/// <summary>
/// 获取物料对应关系
/// </summary>
/// <returns>0:partNumber;1:materialCode;2:出熱mes物料編碼</returns>
public String[] getMaterialMapping(String materialOrPart)
{
// 0:partNumber;1:materialCode;2:出熱mes物料編碼
String[] materialMapping = new String[3];
DirectoryResource material = MDManager.GetMaterialDefinition(materialOrPart);
// 物料编码
if (material.Exists)
{
materialMapping[0] = this.ServiceDirManager.IMaterial.ReadMaterialValue(material, "partNumber").StringValue(CultureInfo.CurrentCulture);
materialMapping[1] = material.DisplayName;
materialMapping[2] = this.ServiceDirManager.IMaterial.ReadMaterialValue(material, "heatingOutCode").StringValue(CultureInfo.CurrentCulture);
}
else
{
// 零件号
DirectoryResource code = MDManager.GetMaterialDefinitionIdWithPartNumber(materialOrPart);
if (code != null)
{
materialMapping[0] = materialOrPart;
materialMapping[1] = code.DisplayName;
materialMapping[2] = this.ServiceDirManager.IMaterial.ReadMaterialValue(code, "heatingOutCode").StringValue(CultureInfo.CurrentCulture);
}
else
{
// 出热物料编码,目前不做考虑
}
}
return(materialMapping);
}
/// <summary>
/// 获取所有物料号
/// </summary>
/// <returns></returns>
public List <string> getAllMaterials()
{
try
{
List <string> strList = new List <string>();
string[] arr = this.ServiceDirManager.IMaterial.GetMaterialDefinitions();
if (arr != null && arr.Length > 0)
{
var address = "";
var name = "";
foreach (var item in arr)
{
address = item.Substring(3, 36);
name = MDManager.GetDefinitionNameFromDB(address);
if (!string.IsNullOrEmpty(name))
{
strList.Add(name);
}
}
}
return(strList);
}
catch
{
throw;
}
}
private void button_loadclips_Click(object sender, EventArgs e)
{
OpenFileDialog ofd = new OpenFileDialog();
ofd.Multiselect = true;
if (ofd.ShowDialog() == System.Windows.Forms.DialogResult.OK)
{
List <Clip> clips = new List <Clip>();
foreach (string filename in ofd.FileNames)
{
System.IO.Stream stream = File.Open(filename, FileMode.Open);
Clip clip = Clip.Load(stream);
clips.Add(clip);
}
_mdManager = new MDManager(clips);
}
}
public override void calculate_signals_impl(Object sender, MarketDataEventArgs args)
{
AppEvent appEvent = eventManager.storeEventQueue[stgName].Take();
var watch = Stopwatch.StartNew();
if (appEvent.Type.Equals(AppEventType.TickerPrice))
{
AppTickPriceEvent tickPriceEvent = (AppTickPriceEvent)appEvent;
updateTick(tickPriceEvent);
}
else if (appEvent.Type.Equals(AppEventType.DailyReset))
{
stgDailyReset();
return;
}
else
{
return;
}
if (!MDManager.isDataReady())
{
return;
}
if (!dataIsReady)
{
log.Info("Data is Ready.");
}
dataIsReady = true;
Series <DateTime, MarketDataElement> seriesSelected = MDManager.getTimeBarSeries();
cacluateRanges();
calculateCurrentMax(seriesSelected);
checkStgExitOrderCompleted(seriesSelected);
checkStgEnterOrderCompleted(seriesSelected);
exitTradeStrategy(seriesSelected);
dayEndCloseTrade(seriesSelected);
enterTradeStrategy(seriesSelected);
watch.Stop();
double ticks = watch.ElapsedTicks;
log.Info("[Strategy] calculate_signals_impl running for = " + watch.ElapsedTicks * 1000000 / Stopwatch.Frequency + " micro second");
}
public override void calculate_signals_impl(Object sender, MarketDataEventArgs args)
{
try
{
AppEvent appEvent = eventManager.storeEventQueue[stgName].Take();
var watch = Stopwatch.StartNew();
if (appEvent.Type.Equals(AppEventType.TickerPrice))
{
AppTickPriceEvent tickPriceEvent = (AppTickPriceEvent)appEvent;
updateTick(tickPriceEvent);
}
else
{
return;
}
//updateTick(tick);
if (!MDManager.isDataReady())
{
return;
}
if (!dataIsReady)
{
log.Info("Data is Ready.");
}
dataIsReady = true;
series1 = MDManager.getTimeBarSeries();
checkStgEnterOrderCompleted(series1);
checkStgExitOrderCompleted(series1);
cutLossTrade(series1);
exitTradeStrategy(series1);
enterTradeStrategy(series1);
// log.Info("[Strategy] day end close running for = " + watch.ElapsedMilliseconds + " millsecond");
watch.Stop();
double ticks = watch.ElapsedTicks;
log.Info("[Strategy] calculate_signals_impl running for = " + watch.ElapsedTicks * 1000000 / Stopwatch.Frequency + " micro second");
}
catch (InvalidOperationException e)
{
return;
}
}
/// <summary>
/// 创建物料
/// </summary>
/// <param name="materialName">物料号</param>
/// <param name="description">描述</param>
public bool createMaterial(String materialName, string description)
{
bool result = false;
try
{
MaterialDefinitionAttributes attr = new MaterialDefinitionAttributes()
{
S95Id = materialName,
Description = description
};
AspectChangeRequest request = new AspectChangeRequest();
this.ServiceDirManager.IMaterial.CreateMaterialDefinition(attr, request);
DirectoryResource material = MDManager.GetMaterialDefinition(materialName);
if (material == null)
{
return(false);
}
//根据setid去查找码表项
List <string> itemList = MDManager.GetCodeItemsBySetIdFromDB("MA01");
if (itemList != null && itemList.Count > 0)
{
DirectoryResource dir_class = null;
foreach (var item in itemList)
{
dir_class = MDManager.GetMaterialClass(item);
if (dir_class != null)
{
this.ServiceDirManager.IMaterial.AddClass(material, dir_class);
}
}
}
result = true;
}
catch (Exception ex)
{
throw;
}
return(result);
}
public override void calculate_signals_impl(Object sender, MarketDataEventArgs args)
{
AppEvent appEvent = eventManager.storeEventQueue[stgName].Take();
if (appEvent.Type.Equals(AppEventType.TickerPrice))
{
AppTickPriceEvent tickPriceEvent = (AppTickPriceEvent)appEvent;
updateTick(tickPriceEvent);
}
else if (appEvent.Type.Equals(AppEventType.DailyReset))
{
stgDailyReset();
return;
}
else
{
return;
}
if (!MDManager.isDataReady())
{
return;
}
if (!dataIsReady)
{
log.Info("Data is Ready.");
}
dataIsReady = true;
Series <DateTime, MarketDataElement> seriesSelected = MDManager.getTimeBarSeries();
calculateExtreme(seriesSelected);
cancelInvalidSignalOrder();
cacluateRanges();
calculateCurrentMax(seriesSelected);
checkStgExitOrderCompleted(seriesSelected);
checkStgEnterOrderCompleted(seriesSelected);
exitTradeStrategy(seriesSelected);
dayEndCloseTrade(seriesSelected);
enterTradeStrategy(seriesSelected);
}
private MarketDataElement getPreTradeDayMData()
{
MarketDataElement data = new MarketDataElement();
/*
* data.open = 23415;
* data.close = 23046;
* data.high = 23419;
* data.low = 23036;
*/
int reqID = MDManager.reqHistDataAdHoc(DateTime.Now);
while (true)
{
if (MDManager.getHistDataAdHoc(reqID) != null)
{
data = MDManager.getHistDataAdHoc(reqID);
break;
}
}
return(data);
}
public Dictionary <String, String> GetAllProperty(String materialName)
{
try
{
DirectoryResource material = MDManager.GetMaterialDefinition(materialName);
if (material == null)
{
return(null);
}
NameDataValueCollection allValues = this.ServiceDirManager.IMaterial.ReadAllMaterialValues(material);
Dictionary <String, String> res = new Dictionary <String, String>();
foreach (var iV in allValues)
{
res.Add(iV.Key, iV.Value.StringValue(CultureInfo.CurrentCulture));
}
return(res);
}
catch (Exception)
{
throw;
}
}
/// <summary>
/// 批量修改物料属性值
/// </summary>
/// <param name="materialName">物料号</param>
/// <param name="propDict">物料属性字典集合</param>
public bool batchWriteProperty(String materialName, IDictionary <string, string> propDict)
{
bool result = false;
try
{
DirectoryResource material = MDManager.GetMaterialDefinition(materialName);
if (material != null && propDict != null)
{
IMaterial iMaterial = this.ServiceDirManager.IMaterial;
foreach (var item in propDict.Keys)
{
iMaterial.WriteMaterialValue(material, item, propDict[item]);
}
result = true;
}
}
catch
{
throw;
}
return(result);
}
public override void calculate_signals_impl(Object sender, MarketDataEventArgs args)
{
try
{
AppEvent appEvent = eventManager.storeEventQueue[stgName].Take();
if (appEvent.Type.Equals(AppEventType.TickerPrice))
{
AppTickPriceEvent tickPriceEvent = (AppTickPriceEvent)appEvent;
updateTick(tickPriceEvent);
}
else
{
return;
}
//updateTick(tick);
if (!MDManager.isDataReady())
{
return;
}
if (!dataIsReady)
{
log.Info("Data is Ready.");
}
dataIsReady = true;
series1 = MDManager.getTimeBarSeries();
checkStgEnterOrderCompleted(series1);
checkStgExitOrderCompleted(series1);
cutLossTrade(series1);
exitTradeStrategy(series1);
enterTradeStrategy(series1);
}
catch (InvalidOperationException e)
{
return;
}
}
public void writeProperty(String materialName, String propNmae, String value)
{
DirectoryResource material = MDManager.GetMaterialDefinition(materialName);
this.ServiceDirManager.IMaterial.WriteMaterialValue(material, propNmae, value);
}