public void AccountPositionToDualPosition(AccountData[] Positions, bool bOnlyToday, DualPositionContainer container)
{
foreach (var pos in Positions)
{
string symbol = (string)pos.Fields[AccountDataField.SYMBOL];
Instrument instrument = framework.InstrumentManager.Get(symbol);
if (instrument == null)
{
continue;
}
int date = (int)pos.Fields[AccountDataFieldEx.DATE];
if (bOnlyToday)
{
if (date != TimeHelper.GetDate(DateTime.Today))
{
continue;
}
}
PositionFieldEx pfe = (PositionFieldEx)pos.Fields[AccountDataFieldEx.USER_DATA];
var record = container.GetPositionRecord(instrument);
record.Long.Qty = pfe.Long.Position;
record.Long.QtyToday = pfe.Long.TodayPosition;
record.Short.Qty = pfe.Short.Position;
record.Short.QtyToday = pfe.Short.TodayPosition;
}
}
private void OnRspQryInvestorPosition_callback(object sender, ref PositionField position, int size1, bool bIsLast)
{
if (size1 <= 0)
{
(sender as XApi).GetLog().Info("OnRspQryInvestorPosition");
return;
}
(sender as XApi).GetLog().Info("OnRspQryInvestorPosition:" + position.ToFormattedString());
if (!IsConnected)
{
return;
}
PositionFieldEx item;
if (!positions.TryGetValue(position.Symbol, out item))
{
item = new PositionFieldEx();
positions[position.Symbol] = item;
}
item.AddPosition(position);
AccountData ad = new AccountData(DateTime.Now, AccountDataType.Position,
position.AccountID, this.id, this.id);
ad.Fields.Add(AccountDataField.SYMBOL, item.Symbol);
ad.Fields.Add(AccountDataField.EXCHANGE, item.Exchange);
ad.Fields.Add(AccountDataField.QTY, item.Qty);
ad.Fields.Add(AccountDataField.LONG_QTY, item.LongQty);
ad.Fields.Add(AccountDataField.SHORT_QTY, item.ShortQty);
ad.Fields.Add(AccountDataFieldEx.USER_DATA, item);
ad.Fields.Add(AccountDataFieldEx.DATE, GetDate(DateTime.Today));
try
{
EmitAccountData(ad);
}
catch (Exception ex)
{
(sender as XApi).GetLog().Error(ex);
}
}
private void OnRspQryInvestorPosition_callback(object sender, ref PositionField position, int size1, bool bIsLast)
{
if (size1 <= 0)
{
(sender as XApi).GetLog().Info("OnRspQryInvestorPosition");
}
else if (position.Position != 0)
{
// UFX中已经过期的持仓也会推送，所以这里过滤一下不显示
if (IsLogOnRspQryInvestorPosition)
{
(sender as XApi).GetLog().Info("OnRspQryInvestorPosition:" + position.ToFormattedString());
}
}
// 由策略来收回报
if (OnRspQryInvestorPosition != null)
{
OnRspQryInvestorPosition(sender, ref position, size1, bIsLast);
}
// 需要保证从上一个查询到现在，列表中的数据是本次查询的所有数据
if (size1 > 0)
{
_dictPositions_current[position.ID] = position;
}
if (!bIsLast)
{
return;
}
PositionsMsg_Long(_dictPositions_current);
// 比较两次容器的区别
var list = MergePositions(_dictPositions_current, _dictPositions_last);
_dictPositions_last = _dictPositions_current;
_dictPositions_current = new SortedDictionary <string, PositionField>();
if (!IsConnected)
{
return;
}
// 没有持仓通知的合约，也通知为0
foreach (var pos in list)
{
PositionFieldEx item;
if (!positions.TryGetValue(pos.Symbol, out item))
{
item = new PositionFieldEx();
positions[pos.Symbol] = item;
}
item.AddPosition(pos);
AccountData ad = new AccountData(DateTime.Now, AccountDataType.Position,
pos.AccountID, this.id, this.id);
ad.Fields.Add(AccountDataField.SYMBOL, item.Symbol);
ad.Fields.Add(AccountDataField.EXCHANGE, item.Exchange);
ad.Fields.Add(AccountDataField.QTY, item.Qty);
ad.Fields.Add(AccountDataField.LONG_QTY, item.LongQty);
ad.Fields.Add(AccountDataField.SHORT_QTY, item.ShortQty);
ad.Fields.Add(AccountDataFieldEx.USER_DATA, item);
ad.Fields.Add(AccountDataFieldEx.DATE, GetDate(DateTime.Today));
try
{
EmitAccountData(ad);
}
catch (Exception ex)
{
(sender as XApi).GetLog().Error(ex);
}
}
}
