private void initUnitDataMap(string instrument)
{
List <UnitData> unitDataList = MongoDbHepler.GetAll <UnitData>(mongoDB, instrument + instrument_15m);
unitDataMap.Add(instrument, unitDataList);
int count = unitDataList.Count;
if (count > _TOTALSIZE)
{
UnitData lastUnitData = unitDataList.Last();
if (lastUnitData.avg_480 <= 0)
{
if (count > _TOTALSIZE)
{
double total = 0;
for (int i = 0; i < _TOTALSIZE; i++)
{
total += unitDataList.ElementAt(count - i - 1).close;
}
lastUnitData.avg_480 = Math.Round(total / _TOTALSIZE, 2);
}
}
Console.WriteLine(string.Format(Program.LogTitle + "品种{0} 个数{1} 平均:{2}", instrument, count, lastUnitData.avg_480));
}
}
private void update(string instrument, UnitData data)
{
IMongoQuery query = Query.EQ("datetime", data.datetime);
Dictionary <string, BsonValue> dict = new Dictionary <string, BsonValue>();
dict.Add("open", data.open);
dict.Add("close", data.close);
dict.Add("high", data.high);
dict.Add("low", data.low);
dict.Add("avg_480", data.avg_480);
MongoDbHepler.Update(mongoDB, instrument + instrument_15m, query, dict);
}
private void syncData()
{
string fileName = FileUtil.getTradeFilePath();
Dictionary <string, InstrumentData> tempData = null;
try
{
string text = File.ReadAllText(fileName);
tempData = JsonConvert.DeserializeObject <Dictionary <string, InstrumentData> >(text);
}
catch (Exception e)
{
}
if (tempData != null && tempData.Count != 0)
{
tradeData = tempData;
}
else if (isInit == false) //第一次启动
{
string inst = string.Empty;
Console.WriteLine(Program.LogTitle + "请输入合约:");
inst = Console.ReadLine();
//program.quoter.ReqSubscribeMarketData(inst);
InstrumentData instrumentData = new InstrumentData();
instrumentData.holder = 0;
instrumentData.isToday = false;
instrumentData.lastUpdateTime = "";
instrumentData.price = 0;
instrumentData.span = 15;
instrumentData.trade = true;
instrumentData.openvolumn = 1;
instrumentData.closevolumn = 1;
instrumentData.curAvg = 0;
tradeData = new Dictionary <string, InstrumentData>();
tradeData.Add(inst, instrumentData);
}
unitDataMap.Clear();
mongoDB = MongoDbHepler.GetDatabase(connectionString, dbName);
foreach (string key in tradeData.Keys)
{
initUnitDataMap(key);
}
if (quoter.IsLogin)
{
subscribeInstruments();
}
}
//输入：q1ctp /t1ctp /q2xspeed /t2speed
private static void Main(string[] args)
{
Program program = new Program();
System.Object lockThis = new System.Object();
R:
Console.WriteLine(Program.LogTitle + "选择接口:\t1-CTP 2-xSpeed 3-Femas 4-股指仿真 5-外汇仿真 6-郑商商品期权仿真");
char c = '1';
switch (c)
{
case '1': //CTP
if (isTest)
{
/*program.trader = new Trade("ctp_trade_proxy.dll")
* {
* Server = "tcp://180.168.146.187:10000",
* Broker = "9999"// "4040",
* };*/
program.quoter = new Quote("ctp_quote_proxy.dll")
{
Server = "tcp://180.168.146.187:10010",
Broker = "9999",
};
}
else
{
/* program.trader = new Trade("ctp_trade_proxy.dll")
* {
* Server = "tcp://180.166.37.129:41205", //国信
* Broker = "8030"
*
* //Server = "tcp://222.73.111.150:41205",//" tcp://101.95.8.178:51205",//中建
* //Broker = "9080"// "9999"// "4040",
* };*/
program.quoter = new Quote("ctp_quote_proxy.dll")
{
Server = "tcp://180.166.37.129:41213", //国信
Broker = "8030",
//Server = "tcp://222.73.111.150:41213",//"tcp://101.95.8.178:51213",//中建
//Broker = "9080",
};
}
//t = new Trade("ctp_trade_proxy.dll")
//{
// Server = "tcp://211.95.40.130:51205",
// Broker = "1017",
//};
//q = new Quote("ctp_quote_proxy.dll")
//{
// Server = "tcp://211.95.40.130:51213",
// Broker = "1017",
//};
break;
default:
Console.WriteLine(Program.LogTitle + "请重新选择");
goto R;
}
//if (isTest)
//{
// ITradeCenter tradeCenter = new TradeCenterTestImp();
// //tradeCenter.init("m1609");
// tradeCenter.init("rb1610");
// tradeCenter.start();
// goto End;
//}
Config config = Config.loadConfig();
if (config == null)
{
Console.WriteLine("请输入帐号:");
program.quoter.Investor = Console.ReadLine();
Console.WriteLine("请输入密码:");
program.quoter.Password = Console.ReadLine();
}
else
{
program.quoter.Investor = config.user;
program.quoter.Password = config.password;
}
program.quoter.OnFrontConnected += (sender, e) =>
{
Console.WriteLine("[" + DateTime.Now.ToLocalTime().ToString() + "]" + "OnFrontConnected");
Log.log("OnFrontConnected");
if (Utils.isTradingTimeNow() || Utils.isLogInTimeNow())
{
program.quoter.ReqUserLogin();
}
};
program.quoter.OnRspUserLogin += (sender, e) =>
{
Console.WriteLine("[" + DateTime.Now.ToLocalTime().ToString() + "]" + "OnRspUserLogin:{0}", e.Value);
Log.log(string.Format("OnRspUserLogin:{0}", e.Value));
};
program.quoter.OnRspUserLogout += (sender, e) =>
{
Console.WriteLine("[" + DateTime.Now.ToLocalTime().ToString() + "]" + "OnRspUserLogout:{0}", e.Value);
Log.log(string.Format("OnRspUserLogout:{0}", e.Value));
};
program.quoter.OnRtnError += (sender, e) =>
{
Console.WriteLine("[" + DateTime.Now.ToLocalTime().ToString() + "]" + "OnRtnError:{0}=>{1}", e.ErrorID, e.ErrorMsg);
Log.log(string.Format("OnRtnError:{0}=>{1}", e.ErrorID, e.ErrorMsg));
};
program.quoter.OnRtnTick += (sender, e) =>
{
lock (lockThis)
{
//bool needUpdate = false;
//InstrumentData currentInstrumentdata;
//if (program.tradeData.TryGetValue(e.Tick.InstrumentID, out currentInstrumentdata) == false)
//{
// currentInstrumentdata = new InstrumentData();
// program.tradeData.Add(e.Tick.InstrumentID, currentInstrumentdata);
//}
List <UnitData> unitDataList;
if (program.unitDataMap.TryGetValue(e.Tick.InstrumentID, out unitDataList) == false)
{
return;
}
//DateTime d1 = DateTime.Parse(program.quoter.TradingDay+" "+e.Tick.UpdateTime);
DateTime d1 = DateTime.ParseExact(program.quoter.TradingDay + " " + e.Tick.UpdateTime, "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture);
if (Utils.isValidData(e.Tick.InstrumentID, d1, e.Tick.UpdateTime) == false)
{
return;
}
if (Utils.isTradingTime(e.Tick.InstrumentID, d1) == false)
{
return;
}
string lastUpdateTime;
if (program.lastUpdateTimeMap.TryGetValue(e.Tick.InstrumentID, out lastUpdateTime) == false)
{
lastUpdateTime = null;
}
if (lastUpdateTime != null && program.isNewBar(lastUpdateTime, d1, e.Tick.InstrumentID))
{
int count = unitDataList.Count;
if (count > 0)
{
UnitData lastUnitData = unitDataList.Last();
if (count > _TOTALSIZE)
{
double total = 0;
for (int i = 0; i < _TOTALSIZE; i++)
{
total += unitDataList.ElementAt(count - i - 1).close;
}
lastUnitData.avg_480 = Math.Round(total / _TOTALSIZE, 2);
}
program.update(e.Tick.InstrumentID, lastUnitData);
}
UnitData unitData = new UnitData();
unitData.high = unitData.low = unitData.open = unitData.close = e.Tick.LastPrice;
unitData.datetime = d1.ToString();
unitDataList.Add(unitData);
Console.WriteLine(string.Format(Program.LogTitle + "new bar 品种{0} 时间:{1} 当前价格:{2}", e.Tick.InstrumentID,
e.Tick.UpdateTime, e.Tick.LastPrice));
program.save(e.Tick.InstrumentID, unitData);
}
else if (unitDataList.Count > 0)
{
UnitData unitData = unitDataList.Last();
if (e.Tick.LastPrice > unitData.high)
{
unitData.high = e.Tick.LastPrice;
}
if (e.Tick.LastPrice < unitData.low)
{
unitData.low = e.Tick.LastPrice;
}
unitData.close = e.Tick.LastPrice;
}
program.lastUpdateTimeMap[e.Tick.InstrumentID] = d1.ToString();
//currentInstrumentdata.lastUpdateTime = d1.ToString();
}
};
program.quoter.ReqConnect();
Thread.Sleep(3000);
if (!program.quoter.IsLogin && (Utils.isLogInTimeNow() || Utils.isTradingTimeNow()))
{
goto R;
}
// program.tradeCenter = new TradeCenter(program.trader, program.quoter, _tradeQueue);
// program.tradeCenter.start();
// InstrumentWatcher.Init(program.trader);
LoginWatcher.Init(program);
// Console.WriteLine(program.trader.DicInstrumentField.Aggregate("\r\n合约", (cur, n) => cur + "\t" + n.Value.InstrumentID));
program.mongoDB = MongoDbHepler.GetDatabase(connectionString, dbName);
//使用二进制序列化对象
//string fileName = @"C:\work\Trade.dat";//文件名称与路径
//if(isTest)
// fileName = @"C:\work\TestTrade.dat";//文件名称与路径
//string fileName = FileUtil.getTradeFilePath();
//Dictionary<string, InstrumentData> tempData = null;
//try
//{
// string text = File.ReadAllText(fileName);
// tempData = JsonConvert.DeserializeObject<Dictionary<string, InstrumentData>>(text);
//}
//catch (Exception e)
//{
//}
//if (tempData != null)
// program.tradeData = tempData;
//string fileName = FileUtil.getInstrumentFilePath();
//List<InstrumentTradeConfig> instrumentList = null;
//try
//{
// string text = File.ReadAllText(fileName);
// instrumentList = JsonConvert.DeserializeObject<List<InstrumentTradeConfig>>(text);
//}
//catch (Exception e)
//{
// try
// {
// List<string> oldinstrumentList = null;
// string text = File.ReadAllText(fileName);
// oldinstrumentList = JsonConvert.DeserializeObject<List<string>>(text);
// instrumentList = new List<InstrumentTradeConfig>();
// foreach (string inst in oldinstrumentList)
// {
// InstrumentTradeConfig instrumentConfig = new InstrumentTradeConfig();
// instrumentConfig.instrument = inst;
// instrumentConfig.trade = true;
// instrumentConfig.volumn = 1;
// instrumentList.Add(instrumentConfig);
// }
// string jsonString = JsonConvert.SerializeObject(instrumentList);
// File.WriteAllText(fileName, jsonString, Encoding.UTF8);
// }
// catch (Exception e2)
// {
// }
//}
//if (instrumentList == null || instrumentList.Count == 0)
//{
// string inst = string.Empty;
// Console.WriteLine(Program.LogTitle + "请输入合约:");
// inst = Console.ReadLine();
// //program.quoter.ReqSubscribeMarketData(inst);
// InstrumentTradeConfig instrumentConfig = new InstrumentTradeConfig();
// instrumentConfig.instrument = inst;
// instrumentConfig.trade = true;
// instrumentConfig.volumn = 1;
// program._instrumentList.Clear();
// program._instrumentList.Add(instrumentConfig);
// program._instrumentMap.Add(inst, instrumentConfig);
//}
//else
//{
// program._instrumentList.Clear();
// program._instrumentList.AddRange(instrumentList);
// foreach(InstrumentTradeConfig instrumentConfig in program._instrumentList)
// {
// program._instrumentMap.Add(instrumentConfig.instrument, instrumentConfig);
// }
//}
//foreach (string key in program._instrumentMap.Keys)
//{
// program.initUnitDataMap(key);
// //string unitFileName = FileUtil.getUnitDataPath(key);
// //List<UnitData> unitData = new List<UnitData>();
// //if (File.Exists(unitFileName))
// //{
// // string text = File.ReadAllText(unitFileName);
// // unitData = JsonConvert.DeserializeObject<List<UnitData>>(text);
// //}
// //program.unitDataMap.Add(key, unitData);
// //if (unitData.Count > _TOTALSIZE)
// //{
// // UnitData[] unitDataArray = unitData.ToArray();
// // double allColse = 0;
// // for (int i = 0; i < _TOTALSIZE; i++)
// // {
// // allColse += unitDataArray[unitData.Count - 1 - i].close;
// // }
// // Console.WriteLine(string.Format(Program.LogTitle + "品种{0} 平均:{1}", key, allColse / _TOTALSIZE));
// // Log.log(string.Format(Program.LogTitle + "品种{0} 平均:{1}", key, allColse / _TOTALSIZE), key);
// //}
//}
//if (program.quoter.IsLogin)
// program.subscribeInstruments();
program.syncData();
program.isInit = true;
Inst:
Console.WriteLine(Program.LogTitle + "q:退出 ");
Console.WriteLine("s-立刻保存 t-当前值");
c = Console.ReadKey().KeyChar;
switch (c)
{
case 's':
program.saveAll();
break;
case 't':
//foreach (string key in program.tradeData.Keys)
//{
// InstrumentData currentInstrumentdata;
// if (program.tradeData.TryGetValue(key, out currentInstrumentdata) == false)
// {
// if (currentInstrumentdata == null)
// continue;
// Log.log(string.Format("品种:{0} 值:{1}", key,currentInstrumentdata.curAvg));
// }
//}
Console.WriteLine("To be continued");
break;
case 'q':
if (program.quoter.IsLogin)
{
program.saveAll();
program.quoter.ReqUserLogout();
}
//InstrumentWatcher.flag = false;
Thread.Sleep(2000); //待接口处理后续操作
Environment.Exit(0);
break;
}
goto Inst;
End:
Console.WriteLine(Program.LogTitle + " end");
}
private void save(string instrument, UnitData data)
{
MongoDbHepler.Insert <UnitData>(mongoDB, instrument + instrument_15m, data);
}
