/// <summary>
/// 埋单提交（选中）
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void MaiDanHandle(object sender, RoutedEventArgs e)
{
List <TradeOrderData> selectedOrder = new List <TradeOrderData>();
foreach (var item in dgMaiConditionOrder.SelectedItems)
{
selectedOrder.Add((TradeOrderData)item);
}
foreach (var item in selectedOrder)
{
TradeOrderData o = (TradeOrderData)item;
if (o != null)
{
//对o撤单
if (IsMaiDanHandlable(o))
{
TradeDataClient.GetClientInstance().RequestOrder(o.InvestorID, BACKENDTYPE.CTP, new RequestContent("NewOrderSingle", new List <object>()
{
CodeSetManager.GetContractInfo(o.Code, CodeSetManager.ExNameToCtp(o.Exchange)), SIDETYPE.BUY, PosEffect.Close, 0, 0, 0, o.OrderID, CommonUtil.GetHedgeType(o.Hedge)
}));
}
}
}
}
void grdRealData_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
//将不需要的行情去除掉
if (dgRealData.SelectedItem != null)
{
DisplayRealData selectedRecord = dgRealData.SelectedItem as DisplayRealData;
LvQuotesPanel.lblCode.Content = selectedRecord.Code;
//RealData selectedData = new RealData();
string tempKey = selectedRecord.Code + "_" + CodeSetManager.ExNameToCtp(selectedRecord.Market);
if (_BackupCodeDic.ContainsKey(tempKey))
{
LvQuotesPanel.SetLevelsQuotesByRealData(_BackupCodeDic[tempKey]);
}
//List<DisplayRealData> uselessDatas = new List<DisplayRealData>();
//foreach (var item in mainWindow.RealDataCollection)
//{
// if (!HQRealData.commObj.RequestingCodes.Contains(item.Code)
// && item.Code != mainWindow.uscNewOrderPanel.txtCode.Text.Trim()
// && item != selectedRecord)
// {
// uselessDatas.Add(item);
// }
//}
//foreach (var item in uselessDatas)
//{
// mainWindow.RealDataCollection.Remove(item);
//}
}
}
private void txtCode_TextChanged(object sender, TextChangedEventArgs e)
{
//Util.Log("txtCode_TextChanged starts.");
txtCode.SelectionStart = txtCode.Text.Length;
int firstNumberIndiex = txtCode.Text.IndexOfAny("0123456789".ToCharArray());
string SpeciesName = txtCode.Text;
string SpeciesDate = string.Empty;
if (firstNumberIndiex >= 0)
{
SpeciesName = txtCode.Text.Substring(0, firstNumberIndiex);
SpeciesDate = txtCode.Text.Substring(firstNumberIndiex, txtCode.Text.Length - firstNumberIndiex);
//}
//用户可能不区分大小写输入合约
string validSpeciesName = CodeSetManager.GetValidSpeciesName(SpeciesName);
if (validSpeciesName != null && validSpeciesName != SpeciesName)
{
txtCode.Text = validSpeciesName + SpeciesDate;
return;
}
}
if (CommonUtil.IsValidCode(txtCode.Text.Trim()))
{
Contract newCode = CodeSetManager.GetContractInfo(txtCode.Text.Trim());
txtCodeName.Text = newCode.Name;
//iudNum.Value = DefaultCodeHandInstance.GetDefaultCodeHand(txtCode.Text);
}
}
public void UpdateProperties(RealData realData)
{
if (realData.CodeInfo.Code == this.Code)
{
this.ChiCangLiang = realData.Position;
this.StBuyCount = realData.BidHand[0];
this.StBuyPrice = realData.BidPrice[0];
this.StSellCount = realData.AskHand[0];
this.StSellPrice = realData.AskPrice[0];
this.DownStopPrice = realData.LowerLimitPrice;
this.I64Sum = (UInt64)realData.Sum;
//this.ICurrentSum = realData.ICurrentSum ;
this.ISettlementPrice = realData.SettlmentPrice;
this.PrevSettleMent = realData.PrevSettlementPrice;
this.UpStopPrice = realData.UpperLimitPrice;
this.CurrentHand = realData.Hand;
//this.I64Outside = realData.I64Outside;
this.IClose = realData.ClosePrice;
//this.IDealNumber = realData.IDealNumber;
this.IMaxPrice = realData.MaxPrice;
this.IMinPrice = realData.MinPrice;
this.INewPrice = realData.NewPrice;
this.Open = realData.OpenPrice;
//this.NTime = realData.NTime;
this.PrevClose = realData.PrevClose;
//this.UsUpdateNumber = realData.UsUpdateNumber;
this.Volumn = realData.Volumn;
this.Market = CodeSetManager.CtpToExName(realData.CodeInfo.ExchCode);
this.PreChicang = realData.PrevPosition;
this.PrevClose = realData.PrevClose;
this.UpdateTime = realData.UpdateTime;
}
}
public Int32 ReadCodeSet()
{
Int32 Result = 0;
CodeSetManager CodeSetManager = new CodeSetManager();
Result = CodeSetManager.ReadCodeSet();
return(Result);
}
public Int32 AddCodeSet(string Code, string ShortValue, string LongValue, DateTime EffectiveFromDate, DateTime EffectiveToDate, string CategoryCode)
{
Int32 Result = 0;
CodeSetManager CodeSetManager = new CodeSetManager();
Result = CodeSetManager.AddCodeSet(Code, ShortValue, LongValue, EffectiveFromDate, EffectiveToDate, CategoryCode);
return(Result);
}
public void AddSingleRealData(string strCode)
{
if (_CommObj.RequestingCodes.Contains(strCode))
{
return;
}
Contract searchCodeInfo = CodeSetManager.GetContractInfo(strCode);
this.AddContract(new Contract[] { searchCodeInfo });
this.GetRealData();
this.Request();
}
public void RefreshAutoPushMarketData()
{
foreach (string code in _CommObj.RequestingCodes)
{
Contract item = CodeSetManager.GetContractInfo(code);
if (item != null)
{
_CodesList.Add(item);
}
}
_CommObj.RequestingCodes.Clear();
Request();
}
public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture)
{
if (value == null)
{
return("");
}
string code = value.ToString();
if (CodeSetManager.GetContractInfo(code) != null)
{
return(CodeSetManager.GetContractInfo(code).Name);
}
return("");
}
/// <summary>
/// 根据品种名得到其对应的合约
/// </summary>
/// <param name="species"></param>
private List <string> GetContractBySpeciesName(string species, out string ZLCode)
{
//先得到中文名
string chineseName = CodeSetManager.GetSpeciChineseName(species);
string otherCode = "";
if (speciesNameDict.ContainsKey(chineseName))
{
SpeciesItem si = speciesNameDict[chineseName];
if (species.Equals(si.code))
{
otherCode = si.otherCode;
}
else if (species.Equals(si.otherCode))
{
otherCode = si.code;;
}
}
List <Contract> codeInfos = CodeSetManager.GetCodeListBySpecies(species);
List <Contract> codeInfo2 = CodeSetManager.GetCodeListBySpecies(otherCode);
if (codeInfo2 != null)
{
codeInfos.AddRange(codeInfo2);
}
//List<string> zhuliCodes = HQService.HQServ.GetZhuliCode();
ZLCode = "";
//foreach (String codeInfo in zhuliCodes)
//{
// string name = GetValidSpeciesName(codeInfo);
// if (name.Equals(species))
// {
// ZLCode = codeInfo;
// break;
// }
//}
List <string> ret = new List <string>();
if (codeInfos != null)
{
foreach (Contract cif in codeInfos)
{
ret.Add(cif.Code);
}
}
return(ret);
}
private void bt_add_Click(object sender, RoutedEventArgs e)
{
if (CommonUtil.IsValidCode(txtCode.Text))
{
Contract orderCodeIndo = CodeSetManager.GetContractInfo(txtCode.Text);
if (!_ChooseSet.Contains(orderCodeIndo))
{
_ChooseSet.Add(orderCodeIndo);
}
txtCode.Text = string.Empty;
return;
}
AddContractFromChooseSet();
}
public bool UpdateRealProperties(DisplayRealData displayData)
{
try
{
this.CodeInfo.Code = displayData.Code;
this.CodeInfo.Name = displayData.Name;
this.Position = displayData.ChiCangLiang;
this.BidHand[0] = displayData.StBuyCount;
this.BidPrice[0] = displayData.StBuyPrice;
this.AskHand[0] = displayData.StSellCount;
this.AskPrice[0] = displayData.StSellPrice;
this.LowerLimitPrice = displayData.DownStopPrice;
this.Sum = displayData.I64Sum;
this.SettlmentPrice = displayData.ISettlementPrice;
this.PrevSettlementPrice = displayData.PrevSettleMent;
this.UpperLimitPrice = displayData.UpStopPrice;
this.Hand = displayData.CurrentHand;
this.ClosePrice = displayData.IClose;
this.MaxPrice = displayData.IMaxPrice;
this.MinPrice = displayData.IMinPrice;
this.NewPrice = displayData.INewPrice;
this.OpenPrice = displayData.Open;
this.PrevClose = displayData.PrevClose;
this.Volumn = displayData.Volumn;
this.CodeInfo.ExchCode = CodeSetManager.ExNameToCtp(displayData.Market);
this.PrevPosition = displayData.PreChicang;
this.PrevClose = displayData.PrevClose;
this.UpdateTime = displayData.UpdateTime;
return(true);
}
catch (Exception ex)
{
Util.Log_Error("exception: " + ex.Message);
Util.Log_Error("exception: " + ex.StackTrace);
return(false);
}
}
public RealData GetOptRealData_C()
{
RealData realData = new RealData();
realData.CodeInfo.Code = this.Code_C;
realData.CodeInfo.Name = this.Name;
realData.Position = this.ChiCangLiang_C;
realData.BidHand[0] = this.StBuyCount_C;
realData.BidPrice[0] = this.StBuyPrice_C;
realData.AskHand[0] = this.StSellCount_C;
realData.AskPrice[0] = this.StSellPrice_C;
realData.LowerLimitPrice = this.DownStopPrice_C;
//realData.HYCS = this.HYCS;
realData.Sum = this.I64Sum_C;
//realData.ICurrentSum = this.ICurrentSu_C;
realData.SettlmentPrice = this.ISettlementPrice_C;
realData.PrevSettlementPrice = this.PrevSettleMent_C;
realData.UpperLimitPrice = this.UpStopPrice_C;
realData.CodeInfo.Code = this.Code_C;//??
realData.Hand = this.CurrentHand_C;
//realData.I64Outside = this.I64Outside_C;
realData.ClosePrice = this.IClose_C;
//realData.IDealNumber = this.IDealNumber_C;
realData.MaxPrice = this.IMaxPrice_C;
realData.MinPrice = this.IMinPrice_C;
realData.NewPrice = this.INewPrice_C;
//Todo
//realData.LastINewPrice = this.LastINewPrice_C + r.Next(-2, 1);
//realData.IsFirstData = this.IsFirstData;
//realData.LogMessage = this.LogMessage;
//realData.Name = this.Name;
realData.OpenPrice = this.Open_C;
//realData.NTime = this.NTime_C;
realData.PrevClose = this.PrevClose_C;
//realData.UiTime = this.UiTime;
//realData.UsUpdateNumber = this.UsUpdateNumber_C;
realData.Volumn = this.Volumn_C;
realData.CodeInfo.ExchCode = CodeSetManager.ExNameToCtp(this.Market);
realData.PrevPosition = this.PreChicang_C;
realData.PrevClose = this.PrevClose_C;
realData.UpdateTime = this.UpdateTime_C;
return(realData);
}
public static void SetRealDataToContainer(RealData realData)
{
Contract codeKey = CodeSetManager.GetContractInfo(realData.CodeInfo.Code, realData.CodeInfo.ExchCode);
if (codeKey != null)
{
if (RealDataContainer.ContainsKey(codeKey))
{
RealDataContainer[codeKey] = realData;
}
else
{
RealDataContainer.Add(codeKey, realData);
}
}
else
{
Util.Log("Warning!: codeKey is NULL! ");
}
}
private void txtCode_TextChanged(object sender, TextChangedEventArgs e)
{
txtCode.SelectionStart = txtCode.Text.Length;
int firstNumberIndiex = txtCode.Text.IndexOfAny("0123456789".ToCharArray());
string SpeciesName = txtCode.Text;
string SpeciesDate = string.Empty;
if (firstNumberIndiex >= 0)
{
SpeciesName = txtCode.Text.Substring(0, firstNumberIndiex);
SpeciesDate = txtCode.Text.Substring(firstNumberIndiex, txtCode.Text.Length - firstNumberIndiex);
//用户可能不区分大小写输入合约
string validSpeciesName = CodeSetManager.GetValidSpeciesName(SpeciesName);
if (validSpeciesName != null && validSpeciesName != SpeciesName)
{
txtCode.Text = validSpeciesName + SpeciesDate;
return;
}
}
}
public void SetHandCount(string buySell)
{
tbHandCount.Text = "0";
//if (rbPingcang.IsChecked == true)
//{
// foreach (var item in _MainWindow.PositionCollection_Total)
// {
// if (txtCode.Text == item.Code && item.BuySell.Contains(buySell))
// {
// if (CodeSetManager.IsCloseTodaySupport(item.Code))
// {
// tbHandCount.Text = item.YesterdayPosition.ToString(); //(item.YesterdayPosition - item.FreezeCount).ToString();
// }
// else
// {
// tbHandCount.Text = item.TotalPosition.ToString(); //(item.TotalPosition - item.FreezeCount).ToString();
// }
// }
// }
//}
//else if (rbPingjin.IsChecked == true)
{
foreach (var item in _MainWindow.PositionCollection_Total)
{
if (txtCode.Text == item.Code && item.BuySell.Contains(buySell))
{
if (CodeSetManager.IsCloseTodaySupport(item.Code))
{
tbHandCount.Text = item.TodayPosition.ToString(); //(item.TodayPosition - item.FreezeCount).ToString();
}
else
{
tbHandCount.Text = item.TotalPosition.ToString(); //(item.TotalPosition - item.FreezeCount).ToString();
}
}
}
}
}
public DisplayRealData UpdateDisplayProperties(RealData realData)
{
DisplayRealData displayData = new DisplayRealData();
try
{
displayData.Code = realData.CodeInfo.Code;
if (realData.CodeInfo.ProductType != null && realData.CodeInfo.ProductType == "Combination" || displayData.Code.Contains("&"))
{
if (realData.CodeInfo.Code.Contains(" "))
{
string[] tempType = realData.CodeInfo.Code.Split(' ');
string[] tempGroup = tempType[1].Split('&');
displayData.Code1 = tempGroup[0];
displayData.Code2 = tempGroup[1];
}
else
{
string[] tempGroup = realData.CodeInfo.Code.Split('&');
displayData.Code1 = tempGroup[0];
displayData.Code2 = tempGroup[1];
}
}
displayData.Name = realData.CodeInfo.Name;
displayData.ChiCangLiang = realData.Position;
displayData.StBuyCount = realData.BidHand[0];
displayData.StBuyPrice = realData.BidPrice[0];
displayData.StSellCount = realData.AskHand[0];
displayData.StSellPrice = realData.AskPrice[0];
displayData.DownStopPrice = realData.LowerLimitPrice;
displayData.I64Sum = (UInt64)realData.Sum;
//this.ICurrentSum = realData.ICurrentSum ;
displayData.ISettlementPrice = realData.SettlmentPrice;
displayData.PrevSettleMent = realData.PrevSettlementPrice;
displayData.UpStopPrice = realData.UpperLimitPrice;
displayData.CurrentHand = realData.Hand;
//this.I64Outside = realData.I64Outside;
displayData.IClose = realData.ClosePrice;
//this.IDealNumber = realData.IDealNumber;
displayData.IMaxPrice = realData.MaxPrice;
displayData.IMinPrice = realData.MinPrice;
displayData.INewPrice = realData.NewPrice;
displayData.Open = realData.OpenPrice;
//this.NTime = realData.NTime;
displayData.PrevClose = realData.PrevClose;
//this.UsUpdateNumber = realData.UsUpdateNumber;
displayData.Volumn = realData.Volumn;
displayData.Market = CodeSetManager.CtpToExName(realData.CodeInfo.ExchCode);
displayData.PreChicang = realData.PrevPosition;
displayData.PrevClose = realData.PrevClose;
displayData.UpdateTime = realData.UpdateTime;
}
catch (Exception ex)
{
Util.Log_Error("exception: " + ex.Message);
Util.Log_Error("exception: " + ex.StackTrace);
}
return(displayData);
}
/// <summary>
/// 得到所有的品种
/// </summary>
/// <returns></returns>
private List <SpeciesItem> GetAllSpecies()
{
List <SpeciesItem> ret = new List <SpeciesItem>();
SpeciesItem si = null;
List <Species> speciesList = null;
speciesList = CodeSetManager.GetAllInnerSpecies();// CodeSet.GetListSpeciesByMarket(HSMarketDataType.FUTURES_MARKET | HSMarketDataType.CFFEX_BOURSE);
//foreach (Species s in speciesList)
//{
// si = null;
// string chnName=CodeGen.CodeSet.GetSpeciChineseName(s.speciesName);
// if (speciesNameDict.ContainsKey(chnName))
// {
// si = speciesNameDict[chnName];
// si.otherCode = s.speciesName;
// }
// else
// {
// si = new SpeciesItem();
// si.code = s.speciesName;
// si.name = chnName;
// ret.Add(si);
// speciesNameDict[chnName] = si;
// }
//}
//speciesList=CodeSet.GetListSpeciesByMarket(HSMarketDataType.FUTURES_MARKET | HSMarketDataType.SHANGHAI_BOURSE);
//foreach (Species s in speciesList)
//{
// si = null;
// string chnName = CodeGen.CodeSet.GetSpeciChineseName(s.speciesName);
// if (speciesNameDict.ContainsKey(chnName))
// {
// si = speciesNameDict[chnName];
// si.otherCode = s.speciesName;
// }
// else
// {
// si = new SpeciesItem();
// si.name = chnName;
// si.code = s.speciesName;
// ret.Add(si);
// speciesNameDict[chnName] = si;
// }
//}
//speciesList = CodeSet.GetListSpeciesByMarket(HSMarketDataType.FUTURES_MARKET | HSMarketDataType.ZHENGZHOU_BOURSE);
//foreach (Species s in speciesList)
//{
// si = null;
// string chnName = CodeGen.CodeSet.GetSpeciChineseName(s.speciesName);
// if (speciesNameDict.ContainsKey(chnName))
// {
// si = speciesNameDict[chnName];
// si.otherCode = s.speciesName;
// }
// else
// {
// si = new SpeciesItem();
// si.code = s.speciesName;
// si.name = chnName;
// ret.Add(si);
// speciesNameDict[chnName] = si;
// }
//}
//speciesList = CodeSet.GetListSpeciesByMarket(HSMarketDataType.FUTURES_MARKET | HSMarketDataType.DALIAN_BOURSE);
foreach (Species s in speciesList)
{
//Todo:
//if (s.SpeciesCode.Contains("SP") || s.SpeciesCode.Contains("efp") || s.SpeciesCode.Contains("_o"))
if (s.SpeciesCode.Contains("efp") || s.SpeciesCode.StartsWith("sc") || s.ProductType == "Combination" || s.ProductType.Contains("Option") || s.SpeciesCode == "CVX")
{
continue;
}
si = null;
string chnName = CodeSetManager.GetSpeciChineseName(s.SpeciesCode);
if (speciesNameDict.ContainsKey(chnName))
{
si = speciesNameDict[chnName];
si.otherCode = s.SpeciesCode;
}
else
{
si = new SpeciesItem();
si.code = s.SpeciesCode;
si.name = chnName;
ret.Add(si);
speciesNameDict[chnName] = si;
}
}
return(ret);
}
private void RequestRealData(BackgroundDataServer hqRealData)
{
ObservableCollection <UserCodeSet> lstUserCodeSet = UserCodeSetInstance.GetUserCodeSetList();
//先删除合约
bool bChanged = false;
_DelCodeList.Clear();
foreach (Contract temp in hqRealData.m_oldCodeArray)
{
if (!hqRealData.m_codeArray.Contains(temp))
{
_DelCodeList.Add(temp);
}
}
if (_DelCodeList.Count > 0)
{
bChanged = true;
hqRealData.AddContract(_DelCodeList.ToArray());
hqRealData.UnRequest();
try
{
RealData tempData = null;
foreach (Contract temp in _DelCodeList)
{
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey))
{
tempData = _BackupCodeDic[tempKey];
if (tempData != null)
{
DisplayRealData tempDisplayData = UpdateDisplayProperties(tempData);
if (hqRealData == HQRealData)
{
//Util.Log("<<:" + tempData.ToString());
_MainWindow.RealDataCollection.Remove(tempDisplayData);
}
else if (hqRealData == GroupHQRealData)
{
_MainWindow.RealDataArbitrageCollection.Remove(tempDisplayData);
}
_BackupCodeDic.Remove(tempKey);
}
}
}
}
catch (Exception ex)
{
Util.Log_Error("exception: " + ex.Message);
Util.Log_Error("exception: " + ex.StackTrace);
}
}
//在请求新增的合约
_AddCodeList.Clear();
foreach (Contract temp in hqRealData.m_codeArray)
{
if (!hqRealData.m_oldCodeArray.Contains(temp))
{
_AddCodeList.Add(temp);
}
}
if (_AddCodeList.Count > 0)
{
foreach (Contract temp in _AddCodeList)
{
if (temp == null)
{
continue;
}
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey) == false)
{
RealData tempData2 = new RealData();
//Contract tempContract = CodeSetManager.GetContractInfo(temp.Code);
tempData2.CodeInfo = CodeSetManager.GetContractInfo(temp.Code, temp.ExchCode);
if (tempData2.CodeInfo == null)
{
tempData2.CodeInfo = new Contract(temp.Code);
}
//tempData2.Name = tempContract.Name;
//decimal fluct = 0.00M;
//CodeSetManager.GetHycsAndFluct(tempData2.codeInfo.Code, out (double)tempData2.m_hycs, out fluct);
_BackupCodeDic.Add(tempKey, tempData2);
}
}
bChanged = true;
hqRealData.AddContract(_AddCodeList.ToArray());
hqRealData.GetRealData();
hqRealData.Request();
}
DeepCopyInfo(hqRealData.m_codeArray, hqRealData.m_oldCodeArray);
if (bChanged == false)
{
RealData tempData2 = null;
_MainWindow.RealDataCollection.Clear();
_MainWindow.RealDataArbitrageCollection.Clear();
foreach (Contract temp in hqRealData.m_oldCodeArray)
{
//Util.Log(this.defaultButton.Content + " 添加内容 Old-----");
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey))
{
tempData2 = _BackupCodeDic[tempKey];
if (tempData2 != null)
{
DisplayRealData tempDisplayData = UpdateDisplayProperties(tempData2);
if (hqRealData == HQRealData)
{
//Util.Log(">>:" + tempData2.ToString());
_MainWindow.RealDataCollection.Add(tempDisplayData);
}
else if (hqRealData == GroupHQRealData)
{
if (tempData2.CodeInfo.Code.Contains("&"))
{
//string[] tempType = tempData2.codeInfo.Code.Split(' ');
//string[] tempGroup = tempType[1].Split('&');
//tempData2.Code = tempGroup[0];
//tempData2.Code2 = tempGroup[1];
}
_MainWindow.RealDataArbitrageCollection.Add(UpdateDisplayProperties(tempData2));
}
}
}
}
}
else
{
RealData tempData2 = null;
_MainWindow.RealDataCollection.Clear();
_MainWindow.RealDataArbitrageCollection.Clear();
if (hqRealData == HQRealData)
{
//Util.Log(this.defaultButton.Content + " 添加内容-----");
foreach (Contract temp in _CodeArray)
{
if (temp != null)
{
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey) == false)
{
tempData2 = new RealData();
//Contract tempContract = CodeSetManager.GetContractInfo(temp.Code);
tempData2.CodeInfo = CodeSetManager.GetContractInfo(temp.Code, temp.ExchCode);
if (tempData2.CodeInfo == null)
{
tempData2.CodeInfo = new Contract(temp.Code);
}
//tempData2.Name = tempContract.Name;
//double fluct = 0;
//CodeSetManager.GetHycsAndFluct(tempData2.Code, out tempData2.m_hycs, out fluct);
_BackupCodeDic.Add(tempKey, tempData2);
}
else
{
tempData2 = _BackupCodeDic[tempKey];
}
DisplayRealData tempDisplayData = UpdateDisplayProperties(tempData2);
//Util.Log(">>:"+tempData2.ToString());
_MainWindow.RealDataCollection.Add(tempDisplayData);
//Util.Log("mainWindow.RealDataCollection.count=" + mainWindow.RealDataCollection.Count);
}
}
}
else if (hqRealData == GroupHQRealData)
{
foreach (Contract temp in _GroupCodeArray)
{
if (temp != null)
{
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey) == false)
{
tempData2 = new RealData();
tempData2.CodeInfo = CodeSetManager.GetContractInfo(temp.Code, temp.ExchCode);
if (tempData2.CodeInfo == null)
{
tempData2.CodeInfo = new Contract(tempKey);
}
//decimal fluct = 0;
//CodeSetManager.GetHycsAndFluct(temp.Code, out tempData2.m_hycs, out fluct);
_BackupCodeDic.Add(tempKey, tempData2);
}
else
{
tempData2 = _BackupCodeDic[tempKey];
}
if (tempData2.CodeInfo.Code.Contains("&"))
{
//string[] tempType = tempData2.Code.Split(' ');
//string[] tempGroup = tempType[1].Split('&');
//tempData2.Code1 = tempGroup[0];
//tempData2.Code2 = tempGroup[1];
}
_MainWindow.RealDataArbitrageCollection.Add(UpdateDisplayProperties(tempData2));
}
}
}
}
hqRealData.UpdateRealDataList();
}
public CodeSetController(CodeSetManager manager)
{
//this.config = config;
codesetManager = manager;
}
/// <summary>
/// 从配置文件中读取合约组信息
/// </summary>
/// <returns></returns>
public static ObservableCollection <UserCodeSet> GetUserCodeSetList()
{
if (_UserCodeSetList == null)
{
if (File.Exists(ConfigFilePath))
{
try
{
//先从配置文件中读取合约组信息
_UserCodeSetList = (ObservableCollection <UserCodeSet>)(CommonUtil.RecoverObjectFromFile(typeof(ObservableCollection <UserCodeSet>), ConfigFilePath));
}
catch (System.Exception ex)
{
Util.Log(ex.ToString());
}
}
if (_UserCodeSetList == null)
{
_UserCodeSetList = new ObservableCollection <UserCodeSet>();
UserCodeSet defaultSet = new UserCodeSet();
defaultSet.Name = "普通行情";
defaultSet.Id = Guid.NewGuid().ToString();
defaultSet.IsDefault = true;
defaultSet.FileName = LASTCODEINFOPATH;
defaultSet.IsArbitrage = false;
_UserCodeSetList.Add(defaultSet);
UserCodeSet GroupSet = new UserCodeSet();
GroupSet.Name = "组合行情";
GroupSet.Id = Guid.NewGuid().ToString();
GroupSet.IsDefault = true;
GroupSet.FileName = LASTGROUPCODEINFOPATH;
GroupSet.IsArbitrage = true;
_UserCodeSetList.Add(GroupSet);
}
//再读取各合约组的合约情况
foreach (var item in _UserCodeSetList)
{
if (File.Exists(LASTCODEINFODIR + item.FileName))
{
ObservableCollection <Contract> userCodes = new ObservableCollection <Contract>();
try
{
FileStream fs2 = new FileStream(LASTCODEINFODIR + item.FileName, FileMode.OpenOrCreate);
BinaryFormatter formatter = new BinaryFormatter();
ObservableCollection <Contract> temp = (ObservableCollection <Contract>)formatter.Deserialize(fs2);
foreach (Contract codeInfo in temp)
{
if (codeInfo != null && !CodeSetManager.IsOutOfDate(codeInfo.Code))
{
userCodes.Add(codeInfo);
}
}
fs2.Close();
}
catch (System.Exception ex)
{
Util.Log_Error("exception: " + ex.Message);
Util.Log_Error("exception: " + ex.StackTrace);
}
//要对userCodes进行处理，保证无重复的内容。
Dictionary <Contract, Boolean> codeDict = new Dictionary <Contract, bool>();
for (int i = 0; i < userCodes.Count; i++)
{
if (userCodes[i] != null)
{
if (codeDict.ContainsKey(userCodes[i]))
{
userCodes.RemoveAt(i);
i -= 1;
}
else
{
codeDict.Add(userCodes[i], true);
}
}
}
while (userCodes.Count > USER_CODE_SET_MAX_CODES && item.IsZhuli == false)
{
userCodes.RemoveAt(userCodes.Count - 1);
}
if (item.IsZhuli)
{
Util.Log("添加UserCodes到主力合约: userCodes的个数为" + userCodes.Count.ToString());
foreach (Contract codeInfo in userCodes)
{
if (codeInfo != null)
{
//Util.Log("--CodeInfo为:" + codeInfo.ToString());
}
else
{
//Util.Log("--CodeInfo为null");
}
}
}
_DicUserCodeSetCodeInfo.Add(item.Id, userCodes);
}
else
{
_DicUserCodeSetCodeInfo.Add(item.Id, new ObservableCollection <Contract>());
}
}
}
//AddZhuliCodeTemp(userCodeSetList);
return(_UserCodeSetList);
}
/// <summary>
/// 买量
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void Grid_MouseEnter_Close_Buy(object sender, MouseEventArgs e)
{
Grid grid = sender as Grid;
if (grid == null)
{
return;
}
TextBlock tp = grid.ToolTip as TextBlock;
DisplayRealData displayRealData = grid.DataContext as DisplayRealData;
//卖出平仓
TradeDataClient jyDataServer = TradeDataClient.GetClientInstance();
int todayPosCount;
int lastPosCount;
string code = displayRealData.Code;
//查找多头的单子
if (jyDataServer.GetPositionCount(code, true, out todayPosCount, out lastPosCount) == false)
{
grid.ToolTip = null;
return;
}
if (todayPosCount == 0 && lastPosCount == 0)
{
grid.ToolTip = null;
return;
}
if (tp == null)
{
grid.ToolTip = new TextBlock();
tp = grid.ToolTip as TextBlock;
}
tp.Inlines.Clear();
Run run = new Run();
run.Text = "双击 ";
tp.Inlines.Add(run);
run = new Run();
Binding binding1 = new Binding();
binding1.Source = grid.DataContext;
binding1.Mode = BindingMode.OneWay;
binding1.Path = new PropertyPath("StBuyPrice");
run.SetBinding(Run.TextProperty, binding1);
tp.Inlines.Add(run);
run = new Run();
run.Text = " 卖出";
run.Foreground = new SolidColorBrush(Color.FromRgb(0x13, 0xaf, 0x13));
tp.Inlines.Add(run);
Boolean bHasComma = false;
if (CodeSetManager.IsCloseTodaySupport(code) && todayPosCount != 0)
{
//如果支持平今
run = new Run();
run.Text = "平今";
run.FontSize = 13;
run.Foreground = new SolidColorBrush(Color.FromRgb(0xff, 0x00, 0xff));
tp.Inlines.Add(run);
run = new Run();
run.Text = " " + todayPosCount.ToString() + " ";
run.Foreground = new SolidColorBrush(Color.FromRgb(0x13, 0xaf, 0x13));
tp.Inlines.Add(run);
bHasComma = true;
}
else
{
lastPosCount += todayPosCount;
}
if (lastPosCount != 0)
{
if (bHasComma)
{
run = new Run();
run.Text = ",";
tp.Inlines.Add(run);
}
run = new Run();
run.Text = " 平仓";
run.FontSize = 13;
run.Foreground = new SolidColorBrush(Color.FromRgb(0xff, 0x00, 0xff));
tp.Inlines.Add(run);
run = new Run();
run.Text = " " + lastPosCount.ToString() + " ";
run.Foreground = new SolidColorBrush(Color.FromRgb(0x13, 0xaf, 0x13));
tp.Inlines.Add(run);
}
run = new Run();
run.Text = "手" + code;
tp.FontWeight = FontWeights.Bold;
tp.Inlines.Add(run);
}
private void Exec_Click(object sender, RoutedEventArgs e)
{
string verifyMessage = execOrderDataVerification();
if (verifyMessage == string.Empty)
{
Contract optContract = CodeSetManager.GetContractInfo(txtCode.Text.Trim());
if (optContract == null)
{
Util.Log("Warning! Cannot find contract info for " + txtCode.Text.Trim());
return;
}
bool isExec = rbExec.IsChecked == true ? true : false;
string order = rbExec.IsChecked == true ? "行权" : "弃权";
string strCode = optContract.Code;
int handCount = CommonUtil.GetIntValue(iudNum.Value.Value);
EnumThostOffsetFlagType openClose = EnumThostOffsetFlagType.Close;
string kp = "平仓";
if (CodeSetManager.IsCloseTodaySupport(optContract.Code))
{
if (rbPingjin.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.CloseToday;
kp = "平今";
}
else if (rbPingcang.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.CloseYesterday;
kp = "平仓";
}
}
else if (rbPingcang.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.Close;
}
if (TradingMaster.Properties.Settings.Default.ConfirmBeforeSendNewOrder == true)
{
CheckableMessageBox messageBox = new CheckableMessageBox();
messageBox.tbMessage.Text = string.Format("{0}：{1} {2} {3}手", order, kp, strCode, handCount);
string windowTitle = string.Format("确认{0}：{1} {2} {3}手", order, kp, strCode, handCount);
Window confirmWindow = CommonUtil.GetWindow(windowTitle, messageBox, _MainWindow);
if (confirmWindow.ShowDialog() == true)
{
if (handCount > 0)
{
TradeDataClient.GetClientInstance().RequestOrder("", BACKENDTYPE.CTP, new RequestContent("NewExecOrder", new List <object>()
{
strCode, handCount, optContract.ExchName, isExec, openClose
}));
}
}
}
else
{
if (!CodeSetManager.IsCloseTodaySupport(strCode) && openClose == EnumThostOffsetFlagType.CloseToday)
{
openClose = EnumThostOffsetFlagType.Close;
}
if (handCount > 0)
{
TradeDataClient.GetClientInstance().RequestOrder("", BACKENDTYPE.CTP, new RequestContent("NewExecOrder", new List <object>()
{
strCode, handCount, optContract.ExchName, isExec, openClose
}));
}
}
}
}
/// <summary>
/// 根据实时主推更新资金的盈亏数据和持仓的浮动盈亏数据
/// </summary>
/// <param name="commRealTimeDatas"></param>
private void UpdateFDYK(Dictionary <Contract, RealData> realDataDict)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
foreach (Contract contract in realDataDict.Keys)
{
RealData realData = realDataDict[contract];
double newPrice = realData.NewPrice; //最新价
double prevSettlementPrice = realData.PrevSettlementPrice; //昨结算
double settlementPrice = realData.SettlmentPrice; //现结算
double bidPrice = realData.BidPrice[0];
double askPrice = realData.AskPrice[0];
if (newPrice == 0 || realData.Volumn == 0)
{
if (prevSettlementPrice > 0)
{
newPrice = prevSettlementPrice;
}
else if (newPrice == 0)
{
newPrice = realData.PrevClose;
}
}
if (bidPrice == 0)
{
bidPrice = newPrice;
}
if (askPrice == 0)
{
askPrice = newPrice;
}
double hycs = realData.CodeInfo.Hycs;
decimal fluct = realData.CodeInfo.Fluct;
if (mainWindow != null)
{
foreach (PosInfoDetail detail in mainWindow.PositionDetailCollection)
{
if (detail.Code == contract.Code)
{
detail.PrevSettleMent = prevSettlementPrice;
if (newPrice == 0)
{
detail.Fdyk = detail.Ccyk = 0;
}
//更新Detail的数据
if (detail.BuySell.Contains("买"))
{
detail.INewPrice = bidPrice;
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
detail.OptionMarketCap = bidPrice * detail.TradeHandCount * hycs;
if (detail.PositionType.Contains("今"))
{
detail.Premium = -detail.AvgPx * detail.TradeHandCount * hycs;
//detail.OptionProfit = (newPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
else
{
//detail.OptionProfit = (newPrice - detail.PrevSettleMent) * detail.TradeHandCount * hycs;
}
}
if (detail.PositionType == "今仓")
{
detail.Ccyk = (bidPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
detail.Fdyk = detail.Ccyk;
}
else
{
detail.Ccyk = (bidPrice - prevSettlementPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = (bidPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
}
else
{
detail.INewPrice = askPrice;
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
detail.OptionMarketCap = -askPrice * detail.TradeHandCount * hycs;
if (detail.PositionType.Contains("今"))
{
detail.Premium = detail.AvgPx * detail.TradeHandCount * hycs;
//detail.OptionProfit = -(newPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
else
{
//detail.OptionProfit = -(newPrice - detail.PrevSettleMent) * detail.TradeHandCount * hycs;
}
}
if (detail.PositionType == "今仓")
{
detail.Ccyk = (detail.AvgPx - askPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = detail.Ccyk;
}
else
{
detail.Ccyk = (prevSettlementPrice - askPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = (detail.AvgPx - askPrice) * detail.TradeHandCount * hycs;
}
}
}
}
foreach (PosInfoTotal posTotal in mainWindow.PositionCollection_Total)
{
if (posTotal.Code == realData.CodeInfo.Code)
{
double yesterdayDsyk = 0;
double todayDsyk = 0;
double yesterdayFdyk = 0;
double todayFdyk = 0;
double todayOpProfit = 0;
double yesterdayOpProfit = 0;
if (newPrice != 0)
{
if (CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType.Contains("Option"))
{
if (posTotal.BuySell.Contains("买"))
{
posTotal.OptionMarketCap = bidPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = -posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
//yesterdayOpProfit = (newPrice - posTotal.YesterdayOpenAvgPx) * posTotal.YesterdayPosition * hycs;//yesterdayOpProfit
//todayOpProfit = (newPrice - posTotal.TodayOpenAvgPx) * posTotal.TodayPosition * hycs;//todayOpProfit
}
else
{
posTotal.OptionMarketCap = -askPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
//yesterdayOpProfit = (posTotal.YesterdayOpenAvgPx - newPrice) * posTotal.YesterdayPosition * hycs;//yesterdayOpProfit
//todayOpProfit = (posTotal.TodayOpenAvgPx - newPrice) * posTotal.TodayPosition * hycs;//todayOpProfit
}
}
//更新Detail的数据
if (posTotal.BuySell.Contains("买"))
{
yesterdayDsyk = (bidPrice - prevSettlementPrice) * posTotal.YesterdayPosition * hycs;
todayDsyk = (bidPrice - posTotal.TodayOpenAvgPx) * posTotal.TodayPosition * hycs;
yesterdayFdyk = (bidPrice - posTotal.YesterdayOpenAvgPx) * posTotal.YesterdayPosition * hycs;
todayFdyk = todayDsyk;//(newPrice - detail.OpenAvgPx) * detail.TodayOpen * hycs;
}
else
{
if (CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType.Contains("Option"))
{
posTotal.OptionMarketCap = -askPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
}
yesterdayDsyk = (prevSettlementPrice - askPrice) * posTotal.YesterdayPosition * hycs;
todayDsyk = (posTotal.TodayOpenAvgPx - askPrice) * posTotal.TodayPosition * hycs;
yesterdayFdyk = (posTotal.YesterdayOpenAvgPx - askPrice) * posTotal.YesterdayPosition * hycs;
todayFdyk = todayDsyk;//((newPrice - detail.OpenAvgPx) * detail.TodayOpen * hycs);
}
}
posTotal.Ccyk = yesterdayDsyk + todayDsyk;
posTotal.Fdyk = yesterdayFdyk + todayFdyk;
posTotal.OptionProfit = yesterdayOpProfit + todayOpProfit;
posTotal.AvgPositionPrice = (posTotal.TodayPosition * posTotal.TodayOpenAvgPx + posTotal.YesterdayPosition * prevSettlementPrice) / posTotal.TotalPosition;
}
}
//更新资金数据
double totalDSFY = 0;
double totalFdyk = 0;
double totalPremium = 0;
double totalOptionCap = 0;
double totalOptionProfit = 0;
foreach (PosInfoTotal detail in mainWindow.PositionCollection_Total)
{
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType == "Futures")
{
totalDSFY += detail.Ccyk;
totalFdyk += detail.Fdyk;
}
else if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
totalOptionProfit += detail.Ccyk;
}
totalPremium += detail.Premium;
totalOptionCap += detail.OptionMarketCap;
totalOptionProfit += detail.OptionProfit;
}
if (mainWindow.CapitalDataCollection != null)
{
mainWindow.CapitalDataCollection.Dsfy = totalDSFY;
mainWindow.CapitalDataCollection.FloatProfit = totalFdyk;
//mainWindow.CapitalDataCollection.Premium = totalPremium;
mainWindow.CapitalDataCollection.OptionMarketCap = totalOptionCap;
mainWindow.CapitalDataCollection.OptionProfit = totalOptionProfit;
mainWindow.CapitalDataCollection.AccountCap = totalOptionCap + mainWindow.CapitalDataCollection.DynamicEquity;
}
}
}
}
public void RemoveUselessRequest()
{
//去除不必要的请求
List <Contract> lstDelCodes = new List <Contract>();
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
foreach (var item in _CommObj.RequestingCodes)
{
bool isUsed = false;
foreach (var positionItem in mainWindow.PositionDetailCollection)
{
if (item == positionItem.Code)
{
isUsed = true;
break;
}
}
foreach (var quoteItem in mainWindow.RealDataCollection)
{
if (item == quoteItem.Code)
{
isUsed = true;
break;
}
}
foreach (var quoteItem in mainWindow.RealDataArbitrageCollection)
{
if (item == quoteItem.Code)
{
isUsed = true;
break;
}
}
if (item == mainWindow.uscNewOrderPanel.txtCode.Text)
{
isUsed = true;
}
string fCode = mainWindow.uscOptionHangqing.titleCode.Content.ToString();
if (fCode != null && fCode != String.Empty)
{
if (fCode == item)
{
isUsed = true;
break;
}
if (mainWindow.uscOptionHangqing.OptionCodeDict.ContainsKey(fCode))
{
foreach (string contract in mainWindow.uscOptionHangqing.OptionCodeDict[fCode])
{
if (contract == item)
{
isUsed = true;
break;
}
}
}
}
if (!isUsed)
{
Contract cCode = CodeSetManager.GetContractInfo(item);
//TODO :临时方案
if (cCode == null)
{
cCode = new Contract(item);
}
//
lstDelCodes.Add(cCode);
}
}
}
if (lstDelCodes.Count > 0)
{
AddContract(lstDelCodes.ToArray());
UnRequest();
}
}
