/// <summary>
/// CTP InvestorPositionField To USePositionDetail,
/// (注 :此方法只是针对有昨日持仓的持仓信息来构造USePositionDetail。
/// </summary>
/// <param name="field"></param>
/// <returns></returns>
private USePositionDetail CtpInvestorPositonFieldToUSePositionDetail(InvestorPositionField field)
{
if (field.YdPosition <= 0)
{
return(null); // 只能生成历史持仓
}
USePositionDetail positionDetail = new USePositionDetail();
positionDetail.Instrument = m_dataBuffer.GetInstrumnetByCode(field.InstrumentID.Trim());
switch (field.PosiDirection)
{
case PosiDirectionType.Long: positionDetail.Direction = USeDirection.Long; break;
case PosiDirectionType.Short: positionDetail.Direction = USeDirection.Short; break;
default:
Debug.Assert(false, "Invalid PosiDirection");
break;
}
positionDetail.PositionType = USePositionType.Yestorday;
positionDetail.OpenQty = field.YdPosition;
positionDetail.OpenPrice = Convert.ToDecimal(field.PreSettlementPrice); // 昨仓取昨日结算价为建仓价
positionDetail.OpenTime = DateTime.Today.AddDays(-1); // 建仓时间设为昨日日期
positionDetail.CloseQty = 0;
positionDetail.ClosePrice = 0m;
positionDetail.CloseAmount = 0m;
return(positionDetail);
}
/// <summary>
/// CTP InvestorPositionField To USePosition。
/// </summary>
/// <param name="field"></param>
/// <returns></returns>
private USePosition CtpInvestorPositonFieldToUSePosition(InvestorPositionField field)
{
USePosition position = new USePosition();
position.Instrument = m_dataBuffer.GetInstrumnetByCode(field.InstrumentID.Trim());
Debug.Assert(position.Instrument != null && position.InstrumentCode == field.InstrumentID.Trim(), "position.Instrument is null");
int volumeMultiple = m_dataBuffer.GetVolumeMultiple(position.Instrument);
switch (field.PosiDirection)
{
case PosiDirectionType.Long: position.Direction = USeDirection.Long; break;
case PosiDirectionType.Short: position.Direction = USeDirection.Short; break;
default:
Debug.Assert(false, "Invalid PosiDirection");
break;
}
position.NewPosition = field.TodayPosition;
position.YesterdayPosition = field.YdPosition;
position.OldPosition = field.Position - field.TodayPosition;
position.AvgPirce = 0m;
position.Amount = 0m;
position.OpenQty = field.OpenVolume;
position.CloseQty = field.CloseVolume;
return(position);
}
