/// <summary>
/// Creates a new accessor to the DataStore WCF service and checks the connection.
/// </summary>
/// <exception cref="EndpointNotFoundException">When the connection to the specified server endpoint cannot be established.</exception>
/// <param name="serviceUrl">The full URL to the DatabaseServices endpoint of the DataStore WCF service. Standard: http://www.service.proschlaf.at:8733/DataStore/DatabaseServices/Secure </param>
public DataStoreServiceAccess(string serviceUrl, SecurityTypes security, string pathToClientCertificate, string clientCertificatePassword)
{
this.serviceEndpointAddress = serviceUrl;
this.security = security;
this.pathToClientCertificate = pathToClientCertificate;
this.clientCertificatePassword = clientCertificatePassword;
}
//public SqlIdProvider()
//{
// this.SecurityTypes = new SecurityTypes();
// this.ContentSources = new ContentSources();
// this.ContentTypes = new ContentTypes();
//}
public void Init(ISqlIdDataService source)
{
this.SecurityTypes = new SecurityTypes(source);
this.ContentSources = new ContentSources(source);
this.ContentTypes = new ContentTypes(source);
this.CoreContent = new CoreContent(source);
}
public static IBSocket SendSecurityType(this IBSocket socket, SecurityTypes? securityType)
{
if (securityType == null)
return socket.Send(string.Empty);
switch (securityType)
{
case SecurityTypes.Stock:
return socket.Send("STK");
case SecurityTypes.Future:
return socket.Send("FUT");
case SecurityTypes.Option:
return socket.Send("OPT");
case SecurityTypes.Index:
return socket.Send("IND");
case SecurityTypes.Currency:
return socket.Send("CASH");
case SecurityTypes.Bond:
return socket.Send("BOND");
case SecurityTypes.Warrant:
return socket.Send("WAR");
case SecurityTypes.Forward:
case SecurityTypes.Swap:
throw new NotSupportedException(LocalizedStrings.Str2499Params.Put(securityType));
default:
throw new ArgumentOutOfRangeException("securityType");
}
}
public override void ExecuteCmdlet()
{
if (this.VM.SecurityProfile == null)
{
this.VM.SecurityProfile = new SecurityProfile();
}
this.VM.SecurityProfile.SecurityType = SecurityType;
WriteObject(this.VM);
}
private void Run()
{
if (this.IsParameterBound(c => c.SecurityType))
{
// Security Profile
if (this.VirtualMachineScaleSet.VirtualMachineProfile.SecurityProfile == null)
{
this.VirtualMachineScaleSet.VirtualMachineProfile.SecurityProfile = new SecurityProfile();
}
this.VirtualMachineScaleSet.VirtualMachineProfile.SecurityProfile.SecurityType = SecurityType;
}
WriteObject(this.VirtualMachineScaleSet);
}
public static string GetSecurityClass(this IDictionary<string, RefPair<SecurityTypes, string>> securityClassInfo, SecurityTypes? secType, string boardName)
{
if (secType == null)
return null;
if (boardName == ExchangeBoard.Forts.Code)
return secType == SecurityTypes.Stock ? "RTS_STANDARD" : "FORTS";
var kv = securityClassInfo.FirstOrDefault(kv2 => kv2.Value.First == secType && kv2.Value.Second == boardName);
if (!kv.IsDefault())
return kv.Key;
return null;
}
//设置证券类型
private void SetSymbolType()
{
string symbolString = this.ToString();
this.StockType = StockTypes.unknow;
if (Regex.IsMatch(symbolString, @"(SH.000\d{3})|(SZ.399\d{3})") == true)
{
this.SecurityType = SecurityTypes.Index;
}
else if (Regex.IsMatch(symbolString, @"(SH.60[0-8]\d{3})|(SZ.00[01256789]\d{3})") == true)
{
this.SecurityType = SecurityTypes.Stock;
this.StockType = StockTypes.A;
}
else if (Regex.IsMatch(symbolString, @"(SH.90\d{4})|(SZ.20\d{4})") == true)
{
this.SecurityType = SecurityTypes.Stock;
this.StockType = StockTypes.B;
}
else if (Regex.IsMatch(symbolString, @"(SZ.300\d{3})") == true)
{
this.SecurityType = SecurityTypes.Stock;
this.StockType = StockTypes.Board2;
}
else if (Regex.IsMatch(symbolString, @"(SZ.4[023]\d{4})") == true)
{
this.SecurityType = SecurityTypes.Stock;
this.StockType = StockTypes.Board3;
}
else if (Regex.IsMatch(symbolString, @"(SH.[012]\d{5})|(SZ.1[0123]\d{4})") == true)
{
this.SecurityType = SecurityTypes.Bond;
}
else if (Regex.IsMatch(symbolString, @"(SH.5[01]\d{4})|(SZ.184\d{3})|(SZ.1[56]\d{4})") == true)
{
this.SecurityType = SecurityTypes.Fund;
}
else if (Regex.IsMatch(symbolString, @"(SH.58\d{4})|(SZ.03\d{4})") == true)
{
this.SecurityType = SecurityTypes.Warrants;
}
else
{
this.SecurityType = SecurityTypes.Other;
}
}
public Security CreateSecurity(string secStr)
{
Security security;
int strLn = secStr.IndexOfAny("@".ToCharArray());
string secBorad = secStr.Substring(strLn + 1);
ExchangeBoard eb = new ExchangeBoard();
SecurityTypes st = new SecurityTypes();
switch (secBorad)
{
case "FORTS":
eb = ExchangeBoard.Forts;
st = SecurityTypes.Future;
break;
case "EQBR":
eb = ExchangeBoard.MicexEqbr;
st = SecurityTypes.Stock;
break;
default:
eb = ExchangeBoard.Micex;
st = SecurityTypes.Future;
break;
}
string secCode = secStr.Substring(0, strLn);
security = new Security()
{
Id = secStr,
Code = secCode,
Board = eb,
Type = st
};
return(security);
}
/// <summary>
/// Determines whether the specified criterias are considered equal.
/// </summary>
/// <param name="other">Another search criteria with which to compare.</param>
/// <returns><see langword="true" />, if criterias are equal, otherwise, <see langword="false" />.</returns>
public bool Equals(SecurityLookupMessage other)
{
if (SecurityId.Equals(other.SecurityId))
{
return(true);
}
if (Name == other.Name &&
ShortName == other.ShortName &&
Currency == other.Currency &&
ExpiryDate == other.ExpiryDate &&
OptionType == other.OptionType &&
((SecurityTypes == null && other.SecurityTypes == null) ||
(SecurityTypes != null && other.SecurityTypes != null && SecurityTypes.SequenceEqual(other.SecurityTypes))) &&
SettlementDate == other.SettlementDate &&
Strike == other.Strike &&
UnderlyingSecurityCode == other.UnderlyingSecurityCode && CFICode == other.CFICode)
{
return(true);
}
return(false);
}
public static List <Security> GetSecuritiesWithPositions(this IConnector connector, SecurityTypes securitiesType)
{
return(GetSecuritiesWithPositions(connector).Where(s => s.Type == securitiesType).ToList());
}
/// <summary>
///
/// </summary>
/// <param name="securities"></param>
/// <param name="code"></param>
/// <param name="type"></param>
/// <param name="board"></param>
/// <param name="secMsg"></param>
/// <param name="onlyLocal"></param>
public static void TryFindLocal(this IDictionary <Tuple <string, SecurityTypes>, SecurityMessage> securities, string code, SecurityTypes type, string board, SecurityMessage secMsg, bool onlyLocal = false)
{
if (_ignoreCodes.Contains(code))
{
return;
}
var secProvider = ServicesRegistry.TrySecurityProvider;
if (secProvider != null)
{
var found = (board.IsEmpty() ? null : new[] { secProvider.LookupById(new SecurityId {
SecurityCode = code, BoardCode = board
}) }.Where(f1 => f1 != null)) ??
secProvider.LookupByCode(code, type).Where(s => s.ToSecurityId().SecurityCode.CompareIgnoreCase(code)) ??
secProvider.Lookup(new SecurityLookupMessage {
ShortName = code, SecurityType = type
}) ??
secProvider.Lookup(new SecurityLookupMessage {
Name = code, SecurityType = type
});
if (type == SecurityTypes.Stock)
{
found = found.OrderBy(f2 =>
{
var id = f2.Id.ToSecurityId();
if (id.BoardCode.EndsWithIgnoreCase("EMU"))
{
return(100);
}
if (id.BoardCode.StartsWithIgnoreCase("TQ"))
{
return(0);
}
return(50);
});
}
var f = found.FirstOrDefault();
if (f != null)
{
f.ToMessage().CopyTo(secMsg);
return;
}
}
if (!onlyLocal)
{
securities.TryAdd(Tuple.Create(code.ToUpperInvariant(), type), secMsg);
}
}
/// <summary>
/// Load settings.
/// </summary>
/// <param name="storage">Storage.</param>
public override void Load(SettingsStorage storage)
{
base.Load(storage);
SecurityType = storage.GetValue<SecurityTypes>("SecurityType");
}
public void CancelOrders(bool? isStopOrder, string portfolioName, Sides? side, SecurityId securityId, SecurityTypes? securityType)
{
_adapter.AddDebugLog("CancelOrders: stop={0}, portf={1}, side={2}, id={3}", isStopOrder, portfolioName, side, securityId);
var isBuySell = (side == null) ? null : side.Value.ToAlfaDirect();
var account = portfolioName.IsEmpty() ? null : portfolioName.AccountFromPortfolioName();
var pCode = securityId.SecurityCode.IsEmpty() ? null : securityId.SecurityCode;
var treaties = new List<string>();
var treaty = account.IsEmpty() ? null : account.TreatyFromAccount();
if (!treaty.IsEmpty())
treaties.Add(treaty);
else
{
var data = _tableAccounts.GetLocalDbData();
treaties.AddRange(data.Select(row => FieldsAccounts.Treaty.GetStrValue(row.ToColumns())));
}
if (!treaties.Any())
throw new InvalidOperationException(LocalizedStrings.Str2277Params.Put(portfolioName));
string placeCode = null;
if (!securityId.IsDefault())
{
placeCode = _adapter.SecurityClassInfo.GetSecurityClass(securityType, securityId.BoardCode);
if (placeCode == null)
throw new InvalidOperationException(LocalizedStrings.Str2278);
}
foreach (var t in treaties)
_ad.DropOrder(null, isBuySell, t, account, placeCode, pCode, -1);
}
public void WriteSecurityType(SecurityTypes securityType)
{
writer.Write((byte)securityType);
writer.Flush();
}
/// <summary>
/// Load settings.
/// </summary>
/// <param name="storage">Storage.</param>
public override void Load(SettingsStorage storage)
{
base.Load(storage);
SecurityType = storage.GetValue <SecurityTypes>(nameof(SecurityType));
}
private void CheckBoxOnChecked(object sender, RoutedEventArgs e)
{
OkBtn.IsEnabled = SecurityTypes.Any();
}
