public static IDictionary<string, object> ApplyFilter(IFilterDescriptor filter)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
string filerMessage = string.Empty;
List<string> convertValue = new List<string>();
string filerOperators = string.Empty;
if (filter is CompositeFilterDescriptor)
{
foreach (IFilterDescriptor childFilter in ((CompositeFilterDescriptor)filter).FilterDescriptors)
{
parameters.SafeAdd(ApplyFilter(childFilter));
}
}
else
{
FilterDescriptor filterDescriptor = (FilterDescriptor)filter;
filerMessage = filterDescriptor.Member;
convertValue.Add(filterDescriptor.Value.ToSafeString());
switch (filterDescriptor.Operator)
{
case FilterOperator.IsEqualTo:
parameters.SafeAdd(filerMessage, filterDescriptor.Value);
break;
case FilterOperator.IsNotEqualTo:
parameters.SafeAdd(IdGenerator.NewComb().ToSafeString(), new Condition(string.Format("{0}<>'{1}'", filerMessage, filterDescriptor.Value)));
break;
case FilterOperator.StartsWith:
parameters.SafeAdd(IdGenerator.NewComb().ToSafeString(), new Condition(string.Format("{0} like '{1}%'", filerMessage, filterDescriptor.Value)));
break;
case FilterOperator.Contains:
parameters.SafeAdd(IdGenerator.NewComb().ToSafeString(), new Condition(string.Format("{0} like '%{1}%'", filerMessage, filterDescriptor.Value)));
break;
case FilterOperator.EndsWith:
parameters.SafeAdd(IdGenerator.NewComb().ToSafeString(), new Condition(string.Format("{0} like '%{1}'", filerMessage, filterDescriptor.Value)));
break;
case FilterOperator.IsLessThanOrEqualTo:
parameters.SafeAdd(IdGenerator.NewComb().ToSafeString(), new Condition(string.Format("{0} <='{1}'", filerMessage, filterDescriptor.Value)));
break;
case FilterOperator.IsLessThan:
parameters.SafeAdd(IdGenerator.NewComb().ToSafeString(), new Condition(string.Format("{0}<'{1}'", filerMessage, filterDescriptor.Value)));
break;
case FilterOperator.IsGreaterThanOrEqualTo:
parameters.SafeAdd(IdGenerator.NewComb().ToSafeString(), new Condition(string.Format("{0}>='{1}'", filerMessage, filterDescriptor.Value)));
break;
case FilterOperator.IsGreaterThan:
parameters.SafeAdd(IdGenerator.NewComb().ToSafeString(), new Condition(string.Format("{0}>'{1}'", filerMessage, filterDescriptor.Value)));
break;
}
}
return parameters;
}
public void Delete(string id)
{
string errorMsg = string.Empty;
DoResult actionResult = DoResult.Failed;
string actionMessage = string.Empty;
try
{
string processDefID = Request.Form["ProcessDefID"];
string activityID = id;
ProcessDefine processDefine = wfEngine.GetProcessDefine(ProcessDefID);
Activity activity = processDefine.Activities.FirstOrDefault(a => a.ID == activityID);
processDefine.Activities.Remove(activity);
foreach (var transition in processDefine.Transitions.Where(t => t.DestActivity == activityID || t.SrcActivity == activityID).ToList())
{
processDefine.Transitions.Remove(transition);
}
// ProcessDefService processDefService = new ProcessDefService();
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("Name", processDefine.ID);
parameters.SafeAdd("Version", processDefine.Version);
ProcessDef processDef = repository.FindOne<ProcessDef>(parameters);
processDef.Content = processDefine.ToXml();
repository.SaveOrUpdate(processDef);
wfEngine.ClearProcessCache();
actionResult = DoResult.Success;
//获取提示信息
actionMessage = RemarkAttribute.GetEnumRemark(actionResult);
//显示提示信息
WebUtil.PromptMsg(actionMessage);
//刷新页面
Refresh();
}
catch (Exception ex)
{
//获取提示信息
actionMessage = RemarkAttribute.GetEnumRemark(actionResult);
log.Error(ex);
}
}
private Dictionary<string, List<int>> FindSameStrings(string text, int length, Dictionary<string, List<int>> indexes)
{
for (int startIndex = 0; startIndex < text.Length - length; startIndex++)
{
string cutString = text.Substring(startIndex, length);
indexes.SafeAdd(cutString, startIndex);
}
indexes = indexes.Where(x => x.Value.Count > 1).ToDictionary(x => x.Key, x => x.Value);
return indexes;
}
/// <summary>
/// 删除节点
/// </summary>
/// <param name="argument"></param>
public string DeleteTreeNode(string argument)
{
AjaxResult ajaxResult = new AjaxResult();
DoResult doResult = DoResult.Failed;
string actionMessage = string.Empty;
try
{
Organization org = repository.GetDomain<Organization>(argument);
if (org != null)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("OrgID", org.ID);
IList<EmployeeOrg> employeeOrgList = repository.FindAll<EmployeeOrg>(parameters);
if (employeeOrgList.Count == 0)
{
repository.Delete<Organization>(org.ID);
doResult = DoResult.Success;
}
else
{
doResult = DoResult.Failed;
actionMessage = "请先删除该部门下面的操作员!";
}
}
else
{
doResult = DoResult.Failed;
}
//获取提示信息
actionMessage = string.Format("删除组织{0}", org.Name);
//记录操作日志
AddActionLog(org, doResult, actionMessage);
ajaxResult.Result = doResult;
ajaxResult.RetValue = org.ParentID;
ajaxResult.PromptMsg = actionMessage;
}
catch (Exception ex)
{
log.Error(actionMessage, ex);
AddActionLog<Organization>(actionMessage, DoResult.Failed);
}
return JsonConvert.SerializeObject(ajaxResult);
}
public Dictionary<Dictionary<char, char>, List<Dictionary<char, char>>> GetMatchSubs(Dictionary<char, char>[] substitutions)
{
Dictionary<Dictionary<char, char>, List<Dictionary<char, char>>> matchSubs = new Dictionary<Dictionary<char, char>, List<Dictionary<char, char>>>();
foreach (var subs1 in substitutions)
{
foreach (var subs2 in substitutions)
{
if (TextAnalysis.AreSubstMatch(subs1, subs2))
{
matchSubs.SafeAdd(subs1, subs2);
}
}
}
return matchSubs;
}
public string Delete(string argument)
{
AjaxResult ajaxResult = new AjaxResult();
string errorMsg = string.Empty;
DoResult doResult = DoResult.Failed;
string actionMessage = string.Empty;
try
{
if (!string.IsNullOrWhiteSpace(argument))
{
string roleID = argument;
IRepository<string> repository = new Repository<string>();
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("RoleID", roleID);
IList<ObjectRole> objectRoleList = repository.FindAll<ObjectRole>(parameters);
if (objectRoleList.Count == 0)
{
repository.Delete<Role>(roleID);
repository.ExecuteSql<RolePrivilege>(string.Format("Delete from AC_RolePrivilege where RoleID='{0}'", roleID));
doResult = DoResult.Success;
actionMessage = RemarkAttribute.GetEnumRemark(doResult);
}
else
{
doResult = DoResult.Failed;
actionMessage = "请先解除该角色与操作员的关联！";
}
ajaxResult.RetValue = CurrentId;
ajaxResult.PromptMsg = actionMessage;
}
ajaxResult.Result = doResult;
}
catch (Exception ex)
{
actionMessage = RemarkAttribute.GetEnumRemark(doResult);
log.Error(actionMessage, ex);
}
return JsonConvert.SerializeObject(ajaxResult);
}
/// <summary>
/// 获取某个活动实例的所有工作项
/// </summary>
/// <param name="activityInstID">活动实例ID</param>
/// <returns></returns>
public IList<WorkItem> GetWorkItems(string activityInstID)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("ActivityInstID", activityInstID);
return repository.FindAll<WorkItem>(parameters);
}
/// <summary>
/// 保存资源
/// </summary>
/// <param name="entity">资源实体</param>
public void SaveResource(Resource entity)
{
using (ITransaction trans = UnitOfWork.BeginTransaction(typeof(Resource)))
{
repository.Clear<Resource>();
repository.SaveOrUpdate(entity);
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.Add("ResourceID", entity.ID);
parameters.Add("OperateID", string.Empty);
Privilege privilege = repository.FindOne<Privilege>(parameters);
if (privilege == null)
{
repository.SaveOrUpdate(new Privilege()
{
ID = IdGenerator.NewComb().ToString(),
MetaDataID = string.Empty,
Name = entity.Text,
OperateID = string.Empty,
//AppID = entity.AppID,
//OwnerOrg = entity.OwnerOrg,
//ModuleID = entity.ModuleID,
//Description = entity.Description,
ResourceID = entity.ID,
SortOrder = entity.SortOrder,
Type = entity.Type,
CreateTime = DateTime.Now,
Creator = entity.Creator,
});
}
if (entity.Operates != null)
{
string idList = "";
foreach (var operate in entity.Operates)
{
idList += string.Format(" '{0}',", operate.ID);
}
string sWhere = string.IsNullOrEmpty(idList.TrimEnd(',')) ? "" : string.Format(" and OperateID not in ({0}) ", idList.TrimEnd(','));
repository.ExecuteSql<Resource>(string.Format("delete from AC_Operate where id in (select OperateID from AC_Privilege where ResourceID='{0}' and (OperateID is not null and OperateID<>'') {1})", entity.ID, sWhere));
repository.ExecuteSql<Resource>(string.Format("delete from AC_Privilege where ResourceID='{0}' and (OperateID is not null and OperateID<>'') {1}", entity.ID, sWhere));
foreach (var operate in entity.Operates)
{
repository.SaveOrUpdate(operate);
parameters.Clear();
parameters.SafeAdd("ResourceID", entity.ID);
parameters.SafeAdd("OperateID", operate.ID);
IList<Privilege> privilegeList = repository.FindAll<Privilege>(parameters);
if (privilegeList.Count == 0)
{
repository.SaveOrUpdate(new Privilege()
{
ID = IdGenerator.NewComb().ToString(),
//AppID = entity.AppID,
MetaDataID = string.Empty,
Name = operate.OperateName,
OperateID = operate.ID,
//ModuleID = entity.ModuleID,
//OwnerOrg = entity.OwnerOrg,
//Description = entity.Description,
ResourceID = entity.ID,
SortOrder = operate.SortOrder,
Type = 3,
CreateTime = DateTime.Now,
Creator = entity.Creator,
});
}
}
}
trans.Commit();
}
repository.ClearCache<Resource>();
repository.ClearCache<Privilege>();
repository.ClearCache<Operate>();
}
/// <summary>
/// 获取当前流程实例待执行工作项及参与者字典
/// </summary>
/// <param name="processInstID">流程实例ID</param>
/// <returns></returns>
public IDictionary<WorkItem, IList<Operator>> GetActiveWorkItems(string processInstID)
{
IDictionary<WorkItem, IList<Operator>> result = new Dictionary<WorkItem, IList<Operator>>();
var activeWorkItems = repository.Query<WorkItem>().Where(o => o.ProcessInstID == processInstID && o.CurrentState == (short)WorkItemStatus.WaitExecute);
foreach (var item in activeWorkItems)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.Add("WorkItemID", item.ID);
var participants = repository.ExecuteDataTable<WorkItem>(@"select * from AC_Operator where ID in (select ParticipantID from WF_Participant where WorkItemID=$WorkItemID and ParticipantType=1)
union
select * from AC_Operator where ID in (select ObjectID from OM_ObjectRole where RoleID in (select ParticipantID from WF_Participant where WorkItemID=$WorkItemID and ParticipantType=2))
union
select * from AC_Operator where ID in (select EmployeeID from OM_EmployeeOrg where OrgID in( select ParticipantID from WF_Participant where WorkItemID=$WorkItemID and ParticipantType=3))
", parameters).ToList<Operator>();
result.SafeAdd(item, participants);
}
return result;
}
private PositionInfo GetPosition(SecurityId securityId) => _positions.SafeAdd(securityId, k => new PositionInfo(k, _getMarginPrice));
/// <summary>
/// 获取组织下的所有员工
/// </summary>
/// <param name="orgID">组织ID</param>
/// <returns></returns>
public IList<Employee> GetEmployees(string orgID)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("ID", new Condition(string.Format("ID in (select b.EmployeeID from OM_EmployeeOrg b where b.OrgID='{0}')", orgID)));
return repository.FindAll<Employee>(parameters);
}
public override void SendOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Portfolio:
{
var pfMsg = (PortfolioMessage)message;
SessionHolder.ReplaceBoardCode(pfMsg.BoardCode, board => pfMsg.BoardCode = board);
break;
}
case MessageTypes.PortfolioChange:
{
var pfMsg = (PortfolioChangeMessage)message;
SessionHolder.ReplaceBoardCode(pfMsg.BoardCode, board => pfMsg.BoardCode = board);
var depoName = (string)pfMsg.Changes.TryGetValue(PositionChangeTypes.DepoName);
if (!depoName.IsEmpty())
{
_depoNames[pfMsg.PortfolioName] = depoName;
}
break;
}
case MessageTypes.Position:
{
var pfMsg = (PositionMessage)message;
SessionHolder.ReplaceSecurityId(pfMsg.SecurityId, id => pfMsg.SecurityId = id);
break;
}
case MessageTypes.PositionChange:
{
var pfMsg = (PositionChangeMessage)message;
SessionHolder.ReplaceSecurityId(pfMsg.SecurityId, id => pfMsg.SecurityId = id);
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
switch (execMsg.ExecutionType)
{
case ExecutionTypes.Order:
{
if (execMsg.OrderId != null && execMsg.OriginalTransactionId != 0)
{
_transactionsByOrderId.SafeAdd(execMsg.OrderId.Value, i => execMsg.OriginalTransactionId);
var trades = _tradesByOrderId.TryGetValue(execMsg.OrderId.Value);
if (trades != null)
{
trades.ForEach(SendOutMessage);
_tradesByOrderId.Remove(execMsg.OrderId.Value);
}
}
break;
}
case ExecutionTypes.Trade:
{
if (execMsg.OriginalTransactionId != 0)
{
break;
}
var orderId = execMsg.OrderId;
if (orderId != null)
{
var origTransactionId = _transactionsByOrderId.TryGetValue2(orderId.Value);
if (origTransactionId == null)
{
_tradesByOrderId.SafeAdd(orderId.Value).Add(execMsg);
return;
}
execMsg.OriginalTransactionId = origTransactionId.Value;
}
break;
}
}
SessionHolder.ReplaceSecurityId(execMsg.SecurityId, id => execMsg.SecurityId = id);
// запоминаем номер исходной транзакции, который будет исопльзоваться в FixServer
execMsg.UserOrderId = execMsg.OriginalTransactionId.To <string>();
var transaction = _transactions.TryGetValue(execMsg.OriginalTransactionId);
if (transaction != null && execMsg.Error != null)
{
switch (transaction.TransactionType)
{
case TransactionTypes.ReRegister:
{
var replaceMsg = (OrderReplaceMessage)transaction.Message;
// дополнительно отправляем сообщение ошибки снятия заявки
var cancelErrMsg = (ExecutionMessage)execMsg.Clone();
cancelErrMsg.OrderId = replaceMsg.OldOrderId;
cancelErrMsg.IsCancelled = true;
base.SendOutMessage(cancelErrMsg);
break;
}
case TransactionTypes.Cancel:
{
var cancelMsg = (OrderCancelMessage)transaction.Message;
// заполняем номер заявки
execMsg.OrderId = cancelMsg.OrderId;
execMsg.IsCancelled = true;
break;
}
}
}
break;
}
}
base.SendOutMessage(message);
}
static NamespaceDom[] MergeNamespaces(IEnumerable<NamespaceDom> namespaces)
{
var nsDict = new Dictionary<string, NamespaceDom>();
foreach (var ns in namespaces)
{
var curNs = nsDict.SafeAdd(ns.Name, name => new NamespaceDom(name));
curNs.Types.AddMany(ns.Types);
}
return nsDict.Values.OrderBy(_ => _.Name).ToArray();
}
protected void Page_Load(object sender, EventArgs e)
{
if (!IsPostBack)
{
string workItemID = Request.QueryString["workItemID"];
WorkItem workItem = engine.Persistence.Repository.GetDomain<WorkItem>(workItemID);
ActivityInst activityInst = engine.Persistence.GetActivityInst(workItem.ActivityInstID);
ManualActivity manualActivity = engine.Persistence.GetActivity(workItem.ProcessID, activityInst.ActivityDefID) as ManualActivity;
AgileEAP.EForm.FormView formView = new AgileEAP.EForm.FormView();
formView.Form = manualActivity.Form;
hidDataSource.Value = manualActivity.Form.DataSource;
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("processInstID", Request.QueryString["processInstID"]);
ProcessForm processForm = engine.Persistence.Repository.FindOne<ProcessForm>(parameters);
if (processForm != null)
{
parameters.Clear();
parameters.Add("ID", processForm.BizID);
DataTable dt = engine.Persistence.Repository.ExecuteDataTable<ProcessForm>(string.Format("select * from {0}", processForm.BizTable), parameters);
if (dt != null && dt.Rows.Count > 0)
{
IDictionary<string, object> values = new Dictionary<string, object>();
foreach (DataRow row in dt.Rows)
{
foreach (DataColumn column in dt.Columns)
{
values.SafeAdd(column.ColumnName, row[column.ColumnName]);
}
}
formView.Values = values;
}
}
eForm.Controls.Add(formView);
}
}
public string Delete(string operatorID)
{
AjaxResult ajaxResult = new AjaxResult();
string errorMsg = string.Empty;
DoResult doResult = DoResult.Failed;
string actionMessage = string.Empty;
try
{
if (!string.IsNullOrWhiteSpace(operatorID))
{
IRepository<string> repository = new Repository<string>();
UnitOfWork.ExecuteWithTrans<Operator>(() =>
{
repository.Delete<Operator>(operatorID);
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("OperatorID", operatorID);
Employee employee = repository.FindOne<Employee>(parameters);
repository.Delete<Employee>(parameters);
parameters.Clear();
parameters.SafeAdd("EmployeeID", employee.ID);
repository.Delete<EmployeeOrg>(parameters);
parameters.Clear();
parameters.SafeAdd("ObjectID", operatorID);
repository.Delete<ObjectRole>(parameters);
});
doResult = DoResult.Success;
//获取提示信息
actionMessage = RemarkAttribute.GetEnumRemark(doResult);
ajaxResult.RetValue = CurrentId;
ajaxResult.PromptMsg = actionMessage;
}
ajaxResult.Result = doResult;
}
catch (Exception ex)
{
actionMessage = RemarkAttribute.GetEnumRemark(doResult);
log.Error(actionMessage, ex);
}
return JsonConvert.SerializeObject(ajaxResult);
}
private void ProcessMessage <TMessage>(SecurityId securityId, TMessage message, long originTransId, bool throwIfSecIdEmpty, Func <TMessage, TMessage, TMessage> processSuspend)
where TMessage : Message
{
bool skip;
lock (_syncRoot)
skip = _skipTransactions.Contains(originTransId);
if (skip)
{
base.OnInnerAdapterNewOutMessage(message);
return;
}
var native = securityId.Native;
if (native != null)
{
SecurityId?fullSecurityId;
lock (_syncRoot)
fullSecurityId = _securityIds.TryGetValue2(native);
if (fullSecurityId == null)
{
lock (_syncRoot)
{
var tuple = _suspendedOutMessages.SafeAdd(securityId, key => RefTuple.Create((List <Message>)null, (Dictionary <MessageTypes, Message>)null));
var clone = message.Clone();
if (processSuspend == null)
{
if (tuple.First == null)
{
tuple.First = new List <Message>();
}
tuple.First.Add(clone);
}
else
{
if (tuple.Second == null)
{
tuple.Second = new Dictionary <MessageTypes, Message>();
}
var prev = tuple.Second.TryGetValue(clone.Type);
tuple.Second[clone.Type] = prev == null
? clone
: processSuspend((TMessage)prev, (TMessage)clone);
}
}
return;
}
message.ReplaceSecurityId(fullSecurityId.Value);
}
else
{
var securityCode = securityId.SecurityCode;
var boardCode = securityId.BoardCode;
var isSecCodeEmpty = securityCode.IsEmpty();
if (isSecCodeEmpty && throwIfSecIdEmpty)
{
throw new InvalidOperationException();
}
if (!isSecCodeEmpty && boardCode.IsEmpty())
{
SecurityId?foundId = null;
lock (_syncRoot)
{
foreach (var id in _securityIds.Values)
{
if (!id.SecurityCode.CompareIgnoreCase(securityCode))
{
continue;
}
//if (securityId.SecurityType != null && securityId.SecurityType != id.SecurityType)
// continue;
foundId = id;
}
if (foundId == null)
{
var tuple = _suspendedOutMessages.SafeAdd(securityId, key => RefTuple.Create(new List <Message>(), (Dictionary <MessageTypes, Message>)null));
tuple.First.Add(message.Clone());
return;
}
}
message.ReplaceSecurityId(foundId.Value);
//// если указан код и тип инструмента, то пытаемся найти инструмент по ним
//if (securityId.SecurityType != null)
//{
//}
//else
// throw new ArgumentException(nameof(securityId), LocalizedStrings.Str682Params.Put(securityCode, securityId.SecurityType));
}
}
base.OnInnerAdapterNewOutMessage(message);
}
/// <summary>
/// Vrátí slova, která mají stejný vzor
/// </summary>
/// <param name="testWords"></param>
/// <param name="templates"></param>
/// <returns></returns>
private Dictionary<string, List<string>> GetWordsWithSamePatterns(Dictionary<string, string> testWordsHashes, Dictionary<string, string> templatesHashes)
{
Dictionary<string, List<string>> samePattern = new Dictionary<string, List<string>>();
foreach (var testWordHash in testWordsHashes)
{
foreach (var templateHash in templatesHashes)
{
if (testWordHash.Value == templateHash.Value)
{
samePattern.SafeAdd(testWordHash.Key, templateHash.Key);
}
}
}
return samePattern;
}
private void OnProcessPositions(long transactionId, string[] data)
{
var f = Wrapper.FieldsPositions;
var portfChangeMessages = new Dictionary <string, PortfolioChangeMessage>();
foreach (var str in data)
{
var cols = str.ToColumns();
var portfolioName = GetPortfolioName(f.AccCode.GetValue(cols), this.GetBoardCode(f.PlaceCode.GetValue(cols)));
var secCode = f.PaperCode.GetValue(cols);
if (secCode == "money")
{
var changesMsg = portfChangeMessages.SafeAdd(portfolioName, this.CreatePortfolioChangeMessage);
changesMsg.Add(PositionChangeTypes.RealizedPnL, f.PnL.GetValue(cols));
changesMsg.Add(PositionChangeTypes.UnrealizedPnL, f.ProfitVol.GetValue(cols));
changesMsg.Add(PositionChangeTypes.CurrentPrice, f.RealVol.GetValue(cols));
changesMsg.Add(PositionChangeTypes.BeginValue, f.IncomeRest.GetValue(cols));
changesMsg.Add(PositionChangeTypes.CurrentValue, f.RealRest.GetValue(cols));
}
else
{
var secId = new SecurityId {
Native = f.PaperNo.GetValue(cols)
};
SendOutMessage(new PositionMessage
{
PortfolioName = portfolioName,
SecurityId = secId
});
var changesMsg = this.CreatePositionChangeMessage(portfolioName, secId);
changesMsg.Add(PositionChangeTypes.RealizedPnL, f.PnL.GetValue(cols));
changesMsg.Add(PositionChangeTypes.UnrealizedPnL, f.ProfitVol.GetValue(cols));
changesMsg.Add(PositionChangeTypes.CurrentPrice, f.RealVol.GetValue(cols));
changesMsg.Add(PositionChangeTypes.CurrentValue, f.ForwordRest.GetValue(cols));
changesMsg.Add(PositionChangeTypes.AveragePrice, f.BalancePrice.GetValue(cols));
var varMargin = f.VarMargin.GetValue(cols);
changesMsg.Add(PositionChangeTypes.VariationMargin, varMargin);
if (varMargin != 0)
{
var portfChangesMsg = portfChangeMessages.SafeAdd(portfolioName, this.CreatePortfolioChangeMessage);
var oldVm = portfChangesMsg.Changes.TryGetValue(PositionChangeTypes.VariationMargin);
if (oldVm == null)
{
portfChangesMsg.Changes[PositionChangeTypes.VariationMargin] = varMargin;
}
else
{
portfChangesMsg.Changes[PositionChangeTypes.VariationMargin] = (decimal)oldVm + varMargin;
}
}
SendOutMessage(changesMsg);
}
}
portfChangeMessages.Values.ForEach(SendOutMessage);
if (transactionId > 0)
{
SendOutMessage(new PortfolioLookupResultMessage
{
OriginalTransactionId = transactionId,
});
}
}
/// <summary>
/// Initializes a new instance of the <see cref="StorageMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
/// <param name="storageRegistry">The storage of market data.</param>
/// <param name="snapshotRegistry">Snapshot storage registry.</param>
/// <param name="candleBuilderProvider">Candle builders provider.</param>
public StorageMessageAdapter(IMessageAdapter innerAdapter, IStorageRegistry storageRegistry, SnapshotRegistry snapshotRegistry, CandleBuilderProvider candleBuilderProvider)
: base(innerAdapter)
{
_storageRegistry = storageRegistry ?? throw new ArgumentNullException(nameof(storageRegistry));
_snapshotRegistry = snapshotRegistry ?? throw new ArgumentNullException(nameof(snapshotRegistry));
_candleBuilderProvider = candleBuilderProvider ?? throw new ArgumentNullException(nameof(candleBuilderProvider));
var isProcessing = false;
var sync = new SyncObject();
var unkByOrderId = new Dictionary <long, List <ExecutionMessage> >();
var unkByOrderStringId = new Dictionary <string, List <ExecutionMessage> >(StringComparer.InvariantCultureIgnoreCase);
ThreadingHelper.Timer(() =>
{
lock (sync)
{
if (isProcessing)
{
return;
}
isProcessing = true;
}
try
{
foreach (var pair in GetTicks())
{
GetStorage <ExecutionMessage>(pair.Key, ExecutionTypes.Tick).Save(pair.Value);
}
foreach (var pair in GetOrderLog())
{
GetStorage <ExecutionMessage>(pair.Key, ExecutionTypes.OrderLog).Save(pair.Value);
}
foreach (var pair in GetTransactions())
{
var secId = pair.Key;
if (Mode.Contains(StorageModes.Incremental))
{
GetStorage <ExecutionMessage>(secId, ExecutionTypes.Transaction).Save(pair.Value);
}
if (Mode.Contains(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(typeof(ExecutionMessage), ExecutionTypes.Transaction);
foreach (var message in pair.Value)
{
var originTransId = message.OriginalTransactionId;
if (message.TransactionId == 0 && originTransId == 0)
{
if (!message.HasTradeInfo)
{
continue;
}
long transId;
if (message.OrderId != null)
{
if (!_orderIds.TryGetValue(message.OrderId.Value, out transId))
{
unkByOrderId.SafeAdd(message.OrderId.Value).Add(message);
continue;
}
}
else if (!message.OrderStringId.IsEmpty())
{
if (!_orderStringIds.TryGetValue(message.OrderStringId, out transId))
{
unkByOrderStringId.SafeAdd(message.OrderStringId).Add(message);
continue;
}
}
else
{
continue;
}
originTransId = transId;
}
else
{
// do not store cancellation commands into snapshot
if (message.IsCancellation && message.TransactionId != 0)
{
continue;
}
if (originTransId != 0)
{
if (/*message.TransactionId == 0 && */ _cancellationTransactions.TryGetValue(originTransId, out var temp))
{
// do not store cancellation errors
if (message.Error != null)
{
continue;
}
// override cancel trans id by original order's registration trans id
originTransId = temp;
}
if (_orderStatusIds.Contains(originTransId))
{
// override status request trans id by original order's registration trans id
originTransId = message.TransactionId;
}
}
if (originTransId != 0)
{
if (message.OrderId != null)
{
_orderIds.TryAdd(message.OrderId.Value, originTransId);
}
else if (message.OrderStringId != null)
{
_orderStringIds.TryAdd(message.OrderStringId, originTransId);
}
}
}
message.SecurityId = secId;
if (message.TransactionId == 0)
{
message.TransactionId = originTransId;
}
message.OriginalTransactionId = 0;
SaveTransaction(snapshotStorage, message);
if (message.OrderId != null)
{
if (unkByOrderId.TryGetValue(message.OrderId.Value, out var suspended))
{
unkByOrderId.Remove(message.OrderId.Value);
foreach (var trade in suspended)
{
trade.TransactionId = message.TransactionId;
SaveTransaction(snapshotStorage, trade);
}
}
}
else if (!message.OrderStringId.IsEmpty())
{
if (unkByOrderStringId.TryGetValue(message.OrderStringId, out var suspended))
{
unkByOrderStringId.Remove(message.OrderStringId);
foreach (var trade in suspended)
{
trade.TransactionId = message.TransactionId;
SaveTransaction(snapshotStorage, trade);
}
}
}
}
}
}
foreach (var pair in GetOrderBooks())
{
if (Mode.Contains(StorageModes.Incremental))
{
GetStorage <QuoteChangeMessage>(pair.Key, null).Save(pair.Value);
}
if (Mode.Contains(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(typeof(QuoteChangeMessage), null);
foreach (var message in pair.Value)
{
snapshotStorage.Update(message);
}
}
}
foreach (var pair in GetLevel1())
{
var messages = pair.Value.Where(m => m.Changes.Count > 0).ToArray();
var dt = DateTime.Today;
var historical = messages.Where(m => m.ServerTime < dt).ToArray();
var today = messages.Where(m => m.ServerTime >= dt).ToArray();
GetStorage <Level1ChangeMessage>(pair.Key, null).Save(historical);
if (Mode.Contains(StorageModes.Incremental))
{
GetStorage <Level1ChangeMessage>(pair.Key, null).Save(today);
}
if (Mode.Contains(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(typeof(Level1ChangeMessage), null);
foreach (var message in today)
{
snapshotStorage.Update(message);
}
}
}
foreach (var pair in GetCandles())
{
GetStorage(pair.Key.Item1, pair.Key.Item2, pair.Key.Item3).Save(pair.Value);
}
foreach (var pair in GetPositionChanges())
{
var messages = pair.Value.Where(m => m.Changes.Count > 0).ToArray();
if (Mode.Contains(StorageModes.Incremental))
{
GetStorage <PositionChangeMessage>(pair.Key, null).Save(messages);
}
if (Mode.Contains(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(typeof(PositionChangeMessage), null);
foreach (var message in messages)
{
snapshotStorage.Update(message);
}
}
}
var news = GetNews().ToArray();
if (news.Length > 0)
{
_storageRegistry.GetNewsMessageStorage(Drive, Format).Save(news);
}
}
catch (Exception excp)
{
excp.LogError();
}
finally
{
lock (sync)
isProcessing = false;
}
}).Interval(TimeSpan.FromSeconds(10));
}
private void Download_OnClick(object sender, RoutedEventArgs e)
{
var settings = new Settings
{
Year = SelectedYear.Year,
Trader = Trader.Text,
From = From.Value,
To = To.Value,
Security1 = Security1.Text,
Security2 = Security2.Text,
Security3 = Security3.Text,
Security4 = Security4.Text,
TimeFrame = SelectedTimeFrame,
Apart = Apart.IsChecked == true,
};
CultureInfo.InvariantCulture.DoInCulture(() => new XmlSerializer <SettingsStorage>().Serialize(settings.Save(), _settingsFile));
var year = SelectedYear;
var from = From.Value ?? year.Days.First();
var to = (To.Value ?? year.Days.Last()).EndOfDay();
var trader = SelectedTrader;
var tf = SelectedTimeFrame;
var apart = Apart.IsChecked == true;
var seriesSet = _securityCtrls
.Where(pair => pair.Key.SelectedSecurity != null)
.Select(pair => Tuple.Create(new CandleSeries(typeof(TimeFrameCandle), pair.Key.SelectedSecurity, tf), pair.Value))
.ToArray();
BusyIndicator.BusyContent = "Подготовка данных...";
BusyIndicator.IsBusy = true;
_candles.Clear();
var trades = new Dictionary <Security, Dictionary <DateTimeOffset, Tuple <MyTrade[], MyTrade> > >();
var worker = new BackgroundWorker {
WorkerReportsProgress = true
};
worker.DoWork += (o, ea) =>
{
foreach (var series in seriesSet)
{
var security = series.Item1.Security;
var candleStorage = _dataRegistry.GetCandleStorage(series.Item1, format: StorageFormats.Csv);
var secCandles = _candles.SafeAdd(security);
secCandles.Clear();
secCandles.AddRange(candleStorage.Load(from, to));
var candlesDatesCache = _candlesDates.SafeAdd(Tuple.Create(security, tf), k => new DatesCache(Path.Combine(((LocalMarketDataDrive)candleStorage.Drive.Drive).GetSecurityPath(security.ToSecurityId()), "{0}min_date.bin".Put((int)tf.TotalMinutes))));
var minCandleDate = candlesDatesCache.MinValue;
var maxCandleDate = candlesDatesCache.MaxValue;
if (from >= minCandleDate && to <= maxCandleDate)
{
continue;
}
var finamFrom = from;
var finamTo = to;
if (maxCandleDate != null && finamFrom >= minCandleDate && finamFrom <= maxCandleDate)
{
finamFrom = maxCandleDate.Value + TimeSpan.FromDays(1);
}
if (minCandleDate != null && finamTo >= minCandleDate && finamTo <= maxCandleDate)
{
finamTo = minCandleDate.Value - TimeSpan.FromDays(1);
}
if (finamTo <= finamFrom)
{
continue;
}
TimeFrameCandle[] newCandles;
if (tf.Ticks == 1)
{
newCandles = finamFrom.Range(finamTo, TimeSpan.FromDays(1)).SelectMany(day =>
{
worker.ReportProgress(1, Tuple.Create(security, day));
var candles = _finamHistorySource.GetTrades(security, day, day).ToEx().ToCandles <TimeFrameCandle>(tf).ToArray();
candleStorage.Save(candles);
candlesDatesCache.Add(day);
return(candles);
}).ToArray();
}
else
{
worker.ReportProgress(1, Tuple.Create(security, finamFrom, finamTo));
newCandles = _finamHistorySource.GetCandles(security, tf, finamFrom, finamTo).ToArray();
candleStorage.Save(newCandles);
candlesDatesCache.Add(newCandles.Select(c => c.OpenTime.Date).Distinct().ToArray());
}
// TODO
secCandles.AddRange(newCandles);
}
var traderDrive = new LocalMarketDataDrive(Path.Combine(_settingsDir, trader));
var traderStorage = _traderStorages.SafeAdd(trader, key => new StorageRegistry {
DefaultDrive = traderDrive
});
foreach (var series in seriesSet)
{
var security = series.Item1.Security;
var olStorage = traderStorage.GetOrderLogStorage(security, format: StorageFormats.Csv);
var tradeDatesCache = _tradesDates.SafeAdd(trader, k => new DatesCache(Path.Combine(traderDrive.Path, "dates.xml")));
var secTrades = from
.Range(to, TimeSpan.FromDays(1))
.Intersect(year.Days)
.SelectMany(date =>
{
if (olStorage.Dates.Contains(date))
{
return(olStorage.Load(date));
}
if (tradeDatesCache.Contains(date))
{
return(Enumerable.Empty <OrderLogItem>());
}
worker.ReportProgress(2, date);
var loadedTrades = year.GetTrades(_securityStorage, trader, date);
var dateTrades = Enumerable.Empty <OrderLogItem>();
foreach (var group in loadedTrades.GroupBy(t => t.Order.Security))
{
var sec = group.Key;
traderStorage
.GetOrderLogStorage(sec, format: StorageFormats.Csv)
.Save(group.OrderBy(i => i.Order.Time));
if (group.Key == security)
{
dateTrades = group;
}
}
tradeDatesCache.Add(date);
return(dateTrades);
})
.GroupBy(ol =>
{
var time = ol.Order.Time;
var period = security.Board.WorkingTime.GetPeriod(time.ToLocalTime(security.Board.Exchange.TimeZoneInfo));
if (period != null && period.Times.Length > 0)
{
var last = period.Times.Last().Max;
if (time.TimeOfDay >= last)
{
time = time.AddTicks(-1);
}
}
if (tf == TimeSpan.FromDays(1) && period != null && period.Times.Length > 0)
{
return(new DateTimeOffset(time.Date + period.Times[0].Min, time.Offset));
}
return(time.Truncate(tf));
})
.ToDictionary(g => g.Key, g =>
{
var candleTrades = g.Select(ol => new MyTrade
{
Order = ol.Order,
Trade = ol.Trade
})
.ToArray();
if (candleTrades.Length == 0)
{
return(null);
}
var order = candleTrades[0].Order;
var volume = candleTrades.Sum(t1 => t1.Trade.Volume * (t1.Order.Direction == Sides.Buy ? 1 : -1));
if (volume == 0)
{
return(Tuple.Create(candleTrades, (MyTrade)null));
}
var side = volume > 0 ? Sides.Buy : Sides.Sell;
volume = volume.Abs();
var availableVolume = volume;
var avgPrice = 0m;
foreach (var trade in candleTrades.Where(t1 => t1.Order.Direction == side))
{
var tradeVol = trade.Trade.Volume.Min(availableVolume);
avgPrice += trade.Trade.Price * tradeVol;
availableVolume -= tradeVol;
if (availableVolume <= 0)
{
break;
}
}
avgPrice = avgPrice / volume;
return(Tuple.Create(candleTrades, new MyTrade
{
Order = new Order
{
Security = order.Security,
Direction = side,
Time = g.Key,
Portfolio = order.Portfolio,
Price = avgPrice,
Volume = volume,
},
Trade = new Trade
{
Security = order.Security,
Time = g.Key,
Volume = volume,
Price = avgPrice
}
}));
});
trades.Add(security, secTrades);
}
};
worker.ProgressChanged += (o, ea) =>
{
switch (ea.ProgressPercentage)
{
case 1:
{
if (ea.UserState is Tuple <Security, DateTime> )
{
BusyIndicator.BusyContent = "Скачивание {Item1.Id} тиков за {Item2:yyyy-MM-dd}...".PutEx(ea.UserState);
}
else
{
BusyIndicator.BusyContent = "Скачивание {Item1.Id} свечей с {Item2:yyyy-MM-dd} по {Item3:yyyy-MM-dd}...".PutEx(ea.UserState);
}
break;
}
default:
BusyIndicator.BusyContent = "Скачивание сделок за {0:yyyy-MM-dd}...".Put(ea.UserState);
break;
}
};
worker.RunWorkerCompleted += (o, ea) =>
{
BusyIndicator.IsBusy = false;
if (ea.Error == null)
{
Chart.ClearAreas();
_statisticManager.Reset();
var equityInd = new SimpleMovingAverage {
Length = 1
};
ChartIndicatorElement equityElem;
var candlesAreas = new Dictionary <CandleSeries, ChartArea>();
if (apart)
{
foreach (var series in seriesSet)
{
var area = new ChartArea {
Title = series.Item1.Security.Id
};
Chart.AddArea(area);
area.YAxises.Clear();
candlesAreas.Add(series.Item1, area);
}
var equityArea = new ChartArea {
Title = LocalizedStrings.PnL
};
Chart.AddArea(equityArea);
equityElem = new ChartIndicatorElement
{
FullTitle = LocalizedStrings.PnL,
IndicatorPainter = new PnlPainter()
};
Chart.AddElement(equityArea, equityElem);
}
else
{
var candlesArea = new ChartArea();
Chart.AddArea(candlesArea);
foreach (var tuple in seriesSet)
{
candlesAreas.Add(tuple.Item1, candlesArea);
}
const string equityYAxis = "Equity";
candlesArea.YAxises.Clear();
candlesArea.YAxises.Add(new ChartAxis
{
Id = equityYAxis,
AutoRange = true,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Left,
});
equityElem = new ChartIndicatorElement
{
YAxisId = equityYAxis,
FullTitle = LocalizedStrings.PnL,
IndicatorPainter = new PnlPainter()
};
Chart.AddElement(candlesArea, equityElem);
}
var positionArea = new ChartArea {
Height = 100
};
Chart.AddArea(positionArea);
positionArea.YAxises.Clear();
var chartValues = new SortedDictionary <DateTimeOffset, IDictionary <IChartElement, object> >();
var pnlValues = new Dictionary <DateTimeOffset, decimal>();
foreach (var series in seriesSet)
{
var security = series.Item1.Security;
var candleYAxis = "Candles_Y_" + security.Id;
var candlesArea = candlesAreas[series.Item1];
candlesArea.YAxises.Add(new ChartAxis
{
Id = candleYAxis,
AutoRange = true,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right,
});
var candlesElem = new ChartCandleElement
{
ShowAxisMarker = false,
YAxisId = candleYAxis,
};
Chart.AddElement(candlesArea, candlesElem, series.Item1);
var tradesElem = new ChartTradeElement
{
BuyStrokeColor = Colors.Black,
SellStrokeColor = Colors.Black,
BuyColor = series.Item2.Buy,
SellColor = series.Item2.Sell,
FullTitle = LocalizedStrings.Str985 + " " + security.Id,
YAxisId = candleYAxis,
};
Chart.AddElement(candlesArea, tradesElem);
var posYAxis = "Pos_Y_" + security.Id;
positionArea.YAxises.Add(new ChartAxis
{
Id = posYAxis,
AutoRange = true,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right,
});
var positionElem = new ChartIndicatorElement
{
FullTitle = LocalizedStrings.Str862 + " " + security.Id,
YAxisId = posYAxis,
Color = series.Item2.Position
};
var positionInd = new SimpleMovingAverage {
Length = 1
};
Chart.AddElement(positionArea, positionElem);
var pnlQueue = new PnLQueue(security.ToSecurityId());
//var level1Info = new Level1ChangeMessage
//{
// SecurityId = pnlQueue.SecurityId,
//}
//.TryAdd(Level1Fields.PriceStep, security.PriceStep)
//.TryAdd(Level1Fields.StepPrice, security.StepPrice);
//pnlQueue.ProcessLevel1(level1Info);
var pos = 0m;
var secTrades = trades[security];
var secValues = _candles[security]
.Select(c =>
{
if (c.State != CandleStates.Finished)
{
c.State = CandleStates.Finished;
}
pnlQueue.ProcessLevel1(new Level1ChangeMessage
{
SecurityId = security.ToSecurityId(),
}.TryAdd(Level1Fields.LastTradePrice, c.ClosePrice));
var values = new Dictionary <IChartElement, object>
{
{ candlesElem, c },
};
var candleTrade = secTrades.TryGetValue(c.OpenTime);
if (candleTrade != null)
{
if (candleTrade.Item2 != null)
{
values.Add(tradesElem, candleTrade.Item2);
}
foreach (var myTrade in candleTrade.Item1)
{
pos += myTrade.Order.Direction == Sides.Buy ? myTrade.Trade.Volume : -myTrade.Trade.Volume;
var pnl = pnlQueue.Process(myTrade.ToMessage());
_statisticManager.AddMyTrade(pnl);
}
_statisticManager.AddPosition(c.OpenTime, pos);
_statisticManager.AddPnL(c.OpenTime, pnlQueue.RealizedPnL + pnlQueue.UnrealizedPnL);
}
pnlValues[c.OpenTime] = pnlValues.TryGetValue(c.OpenTime) + (pnlQueue.RealizedPnL + pnlQueue.UnrealizedPnL);
values.Add(positionElem, positionInd.Process(pos));
return(new RefPair <DateTimeOffset, IDictionary <IChartElement, object> >
{
First = c.OpenTime,
Second = values
});
})
.ToArray();
foreach (var pair in secValues)
{
var dict = chartValues.SafeAdd(pair.First, key => new Dictionary <IChartElement, object>());
foreach (var pair2 in pair.Second)
{
dict[pair2.Key] = pair2.Value;
}
}
}
foreach (var pair in pnlValues)
{
chartValues[pair.Key].Add(equityElem, equityInd.Process(pair.Value));
}
Chart.IsAutoRange = true;
try
{
Chart.Draw(chartValues.Select(p => RefTuple.Create(p.Key, p.Value)));
}
finally
{
Chart.IsAutoRange = false;
}
}
else
{
new MessageBoxBuilder()
.Error()
.Owner(this)
.Text(ea.Error.ToString())
.Show();
}
};
worker.RunWorkerAsync();
}
/// <summary>
/// 显示列表信息
/// </summary>
/// <param name="gvList">GridView对象</param>
/// <param name="pageInfo">分页信息</param>
public void ShowList(PagedGridView gvList, PageInfo pageInfo)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("CatalogID", CurrentId);
parameters.SafeAdd("dataFilter", new Condition(GetFilterString()));
IPageOfList<UploadFile> result = uploadFileService.FindAll(parameters, "Order By FileName", pageInfo);
gvList.ItemCount = result.PageInfo.ItemCount;
gvList.DataSource = result;
gvList.DataBind();
}
public string Save(string argument)
{
AjaxResult ajaxResult = new AjaxResult();
string errorMsg = string.Empty;
DoResult doResult = DoResult.Failed;
string actionMessage = string.Empty;
string parentID = string.Empty;
try
{
Organization org = JsonConvert.DeserializeObject<Organization>(argument);
string actionType = Request.Form["ActionType"];
if (actionType.Equals("Add"))
//if (PageContext.Action == ActionType.Add)
{
IDictionary<string, object> parameter = new Dictionary<string, object>();
parameter.SafeAdd("Name", org.Name);
parameter.SafeAdd("Code", org.Code);
IList<Organization> listOrganization =repository.FindAll<Organization>(parameter);
if (listOrganization.Count == 0)
{
org.ID = string.IsNullOrWhiteSpace(CurrentId) ? IdGenerator.NewComb().ToString() : CurrentId;
org.ParentID = ParentID;
parentID = ParentID;
org.Creator = User.ID;
//org.Modifier = org.Creator;
//org.ModifyTime = org.CreateTime;
}
else
{
doResult = DoResult.Failed;
//获取提示信息
actionMessage = "部门名称已存在";
//记录操作日志
log.Error(string.Format("新增部门：{0}", actionMessage));
ajaxResult.Result = doResult;
ajaxResult.PromptMsg = actionMessage;
return JsonConvert.SerializeObject(ajaxResult);
}
}
else if (actionType.Equals("Update"))
//else if (PageContext.Action == ActionType.Update)
{
Organization orgDetail =repository.GetDomain<Organization>(CurrentId);
org.ParentID = orgDetail.ParentID;
parentID = org.ParentID;
org.ID = orgDetail.ID;
}
string areaCode = Configure.Get("AreaCode", "GDProvince");
if (parentID == areaCode)
{
org.OwnerOrg = string.Format("{0}/{1}/{2}", areaCode, org.Area, org.Code);
}
else if (parentID == "-1")
{
org.OwnerOrg = areaCode;
}
else
{
Organization parentOrg =repository.GetDomain<Organization>(parentID);
org.OwnerOrg = string.Format("{0}/{1}", parentOrg.OwnerOrg, org.Code);
}
repository.SaveOrUpdate(org);
doResult = DoResult.Success;
//获取提示信息
actionMessage = RemarkAttribute.GetEnumRemark(doResult);
//记录操作日志
AddActionLog(org, doResult, actionMessage);
ajaxResult.Result = doResult;
ajaxResult.RetValue = org.ID;
ajaxResult.PromptMsg = actionMessage;
}
catch (Exception ex)
{
actionMessage = RemarkAttribute.GetEnumRemark(doResult);
log.Error(actionMessage, ex);
}
return JsonConvert.SerializeObject(ajaxResult);
}
private void OnProcessPositions(long transactionId, string[] data)
{
var f = Wrapper.FieldsPositions;
var portfChangeMessages = new Dictionary<string, PortfolioChangeMessage>();
foreach (var str in data)
{
var cols = str.ToColumns();
var portfolioName = GetPortfolioName(f.AccCode.GetValue(cols), this.GetBoardCode(f.PlaceCode.GetValue(cols)));
var secCode = f.PaperCode.GetValue(cols);
if (secCode == "money")
{
var changesMsg = portfChangeMessages.SafeAdd(portfolioName, this.CreatePortfolioChangeMessage);
changesMsg.Add(PositionChangeTypes.RealizedPnL, f.PnL.GetValue(cols));
changesMsg.Add(PositionChangeTypes.UnrealizedPnL, f.ProfitVol.GetValue(cols));
changesMsg.Add(PositionChangeTypes.CurrentPrice, f.RealVol.GetValue(cols));
changesMsg.Add(PositionChangeTypes.BeginValue, f.IncomeRest.GetValue(cols));
changesMsg.Add(PositionChangeTypes.CurrentValue, f.RealRest.GetValue(cols));
}
else
{
var secId = new SecurityId { Native = f.PaperNo.GetValue(cols) };
SendOutMessage(new PositionMessage
{
PortfolioName = portfolioName,
SecurityId = secId
});
var changesMsg = this.CreatePositionChangeMessage(portfolioName, secId);
changesMsg.Add(PositionChangeTypes.RealizedPnL, f.PnL.GetValue(cols));
changesMsg.Add(PositionChangeTypes.UnrealizedPnL, f.ProfitVol.GetValue(cols));
changesMsg.Add(PositionChangeTypes.CurrentPrice, f.RealVol.GetValue(cols));
changesMsg.Add(PositionChangeTypes.CurrentValue, f.ForwordRest.GetValue(cols));
changesMsg.Add(PositionChangeTypes.AveragePrice, f.BalancePrice.GetValue(cols));
var varMargin = f.VarMargin.GetValue(cols);
changesMsg.Add(PositionChangeTypes.VariationMargin, varMargin);
if (varMargin != 0)
{
var portfChangesMsg = portfChangeMessages.SafeAdd(portfolioName, this.CreatePortfolioChangeMessage);
var oldVm = portfChangesMsg.Changes.TryGetValue(PositionChangeTypes.VariationMargin);
if(oldVm == null)
portfChangesMsg.Changes[PositionChangeTypes.VariationMargin] = varMargin;
else
portfChangesMsg.Changes[PositionChangeTypes.VariationMargin] = (decimal)oldVm + varMargin;
}
SendOutMessage(changesMsg);
}
}
portfChangeMessages.Values.ForEach(SendOutMessage);
if (transactionId > 0)
{
SendOutMessage(new PortfolioLookupResultMessage
{
OriginalTransactionId = transactionId,
});
}
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
Message TryApplyState(IOriginalTransactionIdMessage msg, SubscriptionStates state)
{
void TryCheckOnline(FilteredMarketDepthInfo info)
{
if (state != SubscriptionStates.Online)
{
return;
}
var book = info.BookSubscription;
var orders = info.OrdersSubscription;
if (info.BookSubscription.State == SubscriptionStates.Online && orders.State == SubscriptionStates.Online)
{
var online = _online.SafeAdd(book.SecurityId.Value);
online.Subscribers.Add(info.SubscribeId);
online.BookSubscribers.Add(book.TransactionId);
online.OrdersSubscribers.Add(orders.TransactionId);
info.Online = online;
}
}
var id = msg.OriginalTransactionId;
lock (_sync)
{
if (_byBookId.TryGetValue(id, out var info))
{
var book = info.BookSubscription;
book.State = book.State.ChangeSubscriptionState(state, id, this);
var subscribeId = info.SubscribeId;
if (!state.IsActive())
{
if (info.Online != null)
{
info.Online.BookSubscribers.Remove(id);
info.Online.OrdersSubscribers.Remove(info.OrdersSubscription.TransactionId);
info.Online.Subscribers.Remove(subscribeId);
info.Online = null;
}
}
else
{
TryCheckOnline(info);
}
switch (book.State)
{
case SubscriptionStates.Stopped:
case SubscriptionStates.Active:
case SubscriptionStates.Error:
return(new SubscriptionResponseMessage {
OriginalTransactionId = subscribeId, Error = (msg as IErrorMessage)?.Error
});
case SubscriptionStates.Finished:
return(new SubscriptionFinishedMessage {
OriginalTransactionId = subscribeId
});
case SubscriptionStates.Online:
return(new SubscriptionOnlineMessage {
OriginalTransactionId = subscribeId
});
default:
throw new ArgumentOutOfRangeException(book.State.ToString());
}
}
else if (_byOrderStatusId.TryGetValue(id, out info))
{
info.OrdersSubscription.State = info.OrdersSubscription.State.ChangeSubscriptionState(state, id, this);
if (!state.IsActive())
{
info.Online?.OrdersSubscribers.Remove(id);
}
else
{
TryCheckOnline(info);
}
return(null);
}
else if (_unsubscribeRequests.TryGetAndRemove(id, out var tuple))
{
info = tuple.Item1;
if (tuple.Item2)
{
var book = info.BookSubscription;
book.State = book.State.ChangeSubscriptionState(SubscriptionStates.Stopped, book.TransactionId, this);
return(new SubscriptionResponseMessage
{
OriginalTransactionId = info.UnSubscribeId,
Error = (msg as IErrorMessage)?.Error,
});
}
else
{
var orders = info.OrdersSubscription;
orders.State = orders.State.ChangeSubscriptionState(SubscriptionStates.Stopped, orders.TransactionId, this);
return(null);
}
}
else
{
return((Message)msg);
}
}
}
List <QuoteChangeMessage> filtered = null;
switch (message.Type)
{
case MessageTypes.SubscriptionResponse:
{
var responseMsg = (SubscriptionResponseMessage)message;
message = TryApplyState(responseMsg, responseMsg.IsOk() ? SubscriptionStates.Active : SubscriptionStates.Error);
break;
}
case MessageTypes.SubscriptionFinished:
{
message = TryApplyState((SubscriptionFinishedMessage)message, SubscriptionStates.Finished);
break;
}
case MessageTypes.SubscriptionOnline:
{
message = TryApplyState((SubscriptionOnlineMessage)message, SubscriptionStates.Online);
break;
}
case MessageTypes.QuoteChange:
{
var quoteMsg = (QuoteChangeMessage)message;
if (quoteMsg.State != null)
{
break;
}
HashSet <long> leftIds = null;
lock (_sync)
{
if (_byBookId.Count == 0)
{
break;
}
var ids = quoteMsg.GetSubscriptionIds();
HashSet <long> processed = null;
foreach (var id in ids)
{
if (processed != null && processed.Contains(id))
{
continue;
}
if (!_byBookId.TryGetValue(id, out var info))
{
continue;
}
var book = info.Process(quoteMsg);
if (leftIds is null)
{
leftIds = new HashSet <long>(ids);
}
if (info.Online is null)
{
leftIds.Remove(id);
}
else
{
if (processed is null)
{
processed = new HashSet <long>();
}
processed.AddRange(info.Online.BookSubscribers.Cache);
leftIds.RemoveRange(info.Online.BookSubscribers.Cache);
}
if (filtered == null)
{
filtered = new List <QuoteChangeMessage>();
}
filtered.Add(book);
}
}
if (leftIds is null)
{
break;
}
else if (leftIds.Count == 0)
{
message = null;
}
else
{
quoteMsg.SetSubscriptionIds(leftIds.ToArray());
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (execMsg.IsMarketData())
{
break;
}
HashSet <long> leftIds = null;
lock (_sync)
{
if (_byOrderStatusId.Count == 0)
{
break;
}
var ids = execMsg.GetSubscriptionIds();
HashSet <long> processed = null;
foreach (var id in ids)
{
if (processed != null && processed.Contains(id))
{
continue;
}
if (!_byOrderStatusId.TryGetValue(id, out var info))
{
continue;
}
if (leftIds is null)
{
leftIds = new HashSet <long>(ids);
}
if (info.Online is null)
{
leftIds.Remove(id);
}
else
{
if (processed is null)
{
processed = new HashSet <long>();
}
processed.AddRange(info.Online.OrdersSubscribers.Cache);
leftIds.RemoveRange(info.Online.OrdersSubscribers.Cache);
}
if (filtered is null)
{
filtered = new List <QuoteChangeMessage>();
}
var book = info.Process(execMsg);
if (book is object)
{
filtered.Add(book);
}
}
}
if (leftIds is null)
{
break;
}
else if (leftIds.Count == 0)
{
message = null;
}
else
{
execMsg.SetSubscriptionIds(leftIds.ToArray());
}
break;
}
}
if (message != null)
{
base.OnInnerAdapterNewOutMessage(message);
}
if (filtered != null)
{
foreach (var book in filtered)
{
base.OnInnerAdapterNewOutMessage(book);
}
}
}
/// <summary>
/// Start storage auto-save thread.
/// </summary>
private void StartStorageTimer()
{
if (_timer != null || !Buffer.Enabled || Buffer.DisableStorageTimer)
{
return;
}
var isProcessing = false;
var sync = new SyncObject();
var unkByOrderId = new Dictionary <long, List <ExecutionMessage> >();
var unkByOrderStringId = new Dictionary <string, List <ExecutionMessage> >(StringComparer.InvariantCultureIgnoreCase);
_timer = ThreadingHelper.Timer(() =>
{
lock (sync)
{
if (isProcessing)
{
return;
}
isProcessing = true;
}
try
{
var incremental = Settings.IsMode(StorageModes.Incremental);
var snapshot = Settings.IsMode(StorageModes.Snapshot);
foreach (var pair in Buffer.GetTicks())
{
if (incremental)
{
Settings.GetStorage <ExecutionMessage>(pair.Key, ExecutionTypes.Tick).Save(pair.Value);
}
}
foreach (var pair in Buffer.GetOrderLog())
{
if (incremental)
{
Settings.GetStorage <ExecutionMessage>(pair.Key, ExecutionTypes.OrderLog).Save(pair.Value);
}
}
foreach (var pair in Buffer.GetTransactions())
{
var secId = pair.Key;
if (incremental)
{
Settings.GetStorage <ExecutionMessage>(secId, ExecutionTypes.Transaction).Save(pair.Value);
}
if (snapshot)
{
var snapshotStorage = GetSnapshotStorage(DataType.Transactions);
foreach (var message in pair.Value)
{
// do not store cancellation commands into snapshot
if (message.IsCancellation /* && message.TransactionId != 0*/)
{
continue;
}
var originTransId = message.OriginalTransactionId;
if (message.TransactionId == 0 && originTransId == 0)
{
if (!message.HasTradeInfo)
{
continue;
}
long transId;
if (message.OrderId != null)
{
if (!_orderIds.TryGetValue(message.OrderId.Value, out transId))
{
unkByOrderId.SafeAdd(message.OrderId.Value).Add(message);
continue;
}
}
else if (!message.OrderStringId.IsEmpty())
{
if (!_orderStringIds.TryGetValue(message.OrderStringId, out transId))
{
unkByOrderStringId.SafeAdd(message.OrderStringId).Add(message);
continue;
}
}
else
{
continue;
}
originTransId = transId;
}
else
{
if (originTransId != 0)
{
if (/*message.TransactionId == 0 && */ _cancellationTransactions.TryGetValue(originTransId, out var temp))
{
// do not store cancellation errors
if (message.Error != null)
{
continue;
}
// override cancel trans id by original order's registration trans id
originTransId = temp;
}
if (_orderStatusIds.Contains(originTransId))
{
// override status request trans id by original order's registration trans id
originTransId = message.TransactionId;
}
}
if (originTransId != 0)
{
if (message.OrderId != null)
{
_orderIds.TryAdd(message.OrderId.Value, originTransId);
}
else if (message.OrderStringId != null)
{
_orderStringIds.TryAdd(message.OrderStringId, originTransId);
}
}
}
message.SecurityId = secId;
if (message.TransactionId == 0)
{
message.TransactionId = originTransId;
}
message.OriginalTransactionId = 0;
SaveTransaction(snapshotStorage, message);
if (message.OrderId != null)
{
if (unkByOrderId.TryGetValue(message.OrderId.Value, out var suspended))
{
unkByOrderId.Remove(message.OrderId.Value);
foreach (var trade in suspended)
{
trade.TransactionId = message.TransactionId;
SaveTransaction(snapshotStorage, trade);
}
}
}
else if (!message.OrderStringId.IsEmpty())
{
if (unkByOrderStringId.TryGetValue(message.OrderStringId, out var suspended))
{
unkByOrderStringId.Remove(message.OrderStringId);
foreach (var trade in suspended)
{
trade.TransactionId = message.TransactionId;
SaveTransaction(snapshotStorage, trade);
}
}
}
}
}
}
foreach (var pair in Buffer.GetOrderBooks())
{
if (incremental)
{
Settings.GetStorage <QuoteChangeMessage>(pair.Key, null).Save(pair.Value);
}
if (snapshot)
{
var snapshotStorage = GetSnapshotStorage(DataType.MarketDepth);
foreach (var message in pair.Value)
{
snapshotStorage.Update(message);
}
}
}
foreach (var pair in Buffer.GetLevel1())
{
var messages = pair.Value.Where(m => m.Changes.Count > 0).ToArray();
if (incremental)
{
Settings.GetStorage <Level1ChangeMessage>(pair.Key, null).Save(messages);
}
if (Settings.IsMode(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(DataType.Level1);
foreach (var message in messages)
{
snapshotStorage.Update(message);
}
}
}
foreach (var pair in Buffer.GetCandles())
{
Settings.GetStorage(pair.Key.Item1, pair.Key.Item2, pair.Key.Item3).Save(pair.Value);
}
foreach (var pair in Buffer.GetPositionChanges())
{
var messages = pair.Value.Where(m => m.Changes.Count > 0).ToArray();
if (incremental)
{
Settings.GetStorage <PositionChangeMessage>(pair.Key, null).Save(messages);
}
if (snapshot)
{
var snapshotStorage = GetSnapshotStorage(DataType.PositionChanges);
foreach (var message in messages)
{
snapshotStorage.Update(message);
}
}
}
var news = Buffer.GetNews().ToArray();
if (news.Length > 0)
{
Settings.GetStorage <NewsMessage>(default, null).Save(news);
/*qlj 2013.1.8改 将表单独立于流程之外*/
public ActionResult Index()
{
//IWorkflowEngine engine = new WorkflowEngine();
try
{
string processDefID = Request.QueryString["processDefID"];
string entry = Request.QueryString["Entry"];
string eFormID = Request.QueryString["eFormID"];
ManualActivity manualActivity = null;
eForm formInfo = null;
if (string.IsNullOrEmpty(processDefID) && !string.IsNullOrEmpty(eFormID))
{
formInfo = repository.GetDomain<eForm>(eFormID);
}
else
{
if (!string.IsNullOrEmpty(processDefID) && entry.EqualIgnoreCase("StartProcess"))
{
Activity startActivity = workflowEngine.Persistence.GetStartActivity(processDefID);
manualActivity = workflowEngine.Persistence.GetOutActivities(processDefID, startActivity.ID)[0] as ManualActivity;
}
else
{
string workItemID = Request.QueryString["workItemID"];
WorkItem workItem = repository.GetDomain<WorkItem>(workItemID);
ActivityInst activityInst = workflowEngine.Persistence.GetActivityInst(workItem.ActivityInstID);
manualActivity = workflowEngine.Persistence.GetActivity(workItem.ProcessID, activityInst.ActivityDefID) as ManualActivity;
}
}
if (manualActivity != null && manualActivity.eForm != null)
{
formInfo = repository.GetDomain<eForm>(manualActivity.eForm);
}
if (formInfo != null&&!string.IsNullOrEmpty(formInfo.Content))
{
Form form=JsonConvert.DeserializeObject<Form>(formInfo.Content);
string processInstID = Request.QueryString["processInstID"];
ProcessForm processForm = null;
IDictionary<string, object> values = new Dictionary<string, object>();
if (!string.IsNullOrEmpty(processInstID))
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("processInstID", processInstID);
processForm = repository.FindOne<ProcessForm>(parameters);
if (processForm != null)
{
parameters.Clear();
parameters.Add("ID", processForm.BizID);
DataTable dt = repository.ExecuteDataTable<ProcessForm>(string.Format("select * from {0}", processForm.BizTable), parameters);
if (dt != null && dt.Rows.Count > 0)
{
foreach (DataRow row in dt.Rows)
{
foreach (var field in form.Fields)//manualActivity.Form.Fields)
{
if (field.ControlType == ControlType.SysVariable || field.ControlType == ControlType.HiddenInput)
{
switch (field.DefaultValue.ToInt())
{
case (short)SystemControlType.OrgID:
Organization org = repository.Query<Organization>().FirstOrDefault(o => o.Code == workContext.User.OrgID);
values.SafeAdd(field.Name, org.Name);
if (!string.IsNullOrEmpty(field.ExtendData))
{
values.SafeAdd(field.ExtendData, workContext.User.OrgID);
}
break;
case (short)SystemControlType.UserID:
values.SafeAdd(field.Name, workContext.User.Name);
if (!string.IsNullOrEmpty(field.ExtendData))
{
values.SafeAdd(field.ExtendData, workContext.User.ID);
}
break;
case (short)SystemControlType.CurrentDate:
values.SafeAdd(field.Name, DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss"));
break;
}
}
else if (dt.Columns.Contains(field.Name))
{
if (!string.IsNullOrEmpty(row[field.Name].ToSafeString()))
{
values.SafeAdd(field.Name, row[field.Name]);
}
else
{
if (!string.IsNullOrEmpty(field.DefaultValue))
values.SafeAdd(field.Name, field.DefaultValue);
}
}
}
}
}
}
}
if (processForm == null)
{
foreach (var field in form.Fields)//manualActivity.Form.Fields)
{
if (field.ControlType == ControlType.SysVariable||field.ControlType==ControlType.HiddenInput)
{
switch (field.DefaultValue.ToInt())
{
case (short)SystemControlType.OrgID:
Organization org = repository.Query<Organization>().FirstOrDefault(o => o.Code == workContext.User.OrgID);
values.SafeAdd(field.Name, org.Name);
if (!string.IsNullOrEmpty(field.ExtendData))
{
values.SafeAdd(field.ExtendData, workContext.User.OrgID);
}
break;
case (short)SystemControlType.UserID:
values.SafeAdd(field.Name, workContext.User.Name);
if (!string.IsNullOrEmpty(field.ExtendData))
{
values.SafeAdd(field.ExtendData, workContext.User.ID);
}
break;
case (short)SystemControlType.CurrentDate:
values.SafeAdd(field.Name, DateTime.Now.ToSafeDateTime());
break;
}
}
else if (field.ControlType != ControlType.SysVariable && field.ControlType != ControlType.HiddenInput)
{
if (!string.IsNullOrEmpty(field.DefaultValue))
values.SafeAdd(field.Name, field.DefaultValue);
}
else
{
// values.SafeAdd(field.Name, workContext.);
}
}
}
ViewData["Values"] = values;
ViewData["Form"] = form;//manualActivity.Form;
}
//}
}
catch (Exception ex)
{
log.Error("初始化表单失败" + ex);
}
return View();
}
public static GridFilter GetFilter(this DataSourceRequest command)
{
if (command.PageSize == 0)
{
command.PageSize = Configure.Get<int>("PageSize", 15);
}
IDictionary<string, object> parameters = new Dictionary<string, object>();
string sortcommand = null;
if (command.Sorts != null && command.Sorts.Count > 0)
{
string sortDirection = ListSortDirection.Ascending == command.Sorts[0].SortDirection ? "asc" : "desc";
sortcommand = string.Format("order by {0} {1}", command.Sorts[0].Member, sortDirection);
}
if (command.Filters != null)
{
foreach (IFilterDescriptor filterDescriptor in command.Filters)
{
parameters.SafeAdd(ApplyFilter(filterDescriptor));
}
}
return new GridFilter()
{
PageInfo = new PageInfo() { PageIndex = command.Page, PageSize = command.PageSize },
Parameters = parameters,
SortCommand = sortcommand
};
}
public static void Assign <TConvention>(string entityName)
where TConvention : class, ISqlConvention, new()
{
_Conventions.SafeAdd(entityName, new TConvention());
}
/// <summary>
/// 返回查询条件
/// </summary>
/// <param name="filterValues"></param>
public override KeyValuePair<string, IDictionary<string, object>> GetFilterCondition(IDictionary<string, object> filterValues)
{
string paramValue = GetFilterValue<string>(filterValues, Field.Name + "data").Trim(',').Trim();
string inputValue = GetFilterValue<string>(filterValues, Field.Name).Trim(',').Trim();
if (inputValue == "批量值" && !string.IsNullOrEmpty(paramValue))
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.Add(new KeyValuePair<string, object>(ParamChar + Field.Name, paramValue));
return new KeyValuePair<string, IDictionary<string, object>>(string.Format(" And {0} in (select value from DD_BatchValue where BatchDataID={1}{0}) ", Field.Name, ParamChar), parameters);
}
if (Field.DataType == DataType.String)
{
Dictionary<string, object> parameters = new Dictionary<string, object>();
if (HasValue(filterValues))
{
KeyValuePair<string, object> parameter = NewParameter(Field.Name, filterValues);
parameters.SafeAdd(parameter.Key, parameter.Value);
}
return new KeyValuePair<string, IDictionary<string, object>>(string.Format(" And {0}={1}{0}", Field.Name, ParamChar), parameters);
// return new KeyValuePair<string, IDictionary<string, object>>(string.Format(" And {0} like '%'{2}{1}{0}{2}'%' ", Field.Name, ParamChar, ParamChar == "@" ? "+" : "||"), parameters);
}
return base.GetFilterCondition(filterValues);
}
public void Process(ExecutionMessage message)
{
if (!message.HasOrderInfo())
{
throw new ArgumentException(nameof(message));
}
// ignore market orders
if (message.OrderPrice == 0)
{
return;
}
// ignore unknown orders
if (message.OriginalTransactionId == 0)
{
return;
}
var key = Tuple.Create(message.Side, message.OrderPrice);
switch (message.OrderState)
{
case OrderStates.Done:
case OrderStates.Failed:
{
var pair = _executions.TryGetValue(key);
if (pair == null)
{
break;
}
var balance = pair.First.TryGetAndRemove(message.OriginalTransactionId);
if (pair.First.Count == 0)
{
_executions.Remove(key);
}
else
{
pair.Second -= balance;
}
break;
}
case OrderStates.Active:
{
var balance = message.Balance;
if (balance != null)
{
var pair = _executions.SafeAdd(key, k => RefTuple.Create(new Dictionary <long, decimal>(), 0M));
var prev = pair.First.TryGetValue(message.OriginalTransactionId);
pair.First[message.OriginalTransactionId] = balance.Value;
pair.Second += balance.Value - prev;
}
break;
}
}
}
public ActionResult Form()
{
try
{
string processDefID = Request.QueryString["processDefID"];
string eFormID = Request.QueryString["eFormID"];
string entry = Request.QueryString["Entry"];
eForm formInfo = null;
if (string.IsNullOrEmpty(processDefID) && !string.IsNullOrEmpty(eFormID))
{
formInfo = repository.GetDomain<eForm>(eFormID);
}
if (formInfo != null && !string.IsNullOrEmpty(formInfo.Content))
{
Form form = JsonConvert.DeserializeObject<Form>(formInfo.Content);
string processInstID = Request.QueryString["processInstID"];
//ProcessForm processForm = null;
IDictionary<string, object> values = new Dictionary<string, object>();
//if (!string.IsNullOrEmpty(processInstID))
//{
// IDictionary<string, object> parameters = new Dictionary<string, object>();
// parameters.SafeAdd("processInstID", processInstID);
// processForm = repository.FindOne<ProcessForm>(parameters);
// if (processForm != null)
// {
// parameters.Clear();
// parameters.Add("ID", processForm.BizID);
// DataTable dt = repository.ExecuteDataTable<ProcessForm>(string.Format("select * from {0}", processForm.BizTable), parameters);
// if (dt != null && dt.Rows.Count > 0)
// {
// foreach (DataRow row in dt.Rows)
// {
// foreach (var field in form.Fields)//manualActivity.Form.Fields)
// {
// if (field.ControlType == ControlType.SysVariable)
// {
// switch (field.DefaultValue.ToInt())
// {
// case (short)SystemControlType.OrgID:
// Organization org = repository.Query<Organization>().FirstOrDefault(o => o.Code == workContext.User.OrgID);
// values.SafeAdd(field.Name, org.Name);
// if (!string.IsNullOrEmpty(field.ExtendData))
// {
// values.SafeAdd(field.ExtendData, workContext.User.OrgID);
// }
// break;
// case (short)SystemControlType.UserID:
// values.SafeAdd(field.Name, workContext.User.Name);
// if (!string.IsNullOrEmpty(field.ExtendData))
// {
// values.SafeAdd(field.ExtendData, workContext.User.ID);
// }
// break;
// case (short)SystemControlType.CurrentDate:
// values.SafeAdd(field.Name, DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss"));
// break;
// }
// }
// else if (dt.Columns.Contains(field.Name))
// {
// if (!string.IsNullOrEmpty(row[field.Name].ToSafeString()))
// {
// values.SafeAdd(field.Name, row[field.Name]);
// }
// else
// {
// if (!string.IsNullOrEmpty(field.DefaultValue))
// values.SafeAdd(field.Name, field.DefaultValue);
// }
// }
// }
// }
// }
// }
//}
//if (processForm == null)
//{
foreach (var field in form.Fields)//manualActivity.Form.Fields)
{
if (field.ControlType == ControlType.SysVariable)
{
switch (field.DefaultValue.ToInt())
{
case (short)SystemControlType.OrgID:
Organization org = repository.Query<Organization>().FirstOrDefault(o => o.Code == workContext.User.OrgID);
values.SafeAdd(field.Name, org.Name);
if (!string.IsNullOrEmpty(field.ExtendData))
{
values.SafeAdd(field.ExtendData, workContext.User.OrgID);
}
break;
case (short)SystemControlType.UserID:
values.SafeAdd(field.Name, workContext.User.Name);
if (!string.IsNullOrEmpty(field.ExtendData))
{
values.SafeAdd(field.ExtendData, workContext.User.ID);
}
break;
case (short)SystemControlType.CurrentDate:
values.SafeAdd(field.Name, DateTime.Now.ToSafeDateTime());
break;
}
}
else if (field.ControlType != ControlType.SysVariable && field.ControlType != ControlType.HiddenInput)
{
if (!string.IsNullOrEmpty(field.DefaultValue))
values.SafeAdd(field.Name, field.DefaultValue);
}
else
{
// values.SafeAdd(field.Name, workContext.);
}
}
//}
//ViewData["Values"] = values;
//ViewData["Form"] = form;//manualActivity.Form;
FormModel formModel = new FormModel()
{
Form = form,
Values = values
};
}
}
catch (Exception ex)
{
log.Error("初始化表单失败" + ex);
}
return View();
}
/// <inheritdoc />
public override void Generate()
{
var hasTemplate = !Template.IsEmpty();
if (hasTemplate)
{
File.Copy(Template, FileName);
}
using (var stream = File.OpenWrite(FileName))
using (var worker = hasTemplate ? _provider.OpenExist(stream) : _provider.CreateNew(stream))
{
foreach (var strategy in Strategies)
{
if (Template.IsEmpty())
{
worker.RenameSheet(strategy.Name);
}
else
{
if (!worker.ContainsSheet(strategy.Name))
{
worker.AddSheet().RenameSheet(strategy.Name);
}
}
worker
.SetCell(0, 0, LocalizedStrings.Str1331)
.SetCell(0, 1, LocalizedStrings.Security + ":")
.SetCell(1, 1, strategy.Security != null ? strategy.Security.Id : string.Empty)
.SetCell(0, 2, LocalizedStrings.Portfolio + ":")
.SetCell(1, 2, strategy.Portfolio != null ? strategy.Portfolio.Name : string.Empty)
.SetCell(0, 3, LocalizedStrings.Str1334)
.SetCell(1, 3, Format(strategy.TotalWorkingTime))
.SetCell(0, 4, LocalizedStrings.Str1335)
//.SetCell(1, 4, FormatTime(base.Strategy.TotalCPUTime))
.SetCell(0, 5, LocalizedStrings.Str862 + ":")
.SetCell(1, 5, strategy.Position)
.SetCell(0, 6, LocalizedStrings.PnL + ":")
.SetCell(1, 6, strategy.PnL)
.SetCell(0, 7, LocalizedStrings.Str159 + ":")
.SetCell(1, 7, strategy.Commission)
.SetCell(0, 8, LocalizedStrings.Str163 + ":")
.SetCell(1, 8, strategy.Slippage)
.SetCell(0, 9, LocalizedStrings.Str161 + ":")
.SetCell(1, 9, Format(strategy.Latency));
var rowIndex = 11;
foreach (var parameter in strategy.StatisticManager.Parameters.SyncGet(c => c.ToArray()))
{
var value = parameter.Value;
if (value is TimeSpan ts)
{
value = Format(ts);
}
else if (value is decimal dec)
{
value = dec.Round(Decimals);
}
worker
.SetCell(0, rowIndex, parameter.Name)
.SetCell(1, rowIndex, value);
rowIndex++;
}
rowIndex += 2;
worker.SetCell(0, rowIndex, LocalizedStrings.Str1340);
rowIndex++;
foreach (var strategyParam in strategy.Parameters.CachedValues)
{
var value = strategyParam.Value;
if (value is TimeSpan span)
{
value = Format(span);
}
else if (value is decimal dec)
{
value = dec.Round(Decimals);
}
worker
.SetCell(0, rowIndex, strategyParam.Name)
.SetCell(1, rowIndex, value);
rowIndex++;
}
var columnShift = 3;
worker
.SetCell(columnShift + 0, 0, LocalizedStrings.Str985)
.SetCell(columnShift + 0, 1, LocalizedStrings.Str1192).SetStyle(columnShift + 0, typeof(long))
.SetCell(columnShift + 1, 1, LocalizedStrings.Transaction).SetStyle(columnShift + 1, typeof(long))
.SetCell(columnShift + 2, 1, LocalizedStrings.Time).SetStyle(columnShift + 2, "HH:mm:ss.fff")
.SetCell(columnShift + 3, 1, LocalizedStrings.Price).SetStyle(columnShift + 3, typeof(decimal))
.SetCell(columnShift + 4, 1, LocalizedStrings.Str1341).SetStyle(columnShift + 4, typeof(decimal))
.SetCell(columnShift + 5, 1, LocalizedStrings.Volume).SetStyle(columnShift + 5, typeof(decimal))
.SetCell(columnShift + 6, 1, LocalizedStrings.Str128)
.SetCell(columnShift + 7, 1, LocalizedStrings.Str1190).SetStyle(columnShift + 7, typeof(long))
.SetCell(columnShift + 8, 1, LocalizedStrings.Str163).SetStyle(columnShift + 8, typeof(decimal))
.SetCell(columnShift + 9, 1, LocalizedStrings.Str135)
.SetCell(columnShift + 10, 1, LocalizedStrings.Str1342).SetStyle(columnShift + 11, typeof(decimal))
.SetCell(columnShift + 11, 1, LocalizedStrings.Str1343).SetStyle(columnShift + 12, typeof(decimal))
.SetCell(columnShift + 12, 1, LocalizedStrings.Str1344).SetStyle(columnShift + 13, typeof(decimal))
.SetCell(columnShift + 13, 1, LocalizedStrings.Str1345).SetStyle(columnShift + 14, typeof(decimal))
.SetCell(columnShift + 14, 1, LocalizedStrings.Str862).SetStyle(columnShift + 15, typeof(decimal));
//worker
// .SetConditionalFormatting(columnShift + 10, ComparisonOperator.Less, "0", null, Colors.Red)
// .SetConditionalFormatting(columnShift + 11, ComparisonOperator.Less, "0", null, Colors.Red)
// .SetConditionalFormatting(columnShift + 12, ComparisonOperator.Less, "0", null, Colors.Red)
// .SetConditionalFormatting(columnShift + 13, ComparisonOperator.Less, "0", null, Colors.Red);
var totalPnL = 0m;
var position = 0m;
var queues = new Dictionary <Security, PnLQueue>();
rowIndex = 2;
foreach (var trade in strategy.MyTrades.ToArray())
{
var tradePnL = strategy.PnLManager.ProcessMessage(trade.ToMessage())?.PnL ?? 0;
totalPnL += tradePnL;
position += trade.GetPosition() ?? 0;
var queue = queues.SafeAdd(trade.Trade.Security, key => new PnLQueue(key.ToSecurityId()));
var localInfo = queue.Process(trade.ToMessage());
worker
.SetCell(columnShift + 0, rowIndex, trade.Trade.Id)
.SetCell(columnShift + 1, rowIndex, trade.Order.TransactionId)
.SetCell(columnShift + 2, rowIndex, Format(trade.Trade.Time))
.SetCell(columnShift + 3, rowIndex, trade.Trade.Price)
.SetCell(columnShift + 4, rowIndex, trade.Order.Price)
.SetCell(columnShift + 5, rowIndex, trade.Trade.Volume)
.SetCell(columnShift + 6, rowIndex, Format(trade.Order.Direction))
.SetCell(columnShift + 7, rowIndex, trade.Order.Id)
.SetCell(columnShift + 8, rowIndex, trade.Slippage)
.SetCell(columnShift + 9, rowIndex, trade.Order.Comment)
.SetCell(columnShift + 10, rowIndex, tradePnL.Round(Decimals))
.SetCell(columnShift + 11, rowIndex, localInfo.PnL.Round(Decimals))
.SetCell(columnShift + 12, rowIndex, totalPnL.Round(Decimals))
.SetCell(columnShift + 13, rowIndex, queue.RealizedPnL.Round(Decimals))
.SetCell(columnShift + 14, rowIndex, position);
rowIndex++;
}
if (IncludeOrders)
{
columnShift += 17;
worker
.SetCell(columnShift + 0, 0, LocalizedStrings.Orders)
.SetCell(columnShift + 0, 1, LocalizedStrings.Str1190).SetStyle(columnShift + 0, typeof(long))
.SetCell(columnShift + 1, 1, LocalizedStrings.Transaction).SetStyle(columnShift + 1, typeof(long))
.SetCell(columnShift + 2, 1, LocalizedStrings.Str128)
.SetCell(columnShift + 3, 1, LocalizedStrings.Str1346).SetStyle(columnShift + 3, "HH:mm:ss.fff")
.SetCell(columnShift + 4, 1, LocalizedStrings.Str1347).SetStyle(columnShift + 4, "HH:mm:ss.fff")
.SetCell(columnShift + 5, 1, LocalizedStrings.Str1348)
.SetCell(columnShift + 6, 1, LocalizedStrings.Price).SetStyle(columnShift + 6, typeof(decimal))
.SetCell(columnShift + 7, 1, LocalizedStrings.Str1324)
.SetCell(columnShift + 8, 1, LocalizedStrings.State)
.SetCell(columnShift + 9, 1, LocalizedStrings.Str1325).SetStyle(columnShift + 10, typeof(decimal))
.SetCell(columnShift + 10, 1, LocalizedStrings.Volume).SetStyle(columnShift + 11, typeof(decimal))
.SetCell(columnShift + 11, 1, LocalizedStrings.Type)
.SetCell(columnShift + 12, 1, LocalizedStrings.Str1326)
.SetCell(columnShift + 13, 1, LocalizedStrings.Str1327)
.SetCell(columnShift + 14, 1, LocalizedStrings.Str135);
//worker
// .SetConditionalFormatting(columnShift + 8, ComparisonOperator.Equal, "\"{0}\"".Put(LocalizedStrings.Str1329), null, Colors.Green)
// .SetConditionalFormatting(columnShift + 8, ComparisonOperator.Equal, "\"{0}\"".Put(LocalizedStrings.Str238), null, Colors.Red);
rowIndex = 2;
foreach (var order in strategy.Orders.ToArray())
{
worker
.SetCell(columnShift + 0, rowIndex, order.Id)
.SetCell(columnShift + 1, rowIndex, order.TransactionId)
.SetCell(columnShift + 2, rowIndex, Format(order.Direction))
.SetCell(columnShift + 3, rowIndex, Format(order.Time))
.SetCell(columnShift + 4, rowIndex, Format(order.LastChangeTime))
.SetCell(columnShift + 5, rowIndex, Format(order.LastChangeTime - order.Time))
.SetCell(columnShift + 6, rowIndex, order.Price)
.SetCell(columnShift + 7, rowIndex, Format(order.State))
.SetCell(columnShift + 8, rowIndex, order.IsMatched() ? LocalizedStrings.Str1328 : (order.IsCanceled() ? LocalizedStrings.Str1329 : LocalizedStrings.Str238))
.SetCell(columnShift + 9, rowIndex, order.Balance)
.SetCell(columnShift + 10, rowIndex, order.Volume)
.SetCell(columnShift + 11, rowIndex, Format(order.Type))
.SetCell(columnShift + 12, rowIndex, Format(order.LatencyRegistration))
.SetCell(columnShift + 13, rowIndex, Format(order.LatencyCancellation))
.SetCell(columnShift + 14, rowIndex, order.Comment);
if (order.Condition != null)
{
var stopParams = order.Condition.Parameters.Keys.ToArray();
for (var i = 0; i < stopParams.Length; i++)
{
worker.SetCell(columnShift + 11 + i, rowIndex, stopParams[i]);
}
}
rowIndex++;
}
}
}
}
}
public void AddRename(string key, string value)
{
Renames.SafeAdd <string, string>(key, value);
}
OrderInfo EnsureGetInfo <TMessage>(TMessage msg, Sides side, decimal volume, decimal balance)
where TMessage : Message, ITransactionIdMessage, ISecurityIdMessage, IPortfolioNameMessage
{
this.AddDebugLog("{0} bal_new {1}/{2}.", msg.TransactionId, balance, volume);
return(_ordersInfo.SafeAdd(msg.TransactionId, key => new OrderInfo(key, msg.SecurityId, msg.PortfolioName, side, volume, balance)));
}
/// <summary>
/// 获取员工所在部门名称
/// </summary>
/// <param name="orgID">组织ID</param>
/// <returns></returns>
public IList<Organization> GetOrgNameByUserID(string userID)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("ID", new Condition(string.Format("ID in (select b.OrgID from OM_EmployeeOrg b where b.EmployeeID='{0}')", userID)));
return repository.FindAll<Organization>(parameters);
}
/// <summary>
/// 初始化对象
/// </summary>
/// <param name="xElem"></param>
public override void Initilize(XElement xElem)
{
Attibutes = new Dictionary<string, object>();
Properties = new Dictionary<string, object>();
XElement basic = xElem.Element("basic");
xElem.Attributes()
.ForEach(e => { if (!string.IsNullOrEmpty(e.Name.LocalName) && !string.IsNullOrEmpty(e.Value))Attibutes.SafeAdd(e.Name.LocalName, e.Value.Trim()); });
basic.Elements()
.Where(e => e.Elements().Count() == 0)
.ForEach(e => { if (!string.IsNullOrEmpty(e.Name.LocalName) && !string.IsNullOrEmpty(e.Value)) Properties.SafeAdd(e.Name.LocalName, e.Value.Trim()); });
TimeLimit = new TimeLimit(this, basic.Element("timeLimit"));
var xInitiator = basic.Element("initiator");
StarterType = xInitiator.Element("starterType").Value;
Initiators = xInitiator.Elements("participantor").Select(o => new Participantor(this, o)).ToList();
TriggerEvents = basic.Element("triggerEvents").Elements("triggerEvent").Select(o => new TriggerEvent(this, o)).ToList();
Activities = xElem.Element("activities").Elements("activity").Select(e => ObejectFactory.CreateActivity(this, e)).ToList();
Transitions = xElem.Element("transitions").Elements("transition").Select(e => new Transition(this, e)).ToList();
XElement xResource = xElem.Element("resource");
BizVariables = xResource.Element("bizVariables").Elements("bizVariable").Select(e => new BizVariable(this, e)).ToList();
Notes = xResource.Element("notes").Elements("note").Select(e => new Note(this, e)).ToList();
}
public static Dictionary<uint, Client.GameState> SafeReturn()
{
Dictionary<uint, Client.GameState> toReturn = new Dictionary<uint, Client.GameState>();
try
{
lock (Kernel.GamePool)
{
foreach (Client.GameState c in Kernel.GamePool.Values)
if (c != null)
if (c.Entity != null)
toReturn.SafeAdd(c.Entity.UID, c);
}
}
catch { Console.WriteLine("Error at safe return"); }
return toReturn;
}
private void ConvertFile(string fileName, IStorageRegistry registry, StorageFormats format, ExchangeBoard board, string securityLike, Dictionary <SecurityId, IOrderLogMarketDepthBuilder> orderLog2OrderBookBuilders, int orderBookMaxDepth, TimeZoneInfo tz, TimeZoneInfo mz)
{
if (!_isStarted)
{
return;
}
var fileNameKey = format + "_" + fileName;
if (_convertedFiles.Contains(fileNameKey))
{
return;
}
_logManager.Application.AddInfoLog("Начата конвертация файла {0}.", fileName);
var securitiesStrings = securityLike.Split(",");
var data = new Dictionary <SecurityId, Tuple <List <QuoteChangeMessage>, List <ExecutionMessage>, List <Level1ChangeMessage>, List <ExecutionMessage> > >();
DateTimeOffset ToLocalDto(DateTime dt) => dt.ApplyTimeZone(tz);
DateTimeOffset ToServerDto(DateTime dt) => dt.ApplyTimeZone(mz);
using (var qr = QshReader.Open(fileName))
{
var reader = qr;
for (var i = 0; i < qr.StreamCount; i++)
{
var stream = (ISecurityStream)qr[i];
var securityId = GetSecurityId(stream.Security, board.Code);
var priceStep = (decimal)stream.Security.Step;
var lastTransactionId = 0L;
var builder = orderLog2OrderBookBuilders?.SafeAdd(securityId, key => new PlazaOrderLogMarketDepthBuilder(key));
if (securitiesStrings.Length > 0)
{
var secCode = securityId.SecurityCode;
var streamContainsSecurityFromMask = securitiesStrings.Any(mask =>
{
var isEndMulti = mask.EndsWith("*");
var isStartMulti = mask.StartsWith("*");
if (isStartMulti)
{
mask = mask.Substring(1);
}
if (isEndMulti)
{
mask = mask.Substring(0, mask.Length - 1);
}
if (isEndMulti)
{
if (isStartMulti)
{
return(secCode.ContainsIgnoreCase(mask));
}
else
{
return(secCode.StartsWith(mask, StringComparison.InvariantCultureIgnoreCase));
}
}
else if (isStartMulti)
{
return(secCode.EndsWith(mask, StringComparison.InvariantCultureIgnoreCase));
}
else
{
return(secCode.CompareIgnoreCase(mask));
}
});
if (!streamContainsSecurityFromMask)
{
continue;
}
}
var secData = data.SafeAdd(securityId, key => Tuple.Create(new List <QuoteChangeMessage>(), new List <ExecutionMessage>(), new List <Level1ChangeMessage>(), new List <ExecutionMessage>()));
switch (stream.Type)
{
case StreamType.Quotes:
{
((IQuotesStream)stream).Handler += quotes =>
{
var bids = new List <QuoteChange>();
var asks = new List <QuoteChange>();
foreach (var q in quotes)
{
switch (q.Type)
{
//case QuoteType.Unknown:
//case QuoteType.Free:
//case QuoteType.Spread:
// throw new ArgumentException(q.Type.ToString());
case QuoteType.Ask:
case QuoteType.BestAsk:
asks.Add(new QuoteChange(priceStep * q.Price, q.Volume));
break;
case QuoteType.Bid:
case QuoteType.BestBid:
bids.Add(new QuoteChange(priceStep * q.Price, q.Volume));
break;
default:
{
continue;
//throw new ArgumentException(q.Type.ToString());
}
}
}
var md = new QuoteChangeMessage
{
LocalTime = ToLocalDto(reader.CurrentDateTime),
SecurityId = securityId,
ServerTime = ToLocalDto(reader.CurrentDateTime),
Bids = bids.ToArray(),
Asks = asks.ToArray(),
};
//if (md.Verify())
//{
secData.Item1.Add(md);
TryFlushData(registry, securityId, format, null, secData.Item1, reader);
//}
//else
// _logManager.Application.AddErrorLog("Стакан для {0} в момент {1} не прошел валидацию. Лучший бид {2}, Лучший офер {3}.", security, qr.CurrentDateTime, md.BestBid, md.BestAsk);
};
break;
}
case StreamType.Deals:
{
((IDealsStream)stream).Handler += deal =>
{
secData.Item2.Add(new ExecutionMessage
{
LocalTime = ToLocalDto(reader.CurrentDateTime),
HasTradeInfo = true,
ExecutionType = ExecutionTypes.Tick,
SecurityId = securityId,
OpenInterest = deal.OI == 0 ? (long?)null : deal.OI,
ServerTime = ToServerDto(deal.DateTime),
TradeVolume = deal.Volume,
TradeId = deal.Id == 0 ? (long?)null : deal.Id,
TradePrice = deal.Price * priceStep,
OriginSide =
deal.Type == DealType.Buy
? Sides.Buy
: (deal.Type == DealType.Sell ? Sides.Sell : (Sides?)null)
});
TryFlushData(registry, securityId, format, ExecutionTypes.Tick, secData.Item2, reader);
};
break;
}
case StreamType.OrdLog:
{
((IOrdLogStream)stream).Handler += ol =>
{
var currTransactionId = ol.DateTime.Ticks;
if (lastTransactionId < currTransactionId)
{
lastTransactionId = currTransactionId;
}
else if (lastTransactionId >= currTransactionId)
{
lastTransactionId++;
}
var msg = new ExecutionMessage
{
LocalTime = ToLocalDto(reader.CurrentDateTime),
ExecutionType = ExecutionTypes.OrderLog,
SecurityId = securityId,
OpenInterest = ol.OI == 0 ? (long?)null : ol.OI,
OrderId = ol.OrderId,
OrderPrice = priceStep * ol.Price,
ServerTime = ToServerDto(ol.DateTime),
OrderVolume = ol.Amount,
Balance = ol.AmountRest,
TradeId = ol.DealId == 0 ? (long?)null : ol.DealId,
TradePrice = ol.DealPrice == 0 ? (decimal?)null : priceStep * ol.DealPrice,
TransactionId = lastTransactionId
};
var status = 0;
if (ol.Flags.Contains(OrdLogFlags.Add))
{
msg.OrderState = OrderStates.Active;
}
else if (ol.Flags.Contains(OrdLogFlags.Fill))
{
msg.OrderState = OrderStates.Done;
}
else if (ol.Flags.Contains(OrdLogFlags.Canceled))
{
msg.OrderState = OrderStates.Done;
status |= 0x200000;
}
else if (ol.Flags.Contains(OrdLogFlags.CanceledGroup))
{
msg.OrderState = OrderStates.Done;
status |= 0x400000;
}
else if (ol.Flags.Contains(OrdLogFlags.Moved))
{
status |= 0x100000;
}
if (ol.Flags.Contains(OrdLogFlags.Buy))
{
msg.Side = Sides.Buy;
}
else if (ol.Flags.Contains(OrdLogFlags.Sell))
{
msg.Side = Sides.Sell;
}
if (ol.Flags.Contains(OrdLogFlags.FillOrKill))
{
msg.TimeInForce = TimeInForce.MatchOrCancel;
status |= 0x00080000;
}
if (ol.Flags.Contains(OrdLogFlags.Quote))
{
msg.TimeInForce = TimeInForce.PutInQueue;
status |= 0x01;
}
if (ol.Flags.Contains(OrdLogFlags.Counter))
{
status |= 0x02;
}
if (ol.Flags.Contains(OrdLogFlags.CrossTrade))
{
status |= 0x20000000;
}
if (ol.Flags.Contains(OrdLogFlags.NonSystem))
{
msg.IsSystem = false;
status |= 0x04;
}
if (ol.Flags.Contains(OrdLogFlags.EndOfTransaction))
{
status |= 0x1000;
}
msg.OrderStatus = status;
if (builder == null)
{
secData.Item4.Add(msg);
TryFlushData(registry, securityId, format, ExecutionTypes.OrderLog, secData.Item4, reader);
}
else
{
//if (builder.Depth.Bids.Any() || builder.Depth.Asks.Any() || msg.ServerTime.TimeOfDay >= new TimeSpan(0, 18, 45, 00, 1))
{
bool updated;
try
{
updated = builder.Update(msg);
}
catch
{
updated = false;
}
if (updated)
{
secData.Item1.Add(new QuoteChangeMessage
{
SecurityId = securityId,
ServerTime = builder.Depth.ServerTime,
Bids = builder.Depth.Bids.Take(orderBookMaxDepth).ToArray(),
Asks = builder.Depth.Asks.Take(orderBookMaxDepth).ToArray(),
IsSorted = builder.Depth.IsSorted,
LocalTime = builder.Depth.LocalTime,
});
TryFlushData(registry, securityId, format, null, secData.Item1, reader);
}
}
}
};
break;
}
case StreamType.AuxInfo:
{
((IAuxInfoStream)stream).Handler += info =>
{
var l1Msg = new Level1ChangeMessage
{
LocalTime = ToLocalDto(reader.CurrentDateTime),
SecurityId = securityId,
ServerTime = ToLocalDto(reader.CurrentDateTime),
}
.TryAdd(Level1Fields.LastTradePrice, priceStep * info.Price)
.TryAdd(Level1Fields.BidsVolume, (decimal)info.BidTotal)
.TryAdd(Level1Fields.AsksVolume, (decimal)info.AskTotal)
.TryAdd(Level1Fields.HighPrice, priceStep * info.HiLimit)
.TryAdd(Level1Fields.LowPrice, priceStep * info.LoLimit)
.TryAdd(Level1Fields.StepPrice, (decimal)info.Rate)
.TryAdd(Level1Fields.OperatingMargin, (decimal)info.Deposit)
.TryAdd(Level1Fields.OpenInterest, (decimal)info.OI);
if (l1Msg.Changes.Count == 0)
{
return;
}
secData.Item3.Add(l1Msg);
TryFlushData(registry, securityId, format, null, secData.Item3, reader);
};
break;
}
case StreamType.OwnOrders:
case StreamType.OwnTrades:
case StreamType.Messages:
case StreamType.None:
{
continue;
}
default:
throw new ArgumentOutOfRangeException("Неподдерживаемый тип потока {0}.".Put(stream.Type));
}
}
if (data.Count > 0)
{
while (qr.CurrentDateTime != DateTime.MaxValue && _isStarted)
{
qr.Read(true);
}
}
}
if (!_isStarted)
{
return;
}
foreach (var pair in data)
{
if (pair.Value.Item1.Any())
{
registry.GetQuoteMessageStorage(pair.Key, registry.DefaultDrive, format).Save(pair.Value.Item1);
}
if (pair.Value.Item2.Any())
{
registry.GetTickMessageStorage(pair.Key, registry.DefaultDrive, format).Save(pair.Value.Item2);
}
if (pair.Value.Item3.Any())
{
registry.GetLevel1MessageStorage(pair.Key, registry.DefaultDrive, format).Save(pair.Value.Item3);
}
if (pair.Value.Item4.Any())
{
registry.GetOrderLogMessageStorage(pair.Key, registry.DefaultDrive, format).Save(pair.Value.Item4);
}
}
if (data.Count > 0)
{
//File.AppendAllLines(_convertedFilesFile, new[] { fileNameKey });
_convertedFiles.Add(fileNameKey);
_convertedPerTaskPoolFiles.Add(fileNameKey);
}
_logManager.Application.AddInfoLog("Завершена конвертация файла {0}.", fileName);
}
/// <summary>
/// 获取某参与者类型下的所有参与者
/// </summary>
/// <param name="parentType">父参与者类型</param>
/// <param name="parentID">父参与者ID</param>
/// <returns></returns>
public IList<Participantor> GetPersonParticipantors(ParticipantorType parentType, string parentID)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("ID", "none");
if (parentType == ParticipantorType.Role)
{
parameters.SafeAdd("ID", new AgileEAP.Core.Data.Condition(string.Format("ID in (select b.ObjectID from OM_ObjectRole b where b.RoleID='{0}')", parentID)));
}
else if (parentType == ParticipantorType.Org)
{
parameters.SafeAdd("ID", new AgileEAP.Core.Data.Condition(string.Format("ID in (select b.EmployeeID from OM_EmployeeOrg b where b.OrgID='{0}')", parentID)));
}
int index = 0;
return repository.FindAll<Employee>(parameters).Select(o => new Participantor()
{
ID = o.ID,
Name = o.Name,
ParticipantorType = ParticipantorType.Person,
SortOrder = ++index,
ParentID = parentID
}).ToList();
}
private void ProcessQuotesMessage(Security security, QuoteChangeMessage message)
{
if (MarketDepthChanged != null || MarketDepthsChanged != null)
{
var marketDepth = GetMarketDepth(security, message.IsFiltered);
message.ToMarketDepth(marketDepth, GetSecurity);
if (!message.IsFiltered)
RaiseMarketDepthChanged(marketDepth);
}
else
{
lock (_marketDepths.SyncRoot)
{
var info = _marketDepths.SafeAdd(Tuple.Create(security, message.IsFiltered), key => new MarketDepthInfo(EntityFactory.CreateMarketDepth(security)));
info.First.LocalTime = message.LocalTime;
info.First.LastChangeTime = message.ServerTime;
info.Second = message.Bids;
info.Third = message.Asks;
}
}
if (message.IsFiltered)
return;
var bestBid = message.GetBestBid();
var bestAsk = message.GetBestAsk();
var fromLevel1 = message.IsByLevel1;
if (!fromLevel1 && (bestBid != null || bestAsk != null))
{
var values = GetSecurityValues(security);
var changes = new List<KeyValuePair<Level1Fields, object>>(4);
lock (values.SyncRoot)
{
if (bestBid != null)
{
values[(int)Level1Fields.BestBidPrice] = bestBid.Price;
changes.Add(new KeyValuePair<Level1Fields, object>(Level1Fields.BestBidPrice, bestBid.Price));
if (bestBid.Volume != 0)
{
values[(int)Level1Fields.BestBidVolume] = bestBid.Volume;
changes.Add(new KeyValuePair<Level1Fields, object>(Level1Fields.BestBidVolume, bestBid.Volume));
}
}
if (bestAsk != null)
{
values[(int)Level1Fields.BestAskPrice] = bestAsk.Price;
changes.Add(new KeyValuePair<Level1Fields, object>(Level1Fields.BestAskPrice, bestAsk.Price));
if (bestAsk.Volume != 0)
{
values[(int)Level1Fields.BestAskVolume] = bestAsk.Volume;
changes.Add(new KeyValuePair<Level1Fields, object>(Level1Fields.BestAskVolume, bestAsk.Volume));
}
}
}
RaiseValuesChanged(security, changes, message.ServerTime, message.LocalTime);
}
if (UpdateSecurityLastQuotes)
{
var updated = false;
if (!fromLevel1 || bestBid != null)
{
updated = true;
security.BestBid = bestBid == null ? null : new Quote(security, bestBid.Price, bestBid.Volume, Sides.Buy);
}
if (!fromLevel1 || bestAsk != null)
{
updated = true;
security.BestAsk = bestAsk == null ? null : new Quote(security, bestAsk.Price, bestAsk.Volume, Sides.Sell);
}
if (updated)
{
security.LocalTime = message.LocalTime;
security.LastChangeTime = message.ServerTime;
RaiseSecurityChanged(security);
// стаканы по ALL обновляют BestXXX по конкретным инструментам
if (security.Board.Code == AssociatedBoardCode)
{
var changedSecurities = new Dictionary<Security, RefPair<bool, bool>>();
foreach (var bid in message.Bids)
{
if (bid.BoardCode.IsEmpty())
continue;
var innerSecurity = GetSecurity(new SecurityId
{
SecurityCode = security.Code,
BoardCode = bid.BoardCode
});
var info = changedSecurities.SafeAdd(innerSecurity);
if (info.First)
continue;
info.First = true;
innerSecurity.BestBid = new Quote(innerSecurity, bid.Price, bid.Volume, Sides.Buy);
innerSecurity.LocalTime = message.LocalTime;
innerSecurity.LastChangeTime = message.ServerTime;
}
foreach (var ask in message.Asks)
{
if (ask.BoardCode.IsEmpty())
continue;
var innerSecurity = GetSecurity(new SecurityId
{
SecurityCode = security.Code,
BoardCode = ask.BoardCode
});
var info = changedSecurities.SafeAdd(innerSecurity);
if (info.Second)
continue;
info.Second = true;
innerSecurity.BestAsk = new Quote(innerSecurity, ask.Price, ask.Volume, Sides.Sell);
innerSecurity.LocalTime = message.LocalTime;
innerSecurity.LastChangeTime = message.ServerTime;
}
RaiseSecuritiesChanged(changedSecurities.Keys.ToArray());
}
}
}
}
/// <summary>
/// 返回查询条件
/// </summary>
/// <param name="filterValues"></param>
public override KeyValuePair<string, IDictionary<string, object>> GetFilterCondition(IDictionary<string, object> filterValues)
{
IDictionary<string, object> parameters = new Dictionary<string, object>();
if (HasValue(filterValues))
{
KeyValuePair<string, object> parameter = NewCustomParameter(Field.Name, filterValues);
parameters.SafeAdd(parameter.Key, parameter.Value);
}
return new KeyValuePair<string, IDictionary<string, object>>(string.Format(" And {0}={1}{0} ", Field.Name, ParamChar), parameters);
}
private void ProcessOrderStatus()
{
if (_requestOrderFirst)
{
_requestOrderFirst = false;
var orders = _client.GetOrders().Items.Values;
foreach (var o in orders)
{
var order = o;
_orderInfo.SafeAdd(order.Id, key => RefTuple.Create(TransactionIdGenerator.GetNextId(), (decimal)order.Volume));
}
var trades = _client.GetMyTrades(0).Items.Values;
foreach (var trade in trades.OrderBy(t => t.Id))
{
var info = _orderInfo.TryGetValue(trade.OrderId);
if (info == null)
{
continue;
}
info.Second -= (decimal)trade.Volume;
}
_hasActiveOrders = false;
foreach (var order in orders)
{
_hasActiveOrders = true;
ProcessOrder(order);
}
_hasMyTrades = false;
foreach (var trade in trades)
{
ProcessExecution(trade);
}
return;
}
if (_hasMyTrades)
{
var mtReply = _client.GetMyTrades(_lastMyTradeId + 1);
_hasMyTrades = false;
foreach (var trade in mtReply.Items.Values.OrderBy(t => t.Id))
{
ProcessExecution(trade);
}
}
if (_hasActiveOrders)
{
var orderReply = _client.GetOrders();
_hasActiveOrders = false;
foreach (var order in orderReply.Items.Values)
{
_hasActiveOrders = true;
ProcessOrder(order);
}
}
}
/// <inheritdoc />
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
lock (_syncObject)
_infos.Clear();
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.DataType != MarketDataTypes.MarketDepth)
{
break;
}
var isFilteredMsg = mdMsg is FilteredMarketDepthMessage;
var transId = mdMsg.TransactionId;
if (mdMsg.IsSubscribe)
{
if (!isFilteredMsg)
{
break;
}
var data = (Tuple <QuoteChangeMessage, ExecutionMessage[]>)mdMsg.Arg;
QuoteChangeMessage filtered = null;
lock (_syncObject)
{
var info = _infos.SafeAdd(mdMsg.SecurityId, key => new FilteredMarketDepthInfo(transId, data.Item2));
info.Subscriptions.Add(transId);
if (info.Subscriptions.Count == 1)
{
var clone = new MarketDataMessage();
mdMsg.CopyTo(clone);
message = clone;
filtered = info.Process(data.Item1);
}
}
if (filtered == null)
{
RaiseNewOutMessage(new MarketDataMessage {
OriginalTransactionId = transId
});
return;
}
else
{
RaiseNewOutMessage(filtered);
}
}
else
{
MarketDataMessage reply;
lock (_syncObject)
{
var info = _infos.FirstOrDefault(p => p.Value.Subscriptions.Contains(mdMsg.OriginalTransactionId)).Value;
if (info != null)
{
info.Subscriptions.Remove(mdMsg.OriginalTransactionId);
if (info.Subscriptions.Count > 0)
{
reply = new MarketDataMessage
{
OriginalTransactionId = transId,
};
}
else
{
message = new MarketDataMessage
{
IsSubscribe = false,
TransactionId = transId,
OriginalTransactionId = info.TransactionId,
};
break;
}
}
else
{
if (!isFilteredMsg)
{
break;
}
reply = new MarketDataMessage
{
OriginalTransactionId = transId,
Error = new InvalidOperationException(LocalizedStrings.SubscriptionNonExist.Put(mdMsg.OriginalTransactionId)),
};
}
}
RaiseNewOutMessage(reply);
return;
}
break;
}
}
base.OnSendInMessage(message);
}
/// <summary>
/// Сгенерировать отчет.
/// </summary>
public override void Generate()
{
var hasTemplate = Template.IsEmpty();
using (var worker = hasTemplate ? new ExcelWorker() : new ExcelWorker(Template))
{
foreach (var strategy in Strategies)
{
if (Template.IsEmpty())
{
worker.RenameSheet(strategy.Name);
}
else
{
if (worker.ContainsSheet(strategy.Name))
{
worker.AddSheet(strategy.Name);
}
}
worker
.SetCell(0, 0, LocalizedStrings.Str1331)
.SetCell(0, 1, LocalizedStrings.Security + ":")
.SetCell(1, 1, strategy.Security != null ? strategy.Security.Id : string.Empty)
.SetCell(0, 2, LocalizedStrings.Portfolio + ":")
.SetCell(1, 2, strategy.Portfolio != null ? strategy.Portfolio.Name : string.Empty)
.SetCell(0, 3, LocalizedStrings.Str1334)
.SetCell(1, 3, Format(strategy.TotalWorkingTime))
.SetCell(0, 4, LocalizedStrings.Str1335)
//.SetCell(1, 4, FormatTime(base.Strategy.TotalCPUTime))
.SetCell(0, 5, LocalizedStrings.Str862 + ":")
.SetCell(1, 5, strategy.Position)
.SetCell(0, 6, "P&L:")
.SetCell(1, 6, strategy.PnL)
.SetCell(0, 7, LocalizedStrings.Str159 + ":")
.SetCell(1, 7, strategy.Commission)
.SetCell(0, 8, LocalizedStrings.Str163 + ":")
.SetCell(1, 8, strategy.Slippage)
.SetCell(0, 9, LocalizedStrings.Str161 + ":")
.SetCell(1, 9, Format(strategy.Latency));
var rowIndex = 11;
foreach (var parameter in strategy.StatisticManager.Parameters.SyncGet(c => c.ToArray()))
{
var value = parameter.Value;
if (value is TimeSpan)
{
value = Format((TimeSpan)value);
}
else if (value is decimal)
{
value = MathHelper.Round((decimal)value, Decimals);
}
worker
.SetCell(0, rowIndex, parameter.Name)
.SetCell(1, rowIndex, value);
rowIndex++;
}
rowIndex += 2;
worker.SetCell(0, rowIndex, LocalizedStrings.Str1340);
rowIndex++;
foreach (var strategyParam in strategy.Parameters.SyncGet(c => c.ToArray()))
{
var value = strategyParam.Value;
if (value is TimeSpan)
{
value = Format((TimeSpan)value);
}
else if (value is decimal)
{
value = MathHelper.Round((decimal)value, Decimals);
}
worker
.SetCell(0, rowIndex, strategyParam.Name)
.SetCell(1, rowIndex, value);
rowIndex++;
}
//rowIndex += 2;
//worker.SetCell(0, rowIndex, "Комиссия по типам:");
//rowIndex++;
//foreach (var group in Strategy.CommissionManager.Rules.SyncGet(c => c.ToArray()).GroupBy(c => c.GetType().GetDisplayName()))
//{
// var commission = group.Sum(r => r.Commission);
// if (commission == 0)
// continue;
// worker
// .SetCell(0, rowIndex, group.Key)
// .SetCell(1, rowIndex, commission);
// rowIndex++;
//}
var columnShift = 3;
worker
.SetCell(columnShift + 0, 0, LocalizedStrings.Str985)
.SetCell(columnShift + 0, 1, LocalizedStrings.Str1192).SetStyle(columnShift + 0, typeof(long))
.SetCell(columnShift + 1, 1, LocalizedStrings.Str230).SetStyle(columnShift + 1, typeof(long))
.SetCell(columnShift + 2, 1, LocalizedStrings.Str219).SetStyle(columnShift + 2, "HH:mm:ss.fff")
.SetCell(columnShift + 3, 1, LocalizedStrings.Price).SetStyle(columnShift + 3, typeof(decimal))
.SetCell(columnShift + 4, 1, LocalizedStrings.Str1341).SetStyle(columnShift + 4, typeof(decimal))
.SetCell(columnShift + 5, 1, LocalizedStrings.Volume).SetStyle(columnShift + 5, typeof(decimal))
.SetCell(columnShift + 6, 1, LocalizedStrings.Str128)
.SetCell(columnShift + 7, 1, LocalizedStrings.Str1190).SetStyle(columnShift + 7, typeof(long))
.SetCell(columnShift + 8, 1, LocalizedStrings.Str163).SetStyle(columnShift + 8, typeof(decimal))
.SetCell(columnShift + 9, 1, LocalizedStrings.Str135)
.SetCell(columnShift + 10, 1, LocalizedStrings.Str1342).SetStyle(columnShift + 11, typeof(decimal))
.SetCell(columnShift + 11, 1, LocalizedStrings.Str1343).SetStyle(columnShift + 12, typeof(decimal))
.SetCell(columnShift + 12, 1, LocalizedStrings.Str1344).SetStyle(columnShift + 13, typeof(decimal))
.SetCell(columnShift + 13, 1, LocalizedStrings.Str1345).SetStyle(columnShift + 14, typeof(decimal))
.SetCell(columnShift + 14, 1, LocalizedStrings.Str862).SetStyle(columnShift + 15, typeof(decimal));
worker
.SetConditionalFormatting(columnShift + 10, ComparisonOperator.Less, "0", null, Colors.Red)
.SetConditionalFormatting(columnShift + 11, ComparisonOperator.Less, "0", null, Colors.Red)
.SetConditionalFormatting(columnShift + 12, ComparisonOperator.Less, "0", null, Colors.Red)
.SetConditionalFormatting(columnShift + 13, ComparisonOperator.Less, "0", null, Colors.Red);
var totalPnL = 0m;
var position = 0m;
var queues = new Dictionary <Security, PnLQueue>();
rowIndex = 2;
foreach (var trade in strategy.MyTrades.ToArray())
{
var info = strategy.PnLManager.ProcessMyTrade(trade.ToMessage());
totalPnL += info.PnL;
position += trade.GetPosition();
var queue = queues.SafeAdd(trade.Trade.Security, key => new PnLQueue(key.ToSecurityId()));
var localInfo = queue.Process(trade.ToMessage());
worker
.SetCell(columnShift + 0, rowIndex, trade.Trade.Id)
.SetCell(columnShift + 1, rowIndex, trade.Order.TransactionId)
.SetCell(columnShift + 2, rowIndex, Format(trade.Trade.Time))
.SetCell(columnShift + 3, rowIndex, trade.Trade.Price)
.SetCell(columnShift + 4, rowIndex, trade.Order.Price)
.SetCell(columnShift + 5, rowIndex, trade.Trade.Volume)
.SetCell(columnShift + 6, rowIndex, Format(trade.Order.Direction))
.SetCell(columnShift + 7, rowIndex, trade.Order.Id)
.SetCell(columnShift + 8, rowIndex, trade.Slippage)
.SetCell(columnShift + 9, rowIndex, trade.Order.Comment)
.SetCell(columnShift + 10, rowIndex, MathHelper.Round(info.PnL, Decimals))
.SetCell(columnShift + 11, rowIndex, MathHelper.Round(localInfo.PnL, Decimals))
.SetCell(columnShift + 12, rowIndex, MathHelper.Round(totalPnL, Decimals))
.SetCell(columnShift + 13, rowIndex, MathHelper.Round(queue.RealizedPnL, Decimals))
.SetCell(columnShift + 14, rowIndex, position);
rowIndex++;
}
if (IncludeOrders)
{
columnShift += 17;
worker
.SetCell(columnShift + 0, 0, LocalizedStrings.Orders)
.SetCell(columnShift + 0, 1, LocalizedStrings.Str1190).SetStyle(columnShift + 0, typeof(long))
.SetCell(columnShift + 1, 1, LocalizedStrings.Str230).SetStyle(columnShift + 1, typeof(long))
.SetCell(columnShift + 2, 1, LocalizedStrings.Str128)
.SetCell(columnShift + 3, 1, LocalizedStrings.Str1346).SetStyle(columnShift + 3, "HH:mm:ss.fff")
.SetCell(columnShift + 4, 1, LocalizedStrings.Str1347).SetStyle(columnShift + 4, "HH:mm:ss.fff")
.SetCell(columnShift + 5, 1, LocalizedStrings.Str1348)
.SetCell(columnShift + 6, 1, LocalizedStrings.Price).SetStyle(columnShift + 6, typeof(decimal))
.SetCell(columnShift + 7, 1, LocalizedStrings.Str1323).SetStyle(columnShift + 7, typeof(decimal))
.SetCell(columnShift + 8, 1, LocalizedStrings.Str1324)
.SetCell(columnShift + 9, 1, LocalizedStrings.State)
.SetCell(columnShift + 10, 1, LocalizedStrings.Str1325).SetStyle(columnShift + 10, typeof(decimal))
.SetCell(columnShift + 11, 1, LocalizedStrings.Volume).SetStyle(columnShift + 11, typeof(decimal))
.SetCell(columnShift + 12, 1, LocalizedStrings.Type)
.SetCell(columnShift + 13, 1, LocalizedStrings.Str1326)
.SetCell(columnShift + 14, 1, LocalizedStrings.Str1327)
.SetCell(columnShift + 15, 1, LocalizedStrings.Str135);
worker
.SetConditionalFormatting(columnShift + 9, ComparisonOperator.Equal, "\"{0}\"".Put(LocalizedStrings.Str1329), null, Colors.Green)
.SetConditionalFormatting(columnShift + 9, ComparisonOperator.Equal, "\"{0}\"".Put(LocalizedStrings.Str238), null, Colors.Red);
rowIndex = 2;
foreach (var order in strategy.Orders.ToArray())
{
worker
.SetCell(columnShift + 0, rowIndex, order.Id)
.SetCell(columnShift + 1, rowIndex, order.TransactionId)
.SetCell(columnShift + 2, rowIndex, Format(order.Direction))
.SetCell(columnShift + 3, rowIndex, Format(order.Time))
.SetCell(columnShift + 4, rowIndex, Format(order.LastChangeTime))
.SetCell(columnShift + 5, rowIndex, Format(order.LastChangeTime - order.Time))
.SetCell(columnShift + 6, rowIndex, order.Price)
.SetCell(columnShift + 7, rowIndex, MathHelper.Round(order.GetAveragePrice(), Decimals))
.SetCell(columnShift + 8, rowIndex, Format(order.State))
.SetCell(columnShift + 9, rowIndex, order.IsMatched() ? LocalizedStrings.Str1328 : (order.IsCanceled() ? LocalizedStrings.Str1329 : LocalizedStrings.Str238))
.SetCell(columnShift + 10, rowIndex, order.Balance)
.SetCell(columnShift + 11, rowIndex, order.Volume)
.SetCell(columnShift + 12, rowIndex, Format(order.Type))
.SetCell(columnShift + 13, rowIndex, Format(order.LatencyRegistration))
.SetCell(columnShift + 14, rowIndex, Format(order.LatencyCancellation))
.SetCell(columnShift + 15, rowIndex, order.Comment);
rowIndex++;
}
var stopOrders = strategy.StopOrders.ToArray();
if (stopOrders.Length > 0)
{
rowIndex += 2;
worker
.SetCell(columnShift + 0, rowIndex - 1, LocalizedStrings.Str1351)
.SetCell(columnShift + 0, rowIndex, LocalizedStrings.Str1190).SetStyle(columnShift + 0, typeof(long))
.SetCell(columnShift + 1, rowIndex, LocalizedStrings.Str230).SetStyle(columnShift + 1, typeof(long))
.SetCell(columnShift + 2, rowIndex, LocalizedStrings.Str128)
.SetCell(columnShift + 3, rowIndex, LocalizedStrings.Str219).SetStyle(columnShift + 3, "HH:mm:ss.fff")
.SetCell(columnShift + 4, rowIndex, LocalizedStrings.Price).SetStyle(columnShift + 4, typeof(decimal))
.SetCell(columnShift + 5, rowIndex, LocalizedStrings.Str1324)
.SetCell(columnShift + 6, rowIndex, LocalizedStrings.State)
.SetCell(columnShift + 7, rowIndex, LocalizedStrings.Volume).SetStyle(columnShift + 7, typeof(decimal))
.SetCell(columnShift + 8, rowIndex, LocalizedStrings.Str1326)
.SetCell(columnShift + 9, rowIndex, LocalizedStrings.Str1327)
.SetCell(columnShift + 10, rowIndex, LocalizedStrings.Str1352).SetStyle(columnShift + 9, typeof(long));
var stopParams = stopOrders[0].Condition.Parameters.Keys.ToArray();
for (var i = 0; i < stopParams.Length; i++)
{
worker.SetCell(columnShift + 11 + i, rowIndex, stopParams[i]);
}
foreach (var order in stopOrders)
{
worker
.SetCell(columnShift + 0, rowIndex, order.Id)
.SetCell(columnShift + 1, rowIndex, order.TransactionId)
.SetCell(columnShift + 2, rowIndex, Format(order.Direction))
.SetCell(columnShift + 3, rowIndex, Format(order.Time))
.SetCell(columnShift + 4, rowIndex, order.Price)
.SetCell(columnShift + 5, rowIndex, Format(order.State))
.SetCell(columnShift + 6, rowIndex, order.IsMatched() ? LocalizedStrings.Str1328 : (order.IsCanceled() ? LocalizedStrings.Str1329 : string.Empty))
.SetCell(columnShift + 7, rowIndex, order.Volume)
.SetCell(columnShift + 8, rowIndex, Format(order.LatencyRegistration))
.SetCell(columnShift + 9, rowIndex, Format(order.LatencyCancellation))
.SetCell(columnShift + 10, rowIndex, order.DerivedOrder != null ? (object)order.DerivedOrder.Id : string.Empty);
for (var i = 0; i < stopParams.Length; i++)
{
worker.SetCell(columnShift + 11 + i, rowIndex, order.Condition.Parameters[stopParams[i]] ?? string.Empty);
}
rowIndex++;
}
}
}
}
worker.Save(FileName);
}
}
private void ConvertFile(string fileName, IStorageRegistry registry, StorageFormats format, ExchangeBoard board)
{
if (!_isStarted)
return;
var fileNameKey = format + "_" + fileName;
if (_convertedFiles.Contains(fileNameKey))
return;
_logManager.Application.AddInfoLog("Конвертация файла {0}.", fileName);
const int maxBufCount = 1000;
var data = new Dictionary<Security, Tuple<List<QuoteChangeMessage>, List<ExecutionMessage>, List<Level1ChangeMessage>, List<ExecutionMessage>>>();
using (var qr = QshReader.Open(fileName))
{
var currentDate = qr.CurrentDateTime;
for (var i = 0; i < qr.StreamCount; i++)
{
var stream = (ISecurityStream)qr[i];
var security = GetSecurity(stream.Security, board);
var priceStep = security.PriceStep ?? 1;
var securityId = security.ToSecurityId();
var lastTransactionId = 0L;
var secData = data.SafeAdd(security, key => Tuple.Create(new List<QuoteChangeMessage>(), new List<ExecutionMessage>(), new List<Level1ChangeMessage>(), new List<ExecutionMessage>()));
switch (stream.Type)
{
case StreamType.Stock:
{
((IStockStream)stream).Handler += (key, quotes, spread) =>
{
var quotes2 = quotes.Select(q =>
{
Sides side;
switch (q.Type)
{
case QuoteType.Unknown:
case QuoteType.Free:
case QuoteType.Spread:
throw new ArgumentException(q.Type.ToString());
case QuoteType.Ask:
case QuoteType.BestAsk:
side = Sides.Sell;
break;
case QuoteType.Bid:
case QuoteType.BestBid:
side = Sides.Buy;
break;
default:
throw new ArgumentOutOfRangeException();
}
return new QuoteChange(side, priceStep * q.Price, q.Volume);
}).ToArray();
var md = new QuoteChangeMessage
{
SecurityId = securityId,
ServerTime = currentDate.ApplyTimeZone(TimeHelper.Moscow),
Bids = quotes2.Where(q => q.Side == Sides.Buy),
Asks = quotes2.Where(q => q.Side == Sides.Sell),
};
//if (md.Verify())
//{
secData.Item1.Add(md);
if (secData.Item1.Count > maxBufCount)
{
registry.GetQuoteMessageStorage(security).Save(secData.Item1);
secData.Item1.Clear();
}
//}
//else
// _logManager.Application.AddErrorLog("Стакан для {0} в момент {1} не прошел валидацию. Лучший бид {2}, Лучший офер {3}.", security, qr.CurrentDateTime, md.BestBid, md.BestAsk);
};
break;
}
case StreamType.Deals:
{
((IDealsStream)stream).Handler += deal =>
{
secData.Item2.Add(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = securityId,
OpenInterest = deal.OI == 0 ? (long?)null : deal.OI,
ServerTime = deal.DateTime.ApplyTimeZone(TimeHelper.Moscow),
Volume = deal.Volume,
TradeId = deal.Id == 0 ? (long?)null : deal.Id,
TradePrice = (decimal)deal.Price,
OriginSide =
deal.Type == DealType.Buy
? Sides.Buy
: (deal.Type == DealType.Sell ? Sides.Sell : (Sides?)null)
});
if (secData.Item2.Count > maxBufCount)
{
registry.GetTickMessageStorage(security).Save(secData.Item2);
secData.Item2.Clear();
}
};
break;
}
case StreamType.OrdLog:
{
((IOrdLogStream)stream).Handler += (key, ol) =>
{
var currTransactionId = ol.DateTime.Ticks;
if (lastTransactionId < currTransactionId)
lastTransactionId = currTransactionId;
else if (lastTransactionId >= currTransactionId)
lastTransactionId++;
var msg = new ExecutionMessage
{
ExecutionType = ExecutionTypes.OrderLog,
SecurityId = securityId,
OpenInterest = ol.OI == 0 ? (long?)null : ol.OI,
OrderId = ol.OrderId,
Price = priceStep * ol.Price,
ServerTime = ol.DateTime.ApplyTimeZone(TimeHelper.Moscow),
Volume = ol.Amount,
Balance = ol.AmountRest,
TradeId = ol.DealId == 0 ? (long?)null : ol.DealId,
TradePrice = ol.DealPrice == 0 ? (decimal?)null : priceStep * ol.DealPrice,
TransactionId = lastTransactionId
};
var status = 0;
if (ol.Flags.Contains(OrdLogFlags.Add))
{
msg.OrderState = OrderStates.Active;
}
else if (ol.Flags.Contains(OrdLogFlags.Fill))
{
msg.OrderState = OrderStates.Done;
}
else if (ol.Flags.Contains(OrdLogFlags.Canceled))
{
msg.OrderState = OrderStates.Done;
status |= 0x200000;
}
else if (ol.Flags.Contains(OrdLogFlags.CanceledGroup))
{
msg.OrderState = OrderStates.Done;
status |= 0x400000;
}
else if (ol.Flags.Contains(OrdLogFlags.Moved))
{
status |= 0x100000;
}
if (ol.Flags.Contains(OrdLogFlags.Buy))
{
msg.Side = Sides.Buy;
}
else if (ol.Flags.Contains(OrdLogFlags.Sell))
{
msg.Side = Sides.Sell;
}
if (ol.Flags.Contains(OrdLogFlags.FillOrKill))
{
msg.TimeInForce = TimeInForce.MatchOrCancel;
status |= 0x00080000;
}
if (ol.Flags.Contains(OrdLogFlags.Quote))
{
msg.TimeInForce = TimeInForce.PutInQueue;
status |= 0x01;
}
if (ol.Flags.Contains(OrdLogFlags.Counter))
{
status |= 0x02;
}
if (ol.Flags.Contains(OrdLogFlags.CrossTrade))
{
status |= 0x20000000;
}
if (ol.Flags.Contains(OrdLogFlags.NonSystem))
{
msg.IsSystem = false;
status |= 0x04;
}
if (ol.Flags.Contains(OrdLogFlags.EndOfTransaction))
{
status |= 0x1000;
}
msg.OrderStatus = (OrderStatus)status;
secData.Item4.Add(msg);
if (secData.Item4.Count > maxBufCount)
{
registry.GetOrderLogMessageStorage(security).Save(secData.Item4);
secData.Item4.Clear();
}
};
break;
}
case StreamType.AuxInfo:
{
((IAuxInfoStream)stream).Handler += (key, info) =>
{
secData.Item3.Add(new Level1ChangeMessage
{
SecurityId = securityId,
ServerTime = info.DateTime.ApplyTimeZone(TimeHelper.Moscow),
}
.TryAdd(Level1Fields.LastTradePrice, priceStep * info.Price)
.TryAdd(Level1Fields.BidsVolume, (decimal)info.BidTotal)
.TryAdd(Level1Fields.AsksVolume, (decimal)info.AskTotal)
.TryAdd(Level1Fields.HighPrice, priceStep * info.HiLimit)
.TryAdd(Level1Fields.LowPrice, priceStep * info.LoLimit)
.TryAdd(Level1Fields.OpenInterest, (decimal)info.OI));
if (secData.Item3.Count > maxBufCount)
{
registry.GetLevel1MessageStorage(security).Save(secData.Item3);
secData.Item3.Clear();
}
};
break;
}
case StreamType.Orders:
case StreamType.Trades:
case StreamType.Messages:
case StreamType.None:
{
continue;
}
default:
throw new ArgumentOutOfRangeException("Неподдерживаемый тип потока {0}.".Put(stream.Type));
}
}
while (qr.CurrentDateTime != DateTime.MaxValue && _isStarted)
qr.Read(true);
}
if (!_isStarted)
return;
foreach (var pair in data)
{
if (pair.Value.Item1.Any())
{
registry.GetQuoteMessageStorage(pair.Key, format: format).Save(pair.Value.Item1);
}
if (pair.Value.Item2.Any())
{
registry.GetTickMessageStorage(pair.Key, format: format).Save(pair.Value.Item2);
}
if (pair.Value.Item3.Any())
{
registry.GetLevel1MessageStorage(pair.Key, format: format).Save(pair.Value.Item3);
}
if (pair.Value.Item4.Any())
{
registry.GetOrderLogMessageStorage(pair.Key, format: format).Save(pair.Value.Item4);
}
}
File.AppendAllLines(_convertedFilesFile, new[] { fileNameKey });
_convertedFiles.Add(fileNameKey);
}
private void Log(LogLevels level, string message, string source)
{
WriteMessages(new[] { new LogMessage(_sources.SafeAdd(source, key => new Source(key)), TimeHelper.NowWithOffset, level, message) });
}
/// <summary>
/// To generate the report.
/// </summary>
public override void Generate()
{
var hasTemplate = Template.IsEmpty();
using (var worker = hasTemplate ? new ExcelWorker() : new ExcelWorker(Template))
{
foreach (var strategy in Strategies)
{
if (Template.IsEmpty())
{
worker.RenameSheet(strategy.Name);
}
else
{
if (worker.ContainsSheet(strategy.Name))
worker.AddSheet(strategy.Name);
}
worker
.SetCell(0, 0, LocalizedStrings.Str1331)
.SetCell(0, 1, LocalizedStrings.Security + ":")
.SetCell(1, 1, strategy.Security != null ? strategy.Security.Id : string.Empty)
.SetCell(0, 2, LocalizedStrings.Portfolio + ":")
.SetCell(1, 2, strategy.Portfolio != null ? strategy.Portfolio.Name : string.Empty)
.SetCell(0, 3, LocalizedStrings.Str1334)
.SetCell(1, 3, Format(strategy.TotalWorkingTime))
.SetCell(0, 4, LocalizedStrings.Str1335)
//.SetCell(1, 4, FormatTime(base.Strategy.TotalCPUTime))
.SetCell(0, 5, LocalizedStrings.Str862 + ":")
.SetCell(1, 5, strategy.Position)
.SetCell(0, 6, LocalizedStrings.PnL + ":")
.SetCell(1, 6, strategy.PnL)
.SetCell(0, 7, LocalizedStrings.Str159 + ":")
.SetCell(1, 7, strategy.Commission)
.SetCell(0, 8, LocalizedStrings.Str163 + ":")
.SetCell(1, 8, strategy.Slippage)
.SetCell(0, 9, LocalizedStrings.Str161 + ":")
.SetCell(1, 9, Format(strategy.Latency));
var rowIndex = 11;
foreach (var parameter in strategy.StatisticManager.Parameters.SyncGet(c => c.ToArray()))
{
var value = parameter.Value;
if (value is TimeSpan)
value = Format((TimeSpan)value);
else if (value is decimal)
value = MathHelper.Round((decimal)value, Decimals);
worker
.SetCell(0, rowIndex, parameter.Name)
.SetCell(1, rowIndex, value);
rowIndex++;
}
rowIndex += 2;
worker.SetCell(0, rowIndex, LocalizedStrings.Str1340);
rowIndex++;
foreach (var strategyParam in strategy.Parameters.SyncGet(c => c.ToArray()))
{
var value = strategyParam.Value;
if (value is TimeSpan)
value = Format((TimeSpan)value);
else if (value is decimal)
value = MathHelper.Round((decimal)value, Decimals);
worker
.SetCell(0, rowIndex, strategyParam.Name)
.SetCell(1, rowIndex, value);
rowIndex++;
}
//rowIndex += 2;
//worker.SetCell(0, rowIndex, "Комиссия по типам:");
//rowIndex++;
//foreach (var group in Strategy.CommissionManager.Rules.SyncGet(c => c.ToArray()).GroupBy(c => c.GetType().GetDisplayName()))
//{
// var commission = group.Sum(r => r.Commission);
// if (commission == 0)
// continue;
// worker
// .SetCell(0, rowIndex, group.Key)
// .SetCell(1, rowIndex, commission);
// rowIndex++;
//}
var columnShift = 3;
worker
.SetCell(columnShift + 0, 0, LocalizedStrings.Str985)
.SetCell(columnShift + 0, 1, LocalizedStrings.Str1192).SetStyle(columnShift + 0, typeof(long))
.SetCell(columnShift + 1, 1, LocalizedStrings.Transaction).SetStyle(columnShift + 1, typeof(long))
.SetCell(columnShift + 2, 1, LocalizedStrings.Time).SetStyle(columnShift + 2, "HH:mm:ss.fff")
.SetCell(columnShift + 3, 1, LocalizedStrings.Price).SetStyle(columnShift + 3, typeof(decimal))
.SetCell(columnShift + 4, 1, LocalizedStrings.Str1341).SetStyle(columnShift + 4, typeof(decimal))
.SetCell(columnShift + 5, 1, LocalizedStrings.Volume).SetStyle(columnShift + 5, typeof(decimal))
.SetCell(columnShift + 6, 1, LocalizedStrings.Str128)
.SetCell(columnShift + 7, 1, LocalizedStrings.Str1190).SetStyle(columnShift + 7, typeof(long))
.SetCell(columnShift + 8, 1, LocalizedStrings.Str163).SetStyle(columnShift + 8, typeof(decimal))
.SetCell(columnShift + 9, 1, LocalizedStrings.Str135)
.SetCell(columnShift + 10, 1, LocalizedStrings.Str1342).SetStyle(columnShift + 11, typeof(decimal))
.SetCell(columnShift + 11, 1, LocalizedStrings.Str1343).SetStyle(columnShift + 12, typeof(decimal))
.SetCell(columnShift + 12, 1, LocalizedStrings.Str1344).SetStyle(columnShift + 13, typeof(decimal))
.SetCell(columnShift + 13, 1, LocalizedStrings.Str1345).SetStyle(columnShift + 14, typeof(decimal))
.SetCell(columnShift + 14, 1, LocalizedStrings.Str862).SetStyle(columnShift + 15, typeof(decimal));
worker
.SetConditionalFormatting(columnShift + 10, ComparisonOperator.Less, "0", null, Colors.Red)
.SetConditionalFormatting(columnShift + 11, ComparisonOperator.Less, "0", null, Colors.Red)
.SetConditionalFormatting(columnShift + 12, ComparisonOperator.Less, "0", null, Colors.Red)
.SetConditionalFormatting(columnShift + 13, ComparisonOperator.Less, "0", null, Colors.Red);
var totalPnL = 0m;
var position = 0m;
var queues = new Dictionary<Security, PnLQueue>();
rowIndex = 2;
foreach (var trade in strategy.MyTrades.ToArray())
{
var info = strategy.PnLManager.ProcessMessage(trade.ToMessage());
totalPnL += info.PnL;
position += trade.GetPosition();
var queue = queues.SafeAdd(trade.Trade.Security, key => new PnLQueue(key.ToSecurityId()));
var localInfo = queue.Process(trade.ToMessage());
worker
.SetCell(columnShift + 0, rowIndex, trade.Trade.Id)
.SetCell(columnShift + 1, rowIndex, trade.Order.TransactionId)
.SetCell(columnShift + 2, rowIndex, Format(trade.Trade.Time))
.SetCell(columnShift + 3, rowIndex, trade.Trade.Price)
.SetCell(columnShift + 4, rowIndex, trade.Order.Price)
.SetCell(columnShift + 5, rowIndex, trade.Trade.Volume)
.SetCell(columnShift + 6, rowIndex, Format(trade.Order.Direction))
.SetCell(columnShift + 7, rowIndex, trade.Order.Id)
.SetCell(columnShift + 8, rowIndex, trade.Slippage)
.SetCell(columnShift + 9, rowIndex, trade.Order.Comment)
.SetCell(columnShift + 10, rowIndex, MathHelper.Round(info.PnL, Decimals))
.SetCell(columnShift + 11, rowIndex, MathHelper.Round(localInfo.PnL, Decimals))
.SetCell(columnShift + 12, rowIndex, MathHelper.Round(totalPnL, Decimals))
.SetCell(columnShift + 13, rowIndex, MathHelper.Round(queue.RealizedPnL, Decimals))
.SetCell(columnShift + 14, rowIndex, position);
rowIndex++;
}
if (IncludeOrders)
{
columnShift += 17;
worker
.SetCell(columnShift + 0, 0, LocalizedStrings.Orders)
.SetCell(columnShift + 0, 1, LocalizedStrings.Str1190).SetStyle(columnShift + 0, typeof(long))
.SetCell(columnShift + 1, 1, LocalizedStrings.Transaction).SetStyle(columnShift + 1, typeof(long))
.SetCell(columnShift + 2, 1, LocalizedStrings.Str128)
.SetCell(columnShift + 3, 1, LocalizedStrings.Str1346).SetStyle(columnShift + 3, "HH:mm:ss.fff")
.SetCell(columnShift + 4, 1, LocalizedStrings.Str1347).SetStyle(columnShift + 4, "HH:mm:ss.fff")
.SetCell(columnShift + 5, 1, LocalizedStrings.Str1348)
.SetCell(columnShift + 6, 1, LocalizedStrings.Price).SetStyle(columnShift + 6, typeof(decimal))
.SetCell(columnShift + 7, 1, LocalizedStrings.Str1323).SetStyle(columnShift + 7, typeof(decimal))
.SetCell(columnShift + 8, 1, LocalizedStrings.Str1324)
.SetCell(columnShift + 9, 1, LocalizedStrings.State)
.SetCell(columnShift + 10, 1, LocalizedStrings.Str1325).SetStyle(columnShift + 10, typeof(decimal))
.SetCell(columnShift + 11, 1, LocalizedStrings.Volume).SetStyle(columnShift + 11, typeof(decimal))
.SetCell(columnShift + 12, 1, LocalizedStrings.Type)
.SetCell(columnShift + 13, 1, LocalizedStrings.Str1326)
.SetCell(columnShift + 14, 1, LocalizedStrings.Str1327)
.SetCell(columnShift + 15, 1, LocalizedStrings.Str135);
worker
.SetConditionalFormatting(columnShift + 9, ComparisonOperator.Equal, "\"{0}\"".Put(LocalizedStrings.Str1329), null, Colors.Green)
.SetConditionalFormatting(columnShift + 9, ComparisonOperator.Equal, "\"{0}\"".Put(LocalizedStrings.Str238), null, Colors.Red);
rowIndex = 2;
foreach (var order in strategy.Orders.ToArray())
{
worker
.SetCell(columnShift + 0, rowIndex, order.Id)
.SetCell(columnShift + 1, rowIndex, order.TransactionId)
.SetCell(columnShift + 2, rowIndex, Format(order.Direction))
.SetCell(columnShift + 3, rowIndex, Format(order.Time))
.SetCell(columnShift + 4, rowIndex, Format(order.LastChangeTime))
.SetCell(columnShift + 5, rowIndex, Format(order.LastChangeTime - order.Time))
.SetCell(columnShift + 6, rowIndex, order.Price)
.SetCell(columnShift + 7, rowIndex, MathHelper.Round(order.GetAveragePrice(strategy.Connector), Decimals))
.SetCell(columnShift + 8, rowIndex, Format(order.State))
.SetCell(columnShift + 9, rowIndex, order.IsMatched() ? LocalizedStrings.Str1328 : (order.IsCanceled() ? LocalizedStrings.Str1329 : LocalizedStrings.Str238))
.SetCell(columnShift + 10, rowIndex, order.Balance)
.SetCell(columnShift + 11, rowIndex, order.Volume)
.SetCell(columnShift + 12, rowIndex, Format(order.Type))
.SetCell(columnShift + 13, rowIndex, Format(order.LatencyRegistration))
.SetCell(columnShift + 14, rowIndex, Format(order.LatencyCancellation))
.SetCell(columnShift + 15, rowIndex, order.Comment);
rowIndex++;
}
var stopOrders = strategy.StopOrders.ToArray();
if (stopOrders.Length > 0)
{
rowIndex += 2;
worker
.SetCell(columnShift + 0, rowIndex - 1, LocalizedStrings.Str1351)
.SetCell(columnShift + 0, rowIndex, LocalizedStrings.Str1190).SetStyle(columnShift + 0, typeof(long))
.SetCell(columnShift + 1, rowIndex, LocalizedStrings.Transaction).SetStyle(columnShift + 1, typeof(long))
.SetCell(columnShift + 2, rowIndex, LocalizedStrings.Str128)
.SetCell(columnShift + 3, rowIndex, LocalizedStrings.Time).SetStyle(columnShift + 3, "HH:mm:ss.fff")
.SetCell(columnShift + 4, rowIndex, LocalizedStrings.Price).SetStyle(columnShift + 4, typeof(decimal))
.SetCell(columnShift + 5, rowIndex, LocalizedStrings.Str1324)
.SetCell(columnShift + 6, rowIndex, LocalizedStrings.State)
.SetCell(columnShift + 7, rowIndex, LocalizedStrings.Volume).SetStyle(columnShift + 7, typeof(decimal))
.SetCell(columnShift + 8, rowIndex, LocalizedStrings.Str1326)
.SetCell(columnShift + 9, rowIndex, LocalizedStrings.Str1327)
.SetCell(columnShift + 10, rowIndex, LocalizedStrings.Str1352).SetStyle(columnShift + 9, typeof(long));
var stopParams = stopOrders[0].Condition.Parameters.Keys.ToArray();
for (var i = 0; i < stopParams.Length; i++)
worker.SetCell(columnShift + 11 + i, rowIndex, stopParams[i]);
foreach (var order in stopOrders)
{
worker
.SetCell(columnShift + 0, rowIndex, order.Id)
.SetCell(columnShift + 1, rowIndex, order.TransactionId)
.SetCell(columnShift + 2, rowIndex, Format(order.Direction))
.SetCell(columnShift + 3, rowIndex, Format(order.Time))
.SetCell(columnShift + 4, rowIndex, order.Price)
.SetCell(columnShift + 5, rowIndex, Format(order.State))
.SetCell(columnShift + 6, rowIndex, order.IsMatched() ? LocalizedStrings.Str1328 : (order.IsCanceled() ? LocalizedStrings.Str1329 : string.Empty))
.SetCell(columnShift + 7, rowIndex, order.Volume)
.SetCell(columnShift + 8, rowIndex, Format(order.LatencyRegistration))
.SetCell(columnShift + 9, rowIndex, Format(order.LatencyCancellation))
.SetCell(columnShift + 10, rowIndex, order.DerivedOrder != null ? (object)order.DerivedOrder.Id : string.Empty);
for (var i = 0; i < stopParams.Length; i++)
worker.SetCell(columnShift + 11 + i, rowIndex, order.Condition.Parameters[stopParams[i]] ?? string.Empty);
rowIndex++;
}
}
}
}
worker.Save(FileName, true);
}
}
public string IsExist(string argument)
{
AjaxResult ajaxResult = new AjaxResult();
try
{
string dataID = Request.Form["DataID"].Trim();
IDictionary<string, object> para = new Dictionary<string, object>();
para.SafeAdd("ID", dataID);
Operator operatorInfo =repository.FindOne<Operator>(para);
if (operatorInfo != null)
{
ajaxResult.PromptMsg = "该用户已经存在！";
}
ajaxResult.RetValue = string.Empty;
ajaxResult.Result = DoResult.Success;
}
catch (Exception ex)
{
ajaxResult.Result = DoResult.Failed;
ajaxResult.PromptMsg = "获取信息出错，请联系管理员！";
log.Error(ex);
}
return JsonConvert.SerializeObject(ajaxResult);
}
public string Save(string argument)
{
AjaxResult ajaxResult = new AjaxResult();
string errorMsg = string.Empty;
DoResult actionResult = DoResult.Failed;
string actionMessage = string.Empty;
string processInstID = Request.QueryString["processInstID"];
ProcessForm processForm;
try
{
Dictionary<string, object> formValues = JsonConvert.DeserializeObject<Dictionary<string, object>>(argument);
string table = Request.Form["DataSource"];
StringBuilder sbFields = new StringBuilder();
StringBuilder sbValues = new StringBuilder();
string cmdText = string.Empty;
StringBuilder sbUpdateValues = new StringBuilder();
IDictionary<string, object> parameters = new Dictionary<string, object>();
parameters.SafeAdd("ProcessInstID", processInstID);
processForm = engine.Persistence.Repository.FindOne<ProcessForm>(parameters);
if (processForm != null)
{
foreach (var item in formValues)
{
if (sbUpdateValues.Length > 0)
sbUpdateValues.Append(",");
sbUpdateValues.AppendFormat("{0} = :{0}", item.Key);
}
cmdText = string.Format("update {0} set {1} where ID ='{2}'", table, sbUpdateValues.ToString(), processForm.BizID);
}
else
{
string bizID = IdGenerator.NewComb().ToString();
formValues.SafeAdd("ID", bizID);
foreach (var item in formValues)
{
sbFields.Append(item.Key).Append(",");
sbValues.Append(":").Append(item.Key).Append(",");
}
processForm = new ProcessForm()
{
ID = IdGenerator.NewComb().ToString(),
BizID = bizID,
BizTable = table,
CreateTime = DateTime.Now,
Creator = User.ID,
ProcessInstID = processInstID,
KeyWord = sbValues.ToString()
};
cmdText = string.Format("insert into {0}({1}) values({2})", table, sbFields.ToString().TrimEnd(','), sbValues.ToString().TrimEnd(','));
}
string workItemID = Request.QueryString["workItemID"];
UnitOfWork.ExecuteWithTrans<WorkItem>(() =>
{
engine.Persistence.Repository.ExecuteSql<WorkItem>(cmdText, formValues);
engine.Persistence.Repository.SaveOrUpdate(processForm);
engine.CompleteWorkItem(workItemID, formValues);
});
actionResult = DoResult.Success;
//获取提示信息
actionMessage = string.Format("启动工作流实例{0}工作项{1}", processForm.ProcessInstID, workItemID);
//记录操作日志
AddActionLog(processForm, actionResult, actionMessage);
ajaxResult.Result = actionResult;
ajaxResult.RetValue = processForm.BizID;
ajaxResult.PromptMsg = actionMessage;
}
catch (Exception ex)
{
actionMessage = RemarkAttribute.GetEnumRemark(actionResult);
log.Error(actionMessage, ex);
}
return JsonConvert.SerializeObject(ajaxResult);
}
/// <summary>
/// Download securities info.
/// </summary>
/// <param name="securities">Securities.</param>
public static void DownloadInfo(this IDictionary <Tuple <string, SecurityTypes>, SecurityMessage> securities)
{
if (securities.Count == 0)
{
return;
}
void MostAppropriated(IEnumerable <SecurityMessage> messages, Tuple <string, SecurityTypes> key, SecurityMessage destination)
{
SecurityMessage found = null;
if (messages != null)
{
messages = messages.Where(s =>
{
var name = key.Item1;
return(s.SecurityId.SecurityCode.CompareIgnoreCase(name) || s.ShortName.CompareIgnoreCase(name) || s.Name.CompareIgnoreCase(name));
});
switch (key.Item2)
{
case SecurityTypes.Future:
found = messages.OrderByDescending(m => m.ExpiryDate).FirstOrDefault();
break;
case SecurityTypes.Stock:
found = messages.OrderBy(m => m.SecurityId.BoardCode.StartsWithIgnoreCase("TQ") ? 0 : 1).FirstOrDefault();
break;
}
}
if (found == null)
{
System.Diagnostics.Debug.WriteLine("{0}={1}", key.Item1, key.Item2);
}
else
{
var native = destination.SecurityId.Native;
found.CopyTo(destination, false);
destination.SetNativeId(native);
}
}
var client = new InstrumentProviderClient();
if (securities.Count <= 10)
{
foreach (var pair in securities)
{
var name = pair.Key.Item1;
var type = pair.Key.Item2;
var found = client.LookupSecurities(new SecurityLookupMessage
{
SecurityId = new SecurityId {
SecurityCode = name
},
SecurityType = type,
});
if (found.Count == 0)
{
found = client.LookupSecurities(new SecurityLookupMessage
{
SecurityType = type,
ShortName = name
});
if (found.Count == 0)
{
found = client.LookupSecurities(new SecurityLookupMessage
{
SecurityType = type,
Name = name
});
}
}
MostAppropriated(found, pair.Key, pair.Value);
}
}
else
{
var byCode = new Dictionary <Tuple <string, SecurityTypes?>, List <SecurityMessage> >();
var byShortName = new Dictionary <Tuple <string, SecurityTypes?>, List <SecurityMessage> >();
var byName = new Dictionary <Tuple <string, SecurityTypes?>, List <SecurityMessage> >();
foreach (var message in client.LookupSecurities(Extensions.LookupAllCriteriaMessage))
{
var secType = message.SecurityType;
byCode.SafeAdd(Tuple.Create(message.SecurityId.SecurityCode.ToUpperInvariant(), secType)).Add(message);
if (!message.ShortName.IsEmpty())
{
byShortName.SafeAdd(Tuple.Create(message.ShortName.ToUpperInvariant(), secType)).Add(message);
}
if (!message.Name.IsEmpty())
{
byName.SafeAdd(Tuple.Create(message.Name.ToUpperInvariant(), secType)).Add(message);
}
}
