private int close(string pInstrument, DirectionType pPosiDire, int pCloseLots, MarketData pTick, bool pForce, double pPrice, int pCustom)
{
PositionField pf;
if (!DicPositionField.TryGetValue($"{pInstrument}_{pPosiDire}", out pf))
{
return(pCloseLots);
}
var dire = pPosiDire == DirectionType.Buy ? DirectionType.Sell : DirectionType.Buy;
var price = !double.IsNaN(pPrice) ? pPrice : (dire == DirectionType.Buy ? (pForce ? pTick.UpperLimitPrice : pTick.AskPrice) : (pForce ? pTick.LowerLimitPrice : pTick.BidPrice)); //板价发单
var volClose = Math.Min(pCloseLots, pf.Position); //可平量
var rtn = pCloseLots - volClose;
if (DicInstrumentField[pInstrument].ExchangeID == Exchange.SHFE && pf.TdPosition > 0)
{
var tdClose = Math.Min(pf.TdPosition, volClose);
ReqOrderInsert(pInstrument, dire, OffsetType.CloseToday, price, tdClose, pCustom: pCustom);
volClose -= tdClose;
}
if (volClose > 0)
{
ReqOrderInsert(pInstrument, dire, OffsetType.Close, price, volClose, pCustom: pCustom);
}
return(rtn);
}
/// <summary>
/// 平仓
/// </summary>
/// <param name="pInstrument">合约</param>
/// <param name="pPosiDire">平多/空仓</param>
/// <param name="pCloseLots">要平的手数</param>
/// <param name="pTick">合约的行情</param>
/// <param name="pForce">是否强平(强平用板价发单,否则发对价单)</param>
/// <param name="pPrice">指定发单价(默认为Nan)</param>
/// <returns>少平的手数</returns>
private int ClosePosi(string pInstrument, DirectionType pPosiDire, int pCloseLots, MarketData pTick, bool pForce)
{
return(close(pInstrument, pPosiDire, pCloseLots, pTick, pForce, double.NaN, _custom++));
}
