/// <summary>
/// 创建新的套利订单。
/// </summary>
/// <param name="argument">套利单参数。</param>
/// <param name="currentInvestor">当前投资者帐号。</param>
public AutoTrader CreateNewAutoTrader(ArbitrageArgument argument, InvestorAccount currentInvestor)
{
Guid traderIdentify = CreateNewAutoTraderIdentify();
int aliasNum = CreateNewAutoTraderAliasNum();
USeArbitrageOrder arbitrageOrder = new USeArbitrageOrder();
arbitrageOrder.TraderIdentify = traderIdentify;
arbitrageOrder.AliasNum = aliasNum;
arbitrageOrder.State = ArbitrageOrderState.None;
arbitrageOrder.BrokerId = currentInvestor.BrokerId;
arbitrageOrder.Account = currentInvestor.Account;
arbitrageOrder.Argument = argument.Clone();
arbitrageOrder.CreateTime = DateTime.Now;
TaskOrderSetting taskOrderSetting = m_systemConfigManager.GetTaskOrderSetting();
//任务组待开仓或者平仓时在创建
AutoTrader trader = new AutoTrader();
trader.SetRecordLogger(USeManager.Instance.CommandLogger);
trader.SetTryOrderCondition(taskOrderSetting.TaskMaxTryCount, taskOrderSetting.TryOrderMinInterval);
trader.Initialize(arbitrageOrder, m_orderDriver, m_quoteDriver, m_alarmManager);
trader.OnNotify += AutoTrader_OnNotify;
trader.OnAlarm += AutoTrader_OnAlarm;
trader.OnArbitrageOrderChanged += AutoTrader_OnArbitrageOrderChanged;
trader.OnStateChanged += AutoTrader_OnStateChanged;
lock (m_syncObj)
{
m_autoTraderDic.Add(traderIdentify, trader);
}
SafeFireAddAutoTrader(traderIdentify);
string text = "创建套利单成功";
AutoTraderNotice notice = new AutoTraderNotice(trader.TraderIdentify, trader.Alias, AutoTraderNoticeType.Infomation, text);
SafeFireAutoTraderNotice(notice);
trader.WriteTraderNoticeLog(notice);
return(trader);
}
/// <summary>
/// 初始化。
/// </summary>
/// <param name="arbitrageOrderList">套利单信息。</param>
/// <param name="orderDriver">交易驱动。</param>
/// <param name="quoteDriver">行情驱动。</param>
/// <param name="alarmManager">预警管理类。</param>
/// <param name="systemConfigManager">系统配置管理类。</param>
public void Initialize(List <USeArbitrageOrder> arbitrageOrderList, USeOrderDriver orderDriver, USeQuoteDriver quoteDriver, AlarmManager alarmManager, SystemConfigManager systemConfigManager)
{
m_orderDriver = orderDriver;
m_quoteDriver = quoteDriver;
m_alarmManager = alarmManager;
m_systemConfigManager = systemConfigManager;
m_systemConfigManager.OnSystemSettingChanged += M_systemConfigManager_OnSystemSettingChanged1;
if (arbitrageOrderList == null || arbitrageOrderList.Count <= 0)
{
return;
}
lock (m_syncObj)
{
int maxAliasNum = 0; // 当日别名最大号码
TaskOrderSetting taskOrderSetting = m_systemConfigManager.GetTaskOrderSetting();
foreach (USeArbitrageOrder arbitrageOrder in arbitrageOrderList)
{
AutoTrader autoTrader = new AutoTrader();
autoTrader.SetRecordLogger(USeManager.Instance.CommandLogger);
autoTrader.SetTryOrderCondition(taskOrderSetting.TaskMaxTryCount, taskOrderSetting.TryOrderMinInterval);
autoTrader.Initialize(arbitrageOrder, m_orderDriver, m_quoteDriver, m_alarmManager);
autoTrader.OnNotify += AutoTrader_OnNotify;
autoTrader.OnAlarm += AutoTrader_OnAlarm;
autoTrader.OnStateChanged += AutoTrader_OnStateChanged;
autoTrader.OnArbitrageOrderChanged += AutoTrader_OnArbitrageOrderChanged;
m_autoTraderDic.Add(autoTrader.TraderIdentify, autoTrader);
if (arbitrageOrder.CreateTime.Date == DateTime.Today && arbitrageOrder.AliasNum > maxAliasNum)
{
maxAliasNum = arbitrageOrder.AliasNum;
}
}
m_aliasIdCrateor.Set(maxAliasNum);
}
}