屌丝的股票数据获取办法。新浪的数据接口还是比较多的，基本行情数据获取如下：
enum enumDATA_SINA_STOCK_ITEM_INDEX { DATA_SINA_STOCK_ITEM_INDEX_StockCode, DATA_SINA_STOCK_ITEM_INDEX_StockName, DATA_SINA_STOCK_ITEM_INDEX_OpenPrice, DATA_SINA_STOCK_ITEM_INDEX_YesterdayClosePrice, DATA_SINA_STOCK_ITEM_INDEX_CurrentPrice, DATA_SINA_STOCK_ITEM_INDEX_HighPrice, DATA_SINA_STOCK_ITEM_INDEX_LowPrice, DATA_SINA_STOCK_ITEM_INDEX_BuyPrice, DATA_SINA_STOCK_ITEM_INDEX_SellPrice, DATA_SINA_STOCK_ITEM_INDEX_Amount, DATA_SINA_STOCK_ITEM_INDEX_Turnover, DATA_SINA_STOCK_ITEM_INDEX_B1Vol, DATA_SINA_STOCK_ITEM_INDEX_B1Price, DATA_SINA_STOCK_ITEM_INDEX_B2Vol, DATA_SINA_STOCK_ITEM_INDEX_B2Price, DATA_SINA_STOCK_ITEM_INDEX_B3Vol, DATA_SINA_STOCK_ITEM_INDEX_B3Price, DATA_SINA_STOCK_ITEM_INDEX_B4Vol, DATA_SINA_STOCK_ITEM_INDEX_B4Price, DATA_SINA_STOCK_ITEM_INDEX_B5Vol, DATA_SINA_STOCK_ITEM_INDEX_B5Price, DATA_SINA_STOCK_ITEM_INDEX_S1Vol, DATA_SINA_STOCK_ITEM_INDEX_S1Price, DATA_SINA_STOCK_ITEM_INDEX_S2Vol, DATA_SINA_STOCK_ITEM_INDEX_S2Price, DATA_SINA_STOCK_ITEM_INDEX_S3Vol, DATA_SINA_STOCK_ITEM_INDEX_S3Price, DATA_SINA_STOCK_ITEM_INDEX_S4Vol, DATA_SINA_STOCK_ITEM_INDEX_S4Price, DATA_SINA_STOCK_ITEM_INDEX_S5Vol, DATA_SINA_STOCK_ITEM_INDEX_S5Price, DATA_SINA_STOCK_ITEM_INDEX_Date, DATA_SINA_STOCK_ITEM_INDEX_Time, DATA_SINA_STOCK_ITEM_INDEX_AddData, //+100,(103表示停牌) DATA_SINA_STOCK_ITEM_INDEX_Max }; extern const wchar_t* DATA_SINA_STOCK_ITEM_Strings[DATA_SINA_STOCK_ITEM_INDEX_Max]; typedef struct tagSINA_STOCK_DATA { unsigned long long llVal[DATA_SINA_STOCK_ITEM_INDEX_Max]; int iVip[DATA_SINA_STOCK_SECOND_INDEX_Max]; CString stockName; void ProcessVipData(); bool GetChangeBit(tagSINA_STOCK_DATA& obj, IntBoolMap& chgBit); bool IsStopTrading(); }SINA_STOCK_DATA; int CSF_SinaStocker::GetSinaPackets(CString strCodes, int iCnt /* = 1 */) { int i; m_iCnt = 0; CSF_HttpDataReader httpReader; //strCodes内容像这样：【sh600000，sz000002】，。。。最多一次可以抓取900个股票的数据 CString strSinaUrl = L"http://hq.sinajs.cn/list=" + strCodes; int len = httpReader.GetHttpData(strSinaUrl,m_bufHttpRead,iCnt*320); if (len > 0) { m_bufHttpRead[len] = 0; CString strData = TF_AnsiToUnicode(m_bufHttpRead); wstring sData = strData.GetString(); //delete the end ; sData = sData.substr(0, sData.find_last_of(L';', sData.size()-1)); vector<wstring> vecItem; TF_SplitString(sData,L";",vecItem); vector<wstring>::iterator it = vecItem.begin(); while (it != vecItem.end()) { vector<wstring> vecDetail; int iCnt = TF_SplitString(*it, L",", vecDetail); if (iCnt == (DATA_SINA_STOCK_ITEM_INDEX_Max-1)) //-1 because the stockCode and StockName at the first wstring { int vecIndex = 0; //for the list number after the first one, there has char at the var hq_str_sh int iStart = vecDetail[vecIndex].find(L'v'); if (iStart == -1)
continue;
//Stock Code m_stockDataArray[m_iCnt].llVal[DATA_SINA_STOCK_ITEM_INDEX_StockCode] = _wtoi(vecDetail[vecIndex].substr(iStart+13, LEN_STOCK_CODE).c_str()); m_stockDataArray[m_iCnt].stockName.Format(L"%s",vecDetail[vecIndex].substr(iStart+21, vecDetail[vecIndex].size()-(iStart+21)).c_str()); vecIndex++; //Open Price to S5 Price for (i=DATA_SINA_STOCK_ITEM_INDEX_OpenPrice;i<=DATA_SINA_STOCK_ITEM_INDEX_S5Price;i++) { if ((i == DATA_SINA_STOCK_ITEM_INDEX_Amount) || (i == DATA_SINA_STOCK_ITEM_INDEX_Turnover) || (i == DATA_SINA_STOCK_ITEM_INDEX_B1Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_B2Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_B3Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_B4Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_B5Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_S1Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_S2Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_S3Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_S4Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_S5Vol)) { m_stockDataArray[m_iCnt].llVal[i] = (unsigned long long )(_wtof(vecDetail[vecIndex++].c_str())); } else { m_stockDataArray[m_iCnt].llVal[i] = TF_GetCorrectPriceVar(vecDetail[vecIndex++]); } } //Stock Date m_stockDataArray[m_iCnt].llVal[DATA_SINA_STOCK_ITEM_INDEX_Date] = _wtoi(vecDetail[vecIndex].substr(0,4).c_str())*10000 + _wtoi(vecDetail[vecIndex].substr(5,2).c_str())*100 + _wtoi(vecDetail[vecIndex].substr(8,2).c_str()); vecIndex++; //Stock Time m_stockDataArray[m_iCnt].llVal[DATA_SINA_STOCK_ITEM_INDEX_Time] = _wtoi(vecDetail[vecIndex].substr(0,4).c_str())*10000 + _wtoi(vecDetail[vecIndex].substr(3,2).c_str())*100 + _wtoi(vecDetail[vecIndex].substr(6,2).c_str()); vecIndex++; //Stock Additional Code m_stockDataArray[m_iCnt].llVal[DATA_SINA_STOCK_ITEM_INDEX_AddData] = _wtoi(vecDetail[vecIndex].c_str()) + 100; //Process the vip data m_stockDataArray[m_iCnt].ProcessVipData(); m_iCnt++; } it++; } } return m_iCnt; }
工作线程，不断地去抓取全部股票的行情数据。