Wind量化平台-用户手册(C++)

9311509

——中国金融数据及工具首席服务商WindC++数据及交易接口

修订时间：2015-03-01

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WindC/C++用户手册

目录12

概述.........................................................................................................................6WINDC++接口配置.............................................................................................62.12.2

WINDC++接口文件存放位置.......................................................................6WINDC++接口配置的系统环境要求与方法...............................................6

系统环境要求..........................................................................................6配置方法..................................................................................................6

2.2.12.2.22.33

详细使用文档的获取方式.............................................................................7

C++接口应用示例..................................................................................................83.1

示例代码存放位置及环境要求.....................................................................8

示例代码存放位置...................................................................................8系统环境要求：.......................................................................................8

3.1.13.1.23.2

数据接口示例代码执行和主要代码实现过程展示.....................................8

运行程序，登录执行...............................................................................8部分关键代码展示...................................................................................9WindData数据结构............................................................................10

3.2.13.2.23.2.33.34

交易接口示例主要代码实现过程展示.......................................................13

C++代码生成器使用说明....................................................................................154.14.2

WINDNAVIGATOR导航(命令生成器)........................................................15部分应用截图...............................................................................................16

WSD代码生成截图：..........................................................................16

4.2.1

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WindC/C++用户手册

4.2.24.2.35

Trade代码生成截图.............................................................................18BKT代码生成截图..............................................................................19

WINDC++接口详细说明...................................................................................195.1

接口概要.......................................................................................................19

接口功能函数列表................................................................................19

5.1.15.2

WIND接口控制函数明细............................................................................20

Wind接口启动函数：start.................................................................20Wind接口登出函数：stop.................................................................21Wind接口连接状态判断函数：isconnected....................................21获取错误码相应的错误信息：getErrorMsg.....................................21

5.2.15.2.25.2.35.2.4

获取错误码相应的错误信息..............................................................................215.3

WIND数据接口函数明细............................................................................22

多值函数-日期序列：WSD.................................................................22多值函数-截面数据WSS.....................................................................23多值函数-分钟序列WSI......................................................................23多值函数-日内跳价WST.....................................................................24日期宏....................................................................................................25

通用日期宏...............................................................................................................................25特殊日期宏...............................................................................................................................255.3.15.3.25.3.35.3.45.3.5

5.3.5.15.3.5.25.3.65.3.75.3.85.3.9

多值函数-实时行情WSQ....................................................................26多值函数-数据集WSET......................................................................27组合报表函数:wpf...............................................................................28组合上传函数:wupf..............................................................................28

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WindC/C++用户手册

5.3.105.3.115.3.125.3.135.3.14

日期序列函数TDays...........................................................................29根据偏移计算日期的函数TDaysOffset............................................30计算日期天数函数TDaysCount函数...............................................30取消数据请求/订阅CancelRequest...................................................30取消所有数据请求/订阅CancelAllRequest.....................................31

5.3.15数据接口错误类型................................................................................315.4

WIND交易接口函数明细............................................................................32

Wind交易登录函数tlogon..................................................................32经纪商登出函数tlogout.......................................................................34委托下单函数torder.............................................................................34撤销委托函数tcancel...........................................................................35

5.4.15.4.25.4.35.4.4

撤销委托函数......................................................................................................35LONGtcancel(LPCWSTRorderNumber,LPCWSTRoptions=NULL);.........355.4.55.4.65.5

查询函数tquery....................................................................................36交易接口错误类型................................................................................37

WIND回测接口函数明细............................................................................38

回测开始bktstart..................................................................................38回测查询bktquery................................................................................39回测下单bktorder.................................................................................39回测结束bktend...................................................................................40回测结束bktstatus...............................................................................40查看回测状态bktsummary.................................................................41回测删除bktdelete...............................................................................41返回策略列表bktstrategy....................................................................42

5.5.15.5.25.5.35.5.45.5.55.5.65.5.75.5.86

WINDC++接口获取帮助途径...........................................................................426.1

本用户手册...................................................................................................42

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6.26.36.46.5

命令生成器...................................................................................................42大奖章网站...................................................................................................42量化交易群...................................................................................................43终端量化交易平台.......................................................................................43

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