Example #1
0
        public Result UpdateUnits(UserUnits model)
        {
            ApiResultEnum result = UnitDA.UpdateUserID(model);

            if (result == ApiResultEnum.Success && MonitorRA.GetStatusTrade() != 0)
            {
                string[] keys = TradeRA.KeySearch("U_*");
                foreach (string key in keys)
                {
                    string _user_id = TradeRA.Get(key, "user_id");
                    if (model.unit_ids.Contains(int.Parse(key.Substring(2))))
                    {
                        if (model.id != _user_id)
                        {
                            UnitRA.UpdateUserID(model.id, key);
                        }
                    }
                    else
                    {
                        if (model.id == _user_id)
                        {
                            UnitRA.UpdateUserID("0", key);
                        }
                    }
                }
            }
            return(Result(result));
        }
Example #2
0
        private void JY_OrderCanceled(object sender, OrderItem e)
        {
            string[] keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
            if (keys.Length == 0 || keys[0].EndsWith("U_0") || keys[0].EndsWith("_F"))
            {
                return;
            }

            Order model = new Order()
            {
                order_no     = e.order_no,
                deal_count   = (int)decimal.Parse(e.deal_count),
                cancel_count = (int)decimal.Parse(e.cancel_count),
                status       = e.status,
            };

            OrderRA.UpdateStatus(model, keys[0]);

            //撤单成功取消冻结
            Order order = OrderRA.Get(keys[0]);

            MessageBiz.Send(order.user_id.ToString(), MessageTypeEnum.Order_Canceled, "[" + order.code + "]" + order.name + "撤单成功,撤单数量:" + model.cancel_count);
            if (e.type == "0")
            {
                string key_unit = "U_" + order.unit_id;
                UnitRA.UpdateCapitalOrderBuy(-order.price * model.cancel_count, key_unit);
            }
            else if (e.type == "1")
            {
                string key_position = "P_" + order.code + "_A_" + order.account_id + "_U_" + order.unit_id;
                PositionRA.UpdateSellableOrderSell(order.cancel_count, key_position);
            }
            MonitorRA.Increment("account_" + account_id, "cancel_count");
        }
Example #3
0
        public Result UpdateStatus(Status model)
        {
            ApiResultEnum result = UnitDA.UpdateStatus(model);

            if (result == ApiResultEnum.Success && MonitorRA.GetStatusTrade() != 0)
            {
                UnitRA.UpdateStatus(model.status, "U_" + model.id);
            }
            return(Result(result));
        }
Example #4
0
        public Result UpdateRatioFreezing(Model.DB.Unit model)
        {
            ApiResultEnum result = UnitDA.UpdateRatioFreezing(model);

            if (result == ApiResultEnum.Success && MonitorRA.GetStatusTrade() != 0)
            {
                UnitRA.UpdateRatioFreezing(model.ratio_freezing, "U_" + model.id);
            }
            return(Result(result));
        }
Example #5
0
 public static void RunUnitCapitalMonitor()
 {
     string[] keys = TradeRA.KeySearch("U_*");
     foreach (string key in keys)
     {
         Unit unit = UnitRA.Get(key);
         if (unit.user_id > 0 && unit.ratio_warning > 0)
         {
             if (unit.capital_total < unit.ratio_warning * unit.capital_scale && unit.status_order_enum == StatusOrderEnum.Allowed)
             {
                 StatusOrder model = new StatusOrder(unit.id, StatusOrderEnum.NoBuying);
                 UnitDA.UpdateStatusOrder(model);
                 UnitRA.UpdateStatusOrder(model.status, "U_" + model.id);
                 UserDA.ListParents(unit.user_id).ForEach(user_id =>
                 {
                     MessageBiz.Send(user_id.ToString(), MessageTypeEnum.Unit_Warning, "单元[" + unit.code + "]资产已低于预警线,被禁止买入");
                 });
                 NLog.Info(string.Format("单元[{0}]资产已低于预警线,被禁止买入。总资产:{1}", unit.code, unit.capital_total));
             }
             else if (unit.capital_total > unit.ratio_warning * unit.capital_scale && unit.status_order_enum == StatusOrderEnum.NoBuying)
             {
                 StatusOrder model = new StatusOrder(unit.id, StatusOrderEnum.Allowed);
                 UnitDA.UpdateStatusOrder(model);
                 UnitRA.UpdateStatusOrder(model.status, "U_" + model.id);
                 MessageBiz.Send(unit.user_id.ToString(), MessageTypeEnum.Unit_Recovery, "单元[" + unit.code + "]资产已高于预警线,恢复交易");
             }
         }
         if (unit.user_id > 0 && unit.ratio_close_position > 0 && unit.capital_total < unit.ratio_close_position * unit.capital_scale)
         {
             List <Position> list = PositionRA.List4Unit(unit.id).Where(p => p.count_sellable > 0).ToList();
             if (list.Count > 0)
             {
                 list.ForEach(p =>
                 {
                     Order order = new Order()
                     {
                         code      = p.code,
                         count     = p.count_sellable,
                         type_enum = OrderTypeEnum.Sell,
                         unit_id   = unit.id,
                         price     = DataBiz.GetPriceByPriceType(p.code, OrderPriceEnum.Buy5),
                         user_id   = 1,
                         platform  = 1
                     };
                     Order(order);
                 });
                 UserDA.ListParents(unit.user_id).ForEach(user_id =>
                 {
                     MessageBiz.Send(unit.id.ToString(), MessageTypeEnum.Unit_Close_Position, "单元[" + unit.code + "]资产已低于平仓线,被强制平仓");
                 });
                 NLog.Info(string.Format("单元[{0}]资产已低于平仓线,被强制平仓。总资产:{1}", unit.code, unit.capital_total));
             }
         }
     }
 }
Example #6
0
        public Result CapitalInOut(LogCapital model)
        {
            model.@operator = user_id;
            decimal       delta;
            ApiResultEnum result = LogCapitalDA.Add(model, out delta);

            if (result == ApiResultEnum.Success && MonitorRA.GetStatusTrade() != 0)
            {
                UnitRA.UpdateCapitalInOut(delta, "U_" + model.unit_id);
            }
            return(Result(result));
        }
Example #7
0
        public Result <UnitCapital> GetUnitCapital(int unit_id)
        {
            Model.DB.Unit unit        = UnitRA.Get("U_" + unit_id);
            UnitCapital   unitCapital = new UnitCapital();

            if (unit != null)
            {
                unitCapital.available = unit.capital_available;
                unitCapital.scale     = unit.capital_scale;
                unitCapital.balance   = unit.capital_balance;
                unitCapital.value     = unit.capital_stock_value;
                unitCapital.assets    = unit.capital_total;
                unitCapital.profit    = unit.capital_profit;
            }
            return(Result(unitCapital));
        }
Example #8
0
        //将单元的下单数量分配到主账户
        public static Dictionary <int, int> GetOrderAccount(Order order)
        {
            Dictionary <int, int> order_items = new Dictionary <int, int>();
            Unit unit = UnitRA.Get("U_" + order.unit_id);
            List <AccountGroupItem> items = AccountGroupRA.List4Unit(order.unit_id);
            int total = 0;

            if (order.type_enum == OrderTypeEnum.Buy)
            {
                if (unit.priority_strategy_enum == PriorityStrategyEnum.Natural)
                {
                    items = items.OrderBy(i => i.sort_buy).ToList();
                }
                else
                {
                    items = items.OrderByDescending(i => i.capital_available).ToList();
                }
                foreach (AccountGroupItem item in items)
                {
                    int buyable = (item.capital_available == decimal.MaxValue) ? (order.count - total) : (int)(item.capital_available / 100 / order.price) * 100;
                    int ct      = Math.Min(buyable, (order.count - total));
                    order_items.Add(item.account_id, ct);
                    total += ct;
                    if (ct == order.count)
                    {
                        break;
                    }
                }
            }
            else
            {
                items = items.OrderBy(i => i.sort_sell).ToList();
                foreach (AccountGroupItem item in items)
                {
                    int sellable = PositionRA.GetSellable(order.unit_id, order.code, item.account_id);
                    int ct       = Math.Min(sellable, (order.count - total));
                    order_items.Add(item.account_id, ct);
                    total += ct;
                    if (ct == order.count)
                    {
                        break;
                    }
                }
            }
            return(order_items);
        }
Example #9
0
        public static void LoadUnit(Unit unit, bool add = true)
        {
            string key = "U_" + unit.id;

            if (add && TradeRA.KeyExists(key))
            {
                return;
            }

            if (add)
            {
                UnitRA.Add(unit, key);
            }
            else
            {
                UnitRA.Update(unit, key);
            }
        }
Example #10
0
 public static void SaveUnitCapital(Dictionary <int, decimal[]> dic)
 {
     string[] keys = TradeRA.KeySearch("U_*");
     foreach (string key in keys)
     {
         Unit unit = UnitRA.Get(key);
         UnitDA.UpdateCapital(unit);
         Statement statement = new Statement()
         {
             unit_id             = unit.id,
             capital_total       = unit.capital_total,
             capital_stock_value = unit.capital_stock_value,
             capital_inout       = unit.capital_inout,
             fee    = dic.ContainsKey(unit.id) ? dic[unit.id][0] : 0,
             profit = dic.ContainsKey(unit.id) ? dic[unit.id][1] : 0,
         };
         StatementDA.Add(statement);
     }
 }
Example #11
0
        public Result UpdateItems(Model.DB.AccountGroup model)
        {
            model.items = model.items.OrderBy(i => i.sort_buy).AsEnumerable().DistinctBy(i => i.account_id).ToList();
            ApiResultEnum result = AccountGroupDA.UpdateItems(model);

            if (result == ApiResultEnum.Success && MonitorRA.GetStatusTrade() != 0)
            {
                var units = UnitDA.List4AccountGroup(model.id);
                foreach (var kvp in units)
                {
                    UnitRA.UpdatePriorityStrategy(model.priority_strategy, "U_" + kvp.id);
                }
                AccountGroupRA.Delete4AccountGroup(model.id);
                List <Model.DB.AccountGroupItem> items = AccountGroupDA.ListItems4AccountGroup(model.id);
                foreach (Model.DB.AccountGroupItem item in items)
                {
                    OpenCloseBiz.LoadAccountGroupItem(item);
                }
                TradeBiz.RunCalculateValue();
            }
            return(Result(result));
        }
Example #12
0
        public static void NewDeal(Deal deal, decimal order_price, int type = 0)
        {
            //计算手续费,佣金最少收5元
            string key_unit = "U_" + deal.unit_id;
            Unit   unit     = UnitRA.Get(key_unit);

            deal.commission     = Math.Max(Math.Round(deal.money * unit.ratio_commission, 2), 5);
            deal.management_fee = Math.Round(deal.money * unit.ratio_management_fee, 2);

            //卖单计算盈亏
            Position position = PositionRA.Get("P_" + deal.code + "_A_" + deal.account_id + "_U_" + deal.unit_id);

            if (deal.type == 1 && position != null)
            {
                deal.profit = Math.Round((deal.price - position.price_cost) * deal.count - deal.commission, 2);
            }

            //更新手续费和盈亏
            DealRA.UpdateFee(deal, "D_" + deal.deal_no + "_O_" + deal.order_no + "_U_" + deal.unit_id);

            AdjustPosition(position, deal, order_price, type);
        }
Example #13
0
        private void JY_Order_Done(object sender, OrderResult e)
        {
            string[] keys = TradeRA.KeySearch("O_" + e.request_id + "_*");
            if (keys.Length == 0)
            {
                return;
            }

            Order order = OrderRA.Get(keys[0]);

            if (order.state_enum != OrderStatusEnum.Submitted)
            {
                return;
            }

            //委托失败解除冻结
            if (!e.result)
            {
                if (order.type_enum == OrderTypeEnum.Buy)
                {
                    string key_unit = "U_" + order.unit_id;
                    UnitRA.UpdateCapitalOrderBuy(-order.price * order.count, key_unit);
                }
                else if (order.type_enum == OrderTypeEnum.Sell)
                {
                    string key_position = "P_" + order.code + "_A_" + order.account_id + "_U_" + order.unit_id;
                    PositionRA.UpdateSellableOrderSell(order.count, key_position);
                }
                OrderRA.UpdateOrderFailed(keys[0], e.message);
                MessageBiz.Send(order.user_id.ToString(), MessageTypeEnum.Order_Failed, "[" + order.code + "]" + order.name + "委托失败。" + e.message);
                MonitorRA.Increment("account_" + account_id, "failed_count");
            }
            else
            {
                OrderRA.UpdateOrderSuccess(keys[0], order.unit_id, order.trade_no, e.order_no);
                MonitorRA.Increment("account_" + account_id, "success_count");
            }
        }
Example #14
0
        public static void RunCalculateValue()
        {
            //单元的市值
            Dictionary <int, decimal[]> dic_unit = new Dictionary <int, decimal[]>();
            //主账户的市值
            Dictionary <int, decimal> dic_account = new Dictionary <int, decimal>();
            //单元下主账户组中的主账户市值
            Dictionary <string, decimal> dic_account_group = new Dictionary <string, decimal>();

            string[] keys = TradeRA.KeySearch("P_*");
            foreach (string key in keys)
            {
                Position position = PositionRA.Get(key);
                HQItem   hq       = HQService.Get(position.code);
                decimal  price    = hq == null ? position.price_latest : hq.Last;
                decimal  value    = price * position.count;
                decimal  profit   = (price - position.price_cost) * position.count;
                if (dic_unit.ContainsKey(position.unit_id))
                {
                    dic_unit[position.unit_id][position.block] += value;
                    dic_unit[position.unit_id][4] += value;
                    dic_unit[position.unit_id][5] += profit;
                }
                else
                {
                    decimal[] values = new decimal[6] {
                        0, 0, 0, 0, value, profit
                    };
                    values[position.block] = value;
                    dic_unit.Add(position.unit_id, values);
                }

                //主账户市值暂只计算创业板
                if (position.block_enum == BlockEnum.gem)
                {
                    if (dic_account.ContainsKey(position.account_id))
                    {
                        dic_account[position.account_id] += value;
                    }
                    else
                    {
                        dic_account.Add(position.account_id, value);
                    }
                }

                string ua = "U_" + position.unit_id + "_A_" + position.account_id;
                if (dic_account_group.ContainsKey(ua))
                {
                    dic_account_group[ua] += value;
                }
                else
                {
                    dic_account_group.Add(ua, value);
                }
            }
            foreach (var kvp in dic_unit)
            {
                UnitRA.UpdateCapitalStockValue(kvp.Value, "U_" + kvp.Key);
            }
            foreach (var kvp in dic_account)
            {
                AccountRA.UpdateCapitalStockValue(kvp.Value, "A_" + kvp.Key);
            }
            foreach (var kvp in dic_account_group)
            {
                AccountGroupRA.UpdateCapitalStockValue(kvp.Key, kvp.Value);
            }
        }
Example #15
0
        //检查单元是否满足下单条件
        public static ApiResultEnum CheckUnit(Order order)
        {
            Unit unit = UnitRA.Get("U_" + order.unit_id);

            if (unit == null || unit.user_id != order.user_id)
            {
                return(ApiResultEnum.Order_Unit_Null);
            }

            if (order.type_enum == OrderTypeEnum.Buy && !string.IsNullOrWhiteSpace(unit.limit_no_buying) && unit.limit_no_buying.Contains(order.code))
            {
                return(ApiResultEnum.Order_Unit_NoBuying_Code);
            }

            if (unit.status_enum == StatusEnum.Forbidden)
            {
                return(ApiResultEnum.Order_Unit_Forbidden);
            }
            if (unit.status_order_enum == StatusOrderEnum.Forbidden)
            {
                return(ApiResultEnum.Order_Unit_Forbidden_Order);
            }
            if (order.type_enum == OrderTypeEnum.Buy && unit.status_order_enum == StatusOrderEnum.NoBuying)
            {
                return(ApiResultEnum.Order_Unit_NoBuying_Order);
            }

            string[] keys = TradeRA.KeySearch("P_" + order.code + "_A_*_U_" + order.unit_id);
            if (unit.limit_stock_count > 0)
            {
                if (PositionRA.GetCodeCount(order.unit_id, order.code) > unit.limit_stock_count)
                {
                    return(ApiResultEnum.Order_Unit_Limit_Count);
                }
            }

            if (unit.limit_order_price_enum == OrderPriceLimitEnum.In5LeverPrice)
            {
                decimal price_min = DataBiz.GetPriceByPriceType(order.code, OrderPriceEnum.Buy5);
                decimal price_max = DataBiz.GetPriceByPriceType(order.code, OrderPriceEnum.Sell5);
                if (order.price < price_min || order.price > price_max)
                {
                    return(ApiResultEnum.Order_Unit_Limit_Price);
                }
            }

            if (order.type_enum == OrderTypeEnum.Buy)
            {
                if (unit.capital_available < order.price * order.count)
                {
                    return(ApiResultEnum.Order_Unit_Negative_Amount);
                }

                BlockInfo block = StockInfoBiz.GetBlock(order.code);
                if (block.block_type_enum == BlockEnum.mbm)
                {
                    if (unit.limit_ratio_mbm_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_mbm_single)
                    {
                        return(ApiResultEnum.Order_Unit_Limit_MBM_Single);
                    }
                }
                else if (block.block_type_enum == BlockEnum.gem)
                {
                    if (unit.limit_ratio_gem_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_gem_single)
                    {
                        return(ApiResultEnum.Order_Unit_Limit_GEM_Single);
                    }
                    if (unit.limit_ratio_gem_total > 0 && order.price * order.count + unit.capital_stock_value_gem > unit.capital_scale * unit.limit_ratio_gem_total)
                    {
                        return(ApiResultEnum.Order_Unit_Limit_GEM_Total);
                    }
                }
                else if (block.block_type_enum == BlockEnum.sme)
                {
                    if (unit.limit_ratio_sme_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_sme_single)
                    {
                        return(ApiResultEnum.Order_Unit_Limit_SME_Single);
                    }
                    if (unit.limit_ratio_sme_total > 0 && order.price * order.count + unit.capital_stock_value_sme > unit.capital_scale * unit.limit_ratio_sme_total)
                    {
                        return(ApiResultEnum.Order_Unit_Limit_SME_Total);
                    }
                }
                else if (block.block_type_enum == BlockEnum.star)
                {
                    if (unit.limit_ratio_star_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_star_single)
                    {
                        return(ApiResultEnum.Order_Unit_Limit_STAR_Single);
                    }
                    if (unit.limit_ratio_star_total > 0 && order.price * order.count + unit.capital_stock_value_star > unit.capital_scale * unit.limit_ratio_star_total)
                    {
                        return(ApiResultEnum.Order_Unit_Limit_STAR_Total);
                    }
                }
                if (block.block_type_enum == BlockEnum.sme || block.block_type_enum == BlockEnum.gem)
                {
                    if (unit.limit_ratio_smg_total > 0 && order.price * order.count + unit.capital_stock_value_sme + unit.capital_stock_value_gem > unit.capital_scale * unit.limit_ratio_smg_total)
                    {
                        return(ApiResultEnum.Order_Unit_Limit_SMG_Total);
                    }
                }
            }
            else
            {
                if (PositionRA.GetSellable(order.unit_id, order.code) < order.count)
                {
                    return(ApiResultEnum.Order_Unit_Negative_Position);
                }
            }
            return(ApiResultEnum.Success);
        }
Example #16
0
        //检查主账户是否满足下单条件
        public static ApiResultEnum CheckAccount(Order order)
        {
            Account account = AccountRA.Get("A_" + order.account_id);

            if (order.type_enum == OrderTypeEnum.Buy && !string.IsNullOrWhiteSpace(account.limit_no_buying) && account.limit_no_buying.Contains(order.code))
            {
                return(ApiResultEnum.Order_Account_NoBuying_Code);
            }

            if (account.status_enum == StatusEnum.Forbidden)
            {
                return(ApiResultEnum.Order_Account_Forbidden);
            }
            if (account.status_order_enum == StatusOrderEnum.Forbidden)
            {
                return(ApiResultEnum.Order_Account_Forbidden_Order);
            }
            if (order.type_enum == OrderTypeEnum.Buy && account.status_order_enum == StatusOrderEnum.NoBuying)
            {
                return(ApiResultEnum.Order_Account_NoBuying_Order);
            }

            if (order.type_enum == OrderTypeEnum.Buy)
            {
                if (account.limit_ratio_single > 0 && order.price * order.count > account.capital_initial * account.limit_ratio_single)
                {
                    return(ApiResultEnum.Order_Account_Limit_Single);
                }

                BlockInfo block = StockInfoBiz.GetBlock(order.code);
                if (block.block_type_enum == BlockEnum.gem)
                {
                    if (account.limit_ratio_gem_single > 0 && order.price * order.count > account.capital_initial * account.limit_ratio_gem_single)
                    {
                        return(ApiResultEnum.Order_Account_Limit_GEM_Single);
                    }
                    if (account.limit_ratio_gem_total > 0 && order.price * order.count + account.capital_stock_value_gem > account.capital_initial * account.limit_ratio_gem_total)
                    {
                        return(ApiResultEnum.Order_Account_Limit_GEM_Total);
                    }
                }

                string[]         keys = TradeRA.KeySearch("G_*_U_" + order.unit_id + "_A_" + order.account_id);
                AccountGroupItem item = AccountGroupRA.Get(keys[0]);
                if (item.capital_available > 0 && item.capital_available < order.price * order.count + item.capital_stock_value)
                {
                    return(ApiResultEnum.Order_Account_Negative_Amount);
                }
            }
            else
            {
                if (PositionRA.GetSellable(order.unit_id, order.code, order.account_id) < order.count)
                {
                    return(ApiResultEnum.Order_Account_Negative_Position);
                }
            }

            //风控通过进行冻结
            if (order.type_enum == OrderTypeEnum.Buy)
            {
                string key_unit = "U_" + order.unit_id;
                UnitRA.UpdateCapitalOrderBuy(order.price * order.count, key_unit);
            }
            else if (order.type_enum == OrderTypeEnum.Sell)
            {
                string key_position = "P_" + order.code + "_A_" + order.account_id + "_U_" + order.unit_id;
                PositionRA.UpdateSellableOrderSell(-order.count, key_position);
            }
            return(ApiResultEnum.Success);
        }
Example #17
0
        public static void AdjustPosition(Position position, Deal deal, decimal order_price, int type)
        {
            string key_unit     = "U_" + deal.unit_id;
            string key_position = "P_" + deal.code + "_A_" + deal.account_id + "_U_" + deal.unit_id;

            //更新单元余额和冻结
            if (deal.type_enum == OrderTypeEnum.Buy)
            {
                UnitRA.UpdateCapitalDealBuy(order_price * deal.count, type == 0, key_unit);
            }
            else if (deal.type_enum == OrderTypeEnum.Sell)
            {
                UnitRA.UpdateCapitalDealSell(deal.price * deal.count, key_unit);
            }

            //更新持仓
            decimal amount = deal.money + deal.commission;

            if (position != null)
            {
                if (deal.type == 0)
                {
                    position.price_cost = Math.Round((position.price_cost * position.count + amount) / (deal.count + position.count), 6);
                    position.count      = position.count + deal.count;
                    if (type == 0 || type == 1)
                    {
                        position.price_cost_today_buy = Math.Round((amount + position.price_cost_today_buy * position.count_today_buy) / (deal.count + position.count_today_buy), 6);
                        position.count_today_buy      = deal.count + position.count_today_buy;
                    }
                    PositionRA.UpdateBuy(position, key_position);
                }
                else
                {
                    position.count = position.count - deal.count;
                    if (type == 0 || type == 1)
                    {
                        position.price_cost_today_sell = Math.Round((amount + position.price_cost_today_sell * position.count_today_sell) / (deal.count + position.count_today_sell), 6);
                        position.count_today_sell      = deal.count + position.count_today_sell;
                    }
                    PositionRA.UpdateSell(position, key_position);
                }
            }
            else
            {
                HQItem    hq    = HQService.Get(deal.code);
                BlockInfo block = StockInfoBiz.GetBlock(deal.code);
                if (block == null)
                {
                    return;
                }

                position = new Position()
                {
                    code         = deal.code,
                    name         = deal.name,
                    unit_id      = deal.unit_id,
                    account_id   = deal.account_id,
                    block_enum   = block.block_type_enum,
                    price_latest = hq != null ? hq.Last : 0
                };
                if (deal.type == 0)
                {
                    position.price_cost = Math.Round(amount / deal.count, 6);
                    position.count      = deal.count;
                    if (type == 0 || type == 1)
                    {
                        position.price_cost_today_buy = position.price_cost;
                        position.count_today_buy      = position.count;
                    }
                    else if (type == 2)
                    {
                        position.count_sellable = position.count;
                    }
                }
                else
                {
                    position.price_cost = Math.Round(amount / deal.count, 6);
                    position.count      = position.count_sellable = -deal.count;
                    if (type == 0 || type == 1)
                    {
                        position.price_cost_today_sell = position.price_cost;
                        position.count_today_sell      = deal.count;
                    }
                }
                PositionRA.Add(position, key_position);
            }
            RunCalculateValue();
        }
Example #18
0
        //获取单元最大可下单数量
        public static int GetUnitCount(Order order)
        {
            Unit unit = UnitRA.Get("U_" + order.unit_id);

            if (unit == null)
            {
                return(0);
            }

            if (order.type_enum == OrderTypeEnum.Buy && !string.IsNullOrWhiteSpace(unit.limit_no_buying) && unit.limit_no_buying.Contains(order.code))
            {
                return(0);
            }

            if (unit.status_enum == StatusEnum.Forbidden)
            {
                return(0);
            }
            if (unit.status_order_enum == StatusOrderEnum.Forbidden)
            {
                return(0);
            }
            if (order.type_enum == OrderTypeEnum.Buy && unit.status_order_enum == StatusOrderEnum.NoBuying)
            {
                return(0);
            }

            string[] keys = TradeRA.KeySearch("P_" + order.code + "_A_*_U_" + order.unit_id);
            if (unit.limit_stock_count > 0)
            {
                if (PositionRA.GetCodeCount(order.unit_id, order.code) > unit.limit_stock_count)
                {
                    return(0);
                }
            }

            if (order.type_enum == OrderTypeEnum.Buy)
            {
                decimal   count = unit.capital_available / order.price;
                BlockInfo block = StockInfoBiz.GetBlock(order.code);
                if (block.block_type_enum == BlockEnum.mbm)
                {
                    if (unit.limit_ratio_mbm_single > 0)
                    {
                        count = Math.Min(count, unit.capital_scale * unit.limit_ratio_mbm_single / order.price);
                    }
                }
                else if (block.block_type_enum == BlockEnum.gem)
                {
                    if (unit.limit_ratio_gem_single > 0)
                    {
                        count = Math.Min(count, unit.capital_scale * unit.limit_ratio_gem_single / order.price);
                    }
                    if (unit.limit_ratio_gem_total > 0)
                    {
                        count = Math.Min(count, (unit.capital_scale * unit.limit_ratio_gem_total - unit.capital_stock_value_gem) / order.price);
                    }
                }
                else if (block.block_type_enum == BlockEnum.sme)
                {
                    if (unit.limit_ratio_sme_single > 0)
                    {
                        count = Math.Min(count, unit.capital_scale * unit.limit_ratio_sme_single / order.price);
                    }
                    if (unit.limit_ratio_sme_total > 0)
                    {
                        count = Math.Min(count, (unit.capital_scale * unit.limit_ratio_sme_total - unit.capital_stock_value_sme) / order.price);
                    }
                }
                else if (block.block_type_enum == BlockEnum.star)
                {
                    if (unit.limit_ratio_star_single > 0)
                    {
                        count = Math.Min(count, unit.capital_scale * unit.limit_ratio_star_single / order.price);
                    }
                    if (unit.limit_ratio_star_total > 0)
                    {
                        count = Math.Min(count, (unit.capital_scale * unit.limit_ratio_star_total - unit.capital_stock_value_star) / order.price);
                    }
                }
                if (block.block_type_enum == BlockEnum.sme || block.block_type_enum == BlockEnum.gem)
                {
                    if (unit.limit_ratio_smg_total > 0)
                    {
                        count = Math.Min(count, (unit.capital_scale * unit.limit_ratio_smg_total - unit.capital_stock_value_sme - unit.capital_stock_value_gem) / order.price);
                    }
                }
                return((int)Math.Ceiling(count / 100) * 100);
            }
            else
            {
                return(PositionRA.GetSellable(order.unit_id, order.code));
            }
        }