internal void DetSorting(string name, bool isDesc)
{
List <PotionDetailModelViewModel> temp = null;
switch (name)
{
case "ContractCode":
if (isDesc)
{
temp = DetPMList.OrderBy(x => x.ContractCode).ToList();
}
else
{
temp = DetPMList.OrderByDescending(x => x.ContractCode).ToList();
}
break;
case "Direction":
if (isDesc)
{
temp = DetPMList.OrderBy(x => x.Direction).ToList();
}
else
{
temp = DetPMList.OrderByDescending(x => x.Direction).ToList();
}
break;
case "PositionVolume":
if (isDesc)
{
temp = DetPMList.OrderBy(x => x.PositionVolume).ToList();
}
else
{
temp = DetPMList.OrderByDescending(x => x.PositionVolume).ToList();
}
break;
case "AbleVolume":
if (isDesc)
{
temp = DetPMList.OrderBy(x => x.AbleVolume).ToList();
}
else
{
temp = DetPMList.OrderByDescending(x => x.AbleVolume).ToList();
}
break;
case "OpenPrice":
if (isDesc)
{
temp = DetPMList.OrderBy(x => x.OpenPrice).ToList();
}
else
{
temp = DetPMList.OrderByDescending(x => x.OpenPrice).ToList();
}
break;
case "ShadowTradeId":
if (isDesc)
{
temp = DetPMList.OrderBy(x => x.ShadowTradeId).ToList();
}
else
{
temp = DetPMList.OrderByDescending(x => x.ShadowTradeId).ToList();
}
break;
case "PositionProfitLoss":
if (isDesc)
{
temp = DetPMList.OrderBy(x => x.PositionProfitLoss).ToList();
}
else
{
temp = DetPMList.OrderByDescending(x => x.PositionProfitLoss).ToList();
}
break;
}
DetPMList.Clear();
foreach (var item in temp)
{
DetPMList.Add(item);
}
}
/// <summary>
/// 提供行情信息 显示要交易的期货行情的信息
/// </summary>
/// <param name="futures"></param>
public void SendMarket(QuotationEntity futures)
{
if (futures == null)
{
return;
}
if (PMList.Count == 0)
{
return;
}
List <PotionDetailModelViewModel> items = PMList.Where(x => x.ContractId == futures.cd).ToList();
VarietyModel vm = null;
ParitiesModel pm = null;
lock (DetPMList)
{
foreach (PotionDetailModelViewModel itemde in DetPMList)
{
if (itemde.ContractCode == futures.cd)
{
string[] values = futures.cd.Split(' ');
if (values.Length != 3)
{
return;
}
string varietie = values[1];
if (ContractVariety.Varieties.ContainsKey(varietie))
{
vm = ContractVariety.Varieties[varietie];
}
if (vm == null)
{
continue;
}
if (itemde.Direction == "B")
{
if (futures.lp > 0)
{
itemde.PositionProfitLoss = (futures.lp - itemde.OpenPrice) * itemde.PositionVolume * vm.multiple;//合约乘数
}
else if (futures.lp == 0 && futures.pslp > 0)
{
itemde.PositionProfitLoss = (futures.pslp - itemde.OpenPrice) * itemde.PositionVolume * vm.multiple;//合约乘数
}
else if (futures.lp == 0 && futures.pslp == 0)
{
continue;
}
}
else
{
if (futures.lp > 0)
{
itemde.PositionProfitLoss = (itemde.OpenPrice - futures.lp) * itemde.PositionVolume * vm.multiple;//合约乘数
}
else if (futures.lp == 0 && futures.pslp > 0)
{
itemde.PositionProfitLoss = (itemde.OpenPrice - futures.pslp) * itemde.PositionVolume * vm.multiple;//合约乘数
}
else if (futures.lp == 0 && futures.pslp == 0)
{
continue;
}
}
}
}
if (items != null)
{
foreach (var item in items)
{
string[] values = futures.cd.Split(' ');
if (values.Length != 3)
{
return;
}
string varietie = values[1];
if (ContractVariety.Varieties.ContainsKey(varietie))
{
vm = ContractVariety.Varieties[varietie];
}
if (vm == null)
{
return;
}
// if (item.Direction == "B")
item.PositionProfitLoss = Math.Round(DetPMList.Where(x => x.ContractId == item.ContractId && x.Direction == item.Direction).Sum(x => x.PositionProfitLoss), vm.precision);//合约乘数
if (ContractVariety.Parities.ContainsKey(vm.currency_code))
{
pm = ContractVariety.Parities[vm.currency_code];
}
if (pm == null)
{
return;
}
// if (item.Direction == "B")
item.PositionProfitLossJB = DetPMList.Where(x => x.ContractId == item.ContractId && x.Direction == item.Direction).Sum(x => x.PositionProfitLoss) * pm.exchange_rate; //合约乘数*汇率
// item.PositionProfitLossJB = (item.OpenPrice - futures.lastPrice) * item.PositionVolume * vm.multiple * pm.exchange_rate;//合约乘数*汇率
}
CommParameterSetting.StartAutoStopLoss(futures);
}
}
}
