/// <summary>
/// 定时计算损益。
/// </summary>
/// <param name="state"></param>
private void CalculateProfitCallback(object state)
{
try
{
ArbitrageOrderState orderState = m_arbitrageOrder.State;
ProfitResult result = null;
if (orderState <= ArbitrageOrderState.Opened)
{
result = CalculatOpenProfit(m_arbitrageOrder);
}
else
{
result = CalculatCloseProfit(m_arbitrageOrder);
}
if (this.InvokeRequired)
{
this.BeginInvoke(new Action <ProfitResult>(ShowProfit), result);
return;
}
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
}
m_porfitCalcTimer.Change(500, Timeout.Infinite);
}
private BackgroundWorker m_worker = null; //工作线程
#endregion
#region 开平仓
/// <summary>
/// 开仓/平仓监控下单。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void WorkerDoWorkForOpenAndClose(object sender, DoWorkEventArgs e)
{
string text = string.Format("启动跟单流程,当前状态为{0}", this.ArbitrageOrderState.ToDescription());
AutoTraderNotice notice = CreateTraderNotice(text);
SafeFireAutoTraderNotice(notice);
WriteTraderNoticeLog(notice);
SafeFireAutoTraderStateChanged(AutoTraderWorkType.OpenOrClose, AutoTraderState.Enable);
lock (m_syncObj)
{
m_arbitrageOrder.ResetTryOrderErrorCount();
}
while (true)
{
ArbitrageOrderState arbitrageOrderState = ArbitrageOrderState.None;
lock (m_syncObj)
{
if (m_backgroundRunFlag == false)
{
break; // 退出跟单
}
arbitrageOrderState = m_arbitrageOrder.State;
}
switch (arbitrageOrderState)
{
case ArbitrageOrderState.Opening:
//建仓中
ProcessArbitrageOrderOpenTask();
break;
case ArbitrageOrderState.Closeing:
ProcessArbitrageOrderCloseTask();
//平仓中
break;
case ArbitrageOrderState.None:
//无下一步指示,等待
m_operatorEvent.WaitOne(EVENT_WAIT_Time);
break;
case ArbitrageOrderState.Opened:
BeginClose();
return;
case ArbitrageOrderState.Closed:
//已结束，流程退出
return;
default:
Debug.Assert(false, "未知类型的套利单状态");
return;
}
}
}
public static string ToDescription(this ArbitrageOrderState state)
{
switch (state)
{
case ArbitrageOrderState.Opening: return("开仓中");
case ArbitrageOrderState.Opened: return("开仓完成");
case ArbitrageOrderState.Closeing: return("平仓中");
case ArbitrageOrderState.Closed: return("平仓完成");
case ArbitrageOrderState.Finish: return("结束");
default: return("未知");
}
}
/// <summary>
/// 更新检查套利单状态。
/// </summary>
public void UpdataArbitrageOrderState()
{
switch (m_state)
{
case ArbitrageOrderState.Opening:
//检查建仓是否完成，如果完成设置为建仓完成
if (m_openTaskGroup.FinishTaskCount == m_openTaskGroup.TaskCount)
{
m_state = ArbitrageOrderState.Opened;
}
break;
case ArbitrageOrderState.Closeing:
//检查平仓是否完成，如果完成设置为平仓完成
if (m_closeTaskGroup.FinishTaskCount == m_closeTaskGroup.TaskCount)
{
m_state = ArbitrageOrderState.Closed;
}
break;
}
}
