/// <summary>
/// 读取交易规则及基础数据
/// </summary>
private static void DoBaseData()
{
//已经在ScheduleManger中初始化
//MCService.CommonPara.Reset();
//MCService.CommonPara.Initialize();
LogHelper.WriteInfo("------------证券开市处理-DoBaseData");
try
{
MCService.Reset();
AccountManager.Instance.Reset();
#region old code 注释 --李健华 2010-06-09
////交易员工厂封装类进行重置
//VTTradersFactory.Reset();
//VTTradersFactory.GetStockTraders();
//VTTradersFactory.GetFutureTraders();
#endregion
RealTimeMarketUtil.GetInstance().Reset();
LocalCommonValidater.Reset();
#region ===回推故障数据导入 Create by:李健华 Create date:2009-08-12===
FailureRecoveryFactory.XHReaderToDB();
#endregion ===回推故障数据导入 End===
var rescueManager = RescueManager.Instance;
LogHelper.WriteInfo("------------完成证券开市处理-DoBaseData");
}
catch (Exception ex)
{
LogHelper.WriteError(ex.ToString(), ex);
LogHelper.WriteInfo("------------证券开市处理失败-DoBaseData");
}
}
/// <summary>
/// 商品期货强行平仓
/// Create by:董鹏
/// Create Date:2010-02-04
/// </summary>
/// <param name="orderAccepter">委托接收对象</param>
/// <param name="holdTable">持仓实体</param>
/// <param name="price">委托价格</param>
/// <param name="amount">委托数量</param>
/// <param name="isExpiredContract">是否是过期的合约需要平仓</param>
private void CloseCommoditiesContract(OrderAccepter orderAccepter, QH_HoldAccountTableInfo holdTable, float price, float amount, Types.QHForcedCloseType closeType, Entity.Contants.Types.FutureOpenCloseType closeType2)
{
if (holdTable == null)
{
return;
}
if (holdTable.HistoryHoldAmount == 0 && closeType2 == ReckoningCounter.Entity.Contants.Types.FutureOpenCloseType.ClosePosition)
{
return;
}
if (holdTable.TodayHoldAmount == 0 && closeType2 == ReckoningCounter.Entity.Contants.Types.FutureOpenCloseType.CloseTodayPosition)
{
return;
}
MercantileFuturesOrderRequest2 request = null;
request = new MercantileFuturesOrderRequest2();
string type = "";
switch (closeType)
{
case Types.QHForcedCloseType.Expired:
// request.IsExpiredContract = true;
type = "过期合约持仓检查平仓";
break;
case Types.QHForcedCloseType.CapitalCheck:
//request.IsCapitalCheckContract = true;
type = "资金检查平仓";
break;
case Types.QHForcedCloseType.OverHoldLimit:
//request.IsOverHoldLimitContract = true;
type = "持仓限制检查平仓";
break;
case Types.QHForcedCloseType.NotModMinUnit:
//request.IsNotModMinUnitContract = true;
type = "最小交割单位整数倍持仓检查平仓";
break;
}
request.QHForcedCloseType = closeType; //盘前检查强行平仓类型
request.IsForcedCloseOrder = true; //是否盘前检查强行平仓
//{
// request = new MercantileFuturesOrderRequest2 { IsExpiredContract = true, IsCapitalCheckContract = false };
//}
//else
//{
// request = new MercantileFuturesOrderRequest2 { IsExpiredContract = false, IsCapitalCheckContract = true };
//}
var buySellType = holdTable.BuySellTypeId == (int)Types.TransactionDirection.Buying
? Types.TransactionDirection.Selling
: Types.TransactionDirection.Buying;
request.BuySell = buySellType;
request.Code = holdTable.Contract;
request.FundAccountId = capitalAccount.UserAccountDistributeLogo;
request.OpenCloseType = closeType2;
request.OrderAmount = amount;//(float)holdTable.HistoryHoldAmount;
//和刘丹确认过，不是过期合约平仓或者价格为0时，取当日的涨停价或跌停价报盘，买平用涨停价，卖平用跌停价，add by 董鹏 2010-02-23
//2010-04-02 和刘丹、苏婷再次讨论，定为先取行情最新价，若取不到在使用涨跌停价 update by 董鹏 2010-04-02
if (closeType != Types.QHForcedCloseType.Expired || price == 0)
{
string errMsg;
int errcount = 0;
//获取行情最新成交价
MarketDataLevel marketData = null;
while (marketData == null)
{
marketData = RealTimeMarketUtil.GetInstance().GetLastPriceByCode(holdTable.Contract, (int)Types.BreedClassTypeEnum.CommodityFuture, out errMsg);
errcount++;
if (errcount > 10)
{
LogHelper.WriteDebug("期货强行平仓，无法获取到行情最新成交价。CloseCommoditiesContract");
break;
}
if (marketData == null)
{
Thread.Sleep(10000);
}
}
if (marketData != null && marketData.LastPrice != 0)
{
price = (float)marketData.LastPrice;
}
else
{
//取不到行情成交价，取涨跌停板价
HighLowRangeValue hlValue = null;
while (hlValue == null)
{
hlValue = MCService.HLRangeProcessor.GetHighLowRangeValueByCommodityCode(holdTable.Contract, 0);
errcount++;
if (errcount > 10)
{
LogHelper.WriteDebug("期货强行平仓，无法获取到涨跌停板价格。CloseCommoditiesContract");
return;
}
if (hlValue == null)
{
Thread.Sleep(10000);
}
}
price = holdTable.BuySellTypeId == (int)Types.TransactionDirection.Buying
? (float)hlValue.HighRangeValue
: (float)hlValue.LowRangeValue;
}
}
request.OrderPrice = price;
request.OrderUnitType = Types.UnitType.Hand;
request.OrderWay = Entity.Contants.Types.OrderPriceType.OPTLimited;
string format = "FutureDayChecker开盘持仓检查强制平仓[UserAccountDistributeLogo={0},AccountHoldLogoId={1}，Code={2}, Price={3}, 平仓类型={4}]-委托信息：" + request;
string msg = string.Format(format, holdTable.UserAccountDistributeLogo, holdTable.AccountHoldLogoId, holdTable.Contract, price, type);
LogHelper.WriteDebug(msg + holdTable);
UA_UserAccountAllocationTableDal ua_UserAccountAllocationTableDal = new UA_UserAccountAllocationTableDal();
//设置为其所属的交易员
var userAccountAllocationTable = ua_UserAccountAllocationTableDal.GetModel(capitalAccount.UserAccountDistributeLogo);
if (userAccountAllocationTable == null)
{
string msg2 = "开盘检查强行平仓失败！无法获取资金账户信息，ID=" + capitalAccount.UserAccountDistributeLogo;
LogHelper.WriteInfo(msg2);
return;
}
UA_UserBasicInformationTableDal ua_UserBasicInformationTableDal = new UA_UserBasicInformationTableDal();
var user = ua_UserBasicInformationTableDal.GetModel(userAccountAllocationTable.UserID);
if (user == null)
{
string msg3 = "开盘检查强行平仓失败！无法获取交易员信息，UserID=" + userAccountAllocationTable.UserID;
LogHelper.WriteInfo(msg3);
return;
}
request.TraderId = user.UserID;
request.TraderPassword = user.Password;
orderAccepter.DoMercantileFuturesOrder(request);
}