Extensions.cs

using Ideafixxxer.Generics;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;

namespace QuantBox.XAPI
{
    public static class Extensions_GBK
    {
        public static string InstrumentName([In]this InstrumentField field)
        {
            return PInvokeUtility.GetUnicodeString(field.InstrumentName);
        }

        public static string Content([In]this SettlementInfoField field)
        {
            return PInvokeUtility.GetUnicodeString(field.Content);
        }

        public static string Text([In]this OrderField field)
        {
            return PInvokeUtility.GetUnicodeString(field.Text);
        }

        public static string Text([In]this QuoteField field)
        {
            return PInvokeUtility.GetUnicodeString(field.Text);
        }

        public static string ErrorMsg([In]this RspUserLoginField field)
        {
            return PInvokeUtility.GetUnicodeString(field.ErrorMsg);
        }

        public static string ErrorMsg([In]this ErrorField field)
        {
            return PInvokeUtility.GetUnicodeString(field.ErrorMsg);
        }

        public static string InvestorName([In]this InvestorField field)
        {
            return PInvokeUtility.GetUnicodeString(field.InvestorName);
        }

        public static string InvestorName([In]this RspUserLoginField field)
        {
            return PInvokeUtility.GetUnicodeString(field.InvestorName);
        }
    }

    /*
SHFE
	TradeDay: 交易日
	ActionDay: 行情日

DCE
	TradeDay: 交易日
	ActionDay: 交易日

CZC
	TradeDay: 行情日
	ActionDay:行情日
     */
    public static class Extensions_Misc
    {
        public static DateTime ExchangeDateTime([In]this DepthMarketDataNClass field)
        {
            // 大商所夜盘时，ActionDay可能已经是指向的第二天
            int HH = field.UpdateTime / 10000;

            // 这个功能写入到C层中
            //if (HH > 20)
            //{
            //    if (field.ExchangeID.CompareTo("DCE") == 0)
            //    {
            //        return field.ExchangeDateTime_();
            //    }
            //}

            int mm = field.UpdateTime % 10000 / 100;
            int ss = field.UpdateTime % 100;

            int yyyy = field.ActionDay / 10000;
            int MM = field.ActionDay % 10000 / 100;
            int dd = field.ActionDay % 100;

            return new DateTime(yyyy, MM, dd, HH, mm, ss, field.UpdateMillisec);
        }

        public static DateTime ExchangeDateTime_([In]this DepthMarketDataNClass field)
        {
            // 表示传回来的时间可能有问题，要检查一下
            if(field.UpdateTime == 0)
            {
                DateTime now = DateTime.Now;

                int HH = now.Hour;
                int mm = now.Minute;
                int ss = now.Second;
                int datetime = HH * 10000 + mm * 100 + ss;

                if (datetime > 1500 && datetime < 234500)
                    return now;
            }

            {
                int HH = field.UpdateTime / 10000;
                int mm = field.UpdateTime % 10000 / 100;
                int ss = field.UpdateTime % 100;

                DateTime now = DateTime.Now;
                if (HH >= 23)
                {
                    if (now.Hour < 1)
                    {
                        // 表示行情时间慢了，系统日期减一天即可
                        now = now.AddDays(-1);
                    }
                }
                else if (HH < 1)
                {
                    if (now.Hour >= 23)
                    {
                        // 表示本地时间慢了，本地时间加一天即可
                        now = now.AddDays(1);
                    }
                }

                return now.Date.AddSeconds(HH * 3600 + mm * 60 + ss).AddMilliseconds(field.UpdateMillisec);
            }
        }
    }

    public static class Extensions_Output
    {
        public static string ToFormattedString([In]this ErrorField field)
        {
            return string.Format("[ErrorID={0},ErrorMsg={1}]",
                field.ErrorID, field.ErrorMsg());
        }

        public static string ToFormattedString([In]this OrderField field)
        {
            return string.Format("[InstrumentID={0};ExchangeID={1};Side={2};Qty={3};Price={4};OpenClose={5};HedgeFlag={6};"
                + "ID={7};OrderID={8};Time={9};"
                + "Type={10};TimeInForce={11};Status={12};ExecType={13};"
                + "ErrorID={14};Text={15}]",
                field.InstrumentID, field.ExchangeID, Enum<OrderSide>.ToString(field.Side), field.Qty, field.Price, Enum<OpenCloseType>.ToString(field.OpenClose), Enum<HedgeFlagType>.ToString(field.HedgeFlag),
                field.ID, field.OrderID, field.Time,
                Enum<OrderType>.ToString(field.Type), Enum<TimeInForce>.ToString(field.TimeInForce), Enum<OrderStatus>.ToString(field.Status), Enum<ExecType>.ToString(field.ExecType),
                field.ErrorID, field.Text());
        }

        public static string ToFormattedString([In]this TradeField field)
        {
            return string.Format("[InstrumentID={0};ExchangeID={1};Side={2};Qty={3};Price={4};OpenClose={5};HedgeFlag={6};"
                + "ID={7};TradeID={8};"
                + "Time={9};Commission={10}]",
                field.InstrumentID, field.ExchangeID, Enum<OrderSide>.ToString(field.Side), field.Qty, field.Price, Enum<OpenCloseType>.ToString(field.OpenClose), Enum<HedgeFlagType>.ToString(field.HedgeFlag),
                field.ID, field.TradeID,
                field.Time, field.Commission);
        }

        public static string ToFormattedString([In]this QuoteField field)
        {
            return string.Format("[InstrumentID={0};ExchangeID={1};"
                + "AskPrice={2};AskQty={3};BidPrice={4};BidQty={5};"
                + "ID={6};AskOrderID={7};BidOrderID={8};"
                + "Status={9};ExecType={10};"
                + "ErrorID={11};Text={12};"
                + "AskOpenClose={13};AskHedgeFlag={14};BidOpenClose={15};BidHedgeFlag={16}]",
                field.InstrumentID, field.ExchangeID,
                field.AskPrice, field.AskQty, field.BidPrice, field.BidQty,
                field.ID,field.AskOrderID,field.BidOrderID,
                Enum<OrderStatus>.ToString(field.Status), Enum<ExecType>.ToString(field.ExecType),
                field.ErrorID, field.Text(),
                Enum<OpenCloseType>.ToString(field.AskOpenClose), Enum<HedgeFlagType>.ToString(field.AskHedgeFlag), Enum<OpenCloseType>.ToString(field.BidOpenClose), Enum<HedgeFlagType>.ToString(field.BidHedgeFlag));
        }

        public static string ToFormattedStringLong([In]this RspUserLoginField field)
        {
            return string.Format("[TradingDay={0};LoginTime={1};SessionID={2};ErrorID={3};ErrorMsg={4};InvestorName={5}]",
                field.TradingDay, field.LoginTime, field.SessionID, field.ErrorID, field.ErrorMsg(), field.InvestorName());
        }

        public static string ToFormattedStringShort([In]this RspUserLoginField field)
        {
            return string.Format("[ErrorID={0};ErrorMsg={1}]",
                field.ErrorID, field.ErrorMsg());
        }

        public static string ToFormattedString([In]this QuoteRequestField field)
        {
            return string.Format("[TradingDay={0};InstrumentID={1};ExchangeID={2};QuoteID={3};QuoteTime={4}]",
                field.TradingDay, field.InstrumentID, field.ExchangeID, field.QuoteID, field.QuoteTime);
        }

        public static string ToFormattedHeader([In]this TickField field)
        {
            return "DateTime,Price,Size,OpenInt,Bid,BidSize,Ask,AskSize";
        }

        public static string ToFormattedString([In]this TickField field)
        {
            int yyyy = field.Date / 10000;
            int MM = field.Date % 10000 / 100;
            int dd = field.Date % 100;

            int hh = field.Time / 10000;
            int mm = field.Time % 10000 / 100;
            int ss = field.Time % 100;

            string date = string.Format("{0}-{1:D2}-{2:D2} {3:D2}:{4:D2}:{5:D2}.{6:D3}", yyyy, MM, dd, hh, mm, ss, field.Millisecond);
            return string.Format("{0},{1},{2},{3},{4},{5},{6},{7}",
                date, field.LastPrice, field.Volume, field.OpenInterest,
                field.BidPrice1,field.BidSize1,field.AskPrice1,field.AskSize1);
        }

        public static string ToFormattedHeader([In]this BarField field)
        {
            return "DateTime,Open,High,Low,Close,Volume,OpenInt";
        }

        public static string ToFormattedString([In]this BarField field)
        {
            int yyyy = field.Date / 10000;
            int MM = field.Date % 10000 / 100;
            int dd = field.Date % 100;

            int hh = field.Time / 10000;
            int mm = field.Time % 10000 / 100;
            int ss = field.Time % 100;

            string date = string.Format("{0}-{1:D2}-{2:D2} {3:D2}:{4:D2}:{5:D2}.000", yyyy, MM, dd, hh, mm, ss);
            return string.Format("{0},{1},{2},{3},{4},{5},{6}",
                date, field.Open, field.High, field.Low, field.Close, field.Volume, field.OpenInterest);
        }

        public static string ToFormattedString([In]this InvestorField field)
        {
            return string.Format("[BrokerID={0};InvestorID={1};IdentifiedCardType={2},IdentifiedCardNo={3};InvestorName={4}]",
                field.BrokerID, field.InvestorID, Enum<IdCardType>.ToString(field.IdentifiedCardType),field.IdentifiedCardNo, field.InvestorName());
        }
        public static string ToFormattedStringExchangeDateTime([In]this DepthMarketDataNClass field)
        {
            return string.Format("[TradingDay={0};ActionDay={1};UpdateTime={2},UpdateMillisec={3}]",
                field.TradingDay, field.ActionDay, field.UpdateTime, field.UpdateMillisec);
        }
    }
}