//只收到成交信息时调用
public bool InsertOrReplaceForTrade(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcDirectionType Direction,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume)
{
lock (this)
{
// 今天的买入要先冻结
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID, PosiDirection, HedgeFlag, PositionDate);
if (rows.Count() == 1)
{
int vol = (int)rows[0][Position];
rows[0][Position] = vol - volume;
}
else
{
//假设是新添数据
try
{
if (Direction == TZQThostFtdcDirectionType.Buy)
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
volume,
0);
}
else
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
0,
volume);
}
}
catch
{
return(false);
}
}
return(true);
}
}
public bool UpdateByTrade(CZQThostFtdcTradeField pTrade)
{
lock (this)
{
TZQThostFtdcPosiDirectionType PosiDirection = TZQThostFtdcPosiDirectionType.Net;
TZQThostFtdcPositionDateType PositionDate = TZQThostFtdcPositionDateType.Today;
TZQThostFtdcHedgeFlagType HedgeFlag = TZQThostFtdcHedgeFlagType.Speculation;
return(InsertOrReplaceForTrade(
pTrade.InstrumentID,
PosiDirection,
pTrade.Direction,
HedgeFlag,
PositionDate,
pTrade.Volume));
}
}
//private int x = 0;
//查询持仓后调用此函数
public bool InsertOrReplace(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume,
int nLongFrozen,
int nShortFrozen)
{
lock (this)
{
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate);
if (rows.Count() == 1)
{
rows[0][Position] = volume;
rows[0][LongFrozen] = nLongFrozen;
rows[0][ShortFrozen] = nShortFrozen;
}
else
{
try
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
volume,
nLongFrozen,
nShortFrozen);
}
catch
{
return(false);
}
}
return(true);
}
}
//private int x = 0;
//查询持仓后调用此函数
public bool InsertOrReplace(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume,
int nLongFrozen,
int nShortFrozen)
{
lock(this)
{
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate);
if (rows.Count() == 1)
{
rows[0][Position] = volume;
rows[0][LongFrozen] = nLongFrozen;
rows[0][ShortFrozen] = nShortFrozen;
}
else
{
try
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
volume,
nLongFrozen,
nShortFrozen);
}
catch
{
return false;
}
}
return true;
}
}
public void GetPositions(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcHedgeFlagType HedgeFlag,
out int YdPosition,
out int TodayPosition,
out int nLongFrozen,
out int nShortFrozen)
{
YdPosition = 0;
TodayPosition = 0;
nLongFrozen = 0;
nShortFrozen = 0;
DataView view = dtInvestorPosition.DefaultView;
view.RowFilter = string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2}",
InstrumentID,
(int)PosiDirection,
(int)HedgeFlag);
foreach (DataRowView dr in view)
{
int vol = (int)dr[Position];
int iLongFrozen = (int)dr[LongFrozen];
int iShortFrozen = (int)dr[ShortFrozen];
TZQThostFtdcPositionDateType PositionDate1 = (TZQThostFtdcPositionDateType)dr[PositionDate];
if (TZQThostFtdcPositionDateType.Today == PositionDate1)
{
TodayPosition += vol;
nLongFrozen += iLongFrozen;
nShortFrozen += iShortFrozen;
}
else
{
YdPosition += vol;
nLongFrozen += iLongFrozen;
nShortFrozen += iShortFrozen;
}
}
}
public DataRow[] Select(string InstrumentID, TZQThostFtdcPosiDirectionType PosiDirection, TZQThostFtdcHedgeFlagType HedgeFlag, TZQThostFtdcPositionDateType PositionDate)
{
return(dtInvestorPosition.Select(
string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2} and PositionDate={3}",
InstrumentID,
(int)PosiDirection,
(int)HedgeFlag,
(int)PositionDate)));
}
public DataRow[] Select(string InstrumentID, TZQThostFtdcPosiDirectionType PosiDirection, TZQThostFtdcHedgeFlagType HedgeFlag, TZQThostFtdcPositionDateType PositionDate)
{
return dtInvestorPosition.Select(
string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2} and PositionDate={3}",
InstrumentID,
(int)PosiDirection,
(int)HedgeFlag,
(int)PositionDate));
}
//只收到成交信息时调用
public bool InsertOrReplaceForTrade(
string InstrumentID,
TZQThostFtdcPosiDirectionType PosiDirection,
TZQThostFtdcDirectionType Direction,
TZQThostFtdcHedgeFlagType HedgeFlag,
TZQThostFtdcPositionDateType PositionDate,
int volume)
{
lock(this)
{
// 今天的买入要先冻结
//冲突的可能性大一些，所以要先Update后Insert
DataRow[] rows = Select(InstrumentID, PosiDirection, HedgeFlag, PositionDate);
if (rows.Count() == 1)
{
int vol = (int)rows[0][Position];
rows[0][Position] = vol - volume;
}
else
{
//假设是新添数据
try
{
if (Direction == TZQThostFtdcDirectionType.Buy)
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
volume,
0);
}
else
{
dtInvestorPosition.Rows.Add(
InstrumentID,
PosiDirection,
HedgeFlag,
PositionDate,
0,
0,
volume);
}
}
catch
{
return false;
}
}
return true;
}
}