void _timer_Tick(object sender, EventArgs e)
{
lock (_locker)
{
if (IsHandleCreated)
{
Invoke(new Action(() =>
{
TopMost = false;
BringToFront();
TopMost = true;
if (_savedItem != null)
{
if (DateTime.Now - _savedItem.Time > new TimeSpan(0, 0, 0, 0, 0))
{
AddMessage(_savedItem);
_savedItem = null;
}
}
if (cbAutoOpen.Checked)
{
if (cbAutoOpen.ForeColor == Color.Black)
{
cbAutoOpen.ForeColor = Color.Red;
}
else
{
cbAutoOpen.ForeColor = Color.Black;
}
}
else
{
cbAutoOpen.ForeColor = Color.Black;
}
if (Utils.IsTraderReady)
{
toolStripStatusLabel4.Text = "已连接";
toolStripStatusLabel4.ForeColor = Color.Blue;
}
else
{
toolStripStatusLabel4.Text = "已断开";
toolStripStatusLabel4.ForeColor = Color.Red;
}
toolStripStatusLabel3.Text = Utils.availableMoney.ToString("f2");
if (_trader != null && _trader.UnFinishedOrderFields != null)
{
lvOrder.Items.Clear();
foreach (var kv in _trader.UnFinishedOrderFields)
{
//cbAutoOpen.Checked = false;
var item = new ListViewItem();
item.UseItemStyleForSubItems = false;
var color = Color.Red;
if (kv.Value.Direction == EnumDirectionType.Sell)
{
color = Color.Green;
}
var ins = kv.Value.InstrumentID;
var subIns = item.SubItems.Add(ins);
subIns.ForeColor = color;
var price = kv.Value.LimitPrice;
var subPrice = item.SubItems.Add(price.ToString("f1"));
subPrice.ForeColor = color;
if (Utils.InstrumentToLastTick.ContainsKey(ins))
{
var lastTick = Utils.InstrumentToLastTick[ins];
var dis = lastTick.LastPrice - price;
var subDis = item.SubItems.Add(dis.ToString("f1"));
subDis.ForeColor = color;
}
lvOrder.Items.Add(item);
}
}
if (_trader != null && _trader.PositionFields != null)
{
listView2.Items.Clear();
var listIns = new List <string>();
foreach (var kv in Utils.PositionKeyToHighLowProfit)
{
if (!_trader.PositionFields.ContainsKey(kv.Key))
{
listIns.Add(kv.Key);
}
}
listIns.ForEach(l =>
{
HighLowProfit highLowProfit;
Utils.PositionKeyToHighLowProfit.TryRemove(l, out highLowProfit);
Utils.WriteLine(string.Format("去掉{0}的最高最低盈利...", l));
});
var totalProfit = 0.0;
if (_trader.PositionFields.Count <= 0)
{
lbHighTotal.Text = "-99999";
lbLowTotal.Text = "99999";
}
//if (_trader.UnFinishedOrderFields.Count == 0)
//{
// cbEnable.Checked = true;
//}
//else
//{
// cbEnable.Checked = false;
//}
var insAlreadyProcessed = new List <string>();
foreach (var kv in _trader.PositionFields)
{
//cbAutoOpen.Checked = false;
if (!Utils.IsShfeInstrument(kv.Value.InstrumentID) && insAlreadyProcessed.Contains(kv.Value.InstrumentID))
{
continue;
}
var color = Color.Black;
var dir = kv.Value.PosiDirection;
if (dir == EnumPosiDirectionType.Long)
{
color = Color.Red;
}
else
{
color = Color.Green;
}
var item = new ListViewItem();
item.UseItemStyleForSubItems = false;
var ins = kv.Value.InstrumentID;
insAlreadyProcessed.Add(ins);
var subIns = item.SubItems.Add(ins);
subIns.ForeColor = color;
var subLongShort = item.SubItems.Add(dir == EnumPosiDirectionType.Long ? "多" : "空");
subLongShort.ForeColor = color;
var volume = kv.Value.Position;
var subVolume = item.SubItems.Add(volume.ToString());
subVolume.ForeColor = color;
if (!Utils.InstrumentToLastTick.ContainsKey(ins))
{
var list = new List <string>();
list.Add(ins);
((QuoteAdapter)Utils.QuoteMain).SubscribeMarketData(list.ToArray());
}
if (Utils.InstrumentToLastTick.ContainsKey(ins) && Utils.InstrumentToInstrumentInfo.ContainsKey(ins))
{
var info = Utils.InstrumentToInstrumentInfo[ins];
var lastTick = Utils.InstrumentToLastTick[ins];
var rangepoint = (int)(lastTick.LastPrice * Utils.范围 * info.VolumeMultiple);
nudWarningPoint.Value = rangepoint;
nudLossPoint.Value = rangepoint * 2;
var cost = kv.Value.OpenCost / info.VolumeMultiple / volume;
item.SubItems.Add(cost.ToString("f1"));
double profitPoint = 0;
if (dir == EnumPosiDirectionType.Long)
{
if (lastTick.BidPrice1.Equals(0) || Math.Abs(lastTick.BidPrice1) > 999999)
{
profitPoint = (lastTick.LastPrice - cost) / info.PriceTick;
}
else
{
profitPoint = (lastTick.BidPrice1 - cost) / info.PriceTick;
}
}
else
{
if (lastTick.AskPrice1.Equals(0) || Math.Abs(lastTick.AskPrice1) > 999999)
{
profitPoint = (-1) * (lastTick.LastPrice - cost) / info.PriceTick;
}
else
{
profitPoint = (-1) * (lastTick.AskPrice1 - cost) / info.PriceTick;
}
}
//Utils.WriteLine(string.Format("{0}:当前持仓倍数:{1},当前点数:{2}", ins, volume / Utils.OpenVolumePerTime, profitPoint), true);
//if (kv.Value.Position > Utils.OpenVolumePerTime) //已经触发多个委托，争取保本平仓
//{
// if (profitPoint >= 1)
// {
// ClosePositionByItem(item, "保本离场", "保本离场");
// }
//}
var profit = profitPoint * info.PriceTick * info.VolumeMultiple * volume;
var subProfit = item.SubItems.Add(profit.ToString("f0"));
var subProfitPoint = item.SubItems.Add(profitPoint.ToString("f1"));
if (cbEnable.Checked)
{
if (profitPoint > stopProfitPoint)
{
ClosePositionByItem(item, "多仓止盈", "空仓止盈");
}
if (profitPoint < stopLossPoint)
{
ClosePositionByItem(item, "多仓止损", "空仓止损");
}
if (profitPoint > 0.9 * stopProfitPoint)
{
nudProfitPoint.BackColor = Color.Red;
}
else
{
nudProfitPoint.BackColor = Color.White;
}
if (profitPoint < 0.9 * stopLossPoint)
{
nudLossPoint.BackColor = Color.Green;
}
else
{
nudLossPoint.BackColor = Color.White;
}
}
if ((dir == EnumPosiDirectionType.Long && cost + profitPoint * info.PriceTick < cost * (1 - Utils.止损比例)))
{
//ClosePositionByItem(item, "多仓止损", "空仓止损");
if (!isPromptSent)
{
isPromptSent = true;
Email.SendMessage(true, "liu7788414", "15800377605", string.Format("{0}止损报警！", ins));
}
}
if ((dir == EnumPosiDirectionType.Short && cost - profitPoint * info.PriceTick > cost * (1 + Utils.止损比例)))
{
//ClosePositionByItem(item, "多仓止损", "空仓止损");
if (!isPromptSent)
{
isPromptSent = true;
Email.SendMessage(true, "liu7788414", "15800377605", string.Format("{0}止损报警！", ins));
}
}
if (profit > 0)
{
subProfit.ForeColor = Color.Red;
subProfitPoint.ForeColor = Color.Red;
}
else
{
if (profit < 0)
{
subProfit.ForeColor = Color.Green;
subProfitPoint.ForeColor = Color.Green;
}
else
{
subProfit.ForeColor = Color.Black;
subProfitPoint.ForeColor = Color.Black;
}
}
if (profitPoint > (double)nudWarningPoint.Value)
{
try
{
nudWarningPoint.Value = Convert.ToDecimal(profitPoint);
}
catch
{
}
}
HighLowProfit highLowProfit;
if (Utils.PositionKeyToHighLowProfit.ContainsKey(kv.Key))
{
highLowProfit = Utils.PositionKeyToHighLowProfit[kv.Key];
if (profit > highLowProfit.High)
{
highLowProfit.High = profit;
highLowProfit.HighTick = profitPoint;
Utils.WriteLine(string.Format("设置{0}最高为{1}", kv.Key, profit));
}
else
{
if (profit < highLowProfit.Low)
{
highLowProfit.Low = profit;
highLowProfit.LowTick = profitPoint;
Utils.WriteLine(string.Format("设置{0}最低为{1}", kv.Key, profit));
}
}
}
else
{
highLowProfit = new HighLowProfit();
if (profit >= 0)
{
highLowProfit.High = profit;
highLowProfit.HighTick = profitPoint;
highLowProfit.Low = 0;
highLowProfit.LowTick = 0;
}
else
{
highLowProfit.High = 0;
highLowProfit.HighTick = 0;
highLowProfit.Low = profit;
highLowProfit.LowTick = profitPoint;
}
Utils.PositionKeyToHighLowProfit[kv.Key] = highLowProfit;
Utils.WriteLine(string.Format("创建{0}最高最低盈利...", kv.Key));
}
var subHigh = item.SubItems.Add(Math.Round(highLowProfit.High).ToString("f0"));
subHigh.ForeColor = Color.Red;
var subHighTick = item.SubItems.Add(Math.Round(highLowProfit.HighTick).ToString("f1"));
subHighTick.ForeColor = Color.Red;
var subLow = item.SubItems.Add(Math.Round(highLowProfit.Low).ToString("f0"));
subLow.ForeColor = Color.Green;
var subLowTick = item.SubItems.Add(Math.Round(highLowProfit.LowTick).ToString("f1"));
subLowTick.ForeColor = Color.Green;
if (highLowProfit.Low <= -4000)
{
subLow.BackColor = Color.Yellow;
}
//if (highLowProfit.HighTick >= 10 && profitPoint <= 2)
//{
// ClosePositionByItem(item, "大回撤保本离场", "大回撤保本离场");
//}
if (cbWarning.Checked && highLowProfit.HighTick >= warningTick)
{
subHigh.BackColor = Color.Yellow;
if (profitPoint >= Convert.ToDouble(nudWarningPoint.Value))
{
Utils.WriteLine(string.Format("当前价格{0},当前点数{1},当前最高点数{2}", lastTick.LastPrice, profitPoint, highLowProfit.HighTick), true);
ClosePositionByItem(item, "警戒线止盈", "警戒线止盈");
}
}
if (!string.IsNullOrEmpty(kv.Value.TradingDay))
{
try
{
var subInsValue = item.SubItems.Add((lastTick.LastPrice * volume * info.VolumeMultiple).ToString());
}
catch
{ }
}
else
{
var subInsValue = item.SubItems.Add("0");
}
var upRatio = (lastTick.LastPrice - lastTick.OpenPrice) / lastTick.OpenPrice;
var subupRatio = item.SubItems.Add(upRatio.ToString("P"));
if (upRatio > 0.01)
{
subupRatio.ForeColor = Color.Red;
}
else
{
if (upRatio < -0.01)
{
subupRatio.ForeColor = Color.Green;
}
}
totalProfit += profit;
}
listView2.Items.Add(item);
}
textBox1.Text = totalProfit.ToString("f2");
if (totalProfit > 0)
{
textBox1.ForeColor = Color.Red;
}
else
{
if (totalProfit < 0)
{
textBox1.ForeColor = Color.Green;
}
else
{
textBox1.ForeColor = Color.Black;
}
}
if (!totalProfit.Equals(0) && (totalProfit > Convert.ToDouble(lbHighTotal.Text)))
{
lbHighTotal.Text = totalProfit.ToString("f2");
}
if (!totalProfit.Equals(0) && (totalProfit < Convert.ToDouble(lbLowTotal.Text)))
{
lbLowTotal.Text = totalProfit.ToString("f2");
}
if (cbEnableTotal.Checked)
{
if (totalProfit > stopProfitTotal || totalProfit < stopLossTotal)
{
CloseAll("总盈利平仓", "总盈利平仓");
}
}
}
else
{
lbHighTotal.Text = "-99999";
lbLowTotal.Text = "99999";
}
}));
}
}
}
void _timer_Tick(object sender, EventArgs e)
{
lock (_locker)
{
if (IsHandleCreated)
{
Invoke(new Action(() =>
{
TopMost = false;
BringToFront();
TopMost = true;
if (cbAutoOpen.Checked)
{
if (cbAutoOpen.ForeColor == Color.Black)
{
cbAutoOpen.ForeColor = Color.Red;
}
else
{
cbAutoOpen.ForeColor = Color.Black;
}
}
else
{
cbAutoOpen.ForeColor = Color.Black;
}
if (Utils.IsTraderReady)
{
toolStripStatusLabel4.Text = "已连接";
toolStripStatusLabel4.ForeColor = Color.Blue;
}
else
{
toolStripStatusLabel4.Text = "已断开";
toolStripStatusLabel4.ForeColor = Color.Red;
}
toolStripStatusLabel3.Text = Utils.availableMoney.ToString("f2");
if (_trader != null && _trader.UnFinishedOrderFields != null)
{
lvOrder.Items.Clear();
foreach (var kv in _trader.UnFinishedOrderFields)
{
cbAutoOpen.Checked = false;
var item = new ListViewItem();
item.UseItemStyleForSubItems = false;
var color = Color.Red;
if (kv.Value.Direction == EnumDirectionType.Sell)
{
color = Color.Green;
}
var ins = kv.Value.InstrumentID;
var subIns = item.SubItems.Add(ins);
subIns.ForeColor = color;
var price = kv.Value.LimitPrice;
var subPrice = item.SubItems.Add(price.ToString("f1"));
subPrice.ForeColor = color;
if (Utils.InstrumentToLastTick.ContainsKey(ins))
{
var lastTick = Utils.InstrumentToLastTick[ins];
var dis = lastTick.LastPrice - price;
var subDis = item.SubItems.Add(dis.ToString("f1"));
subDis.ForeColor = color;
}
lvOrder.Items.Add(item);
}
}
if (_trader != null && _trader.PositionFields != null)
{
listView2.Items.Clear();
var listIns = new List <string>();
foreach (var kv in Utils.PositionKeyToHighLowProfit)
{
if (!_trader.PositionFields.ContainsKey(kv.Key))
{
listIns.Add(kv.Key);
}
}
listIns.ForEach(l =>
{
HighLowProfit highLowProfit;
Utils.PositionKeyToHighLowProfit.TryRemove(l, out highLowProfit);
Utils.WriteLine(string.Format("去掉{0}的最高最低盈利...", l));
});
var totalProfit = 0.0;
if (_trader.PositionFields.Count <= 0)
{
lbHighTotal.Text = lbLowTotal.Text = "0";
}
foreach (var kv in _trader.PositionFields)
{
cbAutoOpen.Checked = false;
var color = Color.Black;
var dir = kv.Value.PosiDirection;
if (dir == EnumPosiDirectionType.Long)
{
color = Color.Red;
}
else
{
color = Color.Green;
}
var item = new ListViewItem();
item.UseItemStyleForSubItems = false;
var ins = kv.Value.InstrumentID;
var subIns = item.SubItems.Add(ins);
subIns.ForeColor = color;
var subLongShort = item.SubItems.Add(dir == EnumPosiDirectionType.Long ? "多" : "空");
subLongShort.ForeColor = color;
var volume = kv.Value.Position;
var subVolume = item.SubItems.Add(volume.ToString());
subVolume.ForeColor = color;
if (!Utils.InstrumentToLastTick.ContainsKey(ins))
{
var list = new List <string>();
list.Add(ins);
((QuoteAdapter)Utils.QuoteMain).SubscribeMarketData(list.ToArray());
}
if (Utils.InstrumentToLastTick.ContainsKey(ins) && Utils.InstrumentToInstrumentInfo.ContainsKey(ins))
{
var lastTick = Utils.InstrumentToLastTick[ins];
var info = Utils.InstrumentToInstrumentInfo[ins];
var cost = kv.Value.OpenCost / info.VolumeMultiple / volume;
item.SubItems.Add(cost.ToString("f1"));
double profitPoint = 0;
if (dir == EnumPosiDirectionType.Long)
{
profitPoint = (lastTick.BidPrice1 - cost) / info.PriceTick;
}
else
{
profitPoint = (-1) * (lastTick.AskPrice1 - cost) / info.PriceTick;
}
var profit = profitPoint * info.PriceTick * info.VolumeMultiple * volume;
var subProfit = item.SubItems.Add(profit.ToString("f0"));
var subProfitPoint = item.SubItems.Add(profitPoint.ToString("f1"));
if (cbEnable.Checked)
{
if (profitPoint > stopProfitPoint)
{
ClosePositionByItem(item, "多仓止盈", "空仓止盈");
}
if (profitPoint < stopLossPoint)
{
ClosePositionByItem(item, "多仓止损", "空仓止损");
}
if (profitPoint > 0.9 * stopProfitPoint)
{
nudProfitPoint.BackColor = Color.Red;
}
else
{
nudProfitPoint.BackColor = Color.White;
}
if (profitPoint < 0.9 * stopLossPoint)
{
nudLossPoint.BackColor = Color.Green;
}
else
{
nudLossPoint.BackColor = Color.White;
}
}
if (profit > 0)
{
subProfit.ForeColor = Color.Red;
subProfitPoint.ForeColor = Color.Red;
}
else
{
if (profit < 0)
{
subProfit.ForeColor = Color.Green;
subProfitPoint.ForeColor = Color.Green;
}
else
{
subProfit.ForeColor = Color.Black;
subProfitPoint.ForeColor = Color.Black;
}
}
HighLowProfit highLowProfit;
if (Utils.PositionKeyToHighLowProfit.ContainsKey(kv.Key))
{
highLowProfit = Utils.PositionKeyToHighLowProfit[kv.Key];
if (profit > highLowProfit.High)
{
highLowProfit.High = profit;
highLowProfit.HighTick = profitPoint;
Utils.WriteLine(string.Format("设置{0}最高为{1}", kv.Key, profit));
}
else
{
if (profit < highLowProfit.Low)
{
highLowProfit.Low = profit;
highLowProfit.LowTick = profitPoint;
Utils.WriteLine(string.Format("设置{0}最低为{1}", kv.Key, profit));
}
}
}
else
{
highLowProfit = new HighLowProfit();
if (profit >= 0)
{
highLowProfit.High = profit;
highLowProfit.HighTick = profitPoint;
highLowProfit.Low = 0;
highLowProfit.LowTick = 0;
}
else
{
highLowProfit.High = 0;
highLowProfit.HighTick = 0;
highLowProfit.Low = profit;
highLowProfit.LowTick = profitPoint;
}
Utils.PositionKeyToHighLowProfit[kv.Key] = highLowProfit;
Utils.WriteLine(string.Format("创建{0}最高最低盈利...", kv.Key));
}
var subHigh = item.SubItems.Add(Math.Round(highLowProfit.High).ToString("f0"));
subHigh.ForeColor = Color.Red;
var subHighTick = item.SubItems.Add(Math.Round(highLowProfit.HighTick).ToString("f1"));
subHighTick.ForeColor = Color.Red;
var subLow = item.SubItems.Add(Math.Round(highLowProfit.Low).ToString("f0"));
subLow.ForeColor = Color.Green;
var subLowTick = item.SubItems.Add(Math.Round(highLowProfit.LowTick).ToString("f1"));
subLowTick.ForeColor = Color.Green;
if (highLowProfit.Low <= -400)
{
subLow.BackColor = Color.Yellow;
}
if (cbWarning.Checked && highLowProfit.HighTick >= warningTick)
{
subHigh.BackColor = Color.Yellow;
if (profitPoint <= highLowProfit.HighTick * closeRatio)
{
ClosePositionByItem(item, "警戒线止盈", "警戒线止盈");
}
}
if (!string.IsNullOrEmpty(kv.Value.TradingDay))
{
try
{
var time = Convert.ToDateTime(kv.Value.TradingDay);
var timeSpan = DateTime.Now - time;
var subTime = item.SubItems.Add(timeSpan.TotalMinutes.ToString("f2"));
if (timeSpan > new TimeSpan(0, 5, 0))
{
subTime.BackColor = Color.Red;
}
if (timeSpan > new TimeSpan(0, 8, 0))
{
subTime.BackColor = Color.Violet;
}
if (cbOverTime.Checked && timeSpan >= new TimeSpan(0, 10, 0) && profitPoint < overtimePoint)
{
ClosePositionByItem(item, "超时未盈利平仓", "超时未盈利平仓");
}
}
catch
{ }
}
else
{
var subTime = item.SubItems.Add("0");
}
var upRatio = (lastTick.LastPrice - lastTick.OpenPrice) / lastTick.OpenPrice;
var subupRatio = item.SubItems.Add(upRatio.ToString("P"));
if (upRatio > 0.01)
{
subupRatio.ForeColor = Color.Red;
}
else
{
if (upRatio < -0.01)
{
subupRatio.ForeColor = Color.Green;
}
}
totalProfit += profit;
}
listView2.Items.Add(item);
}
textBox1.Text = totalProfit.ToString("f2");
if (totalProfit > 0)
{
textBox1.ForeColor = Color.Red;
if (totalProfit > Convert.ToDouble(lbHighTotal.Text))
{
lbHighTotal.Text = totalProfit.ToString("f2");
}
}
else
{
if (totalProfit < 0)
{
textBox1.ForeColor = Color.Green;
if (totalProfit < Convert.ToDouble(lbLowTotal.Text))
{
lbLowTotal.Text = totalProfit.ToString("f2");
}
}
else
{
textBox1.ForeColor = Color.Black;
}
}
if (cbEnableTotal.Checked)
{
if (totalProfit > stopProfitTotal || totalProfit < stopLossTotal)
{
CloseAll("总盈利平仓", "总盈利平仓");
}
}
}
else
{
lbHighTotal.Text = lbLowTotal.Text = "0";
}
}));
}
}
}
