndsWith(".FX")) windDayPath = windPath + @"DATA\HQ\FX\DAY\";
		else if (dm.EndsWith(".HK") || dm.EndsWith(".US")) windDayPath = windPath + @"DATA\HQ\HK\DAY\";
		else windDayPath = windPath + @"DATA\HQ\STOCK\DAY\";

		windFileName = windDayPath + symbol.Trim() + ".DAY";
		//Console.WriteLine(windFileName);
		if (windPath.Trim().Length == 0)
		{
			windFileName = symbol.Trim() + ".Day";
		}
		return windFileName;
	}	
	public string getWindCode(string code)
	{
		string myCode = code.Trim().ToUpper();
		if (Regex.IsMatch(myCode, @"(4[02]\d{4}.SZ)") == true) myCode.Replace(".SZ", ".OC");
		return myCode;
	}
	public string getMyCode(string code)
	{
		string myCode = code.Trim().ToUpper();
		if (myCode.EndsWith(".OC")) myCode = myCode.Replace(".OC", ".SZ");
		return myCode;
	}
    //public string GetSecurityType(string symbol)
    //{
    //    string code = getMyCode(symbol.Trim().ToUpper());
    //    if (Regex.IsMatch(code, @"(000300.SH)|(000017.SH)|(00090\d.SH)|(\d*.GI)|(\d*.HI)") == true)
    //    {
    //        return "Index";//指数
    //    }
    //    if (Regex.IsMatch(code, @"(60[0-8]\d{3}.SH)|(90\d{4}.SH)|(00[01256789]\d{3}.SZ)|(20\d{4}.SZ)|(4\d{5}.SZ)|(\d{4}.HK)") == true)
    //    {
    //        return "Stock";//股票
    //    }
    //    else if (Regex.IsMatch(code, @"(00000\d\.SH)|(00001[0-6]\.SH)") == true)
    //    {
    //        return "Index";
    //    }
    //    else if (Regex.IsMatch(code, @"([012]\d{5}.SH)|(1[0123]\d{4}.SZ)") == true && Regex.IsMatch(code, @"(181\d{3}.SH)") == false && Regex.IsMatch(code, @"(190\d{3}.SH)") == false)
    //    {
    //        return "Bond";//债券，FIX中细分各种债券，这里未区分
    //    }
    //    else if (Regex.IsMatch(code, @"(510\d{3}.SH)|(159\d{3}.SZ)") == true)
    //    {
    //        return "ETF";// ETF
    //    }
    //    else if (Regex.IsMatch(code, @"(5[01]\d{4}.SH)|(184\d{3}.SZ)|(\d{6}.OF)|(\d{6}NV.OF)|(1[56]\d{4}.SZ)") == true)
    //    {
    //        return "Fund"; //封闭及开放基金,LOF
    //    }
    //    else if (Regex.IsMatch(code, @"(58\d{4}.SH)|(03\d{4}.SZ)") == true)
    //    {
    //        return "Warrant";//权证
    //    }
    //    else if (Regex.IsMatch(code, @"(000\d{3}.SH)|(399\d{3}.SZ)|(8[013]\d{4}.SH)") == true)
    //    {
    //        return "Index";
    //    }
    //    return "Z";
    //}
	public string GetSecurityName(string Symbol)
	{
		try
		{  
			string windFileName = windPath + @"ETC\SECBASICS.DAT";
			if (File.Exists(windFileName) == false)
			{
				return "";
			}
			FileStream fs = new FileStream(windFileName, FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
			BinaryReader br = new BinaryReader(fs);
			string s = "", code = "", name = "";
			long recordCount = fs.Length / 35;
			for (long r = 0; r < recordCount; r++)
			{
				fs.Position = r * 35;
				s = System.Text.Encoding.Default.GetString(br.ReadBytes(32));
				code = s.Substring(0, s.IndexOf("\0")).ToUpper();
				if (code == Symbol.ToUpper())
				{
					name = s.Substring(12);
					name = name.Substring(0, name.IndexOf("\0"));
					return name;
				}
			}
			fs.Close();
			br.Close();
			return "";
		}
		catch  
		{
			return ""; 
		}
	}
	public SortedList<string,string> GetSecurityNames()
	{
		SortedList<string,string> list = new SortedList<string,string>();
		try
		{  
			string windFileName = windPath + @"ETC\SECBASICS.DAT";
			if (File.Exists(windFileName) == false)
			{
				Console.WriteLine("读取证券简称错误:文件不存在");
				return null;
			}
			FileStream fs = new FileStream(windFileName, FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
			BinaryReader br = new BinaryReader(fs);
			string s = "", code = "", name = "";
			long recordCount = fs.Length / 35;
			for (long r = 0; r < recordCount; r++)
			{
				fs.Position = r * 35;
				s = System.Text.Encoding.Default.GetString(br.ReadBytes(32));
				code = s.Substring(0,12).ToUpper().Replace("\0","").Trim();
				if (code.Length>0)
				{
					name = s.Substring(12).Replace("\0","").Trim();
					if(!list.Keys.Contains(code)) list.Add(code,name);
					//Console.WriteLine("{0} ,{1}",code,name);
				}
			}
			fs.Close();
			br.Close();
			return list;
		}
		catch(Exception ex)  
		{
			Console.WriteLine("读取证券简称错误:{0}",ex.Message);
			return null; 
		}
	}

}

//public struct barStruct
//{
//    public DateTime dt; 
//    public double   open;			//开盘价
//    public double   high;			//最高价		
//    public double   low;			//最低价
//    public double   close;			//收盘价
//    public int      volume;	        //成交量
//}
    #endregion
}

 

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下面代码好象是把QD设为数据中心（DC），用了WCF，效率不高：

Code:

.
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;
using Microsoft.Win32;
using System.Threading;
using System.Text.RegularExpressions;
using System.IO;
using System.Runtime.InteropServices;
using System.Runtime.Serialization;
using System.Drawing.Design;
using System.ServiceModel;
using System.ServiceModel.Description;

using SmartQuant;
using SmartQuant.Data;
using SmartQuant.Series;
using SmartQuant.Providers;
using SmartQuant.Instruments;

namespace Drzwz
{
    public class SQServiceProvider : IProvider, IHistoryProvider
    {

        public SQServiceProvider()
        {
            ProviderManager.Add(this);
            if (this.autoStartup)
                this.Connect();
        }
        #region 提供服务的方法
        private bool autoStartup = false;
        [Category("设置"), Description("true-自动启动；false-不启动。") ]
        public bool AutoStartup
        {
            get { return this.autoStartup; }
            set
            {
                this.autoStartup = value;
            }
        }
        private ServiceHost serviceHost = null;
        private string baseAddressUri = "http://localhost:3009/SQ";
        string pipeaddress = "net.pipe://localhost/SQService";
        [Category("信息")]
        public bool IsStarted
        {
            get
            {
                if (this.serviceHost == null) return false;
                return (this.serviceHost.State == CommunicationState.Opened);
            }
        }
        [Category("信息"), Description("Host状态，点击刷新。")]
        public CommunicationState HostState
        {
            get { return serviceHost.State; }
        }
        [Category("设置"), Description("")]
        public string BaseAddress
        {
            get
            {
                return this.baseAddressUri;
            }
            set
            {
                this.baseAddressUri = value;
            }
        }
        [Category("设置"), Description("")]
        public string PipeAddress
        {
            get
            {
                return this.pipeaddress;
            }
            set
            {
                this.pipeaddress = value;
            }
        }
        public void Restart()
        {
            this.Stop();
            this.Start();
        }

        public void Start()
        {
            try
            {
                //Console.WriteLine("CreateServiceHost...");
                Uri baseAddress = new Uri(this.baseAddressUri);
                serviceHost = new ServiceHost(typeof(SQService), baseAddress);
                NetNamedPipeBinding binding = new NetNamedPipeBinding(NetNamedPipeSecurityMode.None);
                binding.MaxReceivedMessageSize = 6553600;
                serviceHost.AddServiceEndpoint(typeof(ISQService), binding, pipeaddress);
                ServiceMetadataBehavior smb = new ServiceMetadataBehavior();
                smb.HttpGetEnabled = true;
                serviceHost.Description.Behaviors.Add(smb);
                serviceHost.Open();
                if (this.Started != null)
                {
                    this.Started(this, EventArgs.Empty);
                }
            }
            catch (CommunicationException exception)
            {
                serviceHost.Abort();
                if (Trace.IsLevelEnabled(TraceLevel.Error))
                {
                    Trace.WriteLine(exception.ToString());
                }
                if (Environment.UserInteractive)
                {
                    MessageBox.Show(null, "启动SQService时出错：" + Environment.NewLine + Environment.NewLine + "Please check connector's settings like TCP port, network address, etc and try again." + Environment.NewLine + Environment.NewLine + "See log file for details.", "Cannot start service.", MessageBoxButtons.OK, MessageBoxIcon.Hand);
                }
            }


        }

        public event EventHandler Started;


        public void Stop()
        {
            if (this.IsStarted)
            {
                serviceHost.Close();

                if (this.Stopped != null)
                {
                    this.Stopped(this, EventArgs.Empty);
                }
            }
        }

        public event EventHandler Stopped;

        #endregion

        #region IProvider 成员
        private bool isConnected = false;

        public void Connect(int timeout)
        {
            this.Connect();
            ProviderManager.WaitConnected(this, timeout);
        }
        public void Connect()
        {
            this.Start();
            isConnected = true;
            Console.WriteLine("{0} {1} Connected!",DateTime.Now,this.Name);
            if (Connected != null)
                Connected(this, new EventArgs());
            //Thread th = new Thread(new ThreadStart(this.doWork));
            //th.Start();
        }
        public event EventHandler Connected;
        public void Disconnect()
        {
            try
            {
                this.Stop();
                Console.WriteLine("{0} {1} Disconnected!", DateTime.Now,this.Name);
                isConnected = false;
                if (Disconnected != null)
                    Disconnected(this, new EventArgs());
            }
            catch (Exception ex)
            {
                Console.WriteLine("Disconnect：" + ex.Message);
            }

        }

        public event EventHandler Disconnected;

        public event ProviderErrorEventHandler Error;
        [Category("信息")]
        public byte Id
        {
            get { return 115; }
        }
        [Category("信息")]
        public bool IsConnected
        {
            get { return isConnected; }
        }
        [Category("信息")]
        public string Name
        {
            get { return "SQService"; }
        }
        [Category("信息")]
        public string Title
        {
            get { return "数据服务。"; }
        }
        [Category("信息")]
        public string URL
        {
            get { return String.Empty; }
        }
        public void Shutdown()
        {
            try
            {
                this.Stop();
            }
            catch
            {

            }
        }
        [Category("信息")]
        public ProviderStatus Status
        {
            get
            {
                if (!IsConnected)
                    return ProviderStatus.Disconnected;
                else
                    return ProviderStatus.Connected;
            }
        }

        public event EventHandler StatusChanged;

        #endregion

        #region IHistoryProvider 成员
        [Category("信息")]
        public bool BarSupported
        {
            get { return false; }
        }
        [Category("信息")]
        public bool DailySupported
        {
            get { return false; }
        }

        public Bar[] GetBarHistory(SmartQuant.FIX.IFIXInstrument instrument, DateTime datetime1, DateTime datetime2, int barSize)
        {
            throw new NotImplementedException();
        }

        public Daily[] GetDailyHistory(SmartQuant.FIX.IFIXInstrument instrument, DateTime datetime1, DateTime datetime2, bool dividendAndSplitAdjusted)
        {
            throw new NotImplementedException();
        }

        public Quote[] GetQuoteHistory(SmartQuant.FIX.IFIXInstrument instrument, DateTime datetime1, DateTime datetime2)
        {
            throw new NotImplementedException();
        }

        public Trade[] GetTradeHistory(SmartQuant.FIX.IFIXInstrument instrument, DateTime datetime1, DateTime datetime2)
        {
            throw new NotImplementedException();
        }
        [Category("信息")]
        public bool QuoteSupported
        {
            get { return false; }
        }
        [Category("信息")]
        public bool TradeSupported
        {
            get { return false; }
        }

        #endregion
    }
}

Code:

using System;
using System.Collections;
using System.Collections.Generic;
using System.ComponentModel;
using System.Runtime.CompilerServices;
using System.ServiceModel;
using System.ServiceModel.Description;
using System.Windows.Forms;
using System.Runtime.Serialization;

using SmartQuant;
using SmartQuant.Data;
using SmartQuant.Charting;
using SmartQuant.FIX;
using SmartQuant.Instruments;
using SmartQuant.Series;
using SmartQuant.DataCenterLib;

namespace Drzwz
{

    [ServiceContract]
    public interface ISQService
    {
        [OperationContract]
        bool SetSymbol(string symbol, string securityName, string securityType, string securityExchange);//zzz
        [OperationContract]
        bool SetDailyList(string symbol, List<Daily> list);//zzz
        [OperationContract]
        bool SetPriceFactorList(string symbol, List<PriceFactor> list);//zzz
        [OperationContract]
        bool SetBarList(string symbol, List<Bar> list);//zzz
        [OperationContract]
        bool SetQuoteList(string symbol, List<Quote> list);//zzz
        [OperationContract]
        bool SetTradeList(string symbol, List<Trade> list);//zzz


        [OperationContract]
        DataSeriesInfo GetSeriesInfo(string series);//zzz
        [OperationContract]
        List<DataSeriesInfo> GetDataSeriesInfo();
        [OperationContract]
        IDataSeriesEnumerator GetEnumerator(string series, DateTime datetime1, DateTime datetime2);
        [OperationContract]
        ArrayList GetSecurityDefinitionList(string symbol, string securityType, string securityExchange);
        [OperationContract]
        List<string> GetSymbolList(string symbol, string securityType, string securityExchange);//zzz
        [OperationContract]
        SortedList<string, string> GetSecurityNameList(string symbol, string securityType, string securityExchange); //zzz
        [OperationContract]
        SortedList<string, string> GetSecurityTypeList(string symbol, string securityType, string securityExchange); //zzz
        [OperationContract]
        SortedList<DateTime, double> GetPriceFactorList(string symbol);//zzz
        [OperationContract]
        List<Daily> GetDailyList(string symbol, DateTime datetime1, DateTime datetime2);
        [OperationContract]
        List<Daily> GetDailyAdjList(string symbol, DateTime datetime1, DateTime datetime2);//zzz
        [OperationContract]
        List<Bar> GetBarList(string symbol, DateTime datetime1, DateTime datetime2, int barSize);
        [OperationContract]
        List<Quote> GetQuoteList(string symbol, DateTime datetime1, DateTime datetime2);
        [OperationContract]
        List<Trade> GetTradeList(string symbol, DateTime datetime1, DateTime datetime2);

    }
    [ServiceBehavior(MaxItemsInObjectGraph = 6553600)]
    public class SQService : ISQService
    {
        public bool SetSymbol(string symbol, string securityName, string securityType, string securityExchange)
        {
            if (InstrumentManager.Instruments[symbol] == null)
            {
                Instrument instrument;
                instrument = new Instrument(symbol, securityType);
                instrument.SecurityDesc = securityName;
                instrument.SecurityExchange = securityExchange;
                instrument.Save();
                //Console.WriteLine( string.Format("添加Symbol:{0}",symbol) );
            }
            return true;
        }
        public bool SetDailyList(string symbol, List<Daily> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        foreach (Daily d in list)
                            instrument.Add(d);
                        //Console.WriteLine(string.Format("添加Daily:{0},{1}", symbol,list.Count));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public bool SetPriceFactorList(string symbol, List<PriceFactor> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        IDataSeries ids = instrument.GetDataSeries("PriceFactor");
                        if (ids == null) ids = instrument.AddDataSeries("PriceFactor");
                        foreach (PriceFactor f in list)
                        {
                            if (ids.Count > 0) { if (f.DateTime <= ids.LastDateTime) continue; }
                            ids.Add(f.DateTime, f);
                        }
                        //Console.WriteLine(string.Format("添加PriceFactor:{0},After {1}", symbol, ids.LastDateTime));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public bool SetBarList(string symbol, List<Bar> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        foreach (Bar d in list)
                            instrument.Add(d);
                        //Console.WriteLine(string.Format("添加Bar:{0},{1}", symbol, list.Count));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public bool SetQuoteList(string symbol, List<Quote> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        foreach (Quote d in list)
                            instrument.Add(d);
                        //Console.WriteLine(string.Format("添加Quote:{0},{1}", symbol, list.Count));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public bool SetTradeList(string symbol, List<Trade> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        foreach (Trade d in list)
                            instrument.Add(d);
                        //Console.WriteLine(string.Format("添加Trade:{0},{1}", symbol, list.Count));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public DataSeriesInfo GetSeriesInfo(string series)
        {

            DataSeriesInfo info = null;
            IDataSeries s = DataManager.Server.GetDataSeries(series);
            if (s == null)
            {
                //System.Windows.Forms.MessageBox.Show("s==null");
                return null;
            }
            if (s.Count == 0)
            {
                info = new DataSeriesInfo(s.Name, s.Description);
            }
            else
            {
                info = new DataSeriesInfo(s.Name, s.Description, s.Count, s.FirstDateTime, s.LastDateTime);
            }
            return info;
        }
        public IDataSeriesEnumerator GetEnumerator(string series, DateTime datetime1, DateTime datetime2)
        {

            return new DataSeriesEnumerator(series, datetime1, datetime2);
        }
        public List<DataSeriesInfo> GetDataSeriesInfo()
        {

            List<DataSeriesInfo> list = new List<DataSeriesInfo>();
            foreach (IDataSeries series in DataManager.Server.GetDataSeries())
            {
                DataSeriesInfo info = null;
                if (series.Count == 0)
                {
                    info = new DataSeriesInfo(series.Name, series.Description);
                }
                else
                {
                    info = new DataSeriesInfo(series.Name, series.Description, series.Count, series.FirstDateTime, series.LastDateTime);
                }
                list.Add(info);
            }
            return (list);
        }
        public ArrayList GetSecurityDefinitionList(string symbol, string securityType, string securityExchange)
        {

            ArrayList list = new ArrayList();
            foreach (Instrument instrument in InstrumentManager.Instruments)
            {
                if ((((symbol != null) && (instrument.Symbol != symbol)) || ((securityType != null) && (instrument.SecurityType != securityType))) || ((securityExchange != null) && (instrument.SecurityExchange != securityExchange)))
                {
                    continue;
                }
                Hashtable hashtable = new Hashtable();
                foreach (FIXField field in instrument.Fields.Values)
                {
                    hashtable.Add(field.Tag, field.ToInvariantString());
                }
                list.Add(hashtable);
            }
            return list;
        }
        public List<string> GetSymbolList(string symbol, string securityType, string securityExchange)
        {

            List<string> list = new List<string>();
            foreach (Instrument instrument in InstrumentManager.Instruments)
            {
                if ((((symbol != null) && (instrument.Symbol != symbol)) || ((securityType != null) && (instrument.SecurityType != securityType))) || ((securityExchange != null) && (instrument.SecurityExchange != securityExchange)))
                {
                    continue;
                }
                list.Add(instrument.Symbol);
            }
            return list;
        }
        public SortedList<string, string> GetSecurityTypeList(string symbol, string securityType, string securityExchange)
        {

            SortedList<string, string> list = new SortedList<string, string>();
            foreach (Instrument instrument in InstrumentManager.Instruments)
            {
                if ((((symbol != null) && (instrument.Symbol != symbol)) || ((securityType != null) && (instrument.SecurityType != securityType))) || ((securityExchange != null) && (instrument.SecurityExchange != securityExchange)))
                {
                    continue;
                }
                if (!list.ContainsKey(instrument.Symbol)) list.Add(instrument.Symbol, instrument.SecurityType);
            }
            return list;
        }
        public SortedList<string, string> GetSecurityNameList(string symbol, string securityType, string securityExchange)
        {
            SortedList<string, string> list = new SortedList<string, string>();
            foreach (Instrument instrument in InstrumentManager.Instruments)
            {
                if ((((symbol != null) && (instrument.Symbol != symbol)) || ((securityType != null) && (instrument.SecurityType != securityType))) || ((securityExchange != null) && (instrument.SecurityExchange != securityExchange)))
                {
                    continue;
                }
                if (!list.ContainsKey(instrument.Symbol)) list.Add(instrument.Symbol, instrument.SecurityDesc);
            }
            return list;
        }
        public List<Daily> GetDailyList(string symbol, DateTime datetime1, DateTime datetime2)
        {
            //Console.WriteLine("GetDailyList({0},{1},{2})", symbol,datetime1,datetime2);
            List<Daily> list = new List<Daily>();
            //Daily daily = new Daily(new DateTime(2008,2,18),5,8,2,6,100);
            //list.Add(daily);
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                DailySeries dailySeries = instrument.GetDailySeries(datetime1, datetime2);
                if (dailySeries != null)
                {
                    //foreach (Daily daily in dailySeries)
                    //{
                    //    list.Add(daily);
                    //}
                    for (int i = 0; i < dailySeries.Count; i++)
                    {
                        //Console.WriteLine("{0} {1}", dailySeries[i].DateTime, dailySeries[i].Close);
                        list.Add(dailySeries[i]);
                    }
                    //Console.WriteLine("Counts:{0}", dailySeries.Count);
                }
            }
            return (list);
        }
        public SortedList<DateTime, double> GetPriceFactorList(string symbol)
        {

            SortedList<DateTime, double> list = new SortedList<DateTime, double>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                IDataSeries series = instrument.GetDataSeries("PriceFactor");
                if (series != null)
                {
                    foreach (PriceFactor bar in series)
                    {
                        if (!list.ContainsKey(bar.DateTime)) list.Add(bar.DateTime, bar.Factor);
                    }
                }
            }
            return list;
        }
        public List<Daily> GetDailyAdjList(string symbol, DateTime datetime1, DateTime datetime2)
        {
            //zzz 获取向前复权Daily
            List<Daily> list = new List<Daily>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {

                DailySeries dailySeries = instrument.GetDailySeries(datetime1, datetime2);
                if (dailySeries != null)
                {
                    SortedList<DateTime, double> factorList = GetPriceFactorList(symbol);
                    if (factorList.Count > 0)
                    {
                        double fqyz = 1.0;//当前复权因子
                        double maxfqyz = 1.0;//最大复权因子
                        int fqyzIndex = 0;
                        maxfqyz = factorList.Values[factorList.Keys.Count - 1];
                        factorList.Add(DateTime.MaxValue, maxfqyz);

                        foreach (Daily daily in dailySeries)
                        {
                            #region 复权计算
                            DateTime date = daily.DateTime;
                            double kp = daily.Open;
                            double zg = daily.High;
                            double zd = daily.Low;
                            double sp = daily.Close;

                            if (date < factorList.Keys[0])
                            {
                                fqyz = 1 / maxfqyz;//前复权因子
                                kp = daily.Open * fqyz;
                                zg = daily.High * fqyz;
                                zd = daily.Low * fqyz;
                                sp = daily.Close * fqyz;
                                fqyzIndex = 0;
                            }
                            else
                            {
                                for (int j = fqyzIndex; j < factorList.Count - 1; j++)
                                {
                                    if (factorList.Keys[j] <= date && date < factorList.Keys[j + 1])
                                    {
                                        fqyz = factorList.Values[j] / maxfqyz; //前复权因子
                                        kp = daily.Open * fqyz;
                                        zg = daily.High * fqyz;
                                        zd = daily.Low * fqyz;
                                        sp = daily.Close * fqyz;
                                        fqyzIndex = j;
                                        break;
                                    }

                                }
                            }

                            daily.Open = kp;
                            daily.High = zg;
                            daily.Low = zd;
                            daily.Close = sp;
                            #endregion
                            list.Add(daily);
                        }
                    }
                    else
                    {
                        foreach (Daily daily in dailySeries)
                        {
                            list.Add(daily);
                        }
                    }
                }
            }
            return (list);
        }
        public List<Bar> GetBarList(string symbol, DateTime datetime1, DateTime datetime2, int barSize)
        {
            List<Bar> list = new List<Bar>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                BarSeries series = instrument.GetBarSeries(datetime1, datetime2, BarType.Time, (long)barSize);
                if (series != null)
                {
                    foreach (Bar bar in series)
                    {
                        list.Add(bar);
                    }
                }
            }
            return (list);
        }
        public List<Quote> GetQuoteList(string symbol, DateTime datetime1, DateTime datetime2)
        {
            List<Quote> list = new List<Quote>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                QuoteArray quoteArray = instrument.GetQuoteArray(datetime1, datetime2);
                if (quoteArray != null)
                {
                    foreach (Quote quote in quoteArray)
                    {
                        list.Add(quote);
                    }
                }
            }
            return (list);
        }
        public List<Trade> GetTradeList(string symbol, DateTime datetime1, DateTime datetime2)
        {

            List<Trade> list = new List<Trade>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                TradeArray tradeArray = instrument.GetTradeArray(datetime1, datetime2);
                if (tradeArray != null)
                {
                    foreach (Trade trade in tradeArray)
                    {
                        list.Add(trade);
                    }
                }
            }
            return (list);
        }

    }
    internal class DataSeriesEnumerator : IDataSeriesEnumerator
    {
        private int currentIndex;
        private IDataSeries dataSeries;
        private int firstIndex;
        private int lastIndex;

        internal DataSeriesEnumerator(string series, DateTime datetime1, DateTime datetime2)
        {
            this.dataSeries = DataManager.Server.GetDataSeries(series);
            if (this.dataSeries != null)
            {
                this.firstIndex = this.dataSeries.IndexOf(datetime1, SearchOption.Next);
                this.lastIndex = this.dataSeries.IndexOf(datetime2, SearchOption.Exact);
                if (this.lastIndex == -1)
                {
                    this.lastIndex = this.dataSeries.IndexOf(datetime2, SearchOption.Prev);
                }
                else
                {
                    this.lastIndex--;
                }
                if (this.firstIndex > this.lastIndex)
                {
                    this.firstIndex = -1;
                    this.lastIndex = -1;
                }
                this.currentIndex = this.firstIndex;
            }
            else
            {
                this.firstIndex = -1;
                this.lastIndex = -1;
                this.currentIndex = -1;
            }
        }

        public SmartQuant.Data.IDataObject[] GetNextObjects(int count)
        {
            ArrayList list = new ArrayList();
            while (count-- > 0)
            {
                if (this.currentIndex > this.lastIndex)
                {
                    break;
                }
                list.Add(this.dataSeries[this.currentIndex]);
                this.currentIndex++;
            }
            return (SmartQuant.Data.IDataObject[])list.ToArray(typeof(SmartQuant.Data.IDataObject));
        }

        public int Count
        {
            get
            {
                if (this.firstIndex != -1)
                {
                    return ((this.lastIndex - this.firstIndex) + 1);
                }
                return 0;
            }
        }
    }

}

测试代码（部分）：

Code:

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;
using testSQService.Service1;
using SmartQuant.Data;
using SmartQuant.Series;
namespace testSQService
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
        }

        private void button1_Click(object sender, EventArgs e)
        {
            SQServiceClient c = new SQServiceClient();
            List<Daily> dailyList = c.GetDailyList("000001.SZ",new DateTime(2008,1,1),new DateTime(2008,4,4));
            StringBuilder sb = new StringBuilder();
            foreach (Daily d in dailyList)
            {
                sb.AppendLine(d.DateTime.ToString() + "  " +d.Close.ToString("F2") );
            }
            textBox1.Text=sb.ToString();
        }
    }
}

 

...

 

...

 

DC改用WCF协议通讯：？

Code:

using System;
using System.Collections;
using System.Collections.Generic;
using System.ComponentModel;
using System.Runtime.CompilerServices;
using System.ServiceModel;
using System.ServiceModel.Description;
using System.Windows.Forms;

using SmartQuant;
using SmartQuant.Data;
using SmartQuant.Charting;
using SmartQuant.FIX;
using SmartQuant.Instruments;
using SmartQuant.Series;
using SmartQuant.DataCenterLib;

namespace Drzwz.DC
{
    public class DCServiceConnector:IConnector 
    {
        private ConnectorStartupType startupType = ConnectorStartupType.Automatic;
        private ServiceHost serviceHost=null;
        private string baseAddressUri = "http://localhost:3009/DC";
        string  pipeaddress = "net.pipe://localhost/DC/DCService";
        public DCServiceConnector()
        {
            ConnectorManager.Add(this);
        }
        #region IConnector 成员
        [Category("信息")]
        public string Name
        {
            get { return "DCService"; }
        }
        [Category("信息")]
        public string Description
        {
            get { return "提供WCF服务的DC Connector。"; }
        }
        [Category("信息")]
        public bool IsStarted
        {
            get
            {
                if (this.serviceHost == null) return false;
                return (this.serviceHost.State == CommunicationState.Opened ); 
            }
        }
        [Category("信息"), Description("Host状态，点击刷新。")]
        public CommunicationState HostState
        {
            get { return serviceHost.State; }
        }
        [Category("设置"), Description("启动类型：自动/手动"), DefaultValue(0)]
        public ConnectorStartupType StartupType
        {
            get
            {
                return this.startupType;
            }
            set
            {
                this.startupType = value;
            }
        }
        [Category("设置"), Description("")]
        public string BaseAddress
        {
            get
            {
                return this.baseAddressUri;
            }
            set
            {
                this.baseAddressUri = value;
            }
        }
        [Category("设置"), Description("")]
        public string PipeAddress
        {
            get
            {
                return this.pipeaddress;
            }
            set
            {
                this.pipeaddress = value;
            }
        }
        public void Restart()
        {
            this.Stop();
            this.Start();
        }

        public void Start()
        {
                try
                {
                    //Console.WriteLine("CreateServiceHost...");
                    Uri baseAddress = new Uri(this.baseAddressUri);
                    serviceHost = new ServiceHost(typeof(DCService), baseAddress);
                    NetNamedPipeBinding binding = new NetNamedPipeBinding(NetNamedPipeSecurityMode.None);
                    binding.MaxReceivedMessageSize = 6553600;
                    serviceHost.AddServiceEndpoint(typeof(IDCService), binding, pipeaddress);
                    ServiceMetadataBehavior smb = new ServiceMetadataBehavior();
                    smb.HttpGetEnabled = true;
                    serviceHost.Description.Behaviors.Add(smb);
                    serviceHost.Open();
                    if (this.Started != null)
                    {
                        this.Started(this, EventArgs.Empty);
                    }
                }
                catch (CommunicationException exception)
                {
                    serviceHost.Abort();
                    if (Trace.IsLevelEnabled(TraceLevel.Error))
                    {
                        Trace.WriteLine(exception.ToString());
                    }
                    if (Environment.UserInteractive)
                    {
                        MessageBox.Show(null, "启动DCServiceConnector时出错：" + Environment.NewLine + Environment.NewLine + "Please check connector's settings like TCP port, network address, etc and try again." + Environment.NewLine + Environment.NewLine + "See log file for details.", "Cannot start connector.", MessageBoxButtons.OK, MessageBoxIcon.Hand);
                    }
                }


        }

        public event EventHandler Started;


        public void Stop()
        {
            if (this.IsStarted)
            {
                serviceHost.Close();
                
                if (this.Stopped != null)
                {
                    this.Stopped(this, EventArgs.Empty);
                }
            }
        }

        public event EventHandler Stopped;

        #endregion
    }


}

Code:

using System;
using System.Collections;
using System.Collections.Generic;
using System.ComponentModel;
using System.Runtime.CompilerServices;
using System.ServiceModel;
using System.ServiceModel.Description;
using System.Windows.Forms;
using System.Runtime.Serialization;

using SmartQuant;
using SmartQuant.Data;
using SmartQuant.Charting;
using SmartQuant.FIX;
using SmartQuant.Instruments;
using SmartQuant.Series;
using SmartQuant.DataCenterLib;

namespace Drzwz.DC
{

    [ServiceContract]
    public interface IDCService
    {
        [OperationContract]
        bool SetSymbol(string symbol, string securityName, string securityType, string securityExchange);//zzz
        [OperationContract]
        bool SetDailyList(string symbol, List<Daily> list);//zzz
        [OperationContract]
        bool SetPriceFactorList(string symbol, List<PriceFactor> list);//zzz
        [OperationContract]
        bool SetBarList(string symbol, List<Bar> list);//zzz
        [OperationContract]
        bool SetQuoteList(string symbol, List<Quote> list);//zzz
        [OperationContract]
        bool SetTradeList(string symbol, List<Trade> list);//zzz


        [OperationContract]
        DataSeriesInfo GetSeriesInfo(string series);//zzz
        [OperationContract]
        List<DataSeriesInfo> GetDataSeriesInfo();
        [OperationContract]
        IDataSeriesEnumerator GetEnumerator(string series, DateTime datetime1, DateTime datetime2);
        [OperationContract]
        ArrayList GetSecurityDefinitionList(string symbol, string securityType, string securityExchange);
        [OperationContract]
        List<string> GetSymbolList(string symbol, string securityType, string securityExchange);//zzz
        [OperationContract]
        SortedList<string, string> GetSecurityNameList(string symbol, string securityType, string securityExchange); //zzz
        [OperationContract]
        SortedList<string, string> GetSecurityTypeList(string symbol, string securityType, string securityExchange); //zzz
        [OperationContract]
        SortedList<DateTime, double> GetPriceFactorList(string symbol);//zzz
        [OperationContract]
        List<Daily> GetDailyList(string symbol, DateTime datetime1, DateTime datetime2);
        [OperationContract]
        List<Daily> GetDailyAdjList(string symbol, DateTime datetime1, DateTime datetime2);//zzz
        [OperationContract]
        List<Bar> GetBarList(string symbol, DateTime datetime1, DateTime datetime2, int barSize);
        [OperationContract]
        List<Quote> GetQuoteList(string symbol, DateTime datetime1, DateTime datetime2);
        [OperationContract]
        List<Trade> GetTradeList(string symbol, DateTime datetime1, DateTime datetime2);

    }
    [ServiceBehavior(MaxItemsInObjectGraph=6553600)]
    public class DCService : IDCService
    {
        public bool SetSymbol(string symbol, string securityName, string securityType, string securityExchange)
        {
            if (InstrumentManager.Instruments[symbol] == null)
            {
                Instrument instrument;
                instrument = new Instrument(symbol, securityType);
                instrument.SecurityDesc = securityName;
                instrument.SecurityExchange = securityExchange;
                instrument.Save();
                //Console.WriteLine( string.Format("添加Symbol:{0}",symbol) );
            }
            return true;
        }
        public bool SetDailyList(string symbol, List<Daily> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        foreach (Daily d in list)
                            instrument.Add(d);
                        //Console.WriteLine(string.Format("添加Daily:{0},{1}", symbol,list.Count));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public bool SetPriceFactorList(string symbol, List<PriceFactor> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        IDataSeries ids = instrument.GetDataSeries("PriceFactor");
                        if (ids == null) ids = instrument.AddDataSeries("PriceFactor");
                        foreach (PriceFactor f in list)
                        {
                            if (ids.Count > 0) { if (f.DateTime <= ids.LastDateTime) continue; }
                            ids.Add(f.DateTime, f);
                        }
                        //Console.WriteLine(string.Format("添加PriceFactor:{0},After {1}", symbol, ids.LastDateTime));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public bool SetBarList(string symbol, List<Bar> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        foreach (Bar d in list)
                            instrument.Add(d);
                        //Console.WriteLine(string.Format("添加Bar:{0},{1}", symbol, list.Count));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public bool SetQuoteList(string symbol, List<Quote> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        foreach (Quote d in list)
                            instrument.Add(d);
                        //Console.WriteLine(string.Format("添加Quote:{0},{1}", symbol, list.Count));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public bool SetTradeList(string symbol, List<Trade> list)
        {
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                if (list.Count > 0)
                {
                    try
                    {
                        foreach (Trade d in list)
                            instrument.Add(d);
                        //Console.WriteLine(string.Format("添加Trade:{0},{1}", symbol, list.Count));
                    }
                    catch
                    {
                        return false;
                    }
                }

            }
            return true;
        }
        public DataSeriesInfo GetSeriesInfo(string series)
        {

            DataSeriesInfo info = null;
            IDataSeries s = DataManager.Server.GetDataSeries(series);
            if (s == null)
            {
                //System.Windows.Forms.MessageBox.Show("s==null");
                return null;
            }
            if (s.Count == 0)
            {
                info = new DataSeriesInfo(s.Name, s.Description);
            }
            else
            {
                info = new DataSeriesInfo(s.Name, s.Description, s.Count, s.FirstDateTime, s.LastDateTime);
            }
            return info;
        }
        public IDataSeriesEnumerator GetEnumerator(string series, DateTime datetime1, DateTime datetime2)
        {

            return new DataSeriesEnumerator(series, datetime1, datetime2);
        }
        public List<DataSeriesInfo> GetDataSeriesInfo()
        {

            List<DataSeriesInfo> list = new List<DataSeriesInfo>();
            foreach (IDataSeries series in DataManager.Server.GetDataSeries())
            {
                DataSeriesInfo info = null;
                if (series.Count == 0)
                {
                    info = new DataSeriesInfo(series.Name, series.Description);
                }
                else
                {
                    info = new DataSeriesInfo(series.Name, series.Description, series.Count, series.FirstDateTime, series.LastDateTime);
                }
                list.Add(info);
            }
            return (list);
        }
        public ArrayList GetSecurityDefinitionList(string symbol, string securityType, string securityExchange)
        {

            ArrayList list = new ArrayList();
            foreach (Instrument instrument in InstrumentManager.Instruments)
            {
                if ((((symbol != null) && (instrument.Symbol != symbol)) || ((securityType != null) && (instrument.SecurityType != securityType))) || ((securityExchange != null) && (instrument.SecurityExchange != securityExchange)))
                {
                    continue;
                }
                Hashtable hashtable = new Hashtable();
                foreach (FIXField field in instrument.Fields.Values)
                {
                    hashtable.Add(field.Tag, field.ToInvariantString());
                }
                list.Add(hashtable);
            }
            return list;
        }
        public List<string> GetSymbolList(string symbol, string securityType, string securityExchange)
        {

            List<string> list = new List<string>();
            foreach (Instrument instrument in InstrumentManager.Instruments)
            {
                if ((((symbol != null) && (instrument.Symbol != symbol)) || ((securityType != null) && (instrument.SecurityType != securityType))) || ((securityExchange != null) && (instrument.SecurityExchange != securityExchange)))
                {
                    continue;
                }
                list.Add(instrument.Symbol);
            }
            return list;
        }
        public SortedList<string, string> GetSecurityTypeList(string symbol, string securityType, string securityExchange)
        {

            SortedList<string, string> list = new SortedList<string, string>();
            foreach (Instrument instrument in InstrumentManager.Instruments)
            {
                if ((((symbol != null) && (instrument.Symbol != symbol)) || ((securityType != null) && (instrument.SecurityType != securityType))) || ((securityExchange != null) && (instrument.SecurityExchange != securityExchange)))
                {
                    continue;
                }
                if (!list.ContainsKey(instrument.Symbol)) list.Add(instrument.Symbol, instrument.SecurityType);
            }
            return list;
        }
        public SortedList<string, string> GetSecurityNameList(string symbol, string securityType, string securityExchange)
        {
            SortedList<string, string> list = new SortedList<string, string>();
            foreach (Instrument instrument in InstrumentManager.Instruments)
            {
                if ((((symbol != null) && (instrument.Symbol != symbol)) || ((securityType != null) && (instrument.SecurityType != securityType))) || ((securityExchange != null) && (instrument.SecurityExchange != securityExchange)))
                {
                    continue;
                }
                if (!list.ContainsKey(instrument.Symbol)) list.Add(instrument.Symbol, instrument.SecurityDesc);
            }
            return list;
        }
        public List<Daily> GetDailyList(string symbol, DateTime datetime1, DateTime datetime2)
        {
            //Console.WriteLine("GetDailyList({0},{1},{2})", symbol,datetime1,datetime2);
            List<Daily> list = new List<Daily>();
            //Daily daily = new Daily(new DateTime(2008,2,18),5,8,2,6,100);
            //list.Add(daily);
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                DailySeries dailySeries = instrument.GetDailySeries(datetime1, datetime2);
                if (dailySeries != null)
                {
                    //foreach (Daily daily in dailySeries)
                    //{
                    //    list.Add(daily);
                    //}
                    for (int i = 0; i < dailySeries.Count; i++)
                    {
                        //Console.WriteLine("{0} {1}", dailySeries[i].DateTime, dailySeries[i].Close);
                        list.Add(dailySeries[i]);
                    }
                    //Console.WriteLine("Counts:{0}", dailySeries.Count);
                }
            }
            return (list);
        }
        public SortedList<DateTime, double> GetPriceFactorList(string symbol)
        {

            SortedList<DateTime, double> list = new SortedList<DateTime, double>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                IDataSeries series = instrument.GetDataSeries("PriceFactor");
                if (series != null)
                {
                    foreach (PriceFactor bar in series)
                    {
                        if (!list.ContainsKey(bar.DateTime)) list.Add(bar.DateTime, bar.Factor);
                    }
                }
            }
            return list;
        }
        public List<Daily> GetDailyAdjList(string symbol, DateTime datetime1, DateTime datetime2)
        {
            //zzz 获取向前复权Daily
            List<Daily> list = new List<Daily>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {

                DailySeries dailySeries = instrument.GetDailySeries(datetime1, datetime2);
                if (dailySeries != null)
                {
                    SortedList<DateTime, double> factorList = GetPriceFactorList(symbol);
                    if (factorList.Count > 0)
                    {
                        double fqyz = 1.0;//当前复权因子
                        double maxfqyz = 1.0;//最大复权因子
                        int fqyzIndex = 0;
                        maxfqyz = factorList.Values[factorList.Keys.Count - 1];
                        factorList.Add(DateTime.MaxValue, maxfqyz);

                        foreach (Daily daily in dailySeries)
                        {
                            #region 复权计算
                            DateTime date = daily.DateTime;
                            double kp = daily.Open;
                            double zg = daily.High;
                            double zd = daily.Low;
                            double sp = daily.Close;

                            if (date < factorList.Keys[0])
                            {
                                fqyz = 1 / maxfqyz;//前复权因子
                                kp = daily.Open * fqyz;
                                zg = daily.High * fqyz;
                                zd = daily.Low * fqyz;
                                sp = daily.Close * fqyz;
                                fqyzIndex = 0;
                            }
                            else
                            {
                                for (int j = fqyzIndex; j < factorList.Count - 1; j++)
                                {
                                    if (factorList.Keys[j] <= date && date < factorList.Keys[j + 1])
                                    {
                                        fqyz = factorList.Values[j] / maxfqyz; //前复权因子
                                        kp = daily.Open * fqyz;
                                        zg = daily.High * fqyz;
                                        zd = daily.Low * fqyz;
                                        sp = daily.Close * fqyz;
                                        fqyzIndex = j;
                                        break;
                                    }

                                }
                            }

                            daily.Open = kp;
                            daily.High = zg;
                            daily.Low = zd;
                            daily.Close = sp;
                            #endregion
                            list.Add(daily);
                        }
                    }
                    else
                    {
                        foreach (Daily daily in dailySeries)
                        {
                            list.Add(daily);
                        }
                    }
                }
            }
            return (list);
        }
        public List<Bar> GetBarList(string symbol, DateTime datetime1, DateTime datetime2, int barSize)
        {
            List<Bar> list = new List<Bar>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                BarSeries series = instrument.GetBarSeries(datetime1, datetime2, BarType.Time, (long)barSize);
                if (series != null)
                {
                    foreach (Bar bar in series)
                    {
                        list.Add(bar);
                    }
                }
            }
            return (list);
        }
        public List<Quote> GetQuoteList(string symbol, DateTime datetime1, DateTime datetime2)
        {
            List<Quote> list = new List<Quote>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                QuoteArray quoteArray = instrument.GetQuoteArray(datetime1, datetime2);
                if (quoteArray != null)
                {
                    foreach (Quote quote in quoteArray)
                    {
                        list.Add(quote);
                    }
                }
            }
            return (list);
        }
        public List<Trade> GetTradeList(string symbol, DateTime datetime1, DateTime datetime2)
        {

            List<Trade> list = new List<Trade>();
            Instrument instrument = InstrumentManager.Instruments[symbol];
            if (instrument != null)
            {
                TradeArray tradeArray = instrument.GetTradeArray(datetime1, datetime2);
                if (tradeArray != null)
                {
                    foreach (Trade trade in tradeArray)
                    {
                        list.Add(trade);
                    }
                }
            }
            return (list);
        }

    }
    internal class DataSeriesEnumerator : IDataSeriesEnumerator
    {
        private int currentIndex;
        private IDataSeries dataSeries;
        private int firstIndex;
        private int lastIndex;

        internal DataSeriesEnumerator(string series, DateTime datetime1, DateTime datetime2)
        {
            this.dataSeries = DataManager.Server.GetDataSeries(series);
            if (this.dataSeries != null)
            {
                this.firstIndex = this.dataSeries.IndexOf(datetime1, SearchOption.Next);
                this.lastIndex = this.dataSeries.IndexOf(datetime2, SearchOption.Exact);
                if (this.lastIndex == -1)
                {
                    this.lastIndex = this.dataSeries.IndexOf(datetime2, SearchOption.Prev);
                }
                else
                {
                    this.lastIndex--;
                }
                if (this.firstIndex > this.lastIndex)
                {
                    this.firstIndex = -1;
                    this.lastIndex = -1;
                }
                this.currentIndex = this.firstIndex;
            }
            else
            {
                this.firstIndex = -1;
                this.lastIndex = -1;
                this.currentIndex = -1;
            }
        }

        public SmartQuant.Data.IDataObject[] GetNextObjects(int count)
        {
            ArrayList list = new ArrayList();
            while (count-- > 0)
            {
                if (this.currentIndex > this.lastIndex)
                {
                    break;
                }
                list.Add(this.dataSeries[this.currentIndex]);
                this.currentIndex++;
            }
            return (SmartQuant.Data.IDataObject[])list.ToArray(typeof(SmartQuant.Data.IDataObject));
        }

        public int Count
        {
            get
            {
                if (this.firstIndex != -1)
                {
                    return ((this.lastIndex - this.firstIndex) + 1);
                }
                return 0;
            }
        }
    }

}

 

我没有POBO分钟数据文件的结构。分钟的结构会不会与日线的差不多？

 

分钟数据与日数据一般是以相同的结构保存的。
我大概看了一下，POBO的一分钟也是如此。每32B为一记录，共8个字段，每字段4B（8*4＝32），其中第1个字段为时间，第2,3,4,5,6,7字段为收、开、高、低、量、持仓量，第8字段未使用。关键是时间是怎么保存的。对于日线，日期分别用第一个字段的几位来保存年、月、日，我猜时、分、秒也差不多，你自己先分析一下。

下面是POBO日线结构的C#代码：
public static List<Daily> GetDailyList(PoboSymbol pbSymbol)
{
List<Daily> dailyList = new List<Daily>();
string filePath = Path.Combine(poboPath, @"data\" + pbSymbol.FolderName + @"\Day\" + pbSymbol.Symbol.Trim() + @".DAY");
if (System.IO.File.Exists(filePath))
{
FileStream fs = new FileStream(filePath, FileMode.Open, FileAccess.Read);
BinaryReader br = new BinaryReader(fs);
double div = pbSymbol.Divisor * 1.0;
int pd = pbSymbol.PriceDigits;
long pos = 0;
long filelen = fs.Length;
while (pos < filelen)
{
fs.Position = pos;
uint rq = br.ReadUInt32();
int sp = br.ReadInt32();
int kp = br.ReadInt32();
int zg = br.ReadInt32();
int zd = br.ReadInt32();
long sl = (long)Math.Round(br.ReadSingle(), 0);
long cc = (long)Math.Round(br.ReadSingle(), 0);
int y = int.Parse((rq >> 20).ToString());
int m = int.Parse((rq << 12 >> 28).ToString());
int d = int.Parse((rq << 16 >> 27).ToString());

Daily daily = new Daily(new DateTime(y, m, d), Math.Round(kp / div, pd), Math.Round(zg / div, pd), Math.Round(zd / div, pd), Math.Round(sp / div, pd), sl, cc);
dailyList.Add(daily);
pos += 32;
}
br.Close();
fs.Close();
}
return dailyList;
}
}

 

加了. 在其它帖子回过了:我不清楚宏汇数据结构

 

解出来没有?

年、月、日、时、分的位数依次为12、4、5、5、6