private void UseSystemConfigForm_Load(object sender, EventArgs e)
{
try
{
USeSystemSetting setting = USeManager.Instance.SystemConfigManager.GetSystemSetting();
Debug.Assert(setting != null);
switch (setting.MarketPriceMethods)
{
case USeMarketPriceMethod.OpponentPrice: this.rbnMarketPriceMethod_OpponentPrice.Checked = true; break;
case USeMarketPriceMethod.OnePriceTick: this.rbnMarketPriceMethod_OnePriceTick.Checked = true; break;
case USeMarketPriceMethod.TwoPriceTick: this.rbnMarketPriceMethod_TwoPriceTick.Checked = true; break;
case USeMarketPriceMethod.ThreePriceTick: this.rbnMarketPriceMethod_ThreePriceTick.Checked = true; break;
}
this.txtTaskOrder_TaskMaxTryCount.Text = setting.TaskOrder.TaskMaxTryCount.ToString();
this.txtTaskOrder_TryOrderMinInterval.Text = ((int)setting.TaskOrder.TryOrderMinInterval.TotalMilliseconds).ToString();
this.txtOrderMargin_MaxUseRate.Text = (setting.OrderMargin.MaxUseRate * 100).ToString();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "加载系统配置信息失败," + ex.Message);
}
}
private bool VerifyDataCheck(FrontSeverConfigViewModel data)
{
Debug.Assert(data != null);
bool conditionStrIsNull = data.BrokerID == string.Empty ||
data.BrokerName == string.Empty ||
data.QuoteFrontAddress == string.Empty ||
data.TradeFrontAddress == string.Empty;
if (conditionStrIsNull)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "有选项为空，请填入信息......");
return(false);
}
if (data.QuoteFrontPort <= 0 || data.QuoteFrontPort >= 65535)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请填入正确的行情端口号......");
return(false);
}
if (data.TradeFrontPort <= 0 || data.TradeFrontPort >= 65535)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请填入正确的交易端口号......");
return(false);
}
return(true);
}
private void cbxSellInstrument_SelectedIndexChanged(object sender, EventArgs e)
{
if (this.cbxSellInstrument.SelectedIndex < 0)
{
//Debug.Assert(false);
return;
}
USeInstrument sellInstrument = GetSellInstrumentFromUI();
if (sellInstrument == null || m_sellInstrument == sellInstrument)
{
return;
}
m_sellInstrument = sellInstrument;
m_sellMarketData = null;
try
{
USeManager.Instance.QuoteDriver.Subscribe(sellInstrument);
USeMarketData marketData = USeManager.Instance.QuoteDriver.QuickQuery(sellInstrument);
UpdateMarketData(marketData);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "订阅行情失败," + ex.Message);
}
SetPriceControlValue();
}
private void btnOK_Click(object sender, EventArgs e)
{
MessageBox.Show("开仓参数不允许修改");
return;
string errorMessage = string.Empty;
ArbitrageOpenArgument openArg = this.arbitrageOrderOpenArgumentViewControl1.GetOpenArgument(out errorMessage);
if (openArg == null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return;
}
try
{
m_autoTrader.SetOpenArgument(openArg);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
/// <summary>
/// 添加预警
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_AddNotify_Click(object sender, EventArgs e)
{
ArbitragePriceSpreadAlarmType monitorType = this.arbitragePriceSpreadMonitorTypeControl.MonitorType;
PriceSpreadSide priceSpreadSide = this.priceSpreadSideControl_Alarm.PriceSpreadSide;
decimal threshold = this.nudPriceSpreadThreshold_Alarm.Value;
ArbitrageAlarmArgument args = new ArbitrageAlarmArgument();
args.MonitorType = monitorType;
args.PriceSpreadSide = priceSpreadSide;
args.PriceSpreadThreshold = threshold;
ArbitrageAlarmArgumentViewModel model = ArbitrageAlarmArgumentViewModel.CreatViewModel(args);
ArbitrageAlarmArgumentViewModel hasModel = (from m in m_dataSourceAlarm
where m.Equals(model)
select m).FirstOrDefault();
if (hasModel != null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "不能添加重复的预警");
return;
}
m_dataSourceAlarm.Add(ArbitrageAlarmArgumentViewModel.CreatViewModel(args));
}
/// <summary>
/// 撤单-选中的表中特定的委托单
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_CancelOrder_Click(object sender, EventArgs e)
{
DataGridViewSelectedRowCollection rows_collection = this.gridOrder.SelectedRows;
if (rows_collection.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选中可撤的委托单...");
return;
}
;
foreach (DataGridViewRow row in rows_collection)
{
OrderBookViewModel orderBookView = row.DataBoundItem as OrderBookViewModel;
if (orderBookView.IsFinish)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "选中的委托单不可撤...");
return;
}
string error_info = string.Empty;
bool bResult = USeManager.Instance.OrderDriver.CancelOrder(orderBookView.OrderNum, orderBookView.Instrument, out error_info);
if (bResult == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, error_info);
}
}
}
/// <summary>
/// 点击移除。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button2_Click(object sender, EventArgs e)
{
int count = this.listBox_ArbitrageIns.Items.Count;
if (count <= 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "套利组合合约列表为空");
return;
}
else if (this.listBox_ArbitrageIns.SelectedItems.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择需要从套利组合列表中移除的组合合约");
return;
}
ArbitrageCombineInstrument combineIns = this.listBox_ArbitrageIns.SelectedItem as ArbitrageCombineInstrument;
//控件删除
this.listBox_ArbitrageIns.Items.Remove(combineIns);
//内存删除
Debug.Assert(m_arbitrageInstrumentList.Contains(combineIns));
m_arbitrageInstrumentList.Remove(combineIns);
//发布移除事件
SafeFireOnArbitrageCombineInsRemoveChanged(combineIns);
}
private void button_User_Click(object sender, EventArgs e)
{
//对外发布更改事件
SafeFireOnArbitrageCombineInsChanged(m_arbitrageInstrumentList);
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "已保存设置，可继续操作");
return;
}
/// <summary>
/// 添加
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_Add_Click(object sender, EventArgs e)
{
Debug.Assert(this.listBox_InsOne.Items.Count != 0);
Debug.Assert(this.listBox_InsTwo.Items.Count != 0);
USeInstrument firstIns = (USeInstrument)this.listBox_InsOne.SelectedItem;
USeInstrument SecIns = (USeInstrument)this.listBox_InsTwo.SelectedItem;
if (firstIns == null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择近月合约");
return;
}
if (SecIns == null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择远月合约");
return;
}
if (firstIns.InstrumentCode == SecIns.InstrumentCode)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "不能选择相同的合约");
return;
}
if (firstIns.InstrumentCode.CompareTo(SecIns.InstrumentCode) > 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择较近月的远月合约");
return;
}
else
{
ArbitrageCombineInstrument arbitrageCombineInstrument = new ArbitrageCombineInstrument();
arbitrageCombineInstrument.FirstInstrument = firstIns;
arbitrageCombineInstrument.SecondInstrument = SecIns;
arbitrageCombineInstrument.ProductID = m_product.ProductCode;
foreach (object o in this.listBox_ArbitrageIns.Items)
{
ArbitrageCombineInstrument combineInstrument = o as ArbitrageCombineInstrument;
if (combineInstrument.FirstInstrument.Equals(arbitrageCombineInstrument.FirstInstrument) &&
combineInstrument.SecondInstrument.Equals(arbitrageCombineInstrument.SecondInstrument))
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "已经存在该套利组合合约，不能重复添加");
return;
}
}
//添加到界面
this.listBox_ArbitrageIns.Items.Add(arbitrageCombineInstrument);
//添加到内存
m_arbitrageInstrumentList.Add(arbitrageCombineInstrument);
//发布添加事件通知
SafeFireOnArbitrageCombineInsAddChanged(arbitrageCombineInstrument);
}
}
private void tsmiOpen_CancelOrder_Click(object sender, EventArgs e)
{
try
{
m_autoTrader.CancelOpenHangingOrder();
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
}
}
private void btnQuery_Click(object sender, EventArgs e)
{
List <ArbitrageOrderBookViewModel> modelList = CreateViewModelList();
this.gridArbitrage.AutoGenerateColumns = false;
this.gridArbitrage.DataSource = modelList;
if (modelList == null || modelList.Count <= 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "未找到历史套利单");
}
}
/// <summary>
/// 套利组合下单
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnOpenArbitrageOrder_Click(object sender, EventArgs e)
{
string errorMessage = "";
if (CheckArgument(out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "[套利参数设定]" + "\n" + errorMessage);
return;
}
if (CreateNewArbitrageOrder())
{
this.Close();
}
}
/// <summary>
/// 远月合约组合框选择更改
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void Cbx_FarInstrumentSelectChanged(object sender, EventArgs e)
{
USeInstrument instrument = this.cbxFarInstrument.SelectedItem as USeInstrument;
Debug.Assert(instrument != null);
try
{
USeManager.Instance.QuoteDriver.Subscribe(instrument);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "行情订阅异常:" + ex.Message);
return;
}
}
/// <summary>
/// 移除预警
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_CancelNotify_Click(object sender, EventArgs e)
{
DataGridViewSelectedRowCollection selectRows = this.gridAlarmCondition.SelectedRows;
if (selectRows == null || selectRows.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择要移除的预警");
return;
}
;
foreach (DataGridViewRow row in selectRows)
{
ArbitrageAlarmArgumentViewModel model = row.DataBoundItem as ArbitrageAlarmArgumentViewModel;
m_dataSourceAlarm.Remove(model);
}
}
/// <summary>
/// 确定按键。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_Ok_Click(object sender, EventArgs e)
{
//存文件，成功之后发布事件;存文件失败继续修改
Debug.Assert(m_arbitrageInstrumentList != null);
bool iDataAccesserStore = ArbitrageInstrumentsDataAccesserStore(m_arbitrageInstrumentList);
if (iDataAccesserStore == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "保存套利合约单设置失败，请重试");
return;
}
SafeFireOnArbitrageCombineInsChanged(m_arbitrageInstrumentList);
this.DialogResult = DialogResult.Yes;
this.Close();
}
/// <summary>
/// 近远月比较
/// </summary>
/// <param name="firIns"></param>
/// <param name="secIns"></param>
/// <returns></returns>
private bool CompareExpireDateSecUpperFir(USeInstrument nearInstrument, USeInstrument farInstrument)
{
if (nearInstrument == null || farInstrument == null)
{
return(false);
}
try
{
string productIDFir = USeTraderProtocol.GetVarieties(nearInstrument.InstrumentCode);
string ProductIDSec = USeTraderProtocol.GetVarieties(farInstrument.InstrumentCode);
Debug.Assert(productIDFir.Equals(ProductIDSec));
List <USeInstrumentDetail> instrumentDetailList = USeManager.Instance.OrderDriver.QueryInstrumentDetail(productIDFir);
USeInstrumentDetail nearDetail = (from d in instrumentDetailList
where nearInstrument.InstrumentCode == d.Instrument.InstrumentCode
select d).FirstOrDefault();
USeInstrumentDetail farDetail = (from d in instrumentDetailList
where farInstrument.InstrumentCode == d.Instrument.InstrumentCode
select d).FirstOrDefault();
Debug.Assert(nearDetail != null);
Debug.Assert(farDetail != null);
if (nearDetail.ExpireDate >= farDetail.ExpireDate)
{
return(false);
}
else
{
return(true);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "合约设定有误" + ex.Message);
return(false);
}
}
private List <USeArbitrageOrder> LoadHistoryArbitrageOrderList()
{
//读取所有历史套利单信息
List <USeArbitrageOrder> USeArbitrageOrderList = new List <USeArbitrageOrder>();
try
{
Debug.Assert(USeManager.Instance.LoginUser != null);
string brokerId = USeManager.Instance.LoginUser.BrokerId;
string account = USeManager.Instance.LoginUser.Account;
DateTime?beginTime = null;
if (this.dateTimePicker1.Checked)
{
beginTime = this.dateTimePicker1.Value.Date;
}
DateTime?endTime = null;
if (this.dateTimePicker2.Checked)
{
endTime = this.dateTimePicker2.Value.Date.AddDays(1);
}
List <USeArbitrageOrder> HistoryArbitrageOrdersList = USeManager.Instance.DataAccessor.GetHistoryArbitrageOrders(brokerId, account, beginTime, endTime);
if (HistoryArbitrageOrdersList == null)
{
return(USeArbitrageOrderList);
}
else
{
return(HistoryArbitrageOrdersList);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "LoadHistoryArbitrageOrderList error :" + ex.Message);
return(USeArbitrageOrderList);
}
}
private void buttonOrder_Click(object sender, EventArgs e)
{
if (this.comboBoxInstrument.Text == string.Empty)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "合约项为空，请选入合约信息");
return;
}
if (this.numericUpDownPrice.Value <= 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "价格为不能为0或负数");
return;
}
if (this.numericUpDownVolume.Value <= 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "数量不能为0或负数");
return;
}
decimal orderPrice = 0m;
if (m_freshOrderPrice)
{
orderPrice = GetMarketOrderPrice();
}
else
{
orderPrice = this.numericUpDownPrice.Value;
}
string error_info = string.Empty;
USeOrderNum orderNum = USeManager.Instance.OrderDriver.PlaceOrder(m_selectedInstrument, (int)this.numericUpDownVolume.Value, GetMarketOrderPrice(), GetChoiceOffsetType(), GetChoiceDirection(), out error_info);
if (orderNum == null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, error_info);
}
}
private void btnStartOrStop_Click(object sender, EventArgs e)
{
try
{
this.btnStartOrStop.Enabled = false;
if (m_autoTrader.State == AutoTraderState.Disable)
{
Debug.Assert(this.btnStartOrStop.Text == "启动");
m_autoTrader.StartOpenOrCloseMonitor();
//启动
}
else if (m_autoTrader.State == AutoTraderState.Enable)
{
Debug.Assert(this.btnStartOrStop.Text == "停止");
m_autoTrader.StopOpenOrCloseMonitor();
}
}
catch (Exception ex)
{
this.btnStartOrStop.Enabled = true;
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
}
}
/// <summary>
/// 撤单-所有委托单中的未成交单
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_CancelAllOrders_Click(object sender, EventArgs e)
{
List <USeOrderBook> orderBookList = USeManager.Instance.OrderDriver.QueryOrderBooks();
List <USeOrderBook> allCancelOrdersList = new List <USeOrderBook>();
foreach (USeOrderBook orderBook in orderBookList)
{
if (orderBook.IsFinish)
{
continue;
}
allCancelOrdersList.Add(orderBook);
}
if (allCancelOrdersList.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "未查询到委托单可撤...");
return;
}
CancelOrdersForm cancelOrderForm = new CancelOrdersForm(allCancelOrdersList);
if (DialogResult.OK == cancelOrderForm.ShowDialog())
{
foreach (USeOrderBook orderCancel in allCancelOrdersList)
{
string error_info = string.Empty;
bool bResult = USeManager.Instance.OrderDriver.CancelOrder(orderCancel.OrderNum, orderCancel.Instrument, out error_info);
if (bResult == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, error_info);
}
}
}
}
private void btnOK_Click(object sender, EventArgs e)
{
USeMarketPriceMethod marketPriceMethod = USeMarketPriceMethod.Unknown;
if (this.rbnMarketPriceMethod_OpponentPrice.Checked)
{
marketPriceMethod = USeMarketPriceMethod.OpponentPrice;
}
else if (this.rbnMarketPriceMethod_OnePriceTick.Checked)
{
marketPriceMethod = USeMarketPriceMethod.OnePriceTick;
}
else if (this.rbnMarketPriceMethod_TwoPriceTick.Checked)
{
marketPriceMethod = USeMarketPriceMethod.TwoPriceTick;
}
else if (this.rbnMarketPriceMethod_ThreePriceTick.Checked)
{
marketPriceMethod = USeMarketPriceMethod.ThreePriceTick;
}
else
{
USeFuturesSpiritUtility.ShowInformationMessageBox(this, "请选择市价定义");
return;
}
int taskMaxTryCount = 0;
if (int.TryParse(this.txtTaskOrder_TaskMaxTryCount.Text, out taskMaxTryCount) == false)
{
USeFuturesSpiritUtility.ShowInformationMessageBox(this, "请输入正确的下单设定-最大尝试次数");
this.txtTaskOrder_TaskMaxTryCount.Focus();
return;
}
if (taskMaxTryCount <= 0 || taskMaxTryCount > 20)
{
USeFuturesSpiritUtility.ShowInformationMessageBox(this, "请输入正确的下单设定-最大尝试次数,合法范围[1~20]");
this.txtTaskOrder_TaskMaxTryCount.Focus();
return;
}
int tryOrderMinInterval = 0;
if (int.TryParse(this.txtTaskOrder_TryOrderMinInterval.Text, out tryOrderMinInterval) == false)
{
USeFuturesSpiritUtility.ShowInformationMessageBox(this, "请输入正确的下单设定-两次下单最小间隔");
this.txtTaskOrder_TaskMaxTryCount.Focus();
return;
}
if (tryOrderMinInterval < 0)
{
USeFuturesSpiritUtility.ShowInformationMessageBox(this, "请输入正确的下单设定-两次下单最小间隔");
this.txtTaskOrder_TaskMaxTryCount.Focus();
return;
}
decimal maxMarginUseRate = 0;
if (decimal.TryParse(this.txtOrderMargin_MaxUseRate.Text, out maxMarginUseRate) == false)
{
USeFuturesSpiritUtility.ShowInformationMessageBox(this, "请输入正确的套利单保证金占用最大比例,合法范围(0~100]");
return;
}
if (maxMarginUseRate <= 0 || maxMarginUseRate > 100)
{
USeFuturesSpiritUtility.ShowInformationMessageBox(this, "套利单保证金占用最大比例");
return;
}
maxMarginUseRate = maxMarginUseRate / 100m;
try
{
USeSystemSetting setting = new USeSystemSetting();
setting.MarketPriceMethods = marketPriceMethod;
setting.TaskOrder = new TaskOrderSetting()
{
TaskMaxTryCount = taskMaxTryCount,
TryOrderMinInterval = new TimeSpan(0, 0, 0, 0, tryOrderMinInterval)
};
setting.OrderMargin = new OrderMarginSetting()
{
MaxUseRate = maxMarginUseRate
};
USeManager.Instance.SystemConfigManager.SaveSystemSetting(setting);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
private void btnOK_Click(object sender, EventArgs e)
{
List <ErrorUSeOrderBook> result = new List <ErrorUSeOrderBook>();
try
{
//如果存在未被处理的委托单，提示处理
foreach (DataRow row in m_dataTable.Rows)
{
string errorMessage = string.Empty;
if (IsMatchRule(row, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "请处理异常委托单");
return;
}
}
USeOrderDriver orderDriver = USeManager.Instance.OrderDriver;
Debug.Assert(orderDriver != null);
//根据界面生成结果保存到Result
foreach (DataRow row in m_dataTable.Rows)
{
USeInstrument instrument = row["Instrument"] as USeInstrument;
Debug.Assert(instrument != null);
USeInstrumentDetail instrumentDetail = orderDriver.QueryInstrumentDetail(instrument);
//[yangming]合约过期后可能查不到了，此处可以考虑用品种信息获取合约乘数
Debug.Assert(instrumentDetail != null);
int orderQty = Convert.ToInt32(row["OrderQty"]);
int tradeQty = Convert.ToInt32(row["TradeQty"]);
int cancelQty = orderQty - tradeQty;
Debug.Assert(cancelQty >= 0);
decimal tradePrice = Convert.ToDecimal(row["TradePrice"]);
decimal tradeFee = Convert.ToDecimal(row["TradeFee"]);
decimal tradeAmount = tradePrice * tradeQty * instrumentDetail.VolumeMultiple;
USeOrderStatus selectedOrderStatus = (USeOrderStatus)row["SelectedOrderStatus"];
USeOrderStatus status = USeOrderStatus.Unknown;
if (selectedOrderStatus == USeOrderStatus.AllTraded)
{
status = USeOrderStatus.AllTraded;
}
else if (selectedOrderStatus == USeOrderStatus.AllCanceled)
{
if (cancelQty == orderQty)
{
status = USeOrderStatus.AllCanceled;
}
else
{
status = USeOrderStatus.PartCanceled;
}
}
USeOrderNum orderNum = row["OrderNum"] as USeOrderNum;
ErrorUSeOrderBook erroOrderBook = row["ErrorUSeOrderBook"] as ErrorUSeOrderBook;
erroOrderBook.OrderBook.OrderStatus = status;
erroOrderBook.OrderBook.CancelQty = cancelQty;
erroOrderBook.OrderBook.TradeQty = tradeQty;
erroOrderBook.OrderBook.TradePrice = tradePrice;
erroOrderBook.OrderBook.TradeAmount = tradeAmount;
erroOrderBook.OrderBook.TradeFee = tradeFee;
result.Add(erroOrderBook);
}
this.Result = result;
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
private void button_OK_Click(object sender, EventArgs e)
{
List <ArbitrageCombineOrderSetting> arbitrageCombineOrderList = new List <ArbitrageCombineOrderSetting>();
try
{
//保存之前数据校验
foreach (DataRow row in m_dataTable.Rows)
{
string errorMessage = string.Empty;
if (VerifyDataTable(row, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "请填写完整的默认信息:" + errorMessage);
return;
}
}
//根据界面生成结果保存
foreach (DataRow row in m_dataTable.Rows)
{
string productCode = row["ProductName"] as string;
Debug.Assert(productCode != string.Empty);
int openVolumn = Convert.ToInt32(row["OpenVolumn"]);
int perOpenVolumn = Convert.ToInt32(row["PerOpenVolumn"]);
USeDirection openDirection = (USeDirection)row["OpenFirstDirectionID"];
USeDirection closeDirection = (USeDirection)row["CloseFirstDirectionID"];
USeDirection stoplossDirection = (USeDirection)row["StopLossFirstDirectionID"];
ArbitrageOrderPriceType nearOpenPriceStyle = (ArbitrageOrderPriceType)row["NearOpenPriceStyleID"];
ArbitrageOrderPriceType farOpenPriceStyle = (ArbitrageOrderPriceType)row["FarOpenPriceStyleID"];
ArbitrageCombineOrderSetting order = new ArbitrageCombineOrderSetting();
USeProduct product = new USeProduct()
{
ProductCode = productCode
};
order.Product = product;
order.OpenVolumn = openVolumn;
order.OpenVolumnPerNum = perOpenVolumn;
order.OpenFirstDirection = openDirection;
order.CloseFirstDirection = closeDirection;
order.StoplossFirstDirection = stoplossDirection;
order.NearPriceStyle = nearOpenPriceStyle;
order.FarPriceStyle = farOpenPriceStyle;
arbitrageCombineOrderList.Add(order);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return;
}
string brokerId = USeManager.Instance.LoginUser.BrokerId;
string account = USeManager.Instance.LoginUser.Account;
USeManager.Instance.DataAccessor.SaveCombineOrderSettings(brokerId, account, arbitrageCombineOrderList);
this.DialogResult = DialogResult.Yes;
this.Close();
}
private void btnOpenArbitrageOrder_Click(object sender, EventArgs e)
{
string errorMessage = string.Empty;
if (VerifyOpenArgument(out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return;
}
USeInstrument buyInstrument = this.cbxBuyInstrument.SelectedItem as USeInstrument;
USeInstrument sellInstrument = this.cbxSellInstrument.SelectedItem as USeInstrument;
ArbitrageOrderPriceType buyOrderPriceType = GetBuyOrderPriceTypeFromUI();
ArbitrageOrderPriceType sellOrderPriceType = GetSellOrderPriceTypeFromUI();
USeOrderSide preferentialSide = GetPreferentialSideFromUI();
PriceSpreadSide priceSpreadSide = GetPriceSpreadSideFromUI();
ArbitrageOpenArgument openArg = new ArbitrageOpenArgument();
openArg.BuyInstrument = buyInstrument;
openArg.BuyInstrumentOrderPriceType = buyOrderPriceType;
openArg.SellInstrument = sellInstrument;
openArg.SellInstrumentOrderPriceType = sellOrderPriceType;
openArg.PreferentialSide = preferentialSide;
openArg.OpenCondition = new PriceSpreadCondition()
{
PriceSpreadSide = priceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold.Value
};
openArg.TotalOrderQty = (int)this.nudTotalOrderQty.Value;
openArg.OrderQtyUint = (int)this.nudOrderQtyUint.Value;
openArg.DifferentialUnit = (int)this.nudDifferentialUnit.Value;
if (VerifyMargin(openArg, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return;
}
decimal evaluateMargin = EvaluateMargin(openArg);
string text = string.Format("套利单预计占用保证金 {0},确定跟单么?", evaluateMargin.ToString("#,0"));
if (DialogResult.Yes != USeFuturesSpiritUtility.ShowYesNoMessageBox(this, text))
{
return;
}
//try
//{
// AutoTraderManager traderManager = USeManager.Instance.AutoTraderManager;
// Debug.Assert(traderManager != null);
// AutoTrader trader = traderManager.CreateNewAutoTrader(openArg, USeManager.Instance.LoginUser);
// trader.BeginOpen();
// //[yangming]创建后应该启动跟单
// trader.StartOpenOrCloseMonitor();
// USeManager.Instance.DataSaver.AddSaveTask(trader.GetArbitrageOrder());
//}
//catch (Exception ex)
//{
// USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
// return;
//}
}
/// <summary>
/// 创建组合套利单下单参数
/// </summary>
private bool CreateNewArbitrageOrder()
{
USeInstrument nearInstrument = this.cbxNearInstrument.SelectedItem as USeInstrument;
USeInstrument farInstrument = this.cbxFarInstrument.SelectedItem as USeInstrument;
ArbitrageOperationSide operationSide = this.arbitrageOperationSideControl.OperationSide;
ArbitrageOpenArgument openArg = new ArbitrageOpenArgument();
if (operationSide == ArbitrageOperationSide.BuyNearSellFar)
{
openArg.BuyInstrument = nearInstrument;
openArg.SellInstrument = farInstrument;
openArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
openArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
}
else if (operationSide == ArbitrageOperationSide.SellNearBuyFar)
{
openArg.BuyInstrument = farInstrument;
openArg.SellInstrument = nearInstrument;
openArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
openArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
}
else
{
Debug.Assert(false);
}
openArg.NearOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
openArg.FarOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
openArg.PreferentialSide = this.preferentialSideControl_OpenArg.PreferentialSide;
openArg.OpenCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_OpenArg.Value
};
openArg.TotalOrderQty = (int)this.nudTotalOrderQty_OpenArg.Value;
openArg.OrderQtyUint = (int)this.nudOrderQtyUint_OpenArg.Value;
openArg.DifferentialUnit = (int)this.nudDifferentialUnit_OpenArg.Value;
ArbitrageCloseArgument closeArg = new ArbitrageCloseArgument();
if (operationSide == ArbitrageOperationSide.BuyNearSellFar)
{
closeArg.BuyInstrument = farInstrument;
closeArg.SellInstrument = nearInstrument;
closeArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
closeArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
}
else if (operationSide == ArbitrageOperationSide.SellNearBuyFar)
{
closeArg.BuyInstrument = nearInstrument;
closeArg.SellInstrument = farInstrument;
closeArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
closeArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
}
closeArg.NearOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
closeArg.FarOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
closeArg.PreferentialSide = this.preferentialSideControl_CloseArg.PreferentialSide;
closeArg.CloseCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_CloseSpreadArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_CloseArg.Value
};
closeArg.OrderQtyUint = (int)this.nudOrderQtyUint_CloseArg.Value;
closeArg.DifferentialUnit = (int)this.nudDifferentialUnit_CloseArg.Value;
ArbitrageStopLossArgument stopLossArg = null;
if (this.cbxStopLossFlag.Checked)
{
stopLossArg = new ArbitrageStopLossArgument();
stopLossArg.StopLossCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_StopLossArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_StopLossArg.Value
};
}
List <ArbitrageAlarmArgument> alarmArgList = new List <ArbitrageAlarmArgument>();
if (m_dataSourceAlarm != null && m_dataSourceAlarm.Count > 0)
{
foreach (ArbitrageAlarmArgumentViewModel alarmView in m_dataSourceAlarm)
{
alarmArgList.Add(ArbitrageAlarmArgumentViewModel.CreatAlarmData(alarmView));
}
}
ArbitrageArgument argument = new ArbitrageArgument();
argument.ProductID = m_product.ProductCode;
argument.NearInstrument = nearInstrument;
argument.FarInstrument = farInstrument;
argument.OperationSide = operationSide;
argument.OpenArg = openArg;
argument.CloseArg = closeArg;
argument.StopLossArg = stopLossArg;
argument.AlarmArgs = alarmArgList;
string errorMessage = string.Empty;
if (VerifyMargin(argument.OpenArg, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return(false);
}
decimal evaluateMargin = EvaluateMargin(argument.OpenArg);
string text = string.Format("套利单预计占用保证金 {0},确定跟单么?", evaluateMargin.ToString("#,0"));
if (DialogResult.Yes != USeFuturesSpiritUtility.ShowYesNoMessageBox(this, text))
{
return(false);
}
try
{
AutoTraderManager traderManager = USeManager.Instance.AutoTraderManager;
Debug.Assert(traderManager != null);
AutoTrader trader = traderManager.CreateNewAutoTrader(argument, USeManager.Instance.LoginUser);
trader.BeginOpen();
//[yangming]创建后应该启动跟单
trader.StartOpenOrCloseMonitor();
USeManager.Instance.DataSaver.AddSaveTask(trader.GetArbitrageOrder());
//同时保存所有的ArbitrageArgument便于下次修改
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return(false);
}
return(true);
}
