/// <summary>
/// 埋单提交（选中）
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void MaiDanHandle(object sender, RoutedEventArgs e)
{
List <TradeOrderData> selectedOrder = new List <TradeOrderData>();
foreach (var item in dgMaiConditionOrder.SelectedItems)
{
selectedOrder.Add((TradeOrderData)item);
}
foreach (var item in selectedOrder)
{
TradeOrderData o = (TradeOrderData)item;
if (o != null)
{
//对o撤单
if (IsMaiDanHandlable(o))
{
TradeDataClient.GetClientInstance().RequestOrder(o.InvestorID, BACKENDTYPE.CTP, new RequestContent("NewOrderSingle", new List <object>()
{
CodeSetManager.GetContractInfo(o.Code, CodeSetManager.ExNameToCtp(o.Exchange)), SIDETYPE.BUY, PosEffect.Close, 0, 0, 0, o.OrderID, CommonUtil.GetHedgeType(o.Hedge)
}));
}
}
}
}
void grdRealData_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
//将不需要的行情去除掉
if (dgRealData.SelectedItem != null)
{
DisplayRealData selectedRecord = dgRealData.SelectedItem as DisplayRealData;
LvQuotesPanel.lblCode.Content = selectedRecord.Code;
//RealData selectedData = new RealData();
string tempKey = selectedRecord.Code + "_" + CodeSetManager.ExNameToCtp(selectedRecord.Market);
if (_BackupCodeDic.ContainsKey(tempKey))
{
LvQuotesPanel.SetLevelsQuotesByRealData(_BackupCodeDic[tempKey]);
}
//List<DisplayRealData> uselessDatas = new List<DisplayRealData>();
//foreach (var item in mainWindow.RealDataCollection)
//{
// if (!HQRealData.commObj.RequestingCodes.Contains(item.Code)
// && item.Code != mainWindow.uscNewOrderPanel.txtCode.Text.Trim()
// && item != selectedRecord)
// {
// uselessDatas.Add(item);
// }
//}
//foreach (var item in uselessDatas)
//{
// mainWindow.RealDataCollection.Remove(item);
//}
}
}
public bool UpdateRealProperties(DisplayRealData displayData)
{
try
{
this.CodeInfo.Code = displayData.Code;
this.CodeInfo.Name = displayData.Name;
this.Position = displayData.ChiCangLiang;
this.BidHand[0] = displayData.StBuyCount;
this.BidPrice[0] = displayData.StBuyPrice;
this.AskHand[0] = displayData.StSellCount;
this.AskPrice[0] = displayData.StSellPrice;
this.LowerLimitPrice = displayData.DownStopPrice;
this.Sum = displayData.I64Sum;
this.SettlmentPrice = displayData.ISettlementPrice;
this.PrevSettlementPrice = displayData.PrevSettleMent;
this.UpperLimitPrice = displayData.UpStopPrice;
this.Hand = displayData.CurrentHand;
this.ClosePrice = displayData.IClose;
this.MaxPrice = displayData.IMaxPrice;
this.MinPrice = displayData.IMinPrice;
this.NewPrice = displayData.INewPrice;
this.OpenPrice = displayData.Open;
this.PrevClose = displayData.PrevClose;
this.Volumn = displayData.Volumn;
this.CodeInfo.ExchCode = CodeSetManager.ExNameToCtp(displayData.Market);
this.PrevPosition = displayData.PreChicang;
this.PrevClose = displayData.PrevClose;
this.UpdateTime = displayData.UpdateTime;
return(true);
}
catch (Exception ex)
{
Util.Log_Error("exception: " + ex.Message);
Util.Log_Error("exception: " + ex.StackTrace);
return(false);
}
}
public RealData GetOptRealData_C()
{
RealData realData = new RealData();
realData.CodeInfo.Code = this.Code_C;
realData.CodeInfo.Name = this.Name;
realData.Position = this.ChiCangLiang_C;
realData.BidHand[0] = this.StBuyCount_C;
realData.BidPrice[0] = this.StBuyPrice_C;
realData.AskHand[0] = this.StSellCount_C;
realData.AskPrice[0] = this.StSellPrice_C;
realData.LowerLimitPrice = this.DownStopPrice_C;
//realData.HYCS = this.HYCS;
realData.Sum = this.I64Sum_C;
//realData.ICurrentSum = this.ICurrentSu_C;
realData.SettlmentPrice = this.ISettlementPrice_C;
realData.PrevSettlementPrice = this.PrevSettleMent_C;
realData.UpperLimitPrice = this.UpStopPrice_C;
realData.CodeInfo.Code = this.Code_C;//??
realData.Hand = this.CurrentHand_C;
//realData.I64Outside = this.I64Outside_C;
realData.ClosePrice = this.IClose_C;
//realData.IDealNumber = this.IDealNumber_C;
realData.MaxPrice = this.IMaxPrice_C;
realData.MinPrice = this.IMinPrice_C;
realData.NewPrice = this.INewPrice_C;
//Todo
//realData.LastINewPrice = this.LastINewPrice_C + r.Next(-2, 1);
//realData.IsFirstData = this.IsFirstData;
//realData.LogMessage = this.LogMessage;
//realData.Name = this.Name;
realData.OpenPrice = this.Open_C;
//realData.NTime = this.NTime_C;
realData.PrevClose = this.PrevClose_C;
//realData.UiTime = this.UiTime;
//realData.UsUpdateNumber = this.UsUpdateNumber_C;
realData.Volumn = this.Volumn_C;
realData.CodeInfo.ExchCode = CodeSetManager.ExNameToCtp(this.Market);
realData.PrevPosition = this.PreChicang_C;
realData.PrevClose = this.PrevClose_C;
realData.UpdateTime = this.UpdateTime_C;
return(realData);
}
/// <summary>
/// 根据实时主推更新资金的盈亏数据和持仓的浮动盈亏数据
/// </summary>
/// <param name="commRealTimeDatas"></param>
private void UpdateFDYK(Dictionary <Contract, RealData> realDataDict)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
foreach (Contract contract in realDataDict.Keys)
{
RealData realData = realDataDict[contract];
double newPrice = realData.NewPrice; //最新价
double prevSettlementPrice = realData.PrevSettlementPrice; //昨结算
double settlementPrice = realData.SettlmentPrice; //现结算
double bidPrice = realData.BidPrice[0];
double askPrice = realData.AskPrice[0];
if (newPrice == 0 || realData.Volumn == 0)
{
if (prevSettlementPrice > 0)
{
newPrice = prevSettlementPrice;
}
else if (newPrice == 0)
{
newPrice = realData.PrevClose;
}
}
if (bidPrice == 0)
{
bidPrice = newPrice;
}
if (askPrice == 0)
{
askPrice = newPrice;
}
double hycs = realData.CodeInfo.Hycs;
decimal fluct = realData.CodeInfo.Fluct;
if (mainWindow != null)
{
foreach (PosInfoDetail detail in mainWindow.PositionDetailCollection)
{
if (detail.Code == contract.Code)
{
detail.PrevSettleMent = prevSettlementPrice;
if (newPrice == 0)
{
detail.Fdyk = detail.Ccyk = 0;
}
//更新Detail的数据
if (detail.BuySell.Contains("买"))
{
detail.INewPrice = bidPrice;
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
detail.OptionMarketCap = bidPrice * detail.TradeHandCount * hycs;
if (detail.PositionType.Contains("今"))
{
detail.Premium = -detail.AvgPx * detail.TradeHandCount * hycs;
//detail.OptionProfit = (newPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
else
{
//detail.OptionProfit = (newPrice - detail.PrevSettleMent) * detail.TradeHandCount * hycs;
}
}
if (detail.PositionType == "今仓")
{
detail.Ccyk = (bidPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
detail.Fdyk = detail.Ccyk;
}
else
{
detail.Ccyk = (bidPrice - prevSettlementPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = (bidPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
}
else
{
detail.INewPrice = askPrice;
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
detail.OptionMarketCap = -askPrice * detail.TradeHandCount * hycs;
if (detail.PositionType.Contains("今"))
{
detail.Premium = detail.AvgPx * detail.TradeHandCount * hycs;
//detail.OptionProfit = -(newPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
else
{
//detail.OptionProfit = -(newPrice - detail.PrevSettleMent) * detail.TradeHandCount * hycs;
}
}
if (detail.PositionType == "今仓")
{
detail.Ccyk = (detail.AvgPx - askPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = detail.Ccyk;
}
else
{
detail.Ccyk = (prevSettlementPrice - askPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = (detail.AvgPx - askPrice) * detail.TradeHandCount * hycs;
}
}
}
}
foreach (PosInfoTotal posTotal in mainWindow.PositionCollection_Total)
{
if (posTotal.Code == realData.CodeInfo.Code)
{
double yesterdayDsyk = 0;
double todayDsyk = 0;
double yesterdayFdyk = 0;
double todayFdyk = 0;
double todayOpProfit = 0;
double yesterdayOpProfit = 0;
if (newPrice != 0)
{
if (CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType.Contains("Option"))
{
if (posTotal.BuySell.Contains("买"))
{
posTotal.OptionMarketCap = bidPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = -posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
//yesterdayOpProfit = (newPrice - posTotal.YesterdayOpenAvgPx) * posTotal.YesterdayPosition * hycs;//yesterdayOpProfit
//todayOpProfit = (newPrice - posTotal.TodayOpenAvgPx) * posTotal.TodayPosition * hycs;//todayOpProfit
}
else
{
posTotal.OptionMarketCap = -askPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
//yesterdayOpProfit = (posTotal.YesterdayOpenAvgPx - newPrice) * posTotal.YesterdayPosition * hycs;//yesterdayOpProfit
//todayOpProfit = (posTotal.TodayOpenAvgPx - newPrice) * posTotal.TodayPosition * hycs;//todayOpProfit
}
}
//更新Detail的数据
if (posTotal.BuySell.Contains("买"))
{
yesterdayDsyk = (bidPrice - prevSettlementPrice) * posTotal.YesterdayPosition * hycs;
todayDsyk = (bidPrice - posTotal.TodayOpenAvgPx) * posTotal.TodayPosition * hycs;
yesterdayFdyk = (bidPrice - posTotal.YesterdayOpenAvgPx) * posTotal.YesterdayPosition * hycs;
todayFdyk = todayDsyk;//(newPrice - detail.OpenAvgPx) * detail.TodayOpen * hycs;
}
else
{
if (CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType.Contains("Option"))
{
posTotal.OptionMarketCap = -askPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
}
yesterdayDsyk = (prevSettlementPrice - askPrice) * posTotal.YesterdayPosition * hycs;
todayDsyk = (posTotal.TodayOpenAvgPx - askPrice) * posTotal.TodayPosition * hycs;
yesterdayFdyk = (posTotal.YesterdayOpenAvgPx - askPrice) * posTotal.YesterdayPosition * hycs;
todayFdyk = todayDsyk;//((newPrice - detail.OpenAvgPx) * detail.TodayOpen * hycs);
}
}
posTotal.Ccyk = yesterdayDsyk + todayDsyk;
posTotal.Fdyk = yesterdayFdyk + todayFdyk;
posTotal.OptionProfit = yesterdayOpProfit + todayOpProfit;
posTotal.AvgPositionPrice = (posTotal.TodayPosition * posTotal.TodayOpenAvgPx + posTotal.YesterdayPosition * prevSettlementPrice) / posTotal.TotalPosition;
}
}
//更新资金数据
double totalDSFY = 0;
double totalFdyk = 0;
double totalPremium = 0;
double totalOptionCap = 0;
double totalOptionProfit = 0;
foreach (PosInfoTotal detail in mainWindow.PositionCollection_Total)
{
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType == "Futures")
{
totalDSFY += detail.Ccyk;
totalFdyk += detail.Fdyk;
}
else if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
totalOptionProfit += detail.Ccyk;
}
totalPremium += detail.Premium;
totalOptionCap += detail.OptionMarketCap;
totalOptionProfit += detail.OptionProfit;
}
if (mainWindow.CapitalDataCollection != null)
{
mainWindow.CapitalDataCollection.Dsfy = totalDSFY;
mainWindow.CapitalDataCollection.FloatProfit = totalFdyk;
//mainWindow.CapitalDataCollection.Premium = totalPremium;
mainWindow.CapitalDataCollection.OptionMarketCap = totalOptionCap;
mainWindow.CapitalDataCollection.OptionProfit = totalOptionProfit;
mainWindow.CapitalDataCollection.AccountCap = totalOptionCap + mainWindow.CapitalDataCollection.DynamicEquity;
}
}
}
}