public static void PrintPositionStatus(StrategyEx se, Order[] orders = null, bool checkStatusIfPositionNotEmpty = false)
{
PositionSeries ps = se.GetPosition(se.TriggerFuture.Market, se.DefaultAccount);
se.Print("打印当前仓位信息：");
if (ps == null || ps.Count == 0)
{
se.Print("空仓");
return;
}
foreach (Position pos in ps)
{
se.Print(pos.ToString());
if (pos.TodayPosition != 0 && orders != null && checkStatusIfPositionNotEmpty)
{
se.Print("警告：当前仓位不为空！！！！");
foreach (Order order in orders)
{
if (order.InstrumentID.Equals(pos.InstrumentID))
{
OrderHelper.PrintOrderStatus(se, order);
se.Print("最新tick数据：" + se.LastFutureTick(order.InstrumentID).ToString());
break;
}
}
}
}
}
/// <summary>
/// 建構子
/// </summary>
public SimulateOrderService() {
__cReserves = new Queue<string>(16);
__cDeals = new Queue<TradeOrder>(16);
__cEntrusts = new TradeList<TradeOrder>(64);
__cNextBarRequires = new HashSet<string>();
__cPNextBarRequires = new HashSet<string>();
__cCurrentPosition = new MarketPosition(16); //建立目前留倉部位
__cPositions = new PositionSeries(); //建立留倉部位陣列
__cPositions.Value = __cCurrentPosition;
}
/// <summary>
/// 建構子
/// </summary>
public SimulateOrderService() {
__cReserves = new Queue<string>(16);
__cDeals = new Queue<TradeOrder>(16);
__cEntrusts = new TradeList<TradeOrder>(64);
__cNextBarRequires = new HashSet<string>();
__cPNextBarRequires = new HashSet<string>();
__cCurrentPosition = new MarketPosition(16); //建立目前留倉部位
__cPositions = new PositionSeries(); //建立留倉部位陣列
__cPositions.Value = __cCurrentPosition;
}
private bool isProfitCoverCost()
{
if (_orderStatusTracerA.Order == null || _orderStatusTracerB.Order == null)
{
return(true);
}
double totalProfit = 0;
PositionSeries ps = GetPosition(EnumMarket.期货, DefaultAccount);
foreach (Position position in ps)
{
totalProfit += position.PositionProfit;
}
return(totalProfit > 0);
}
/// <summary>
/// 建構子
/// </summary>
public RealOrderService() {
this.ApiNumber = 1; //預設通道編號
this.PipeNumber = 1; //預設通道編號
__cDeals = new Queue<TradeOrder>(16);
__cReserves = new Queue<string>(16);
__cEntrusts = new TradeList<TradeOrder>(64);
__cNextBarRequires = new HashSet<string>();
__cPNextBarRequires = new HashSet<string>();
__cCurrentPosition = new MarketPosition(16); //建立目前留倉部位
__cPositions = new PositionSeries(); //建立留倉部位陣列
__cPositions.Value = __cCurrentPosition;
__cResetEvent = new AutoResetEvent(false);
}
/// <summary>
/// 建構子
/// </summary>
public RealOrderService() {
this.ApiNumber = 1; //預設通道編號
this.PipeNumber = 1; //預設通道編號
__cDeals = new Queue<TradeOrder>(16);
__cReserves = new Queue<string>(16);
__cEntrusts = new TradeList<TradeOrder>(64);
__cNextBarRequires = new HashSet<string>();
__cPNextBarRequires = new HashSet<string>();
__cCurrentPosition = new MarketPosition(16); //建立目前留倉部位
__cPositions = new PositionSeries(); //建立留倉部位陣列
__cPositions.Value = __cCurrentPosition;
__cResetEvent = new AutoResetEvent(false);
}
