如果自己想写一个股票分析的小软件，如果获取历史日线数据是个问题，今天读到http://www.doc88.com/p-97936884038.html 文章以及 http://bbs.csdn.net/topics/350004443  这两片文章，清楚了同花顺历史数据文件的格式，我去，这对于我做软件的不是小菜一碟，打开vs2010，建一个c#工程，很快搞定，哈哈

   主要代码如下:

  string filePath = @"C:\同花顺软件\同花顺\history\sznse\day\000001.day";//同花顺目录下history目录是历史日线数据，我例子打开的是平安银行000001的

            byte[] stockFileBytes = System.IO.File.ReadAllBytes(filePath);

            int recordStartPos = readByteToInt(stockFileBytes, 10, 2);//记录开始位置
            int recordLength = readByteToInt(stockFileBytes, 12, 2);//记录长度
            int recordCount = readByteToInt(stockFileBytes, 14, 2);//文件中记录条数

            int fileBytesLength=stockFileBytes.Length;

            int pos=recordStartPos;

            List stockDayList = new List();//日线数据暂时读到List中

            do
            {
                StockDay sd = new StockDay();

                sd.DateInt = readByteToInt(stockFileBytes, pos, 4);//时间，整形表示的，可转为日期型
                sd.OpenPrice = readByteToInt(stockFileBytes, pos+4, 2)*0.001f;//开盘价
                sd.HighPrice = readByteToInt(stockFileBytes, pos + 8, 2) * 0.001f;//最高价
                sd.LowPrice = readByteToInt(stockFileBytes, pos + 12, 2) * 0.001f;//最低价
                sd.ClosePrice = readByteToInt(stockFileBytes, pos + 16, 2) * 0.001f;//收盘价
                sd.VolumeValue = readByteToInt(stockFileBytes, pos + 20, 4);//成交额
                sd.Volume = readByteToInt(stockFileBytes, pos + 24, 4);//成交量

                stockDayList.Add(sd);
                pos = pos + recordLength;

            } while (pos < fileBytesLength);
 

用到了如下两个方法：

  ///
      ///  读取某位置开始的byte转换为16进制字符串
      ///
      ///
      ///
      ///
        private string readByteToHex(byte[] stockFileBytes,int startPos,int length) {

            string r = "";
            for (int i = startPos + length - 1; i >= startPos; i--) {
                r += stockFileBytes[i].ToString("X2");
            }
            return r;
        }

        ///
        ///  读取某位置开始的byte转换为16进制字符串
        ///
        ///
        ///
        ///
        private int readByteToInt(byte[] stockFileBytes, int startPos, int length)
        {

            string r = readByteToHex(stockFileBytes,startPos,length);
            int v = Convert.ToInt32(r, 16);
            return v;
        }

每一天的日K线封装为 类

 public class StockDay
    {
        int dateInt;

        public int DateInt
        {
            get { return dateInt; }
            set { dateInt = value; }
        }

        DateTime date;//日期

        public DateTime Date
        {
            get { return date; }
            set { date = value; }
        }
        float openPrice;//开盘价

        public float OpenPrice
        {
            get { return openPrice; }
            set { openPrice = value; }
        }
        float closePrice;//收盘价

        public float ClosePrice
        {
            get { return closePrice; }
            set { closePrice = value; }
        }
        float highPrice;//最高价

        public float HighPrice
        {
            get { return highPrice; }
            set { highPrice = value; }
        }
        float lowPrice;//最低价

        public float LowPrice
        {
            get { return lowPrice; }
            set { lowPrice = value; }
        }
        float volume;//成交量

        public float Volume
        {
            get { return volume; }
            set { volume = value; }
        }
        float volumeValue;//成交额

        public float VolumeValue
        {
            get { return volumeValue; }
            set { volumeValue = value; }
        }

    }

有了日线数据，就可以写自己的股票分析工具了，灵活性大啊，哈哈