/// <summary>
/// 平仓
/// </summary>
public static void OpenCloseing(PotionDetailModelViewModel item, int num, bool isClosing = true)
{
TransactionModel tm = new TransactionModel();
tm.direction = item.Direction == "B" ? "S" : "B";
tm.user_id = UserInfoHelper.UserId;
tm.contract_id = item.ContractId;
if (isClosing)
{
tm.open_offset = (int)OffsetType.OFFSET_COVER;
}
else
{
tm.open_offset = (int)OffsetType.OFFSET_OPEN;
}
tm.resource = (int)OperatorTradeType.OPERATOR_TRADE_PC;
tm.order_orderref = Guid.NewGuid().ToString();
tm.order_price = 0;
tm.operator_id = UserInfoHelper.LoginName;
tm.price_type = "M";//根据选中的来判断；
tm.order_volume = item.PositionVolume - num;
ReqTransactionModel rtm = new ReqTransactionModel();
rtm.cmdcode = RequestCmdCode.PlaceOrderCode;
rtm.content = tm;
ScoketManager.GetInstance().SendTradeWSInfo(Newtonsoft.Json.JsonConvert.SerializeObject(rtm));
}
/// <summary>
/// 触发自动止盈止损
/// </summary>
public static void StartAutoStopLoss(QuotationEntity futures)
{
if (ContractVariety.ContracPostionID.Count == 0)
{
return;
}
if (ContractVariety.ContracPostionID.ContainsKey(futures.cd))
{
//如果自动止盈止损包含此合约号
//循环查询持仓明细，进行比较
foreach (string value in ContractVariety.ContracPostionID[futures.cd])
{
PotionDetailModelViewModel item = PositionAllViewModel.Instance().DetPMList.FirstOrDefault(x => x.PsitionId == value);
if (item != null)
{
AutoStopLossModel aslm = CommParameterSetting.AutoStopLossModel.FirstOrDefault(x => x.Direction == item.Direction && x.Agreement == item.ContractId);
if (aslm == null)
{
break;
}
string[] VarietiesKey = futures.cd.Split(' ');
if (VarietiesKey.Length != 3)
{
return;
}
string varietie = VarietiesKey[1];
VarietyModel vm = null;
if (ContractVariety.Varieties.ContainsKey(varietie))
{
vm = ContractVariety.Varieties[varietie];
}
if (vm == null)
{
break;
}
if (aslm.StopLossPotion > 0)
{
//止损价》最新价触发止损
if (item.Direction == "B")
{
if (ContractVariety.PostionPrice[item.PsitionId].LossPrice >= futures.lp)
{
//平仓
if (!PostinIds.Contains(item.PsitionId))
{
OpenCloseing(item, 0);
PostinIds.Add(item.PsitionId);
int count = SQLiteHelper.ExecuteNonQuery(SQLiteHelper.DBPath, CommandType.Text, "delete from AutoStopLoss where ContractID='" + item.ContractId + "' and PostionID='" + item.PsitionId + "';");
LogHelper.Debug("买:持仓的止损价" + ContractVariety.PostionPrice[item.PsitionId].LossPrice + ": 行情最新价" + futures.lp);
continue;
}
}
}
else
{
if (ContractVariety.PostionPrice[item.PsitionId].LossPrice <= futures.lp)
{
//平仓
if (!PostinIds.Contains(item.PsitionId))
{
OpenCloseing(item, 0);
PostinIds.Add(item.PsitionId);
int count = SQLiteHelper.ExecuteNonQuery(SQLiteHelper.DBPath, CommandType.Text, "delete from AutoStopLoss where ContractID='" + item.ContractId + "' and PostionID='" + item.PsitionId + "';");
LogHelper.Debug("卖:持仓的止损价" + ContractVariety.PostionPrice[item.PsitionId].LossPrice + ": 行情最新价" + futures.lp);
continue;
}
}
}
}
if (aslm.StopProfitPotion > 0)
{
//止盈价《最新价触发止盈
if (item.Direction == "B")
{
if ((item.OpenPrice + aslm.StopProfitPotion * vm.tick_size) <= futures.lp)
{
//平仓
if (!PostinIds.Contains(item.PsitionId))
{
OpenCloseing(item, 0);
PostinIds.Add(item.PsitionId);
int count = SQLiteHelper.ExecuteNonQuery(SQLiteHelper.DBPath, CommandType.Text, "delete from AutoStopLoss where ContractID='" + item.ContractId + "' and PostionID='" + item.PsitionId + "';");
LogHelper.Debug("买:持仓的止盈价" + ContractVariety.PostionPrice[item.PsitionId].LossPrice + ": 行情最新价" + futures.lp);
continue;
}
}
}
else
{
if ((item.OpenPrice - aslm.StopProfitPotion * vm.tick_size) >= futures.lp)
{
//平仓
if (!PostinIds.Contains(item.PsitionId))
{
OpenCloseing(item, 0);
PostinIds.Add(item.PsitionId);
int count = SQLiteHelper.ExecuteNonQuery(SQLiteHelper.DBPath, CommandType.Text, "delete from AutoStopLoss where ContractID='" + item.ContractId + "' and PostionID='" + item.PsitionId + "';");
LogHelper.Debug("卖:持仓的止盈价" + ContractVariety.PostionPrice[item.PsitionId].LossPrice + ": 行情最新价" + futures.lp);
continue;
}
}
}
}
if (aslm.FloatingProfitAndLoss > 0 && aslm.StopLossPotion > 0)
{
if (item.Direction == "B")
{
double cha = futures.lp - ContractVariety.PostionPrice[item.PsitionId].NewPrice;
if (cha > aslm.FloatingProfitAndLoss * vm.tick_size)
{
int bs = (int)(cha / aslm.FloatingProfitAndLoss * vm.tick_size);
ContractVariety.PostionPrice[item.PsitionId].NewPrice = ContractVariety.PostionPrice[item.PsitionId].NewPrice + (bs * (aslm.FloatingProfitAndLoss * vm.tick_size));
ContractVariety.PostionPrice[item.PsitionId].LossPrice = ContractVariety.PostionPrice[item.PsitionId].LossPrice + (bs * (aslm.FloatingProfitAndLoss * vm.tick_size));
// 修改数据库中数据
int count = SQLiteHelper.ExecuteNonQuery(SQLiteHelper.DBPath, CommandType.Text, "UPDATE AutoStopLoss set LossPrice=" + ContractVariety.PostionPrice[item.PsitionId].LossPrice + ",newprice=" + ContractVariety.PostionPrice[item.PsitionId].NewPrice + " WHERE UserID='" + UserInfoHelper.UserId + "' and PostionID='" + item.PsitionId + "' and ContractID='" + item.ContractId + "';");
LogHelper.Debug("买：更新止损价：" + ContractVariety.PostionPrice[item.PsitionId].LossPrice + ":止损价基数" + ContractVariety.PostionPrice[item.PsitionId].NewPrice);
}
}
else
{
double cha = ContractVariety.PostionPrice[item.PsitionId].NewPrice - futures.lp;//买就是反过来减
if (cha > aslm.FloatingProfitAndLoss * vm.tick_size)
{
int bs = (int)(cha / aslm.FloatingProfitAndLoss * vm.tick_size);
ContractVariety.PostionPrice[item.PsitionId].NewPrice = ContractVariety.PostionPrice[item.PsitionId].NewPrice - (bs * (aslm.FloatingProfitAndLoss * vm.tick_size));
ContractVariety.PostionPrice[item.PsitionId].LossPrice = ContractVariety.PostionPrice[item.PsitionId].LossPrice - (bs * (aslm.FloatingProfitAndLoss * vm.tick_size));
// 修改数据库中数据
int count = SQLiteHelper.ExecuteNonQuery(SQLiteHelper.DBPath, CommandType.Text, "UPDATE AutoStopLoss set LossPrice=" + ContractVariety.PostionPrice[item.PsitionId].LossPrice + ",newprice=" + ContractVariety.PostionPrice[item.PsitionId].NewPrice + " WHERE UserID='" + UserInfoHelper.UserId + "' and PostionID='" + item.PsitionId + "' and ContractID='" + item.ContractId + "';");
LogHelper.Debug("卖：更新止损价：" + ContractVariety.PostionPrice[item.PsitionId].LossPrice + ":止损价基数" + ContractVariety.PostionPrice[item.PsitionId].NewPrice);
}
}
}
}
}
}
}
