private List <TradeCommandSecurity> GetSelectCommandSecurities(OpenPositionItem openItem, int commandId, List <OpenPositionSecurityItem> selectedSecuItems)
{
List <TradeCommandSecurity> cmdSecuItems = new List <TradeCommandSecurity>();
foreach (var item in selectedSecuItems)
{
if (item.Selection && item.MonitorId == openItem.MonitorId)
{
TradeCommandSecurity secuItem = new TradeCommandSecurity
{
CommandId = commandId,
SecuCode = item.SecuCode,
SecuType = item.SecuType,
CommandAmount = item.EntrustAmount,
CommandPrice = item.CommandPrice,
CurrentPrice = item.LastPrice,
EntrustStatus = EntrustStatus.NoExecuted
};
if (secuItem.SecuType == SecurityType.Stock)
{
secuItem.EDirection = EntrustDirection.BuySpot;
}
else
{
secuItem.EDirection = EntrustDirection.SellOpen;
}
cmdSecuItems.Add(secuItem);
}
}
return(cmdSecuItems);
}
public OrderConfirmItem GetSubmitItem(OpenPositionItem openItem)
{
string instanceCode = string.Format("{0}-{1}-{2}", openItem.PortfolioId, openItem.TemplateId, DateFormat.Format(DateTime.Now, ConstVariable.DateFormat1));
openItem.InstanceCode = instanceCode;
OrderConfirmItem orderItem = null;
//Open the dialog
OpenPositionDialog dialog = new OpenPositionDialog();
dialog.Owner = this;
dialog.StartPosition = FormStartPosition.CenterParent;
dialog.OnLoadControl(dialog, null);
dialog.OnLoadData(dialog, openItem);
if (dialog.ShowDialog() == System.Windows.Forms.DialogResult.OK)
{
orderItem = (OrderConfirmItem)dialog.GetData();
dialog.Dispose();
}
else
{
dialog.Dispose();
}
return(orderItem);
}
private void CalcEntrustAmount(OpenPositionItem monitorItem, int opCopies)
{
//获得模板中设置的基准份数
var templateItem = _templateBLL.GetTemplate(monitorItem.TemplateId);
int bmkCopies = 0;
if (templateItem != null)
{
bmkCopies = templateItem.FutureCopies;
}
else
{
bmkCopies = 1;
}
//真正的份数有模板设置份数和操作份数相乘得到
int actualCopies = bmkCopies * opCopies;
var secuItems = _securityDataSource.Where(p => p.MonitorId == monitorItem.MonitorId);
foreach (var secuItem in secuItems)
{
if (secuItem.SecuType == SecurityType.Stock)
{
secuItem.EntrustAmount = actualCopies * secuItem.WeightAmount;
}
else if (secuItem.SecuType == SecurityType.Futures)
{
secuItem.EntrustAmount = opCopies * secuItem.WeightAmount;
}
}
}
private void CalcEntrustAmount(OpenPositionItem monitorItem)
{
var secuItems = _securityDataSource.Where(p => p.MonitorId == monitorItem.MonitorId);
foreach (var secuItem in secuItems)
{
secuItem.EntrustAmount = monitorItem.Copies * secuItem.WeightAmount;
}
}
public void RemoveSecurityData(OpenPositionItem monitorItem)
{
for (int i = _securityDataSource.Count - 1; i >= 0; i--)
{
var secuItem = _securityDataSource[i];
if (secuItem.MonitorId == monitorItem.MonitorId)
{
_securityDataSource.RemoveAt(i);
}
}
}
private void MonitorGridView_NumericUpDownValueChanged(int newValue, int rowIndex, int columnIndex)
{
if (rowIndex < 0 || rowIndex >= _monitorDataSource.Count)
{
return;
}
//该事件触发时，绑定数据还没有被同步
OpenPositionItem monitorItem = _monitorDataSource[rowIndex];
CalcEntrustAmount(monitorItem, newValue);
securityGridView.Invalidate();
}
public void LoadSecurityData(OpenPositionItem monitorItem)
{
int bmkCopies = 1;
var templateItem = _templateBLL.GetTemplate(monitorItem.TemplateId);
if (templateItem != null)
{
bmkCopies = templateItem.FutureCopies;
//Load the future
OpenPositionSecurityItem futureItem = new OpenPositionSecurityItem
{
Selection = true,
MonitorId = monitorItem.MonitorId,
MonitorName = monitorItem.MonitorName,
SecuCode = monitorItem.FuturesContract,
SecuName = monitorItem.FuturesContract,
WeightAmount = templateItem.FutureCopies,
EntrustAmount = monitorItem.Copies * templateItem.FutureCopies,
EDirection = EntrustDirection.SellOpen,
SecuType = SecurityType.Futures
};
_securityDataSource.Add(futureItem);
}
List <TemplateStock> stocks = _templateBLL.GetStocks(monitorItem.TemplateId);
List <OpenPositionSecurityItem> secuItems = new List <OpenPositionSecurityItem>();
int actualCopies = bmkCopies * monitorItem.Copies;
foreach (var stock in stocks)
{
OpenPositionSecurityItem secuItem = new OpenPositionSecurityItem
{
Selection = true,
MonitorId = monitorItem.MonitorId,
MonitorName = monitorItem.MonitorName,
SecuCode = stock.SecuCode,
SecuName = stock.SecuName,
WeightAmount = stock.Amount,
EntrustAmount = actualCopies * stock.Amount,
EDirection = EntrustDirection.BuySpot,
SecuType = SecurityType.Stock
};
_securityDataSource.Add(secuItem);
}
}
private OpenPositionItem GetOpenPositionItem(OrderConfirmItem orderItem)
{
var newOpenItem = new OpenPositionItem
{
MonitorId = orderItem.MonitorId,
MonitorName = orderItem.MonitorName,
PortfolioId = orderItem.PortfolioId,
PortfolioName = orderItem.PortfolioName,
TemplateId = orderItem.TemplateId,
TemplateName = orderItem.TemplateName,
Copies = orderItem.Copies,
FuturesContract = orderItem.FuturesContract,
InstanceCode = orderItem.InstanceCode,
Notes = orderItem.Notes ?? string.Empty,
};
return(newOpenItem);
}
public List <OpenPositionItem> GetOpenItems()
{
int userId = LoginManager.Instance.GetUserId();
var monitorItems = _monitorunitdao.GetActive();
List <OpenPositionItem> openItems = new List <OpenPositionItem>();
foreach (var monitorItem in monitorItems)
{
if (_permissionManager.HasPermission(userId, monitorItem.MonitorUnitId, ResourceType.MonitorUnit, PermissionMask.View))
{
OpenPositionItem openItem = new OpenPositionItem
{
TemplateId = monitorItem.StockTemplateId,
TemplateName = monitorItem.StockTemplateName,
MonitorId = monitorItem.MonitorUnitId,
MonitorName = monitorItem.MonitorUnitName,
PortfolioId = monitorItem.PortfolioId,
PortfolioName = monitorItem.PortfolioName,
FuturesContract = monitorItem.BearContract,
Copies = 1,
};
var portfolio = _productBLL.GetById(monitorItem.PortfolioId);
if (portfolio != null)
{
openItem.PortfolioCode = portfolio.PortfolioNo;
openItem.FundCode = portfolio.FundCode;
openItem.FundName = portfolio.FundName;
}
var template = _templateBLL.GetTemplate(monitorItem.StockTemplateId);
if (template != null)
{
openItem.BenchmarkId = template.Benchmark;
}
openItems.Add(openItem);
}
}
return(openItems);
}
private void MonitorGridView_UpdateRelatedDataGrid(UpdateDirection direction, int rowIndex, int columnIndex)
{
if (rowIndex < 0 || rowIndex >= _monitorDataSource.Count)
{
return;
}
OpenPositionItem monitorItem = _monitorDataSource[rowIndex];
switch (direction)
{
case UpdateDirection.Select:
{
LoadSecurityData(monitorItem);
}
break;
case UpdateDirection.UnSelect:
{
RemoveSecurityData(monitorItem);
}
break;
case UpdateDirection.Increase:
{
CalcEntrustAmount(monitorItem);
//monitorGridView.Invalidate();
securityGridView.Invalidate();
}
break;
case UpdateDirection.Decrease:
{
CalcEntrustAmount(monitorItem);
//monitorGridView.Invalidate();
securityGridView.Invalidate();
}
break;
}
}
private void CalcEntrustAmount(OpenPositionItem monitorItem)
{
CalcEntrustAmount(monitorItem, monitorItem.Copies);
}
private bool Form_LoadData(object sender, object data)
{
if (data == null)
{
return(false);
}
if (!(data is OpenPositionItem))
{
return(false);
}
_originOpenItem = data as OpenPositionItem;
if (_originOpenItem == null)
{
return(false);
}
//
this.tbPortfolio.Text = _originOpenItem.PortfolioName;
this.tbTemlate.Text = string.Format("{0}-{1}", _originOpenItem.TemplateId, _originOpenItem.TemplateName);
this.tbFutures.Text = _originOpenItem.FuturesContract;
this.tbCopies.Text = string.Format("{0}", _originOpenItem.Copies);
this.tbCopies.Enabled = false;
this.tbBias.Text = "0";
DateTime now = DateTime.Now;
DateTime startDate = new DateTime(now.Year, now.Month, now.Day, 9, 15, 0);
DateTime endDate = new DateTime(now.Year, now.Month, now.Day, 15, 15, 0);
this.tbStartDate.Text = DateFormat.Format(startDate, ConstVariable.DateFormat1);
this.tbEndDate.Text = DateFormat.Format(endDate, ConstVariable.DateFormat1);
this.tbStartTime.Text = DateFormat.Format(startDate, ConstVariable.TimeFormat1);
this.tbEndTime.Text = DateFormat.Format(endDate, ConstVariable.TimeFormat1);
//Initialize the instancecode
var instances = _tradeInstanceBLL.GetAllInstance();
var targetInstances = instances.Where(p => p.MonitorUnitId == _originOpenItem.MonitorId && p.TemplateId == _originOpenItem.TemplateId).ToList();
ComboOption comboOption = new ComboOption
{
Items = new List <ComboOptionItem>()
};
if (targetInstances == null || targetInstances.Find(p => p.InstanceCode.Equals(_originOpenItem.InstanceCode)) == null)
{
ComboOptionItem currentItem = new ComboOptionItem
{
Id = _originOpenItem.InstanceCode,
Name = _originOpenItem.InstanceCode
};
comboOption.Items.Add(currentItem);
}
if (targetInstances != null && targetInstances.Count > 0)
{
foreach (var instance in targetInstances)
{
ComboOptionItem item = new ComboOptionItem
{
Id = instance.InstanceCode,
Name = instance.InstanceCode
};
comboOption.Items.Add(item);
}
}
ComboBoxUtil.SetComboBox(this.cbInstanceCode, comboOption);
ComboBoxUtil.SetComboBoxSelect(this.cbInstanceCode, _originOpenItem.InstanceCode);
return(true);
}
/// <summary>
/// Submit a new the TradeCommand to open the position. It will create a new row in the tradecommand table.
/// It will check whether the tradeinstance is existed and it will create a new tradeinstance if there is no one.
/// </summary>
/// <param name="openItem">An object of OpenPositionItem contains some basic information, such as portfolio,
/// monitor, instancecode, entrust direction.
/// </param>
/// <param name="secuItems">A list of detailed securities will be entrusted.</param>
/// <param name="startDate">The trade command start date and time.</param>
/// <param name="endDate">The trade command end date and time.</param>
/// <returns>An integer value to indicate whether it is successful or fail. A positive value means success.
/// Otherwise failure.</returns>
public int SubmitOpenPosition(OpenPositionItem openItem, List <OpenPositionSecurityItem> secuItems, DateTime startDate, DateTime endDate)
{
int instanceId = -1;
string instanceCode = openItem.InstanceCode;
var instance = _tradeInstanceBLL.GetInstance(instanceCode);
if (instance != null && !string.IsNullOrEmpty(instance.InstanceCode) && instance.InstanceCode.Equals(instanceCode))
{
instanceId = instance.InstanceId;
instance.OperationCopies += openItem.Copies;
_tradeInstanceBLL.Update(instance, secuItems);
}
else
{
Model.UI.TradeInstance tradeInstance = new Model.UI.TradeInstance
{
InstanceCode = instanceCode,
PortfolioId = openItem.PortfolioId,
MonitorUnitId = openItem.MonitorId,
TemplateId = openItem.TemplateId,
StockDirection = EntrustDirection.BuySpot,
FuturesContract = openItem.FuturesContract,
FuturesDirection = EntrustDirection.SellOpen,
OperationCopies = openItem.Copies,
StockPriceType = StockPriceType.NoLimit,
FuturesPriceType = FuturesPriceType.NoLimit,
Status = TradeInstanceStatus.Active,
};
tradeInstance.Owner = LoginManager.Instance.GetUserId();
instanceId = _tradeInstanceBLL.Create(tradeInstance, secuItems);
}
int ret = -1;
if (instanceId > 0)
{
//success! Will send generate TradingCommand
Model.Database.TradeCommand cmdItem = new Model.Database.TradeCommand
{
InstanceId = instanceId,
ECommandType = CommandType.Arbitrage,
EExecuteType = ExecuteType.OpenPosition,
CommandNum = openItem.Copies,
EStockDirection = EntrustDirection.BuySpot,
EFuturesDirection = EntrustDirection.SellOpen,
EEntrustStatus = EntrustStatus.NoExecuted,
EDealStatus = DealStatus.NoDeal,
ModifiedTimes = 1,
DStartDate = startDate,
DEndDate = endDate,
Notes = openItem.Notes,
};
var cmdSecuItems = GetSelectCommandSecurities(openItem.MonitorId, -1, secuItems);
ret = SubmitInternal(cmdItem, cmdSecuItems);
}
else
{
//TODO: error message
}
return(ret);
}