金字塔tick转掘金tick：中间件设计软件教程

金字塔有个好处是全推数据。而掘金 不是全推数据。最近遇到转债软件开发遇到一个问题， 就是要利用掘金的全推数据，送给原来的掘金软件模块，里面涉及到金字塔tick和掘金tick的中间件 开发。

两个时间格式转化是关键！！

mtick 为掘金tick格式。

strTickData *tick1 为金字塔 tick格式

void MyStrategy::on_tickKing(strTickData *tick1){

int nCode = atoi(tick1->sCode )/10000;

if ( nCode ==11 ) {

memset( mick.symbol, LEN_SYMBOL, 0);

sprintf( mick.symbol, "SHSE.%s", tick1->sCode );

mick.last_amount = tick1->fVolumeNow* tick1->fLastPrice*10;

mick.last_volume = tick1->fVolumeNow*10;

mick.cum_volume = tick1->fVolume ;

mick.quotes[0].ask_volume = tick1->fSellVolume1*10;

mick.quotes[1].ask_volume = tick1->fSellVolume2*10;

mick.quotes[2].ask_volume = tick1->fSellVolume3*10;

mick.quotes[3].ask_volume = tick1->fSellVolume4*10;

mick.quotes[4].ask_volume = tick1->fSellVolume5*10;

mick.quotes[0].bid_volume = tick1->fBuyVolume1 *10;

mick.quotes[1].bid_volume = tick1->fBuyVolume2*10;

mick.quotes[2].bid_volume = tick1->fBuyVolume3*10;

mick.quotes[3].bid_volume = tick1->fBuyVolume4*10;

mick.quotes[4].bid_volume = tick1->fBuyVolume5*10;

}

else if ( nCode == 12 ) {

memset ( mick.symbol, LEN_SYMBOL, 0);

sprintf( mick.symbol, "SZSE.%s", tick1->sCode );

mick.cum_volume = tick1->fVolume/10;

mick.last_volume = tick1->fVolumeNow;

mick.last_amount = tick1->fVolumeNow * tick1->fLastPrice;

mick.quotes[0].ask_volume = tick1->fSellVolume1 ;

mick.quotes[1].ask_volume = tick1->fSellVolume2;

mick.quotes[2].ask_volume = tick1->fSellVolume3;

mick.quotes[3].ask_volume = tick1->fSellVolume4;

mick.quotes[4].ask_volume = tick1->fSellVolume5;

mick.quotes[0].bid_volume = tick1->fBuyVolume1 ;

mick.quotes[1].bid_volume = tick1->fBuyVolume2;

mick.quotes[2].bid_volume = tick1->fBuyVolume3;

mick.quotes[3].bid_volume = tick1->fBuyVolume4;

mick.quotes[4].bid_volume = tick1->fBuyVolume5; }

else{ return ; }

mick.cum_amount = tick1->fAmount;

mick.high = tick1->fLastPrice;

mick.low = tick1->fLastPrice;

mick.price = tick1->fLastPrice;

mick.open = tick1->fLastPrice;

mick.quotes[0].ask_price = tick1->fSellPrice1;

mick.quotes[1].ask_price = tick1->fSellPrice2;

mick.quotes[2].ask_price = tick1->fSellPrice3;

mick.quotes[3].ask_price = tick1->fSellPrice4;

mick.quotes[4].ask_price = tick1->fSellPrice5;

mick.quotes[0].bid_price = tick1->fBuyPrice1;

mick.quotes[1].bid_price = tick1->fBuyPrice2;

mick.quotes[2].bid_price = tick1->fBuyPrice3;

mick.quotes[3].bid_price = tick1->fBuyPrice4;

mick.quotes[4].bid_price = tick1->fBuyPrice5;

nCode = atoi(tick1->sCode );

// 这部分很重要，涉及到两个时间格式的转换

char c[22];

int nMon = tick1->nDate%10000;

int nMin = tick1->nTime%10000;

memset(c, 22, 0);

sprintf( c, "%d-%02d-%02d %02d:%02d:%02d", tick1->nDate/10000 , nMon/100, nMon%100 , nMin/100, nMin%100, 0);

mick.created_at = stamString.standard_to_stamp(c);

on_tick0(&mick);

}

时间格式转换函数如下：

int CaStamString::standard_to_stamp(char *str_time)

{ struct tm stm;

int iY, iM, iD, iH, iMin, iS;

memset(&stm, 0, sizeof(stm));

iY = atoi(str_time);

iM = atoi(str_time + 5);

iD = atoi(str_time + 8);

iH = atoi(str_time + 11);

iMin = atoi(str_time + 14);

iS = atoi(str_time + 17);

stm.tm_year = iY - 1900;

stm.tm_mon = iM - 1;

stm.tm_mday = iD;

stm.tm_hour = iH;

stm.tm_min = iMin;

stm.tm_sec = iS;

return (int)mktime(&stm);

}

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