public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (IsConnected)
{
tdlog.Info("GetBrokerInfo");
//TraderApi.TD_ReqQryTradingAccount(m_pTdApi);
//TraderApi.TD_ReqQryInvestorPosition(m_pTdApi, null);
//timerAccount.Enabled = false;
//timerAccount.Enabled = true;
//timerPonstion.Enabled = false;
//timerPonstion.Enabled = true;
BrokerAccount brokerAccount = new BrokerAccount(m_TradingAccount.AccountID) { BuyingPower = m_TradingAccount.Available };
Type t = typeof(CThostFtdcTradingAccountField);
FieldInfo[] fields = t.GetFields(BindingFlags.Public | BindingFlags.Instance);
foreach (FieldInfo field in fields)
{
brokerAccount.AddField(field.Name, field.GetValue(m_TradingAccount).ToString());
}
DataRow[] rows = _dbInMemInvestorPosition.SelectAll();
foreach (DataRow dr in rows)
{
BrokerPosition brokerPosition = new BrokerPosition {
Symbol = dr[DbInMemInvestorPosition.InstrumentID].ToString()
};
int pos = (int)dr[DbInMemInvestorPosition.Position];
TThostFtdcPosiDirectionType PosiDirection = (TThostFtdcPosiDirectionType)dr[DbInMemInvestorPosition.PosiDirection];
if (TThostFtdcPosiDirectionType.Long == PosiDirection)
{
brokerPosition.LongQty = pos;
}
else if (TThostFtdcPosiDirectionType.Short == PosiDirection)
{
brokerPosition.ShortQty = pos;
}
else
{
if (pos >= 0)//净NET这个概念是什么情况？
brokerPosition.LongQty = pos;
else
brokerPosition.ShortQty = -pos;
}
brokerPosition.Qty = brokerPosition.LongQty - brokerPosition.ShortQty;
brokerPosition.AddCustomField(DbInMemInvestorPosition.PosiDirection, PosiDirection.ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.HedgeFlag, ((TThostFtdcHedgeFlagType)dr[DbInMemInvestorPosition.HedgeFlag]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.PositionDate, ((TThostFtdcPositionDateType)dr[DbInMemInvestorPosition.PositionDate]).ToString());
brokerAccount.AddPosition(brokerPosition);
}
brokerInfo.Accounts.Add(brokerAccount);
}
return brokerInfo;
}
public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (IsConnected)
{
if (_bTdConnected)
{
}
else
{
return(brokerInfo);
}
BrokerAccount brokerAccount = new BrokerAccount(m_TradingAccount.AccountID)
{
BuyingPower = m_TradingAccount.Available
};
Type t = typeof(CThostFtdcTradingAccountField);
FieldInfo[] fields = t.GetFields(BindingFlags.Public | BindingFlags.Instance);
foreach (FieldInfo field in fields)
{
brokerAccount.AddField(field.Name, field.GetValue(m_TradingAccount).ToString());
}
foreach (CThostFtdcInvestorPositionField pos in _dictPositions.Values)
{
BrokerPosition brokerPosition = new BrokerPosition
{
Symbol = pos.InstrumentID
};
if (TThostFtdcPosiDirectionType.Long == pos.PosiDirection)
{
brokerPosition.LongQty = pos.Position;
}
else if (TThostFtdcPosiDirectionType.Short == pos.PosiDirection)
{
brokerPosition.ShortQty = pos.Position;
}
brokerPosition.Qty = brokerPosition.LongQty - brokerPosition.ShortQty;
Type t2 = typeof(CThostFtdcInvestorPositionField);
FieldInfo[] fields2 = t2.GetFields(BindingFlags.Public | BindingFlags.Instance);
foreach (FieldInfo field in fields2)
{
brokerPosition.AddCustomField(field.Name, field.GetValue(pos).ToString());
}
brokerAccount.AddPosition(brokerPosition);
}
brokerInfo.Accounts.Add(brokerAccount);
}
return(brokerInfo);
}
public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (IsConnected)
{
if (_bTdConnected)
{
}
else
{
return brokerInfo;
}
BrokerAccount brokerAccount = new BrokerAccount(m_TradingAccount.AccountID) { BuyingPower = m_TradingAccount.Available };
Type t = typeof(CThostFtdcTradingAccountField);
FieldInfo[] fields = t.GetFields(BindingFlags.Public | BindingFlags.Instance);
foreach (FieldInfo field in fields)
{
brokerAccount.AddField(field.Name, field.GetValue(m_TradingAccount).ToString());
}
foreach (CThostFtdcInvestorPositionField pos in _dictPositions.Values)
{
BrokerPosition brokerPosition = new BrokerPosition
{
Symbol = pos.InstrumentID
};
if (TThostFtdcPosiDirectionType.Long == pos.PosiDirection)
{
brokerPosition.LongQty = pos.Position;
}
else if (TThostFtdcPosiDirectionType.Short == pos.PosiDirection)
{
brokerPosition.ShortQty = pos.Position;
}
brokerPosition.Qty = brokerPosition.LongQty - brokerPosition.ShortQty;
Type t2 = typeof(CThostFtdcInvestorPositionField);
FieldInfo[] fields2 = t2.GetFields(BindingFlags.Public | BindingFlags.Instance);
foreach (FieldInfo field in fields2)
{
brokerPosition.AddCustomField(field.Name, field.GetValue(pos).ToString());
}
brokerAccount.AddPosition(brokerPosition);
}
brokerInfo.Accounts.Add(brokerAccount);
}
return brokerInfo;
}
public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (!this.isConnected)
{
this.EmitError(this.Id, -1, "The TDXTradeProvider is not connected.");
return(brokerInfo);
}
ReportArgs rargs = this.trader.QueryFund();
if (rargs.Succeeded && rargs.Result != null)
{
FundRecord fundRecord = (FundRecord)rargs.Result;
BrokerAccount brokerAccount = new BrokerAccount("通达信-" + this.fundID);
brokerAccount.AddField("Balance", fundRecord.Balance.ToString());
brokerAccount.AddField("Available", fundRecord.Available.ToString());
brokerAccount.AddField("TotalAssets", fundRecord.TotalAsserts.ToString());
brokerAccount.AddField("Desirable", fundRecord.Desirable.ToString());
brokerAccount.AddField("MarketValue", fundRecord.MarketValue.ToString());
brokerAccount.AddField("Frozen", fundRecord.Frozen.ToString());
brokerAccount.BuyingPower = fundRecord.Available;
brokerInfo.Accounts.Add(brokerAccount);
rargs = this.trader.QueryPositions();
if (rargs.Succeeded && rargs.Result != null)
{
List <PositionRecord> positions = (List <PositionRecord>)rargs.Result;
foreach (PositionRecord position in positions)
{
BrokerPosition brokerPosition = new BrokerPosition();
brokerPosition.SecurityExchange = position.SecurityExchange;
brokerPosition.Symbol = position.SecurityExchange + "." + position.SecurityID;
brokerPosition.AddCustomField("Available", position.Available.ToString());
brokerPosition.Qty = position.Quantity;
brokerPosition.AddCustomField("CostPrice", position.CostPrice.ToString());
brokerPosition.LongQty = position.Quantity;
brokerAccount.AddPosition(brokerPosition);
}
}
else
{
this.EmitError(this.Id, -1, rargs.ErrorInfo);
}
}
else
{
this.EmitError(this.Id, -1, rargs.ErrorInfo);
}
return(brokerInfo);
}
public void OnPositionStatusReport(object sender, PositionStatusReportEventArgs e)
{
if (this.brokerAccount != null)
{
BrokerPosition brokerPosition = new BrokerPosition();
brokerPosition.AddCustomField("AccountID", e.AccountID);
brokerPosition.SecurityExchange = e.SecurityExchange;
brokerPosition.Symbol = e.SecurityExchange + e.SecurityID;
brokerPosition.AddCustomField("Balance", e.Balance.ToString());
brokerPosition.AddCustomField("AvailableBalance", e.AvailableBalance.ToString());
brokerPosition.Currency = "CNY";
brokerPosition.LongQty = e.Quantity;
this.brokerAccount.AddPosition(brokerPosition);
autoResetEvent.Set();
}
}
private void oR3uofPPWO(BinaryWriter obj0, BrokerPosition obj1)
{
obj0.Write(obj1.Currency);
obj0.Write(obj1.LongQty);
obj0.Write(obj1.MaturityDate.Ticks);
obj0.Write(obj1.PutOrCall);
obj0.Write(obj1.Qty);
obj0.Write(obj1.SecurityExchange);
obj0.Write(obj1.SecurityType);
obj0.Write(obj1.ShortQty);
obj0.Write(obj1.Strike);
obj0.Write(obj1.Symbol);
BrokerPositionField[] customFields = obj1.GetCustomFields();
obj0.Write(customFields.Length);
foreach (BrokerPositionField brokerPositionField in customFields)
{
obj0.Write(brokerPositionField.Name);
obj0.Write(brokerPositionField.Value);
}
}
private void _OnRspQryInvestorPosition(object sender, ref PositionField field, int size1, bool bIsLast)
{
Instrument inst = InstrumentManager.GetInstrument(field.InstrumentID);
if (inst == null)
{
return;
}
//
BrokerPosition brokerPos = new BrokerPosition(inst
, ConvertUtil.ConvertExchange(field.ExchangeID)
, field.Side == PositionSide.Long ? DirectionType.Buy : DirectionType.Sell
, (long)field.Position
, (long)field.TodayPosition
, (long)field.HistoryPosition
, (long)field.HistoryFrozen
, (long)field.TodayBSPosition
, (long)field.TodayBSFrozen);
mOnBroderPosition?.Invoke(brokerPos);
}
private BrokerPosition lrvuzgJsBI(BinaryReader obj0)
{
BrokerPosition brokerPosition = new BrokerPosition();
brokerPosition.Currency = obj0.ReadString();
brokerPosition.LongQty = obj0.ReadDouble();
brokerPosition.MaturityDate = new DateTime(obj0.ReadInt64());
brokerPosition.PutOrCall = obj0.ReadInt32();
brokerPosition.Qty = obj0.ReadDouble();
brokerPosition.SecurityExchange = obj0.ReadString();
brokerPosition.SecurityType = obj0.ReadString();
brokerPosition.ShortQty = obj0.ReadDouble();
brokerPosition.Strike = obj0.ReadDouble();
brokerPosition.Symbol = obj0.ReadString();
int num = obj0.ReadInt32();
for (int index = 0; index < num; ++index)
{
string name = obj0.ReadString();
string str = obj0.ReadString();
brokerPosition.AddCustomField(name, str);
}
return(brokerPosition);
}
public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (IsConnected)
{
Console.WriteLine(string.Format("GetBrokerInfo:{0}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff")));
//TraderApi.TD_ReqQryTradingAccount(m_pTdApi);
//TraderApi.TD_ReqQryInvestorPosition(m_pTdApi, null);
//timerAccount.Enabled = false;
//timerAccount.Enabled = true;
//timerPonstion.Enabled = false;
//timerPonstion.Enabled = true;
BrokerAccount brokerAccount = new BrokerAccount(m_TradingAccount.AccountID);
// account fields
brokerAccount.BuyingPower = m_TradingAccount.Available;
brokerAccount.AddField("Available", m_TradingAccount.Available.ToString());
brokerAccount.AddField("Balance", m_TradingAccount.Balance.ToString());
brokerAccount.AddField("CashIn", m_TradingAccount.CashIn.ToString());
brokerAccount.AddField("CloseProfit", m_TradingAccount.CloseProfit.ToString());
brokerAccount.AddField("Commission", m_TradingAccount.Commission.ToString());
brokerAccount.AddField("Credit", m_TradingAccount.Credit.ToString());
brokerAccount.AddField("CurrMargin", m_TradingAccount.CurrMargin.ToString());
brokerAccount.AddField("DeliveryMargin", m_TradingAccount.DeliveryMargin.ToString());
brokerAccount.AddField("Deposit", m_TradingAccount.Deposit.ToString());
brokerAccount.AddField("ExchangeDeliveryMargin", m_TradingAccount.ExchangeDeliveryMargin.ToString());
brokerAccount.AddField("ExchangeMargin", m_TradingAccount.ExchangeMargin.ToString());
brokerAccount.AddField("FrozenCash", m_TradingAccount.FrozenCash.ToString());
brokerAccount.AddField("FrozenCommission", m_TradingAccount.FrozenCommission.ToString());
brokerAccount.AddField("FrozenMargin", m_TradingAccount.FrozenMargin.ToString());
brokerAccount.AddField("Interest", m_TradingAccount.Interest.ToString());
brokerAccount.AddField("InterestBase", m_TradingAccount.InterestBase.ToString());
brokerAccount.AddField("Mortgage", m_TradingAccount.Mortgage.ToString());
brokerAccount.AddField("PositionProfit", m_TradingAccount.PositionProfit.ToString());
brokerAccount.AddField("PreBalance", m_TradingAccount.PreBalance.ToString());
brokerAccount.AddField("PreCredit", m_TradingAccount.PreCredit.ToString());
brokerAccount.AddField("PreDeposit", m_TradingAccount.PreDeposit.ToString());
brokerAccount.AddField("PreMargin", m_TradingAccount.PreMargin.ToString());
brokerAccount.AddField("PreMortgage", m_TradingAccount.PreMortgage.ToString());
brokerAccount.AddField("Reserve", m_TradingAccount.Reserve.ToString());
brokerAccount.AddField("SettlementID", m_TradingAccount.SettlementID.ToString());
brokerAccount.AddField("Withdraw", m_TradingAccount.Withdraw.ToString());
brokerAccount.AddField("WithdrawQuota", m_TradingAccount.WithdrawQuota.ToString());
DataRow[] rows = _dbInMemInvestorPosition.SelectAll();
foreach (DataRow dr in rows)
{
BrokerPosition brokerPosition = new BrokerPosition {
Symbol = dr[DbInMemInvestorPosition.InstrumentID].ToString()
};
int pos = (int)dr[DbInMemInvestorPosition.Position];
TThostFtdcPosiDirectionType PosiDirection = (TThostFtdcPosiDirectionType)dr[DbInMemInvestorPosition.PosiDirection];
if (TThostFtdcPosiDirectionType.Long == PosiDirection)
{
brokerPosition.LongQty = pos;
}
else if (TThostFtdcPosiDirectionType.Short == PosiDirection)
{
brokerPosition.ShortQty = pos;
}
else
{
if (pos >= 0)//净NET这个概念是什么情况？
brokerPosition.LongQty = pos;
else
brokerPosition.ShortQty = -pos;
}
brokerPosition.Qty = brokerPosition.LongQty - brokerPosition.ShortQty;
brokerPosition.AddCustomField(DbInMemInvestorPosition.PosiDirection, PosiDirection.ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.HedgeFlag, ((TThostFtdcHedgeFlagType)dr[DbInMemInvestorPosition.HedgeFlag]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.PositionDate, ((TThostFtdcPositionDateType)dr[DbInMemInvestorPosition.PositionDate]).ToString());
brokerAccount.AddPosition(brokerPosition);
}
brokerInfo.Accounts.Add(brokerAccount);
}
return brokerInfo;
}
public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (IsConnected)
{
if (_bTdConnected)
{
//tdlog.Info("GetBrokerInfo");
}
else
{
//if (nGetBrokerInfoCount < 5)
//{
// tdlog.Info("GetBrokerInfo,交易没有连接，查询无效,5次后将不显示");
// ++nGetBrokerInfoCount;
//}
return null;
}
BrokerAccount brokerAccount = new BrokerAccount(m_TradingAccount.AccountID);
// account fields
brokerAccount.BuyingPower = m_TradingAccount.Available;
Type t = typeof(CZQThostFtdcTradingAccountField);
FieldInfo[] fields = t.GetFields(BindingFlags.Public | BindingFlags.Instance);
foreach (FieldInfo field in fields)
{
brokerAccount.AddField(field.Name, field.GetValue(m_TradingAccount).ToString());
}
DataRow[] rows = _dbInMemInvestorPosition.SelectAll();
foreach (DataRow dr in rows)
{
BrokerPosition brokerPosition = new BrokerPosition {
Symbol = dr[DbInMemInvestorPosition.InstrumentID].ToString()
};
int pos = (int)dr[DbInMemInvestorPosition.Position];
TZQThostFtdcPosiDirectionType PosiDirection = (TZQThostFtdcPosiDirectionType)dr[DbInMemInvestorPosition.PosiDirection];
if (TZQThostFtdcPosiDirectionType.Long == PosiDirection)
{
brokerPosition.LongQty = pos;
}
else if (TZQThostFtdcPosiDirectionType.Short == PosiDirection)
{
brokerPosition.ShortQty = pos;
}
else
{
if (pos >= 0)//净NET这个概念是什么情况？
brokerPosition.LongQty = pos;
else
brokerPosition.ShortQty = -pos;
}
brokerPosition.Qty = brokerPosition.LongQty - brokerPosition.ShortQty;
brokerPosition.AddCustomField(DbInMemInvestorPosition.PosiDirection, PosiDirection.ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.HedgeFlag, ((TZQThostFtdcHedgeFlagType)dr[DbInMemInvestorPosition.HedgeFlag]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.PositionDate, ((TZQThostFtdcPositionDateType)dr[DbInMemInvestorPosition.PositionDate]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.LongFrozen, dr[DbInMemInvestorPosition.LongFrozen].ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.ShortFrozen, dr[DbInMemInvestorPosition.ShortFrozen].ToString());
brokerAccount.AddPosition(brokerPosition);
}
brokerInfo.Accounts.Add(brokerAccount);
}
return brokerInfo;
}
public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (IsConnected)
{
if (_bTdConnected)
{
//tdlog.Info("GetBrokerInfo");
}
else
{
//if (nGetBrokerInfoCount < 5)
//{
// tdlog.Info("GetBrokerInfo,交易没有连接，查询无效,5次后将不显示");
// ++nGetBrokerInfoCount;
//}
return(null);
}
BrokerAccount brokerAccount = new BrokerAccount(m_TradingAccount.AccountID);
// account fields
brokerAccount.BuyingPower = m_TradingAccount.Available;
Type t = typeof(CZQThostFtdcTradingAccountField);
FieldInfo[] fields = t.GetFields(BindingFlags.Public | BindingFlags.Instance);
foreach (FieldInfo field in fields)
{
brokerAccount.AddField(field.Name, field.GetValue(m_TradingAccount).ToString());
}
DataRow[] rows = _dbInMemInvestorPosition.SelectAll();
foreach (DataRow dr in rows)
{
BrokerPosition brokerPosition = new BrokerPosition {
Symbol = dr[DbInMemInvestorPosition.InstrumentID].ToString()
};
int pos = (int)dr[DbInMemInvestorPosition.Position];
TZQThostFtdcPosiDirectionType PosiDirection = (TZQThostFtdcPosiDirectionType)dr[DbInMemInvestorPosition.PosiDirection];
if (TZQThostFtdcPosiDirectionType.Long == PosiDirection)
{
brokerPosition.LongQty = pos;
}
else if (TZQThostFtdcPosiDirectionType.Short == PosiDirection)
{
brokerPosition.ShortQty = pos;
}
else
{
if (pos >= 0)//净NET这个概念是什么情况？
{
brokerPosition.LongQty = pos;
}
else
{
brokerPosition.ShortQty = -pos;
}
}
brokerPosition.Qty = brokerPosition.LongQty - brokerPosition.ShortQty;
brokerPosition.AddCustomField(DbInMemInvestorPosition.PosiDirection, PosiDirection.ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.HedgeFlag, ((TZQThostFtdcHedgeFlagType)dr[DbInMemInvestorPosition.HedgeFlag]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.PositionDate, ((TZQThostFtdcPositionDateType)dr[DbInMemInvestorPosition.PositionDate]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.LongFrozen, dr[DbInMemInvestorPosition.LongFrozen].ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.ShortFrozen, dr[DbInMemInvestorPosition.ShortFrozen].ToString());
brokerAccount.AddPosition(brokerPosition);
}
brokerInfo.Accounts.Add(brokerAccount);
}
return(brokerInfo);
}
BrokerPosition CreateBrokerPosition(PositionDataXml pos)
{
PositionInfo info = GetPositionInfo(pos);
BrokerPosition brokerPos = new BrokerPosition();
brokerPos.Symbol = pos.Symbol;
brokerPos.Direction = pos.PositionType;
brokerPos.Size = info.CurrentStats.CurrentSize;
brokerPos.EntryPrice = info.CurrentStats.EntryPrice;
brokerPos.EntryDate = info.OpenDate;
return brokerPos;
}
public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (IsConnected)
{
Console.WriteLine(string.Format("GetBrokerInfo:{0}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff")));
//TraderApi.TD_ReqQryTradingAccount(m_pTdApi);
//TraderApi.TD_ReqQryInvestorPosition(m_pTdApi, null);
//timerAccount.Enabled = false;
//timerAccount.Enabled = true;
//timerPonstion.Enabled = false;
//timerPonstion.Enabled = true;
BrokerAccount brokerAccount = new BrokerAccount(m_TradingAccount.AccountID);
// account fields
brokerAccount.BuyingPower = m_TradingAccount.Available;
Type t = typeof(CZQThostFtdcTradingAccountField);
FieldInfo[] fields = t.GetFields(BindingFlags.Public | BindingFlags.Instance);
foreach (FieldInfo field in fields)
{
brokerAccount.AddField(field.Name, field.GetValue(m_TradingAccount).ToString());
}
DataRow[] rows = _dbInMemInvestorPosition.SelectAll();
foreach (DataRow dr in rows)
{
BrokerPosition brokerPosition = new BrokerPosition {
Symbol = dr[DbInMemInvestorPosition.InstrumentID].ToString()
};
int pos = (int)dr[DbInMemInvestorPosition.Position];
TZQThostFtdcPosiDirectionType PosiDirection = (TZQThostFtdcPosiDirectionType)dr[DbInMemInvestorPosition.PosiDirection];
if (TZQThostFtdcPosiDirectionType.Long == PosiDirection)
{
brokerPosition.LongQty = pos;
}
else if (TZQThostFtdcPosiDirectionType.Short == PosiDirection)
{
brokerPosition.ShortQty = pos;
}
else
{
if (pos >= 0)//净NET这个概念是什么情况？
{
brokerPosition.LongQty = pos;
}
else
{
brokerPosition.ShortQty = -pos;
}
}
brokerPosition.Qty = brokerPosition.LongQty - brokerPosition.ShortQty;
brokerPosition.AddCustomField(DbInMemInvestorPosition.PosiDirection, PosiDirection.ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.HedgeFlag, ((TZQThostFtdcHedgeFlagType)dr[DbInMemInvestorPosition.HedgeFlag]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.PositionDate, ((TZQThostFtdcPositionDateType)dr[DbInMemInvestorPosition.PositionDate]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.LongFrozen, dr[DbInMemInvestorPosition.LongFrozen].ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.ShortFrozen, dr[DbInMemInvestorPosition.ShortFrozen].ToString());
brokerAccount.AddPosition(brokerPosition);
}
brokerInfo.Accounts.Add(brokerAccount);
}
return(brokerInfo);
}
public BrokerInfo GetBrokerInfo()
{
BrokerInfo brokerInfo = new BrokerInfo();
if (IsConnected)
{
Console.WriteLine(string.Format("GetBrokerInfo:{0}", Clock.Now.ToString("yyyy-MM-dd HH:mm:ss.fff")));
//TraderApi.TD_ReqQryTradingAccount(m_pTdApi);
//TraderApi.TD_ReqQryInvestorPosition(m_pTdApi, null);
//timerAccount.Enabled = false;
//timerAccount.Enabled = true;
//timerPonstion.Enabled = false;
//timerPonstion.Enabled = true;
BrokerAccount brokerAccount = new BrokerAccount(m_TradingAccount.AccountID);
// account fields
brokerAccount.BuyingPower = m_TradingAccount.Available;
brokerAccount.AddField("Available", m_TradingAccount.Available.ToString());
brokerAccount.AddField("Balance", m_TradingAccount.Balance.ToString());
brokerAccount.AddField("CashIn", m_TradingAccount.CashIn.ToString());
brokerAccount.AddField("CloseProfit", m_TradingAccount.CloseProfit.ToString());
brokerAccount.AddField("Commission", m_TradingAccount.Commission.ToString());
brokerAccount.AddField("Credit", m_TradingAccount.Credit.ToString());
brokerAccount.AddField("CurrMargin", m_TradingAccount.CurrMargin.ToString());
brokerAccount.AddField("DeliveryMargin", m_TradingAccount.DeliveryMargin.ToString());
brokerAccount.AddField("Deposit", m_TradingAccount.Deposit.ToString());
brokerAccount.AddField("ExchangeDeliveryMargin", m_TradingAccount.ExchangeDeliveryMargin.ToString());
brokerAccount.AddField("ExchangeMargin", m_TradingAccount.ExchangeMargin.ToString());
brokerAccount.AddField("FrozenCash", m_TradingAccount.FrozenCash.ToString());
brokerAccount.AddField("FrozenCommission", m_TradingAccount.FrozenCommission.ToString());
brokerAccount.AddField("FrozenMargin", m_TradingAccount.FrozenMargin.ToString());
brokerAccount.AddField("Interest", m_TradingAccount.Interest.ToString());
brokerAccount.AddField("InterestBase", m_TradingAccount.InterestBase.ToString());
brokerAccount.AddField("Mortgage", m_TradingAccount.Mortgage.ToString());
brokerAccount.AddField("PositionProfit", m_TradingAccount.PositionProfit.ToString());
brokerAccount.AddField("PreBalance", m_TradingAccount.PreBalance.ToString());
brokerAccount.AddField("PreCredit", m_TradingAccount.PreCredit.ToString());
brokerAccount.AddField("PreDeposit", m_TradingAccount.PreDeposit.ToString());
brokerAccount.AddField("PreMargin", m_TradingAccount.PreMargin.ToString());
brokerAccount.AddField("PreMortgage", m_TradingAccount.PreMortgage.ToString());
brokerAccount.AddField("Reserve", m_TradingAccount.Reserve.ToString());
brokerAccount.AddField("SettlementID", m_TradingAccount.SettlementID.ToString());
brokerAccount.AddField("Withdraw", m_TradingAccount.Withdraw.ToString());
brokerAccount.AddField("WithdrawQuota", m_TradingAccount.WithdrawQuota.ToString());
DataRow[] rows = _dbInMemInvestorPosition.SelectAll();
foreach (DataRow dr in rows)
{
BrokerPosition brokerPosition = new BrokerPosition {
Symbol = dr[DbInMemInvestorPosition.InstrumentID].ToString()
};
int pos = (int)dr[DbInMemInvestorPosition.Position];
TThostFtdcPosiDirectionType PosiDirection = (TThostFtdcPosiDirectionType)dr[DbInMemInvestorPosition.PosiDirection];
if (TThostFtdcPosiDirectionType.Long == PosiDirection)
{
brokerPosition.LongQty = pos;
}
else if (TThostFtdcPosiDirectionType.Short == PosiDirection)
{
brokerPosition.ShortQty = pos;
}
else
{
if (pos >= 0)//净NET这个概念是什么情况？
{
brokerPosition.LongQty = pos;
}
else
{
brokerPosition.ShortQty = -pos;
}
}
brokerPosition.Qty = brokerPosition.LongQty - brokerPosition.ShortQty;
brokerPosition.AddCustomField(DbInMemInvestorPosition.PosiDirection, PosiDirection.ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.HedgeFlag, ((TThostFtdcHedgeFlagType)dr[DbInMemInvestorPosition.HedgeFlag]).ToString());
brokerPosition.AddCustomField(DbInMemInvestorPosition.PositionDate, ((TThostFtdcPositionDateType)dr[DbInMemInvestorPosition.PositionDate]).ToString());
brokerAccount.AddPosition(brokerPosition);
}
brokerInfo.Accounts.Add(brokerAccount);
}
return(brokerInfo);
}
