private void QueryQuote()
{
//query the price and set it
List <SecurityItem> secuList = new List <SecurityItem>();
var uniqueSecuItems = _secuDataSource.GroupBy(p => p.SecuCode).Select(p => p.First());
foreach (var secuItem in uniqueSecuItems)
{
var findItem = SecurityInfoManager.Instance.Get(secuItem.SecuCode, secuItem.SecuType);
secuList.Add(findItem);
}
foreach (var cancelRedoItem in _secuDataSource)
{
var findItem = secuList.Find(p => p.SecuCode.Equals(cancelRedoItem.SecuCode) && p.SecuType == cancelRedoItem.SecuType);
if (findItem != null)
{
SetItemPrice(cancelRedoItem, findItem, cancelRedoItem.EPriceSetting);
}
}
}
private void QueryQuote()
{
//query the price and set it
List <SecurityItem> secuList = new List <SecurityItem>();
var uniqueSecuItems = _dataSource.GroupBy(p => p.SecuCode).Select(p => p.First());
foreach (var secuItem in uniqueSecuItems)
{
var findItem = SecurityInfoManager.Instance.Get(secuItem.SecuCode, secuItem.SecuType);
secuList.Add(findItem);
}
foreach (var secuItem in _dataSource)
{
var targetItem = secuList.Find(p => p.SecuCode.Equals(secuItem.SecuCode) && (p.SecuType == SecurityType.Stock || p.SecuType == SecurityType.Futures));
var marketData = QuoteCenter.Instance.GetMarketData(targetItem);
//secuItem.EntrustPrice = QuotePriceHelper.GetPrice(priceType, marketData);
secuItem.LastPrice = marketData.CurrentPrice;
secuItem.OriginCommandMoney = secuItem.OriginCommandAmount * marketData.CurrentPrice;
secuItem.NewCommandPrice = marketData.CurrentPrice;
secuItem.NewCommandMoney = secuItem.NewCommandAmount * secuItem.NewCommandPrice;
secuItem.ESuspendFlag = marketData.SuspendFlag;
secuItem.ELimitUpDownFlag = marketData.LimitUpDownFlag;
secuItem.SecuName = targetItem.SecuName;
secuItem.ExchangeCode = targetItem.ExchangeCode;
if (secuItem.SecuType == SecurityType.Stock)
{
secuItem.PositionType = Model.EnumType.PositionType.SpotLong;
}
else if (secuItem.SecuType == SecurityType.Futures)
{
secuItem.PositionType = Model.EnumType.PositionType.FuturesShort;
}
else
{
//do nothing
}
}
}
private void QueryQuote()
{
//query the price and set it
var uniqueSecuItems = _srcDataSource.GroupBy(p => p.SecuCode).Select(o => o.First());
foreach (var secuItem in uniqueSecuItems)
{
if (_secuList.Find(p => p.SecuCode.Equals(secuItem.SecuCode)) == null)
{
var findItem = SecurityInfoManager.Instance.Get(secuItem.SecuCode, secuItem.SecuType);
if (findItem != null)
{
_secuList.Add(findItem);
}
}
}
//更新行情相关数据
//List<PriceType> priceTypes = new List<PriceType>() { PriceType.Last };
//QuoteCenter2.Instance.Query(_secuList, priceTypes);
}
private void QueryQuote()
{
var uniqueSecuItems = _securityDataSource.GroupBy(p => p.SecuCode).Select(p => p.First());
List <SecurityItem> secuList = new List <SecurityItem>();
foreach (var secuItem in uniqueSecuItems)
{
var findItem = SecurityInfoManager.Instance.Get(secuItem.SecuCode, secuItem.SecuType);
if (findItem != null)
{
secuList.Add(findItem);
}
}
//Add the index
foreach (var openItem in _monitorDataSource)
{
var findItem = SecurityInfoManager.Instance.Get(openItem.BenchmarkId, SecurityType.Index);
if (findItem != null)
{
secuList.Add(findItem);
}
}
//QuoteCenter.Instance.Query(secuList);
foreach (var secuItem in _securityDataSource)
{
var targetItem = secuList.Find(p => p.SecuCode.Equals(secuItem.SecuCode) && (p.SecuType == SecurityType.Stock || p.SecuType == SecurityType.Futures));
var marketData = QuoteCenter.Instance.GetMarketData(targetItem);
secuItem.LastPrice = marketData.CurrentPrice;
secuItem.BuyAmount = marketData.BuyAmount;
secuItem.SellAmount = marketData.SellAmount;
secuItem.ESuspendFlag = marketData.SuspendFlag;
secuItem.ELimitUpDownFlag = marketData.LimitUpDownFlag;
if (secuItem.SecuType == SecurityType.Stock)
{
secuItem.CommandMoney = secuItem.LastPrice * secuItem.EntrustAmount;
}
else if (secuItem.SecuType == SecurityType.Futures)
{
secuItem.CommandMoney = FuturesContractManager.Instance.GetMoney(secuItem.SecuCode, secuItem.EntrustAmount, secuItem.LastPrice);
}
else
{
string msg = string.Format("存在不支持的证券类型: {0}", secuItem.SecuCode);
throw new NotSupportedException(msg);
}
}
var selectedOpenItems = _monitorDataSource.Where(p => p.Selection).ToList();
foreach (var openItem in selectedOpenItems)
{
//calc the basis
double benchmarkPrice = GetPrice(secuList, openItem.BenchmarkId, SecurityType.Index);
double futurePrice = GetPrice(secuList, openItem.FuturesContract, SecurityType.Futures);
openItem.Basis = futurePrice - benchmarkPrice;
//future total capital only selected future
var futureItem = _securityDataSource.ToList().Find(p => p.MonitorId == openItem.MonitorId && p.Selection && p.SecuType == SecurityType.Futures);
if (futureItem != null)
{
openItem.FuturesMktCap = futureItem.CommandMoney;
}
else
{
openItem.FuturesMktCap = 0;
}
//spot total capital only selected stocks
var stockItems = _securityDataSource.Where(p => p.MonitorId == openItem.MonitorId && p.Selection && p.SecuType == SecurityType.Stock).ToList();
if (stockItems.Count > 0)
{
openItem.StockMktCap = stockItems.Sum(p => p.CommandMoney);
openItem.StockNumbers = stockItems.Count;
}
else
{
openItem.StockMktCap = 0;
openItem.StockNumbers = 0;
}
openItem.Risk = openItem.StockMktCap - openItem.FuturesMktCap;
var suspensionItems = stockItems.Where(p => p.ESuspendFlag == Model.Quote.SuspendFlag.Suspend1Day ||
p.ESuspendFlag == Model.Quote.SuspendFlag.Suspend1Hour ||
p.ESuspendFlag == Model.Quote.SuspendFlag.Suspend2Hour ||
p.ESuspendFlag == Model.Quote.SuspendFlag.SuspendAfternoon ||
p.ESuspendFlag == Model.Quote.SuspendFlag.SuspendHalfDay ||
p.ESuspendFlag == Model.Quote.SuspendFlag.SuspendHalfHour ||
p.ESuspendFlag == Model.Quote.SuspendFlag.SuspendTemp
).ToList();
if (suspensionItems != null)
{
openItem.SuspensionNumbers = suspensionItems.Count;
}
else
{
openItem.SuspensionNumbers = 0;
}
var limitUpItems = stockItems.Where(p => p.ELimitUpDownFlag == Model.Quote.LimitUpDownFlag.LimitUp).ToList();
if (limitUpItems != null)
{
openItem.LimitUpNumbers = limitUpItems.Count;
}
else
{
openItem.LimitUpNumbers = 0;
}
var limitDownItems = stockItems.Where(p => p.ELimitUpDownFlag == Model.Quote.LimitUpDownFlag.LimitDown).ToList();
if (limitDownItems != null)
{
openItem.LimitDownNumbers = limitDownItems.Count;
}
else
{
openItem.LimitDownNumbers = 0;
}
}
}
