主题：金字塔的共享行情数据介绍

确实是好东西！

 

留意了很久这方面的数据推送，或许是自己接触的人少，感觉有能力做2次开发的人才太少了。

 

以上的接口仅仅是实时数据部分的接口，个人认为不是很完善，缺少历史数据的回补，下单指令的接口。如果做成实际使用的，还需要好多东西，特别是DLL封装内函数的调用，衔接，路程还有好远。。。

 

不知道版主所说“需求”是什么意思，“定制”？接口技术支持（仅仅是JZT的接口部分）？

呵呵呵，我确实不是很懂。

我仅仅是咨询过一些数据提供商例如数畅，网际风等等软件设计人员的意见，请教过云徽期货软件的设计者一些数据接收问题。

看过一些外软接口的说明书。

例如下面的描述：

How to Create a Real-Time Data Adapter

This example shows how to create a Real-Time Data Adapter in Borland Delphi.  The steps involved are similar for other development tools.

The goal is to create a COM DLL library that implements the IWealthLabRT3 interface.  This interface will be available on the target system if you've installed and executed Wealth-Lab Developer 3.0.

This example will duplicate the creation of the Medved QuoteTracker Real-Time Data Adapter that is included in the WLD installation.  In Delphi, we start by creating a new project of type ActiveX Library.  We save the project under the name QuoteTracker.dpr.  We next create a new Automation Object for the project, and name this QTAuto.  The resulting COM class name for our Adapter is QuoteTracker.QTAuto.

Delphi provides a COM type library editor that makes creating COM objects fairly painless.  The screen shot below shows that we've selected to use the Wealth-Lab interfaces in our COM library project.

 

也接触了一些外软接口开发者的思路。

 

上面仅仅是我个人的一些看法，并没有什么轻视的意思吧？管理员何来说这些话？

顺便请管理员谈谈“Static Data Adapter”的实现思路。

 

以下仅仅是“Real-Time Adapter”的描述，接口函数很多，也请管理员谈谈思路。

 

Real-Time Adapter Structural Overview

Here's a brief overview of how your Real-Time Adapter should be structured.

1. Implement the SupportsRequest method to let WLD know which type(s) of Real-Time Charts data your Adapter supports (if any).
2. Implement the SupportsQuotes method to return true if your Adapter supports the Quotes interface.
3. Implement the AssignConnectionStatus method.  Store the IWealthLabConnection3 instance in a local variable.  You can use this interface to communicate changes in communication status to WLD.
4. Implement the GetSecurityName method to return the security name based on a symbol, or just a blank string if you don't have access to security names.
5. If you are supporting the Real-Time Charts system ...
   1. Implement the OpenRequest method.  Within this method ...
      1. Save local copies of the parameters for later access, especially the instances of the IWealthLabBars3 and IWealthLabRTUpdate3 interfaces.
      2. Pre-fill the historical bars using the Add method of the IWealthLabBars3 instance.  Don't exceed NumBars.
      3. Create a thread, timer, socket, or whatever mechanism required to interface to the real-time feed.
   2. Whenever new data comes in from the real-time feed ...
      1. Build an Intraday bar, if required.  Some feeds provide data in the form of Intraday bars already, while some supply tick data streams only.
      2. Optionally call the UpdateGhostBar method of the IWealthLabRTUpdate3 instance to update the last bar of the chart if only a partial bar is available.
      3. Optionally call the UpdateBidAsk method of the IWealthLabRTUpdate3 instance to update new bid/ask data.
      4. When a new bar is ready ...
         1. Add the new bar(s) using the Add method of the IWealthLabRTUpdate3 instance.
         2. Notify the chart that a new bar(s) are available by calling the Update method of the IWealthLabRTUpdate3 instance.
   3. Implement the CloseRequest method to perform any required cleanup.
6. If you are supporting the Quotes system ...
   1. Implement the AddSymbol method.  You'll receive multiple AddSymbol calls, so store the symbol in a list.
   2. Implement the RemoveSymbol method to remove a symbol that had been previously added.
   3. Implement the ClearSymbols method to clear all symbols from the list.
   4. Implement the ActivateQuotes method to create a thread, timer, socket, or whatever mechanism is required to obtain quote updated for the requested symbols.   Store the instance of the IWealthLabQuoteUpdate3 interface that is passed.
   5. Whenever a quote update for a symbol arrives, call the UpdateQuote method of the IWealthLabQuoteUpdate3 instance that you saved in step 4 above.
   6. Close the connection in the implementation of the DeactivateQuotes method.

上面本人说过：欣喜的看到金字塔的进步，并没有否定的意思吧？而仅仅凭1楼的一张数据表就实现了外软接口？

也请看看WJF和AB的接口代码，Chu的WLD接口代码，说还有很多路要走，对软件造成极不利的影响？否定了？

 

论坛上高手很多，每个人学有所长，以上只是说说个人的一些看法，并没有什么人身攻击，违反版规之类的，互相学习交流，共同提高，不懂就虚心求教。别弄什么删贴，封IP之类的事。