internal RiskData(BusinessRecord parent)
{
this._necessary = BusinessItemFactory.Create("Necessary", 0m, PermissionFeature.Sound, parent);
this._netNecessary = BusinessItemFactory.Create("NetNecessary", 0m, PermissionFeature.Dumb, parent);
this._hedgeNecessary = BusinessItemFactory.Create("HedgeNecessary", 0m, PermissionFeature.Dumb, parent);
this._minEquityAvoidRiskLevel1 = BusinessItemFactory.Create("MinEquityAvoidRiskLevel1", 0m, PermissionFeature.Dumb, parent);
this._minEquityAvoidRiskLevel2 = BusinessItemFactory.Create("MinEquityAvoidRiskLevel2", 0m, PermissionFeature.Dumb, parent);
this._minEquityAvoidRiskLevel3 = BusinessItemFactory.Create("MinEquityAvoidRiskLevel3", 0m, PermissionFeature.Dumb, parent);
this._necessaryFillingOpenOrder = BusinessItemFactory.Create("NecessaryFillingOpenOrder", 0m, PermissionFeature.Dumb, parent);
this._necessaryFillingCloseOrder = BusinessItemFactory.Create("NecessaryFillingCloseOrder", 0m, PermissionFeature.Dumb, parent);
this._tradePLFloat = BusinessItemFactory.Create("TradePLFloat", 0m, PermissionFeature.Dumb, parent);
this._interestPLFloat = BusinessItemFactory.Create("InterestPLFloat", 0m, PermissionFeature.Dumb, parent);
this._storagePLFloat = BusinessItemFactory.Create("StoragePLFloat", 0m, PermissionFeature.Dumb, parent);
this._valueAsMargin = BusinessItemFactory.Create("ValueAsMargin", 0m, PermissionFeature.Dumb, parent);
this._tradePLNotValued = BusinessItemFactory.Create("TradePLNotValued", 0m, PermissionFeature.Dumb, parent);
this._interestPLNotValued = BusinessItemFactory.Create("InterestPLNotValued", 0m, PermissionFeature.Dumb, parent);
this._storagePLNotValued = BusinessItemFactory.Create("StoragePLNotValued", 0m, PermissionFeature.Dumb, parent);
this._lockOrderTradePLFloat = BusinessItemFactory.Create("LockOrderTradePLFloat", 0m, PermissionFeature.Dumb, parent);
this._feeForCutting = BusinessItemFactory.Create("FeeForCutting", 0m, PermissionFeature.Dumb, parent);
this._riskCredit = BusinessItemFactory.Create("RiskCredit", 0m, PermissionFeature.Dumb, parent);
_partialPaymentPhysicalNecessary = BusinessItemFactory.Create("PartialPaymentPhysicalNecessary", 0m, PermissionFeature.Dumb, parent);
_totalPaidAmount = BusinessItemFactory.Create("TotalPaidAmount", 0m, PermissionFeature.Dumb, parent);
_credit = BusinessItemFactory.Create("Credit", 0m, PermissionFeature.Dumb, parent);
_shortMargin = BusinessItemFactory.Create("ShortMargin", 0m, PermissionFeature.Dumb, parent);
}
internal FakeAccount(Guid id, string code)
: base("Account", 10)
{
_trans = new BusinessRecordDictionary <Guid, FakeTransaction>("Transactions", this);
_id = BusinessItemFactory.Create("Id", id, PermissionFeature.Key, this);
_code = BusinessItemFactory.Create("Code", code, PermissionFeature.ReadOnly, this);
}
internal OrderResetItem(Guid id, bool isBuy)
: base("Order", 5)
{
_isBuy = BusinessItemFactory.Create("IsBuy", isBuy, PermissionFeature.ReadOnly, this);
_id = BusinessItemFactory.Create("ID", id, PermissionFeature.Key, this);
_bills = new BusinessRecordList <ResetBill>("Bills", this, 10);
}
internal ResetBalance(DateTime tradeDay, Guid accountId, Guid currencyId, decimal value)
: base("Balance", 3)
{
_tradeDay = BusinessItemFactory.Create("TradeDay", tradeDay, PermissionFeature.Key, this);
_value = BusinessItemFactory.Create("Value", value, PermissionFeature.Sound, this);
_currencyId = BusinessItemFactory.Create("CurrencyID", currencyId, PermissionFeature.Key, this);
_accountId = BusinessItemFactory.Create("AccountID", accountId, PermissionFeature.Key, this);
}
internal DeliveryRequestSpecification(DeliveryRequest owner, Protocal.Physical.DeliveryRequestSpecificationData specification)
: base("DeliveryRequestSpecification", 2)
{
owner.AddDeliveryRequestSpecification(this, OperationType.AsNewRecord);
_quantity = BusinessItemFactory.Create("Quantity", specification.Quantity, PermissionFeature.ReadOnly, this);
_size = BusinessItemFactory.Create("Size", specification.Size, PermissionFeature.ReadOnly, this);
_unitId = BusinessItemFactory.Create("UnitId", specification.UnitId, PermissionFeature.ReadOnly, this);
}
internal FundContent(BusinessRecord parent, decimal?balance, decimal?frozenFund, Account account)
{
_totalDeposit = BusinessItemFactory.Create("TotalDeposit", 0m, PermissionFeature.Sound, parent);
_balance = BusinessItemFactory.Create(FundBusinessItemNames.Balance, balance, PermissionFeature.Sound, parent);
_frozenFund = BusinessItemFactory.Create(FundBusinessItemNames.FrozenFund, frozenFund, PermissionFeature.Sound, parent);
this._riskRawData = new RiskData(parent);
_account = account;
}
internal OrderFloating(Order order, CalculateParams calculateParams)
{
_owner = order;
_calculateParams = calculateParams;
_interestPLFloat = BusinessItemFactory.Create("InterestPLFloat", 0m, PermissionFeature.Dumb, order);
_storagePLFloat = BusinessItemFactory.Create("StoragePLFloat", 0m, PermissionFeature.Dumb, order);
_tradePLFloat = BusinessItemFactory.Create("TradePLFloat", 0m, PermissionFeature.Dumb, order);
_livePrice = BusinessItemFactory.Create("LivePrice", (Price)null, PermissionFeature.Dumb, order);
}
internal FakeTransaction(Guid id, string code, FakeAccount parent, OperationType type = OperationType.None)
: base("Transaction", 5)
{
_id = BusinessItemFactory.Create("Id", id, PermissionFeature.Key, this);
_code = BusinessItemFactory.Create("Code", code, PermissionFeature.ReadOnly, this);
_updateTime = BusinessItemFactory.Create("UpdateTime", DateTime.Now, PermissionFeature.Sound, this);
_orders = new BusinessRecordList <FakeOrder>("Orders", this);
parent.AddTran(this, type);
}
internal ResetBill(Guid orderId, decimal value, ResetBillType type, DateTime tradeDay)
: base("Bill", 20)
{
_id = BusinessItemFactory.Create("ID", Guid.NewGuid(), PermissionFeature.Key, this);
_value = BusinessItemFactory.Create("Value", value, PermissionFeature.Sound, this);
_tradeDay = BusinessItemFactory.Create("TradeDay", tradeDay, PermissionFeature.ReadOnly, this);
_type = BusinessItemFactory.Create("Type", type, PermissionFeature.ReadOnly, this);
_updateTime = BusinessItemFactory.Create("UpdateTime", DateTime.Now, PermissionFeature.ReadOnly, this);
_orderId = BusinessItemFactory.Create("OrderID", orderId, PermissionFeature.Key, this);
}
internal FakeOrder(FakeTransaction tran, Guid id, string code, decimal lot, decimal lotBalance, OperationType type = OperationType.None)
: base("Order", 5)
{
tran.AddOrder(this, type);
_id = BusinessItemFactory.Create("Id", id, PermissionFeature.Key, this);
_code = BusinessItemFactory.Create("Code", code, PermissionFeature.ReadOnly, this);
_lot = BusinessItemFactory.Create("Lot", lot, PermissionFeature.ReadOnly, this);
_lotBalance = BusinessItemFactory.Create("LotBalance", lotBalance, PermissionFeature.Sound, this);
_phase = BusinessItemFactory.Create("Phase", OrderPhase.Placed, PermissionFeature.Sound, this);
}
internal TradingBill(Guid id, Guid accountId, Guid currencyId, decimal value, TradingBillType type, DateTime updateTime)
: base("TradingBill", 6)
{
_id = BusinessItemFactory.Create("ID", id, PermissionFeature.Key, this);
_accountId = BusinessItemFactory.Create("AccountId", accountId, PermissionFeature.ReadOnly, this);
_currencyId = BusinessItemFactory.Create("CurrencyId", currencyId, PermissionFeature.ReadOnly, this);
_value = BusinessItemFactory.Create("Value", value, PermissionFeature.Sound, this);
_updateTime = BusinessItemFactory.Create("updateTime", updateTime, PermissionFeature.Sound, this);
_type = BusinessItemFactory.Create("Type", type, PermissionFeature.ReadOnly, this);
}
public SubFund(Account account, Guid currencyId, decimal balance, decimal frozenFund, OperationType asAdded)
: base(BusinessRecordNames.Fund, 10)
{
this._owner = account;
this._currencyId = BusinessItemFactory.Create(FundBusinessItemNames.CurrencyId, currencyId, PermissionFeature.Key, this);
_accountId = BusinessItemFactory.Create("AccountID", account.Id, PermissionFeature.Key, this);
BusinessItemFactory.CreateVolatileItem("CurrencyCode", () => Settings.Setting.Default.GetCurrency(currencyId).Code, this);
_equityItem = BusinessItemFactory.CreateVolatileItem("Equity", this.CalculateEquity, this);
this.Initialize(balance, frozenFund, account);
account.AddSubFund(this, asAdded);
}
internal DeliveryRequestOrderRelation(DeliveryRequest request, Protocal.Physical.DeliveryRequestOrderRelationData orderRelationData)
: base(BusinessRecordNames.DeliveryRequestOrderRelation, DEFAULT_ITEMS_FACTOR)
{
this._owner = request;
var key = orderRelationData.OpenOrderId;
this._deliveryRequestId = BusinessItemFactory.Create(DeliveryRequestRelationBusinessItemNames.DeliveryRequestId, request.Id, PermissionFeature.Key, this);
this._openOrderId = BusinessItemFactory.Create(DeliveryRequestRelationBusinessItemNames.OpenOrderId, key, PermissionFeature.Key, this);
this._deliveryQuantity = BusinessItemFactory.Create(DeliveryRequestRelationBusinessItemNames.DeliveryQuantity, orderRelationData.DeliveryQuantity, PermissionFeature.Dumb, this);
this._deliveryLot = BusinessItemFactory.Create(DeliveryRequestRelationBusinessItemNames.DeliveryLot, orderRelationData.DeliveryLot, PermissionFeature.Dumb, this);
request.AddDeliveryRequestOrderRelation(this, OperationType.AsNewRecord);
}
internal DeliveryRequestOrderRelation(DeliveryRequest request, IDBRow dataRow)
: base(BusinessRecordNames.DeliveryRequestOrderRelation, DEFAULT_ITEMS_FACTOR)
{
this._owner = request;
var key = (Guid)dataRow["OpenOrderId"];
this._deliveryRequestId = BusinessItemFactory.Create(DeliveryRequestRelationBusinessItemNames.DeliveryRequestId, (Guid)dataRow["DeliveryRequestId"], PermissionFeature.Key, this);
this._openOrderId = BusinessItemFactory.Create(DeliveryRequestRelationBusinessItemNames.OpenOrderId, key, PermissionFeature.Key, this);
this._deliveryQuantity = BusinessItemFactory.Create(DeliveryRequestRelationBusinessItemNames.DeliveryQuantity, (decimal)dataRow["DeliveryQuantity"], PermissionFeature.Dumb, this);
this._deliveryLot = BusinessItemFactory.Create(DeliveryRequestRelationBusinessItemNames.DeliveryLot, (decimal)dataRow["DeliveryLot"], PermissionFeature.Dumb, this);
request.AddDeliveryRequestOrderRelation(this, OperationType.None);
}
private void CreateBusinessItems(Guid orderId, int period, decimal principal, decimal interest, decimal debitInterest, DateTime?paymentDateTimeOnPlan, decimal interestRate, DateTime?paidDateTime, DateTime?updateTime, decimal?lotBalance, Guid?updatePersonId)
{
_orderId = BusinessItemFactory.Create("OrderId", orderId, PermissionFeature.Key, this);
_period = BusinessItemFactory.Create("Period", period, PermissionFeature.Key, this);
_principal = BusinessItemFactory.Create("Principal", principal, PermissionFeature.Sound, this);
_interest = BusinessItemFactory.Create("Interest", interest, PermissionFeature.Sound, this);
_debitInterest = BusinessItemFactory.Create("DebitInterest", debitInterest, PermissionFeature.Sound, this);
_paymentDateTimeOnPlan = BusinessItemFactory.Create("PaymentDateTimeOnPlan", paymentDateTimeOnPlan, PermissionFeature.Sound, this);
_paidDateTime = BusinessItemFactory.Create("PaidDateTime", paidDateTime, PermissionFeature.Sound, this);
_updateTIme = BusinessItemFactory.Create("UpdateTime", updateTime ?? DateTime.Now, PermissionFeature.Sound, this);
_interestRate = BusinessItemFactory.Create("InterestRate", interestRate, PermissionFeature.Sound, this);
_lotBalance = BusinessItemFactory.Create("LotBalance", lotBalance, PermissionFeature.Sound, this);
_updatePersonId = BusinessItemFactory.Create("UpdatePersonId", updatePersonId, PermissionFeature.Sound, this);
}
private void Initialize(DateTime tradeDay, Guid accountId, Guid instrumentId, decimal balance, decimal floatingPL, decimal interestPLNotValued, decimal storagePLNotValued, decimal tradePLNotValued,
decimal necessary)
{
_tradeDay = BusinessItemFactory.Create("TradeDay", tradeDay, PermissionFeature.Key, this);
_accountId = BusinessItemFactory.Create("AccountID", accountId, PermissionFeature.Key, this);
_instrumentId = BusinessItemFactory.Create("InstrumentID", instrumentId, PermissionFeature.Key, this);
_resetBalance = BusinessItemFactory.Create("ResetBalance", balance, PermissionFeature.Sound, this);
_floatingPL = BusinessItemFactory.Create("FloatingPL", floatingPL, PermissionFeature.Sound, this);
_interestPLNotValued = BusinessItemFactory.Create("InterestPLNotValued", interestPLNotValued, PermissionFeature.Sound, this);
_storagePLNotValued = BusinessItemFactory.Create("StoragePLNotValued", storagePLNotValued, PermissionFeature.Sound, this);
_tradePLNotValued = BusinessItemFactory.Create("TradePLNotValued", tradePLNotValued, PermissionFeature.Sound, this);
_necessary = BusinessItemFactory.Create("Necessary", necessary, PermissionFeature.Sound, this);
_buyPrice = BusinessItemFactory.Create <Price>("BuyPrice", null, PermissionFeature.Sound, this);
_sellPrice = BusinessItemFactory.Create <Price>("SellPrice", null, PermissionFeature.Sound, this);
}
internal Instrument(Account owner, Guid id, QuotationBulk initQuotation, InstrumentServiceFactory factory)
: base("Instrument", 15)
{
_owner = owner;
this.Id = id;
this.QuotationBulk = initQuotation;
_orderCollector = new Lazy <OrderCollector>(() => factory.CreateOrderCollector(this));
_lotCalculator = new Lazy <LotCalculator>(() => factory.CreateLotCalculator(this));
_calculator = new Lazy <InstrumentCalculator>(() => factory.CreateInstrumentCalculator(this));
_riskRawData = new RiskData(null);
_cuttingFee = new CuttingFee(this);
_lastResetDay = BusinessItemFactory.Create <DateTime?>("LastResetDay", null, PermissionFeature.Sound, this);
_id = BusinessItemFactory.Create("ID", id, PermissionFeature.Key, this);
_accountId = BusinessItemFactory.Create("AccountID", owner.Id, PermissionFeature.Key, this);
_resetItemHistoryDict = new BusinessRecordDictionary <DateTime, InstrumentResetItem>("ResetItemHistory", this);
_currencyRate = this.DoGetCurrencyRate(null);
_waitingForHitOrders = new CacheData <List <Order> >(_orderCollector.Value.CollectWaitingForHitOrders);
_executedAndHasPositionOrders = new CacheData <List <Order> >(_orderCollector.Value.CollectExecutedAndHasPositionOrders);
_totalBuyQuantity = new CacheData <decimal>(_lotCalculator.Value.CalculateBuyQuantity);
_TotalSellQuantity = new CacheData <decimal>(_lotCalculator.Value.CalculateSellQuantity);
_quotationManager = new QuotationManager(owner, this, initQuotation);
}
internal Order(Transaction owner, OrderConstructParams constructParams, OrderServiceFactoryBase serviceFactory)
: base(BusinessRecordNames.Order, ATTRIBUTE_ITEMS_CAPACITY)
{
this.ConstructParams = constructParams;
this.ServiceFactory = serviceFactory;
_pairOrderIsHit = false;
this.IsHitReseted = false;
_owner = owner;
_orderSettings = serviceFactory.CreateOrderSettings(this, constructParams);
if (owner != null)
{
owner.AddOrder(this, constructParams.OperationType);
}
_orderRelations = new BusinessRecordDictionary <Guid, OrderRelation>(BusinessRecordCollectionNames.OrderRelations, this, ORDER_RELATION_CAPACITY);
_feeCalculator = new Lazy <OrderFeeCalculatorBase>(() => serviceFactory.CreateOrderFeeCalculator(this, _orderSettings));
_openOrderCalculator = new Lazy <OpenOrderCalculatorBase>(() => serviceFactory.CreateOpenOrderCalculator(this, _orderSettings));
_closeOrderCalculator = new Lazy <CloseOrderCalculator>(() => serviceFactory.CreateCloseOrderCalculator(this, _orderSettings));
_executeService = new Lazy <OrderExecuteServiceBase>(() => serviceFactory.CreateOrderExecuteService(this, _orderSettings));
_precheckServcie = new Lazy <OrderPreCheckServiceBase>(() => serviceFactory.CreatePreCheckService(this));
_valuedPLCalculator = new Lazy <ValuedPLCalculatorBase>(() => serviceFactory.CreateValuedPLCalculator(this));
_currencyId = BusinessItemFactory.Create("CurrencyID", owner.CurrencyId, PermissionFeature.ReadOnly, this);
}
private void Initialize(DeliveryRequestConstructParams constructParams)
{
_id = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.Id, constructParams.Id, PermissionFeature.Key, this);
_accountId = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.AccountId, constructParams.AccountId, PermissionFeature.ReadOnly, this);
_instrumentId = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.InstrumentId, constructParams.InstrumentId, PermissionFeature.ReadOnly, this);
_code = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.Code, constructParams.Code, PermissionFeature.ReadOnly, this);
_printingCode = BusinessItemFactory.Create("PrintingCode", constructParams.PrintingCode, PermissionFeature.ReadOnly, this);
_ask = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.Ask, constructParams.Ask, PermissionFeature.Sound, this);
_bid = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.Bid, constructParams.Bid, PermissionFeature.Sound, this);
_deliveryRequestStatus = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.Status, constructParams.DeliveryRequestStatus, PermissionFeature.Sound, this);
_requireQuantity = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.RequireQuantity, constructParams.RequireQuantity, PermissionFeature.ReadOnly, this);
_requireLot = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.RequireLot, constructParams.RequireLot, PermissionFeature.ReadOnly, this);
_submitTime = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.SubmitTime, constructParams.SubmitTime, PermissionFeature.ReadOnly, this);
_submitorId = BusinessItemFactory.Create("SubmitorId", constructParams.SubmitorId, PermissionFeature.ReadOnly, this);
_deliveryTime = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.DeliveryTime, constructParams.DeliveryTime, PermissionFeature.Sound, this);
_availableDeliveryTime = BusinessItemFactory.Create("AvailableDeliveryTime", (DateTime?)null, PermissionFeature.Sound, this);
_charge = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.Charge, constructParams.Charge, PermissionFeature.Sound, this);
_chargeCurrencyId = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.ChargeCurrencyId, constructParams.ChargeCurrencyId, PermissionFeature.Sound, this);
_deliveryAddressId = BusinessItemFactory.Create(DeliveryRequestBusinessItemNames.DeliveryAddressId, constructParams.DeliveryAddressId, PermissionFeature.Sound, this);
_deliveryRequestOrderRelations = new BusinessRecordDictionary <Guid, DeliveryRequestOrderRelation>(BusinessRecordCollectionNames.DeliveryRequestOrderRelations, this);
_specifications = new BusinessRecordList <DeliveryRequestSpecification>("DeliveryRequestSpecifications", this, 2);
}
internal Fund()
: base("Fund", 2)
{
_balance = BusinessItemFactory.Create("Balance", 97103540.86m, PermissionFeature.Sound, this);
}
internal BusinessItem <T> CreateSoundItem <T>(string name, BusinessRecord parent)
{
return(BusinessItemFactory.Create <T>(name, default(T), PermissionFeature.Sound, parent));
}
internal SystemResetter(Account account, InstrumentManager instrumentManager)
{
_account = account;
_instrumentManager = instrumentManager;
_lastResetDay = BusinessItemFactory.Create <DateTime?>("LastResetDay", null, PermissionFeature.Sound, account);
}
internal PhysicalFloating(PhysicalOrder order, PhysicalCalculateParams calculateParams)
: base(order, calculateParams)
{
_marketValue = BusinessItemFactory.Create("MarketValue", 0m, PermissionFeature.Dumb, order);
_valueAsMargin = BusinessItemFactory.Create("ValueAsMargin", 0m, PermissionFeature.Dumb, order);
}
internal CloseTradingBill(Guid id, Guid accountId, Guid currencyId, decimal value, TradingBillType type, DateTime updateTime, Guid closeOrderId, Guid openOrderId)
: base(id, accountId, currencyId, value, type, updateTime)
{
_closeOrderId = BusinessItemFactory.Create("CloseOrderId", closeOrderId, PermissionFeature.ReadOnly, this);
_openOrderId = BusinessItemFactory.Create("OpenOrderId", openOrderId, PermissionFeature.ReadOnly, this);
}
internal Fund(Account account)
{
_owner = account;
_content = new FundContent(account, null, null, account);
_equityItem = BusinessItemFactory.CreateVolatileItem("Equity", this.CalculateEquity, account);
}