public IOrder GenerateOrderByCapital(string ticker, double price, double capital, OrderType orderType, string currency = null)
{
if (price < CommonProc.EPSILON)
{
return(null);
}
var t = capital / price;
if (t < CommonProc.EPSILON)
{
return(null);
}
var shares = Convert.ToInt32(t);
shares = Math.Max(Order.MinOperationShares, shares);
if (string.IsNullOrEmpty(currency))
{
currency = "RMB";
}
Order o = new Order();
o.Ticker = ticker;
o.Price = price;
o.Currency = currency;
o.OrderDirection = orderType;
o.OrderTime = DateTime.Now;
if (orderType == OrderType.Buy)
{
var account = GetAccount(currency);
if (account == null)
{
return(null);
}
if (account.CurrentValue.Number >= price * shares && shares >= Order.MinOperationShares)//min buy is 100;
{
o.Shares = (int)shares;
}
}
else
{
if (IsUnlimited)
{
o.Shares = shares;
}
else
{
var position = PositionList.FirstOrDefault(v => v.InstrumentTicker == ticker);
if (position != null && position.Shares > 0)
{
o.Shares = (int)Math.Min(Convert.ToInt32(position.Shares), shares);
}
}
}
if (o.Shares > 0)
{
return(o);
}
return(null);
}
public IPosition GetTargetPosition(IInstrument inst)
{
if (inst == null)
{
return(null);
}
return(PositionList.FirstOrDefault(v => v.InstrumentTicker == inst.Ticker));
}
public double GetWeight(string ticker)
{
var p = PositionList.FirstOrDefault(v => v.InstrumentTicker == ticker);
if (p == null)
{
return(0);
}
return(p.CurrentValue.Number / PositionCapital.Number);
}
public IOrder GenerateOrderByPercent(string ticker, double price, double percent, OrderType orderType, string currency = null)
{
if (string.IsNullOrEmpty(currency))
{
currency = "RMB";
}
Order o = new Order();
o.Ticker = ticker;
o.Price = price;
o.Currency = currency;
o.OrderDirection = orderType;
o.OrderTime = DateTime.Now;
if (orderType == OrderType.Buy)
{
var account = GetAccount(currency);
if (account == null)
{
return(null);
}
var num = Convert.ToInt32(account.CurrentValue.Number * percent / price) / Order.MinOperationShares;
num *= Order.MinOperationShares;
if (num >= Order.MinOperationShares)
{
o.Shares = num;
}
}
else
{
if (IsUnlimited)
{
o.Shares = Order.MinOperationShares;
}
else
{
var position = PositionList.FirstOrDefault(v => v.InstrumentTicker == ticker);
if (position != null && position.Shares > 0)
{
var num = Convert.ToInt32(position.Shares * percent / price) / Order.MinOperationShares;
num *= Order.MinOperationShares;
if (num >= Order.MinOperationShares)
{
o.Shares = num;
}
}
}
}
if (o.Shares > 0)
{
return(o);
}
return(null);
}
void ProcessOrder(IOrder order)
{
try
{
if (order == null)
{
return;
}
var inst = GetInstrumentList().FirstOrDefault(v => v.Ticker == order.Ticker);
if (inst == null)
{
return;
}
var p = PositionList.FirstOrDefault(v => v.InstrumentTicker == order.Ticker);
if (p == null)
{
var pos = new Position();
pos.InstrumentName = inst.Name;
pos.InstrumentTicker = inst.Ticker;
pos.CurrentPrice = order.Price;
pos.ProcessOrder(order);
pos.CreateTime = order.OrderTime;
pos.DataTime = order.OrderTime;
if (ProcessMoney(order.CashFlow))
{
PositionList.Add(pos);
}
}
else
{
if (ProcessMoney(order.CashFlow))
{
p.ProcessOrder(order);
}
}
}
catch (Exception ex)
{
LogSupport.Error(ex);
}
}
public void Refresh()
{
if (TargetObject == null)
{
return;
}
if (TargetObject.CurrentPortfolio == null)
{
return;
}
PositionList.Clear();
TargetObject.CurrentPortfolio.PositionList.ForEach(v => PositionList.Add(v));
DataList.Clear();
TargetObject.MADataList.ForEach(v => DataList.Add(v));
if (!string.IsNullOrEmpty(TargetObject.CurrentTicker))
{
CurrentPosition = PositionList.FirstOrDefault(v => v.InstrumentTicker == TargetObject.CurrentTicker);
}
}
public VariableTermManualFactoryViewModel()
{
if (!DesignerProperties.IsInDesignTool)
{
PositionAllowed = true;
TransportationLineAllow = Visibility.Visible;
MainRowList = new SortableCollectionView <TblVariableTermManualFactoryViewModel>();
SelectedMainRow = new TblVariableTermManualFactoryViewModel();
GetPoisition(LoggedUserInfo.Code);
GetEmpTransportationLine(LoggedUserInfo.Code);
Client.GetEmpPositionCompleted += (s, sv) =>
{
PositionList = sv.Result.ToList();
if (PositionList.Count() == 1)
{
SelectedMainRow.Position = PositionList.FirstOrDefault();
Position = PositionList.FirstOrDefault();
}
};
Client.GetEmpTransportationLineCompleted += (s, sv) =>
{
TransportationList = sv.Result.ToList();
if (TransportationList.Count() == 1)
{
SelectedMainRow.Transportation = TransportationList.FirstOrDefault();
Transportation = TransportationList.FirstOrDefault();
}
};
Client.GetTblVariableTermManualCompleted += (s, sv) =>
{
foreach (var row in sv.Result)
{
var newrow = new TblVariableTermManualFactoryViewModel
{
EmpPerRow = new EmployeesView(),
SalaryTerPerRow = new TblSalaryTerm()
};
newrow.EmpPerRow = EmpList.FirstOrDefault(w => w.Emplid == row.Emplid);
newrow.SalaryTerPerRow = SalaryTermList.FirstOrDefault(w => w.Iserial == row.TermId);
newrow.InjectFrom(row);
MainRowList.Add(newrow);
}
Loading = false;
if (FullCount == 0 && MainRowList.Count == 0)
{
AddNewMainRow(false);
}
};
StoreVisibility = LoggedUserInfo.Company.Code == "HQ" ? Visibility.Collapsed : Visibility.Visible;
PositionVisibility = LoggedUserInfo.Company.Code != "HQ" ? Visibility.Collapsed : Visibility.Visible;
Client.UpdateOrInsertTblVariableTermManualCompleted += (s, x) =>
{
var savedRow = (TblVariableTermManualFactoryViewModel)MainRowList.GetItemAt(x.outindex);
if (savedRow != null)
{
savedRow.InjectFrom(x.Result);
}
};
Client.DeleteTblVariableTermManualCompleted += (s, ev) =>
{
if (ev.Error != null)
{
throw ev.Error;
}
var oldrow = MainRowList.FirstOrDefault(x => x.Iserial == ev.Result);
if (oldrow != null)
{
MainRowList.Remove(oldrow);
}
};
Client.GetEmpByAttOperatorCompleted += (s, sv) =>
{
MainRowList.Clear();
foreach (var emp in sv.Result)
{
MainRowList.Add(new TblVariableTermManualFactoryViewModel
{
EmpPerRow = emp,
Emplid = emp.Emplid,
Position = emp.Position,
Transportation = emp.TransportationLine,
TransDate = DayDate,
SalaryTerPerRow = SalaryTerPerRow,
Hours = Hours,
Days = Days
});
}
Loading = false;
};
Client.GetTblSalaryTermAsync();
Client.GetTblSalaryTermCompleted += (s, sv) =>
{
SalaryTermList = sv.Result;
};
Client.GetEmpTablebyStoreAndCompanyCompleted += (s, sv) =>
{
EmpList = new ObservableCollection <EmployeesView>();
EmpList = sv.Result;
Loading = false;
Client.GetTblVariableTermManualAsync(new ObservableCollection <string>(EmpList.Select(x => x.Emplid)));
};
}
}
