public static IEnumerable <QueryGeneralOrderResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryGeneralOrderResult result = new QueryGeneralOrderResult();
int index = 0;
result.OrderNo = int.Parse(row[index++]);
result.SubmissionTime = row[index++];
result.SecurityCode = row[index++];
result.SecurityName = row[index++];
result.BuySellFlag = row[index++];
result.StatusString = row[index++];
result.Status = TradingHelper.ConvertStringToOrderStatus(result.StatusString);
result.SubmissionPrice = TradingHelper.SafeParseFloat(row[index++]);
result.SubmissionVolume = TradingHelper.SafeParseInt(row[index++]);
result.DealPrice = TradingHelper.SafeParseFloat(row[index++]);
result.DealVolume = TradingHelper.SafeParseInt(row[index++]);
result.SubmissionType = row[index++];
result.PricingType = row[index++];
yield return(result);
}
}
public IEnumerable <QueryGeneralOrderResult> QueryCancellableOrder(out string error)
{
TabulateData data;
if (!QueryData(DataCategory.CancellableOrder, out data, out error))
{
return(new List <QueryGeneralOrderResult>());
}
return(QueryGeneralOrderResult.ExtractFrom(data));
}
public IEnumerable <QueryGeneralOrderResult> QuerySubmittedOrderHistory(DateTime startDate, DateTime endDate, out string error)
{
TabulateData data;
if (!QueryHistoryData(HistoryDataCategory.OrderSubmittedInHistory, startDate, endDate, out data, out error))
{
return(null);
}
return(QueryGeneralOrderResult.ExtractFrom(data));
}
public IEnumerable <QueryGeneralOrderResult> QuerySubmittedOrderToday(out string error)
{
TabulateData data;
if (!QueryData(DataCategory.OrderSubmittedToday, out data, out error))
{
return(new List <QueryGeneralOrderResult>());
}
return(QueryGeneralOrderResult.ExtractFrom(data));
}
private bool CheckOrderStatusChangeAndNotify(ref DispatchedOrder dispatchedOrder, QueryGeneralOrderResult order)
{
bool isStatusChanged = false;
if (order.Status != dispatchedOrder.LastStatus)
{
isStatusChanged = true;
}
else if (order.Status == OrderStatus.PartiallySucceeded &&
dispatchedOrder.LastStatus == order.Status &&
order.DealVolume != dispatchedOrder.SucceededVolume)
{
isStatusChanged = true;
}
dispatchedOrder.LastStatus = order.Status;
dispatchedOrder.SucceededVolume = order.DealVolume;
if (isStatusChanged)
{
NotifyOrderStatusChanged(dispatchedOrder);
}
return(isStatusChanged);
}