private ArbitrageOrderSettlement CalculateSettlementResult()
{
USeArbitrageOrder arbitrageOrder = null;
lock (m_syncObj)
{
arbitrageOrder = m_arbitrageOrder.Clone();
}
List <USeOrderBook> orderBookList = arbitrageOrder.GetAllOrderBooks();
USeInstrument buyInstrument = arbitrageOrder.OpenArgument.BuyInstrument;
USeInstrument sellInstrument = arbitrageOrder.OpenArgument.SellInstrument;
USeMarketData buyMarketData = USeManager.Instance.QuoteDriver.Query(buyInstrument);
USeMarketData sellMarketData = USeManager.Instance.QuoteDriver.Query(sellInstrument);
USeInstrumentDetail buyInstrumentDetail = USeManager.Instance.OrderDriver.QueryInstrumentDetail(buyInstrument);
USeInstrumentDetail sellInstrumentDetail = USeManager.Instance.OrderDriver.QueryInstrumentDetail(sellInstrument);
decimal buyProfit = CalculateProfit(orderBookList, buyInstrumentDetail, buyMarketData);
decimal sellProfit = CalculateProfit(orderBookList, sellInstrumentDetail, sellMarketData);
decimal totalProfit = buyProfit + sellProfit;
ArbitrageOrderSettlement settlemt = new ArbitrageOrderSettlement()
{
BuyInstrumentProfit = buyProfit,
SellInstrumentProfit = sellProfit,
Profit = totalProfit
};
return(settlemt);
}
/// <summary>
/// 转移为历史记录(不在更改)。
/// </summary>
public void TransferToHistoryArbitrage()
{
lock (m_syncObj)
{
if (m_arbitrageOrder.State != ArbitrageOrderState.Closed)
{
throw new Exception(string.Format("{0}为{1}状态,未结束不能转移", this, this.ArbitrageOrderState.ToDescription()));
}
}
ArbitrageOrderSettlement settlemetResult = CalculateSettlementResult();
lock (m_syncObj)
{
m_arbitrageOrder.State = ArbitrageOrderState.Finish;
m_arbitrageOrder.FinishTime = DateTime.Now;
m_arbitrageOrder.SettlementResult = settlemetResult;
}
SafeFireArbitrageOrderChanged();
string text = "交易结束,转移到历史记录";
AutoTraderNotice notice = CreateTraderNotice(text);
SafeFireAutoTraderNotice(notice);
WriteTraderNoticeLog(notice);
}