private void BindData()
{
try
{
if (m_arbitrageOrder != null)
{
if (m_arbitrageOrder.State <= ArbitrageOrderState.Opened)
{
this.tabControl1.SelectedTab = this.tpOpen;
}
else
{
this.tabControl1.SelectedTab = this.tpClose;
}
this.Text = string.Format("套利单 [{0}] 详情", m_arbitrageOrder.Alias);
this.arbitrageCloseArgumentView2Control1.SetCloseArgument(m_arbitrageOrder.CloseArgument);
this.arbitrageOpenArgumentView2Control1.SetOpenArgument(m_arbitrageOrder.OpenArgument);
this.openTaskGroupView.SetDataSource(m_arbitrageOrder.OpenTaskGroup);
this.closeTaskGroupView.SetDataSource(m_arbitrageOrder.CloseTaskGroup);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
}
}
private void SetDefaultAribtrageArgument()
{
ArbitrageCombineOrderSetting combineSetting = null;
try
{
string brokerId = USeManager.Instance.LoginUser.BrokerId;
string account = USeManager.Instance.LoginUser.Account;
combineSetting = USeManager.Instance.DataAccessor.GetCombineOrderSetting(brokerId, account, m_product.ProductCode);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "获取套利下单参数异常:" + ex.Message);
return;
}
if (combineSetting == null)
{
combineSetting = CreateDefaultCombineOrderSetting();
}
//开仓参数
this.preferentialSideControl_OpenArg.PreferentialSide = (combineSetting.OpenFirstDirection == USeDirection.Long) ? USeOrderSide.Buy : USeOrderSide.Sell;
this.orderPriceTypeControl_OpenNearArg.OrderPriceType = combineSetting.NearPriceStyle;
this.orderPriceTypeControl_OpenFarArg.OrderPriceType = combineSetting.FarPriceStyle;
this.priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_OpenArg.Value = 0;
this.nudDifferentialUnit_OpenArg.Value = 0;
this.nudOrderQtyUint_OpenArg.Value = combineSetting.OpenVolumnPerNum;
this.nudTotalOrderQty_OpenArg.Value = combineSetting.OpenVolumn;
//平仓参数
this.preferentialSideControl_CloseArg.PreferentialSide = (combineSetting.CloseFirstDirection == USeDirection.Long) ? USeOrderSide.Buy : USeOrderSide.Sell;
this.orderPriceTypeControl_CloseNearArg.OrderPriceType = combineSetting.NearPriceStyle;
this.orderPriceTypeControl_CloseFarArg.OrderPriceType = combineSetting.FarPriceStyle;
this.priceSpreadSideControl_CloseSpreadArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_CloseArg.Value = 0;
this.nudDifferentialUnit_CloseArg.Value = 0;
//止损
this.priceSpreadSideControl_StopLossArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_StopLossArg.Value = 0;
//预警
this.arbitragePriceSpreadMonitorTypeControl.MonitorType = ArbitragePriceSpreadAlarmType.Open;
this.nudPriceSpreadThreshold_Alarm.Value = 0;
#if DEBUG
this.arbitrageOperationSideControl.OperationSide = ArbitrageOperationSide.BuyNearSellFar;
this.nudPriceSpreadThreshold_OpenArg.Value = -50;
this.nudPriceSpreadThreshold_CloseArg.Value = -70;
this.nudPriceSpreadThreshold_StopLossArg.Value = -30;
this.nudTotalOrderQty_OpenArg.Value = 10;
this.nudDifferentialUnit_OpenArg.Value = 2;
this.nudDifferentialUnit_CloseArg.Value = 2;
this.nudOrderQtyUint_OpenArg.Value = 2;
this.nudOrderQtyUint_CloseArg.Value = 2;
#endif
}
private void tsmiOpen_ForceOpenFinish_Click(object sender, EventArgs e)
{
try
{
m_autoTrader.ForceOpenFinish();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
}
}
private void tsmiOpen_StopOpenChaseOrder_Click(object sender, EventArgs e)
{
try
{
m_autoTrader.StopOpenChaseOrder();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
}
}
private void btnOK_Click(object sender, EventArgs e)
{
List <FrontSeverConfig> serverList = new List <FrontSeverConfig>();
GlobalFontServerConfig globalConfig = new GlobalFontServerConfig();
try
{
foreach (FrontSeverConfigViewModel data in m_dataSource)
{
if (VerifyDataCheck(data) == false)
{
return;
}
FrontSeverConfig itemConfig = new FrontSeverConfig();
itemConfig.BrokerID = data.BrokerID; //经纪商代码
itemConfig.BrokerName = data.BrokerName; //经纪商
itemConfig.QuoteFrontAddress = data.QuoteFrontAddress; //行情地址
itemConfig.QuoteFrontPort = data.QuoteFrontPort; //行情端口
itemConfig.TradeFrontAddress = data.TradeFrontAddress; //交易地址
itemConfig.TradeFrontPort = data.TradeFrontPort; //交易端口
itemConfig.AuthCode = data.AuthCode;
itemConfig.UserProductInfo = data.UserProductInfo;
serverList.Add(itemConfig);
}
globalConfig.ServerList = serverList;
if (serverList.Count > 0)
{
globalConfig.DefaultBrokerId = serverList[serverList.Count - 1].BrokerID;
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "保存服务信息失败," + ex.Message);
return;
}
try
{
USeManager.Instance.DataAccessor.SaveGlobalFontServerConfig(globalConfig);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "保存服务信息失败," + ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
private void tsmClose_TransferToHistory_Click(object sender, EventArgs e)
{
try
{
m_autoTrader.TransferToHistoryArbitrage();
System.Threading.Thread.Sleep(200); // [yangming]加个延时，防止还未保存文件
USeManager.Instance.AutoTraderManager.RemoveAutoTrader(m_autoTrader.TraderIdentify);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
}
}
private void btnOK_Click(object sender, EventArgs e)
{
try
{
m_orderDriver.SettlementInfoConfirm();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "结算单确认失败," + ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
private void ArbitrageQuoteChoiceForm_Load(object sender, EventArgs e)
{
try
{
Initialize();
InitializeAccountInfo();
InitializeProductCombox();
//先到文件中读取所有之前存在的品种套利组合
m_arbitrageInstrumentList = GetArbitrageCombineInsList();
//默认品种选择
SetDefultProduct();
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, ex.Message);
this.Close();
}
}
private void button_OK_Click(object sender, EventArgs e)
{
List <ArbitrageCombineOrderSetting> arbitrageCombineOrderList = new List <ArbitrageCombineOrderSetting>();
try
{
//保存之前数据校验
foreach (DataRow row in m_dataTable.Rows)
{
string errorMessage = string.Empty;
if (VerifyDataTable(row, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "请填写完整的默认信息:" + errorMessage);
return;
}
}
//根据界面生成结果保存
foreach (DataRow row in m_dataTable.Rows)
{
string productCode = row["ProductName"] as string;
Debug.Assert(productCode != string.Empty);
int openVolumn = Convert.ToInt32(row["OpenVolumn"]);
int perOpenVolumn = Convert.ToInt32(row["PerOpenVolumn"]);
USeDirection openDirection = (USeDirection)row["OpenFirstDirectionID"];
USeDirection closeDirection = (USeDirection)row["CloseFirstDirectionID"];
USeDirection stoplossDirection = (USeDirection)row["StopLossFirstDirectionID"];
ArbitrageOrderPriceType nearOpenPriceStyle = (ArbitrageOrderPriceType)row["NearOpenPriceStyleID"];
ArbitrageOrderPriceType farOpenPriceStyle = (ArbitrageOrderPriceType)row["FarOpenPriceStyleID"];
ArbitrageCombineOrderSetting order = new ArbitrageCombineOrderSetting();
USeProduct product = new USeProduct()
{
ProductCode = productCode
};
order.Product = product;
order.OpenVolumn = openVolumn;
order.OpenVolumnPerNum = perOpenVolumn;
order.OpenFirstDirection = openDirection;
order.CloseFirstDirection = closeDirection;
order.StoplossFirstDirection = stoplossDirection;
order.NearPriceStyle = nearOpenPriceStyle;
order.FarPriceStyle = farOpenPriceStyle;
arbitrageCombineOrderList.Add(order);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return;
}
string brokerId = USeManager.Instance.LoginUser.BrokerId;
string account = USeManager.Instance.LoginUser.Account;
USeManager.Instance.DataAccessor.SaveCombineOrderSettings(brokerId, account, arbitrageCombineOrderList);
this.DialogResult = DialogResult.Yes;
this.Close();
}
private void btnOK_Click(object sender, EventArgs e)
{
List <ErrorUSeOrderBook> result = new List <ErrorUSeOrderBook>();
try
{
//如果存在未被处理的委托单，提示处理
foreach (DataRow row in m_dataTable.Rows)
{
string errorMessage = string.Empty;
if (IsMatchRule(row, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "请处理异常委托单");
return;
}
}
USeOrderDriver orderDriver = USeManager.Instance.OrderDriver;
Debug.Assert(orderDriver != null);
//根据界面生成结果保存到Result
foreach (DataRow row in m_dataTable.Rows)
{
USeInstrument instrument = row["Instrument"] as USeInstrument;
Debug.Assert(instrument != null);
USeInstrumentDetail instrumentDetail = orderDriver.QueryInstrumentDetail(instrument);
//[yangming]合约过期后可能查不到了，此处可以考虑用品种信息获取合约乘数
Debug.Assert(instrumentDetail != null);
int orderQty = Convert.ToInt32(row["OrderQty"]);
int tradeQty = Convert.ToInt32(row["TradeQty"]);
int cancelQty = orderQty - tradeQty;
Debug.Assert(cancelQty >= 0);
decimal tradePrice = Convert.ToDecimal(row["TradePrice"]);
decimal tradeFee = Convert.ToDecimal(row["TradeFee"]);
decimal tradeAmount = tradePrice * tradeQty * instrumentDetail.VolumeMultiple;
USeOrderStatus selectedOrderStatus = (USeOrderStatus)row["SelectedOrderStatus"];
USeOrderStatus status = USeOrderStatus.Unknown;
if (selectedOrderStatus == USeOrderStatus.AllTraded)
{
status = USeOrderStatus.AllTraded;
}
else if (selectedOrderStatus == USeOrderStatus.AllCanceled)
{
if (cancelQty == orderQty)
{
status = USeOrderStatus.AllCanceled;
}
else
{
status = USeOrderStatus.PartCanceled;
}
}
USeOrderNum orderNum = row["OrderNum"] as USeOrderNum;
ErrorUSeOrderBook erroOrderBook = row["ErrorUSeOrderBook"] as ErrorUSeOrderBook;
erroOrderBook.OrderBook.OrderStatus = status;
erroOrderBook.OrderBook.CancelQty = cancelQty;
erroOrderBook.OrderBook.TradeQty = tradeQty;
erroOrderBook.OrderBook.TradePrice = tradePrice;
erroOrderBook.OrderBook.TradeAmount = tradeAmount;
erroOrderBook.OrderBook.TradeFee = tradeFee;
result.Add(erroOrderBook);
}
this.Result = result;
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
