config

#ifndef _STOCK_CONFIG_H_#define _STOCK_CONFIG_H_  typedef unsigned longulong;typedef unsigned intuint;typedef unsigned shortushort;typedef unsigned charuchar;  #endif 

#ifndef _TDX_STOCK_H_#define _TDX_STOCK_H_#include "stdafx.h"#include <fstream>#include <set>#include <vector>#include <map>  #include "config.h"  using namespace std; #define STOCK_CODE_LEN  6 enum PacketType{PKT_TYPE_RESPONSE=0x00,PKT_TYPE_REQUEST=0x01,PKT_TYPE_QUOTES=0x02}; enum MarketType{MKT_TYPE_SHENZHEN=0x00,MKT_TYPE_SHANGHAI=0x01}; enum PostFix{POSTFIX_GET_STOCK_COUNT = 0x0133c775};  enum CmdId{CMD_STOCKHOLD_CHANGE = 0x000f,CMD_STOCK_LIST = 0x0524,CMD_HEART_BEAT = 0x0523,CMD_GET_STOCK_COUNT= 0x044e,CMD_GET_STOCK_QUOTES = 0x053e,CMD_GET_MINUTE_DATA = 0x051d,CMD_GET_HIS_MINUTE_DATA = 0x0fb4,CMD_GET_TRANSACTION_DATA = 0x0fc5,CMD_GET_HIS_TRANSACTION_DATA = 0x0fb5,CMD_GET_INDEX_BARS = 0x052d}; typedef set<string> StringSet;struct MarketInfo{enum MarketType{MARKET_FIRST,MARKET_SHANGHAI_A = MARKET_FIRST,MARKET_SHANGHAI_B,MARKET_SHENZHEN_A,MARKET_SHENZHEN_B,MARKET_WARRANT,// 权证MARKET_INDEX ,// 指数MARKET_MAX,MARKET_UNKNOWN = MARKET_MAX,};static char get_block_from_market_type(MarketType t){switch(t){case MARKET_SHANGHAI_A:return 0;case MARKET_SHANGHAI_B:return 1;case MARKET_SHENZHEN_A:return 2;case MARKET_SHENZHEN_B:return 3;case MARKET_INDEX:return 11;// 所有指数case MARKET_WARRANT:return 13;// 权证default:throw 0;}}static unsigned int stocks_count[MARKET_MAX];static StringSet stocks_set[MARKET_MAX]; const static int StocksCodeLen = 6;// 100  股一手const static int StocksPerHand = 100;// 100  股一手.const static float tax;// 0.3 % static short get_market_type_from_code( const char* pCode ){if ( pCode[0] == '0' ){if ( pCode[1] == '0' )return MARKET_SHENZHEN_A;elsereturn MARKET_WARRANT;// 03xxxx}else if ( pCode[0] == '2' )return MARKET_SHENZHEN_B;else if ( pCode[0] == '3' )// 3xxxxxreturn MARKET_INDEX;else if ( pCode[0] == '6' )return MARKET_SHANGHAI_A;else if ( pCode[0] == '9' ){if ( pCode[1] == '0' )return MARKET_SHANGHAI_B;// 90xxxxelsereturn MARKET_INDEX;// 99xxxx}else if ( pCode[0] == '5' )return MARKET_WARRANT;elsereturn MARKET_UNKNOWN;} static short get_market_type(const char* pCode){return get_market_type_from_code(pCode);} static short get_market_type( const string& stock_code ){const char* pCode = stock_code.c_str();return get_market_type_from_code( pCode );} static char get_market_location_from_code( const char* pCode ){if ( pCode[0] <= '4' )return 0;// 深圳 00xxxx, 03xxxx, 02xxxx, 3xxxxx(深圳指数)elsereturn 1;//上海 60xxxxx, 58xxxx, 99xxxx (上海指数)} static char get_market_location(const char* pCode){return get_market_location_from_code(pCode);} static char get_market_location(const string& stock_code){const char* pCode = stock_code.c_str();return get_market_location_from_code(pCode);} static string get_first_stock();static string find_next_stock(const string& stock_code); }; class StockTransact{public:struct Transact{shortminute;intprice;int vol;int count;// 此笔成交量的成交次数。 0: 表示未知ucharbs;// 表示买成交量还是卖成交量0:buy, 1:sellbool operator == (const Transact& t);template<class Archive>void serialize(Archive & ar, const unsigned int version){ar & minute;ar & price;ar & vol;ar & bs;}};typedef vector<Transact> DailyTransact;typedef map<string, DailyTransact> DateTransact;typedef map<uint, DateTransact> TransactMap;}; extern StockTransact::DateTransacttoday_transact;extern StockTransact::TransactMaphist_transact; class StockBid{public:struct Bid// 盘口{intminute;intact;// 活跃度 active rate intprice;// 现价inty_close;// 昨收intopen;// 开盘inthigh;// 最高intlow;// 最低intbuy;// 买入intsell;// 卖出 inttotal_vol;// 总手，以股数计算intavail_vol;// 现手，以股数计算intinner_vol;// 内盘intouter_vol;// 外盘 intupdown;// 单笔升跌 intbuy_price1;// 买价1intsell_price1;intbuy_vol1;// 买量1intsell_vol1;intbuy_price2;intsell_price2;intbuy_vol2;intsell_vol2;intbuy_price3;intsell_price3;intbuy_vol3;intsell_vol3;intbuy_price4;intsell_price4;intbuy_vol4;intsell_vol4;intbuy_price5;intsell_price5;intbuy_vol5;intsell_vol5; char  stock_code[7];int  update_time;template<class Archive>void serialize(Archive & ar, const unsigned int version){ar & minute;ar & act; ar & price;ar & y_close;ar & open;ar & high;ar & low;ar & buy;ar & sell; ar & total_vol;ar & avail_vol;ar & inner_vol;ar & outer_vol; ar & updown; ar &buy_price1;// 买价1ar &sell_price1;ar &buy_vol1;// 买量1ar &sell_vol1;ar &buy_price2;ar &sell_price2;ar &buy_vol2;ar &sell_vol2;ar &buy_price3;ar &sell_price3;ar &buy_vol3;ar &sell_vol3;ar &buy_price4;ar &sell_price4;ar &buy_vol4;ar &sell_vol4;ar &buy_price5;ar &sell_price5;ar &buy_vol5;ar &sell_vol5;}};typedef vector<Bid> DailyBid;typedef map<uint, DailyBid> DateBid;typedef map<string, DateBid> BidMap;};extern StockBid::BidMap instant_price_list; typedef vector<string> StringVector; struct BaseInfo{stringstock_code;uintupdate_time;doublettl_amount;// 总股本doublestate_own_amount;// 国家股doubleinit_amount;// 发起股本doublecorp_amount;// 法人股本doubleb_amount;// B 股本doubleh_amount;// H 股本doublecir_amount;// 流通 股本doubleempl_amount;// 职工 股本doubleunknown1;// doublettl_asset;// 总资产doublevarible_asset;// 流动 资产doublefirm_asset;// 固定 资产doubleinvisible_asset;// 无形 资产doublelong_term_invest;// 长期投资doublevarible_debt;// 流动负债doublelong_term_debt;// 长期负债doubleaccu_fund;// 公积金doublenet_asset;// 净资产doublemajor_income;// 主营收入doublemajor_profit;// 主营利润doubleunknown2;// doublebussiness_income;// 营业收入doubleinvest_income;// 营业收入doubleallowance;// 补贴收入doublenon_bussiness_income;// 业外收入doubleincome_adjustment;// 收入调整doublettl_profit;// 利润总额doubleunknown3;// doublenet_profit;// 税后利润doubleundist_profit;// 未分配利润doubleper_net_assert2;// 每股净资产2static const intrecord_len;};  typedef map<string, BaseInfo> StockBaseInfoMap;typedef map<string, StringVector> StockGroupMap; extern fstream& operator >> (fstream& ifs, BaseInfo& bs); typedef map<string, StringVector> StringVectorMap;   struct GBBQ{stringcode;ucharchg_type;// 变更类型 // 1: 正常 // 2: 与1相关的除权除息日股本变化 // 3:股本性质变化(例如职工股上市)// 6: 增发. // 8: 增发上市 union {struct {floatcash; // 每10 分红floatsell_price;// 每股配售价格floatgive_count;// 每10 股送股数floatsell_count;// 每10 股配售数}bonus;struct {floatold_cir; // 旧流通股floatold_ttl;// 旧总股本floatnew_cir;// 新流通股floatnew_ttl;// 新总股本}gb;}data;template<class Archive>void serialize(Archive & ar, const unsigned int version){ar & dt;ar & chg_type;ar & data.bonus.cash;ar & data.bonus.sell_price;ar & data.bonus.give_count;ar & data.bonus.sell_count;}}; typedef vector<GBBQ> DateGBBQ;typedef map<uint, DateGBBQ> GBBQMap; class StockBasicInfo{public:bool load_basic_info();void save_basic_info();bool load_block_info();void save_block_info();void clear_gbbq_info();//bool load_gbbq_info(gregorian::date start_date, int day_count);void save_gbbq_info(uint tr_date);void save_stock_set();void add_stock_gbbq(uint dt, const GBBQ& gbbq);string get_gbbq_file_name(uint tr_date);bool is_gbbq_file_exist(uint tr_date);private:StockBaseInfoMap stock_base_info;StockGroupMapstock_block_info;GBBQMapstock_gbbq_info;};  struct QuotePara{uchar cMarket;char sStockCode[6];}; struct MinuteData{int iPriceRaw;int iReserved1;int iVol;}; struct MatchedData{int iHour;int iMinute;int iPriceRaw;int iVol;int iNum;int iBuyOrSell;int iReserved;}; struct IndexBarsData{int iYear;int iMonth;int iDay;int iHour;int iMinute;int iPriceOpenDiff;int iPriceCloseDiff;int iPriceHighDiff;int iPriceLowDiff;int iVolRaw;int iDbVolRaw;int iUpCount;int iDownCount;}; ///////////////////////////////////////////////////////////////////////////////////  Semantic actions/////////////////////////////////////////////////////////////////////////////////extern void show_curr_bid(char const*  first, char const*  last ); struct ReqTimeInfo{uint m_iSeqId;string m_sBeginTime;string m_sEndTime;LARGE_INTEGER  nBeginTime;LARGE_INTEGER  nEndTime; //GetIndexBarsReq专用int iCategory;};   #endif 

// stdafx.h : 标准系统包含文件的包含文件，// 或是经常使用但不常更改的// 特定于项目的包含文件// #pragma once //#include "targetver.h" #include <stdio.h>#include <tchar.h> #include <winsock2.h>#include <windows.h>   // TODO: 在此处引用程序需要的其他头文件

#ifndef _UTIL_HPP_#define _UTIL_HPP_#include "stdafx.h" #include <string> extern void log_packet(const char* data, size_t len);extern void test_packet_from_file(const std::string& filename );extern const uchar * stock_code_search (const uchar * str, unsigned int len);extern bool stockcode_is_valid(const uchar * s);extern bool is_file_exist(const std::string& filename); std::string get_raw_string(std::string const& s);int getNowStr( std::string& sNow  ); double getTimeDiff( const LARGE_INTEGER&  a,  const LARGE_INTEGER&  b ); //===================================== int SetNonBlock( SOCKET  iSock, unsigned long on );int SetNoDelay( SOCKET  iSock,  char on );int SetLinger( SOCKET iSock, struct linger stLinger );#endif

#include "stdafx.h"#include "config.h"#include <iostream>#include <fstream>#include <string>#include <sstream>#include "response.h"#include "stock.h"#include <Windows.h>using namespace std;bool is_file_exist(const string& filename){bool isOpen;ifstream ifs;ifs.open(filename.c_str());isOpen = ifs.is_open();ifs.close();return isOpen;}bool stockcode_is_valid(const uchar * s){bool valid = true;for(int i = 0; i < MarketInfo::StocksCodeLen; ++i){if(s[i] < '0' || s[i] > '9'){valid = false;break;}}return valid;}const uchar * stock_code_search (const uchar * str, unsigned int len){const uchar *cp = str;while (len -- > 0){if(stockcode_is_valid(cp))return cp;cp++;}return 0;}void log_packet(const char* data, size_t len){const string path = "F:\\Develop\\stock\\data\\exc_log\\exc";string filename;for(int i = 0; i < 1000; i++){stringstream ss;ss << i << ".dat";filename = path + ss.str();if(!is_file_exist(filename)){ofstream ofs(filename.c_str(),  ios::out | ios::binary);ofs.write(data, len);break;}}}std::string get_raw_string(std::string const& s){std::ostringstream out;out << '\"';out << std::hex;for (std::string::const_iterator it = s.begin(); it != s.end(); ++it){// AND 0xFF will remove the leading "ff" in the output,// So that we could get "\xab" instead of "\xffab"out << " " << (static_cast<short>(*it) & 0xff);}out << '\"'; ofstream outfile;    outfile.open( "D:\\1.txt" ); outfile<<out.str() << endl;outfile.close(); return out.str();}int getNowStr( std::string& sNow ){SYSTEMTIME stNow;   GetLocalTime( &stNow );char sNowStr[32];memset( sNowStr, 0, sizeof( sNowStr ) );sprintf( sNowStr, "%4d-%02d-%02d %02d:%02d:%02d.%03d",stNow.wYear,stNow.wMonth,stNow.wDay,stNow.wHour,stNow.wMinute, stNow.wSecond,stNow.wMilliseconds  );sNow = sNowStr;return 0;} double  getTimeDiff( const LARGE_INTEGER&   nBeginTime,  const LARGE_INTEGER& nEndTime ){ LARGE_INTEGER  nFreq;      QueryPerformanceFrequency( &nFreq ); // 获取时钟周期 //cout << "nFreq.QuadPart is:" << nFreq.QuadPart << endl;     return  (double)(nEndTime.QuadPart- nBeginTime.QuadPart)*1000.0/ nFreq.QuadPart;} //=============================  int SetNonBlock( SOCKET  iSock, unsigned long on ){return ioctlsocket( iSock, FIONBIO, &on );} int SetNoDelay( SOCKET  iSock,  char on ){     return setsockopt(   iSock,   IPPROTO_TCP,   TCP_NODELAY,   &on,   sizeof(char));   } int SetLinger( SOCKET  iSock,  struct linger stLinger ){return setsockopt( iSock, SOL_SOCKET, SO_LINGER, (char FAR *) &stLinger, sizeof(stLinger) );}

#include "stdafx.h"#include "config.h" #include <string>#include <vector>#include <set>#include <map>#include <iostream>#include <sstream>#include "stockio.h" #include "util.hpp" #include "stock.h" using namespace std;   //using namespace assign; const float MarketInfo::tax = 0.01f;// 1 % unsigned int MarketInfo::stocks_count[MarketInfo::MARKET_MAX];StringSet MarketInfo::stocks_set[MarketInfo::MARKET_MAX];  StockTransact::DateTransacttoday_transact;StockTransact::TransactMaphist_transact;StockBid::BidMap instant_price_list;  string StockBasicInfo::get_gbbq_file_name(uint tr_date){const string stock_gbbq_file = "F:\\Develop\\stock\\data\\G";stringstream ss;ss << stock_gbbq_file << tr_date << ".mat";return ss.str();} bool StockBasicInfo::is_gbbq_file_exist(uint tr_date){return is_file_exist(get_gbbq_file_name(tr_date));} void StockBasicInfo::clear_gbbq_info(){stock_gbbq_info.clear();}    bool StockBasicInfo::load_basic_info(){// 加载股票基本资料// 基本信息stock_base_info.clear(); BaseInfobs;const string stock_data_path = "C:\\Program Files\\xyzq\\T0002\\";string full_path = stock_data_path + "BASE.DBF";fstream fs(full_path.c_str(), ios::in);//fstream ofs("d:\\temp\\t.txt", ios::out); if(!fs)return false; int record_off = 0x522;fs.seekg(record_off);char c;fs >> c;while(!fs.eof() && -1 != fs.tellg()){fs >> bs;record_off += BaseInfo::record_len;stock_base_info.insert(make_pair(bs.stock_code, bs));//ofs << bs.stock_code << endl;fs.seekg(record_off);fs >> c;}return true; }   bool StockBasicInfo::load_block_info(){// 加载板块资料stock_block_info.clear(); const string stock_data_path = "C:\\Program Files\\xyzq\\T0002\\";string full_path = stock_data_path + "BLOCK.DAT";fstream fs(full_path.c_str(), ios::in | ios::binary);if(!fs)return false; int p = 0;fs.seekg(0x182);while(!fs.eof() && -1 != (p =fs.tellg())){char temp[10];fs.read(&temp[0],9);if(0 == temp[0]) break;string name(temp);// block name unsigned short cnt = 0;fs.read((char*)&cnt, 2);fs.seekg(2, ios::cur);while(cnt -- > 0){fs.read(&temp[0],7);if(0 == temp[0]) break;string member(temp, 6); stock_block_info[name].push_back(member);}fs.seekg(p + 0x0afd);}return true;}     void StockBasicInfo::add_stock_gbbq(uint dt, const GBBQ& gbbq){stock_gbbq_info[dt].push_back(gbbq);} bool StockTransact::Transact::operator == (const StockTransact::Transact& t){return (minute == t.minute&& price == t.price&& vol == t.vol&& bs == t.bs);} const int BaseInfo::record_len = 0x1e1;fstream& operator >> (fstream& fs, BaseInfo& bs){char code[MarketInfo::StocksCodeLen]; fs.read(code, MarketInfo::StocksCodeLen);bs.stock_code = string(&code[0], MarketInfo::StocksCodeLen); fs >> bs.update_time;fs >> bs.ttl_amount;fs >> bs.state_own_amount;// 国家股fs >> bs.init_amount;// 发起股本fs >> bs.corp_amount;// 法人股本fs >> bs.b_amount;// B 股本fs >> bs.h_amount;// H 股本fs >> bs.cir_amount;// 流通 股本fs >> bs.empl_amount;// 职工 股本fs >> bs.unknown1;// fs >> bs.ttl_asset;// 总资产fs >> bs.varible_asset;// 流动 资产fs >> bs.firm_asset;// 固定 资产fs >> bs.invisible_asset;// 无形 资产fs >> bs.long_term_invest;// 长期投资fs >> bs.varible_debt;// 流动负债fs >> bs.long_term_debt;// 长期负债fs >> bs.accu_fund;// 公积金fs >> bs.net_asset;// 净资产fs >> bs.major_income;// 主营收入fs >> bs.major_profit;// 主营利润fs >> bs.unknown2;// fs >> bs.bussiness_income;// 营业收入fs >> bs.invest_income;// 投资收入fs >> bs.allowance;// 补贴收入fs >> bs.non_bussiness_income;// 业外收入fs >> bs.income_adjustment;// 收入调整fs >> bs.ttl_profit;// 利润总额fs >> bs.unknown3;// fs >> bs.net_profit;// 税后利润fs >> bs.undist_profit;// 未分配利润fs >> bs.per_net_assert2;// 每股净资产2return fs;} extern void output_short_index_data();   string MarketInfo::get_first_stock(){// set the first stockfor(short m = MarketInfo::MARKET_FIRST; m < MarketInfo::MARKET_MAX; m++){StringSet::const_iterator iter = MarketInfo::stocks_set[m].begin();if(iter != MarketInfo::stocks_set[m].end()){return *iter;}}return "";} string MarketInfo::find_next_stock(const string& stock_code){bool first_in_market = false;for(short m = MarketInfo::get_market_type(stock_code); m < MarketInfo::MARKET_MAX; m++){StringSet::const_iterator iter ;if(! first_in_market){iter = MarketInfo::stocks_set[m].find(stock_code);if( iter != MarketInfo::stocks_set[m].end()){++iter;if(iter != MarketInfo::stocks_set[m].end()){return *iter;}}first_in_market = true;}else{iter = MarketInfo::stocks_set[m].begin();if(iter != MarketInfo::stocks_set[m].end()){return *iter;}}}return "";}  void show_curr_bid(char const*  first, char const*  last ){cout << "show_curr_bid called\r\n"; StockBid::BidMap::const_iterator i = instant_price_list.begin(); // has dataif(i != instant_price_list.end()){// print title here}while(i++ != instant_price_list.end()){cout << i->first << endl;} }