add support for new WSEE & WSES queries

README.md

@@ -26,33 +26,22 @@ This project provides kdb+/q support for 4 distinct sets of APIs provided by [Wi
 
 ### Build
 
-如果您使用<del>正版的Visual Studio 2013</del>Visual Studio 2015（包括社区版），则本工程只需要[Kx][]的[`k.h`][github_c]（须作[少许改动](#modification)）和[`q.lib`][github_w]即可编译通过。（如需运行单元测试项目`Test_kdb+.util`，则还额外需要[`c.lib`][github_w]和[`c.dll`][github_w]。）这些编译所需要的文件都已经包含在本项目中。
+本工程需要使用<del>正版的Visual Studio 2013</del>Visual Studio 2015（包括社区版）进行编译。
 
 <del>如果您使用的是免费版的Visual Studio Express 2013，则本工程还额外需要[Windows Driver Kit (WDK) v7.1.0][WDK]中的头文件和库方可编译。为方便直接使用，[压缩包](./packaged/)里还包括了工程编译后生成的DLL（在Release目录中）。</del>
 
-#### <a name="modification"></a>对[`k.h`][github_c]所作的改动：
+### Note
 
-1. Line 89:
+万得金融终端安装时，缺省只会把安装目录下的`bin`子目录加入到`PATH`环境变量中。这种情况下只能正常使用32位版的接口。
 
-    ```cpp
-    extern double log(double);
-    ```
-Comment out this line to avoid conflicting signature in `math.h` from MSVC <del>2013</del>2015.
-
-#### 对`Wind_API`项目所作的改动：
-
-1. `Additional Include Directories`:
-
-    Change `D:\Wind\Wind.NET.Client\WindNET\...` to the installation path of your 万得金融终端.
-2. `Additional Library Directories`:
-
-    Change `D:\Wind\Wind.NET.Client\WindNET\...` to the installation path of your 万得金融终端.
+如果需要使用64位版的接口，请务必在kdb+启动前，先把万得金融终端安装目录下的`x64`子目录加入到`PATH`环境变量最前面，以便让`q.exe`进程能在32位版本之前先找到64位版本的库。
 
 ### Change Log
 
 * 2018.04
   * Include dependent headers and libraries into the project
-  * Added support for x64 build
+  * Add support for x64 build
+  * Add support for the new `WSES` and `WSEE` functions
 * 2018.01
   * Upgraded from MSVC 2013 to 2015
   * Various bug fixes for `Wind_RD.q` module

Test_Wind_API/Test_Wind.q

@@ -12,65 +12,77 @@
 
 -1"WindAPI Version: ",.wind.version[];
 
+-1"=== Variables =================";
 show
     .wind.QueryGap;
-
+-1"=== Timeout =================";
 show
     .wind.getTimeout[];
 show
     .wind.setTimeout 00:01;
-
+-1"=== Login =================";
 //NOTE: no longer require username/password, as account is tied to Wind Terminal
     .wind.login[`;`];
 /    .wind.logout[];
-
+-1"=== WSD =================";
 show
     .wind.WSD[`000001.SZ;`open`high`low`close`volume;"ED-1M";.z.D;()];
-
+show
+    .wind.WSD[`000001.SZ`600000.SH;`volume;"ED-21TD";.z.D;()]
+-1"=== WSS =================";
 show
     .wind.WSS[`000001.SZ`000002.SZ`600000.SH;`open`high`low`close`volume;`tradeDate`cycle!(.z.D;`W)];
-
+-1"=== WSI =================";
 show
     .wind.WSI[`000001.SZ`000002.SZ`600000.SH;`open`high`low`close`volume;.z.D;`datetime$1D+.z.D;(1#`BarSize)!1#1];
-
+-1"=== WST =================";
 show
     .wind.WST[`000001.SZ;`last`bid`ask`bid1`bsize1`ask1`asize1;.z.D;`datetime$1D+.z.D;()];
-
+-1"=== WSET =================";
 show
     .wind.WSET[`SectorConstituent;`date`sectorid!(.z.D;`a001010100000000)];
 show
     .wind.WSET["OptionChain";`date`us_code`position_var`month`call_put!(.z.D;`0001.HK;`;"全部";"全部")];
-
+-1"=== WSQ =================";
 show
     .wind.WSQ[`000001.SZ`000002.SZ`600000.SH;`rt_date`rt_time`rt_last`rt_vol;();::];
 //TODO: How to test WSQ subscription mode?!
 /show
 /    qid:.wind.WSQ[`000001.SZ`000002.SZ`600000.SH;`rt_date`rt_time`rt_last`rt_vol;();]`callback set .wind.makeCallback{show(.z.P;x);show y};
 /    .wind.unsub qid;
 /    .wind.unsubAll[];
-
+-1"=== WSES =================";
+show
+    .wind.WSES[`1000011262000000;`sec_close_avg;.z.D-100;.z.D;(1#`DynamicTime)!1#0];
+show
+    .wind.WSES[`1000011262000000`1000011263000000`1000011264000000;`sec_close_avg;.z.D-100;.z.D;(1#`DynamicTime)!1#1];
+-1"=== WSEE =================";
+show
+    .wind.WSEE[`1000011262000000`1000011263000000`1000011264000000;`sec_close_avg`sec_turn_avg;`tradeDate`endDate`unit`DynamicTime!(-1 0+.z.D),1 0];
+-1"=== h2code =================";
 show
     .wind.h2code[("10000875";"10000877");`option;()];
-
+-1"=== tDays =================";
 show
     .wind.tDays[2010.01.01;.z.D;`Days`Period!`Weekdays`Q];
-
+-1"=== tDaysOffset =================";
 show
     .wind.tDaysOffset[.z.D;-2;`Days`Period!`Weekdays`W];
-
+-1"=== tDaysCount =================";
 show
     .wind.tDaysCount[2010.01.01;.z.D;`Days`Period!`Weekdays`Q];
-
+-1"=== EDB =================";
 show
     .wind.EDB[`M0009808;.z.D-30;.z.D;()];
-
+show
+    .wind.EDB[`M0009808`M0009809;.z.D-30;.z.D;()]
 //TODO: How to test PMS functionality?
-/show
+/-1"=== WPF =================";
 /    .wind.WPF
+/-1"=== WUPF =================";
 /    .wind.WUPF
-
 -2@/:(
-    "========================================================================================";
-    "Test_Wind_API >>> If you can read this line, all tests have been completed successfully!";
-    "========================================================================================");
+    "==========================================================================================";
+    " Test_Wind_API >>> If you can read this line, all tests have been completed successfully! ";
+    "==========================================================================================");
 exit 0

Wind_API/Wind.q

@@ -169,6 +169,19 @@ unsub:DLL 2:(`Wind_cr;1);
 /q) .wind.unsubAll[]
 unsubAll:DLL 2:(`Wind_car;1);
 
+/q) .wind.WSES[`1000011262000000;`sec_close_avg;.z.D-100;.z.D;(1#`DynamicTime)!1#0]
+/q) .wind.WSES[`1000011262000000`1000011263000000`1000011264000000;`sec_close_avg;.z.D-100;.z.D;(1#`DynamicTime)!1#1]
+WSES:{[F;c;i;b;e;p]
+    impl.windHack update`date$ts,`$code from
+        impl.quantData2Table F[(),c;i;b;e;impl.dict2Strings p]
+  }DLL 2:(`Wind_wses;5);
+
+/q) .wind.WSEE[`1000011262000000`1000011263000000`1000011264000000;`sec_close_avg`sec_turn_avg;`tradeDate`endDate`unit`DynamicTime!(-1 0+.z.D),1 0]
+WSEE:{[F;c;i;p]
+    impl.windHack update`$code from
+        impl.quantData2Table F[(),c;(),i;impl.dict2Strings p]
+  }DLL 2:(`Wind_wsee;3);
+
 /q) .wind.h2code[`000001                ;`stocka;()]
 /q) .wind.h2code[`000001`600000         ;`stocka;()]
 /q) .wind.h2code[`IC00`A1705            ;`future;()]
@@ -202,6 +215,7 @@ tDaysCount:{[F;b;e;p]
   }DLL 2:(`Wind_tdayscnt;3);
 
 /q) .wind.EDB[`M0009808;2011.01.01;2015.06.29;()]
+/q) .wind.EDB[`M0009808`M0009809;2011.01.01;2015.06.29;()]
 EDB:{[F;c;b;e;p]
     delete ts,code from update date:"d"$ts,sym:`$code from
         impl.quantData2Table F[(),c;b;e;impl.dict2Strings p]

Wind_API/Wind_API.h

@@ -92,6 +92,21 @@ extern "C" {
 	WIND_API K K_DECL Wind_cr(K qid);
 	WIND_API K K_DECL Wind_car(K/*NOTE: at least one argument required by `2:'*/);
 
+	// (1 x windCodes + n x indicators) or (n x windCodes + 1 x indicators) 
+	WIND_API K K_DECL Wind_wses(
+		K windCodes,	//-11h or 11h or 10h or 0h=(10h;...)
+		K indicator,	//-11h
+		K beginDate,	//-14h or 10h
+		K endDate,		//-14h
+		K params		//0h=() or 11h!0h
+	);
+
+	WIND_API K K_DECL Wind_wsee(
+		K windCodes,	//-11h or 11h or 10h or 0h=(10h;...)
+		K indicators,	//-11h or 11h
+		K params		//0h=() or 11h!0h
+	);
+
 	WIND_API K K_DECL Wind_htocode(
 		K codes,		//-11h or 11h or 10h or 0h=(10h;...)
 		K type,			//-11h or 10h

Wind_API/Wind_API.vcxproj

@@ -92,9 +92,9 @@
       <EnablePREfast>true</EnablePREfast>
     </ClCompile>
     <Link>
-      <SubSystem>Console</SubSystem>
       <GenerateDebugInformation>true</GenerateDebugInformation>
       <AdditionalLibraryDirectories>$(TargetDir);$(SolutionDir)lib\WindQuantAPI\$(PlatformTarget)\;$(SolutionDir)lib\q\$(PlatformTarget)\;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <SubSystem>Console</SubSystem>
     </Link>
     <PostBuildEvent>
       <Command>IF EXIST $(SolutionDir)..\..\code\ (
@@ -136,9 +136,9 @@ IF NOT EXIST $(TargetDir).wind.pass (
       <EnablePREfast>true</EnablePREfast>
     </ClCompile>
     <Link>
-      <SubSystem>Console</SubSystem>
       <GenerateDebugInformation>true</GenerateDebugInformation>
       <AdditionalLibraryDirectories>$(TargetDir);$(SolutionDir)lib\WindQuantAPI\$(PlatformTarget)\;$(SolutionDir)lib\q\$(PlatformTarget)\;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <SubSystem>Console</SubSystem>
     </Link>
     <PostBuildEvent>
       <Command>IF EXIST $(SolutionDir)..\..\code\ (
@@ -181,11 +181,11 @@ IF NOT EXIST $(TargetDir).wind.pass (
       <TreatWarningAsError>true</TreatWarningAsError>
     </ClCompile>
     <Link>
-      <SubSystem>Console</SubSystem>
       <GenerateDebugInformation>true</GenerateDebugInformation>
       <EnableCOMDATFolding>true</EnableCOMDATFolding>
       <OptimizeReferences>true</OptimizeReferences>
       <AdditionalLibraryDirectories>$(TargetDir);$(SolutionDir)lib\WindQuantAPI\$(PlatformTarget)\;$(SolutionDir)lib\q\$(PlatformTarget)\;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <SubSystem>Console</SubSystem>
     </Link>
     <PostBuildEvent>
       <Command>IF EXIST $(SolutionDir)..\..\code\ (
@@ -228,11 +228,11 @@ IF NOT EXIST $(TargetDir).wind.pass (
       <TreatWarningAsError>true</TreatWarningAsError>
     </ClCompile>
     <Link>
-      <SubSystem>Console</SubSystem>
       <GenerateDebugInformation>true</GenerateDebugInformation>
       <EnableCOMDATFolding>true</EnableCOMDATFolding>
       <OptimizeReferences>true</OptimizeReferences>
       <AdditionalLibraryDirectories>$(TargetDir);$(SolutionDir)lib\WindQuantAPI\$(PlatformTarget)\;$(SolutionDir)lib\q\$(PlatformTarget)\;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <SubSystem>Console</SubSystem>
     </Link>
     <PostBuildEvent>
       <Command>IF EXIST $(SolutionDir)..\..\code\ (

Wind_API/Wind_strike.cpp

@@ -173,6 +173,42 @@ WIND_API K K_DECL Wind_wset(K reportName, K params) {
 	return result.waitFor(qid);
 }
 
+WIND_API K K_DECL Wind_wses(K windCodes, K indicator, K beginDate, K endDate, K params) {
+	std::wstring codes, indi, begin, end, paras;
+	try {
+		codes = Wind::util::qList2WStringJoin(windCodes, L',');
+		indi = q::q2WString(indicator);
+		begin = Wind::util::q2StrOrX(beginDate, &Wind::util::q2DateStr);
+		end = Wind::util::q2StrOrX(endDate, &Wind::util::q2DateStr);
+		paras = Wind::util::qDict2WStringMapJoin(params, L';', L'=');
+	}
+	catch (std::runtime_error const& error) {
+		return q::error2q(error.what());
+	}
+
+	Wind::callback::Result result;
+	::WQID const qid = ::WSES(codes.c_str(), indi.c_str(), begin.c_str(), end.c_str(), paras.c_str(),
+		&Wind::callback::strike, result.dup());
+	return result.waitFor(qid);
+}
+
+WIND_API K K_DECL Wind_wsee(K windCodes, K indicators, K params) {
+	std::wstring codes, indis, paras;
+	try {
+		codes = Wind::util::qList2WStringJoin(windCodes, L',');
+		indis = Wind::util::qList2WStringJoin(indicators, L',');
+		paras = Wind::util::qDict2WStringMapJoin(params, L';', L'=');
+	}
+	catch (std::runtime_error const& error) {
+		return q::error2q(error.what());
+	}
+
+	Wind::callback::Result result;
+	::WQID const qid = ::WSEE(codes.c_str(), indis.c_str(), paras.c_str(),
+		&Wind::callback::strike, result.dup());
+	return result.waitFor(qid);
+}
+
 WIND_API K K_DECL Wind_htocode(K codes, K type, K params) {
 	std::wstring codeList, codeType, paras;
 	try {

q_Wind.sln

@@ -151,7 +151,6 @@ Global
 		{41577929-CFDA-42D7-9A03-8F77023A8D8A}.Debug|Win32.ActiveCfg = Debug|Win32
 		{41577929-CFDA-42D7-9A03-8F77023A8D8A}.Debug|Win32.Build.0 = Debug|Win32
 		{41577929-CFDA-42D7-9A03-8F77023A8D8A}.Debug|x64.ActiveCfg = Debug|x64
-		{41577929-CFDA-42D7-9A03-8F77023A8D8A}.Debug|x64.Build.0 = Debug|x64
 		{41577929-CFDA-42D7-9A03-8F77023A8D8A}.Release|Win32.ActiveCfg = Release|Win32
 		{41577929-CFDA-42D7-9A03-8F77023A8D8A}.Release|x64.ActiveCfg = Release|x64
 	EndGlobalSection