public List <CommandSecurityItem> GetCommandSecurityItems(TradeCommandItem cmdItem)
{
List <CommandSecurityItem> finalSecuItems = new List <CommandSecurityItem>();
var cmdSecuItems = GetTradeCommandSecurities(cmdItem.CommandId);
var entrustSecuItems = _entrustSecurityBLL.GetByCommandId(cmdItem.CommandId);
int weightAmount = 0;
foreach (var secuItem in cmdSecuItems)
{
weightAmount = secuItem.CommandAmount / cmdItem.CommandNum;
CommandSecurityItem csItem = new CommandSecurityItem
{
Selection = true,
CommandId = secuItem.CommandId,
SecuCode = secuItem.SecuCode,
SecuType = secuItem.SecuType,
CommandAmount = secuItem.CommandAmount,
CommandPrice = secuItem.CommandPrice,
EDirection = secuItem.EDirection,
CommandCopies = cmdItem.CommandNum,
TargetCopies = cmdItem.TargetNum,
TargetAmount = cmdItem.TargetNum * weightAmount,
FundCode = cmdItem.FundCode,
PortfolioName = cmdItem.PortfolioName,
};
var entrustedItems = entrustSecuItems.Where(p => p.SecuCode.Equals(secuItem.SecuCode) &&
p.SecuType == secuItem.SecuType &&
p.EntrustStatus == Model.EnumType.EntrustStatus.Completed)
.ToList();
if (entrustedItems.Count > 0)
{
csItem.EntrustAmount = entrustedItems.Sum(p => p.EntrustAmount);
}
var dealItems = entrustSecuItems.Where(p => p.SecuCode.Equals(secuItem.SecuCode) &&
p.SecuType == secuItem.SecuType &&
(p.DealStatus == Model.EnumType.DealStatus.PartDeal || p.DealStatus == Model.EnumType.DealStatus.Completed))
.ToList();
if (dealItems.Count > 0)
{
csItem.DealAmount = dealItems.Sum(p => p.TotalDealAmount);
}
//TODO:待补足数量=目标数量-已委托数量
//csItem.WaitAmount = csItem.TargetAmount - csItem.EntrustedAmount;
var findItem = SecurityInfoManager.Instance.Get(secuItem.SecuCode, secuItem.SecuType);
if (findItem != null)
{
csItem.SecuName = findItem.SecuName;
}
finalSecuItems.Add(csItem);
}
return(finalSecuItems);
}
private TradeCommandItem BuildUICommand(Model.Database.TradeCommand tradeCommand)
{
var uiCommand = new TradeCommandItem
{
CommandId = tradeCommand.CommandId,
InstanceId = tradeCommand.InstanceId,
CommandNum = tradeCommand.CommandNum,
ModifiedTimes = tradeCommand.ModifiedTimes,
ECommandType = tradeCommand.ECommandType,
EExecuteType = tradeCommand.EExecuteType,
EStockDirection = tradeCommand.EStockDirection,
EFuturesDirection = tradeCommand.EFuturesDirection,
EEntrustStatus = tradeCommand.EEntrustStatus,
EDealStatus = tradeCommand.EDealStatus,
SubmitPerson = tradeCommand.SubmitPerson,
CreatedDate = tradeCommand.CreatedDate,
ModifiedDate = tradeCommand.ModifiedDate,
DStartDate = tradeCommand.DStartDate,
DEndDate = tradeCommand.DEndDate,
MonitorUnitId = tradeCommand.MonitorUnitId,
MonitorUnitName = tradeCommand.MonitorUnitName,
InstanceCode = tradeCommand.InstanceCode,
PortfolioId = tradeCommand.PortfolioId,
PortfolioCode = tradeCommand.PortfolioCode,
PortfolioName = tradeCommand.PortfolioName,
FundCode = tradeCommand.AccountCode,
FundName = tradeCommand.AccountName,
};
return(uiCommand);
}
private void CalculateUICommand(ref TradeCommandItem uiCommand, List <TradeCommandSecurity> rawCmdSecuItems, List <EntrustSecurity> entrustSecuItems)
{
int commandId = uiCommand.CommandId;
var cmdSecuItems = rawCmdSecuItems.Where(p => p.CommandId == commandId).ToList();
var cmdEntrustSecuItems = entrustSecuItems.Where(p => p.CommandId == commandId).ToList();
var totalLongCmdAmount = cmdSecuItems.Where(p => p.SecuType == SecurityType.Stock)
.ToList()
.Sum(o => o.CommandAmount);
var totalLongEntrustAmount = cmdEntrustSecuItems.Where(p => p.SecuType == SecurityType.Stock && p.EntrustStatus == EntrustStatus.Completed)
.ToList()
.Sum(o => o.EntrustAmount);
var totalLongDealAmount = cmdEntrustSecuItems.Where(p => p.SecuType == SecurityType.Stock && (p.DealStatus == DealStatus.Completed || p.DealStatus == DealStatus.PartDeal))
.ToList()
.Sum(o => o.TotalDealAmount);
var totalShortCmdAmount = cmdSecuItems.Where(p => p.SecuType == SecurityType.Futures)
.ToList()
.Sum(o => o.CommandAmount);
var totalShortEntrustAmount = cmdEntrustSecuItems.Where(p => p.SecuType == SecurityType.Futures && p.EntrustStatus == EntrustStatus.Completed)
.ToList()
.Sum(o => o.EntrustAmount);
var totalShortDealAmount = cmdEntrustSecuItems.Where(p => p.SecuType == SecurityType.Futures && (p.DealStatus == DealStatus.Completed || p.DealStatus == DealStatus.PartDeal))
.ToList()
.Sum(o => o.TotalDealAmount);
var totalCmdAmount = totalLongCmdAmount + totalShortCmdAmount;
var eachCopyAmount = totalCmdAmount / uiCommand.CommandNum;
var totalEntrustAmount = totalLongEntrustAmount + totalShortEntrustAmount;
var totalDealAmount = totalLongDealAmount + totalShortDealAmount;
double entrustRatio = GetRatio(totalEntrustAmount, eachCopyAmount);
double longEntrustRatio = GetRatio(totalLongEntrustAmount, totalLongCmdAmount);
double longDealRatio = GetRatio(totalLongDealAmount, totalLongCmdAmount);
double shortEntrustRatio = GetRatio(totalShortEntrustAmount, totalShortCmdAmount);
double shortDealRatio = GetRatio(totalShortDealAmount, totalShortCmdAmount);
uiCommand.CommandAmount = totalCmdAmount;
uiCommand.TargetNum = (int)Math.Ceiling(entrustRatio);
uiCommand.LongMoreThan = longEntrustRatio;
uiCommand.BearMoreThan = shortEntrustRatio;
uiCommand.LongRatio = longDealRatio;
uiCommand.BearRatio = shortDealRatio;
uiCommand.EntrustAmount = totalEntrustAmount;
uiCommand.DealAmount = totalDealAmount;
}
public List <Model.Database.EntrustCommand> GetEntrustedCmdItems(TradeCommandItem cmdItem)
{
return(_entrustCommandBLL.GetCancel(cmdItem.CommandId));
}
private void CalculateUICommand(ref TradeCommandItem uiCommand, List <TradeCommandSecurity> rawCmdSecuItems, List <EntrustSecurity> entrustSecuItems)
{
int commandId = uiCommand.CommandId;
var cmdSecuItems = rawCmdSecuItems.Where(p => p.CommandId == commandId).ToList();
var cmdEntrustSecuItems = entrustSecuItems.Where(p => p.CommandId == commandId).ToList();
var calcItems = new List <TradeCommandCalcItem>();
foreach (var cmdSecuItem in cmdSecuItems)
{
int amount = cmdSecuItem.CommandAmount;
double price = cmdSecuItem.CurrentPrice > 0 ? cmdSecuItem.CurrentPrice : 1;
//基于下达指令时价格算出的市值
double mktCapOrigin = amount * price;
//基于委托时价格算出的市值
double mktCapEntrusted = mktCapOrigin;
//实际委托时的市值
double entrustedMktCap = 0;
//已成交的市值
double dealMktCap = 0;
var targetCmdEntrustedSecuItems = cmdEntrustSecuItems.Where(p => p.CommandId == cmdSecuItem.CommandId &&
p.SecuCode == cmdSecuItem.SecuCode &&
p.SecuType == cmdSecuItem.SecuType);
if (targetCmdEntrustedSecuItems != null && targetCmdEntrustedSecuItems.Count() > 0)
{
double tempMktCap = targetCmdEntrustedSecuItems.Sum(p => p.EntrustAmount * p.EntrustPrice);
int entrustedAmount = targetCmdEntrustedSecuItems.Sum(p => p.EntrustAmount);
//加总委托部分的市值，使用委托处价格算出
if (amount > entrustedAmount)
{
mktCapEntrusted = tempMktCap + (amount - entrustedAmount) * price;
}
else
{
mktCapEntrusted = tempMktCap;
}
}
var cmdCompletedEntrustedSecuItems = cmdEntrustSecuItems.Where(p => p.CommandId == cmdSecuItem.CommandId &&
p.SecuCode == cmdSecuItem.SecuCode &&
p.SecuType == cmdSecuItem.SecuType &&
p.EntrustStatus == EntrustStatus.Completed);
if (cmdCompletedEntrustedSecuItems != null && cmdCompletedEntrustedSecuItems.Count() > 0)
{
entrustedMktCap = cmdCompletedEntrustedSecuItems.Sum(p => p.EntrustAmount * p.EntrustPrice);
}
var cmdDealSecuItems = cmdEntrustSecuItems.Where(p => p.CommandId == cmdSecuItem.CommandId &&
p.SecuCode == cmdSecuItem.SecuCode &&
p.SecuType == cmdSecuItem.SecuType &&
(p.DealStatus == DealStatus.Completed || p.DealStatus == DealStatus.PartDeal));
if (cmdDealSecuItems != null && cmdDealSecuItems.Count() > 0)
{
dealMktCap = cmdDealSecuItems.Sum(p => p.EntrustAmount * p.EntrustPrice);
}
var calcItem = new TradeCommandCalcItem
{
CommandId = cmdSecuItem.CommandId,
SecuCode = cmdSecuItem.SecuCode,
SecuType = cmdSecuItem.SecuType,
MktCapOrigin = mktCapOrigin,
MktCapEntrusted = mktCapEntrusted,
EntrustedMktCap = entrustedMktCap,
DealMktCap = dealMktCap,
};
calcItems.Add(calcItem);
}
//计算数量
var totalLongCmdAmount = cmdSecuItems.Where(p => p.SecuType == SecurityType.Stock)
.ToList()
.Sum(o => o.CommandAmount);
var totalLongEntrustAmount = cmdEntrustSecuItems.Where(p => p.SecuType == SecurityType.Stock && p.EntrustStatus == EntrustStatus.Completed)
.ToList()
.Sum(o => o.EntrustAmount);
var totalLongDealAmount = cmdEntrustSecuItems.Where(p => p.SecuType == SecurityType.Stock && (p.DealStatus == DealStatus.Completed || p.DealStatus == DealStatus.PartDeal))
.ToList()
.Sum(o => o.TotalDealAmount);
var totalShortCmdAmount = cmdSecuItems.Where(p => p.SecuType == SecurityType.Futures)
.ToList()
.Sum(o => o.CommandAmount);
var totalShortEntrustAmount = cmdEntrustSecuItems.Where(p => p.SecuType == SecurityType.Futures && p.EntrustStatus == EntrustStatus.Completed)
.ToList()
.Sum(o => o.EntrustAmount);
var totalShortDealAmount = cmdEntrustSecuItems.Where(p => p.SecuType == SecurityType.Futures && (p.DealStatus == DealStatus.Completed || p.DealStatus == DealStatus.PartDeal))
.ToList()
.Sum(o => o.TotalDealAmount);
//计算市值
var totalLongCmdMktCap = calcItems.Where(p => p.SecuType == SecurityType.Stock)
.ToList()
.Sum(o => o.MktCapEntrusted);
var totalLongEntrustMktCap = calcItems.Where(p => p.SecuType == SecurityType.Stock)
.ToList()
.Sum(o => o.EntrustedMktCap);
var totalLongDealMktCap = calcItems.Where(p => p.SecuType == SecurityType.Stock)
.ToList()
.Sum(o => o.DealMktCap);
var totalShortCmdMktCap = calcItems.Where(p => p.SecuType == SecurityType.Futures)
.ToList()
.Sum(o => o.MktCapEntrusted);
var totalShortEntrustMktCap = calcItems.Where(p => p.SecuType == SecurityType.Futures)
.ToList()
.Sum(o => o.EntrustedMktCap);
var totalShortDealMktCap = calcItems.Where(p => p.SecuType == SecurityType.Futures)
.ToList()
.Sum(o => o.DealMktCap);
var totalCmdAmount = totalLongCmdAmount + totalShortCmdAmount;
var eachCopyAmount = totalCmdAmount / uiCommand.CommandNum;
var totalEntrustAmount = totalLongEntrustAmount + totalShortEntrustAmount;
var totalDealAmount = totalLongDealAmount + totalShortDealAmount;
//基于数量计算出的比例
double entrustRatio = GetRatio(totalEntrustAmount, eachCopyAmount);
//基于市值计算出的比例
double longEntrustRatio = GetRatio(totalLongEntrustMktCap, totalLongCmdMktCap);
double longDealRatio = GetRatio(totalLongDealMktCap, totalLongCmdMktCap);
double shortEntrustRatio = GetRatio(totalShortEntrustMktCap, totalShortCmdMktCap);
double shortDealRatio = GetRatio(totalShortDealMktCap, totalShortCmdMktCap);
uiCommand.CommandAmount = totalCmdAmount;
uiCommand.TargetNum = (int)Math.Ceiling(entrustRatio);
uiCommand.LongMoreThan = longEntrustRatio;
uiCommand.BearMoreThan = shortEntrustRatio;
uiCommand.LongRatio = longDealRatio;
uiCommand.BearRatio = shortDealRatio;
uiCommand.EntrustAmount = totalEntrustAmount;
uiCommand.DealAmount = totalDealAmount;
}
