public List <USeTradeBook> GetTradeBookList()
{
//查找orderlist里面状态为全部成交的Order返回
List <USeTradeBook> trade_book_list = new List <USeTradeBook>();
foreach (USeOrderBook order_book in m_order_list)
{
USeOrderStatus order_status = order_book.OrderStatus;
if (order_status == USeOrderStatus.AllTraded)
{
USeTradeBook tradeBook = new USeTradeBook();
tradeBook.TradeNum = order_book.OrderNum.ToString();
tradeBook.Instrument = order_book.Instrument;
tradeBook.OrderNum = order_book.OrderNum;
tradeBook.OrderSide = order_book.OrderSide;
tradeBook.OffsetType = order_book.OffsetType;
tradeBook.Price = order_book.OrderPrice;
tradeBook.Qty = order_book.OrderQty;
tradeBook.Amount = 0;
tradeBook.Fee = 0;
tradeBook.TradeTime = DateTime.Now;
tradeBook.Account = order_book.Account;
trade_book_list.Add(tradeBook);
}
}
return(trade_book_list);
}
private bool Filter(USeOrderStatus orderStatus)
{
if (this.rbnOrderState_All.Checked)
{
return(true);
}
else if (this.rbnOrderState_UnTrade.Checked)
{
#region
if (orderStatus == USeOrderStatus.NoTraded ||
orderStatus == USeOrderStatus.PartTraded)
{
return(true);
}
else
{
return(false);
}
#endregion
}
else if (this.rbnOrderState_Traded.Checked)
{
if (orderStatus == USeOrderStatus.AllTraded ||
orderStatus == USeOrderStatus.PartCanceled)
{
return(true);
}
else
{
return(false);
}
}
else if (this.rbnOrderState_CancelAndError.Checked)
{
if (orderStatus == USeOrderStatus.BlankOrder ||
orderStatus == USeOrderStatus.PartCanceled ||
orderStatus == USeOrderStatus.AllCanceled)
{
return(true);
}
else
{
return(false);
}
}
return(false);
}
/// <summary>
/// 委托单状态描述。
/// </summary>
/// <param name="orderStatus">委托状态。</param>
/// <returns>描述字符串。</returns>
public static string ToDescription(this USeOrderStatus orderStatus)
{
switch (orderStatus)
{
case USeOrderStatus.NoTraded: return("未成交");
case USeOrderStatus.PartCanceled: return("部撤");
case USeOrderStatus.AllCanceled: return("已撤");
case USeOrderStatus.PartTraded: return("部成");
case USeOrderStatus.AllTraded: return("已成");
case USeOrderStatus.BlankOrder: return("废单");
default: return("未知");
}
}
private void gridOrderBook_CellValueChanged(object sender, DataGridViewCellEventArgs e)
{
try
{
int index = -1;
foreach (DataRow row in m_dataTable.Rows)
{
index++;
USeOrderStatus orderState = (USeOrderStatus)row["SelectedOrderStatus"];
int orderQty = Convert.ToInt32(row["OrderQty"]);
decimal OrderPrice = Convert.ToDecimal(row["OrderPrice"]);
int tradeQty = Convert.ToInt32(row["TradeQty"]);
decimal tradePrice = Convert.ToDecimal(row["TradePrice"]);
decimal tradeFee = Convert.ToDecimal(row["TradeFee"]);
string errorMessage = string.Empty;
bool matchResult = IsMatchRule(row, out errorMessage);
row["Memo"] = errorMessage;
if (matchResult != Convert.ToBoolean(row["DoneFlag"]))
{
Debug.WriteLine("MatchResultChange:" + matchResult + "@" + index);
row["DoneFlag"] = matchResult;
if (matchResult)
{
row["IsDone"] = global::USeFuturesSpirit.Properties.Resources.green1;
}
else
{
row["IsDone"] = global::USeFuturesSpirit.Properties.Resources.red1;
}
}
}
UpdateErrorOrderCount();
}
catch (Exception ex)
{
Debug.WriteLine(ex.Message);
}
}
private bool IsMatchRule(DataRow row, out string errorMessage)
{
errorMessage = string.Empty;
USeOrderStatus orderState = (USeOrderStatus)row["SelectedOrderStatus"];
int orderQty = Convert.ToInt32(row["OrderQty"]);
decimal OrderPrice = Convert.ToDecimal(row["OrderPrice"]);
int tradeQty = Convert.ToInt32(row["TradeQty"]);
decimal tradePrice = Convert.ToDecimal(row["TradePrice"]);
decimal tradeFee = Convert.ToDecimal(row["TradeFee"]);
if (orderState == USeOrderStatus.Unknown)
{
errorMessage = "请选择委托单处理状态";
return(false);
}
if (orderState == USeOrderStatus.AllTraded)
{
if (orderQty != tradeQty)
{
errorMessage = "全部成交状态，成交量应等于委托量";
return(false);
}
if (tradePrice <= 0)
{
errorMessage = "全部成交状态，成交价格不应该为空";
return(false);
}
if (orderQty == tradeQty && tradePrice > 0)
{
errorMessage = "处理完毕";
return(true);
}
}
else if (orderState == USeOrderStatus.PartCanceled)
{
if (tradeQty >= orderQty || tradeQty <= 0)
{
errorMessage = "部分撤单状态，成交量应该大于0小于委托量";
return(false);
}
if (tradePrice <= 0)
{
errorMessage = "部分撤单状态，成交价格不应该为空";
return(false);
}
if (tradeQty < orderQty && tradeQty > 0 && tradePrice > 0)
{
errorMessage = "处理完毕";
return(true);
}
}
else if (orderState == USeOrderStatus.AllCanceled)
{
if (tradeQty != 0)
{
errorMessage = "全部撤单状态，成交量应该等于0";
return(false);
}
if (tradePrice > 0)
{
errorMessage = "全部撤单状态，成交价格应该为0";
return(false);
}
if (tradeQty == 0 && tradePrice == 0)
{
errorMessage = "处理完毕";
return(true);
}
}
else
{
System.Diagnostics.Debug.WriteLine(orderState);
return(false);
}
return(true);
}
private void btnOK_Click(object sender, EventArgs e)
{
List <ErrorUSeOrderBook> result = new List <ErrorUSeOrderBook>();
try
{
//如果存在未被处理的委托单，提示处理
foreach (DataRow row in m_dataTable.Rows)
{
string errorMessage = string.Empty;
if (IsMatchRule(row, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "请处理异常委托单");
return;
}
}
USeOrderDriver orderDriver = USeManager.Instance.OrderDriver;
Debug.Assert(orderDriver != null);
//根据界面生成结果保存到Result
foreach (DataRow row in m_dataTable.Rows)
{
USeInstrument instrument = row["Instrument"] as USeInstrument;
Debug.Assert(instrument != null);
USeInstrumentDetail instrumentDetail = orderDriver.QueryInstrumentDetail(instrument);
//[yangming]合约过期后可能查不到了，此处可以考虑用品种信息获取合约乘数
Debug.Assert(instrumentDetail != null);
int orderQty = Convert.ToInt32(row["OrderQty"]);
int tradeQty = Convert.ToInt32(row["TradeQty"]);
int cancelQty = orderQty - tradeQty;
Debug.Assert(cancelQty >= 0);
decimal tradePrice = Convert.ToDecimal(row["TradePrice"]);
decimal tradeFee = Convert.ToDecimal(row["TradeFee"]);
decimal tradeAmount = tradePrice * tradeQty * instrumentDetail.VolumeMultiple;
USeOrderStatus selectedOrderStatus = (USeOrderStatus)row["SelectedOrderStatus"];
USeOrderStatus status = USeOrderStatus.Unknown;
if (selectedOrderStatus == USeOrderStatus.AllTraded)
{
status = USeOrderStatus.AllTraded;
}
else if (selectedOrderStatus == USeOrderStatus.AllCanceled)
{
if (cancelQty == orderQty)
{
status = USeOrderStatus.AllCanceled;
}
else
{
status = USeOrderStatus.PartCanceled;
}
}
USeOrderNum orderNum = row["OrderNum"] as USeOrderNum;
ErrorUSeOrderBook erroOrderBook = row["ErrorUSeOrderBook"] as ErrorUSeOrderBook;
erroOrderBook.OrderBook.OrderStatus = status;
erroOrderBook.OrderBook.CancelQty = cancelQty;
erroOrderBook.OrderBook.TradeQty = tradeQty;
erroOrderBook.OrderBook.TradePrice = tradePrice;
erroOrderBook.OrderBook.TradeAmount = tradeAmount;
erroOrderBook.OrderBook.TradeFee = tradeFee;
result.Add(erroOrderBook);
}
this.Result = result;
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
