public SecurityItem GetSecurity(string investmentID)
{
if (!_securityDatas.ContainsKey(investmentID))
{
int pos = investmentID.IndexOf('.');
string secuCode = string.Empty;
if (pos > 0)
{
secuCode = investmentID.Substring(0, pos);
}
else
{
secuCode = investmentID;
}
SecurityItem securityItem = new SecurityItem
{
SecuCode = secuCode,
};
AddSecurity(investmentID, securityItem);
}
return(_securityDatas[investmentID]);
}
protected void grdSecurityGroups_OnDataBound(object sender, GridViewRowEventArgs e)
{
if (e.Row.RowType == DataControlRowType.DataRow)
{
SecurityItem si = (SecurityItem)e.Row.DataItem;
RadioButton rb = (RadioButton)e.Row.FindControl("rdoSecurityOption");
HiddenField hf = (HiddenField)e.Row.FindControl("hdnPrivacyCode");
RadioButton rdoSecurityOption = (RadioButton)e.Row.FindControl("rdoSecurityOption");
Literal l = (Literal)e.Row.FindControl("rdoSecurityOptionLabel");
HiddenField hl = (HiddenField)e.Row.FindControl("hdnLabel");
rdoSecurityOption.GroupName = "SecurityOption";
hf.Value = si.PrivacyCode.ToString();
l.Text = "<label for=\"" + rb.UniqueID.Replace("$", "_") + "\">" + si.Label + "</label>";
hl.Value = si.Label;
if (si.PrivacyCode == this.PrivacyCode)
{
rb.Checked = true;
litVisibility.Text = "(" + si.Label + ")";
}
else
{
rb.Checked = false;
}
}
}
protected void grdSecurityGroups_OnDataBound(object sender, GridViewRowEventArgs e)
{
if (e.Row.RowType == DataControlRowType.DataRow)
{
SecurityItem si = (SecurityItem)e.Row.DataItem;
RadioButton rb = (RadioButton)e.Row.FindControl("rdoSecurityOption");
HiddenField hf = (HiddenField)e.Row.FindControl("hdnPrivacyCode");
RadioButton rdoSecurityOption = (RadioButton)e.Row.FindControl("rdoSecurityOption");
rdoSecurityOption.GroupName = "SecurityOption";
hf.Value = si.PrivacyCode.ToString();
if (si.PrivacyCode == this.PrivacyCode)
{
if (this.PrivacyCode == 0)
{
si.Label = "<b>" + si.Label + "</b>";
}
rb.Checked = true;
imbSecurityOptions.Text = "Edit Visibility (" + si.Label + ")";
}
else
{
rb.Checked = false;
}
}
}
private void SetItemPrice(CancelRedoItem item, SecurityItem secuItem, PriceType priceType)
{
var marketData = QuoteCenter2.Instance.GetMarketData(secuItem);
item.EntrustPrice = QuotePriceHelper.GetPrice(priceType, marketData);
item.LastPrice = marketData.CurrentPrice;
item.LimitDownPrice = marketData.LowLimitPrice;
item.LimitUpPrice = marketData.HighLimitPrice;
}
public void AddSecurity(string investmentID, SecurityItem securityItem)
{
if (!_securityDatas.ContainsKey(investmentID))
{
_securityDatas.Add(investmentID, securityItem);
}
else
{
_securityDatas[investmentID] = securityItem;
}
}
private SecurityItem CreateItem(Security security)
{
var data = new SecurityItem(security);
if (MarketDataProvider != null)
{
UpdateData(security, data);
}
return(data);
}
private void UpdateData(Security security, SecurityItem data)
{
var changes = MarketDataProvider.GetSecurityValues(security);
if (changes == null)
{
return;
}
data.ApplyChanges(changes, TimeHelper.NowWithOffset, TimeHelper.Now);
data.RefreshLastTradeDirection();
}
public MarketData GetMarketData(SecurityItem secuItem)
{
string windCode = CodeHelper.GetWindCode(secuItem);
MarketData marketData = new MarketData
{
InstrumentID = windCode
};
return(_quote.Get(windCode));
}
public int Update(SecurityItem securityItem)
{
var dbCommand = _dbHelper.GetStoredProcCommand(SP_Modify);
_dbHelper.AddInParameter(dbCommand, "@SecuCode", System.Data.DbType.String, securityItem.SecuCode);
_dbHelper.AddInParameter(dbCommand, "@SecuName", System.Data.DbType.String, securityItem.SecuName);
_dbHelper.AddInParameter(dbCommand, "@ExchangeCode", System.Data.DbType.String, securityItem.ExchangeCode);
_dbHelper.AddInParameter(dbCommand, "@SecuType", System.Data.DbType.Int32, (int)securityItem.SecuType);
int ret = _dbHelper.ExecuteNonQuery(dbCommand);
return(ret);
}
private List <SecurityItem> Select(string secuCode, SecurityType secuType)
{
var dbCommand = _dbHelper.GetStoredProcCommand(SP_Get);
if (!string.IsNullOrEmpty(secuCode))
{
_dbHelper.AddInParameter(dbCommand, "@SecuCode", System.Data.DbType.String, secuCode);
}
if (secuType == SecurityType.All)
{
_dbHelper.AddInParameter(dbCommand, "@SecuType", System.Data.DbType.Int32, null);
}
else
{
_dbHelper.AddInParameter(dbCommand, "@SecuType", System.Data.DbType.Int32, (int)secuType);
}
List <SecurityItem> items = new List <SecurityItem>();
var reader = _dbHelper.ExecuteReader(dbCommand);
if (reader.HasRows)
{
while (reader.Read())
{
SecurityItem item = new SecurityItem();
item.SecuCode = (string)reader["SecuCode"];
item.SecuName = (string)reader["SecuName"];
item.ExchangeCode = (string)reader["ExchangeCode"];
item.SecuType = (SecurityType)reader["SecuType"];
if (reader["ListDate"] != null && reader["ListDate"] != DBNull.Value)
{
item.ListDate = (string)reader["ListDate"];
}
items.Add(item);
}
}
reader.Close();
_dbHelper.Close(dbCommand);
return(items);
}
public SecurityItem Get(string secuCode, SecurityType secuType)
{
var allSecuItems = Get();
var secuItem = allSecuItems.Find(p => p.SecuCode.Equals(secuCode) && p.SecuType == secuType);
if (secuItem == null)
{
secuItem = new SecurityItem
{
SecuCode = secuCode,
SecuType = secuType,
ExchangeCode = SecurityItemHelper.GetExchangeCode(secuCode, secuType),
};
string investmentID = CodeHelper.GetWindCode(secuItem);
Add(investmentID, secuItem);
}
return(secuItem);
}
/// <summary>
/// Get the wind code from SecurityItem. The SecurityItem includes secucode, exchange, security type.
/// The final wind code will end with the point+exchangecode, such as 000001.SZ, 600000.SH, IF1612.CF
/// </summary>
/// <param name="secuItem">The SecurityItem, which include secucode, security type, exchange information.</param>
/// <returns>A wind code consist of wind internal code, point, and exchange code.</returns>
public static string GetWindCode(SecurityItem secuItem)
{
string secuCode = secuItem.SecuCode.Trim();
string windCode = secuCode;
if (secuItem.SecuType == SecurityType.Index)
{
windCode = CodeHelper.GetIndexWindCode(secuCode);
}
string exchangeCode = secuItem.ExchangeCode;
if (string.IsNullOrEmpty(exchangeCode))
{
exchangeCode = SecurityItemHelper.GetExchangeCode(secuItem.SecuCode, secuItem.SecuType);
}
if (!string.IsNullOrEmpty(exchangeCode))
{
if (exchangeCode.Equals(Exchange.SHSE, StringComparison.OrdinalIgnoreCase))
{
windCode += ".SH";
}
else if (exchangeCode.Equals(Exchange.SZSE, StringComparison.OrdinalIgnoreCase))
{
windCode += ".SZ";
}
else if (exchangeCode.Equals(Exchange.CFFEX, StringComparison.OrdinalIgnoreCase))
{
windCode += ".CF";
}
}
else
{
//do nothing
}
return(windCode);
}
public SecurityItem Get(string secuCode, string exchangeCode)
{
var allSecuItems = Get();
//var secuItem = allSecuItems.Find(p => p.SecuCode.Equals(secuCode) && (p.SecuType == SecurityType.Stock || p.SecuType == SecurityType.Futures));
var secuItem = allSecuItems.Find(p => p.SecuCode.Equals(secuCode) && p.ExchangeCode.Equals(exchangeCode));
if (secuItem == null)
{
secuItem = new SecurityItem
{
SecuCode = secuCode,
SecuType = SecurityItemHelper.GetSecurityType(secuCode, exchangeCode),
ExchangeCode = exchangeCode,
//ExchangeCode = SecurityItemHelper.GetExchangeCode(secuCode),
};
string investmentID = CodeHelper.GetWindCode(secuItem);
Add(investmentID, secuItem);
}
return(secuItem);
}
public List <SecurityItem> GetAll()
{
if (_futuresItems == null)
{
_futuresItems = new List <SecurityItem>();
}
if (_futuresItems.Count == 0)
{
var quoteItems = _quote.GetFuturesContract();
if (quoteItems != null && quoteItems.Count > 0)
{
_futuresItems.AddRange(quoteItems);
}
var dbItems = _futurescontractdao.GetAll();
if (dbItems != null && dbItems.Count > 0)
{
foreach (var dbItem in dbItems)
{
var findItem = _futuresItems.Find(p => p.SecuCode.Equals(dbItem.Code));
if (findItem == null)
{
SecurityItem newItem = new SecurityItem
{
SecuCode = dbItem.Code,
SecuName = dbItem.Name,
SecuType = SecurityType.Futures,
ExchangeCode = dbItem.Exchange,
};
_futuresItems.Add(newItem);
}
}
}
}
return(_futuresItems);
}
public void Add(string investmentID, SecurityItem secuItem)
{
_quote.AddSecurity(investmentID, secuItem);
}
private void AddSecurity(TDFCode[] codeArr)
{
for (int i = 0; i < codeArr.Length; i++)
{
if (codeArr[i].Type >= 0x10 && codeArr[i].Type <= 0x16)
{
//股票代码
//TDFOptionCode code = new TDFOptionCode();
//var ret = _tdfImp.GetOptionCodeInfo(codeArr[i].WindCode, ref code);
SecurityItem securityItem = new SecurityItem();
securityItem.SecuCode = codeArr[i].Code;
securityItem.SecuName = codeArr[i].CNName;
securityItem.SecuType = SecurityType.Stock;
//if (codeArr[i].WindCode.Equals("002109.SZ", StringComparison.InvariantCultureIgnoreCase))
//{
// Console.WriteLine(codeArr[i].WindCode);
//}
if (codeArr[i].Market.Equals("SZ", System.StringComparison.InvariantCultureIgnoreCase))
{
securityItem.ExchangeCode = Exchange.SZSE;
}
else if (codeArr[i].Market.Equals("SH", System.StringComparison.InvariantCultureIgnoreCase))
{
securityItem.ExchangeCode = Exchange.SHSE;
}
else
{
//Fail;
}
_quote.AddSecurity(codeArr[i].WindCode, securityItem);
}
else if (codeArr[i].Type == 0x70)
{
//股指期货
SecurityItem securityItem = new SecurityItem();
securityItem.SecuCode = codeArr[i].Code;
securityItem.SecuName = codeArr[i].CNName;
securityItem.SecuType = SecurityType.Futures;
securityItem.ExchangeCode = Exchange.CFFEX;
_quote.AddSecurity(codeArr[i].WindCode, securityItem);
}
else if (codeArr[i].Type == 0x01)
{
//指数
SecurityItem securityItem = new SecurityItem();
securityItem.SecuCode = CodeHelper.GetIndexSecuCode(codeArr[i].Code);
securityItem.SecuName = codeArr[i].CNName;
securityItem.SecuType = SecurityType.Index;
if (codeArr[i].Market.Equals("SZ", System.StringComparison.InvariantCultureIgnoreCase))
{
securityItem.ExchangeCode = Exchange.SZSE;
}
else if (codeArr[i].Market.Equals("SH", System.StringComparison.InvariantCultureIgnoreCase))
{
securityItem.ExchangeCode = Exchange.SHSE;
}
else
{
//Fail;
}
_quote.AddSecurity(codeArr[i].WindCode, securityItem);
}
else
{
//do nothing
}
}
}