public DataRow[] Select(string InstrumentID, TZQThostFtdcPosiDirectionType PosiDirection, TZQThostFtdcHedgeFlagType HedgeFlag, TZQThostFtdcPositionDateType PositionDate)
{
return(dtInvestorPosition.Select(
string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2} and PositionDate={3}",
InstrumentID,
(int)PosiDirection,
(int)HedgeFlag,
(int)PositionDate)));
}
//只收到成交信息时调用
public bool InsertOrReplaceForTrade(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcDirectionType Direction,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume)
{
lock (this)
{
// 今天的买入要先冻结
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID, PosiDirection, HedgeFlag, PositionDate);
if (rows.Count() == 1)
{
int vol = (int)rows[0][Position];
rows[0][Position] = vol - volume;
}
else
{
//假设是新添数据
try
{
if (Direction == TZQThostFtdcDirectionType.Buy)
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
volume,
0);
}
else
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
0,
volume);
}
}
catch
{
return(false);
}
}
return(true);
}
}
public bool UpdateByTrade(CZQThostFtdcTradeField pTrade)
{
lock (this)
{
TZQThostFtdcPosiDirectionType PosiDirection = TZQThostFtdcPosiDirectionType.Net;
TZQThostFtdcPositionDateType PositionDate = TZQThostFtdcPositionDateType.Today;
TZQThostFtdcHedgeFlagType HedgeFlag = TZQThostFtdcHedgeFlagType.Speculation;
return(InsertOrReplaceForTrade(
pTrade.InstrumentID,
PosiDirection,
pTrade.Direction,
HedgeFlag,
PositionDate,
pTrade.Volume));
}
}
//private int x = 0;
//查询持仓后调用此函数
public bool InsertOrReplace(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume,
int nLongFrozen,
int nShortFrozen)
{
lock (this)
{
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate);
if (rows.Count() == 1)
{
rows[0][Position] = volume;
rows[0][LongFrozen] = nLongFrozen;
rows[0][ShortFrozen] = nShortFrozen;
}
else
{
try
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
volume,
nLongFrozen,
nShortFrozen);
}
catch
{
return(false);
}
}
return(true);
}
}
//private int x = 0;
//查询持仓后调用此函数
public bool InsertOrReplace(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume,
int nLongFrozen,
int nShortFrozen)
{
lock(this)
{
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate);
if (rows.Count() == 1)
{
rows[0][Position] = volume;
rows[0][LongFrozen] = nLongFrozen;
rows[0][ShortFrozen] = nShortFrozen;
}
else
{
try
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
volume,
nLongFrozen,
nShortFrozen);
}
catch
{
return false;
}
}
return true;
}
}
public void GetPositions(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcHedgeFlagType HedgeFlag,
out int YdPosition,
out int TodayPosition,
out int nLongFrozen,
out int nShortFrozen)
{
YdPosition = 0;
TodayPosition = 0;
nLongFrozen = 0;
nShortFrozen = 0;
DataView view = dtInvestorPosition.DefaultView;
view.RowFilter = string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2}",
InstrumentID,
(int)PosiDirection,
(int)HedgeFlag);
foreach (DataRowView dr in view)
{
int vol = (int)dr[Position];
int iLongFrozen = (int)dr[LongFrozen];
int iShortFrozen = (int)dr[ShortFrozen];
TZQThostFtdcPositionDateType PositionDate1 = (TZQThostFtdcPositionDateType)dr[PositionDate];
if (TZQThostFtdcPositionDateType.Today == PositionDate1)
{
TodayPosition += vol;
nLongFrozen += iLongFrozen;
nShortFrozen += iShortFrozen;
}
else
{
YdPosition += vol;
nLongFrozen += iLongFrozen;
nShortFrozen += iShortFrozen;
}
}
}
public void GetPositions(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcHedgeFlagType HedgeFlag,
out int YdPosition,
out int TodayPosition,
out int nLongFrozen,
out int nShortFrozen)
{
YdPosition = 0;
TodayPosition = 0;
nLongFrozen = 0;
nShortFrozen = 0;
DataView view = dtInvestorPosition.DefaultView;
view.RowFilter = string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2}",
InstrumentID,
(int)PosiDirection,
(int)HedgeFlag);
foreach (DataRowView dr in view)
{
int vol = (int)dr[Position];
int iLongFrozen = (int)dr[LongFrozen];
int iShortFrozen = (int)dr[ShortFrozen];
TZQThostFtdcPositionDateType PositionDate1 = (TZQThostFtdcPositionDateType)dr[PositionDate];
if (TZQThostFtdcPositionDateType.Today == PositionDate1)
{
TodayPosition += vol;
nLongFrozen += iLongFrozen;
nShortFrozen += iShortFrozen;
}
else
{
YdPosition += vol;
nLongFrozen += iLongFrozen;
nShortFrozen += iShortFrozen;
}
}
}
public DataRow[] Select(string InstrumentID, TZQThostFtdcPosiDirectionType PosiDirection, TZQThostFtdcHedgeFlagType HedgeFlag, TZQThostFtdcPositionDateType PositionDate)
{
return dtInvestorPosition.Select(
string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2} and PositionDate={3}",
InstrumentID,
(int)PosiDirection,
(int)HedgeFlag,
(int)PositionDate));
}
//只收到成交信息时调用
public bool InsertOrReplaceForTrade(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcDirectionType Direction,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume)
{
lock(this)
{
// 今天的买入要先冻结
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID, PosiDirection, HedgeFlag, PositionDate);
if (rows.Count() == 1)
{
int vol = (int)rows[0][Position];
rows[0][Position] = vol - volume;
}
else
{
//假设是新添数据
try
{
if (Direction == TZQThostFtdcDirectionType.Buy)
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
volume,
0);
}
else
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
0,
volume);
}
}
catch
{
return false;
}
}
return true;
}
}
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)
{
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);
}
