/// <summary>
/// 获取多头空头状态，0：表示多头，1：表示空头；
/// </summary>
private int GetSideState(TradeInfo_O32 row)
{
switch (row.C_ENTRUST_DIRECTION)
{
case 'X': // 卖出开仓，看跌
case 'Y': // 买入平仓，看跌
return 1;
case 'V': // 买入开仓，看涨
case 'W': // 卖出平仓，看涨
return 0;
default:
return 0;
}
}
protected int GetDirection(TradeInfo_O32 row)
{
switch (row.C_ENTRUST_DIRECTION)
{
case 'X':
case 'V':
return DirectionCoding.GetDirectionCode(TradeType.TRADE_FUT_OPEN);
case 'Y':
case 'W':
return DirectionCoding.GetDirectionCode(TradeType.TRADE_FUT_CLOSE);
case 'P': // ETF基金申购
return DirectionCoding.GetDirectionCode(TradeType.TRADE_ETF_SUBSCRIPTION);
case 'Q': // ETF基金赎回
return DirectionCoding.GetDirectionCode(TradeType.TRADE_ETF_REDUMPTION);
case 'm': // 基金分拆
return DirectionCoding.GetDirectionCode(TradeType.TRADE_FUND_SPLIT);
case 'n': // 基金合并
return DirectionCoding.GetDirectionCode(TradeType.TRADE_FUND_MERGE);
case 'p': // 开基申购
return DirectionCoding.GetDirectionCode(TradeType.TRADE_FUND_SUBSCRIPTION);
case 'q': // 开基赎回
return DirectionCoding.GetDirectionCode(TradeType.TRADE_FUND_REDUMPTION);
default:
{
if (row.VC_REPORT_DIRECTION == "B" || row.VC_REPORT_DIRECTION == "0B")
return DirectionCoding.GetDirectionCode(TradeType.TRADE_BUY);
else if (row.VC_REPORT_DIRECTION == "S" || row.VC_REPORT_DIRECTION == "0S")
return DirectionCoding.GetDirectionCode(TradeType.TRADE_SELL);
else
return 0;
}
}
}
protected TradeRow GetTradeRow(TradeInfo_O32 row)
{
TradeRow info = new TradeRow();
// 02、成交日期：
info.Trade_Date = row.L_DATE;
// 03、成交ID：
info.Trade_Id = row.VC_DEAL_NO;
// 04、证券代码：
info.Security_Id = this.ConvertSecurityId(row);
// 05、方向标志位：可根据平仓类型转换；
info.Direction = this.GetDirection(row);
// 06、数量：
info.Volume = this.GetDouble(row.L_DEAL_AMOUNT);
// 07、合约乘数：
info.Multiplier = 1.0;
// 08、多头空头状态
info.Side = this.GetSideState(row);
// 09、价格：
info.Price = row.EN_DEAL_PRICE;
// 10、金额：
info.Balance = row.EN_DEAL_BALANCE;
// 11、成交类型：
info.Trade_Type = GetTradeTypeByTradeTime(row.L_BUSINESS_TIME.ToString(), 2);
// 12、基金公司/内部融券类型
info.Source_Type = 0;
// 13、基金代码/账户信息
info.Source = "";
// 14、成交额：
info.Turn_Over = row.EN_DEAL_BALANCE;
// 15、前置编号：
info.Front_Id = 0;
// 16、会话编号：
info.Session_Id = 0;
// 17、本地委托编号：
info.Local_Order_Id = "";
// 18、项目代码：
info.Xmdm = 0;
// 19、资产单元：
info.Zcdy = "";
// 20、组合代码：
info.Zhdm = row.VC_COMBI_NO;
// 21、策略号：
info.Policy_Id = 0;
// 22、委托日期：
info.Order_Date = row.L_DATE;
// 23、委托编号：
info.Order_Id = row.L_ENTRUST_SERIAL_NO != 0 ? row.L_ENTRUST_SERIAL_NO.ToString() : string.Empty;
// 24、交易通道：
info.Trade_Route = "";
// 25 、经纪商席位代码：
info.Seat_Id = row.VC_REPORT_SEAT;
// 26、投资者客户代码：
info.Client_Id = row.VC_STOCKHOLDER_ID;
// 27、系统成交日期：
info.Sys_Trade_Date = "";
// 28、系统成交结算编号：
info.Sys_Trade_Settlement_Id = 0;
// 29、系统成交编号：
info.Sys_Trade_Id = "";
// 30、系统委托日期：
info.Sys_Order_Date = "";
// 31、系统委托结算编号：
info.Sys_Order_Settlement_Id = 0;
// 32、系统委托编号：
info.Sys_Order_Id = "";
// 33、成交时间：
info.Trade_Time = row.L_BUSINESS_TIME.ToString();
return info;
}
protected string ConvertSecurityId(TradeInfo_O32 row)
{
if (row.C_MARKET_NO == '1')
return string.Format("{0}.SH", row.VC_REPORT_CODE);
else if (row.C_MARKET_NO == '2')
return string.Format("{0}.SZ", row.VC_REPORT_CODE);
else if (row.C_MARKET_NO == '7')
return string.Format("{0}.CFE", row.VC_REPORT_CODE);
else
return row.VC_REPORT_CODE;
}
public TradeInfo_O32 GetTradeInfo(DbDataReader reader)
{
TradeInfo_O32 row = new TradeInfo_O32();
//1-10
row.VC_STOCK_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_STOCK_NAME)));
row.VC_THIRD_REFF = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_THIRD_REFF)));
row.C_BUSIN_CLASS = this.GetChar(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_C_BUSIN_CLASS)));
row.L_ENTRUST_SERIAL_NO = this.GetLong(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_L_ENTRUST_SERIAL_NO)));
row.VC_DEAL_NO = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_DEAL_NO)));
row.L_DATE = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_L_DATE)));
row.L_FUND_ID = this.GetInt(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_L_FUND_ID)));
row.VC_COMBI_NO = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_COMBI_NO)));
row.VC_COMBI_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_COMBI_NAME)));
row.L_BUSINESS_TIME = this.GetInt(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_L_BUSINESS_TIME)));
// 11-20
row.C_ENTRUST_DIRECTION = this.GetChar(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_C_ENTRUST_DIRECTION)));
row.VC_REPORT_DIRECTION = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_REPORT_DIRECTION)));
row.VC_ENTRUSTDIR_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_ENTRUSTDIR_NAME)));
row.L_DEAL_AMOUNT = this.GetInt(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_L_DEAL_AMOUNT)));
row.EN_DEAL_PRICE = this.GetDouble(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_EN_DEAL_PRICE)));
row.EN_DEAL_BALANCE = this.GetDouble(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_EN_DEAL_BALANCE)));
row.VC_REPORT_CODE = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_REPORT_CODE)));
row.VC_STOCKHOLDER_ID = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_STOCKHOLDER_ID)));
row.VC_REPORT_SEAT = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_REPORT_SEAT)));
row.VC_OPERATOR_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_OPERATOR_NAME)));
// 21-30
row.VC_CURRENCY_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_CURRENCY_NAME)));
row.C_INVEST_TYPE = this.GetChar(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_C_INVEST_TYPE)));
row.VC_FUND_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_FUND_NAME)));
row.VC_CURRENCY_NO_BB = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_CURRENCY_NO_BB)));
row.EN_DEAL_BALANCE_BB = this.GetDouble(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_EN_DEAL_BALANCE_BB)));
row.EN_DEAL_RATIO = this.GetDouble(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_EN_DEAL_RATIO)));
row.VC_BROKER_NO = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_BROKER_NO)));
row.VC_BROKER_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_BROKER_NAME)));
row.VC_GROUPTYPE_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_GROUPTYPE_NAME)));
row.VC_GROUP_NAME = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_GROUP_NAME)));
// 31-41
row.VC_INTERNATIONAL_CODE = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_INTERNATIONAL_CODE)));
row.VC_RIC_CODE = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_RIC_CODE)));
row.VC_SEDOL_CODE = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_SEDOL_CODE)));
row.VC_CUSIP_CODE = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_CUSIP_CODE)));
row.VC_BLOOMBERG_CODE = this.GetString(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_VC_BLOOMBERG_CODE)));
row.L_REPORT_SERIAL_NO = this.GetLong(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_L_REPORT_SERIAL_NO)));
row.C_MARKET_NO = this.GetChar(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_C_MARKET_NO)));
row.EN_FULL_BALANCE = this.GetDouble(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_EN_FULL_BALANCE)));
row.L_DIRECT_OPERATOR = this.GetInt(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_L_DIRECT_OPERATOR)));
row.L_DIRECT_INSTEAD_OPERATOR = this.GetInt(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_L_DIRECT_INSTEAD_OPERATOR)));
row.C_MARGINED_OUT = this.GetChar(reader.GetValue(reader.GetOrdinal(TradeInfo_O32.C_C_MARGINED_OUT)));
return row;
}
