如何通过CustomBarSeriesProvider获取自定义数据或国信特色数据？

对于一些自定义数据或者国信特色数据，是通过CustomBarSeriesProvider传递到客户端的，虽然该组件的适应性较广，可以按照代码、指标等来接收数据，同样造成的问题是该组件的使用性上并非那么简便。目前，通过CustomBarSeriesProvider发布的指标和数据有：成交额(TURNOVER)、换手率(TURNOVERRATE)、大单流入流出指标(DDX)，全市场平均股价指标(AVGPRICE)等。

1.使用CustomBarSeriesProvider获取成交额(turnover)数据

using tsdata.marketdata;
using tsdata.common;

vars:
    CustomBarSeriesProvider CSP(null),
    string sym("000001.SH");
method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args )
begin
    CSP = new CustomBarSeriesProvider;
    CSP.Symbol = sym;
    CSP.CustomBarType = "turnover";
    CSP.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Minutes;
    CSP.Interval.IntervalSpan = 1;
    CSP.Range.Type = tsdata.marketdata.DataRangeType.Bars;
    CSP.Range.Bars = 1;
    CSP.Updated += CSP_Updated;
    CSP.StateChanged += CSP_StateChanged;
    CSP.Load = TRUE;
end;

Method void CSP_Updated(elsystem.Object sender, tsdata.marketdata.CustomBarSeriesUpdatedEventArgs args)
Begin
End;

Method void CSP_StateChanged(elsystem.Object sender, tsdata.common.StateChangedEventArgs args)
vars: int loop;
Begin
    if(args.NewState = DataState.Loaded)then
    Begin
        print("Count:",CSP.Count);
        For loop = 0 to CSP.Count-1
        Begin
            print(CSP.Close[0]); //单位：万元
        End;
    End;
End;

在指标或策略中可以使用如下方式：

var: tsdata.marketdata.CustomBarSeriesProvider CB_Turnover(NULL);

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args )
begin
    CB_Turnover = new tsdata.marketdata.CustomBarSeriesProvider;
    CB_Turnover.Symbol = symbol;
    CB_Turnover.CustomBarType = "TURNOVER";
    CB_Turnover.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
    CB_Turnover.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Daily;
    CB_Turnover.Interval.IntervalSpan = 1;
    CB_Turnover.Range.Type = tsdata.marketdata.DataRangeType.Date;
    CB_Turnover.UseNaturalHours = false;
    CB_Turnover.Realtime = true;
    CB_Turnover.TimeZone = tsdata.common.TimeZone.local;
    CB_Turnover.Load = false;
    CB_Turnover.Name = "CB_Turnover";
end;

once
begin
    CB_Turnover.Range.FirstDate = BarDateTime[MaxBarsBack];
    CB_Turnover.LoadProvider();
end;

print(date+19000000,",",time,",", CB_Turnover.Close[0] );
plot1(CB_Turnover.Close[0],"TurnOver");

//打印示例
//20180511.00,1500.00,46897.34

2.使用CustomBarSeriesProvider获取换手率(turnoverrate)数据

var: tsdata.marketdata.CustomBarSeriesProvider CB_Turnover(NULL);

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args )
begin
    CB_Turnover = new tsdata.marketdata.CustomBarSeriesProvider;
    CB_Turnover.Symbol = symbol;
    CB_Turnover.CustomBarType = "turnoverrate";
    CB_Turnover.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
    CB_Turnover.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Daily;
    CB_Turnover.Interval.IntervalSpan = 1;
    CB_Turnover.Range.Type = tsdata.marketdata.DataRangeType.Date;
    CB_Turnover.UseNaturalHours = false;
    CB_Turnover.Realtime = true;
    CB_Turnover.TimeZone = tsdata.common.TimeZone.local;
    CB_Turnover.Load = false;
    CB_Turnover.Name = "CB_Turnover";
end;

once
begin
    CB_Turnover.Range.FirstDate = BarDateTime[MaxBarsBack];
    CB_Turnover.LoadProvider();
end;
print(date+19000000,",",time,",", CB_Turnover.Close[0] ); //仅实时数据有效//
plot1(CB_Turnover.Close[0],"TurnOverRate");

3.使用CustomBarSeriesProvider获取基金净值(IOPV)数据

var: tsdata.marketdata.CustomBarSeriesProvider cb_IOPV(NULL);

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args )
begin
    cb_IOPV = new tsdata.marketdata.CustomBarSeriesProvider;
    cb_IOPV.Symbol = symbol;
    cb_IOPV.CustomBarType = "IOPV";
    cb_IOPV.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
    cb_IOPV.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Daily;
    cb_IOPV.Interval.IntervalSpan = 1;
    cb_IOPV.Range.Type = tsdata.marketdata.DataRangeType.Bars;
    cb_IOPV.Range.Bars = 10;
    cb_IOPV.UseNaturalHours = false;
    cb_IOPV.Realtime = true;
    cb_IOPV.TimeZone = tsdata.common.TimeZone.local;
    cb_IOPV.Load = false;
end;

once
begin
    cb_IOPV.Range.FirstDate = BarDateTime[MaxBarsBack];
    cb_IOPV.LoadProvider();
end;
print(date+19000000,",",time,",", cb_IOPV.Close[0] );
plot1(cb_IOPV.Close[0],"IOPV");

4.使用CustomBarSeriesProvider获取动态市盈率(Dynamic PE)数据

var: tsdata.marketdata.CustomBarSeriesProvider cb_PE(NULL);

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args ) 
begin
    cb_PE = new tsdata.marketdata.CustomBarSeriesProvider;
    cb_PE.Symbol = symbol;
    cb_PE.CustomBarType = "DynamicPE";
    cb_PE.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
    cb_PE.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Daily;
    cb_PE.Interval.IntervalSpan = 1;
    cb_PE.Range.Type = tsdata.marketdata.DataRangeType.Date;
    cb_PE.UseNaturalHours = false;
    cb_PE.Realtime = true;
    cb_PE.TimeZone = tsdata.common.TimeZone.local;
    cb_PE.Load = false;
end;

once
begin
    cb_PE.Range.FirstDate = BarDateTime[MaxBarsBack];
    cb_PE.LoadProvider();
end;
print(date+19000000,",",time,",", cb_PE.Close[0] );
plot1(cb_PE.Close[0],"DynamicPE");

5.使用CustomBarSeriesProvider获取大单流入流出指标(DDX)

var: tsdata.marketdata.CustomBarSeriesProvider cb_DDX(NULL);

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args ) 
begin
    cb_DDX = new tsdata.marketdata.CustomBarSeriesProvider;
    cb_DDX.Symbol = symbol;
    cb_DDX.CustomBarType = "DDX";
    cb_DDX.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
    cb_DDX.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Minutes;
    cb_DDX.Interval.IntervalSpan = 1;
    cb_DDX.Range.Type = tsdata.marketdata.DataRangeType.Date;
    cb_DDX.UseNaturalHours = false;
    cb_DDX.Realtime = true;
    cb_DDX.TimeZone = tsdata.common.TimeZone.local;
    cb_DDX.Load = false;
end;

once
begin
    cb_DDX.Range.FirstDate = BarDateTime[MaxBarsBack];
    cb_DDX.LoadProvider();
end;
print(date+19000000,",",time,",", cb_DDX.Close[0] );
plot1(cb_DDX.Close[0],"DDX");

6.使用CustomBarSeriesProvider获取全市场平均股价(AvgPrice)

var: tsdata.marketdata.CustomBarSeriesProvider cb_AvgPrice(NULL);

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args ) 
begin
    cb_AvgPrice = new tsdata.marketdata.CustomBarSeriesProvider;
    cb_AvgPrice.Symbol = symbol;
    cb_AvgPrice.CustomBarType = "AvgPrice";
    cb_AvgPrice.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
    cb_AvgPrice.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Minutes;
    cb_AvgPrice.Interval.IntervalSpan = 1;
    cb_AvgPrice.Range.Type = tsdata.marketdata.DataRangeType.Date;
    cb_AvgPrice.UseNaturalHours = false;
    cb_AvgPrice.Realtime = true;
    cb_AvgPrice.TimeZone = tsdata.common.TimeZone.local;
    cb_AvgPrice.Load = false;
end;

once
begin
    cb_AvgPrice.Range.FirstDate = BarDateTime[MaxBarsBack];
    cb_AvgPrice.LoadProvider();
end;
print(date+19000000,",",time,",", cb_AvgPrice.Close[0] );
plot1(cb_AvgPrice.Close[0],"Average Price");