public static IEnumerable <QueryStockResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryStockResult result = new QueryStockResult();
int index = 0;
result.SecurityCode = row[index++];
result.SecurityName = row[index++];
result.Volume = TradingHelper.SafeParseFloat(row[index++]);
result.SellableVolume = TradingHelper.SafeParseFloat(row[index++]);
result.ReferenceCost = TradingHelper.SafeParseFloat(row[index++]);
result.CurrentPrice = TradingHelper.SafeParseFloat(row[index++]);
result.LatestMarketValue = TradingHelper.SafeParseFloat(row[index++]);
result.ProfitPercentage = TradingHelper.SafeParseFloat(row[index++]);
yield return(result);
}
}
public static IEnumerable <QueryGeneralOrderResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryGeneralOrderResult result = new QueryGeneralOrderResult();
int index = 0;
result.OrderNo = int.Parse(row[index++]);
result.SubmissionTime = row[index++];
result.SecurityCode = row[index++];
result.SecurityName = row[index++];
result.BuySellFlag = row[index++];
result.StatusString = row[index++];
result.Status = TradingHelper.ConvertStringToOrderStatus(result.StatusString);
result.SubmissionPrice = TradingHelper.SafeParseFloat(row[index++]);
result.SubmissionVolume = TradingHelper.SafeParseInt(row[index++]);
result.DealPrice = TradingHelper.SafeParseFloat(row[index++]);
result.DealVolume = TradingHelper.SafeParseInt(row[index++]);
result.SubmissionType = row[index++];
result.PricingType = row[index++];
yield return(result);
}
}
public static IEnumerable <QuerySucceededOrderResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QuerySucceededOrderResult result = new QuerySucceededOrderResult();
int index = 0;
result.OrderNo = int.Parse(row[index++]);
result.DealNo = int.Parse(row[index++]);
result.DealTime = row[index++];
result.SecurityCode = row[index++];
result.SecurityName = row[index++];
result.BuySellFlag = row[index++];
result.DealPrice = TradingHelper.SafeParseFloat(row[index++]);
result.DealVolume = TradingHelper.SafeParseFloat(row[index++]);
result.DealAmount = TradingHelper.SafeParseFloat(row[index++]);
yield return(result);
}
}
private void OnOrderStatusChanged(DispatchedOrder dispatchedOrder)
{
if (dispatchedOrder == null)
{
return;
}
if (dispatchedOrder.Request.AssociatedObject != null)
{
StoplossOrder order = dispatchedOrder.Request.AssociatedObject as StoplossOrder;
if (order == null)
{
return;
}
if (TradingHelper.IsFinalStatus(dispatchedOrder.LastStatus))
{
lock (_orderLockObj)
{
if (!IsSentOrder(order))
{
return;
}
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.InfoFormat(
"Stoploss order executed: id {0} code {1} status {2} suceeded volume {3}.",
order.OrderId,
order.SecurityCode,
dispatchedOrder.LastStatus,
dispatchedOrder.SucceededVolume);
}
order.UpdateExistingVolume(dispatchedOrder.SucceededVolume);
RemoveSentOrder(order);
if (order.ExistingVolume > 0)
{
// the order has not been finished yet, put it back into active order
AddActiveStoplossOrder(order);
if (TradingHelper.IsSucceededFinalStatus(dispatchedOrder.LastStatus))
{
// send out order again
SendStoplossOrder(order);
}
}
}
}
}
}
public static IEnumerable <FiveLevelQuote> ExtractFrom(TabulateData data, DateTime timestamp)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
FiveLevelQuote quote = new FiveLevelQuote(timestamp);
int index = 0;
quote.SecurityCode = row[index++];
quote.SecurityName = row[index++];
quote.YesterdayClosePrice = TradingHelper.SafeParseFloat(row[index++]);
quote.TodayOpenPrice = TradingHelper.SafeParseFloat(row[index++]);
quote.CurrentPrice = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices = new float[5];
quote.BuyVolumesInHand = new int[5];
quote.SellPrices = new float[5];
quote.SellVolumesInHand = new int[5];
quote.BuyPrices[0] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[1] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[2] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[3] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[4] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyVolumesInHand[0] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[1] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[2] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[3] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[4] = TradingHelper.SafeParseInt(row[index++]);
quote.SellPrices[0] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[1] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[2] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[3] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[4] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellVolumesInHand[0] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[1] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[2] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[3] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[4] = TradingHelper.SafeParseInt(row[index++]);
yield return(quote);
}
}
public static IEnumerable <QueryCapitalResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryCapitalResult result = new QueryCapitalResult();
int index = 0;
result.RemainingCapital = TradingHelper.SafeParseFloat(row[index++]);
result.UsableCapital = TradingHelper.SafeParseFloat(row[index++]);
result.FrozenCapital = TradingHelper.SafeParseFloat(row[index++]);
result.CashableCapital = TradingHelper.SafeParseFloat(row[index++]);
result.TotalEquity = TradingHelper.SafeParseFloat(row[index++]);
result.LatestMarketValue = TradingHelper.SafeParseFloat(row[index++]);
yield return(result);
}
}
private void QueryOrderStatus(object state)
{
if (!Monitor.TryEnter(_dispatcherLockObj))
{
// ignore this refresh because previous refreshing is still on going.
return;
}
if (_isStopped)
{
return;
}
if (_client == null || !_client.IsLoggedOn())
{
return;
}
try
{
bool hasActiveOrder = false;
lock (_orderLockObj)
{
hasActiveOrder = _allActiveOrders.Count > 0;
}
if (!hasActiveOrder)
{
return;
}
string error;
var submittedOrders = _client.QuerySubmittedOrderToday(out error).ToList();
if (submittedOrders.Count() == 0)
{
if (!string.IsNullOrEmpty(error))
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.WarnFormat("Failed to query cancellable order. error: {0}", error);
}
}
}
else
{
foreach (var order in submittedOrders)
{
DispatchedOrder dispatchedOrder;
lock (_orderLockObj)
{
if (!_allActiveOrders.TryGetValue(order.OrderNo, out dispatchedOrder))
{
// not submitted by the dispatcher or the order is finished, ignore it.
continue;
}
}
// check if order status has been changed and notify client if necessary
CheckOrderStatusChangeAndNotify(ref dispatchedOrder, order);
// remove order in finished status
if (TradingHelper.IsFinalStatus(order.Status))
{
lock (_orderLockObj)
{
_allActiveOrders.Remove(dispatchedOrder.OrderNo);
}
}
}
}
}
catch (Exception ex)
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.ErrorFormat("Exception in querying order status: {0}", ex);
}
}
finally
{
Monitor.Exit(_dispatcherLockObj);
}
}