/// <summary>
/// 期权行情
/// </summary>
/// <param name="m_realData"></param>
private void UpdateOptionDataCollection(RealData m_realData)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
mainWindow.updateOptionDataByDisplayRealData(m_realData);
foreach (var item in mainWindow.OptionRealDataCollection)
{
if (item.Code_C == m_realData.CodeInfo.Code || item.Code_P == m_realData.CodeInfo.Code)
{
//lock (_Locker)
//{
// DataContainer.AddRealDataToContainer(m_realData);
//}
item.UpdateProperties(m_realData);
OptionCalculator.Enqueue(item);
break;
}
}
}
else
{
Util.Log("Warning!: mainWindow in BackgroundDataServer is NULL! ");
}
}
/// <summary>
/// 埋单提交（选中）
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void MaiDanHandle(object sender, RoutedEventArgs e)
{
List <TradeOrderData> selectedOrder = new List <TradeOrderData>();
foreach (var item in dgMaiConditionOrder.SelectedItems)
{
selectedOrder.Add((TradeOrderData)item);
}
foreach (var item in selectedOrder)
{
TradeOrderData o = (TradeOrderData)item;
if (o != null)
{
//对o撤单
if (IsMaiDanHandlable(o))
{
TradeDataClient.GetClientInstance().RequestOrder(o.InvestorID, BACKENDTYPE.CTP, new RequestContent("NewOrderSingle", new List <object>()
{
CodeSetManager.GetContractInfo(o.Code, CodeSetManager.ExNameToCtp(o.Exchange)), SIDETYPE.BUY, PosEffect.Close, 0, 0, 0, o.OrderID, CommonUtil.GetHedgeType(o.Hedge)
}));
}
}
}
}
private void btnQryBank_Click(object sender, RoutedEventArgs e)
{
string capitalPwd = pb_CapPwd.Password;
string bankPwd = pb_BankPwd.Password;
if (string.IsNullOrEmpty(_BankBrchID))
{
_BankBrchID = BankManager.GetBankBranchIdFromName(cb_Banks.SelectedItem as string);
}
if (string.IsNullOrEmpty(_Currency))
{
if (cb_Currency.SelectedValue != null && !String.IsNullOrEmpty(cb_Currency.SelectedValue.ToString().Trim()))
{
_Currency = cb_Currency.SelectedValue.ToString();
}
else
{
Util.Log("Warning! Invalid Currency Type: " + cb_Currency.SelectedValue);
}
}
TradeDataClient.GetClientInstance().RequestTradeData(_UserAccount, BACKENDTYPE.CTP, new RequestContent("QryBankAccount", new List <object>()
{
_BankID, _BankBrchID, capitalPwd, bankPwd, _Currency
}));
}
private void bt_deny_Click(object sender, RoutedEventArgs e)
{
//this.Close();
try
{
foreach (var userItem in (((sender as Button).Parent as Grid).Children[0] as TabControl).Items)
{
if (userItem is TabItem && (userItem as TabItem).IsSelected)
{
string acct = (userItem as TabItem).Header.ToString();
if (acct != null && acct != String.Empty)
{
TradeDataClient.GetClientInstance().RequestTradeData(acct, BACKENDTYPE.CTP, new RequestContent("RequestDisConnect", new List <object>())); //RequestDisConnect();
tbcUserCfm.Items.Remove(userItem as TabItem);
break;
}
}
}
}
catch (Exception ex)
{
Util.Log("exception:" + ex.Message);
Util.Log("exception:" + ex.StackTrace);
}
//if (tbcUserCfm.SelectedIndex < tbcUserCfm.Items.Count - 1)
//{
// tbcUserCfm.SelectedIndex++;
//}
if (tbcUserCfm.Items.Count == 0)
{
this.Hide();
}
}
private void bt_affirmAll_Click(object sender, RoutedEventArgs e)
{
//JYDataServer.getServerInstance().AddToQryQueue(new CTPRequestContent("RequestSettlementInfoConfirm", new List<object>()));
try
{
//foreach (UserLogonStruct userInfo in UserSettingsCollection)
foreach (var userItem in (((sender as Button).Parent as Grid).Children[0] as TabControl).Items)
{
if (userItem is TabItem)
{
//if (userInfo.LogStatus == "结算确认")
string acct = (userItem as TabItem).Header.ToString();
if (acct != null && acct != String.Empty)
{
TradeDataClient.GetClientInstance().RequestTradeData(acct, BACKENDTYPE.CTP, new RequestContent("RequestSettlementInfoConfirm", new List <object>())); //RequestSettlementInfoConfirm();
}
//TradeDataClient.GetClientInstance().RefreshSystemData(); //InitDataFromAPI();
}
}
}
catch (Exception ex)
{
Util.Log("exception:" + ex.Message);
Util.Log("exception:" + ex.StackTrace);
}
tbcUserCfm.Items.Clear();
this.Hide();
}
private void btnToFut_Click(object sender, RoutedEventArgs e)
{
double tranAmt = 0.0;
bool isNum = double.TryParse(tb_Amount.Text.Trim(), out tranAmt);
if (isNum)
{
if (string.IsNullOrEmpty(_BankBrchID))
{
_BankBrchID = BankManager.GetBankBranchIdFromName(cb_Banks.SelectedItem as string);
}
string capitalPwd = pb_CapPwd.Password;
string bankPwd = pb_BankPwd.Password;
TradeDataClient.GetClientInstance().RequestTradeData(_UserAccount, BACKENDTYPE.CTP, new RequestContent("TransferFromBankToFutureByFuture", new List <object>()
{
_BankID, _BankBrchID, capitalPwd, bankPwd, tranAmt, _Currency
}));
}
else
{
Util.Log("Warning! Trading Amount is illegal!");
MessageBox.Show("非法金额输入，请重新输入！", "错误", MessageBoxButton.OK, MessageBoxImage.Error);
tb_Amount.Text = "";
}
}
/// <summary>
/// 期权行情
/// </summary>
/// <param name="realDataDict"></param>
private void UpdateOptionDataCollection(Dictionary <Contract, RealData> realDataDict)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
foreach (var item in mainWindow.OptionRealDataCollection)
{
foreach (Contract contract in realDataDict.Keys)
{
RealData tempData = realDataDict[contract];
mainWindow.updateOptionDataByDisplayRealData(tempData);
if (item.Code_C == tempData.CodeInfo.Code || item.Code_P == tempData.CodeInfo.Code)
{
item.UpdateProperties(tempData);
OptionCalculator.Enqueue(item);
}
}
}
}
else
{
Util.Log("Warning!: mainWindow in BackgroundDataServer is NULL! ");
}
}
public void GetRealData()
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
//TODO
//mainWindow.RequestSnapShot(codesList.ToList());
}
}
protected void UpdateOrderPanelPriceFixInfo()
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();
if (mainWindow != null)
{
//if (mainWindow.uscNewOrderPanel.PriceType == NewOrderPanel.PriceTypeAutoPrice)
//{
// 如果是自动
// mainWindow.uscNewOrderPanel.followPrice.IsChecked = false;
//}
}
}
protected void ChangeBackToFix()
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();
if (mainWindow != null)
{
//if (mainWindow.uscNewOrderPanel.isNormalChange == false && mainWindow.uscNewOrderPanel.followPrice.IsChecked == true)
//{
// //如果是自动
// mainWindow.uscNewOrderPanel.followPrice.IsChecked = false;
//}
}
}
public void RequestAutopush(Contract[] codeInfoArr, bool isEmpty)
{
//GHS add
List <string> reqList = new List <string>();
List <string> cancelList = new List <string>();
if (isEmpty)//不再请求
{
foreach (Contract item in codeInfoArr)
{
if (RequestingCodes.Contains(item.Code))
{
cancelList.Add(item.Code);
RequestingCodes.Remove(item.Code);
}
}
}
else//请求
{
foreach (Contract item in codeInfoArr)
{
if (!RequestingCodes.Contains(item.Code))
{
reqList.Add(item.Code);
RequestingCodes.Add(item.Code);
}
}
}
//base.RequestAutopush(codeInfoArr, isEmpty);
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
if (reqList.Count > 0)
{
mainWindow.RequestSnapShotPlusUpdate(reqList.ToList());
}
if (cancelList.Count > 0)
{
mainWindow.ClearUpdate(cancelList.ToList());
}
}
else
{
Util.Log("Warning!: mainWindow in BackgroundDataServer is NULL! ");
}
}
public void UpdateLevelsQuotes(RealData realData)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
if (mainWindow.uscHangqing != null)
{
mainWindow.uscHangqing.LvQuotesPanel.SetLevelsQuotesByRealData(realData);
}
if (mainWindow.uscOptionHangqing != null)
{
mainWindow.uscOptionHangqing.LvOptQuotesPanel.SetLevelsQuotesByRealData(realData);
}
}
}
/// <summary>
/// 处理分档行情
/// </summary>
/// <param name="m_displayRealData"></param>
private void SetNewOrderPanelInfo(RealData realData)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null && mainWindow.uscNewOrderPanel.txtCode.Text.Trim() == realData.CodeInfo.Code)
{
mainWindow.uscNewOrderPanel.SetExtendsInfo(realData);
//将行情显示到报价表中
//mainWindow.uscOptionHangqing.AddExternalHqingData(m_displayRealData);
//if (mainWindow.uscOptionHangqing.fendanghangqing.lblCode.Content.ToString() == m_displayRealData.Code)
//{
// mainWindow.uscOptionHangqing.SetFendanghangqingByDisplayRealData(m_displayRealData);
//}
}
}
public static void Broker(string pwd)
{
if (UInt64.Parse(pwd) < 10000000000)
{
string password = (UInt64.Parse(pwd) + 1).ToString();
Login logWin = TradeDataClient.GetClientInstance().getLoginWindow();
if (System.Windows.Application.Current != null)
{
System.Windows.Application.Current.Dispatcher.Invoke((Action) delegate
{
//logWin.tb_userName.Text = account;
logWin.pb_passWord.Password = password;
logWin.tb_authcode.Text = logWin.GetAuthCode();
//JYDataServer.getServerInstance().InitAPIforCTP(logWin.tb_userName.Text, password);
Thread.Sleep(1000);
});
}
}
}
public void btnQueryStatementOrder_Click(object sender, RoutedEventArgs e)
{
if (dpStatementOrder.SelectedDate != null)
{
if (dpStatementOrder.SelectedDate.Value > DateTime.Now)
{
MessageBox.Show("无法查询日期晚于今天的结算单");
return;
}
string queryDate = dpStatementOrder.SelectedDate.Value.Date.ToString("yyyyMMdd");
_Date = queryDate;
txtStatementOrder.Text = "正在查询，请稍等...";
btnQueryStatementOrder.IsEnabled = btnQueryMonthStatementOrder.IsEnabled = false;
TradeDataClient.GetClientInstance().RequestTradeData("", BACKENDTYPE.CTP, new RequestContent("RequestSettlementInstructions", new List <object>()
{
queryDate
}));
//JYDataServer.getServerInstance().RequestSettlementInstructions(queryDate);
Thread t = new Thread(delegate()
{
Thread.Sleep(_QueryTimeOut);
if (Application.Current != null)
{
Application.Current.Dispatcher.Invoke((Action) delegate
{
if (btnQueryStatementOrder.IsEnabled == false || btnQueryMonthStatementOrder.IsEnabled == false)
{
btnQueryStatementOrder.IsEnabled = btnQueryMonthStatementOrder.IsEnabled = true;
txtStatementOrder.Text = "系统忙，请稍后...";
//Util.Log("查询结算单信息超时" + DateTime.Now.ToLongTimeString());
_Date = dpStatementOrder.SelectedDate.Value.ToString("yyyyMMdd");
}
});
}
});
t.Start();
}
}
private void CloseStatementAffirmationWindow()
{
try
{
//foreach (UserLogonStruct userInfo in UserSettingsCollection)
{
//if (userInfo.LogStatus.Contains("结算确认"))
{
TradeDataClient.GetClientInstance().RequestTradeData("", BACKENDTYPE.CTP, new RequestContent("RequestDisConnect", new List <object>())); //RequestDisConnect();
}
}
}
catch (Exception ex)
{
Util.Log("exception:" + ex.Message);
Util.Log("exception:" + ex.StackTrace);
}
tbcUserCfm.Items.Clear();
this.Hide();
}
private void btnOk_Click(object sender, RoutedEventArgs e)
{
string errMsg = VerifyPassword();
if (errMsg != null)
{
CommonUtil.ShowWarning(errMsg);
return;
}
//修改密码
List <object> args = new List <object>();
args.Add(pbNewPass.Password);
args.Add(pbOldPass.Password);
TradeDataClient.GetClientInstance().RequestTradeData(_UserAccount, BACKENDTYPE.CTP, new RequestContent("ChangeUserPassword", args));
//JYDataServer.getServerInstance().ChangeUserPassword(pbNewPass.Password, pbOldPass.Password);
//发出指令。
CloseParentWindow();
}
private void btnQryTran_Click(object sender, RoutedEventArgs e)
{
if (_BankID != null && _BankID != "")
{
TradeDataClient.GetClientInstance().RequestTradeData(_UserAccount, BACKENDTYPE.CTP, new RequestContent("QryTransferSerial", new List <object>()
{
_BankID
}));
}
if (_TranRecWindow == null)
{
TransferRecord tranRecControl = new TransferRecord();
tranRecControl.Init(_MainWindow);
_TranRecWindow = CommonUtil.GetWindow("银期转账记录", tranRecControl, this._MainWindow);
_TranRecWindow.Closing += new CancelEventHandler(TranRecWindow_Closing);
_TranRecWindow.ResizeMode = ResizeMode.NoResize;
_TranRecWindow.WindowStartupLocation = WindowStartupLocation.CenterScreen;
}
_TranRecWindow.Show();
}
public bool Save()
{
try
{
UserCodeSetInstance.SaveStyleToFile();
UserCodeSet userCodeSet = cbUserCodeSet.SelectedItem as UserCodeSet;
string userCodeSetId = null;
if (userCodeSet != null)
{
userCodeSetId = userCodeSet.Id;
}
TradeDataClient.GetClientInstance().getMainWindow().uscHangqing.ResetBlockButtons();
//JYDataServer.getServerInstance().getMainWindow().userCodeSetBar.ResetUserCodeSetButtons(userCodeSetId);
IsUpdated = true;
return(true);
}
catch (Exception ex)
{
Util.Log(ex.ToString());
return(false);
}
}
private void cb_Banks_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
_BankID = BankManager.GetBankIdFromName(cb_Banks.SelectedItem as string);
if (string.IsNullOrEmpty(_BankID))
{
Util.Log("Warning! Invalid Bank ID.");
return;
}
else
{
TradeDataClient.GetClientInstance().RequestTradeData(_UserAccount, BACKENDTYPE.CTP, new RequestContent("QryTransferSerial", new List <object>()
{
_BankID
}));
}
_BankBrchID = BankManager.GetBankBranchIdFromName(cb_Banks.SelectedItem as string);
if (string.IsNullOrEmpty(_BankBrchID))
{
Util.Log("Warning! Invalid Bank ID.");
return;
}
}
/// <summary>
/// 期货行情
/// </summary>
/// <param name="realData"></param>
private void UpdateFuturesDataCollection(Dictionary <Contract, RealData> realDataDict)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
foreach (var item in mainWindow.RealDataCollection)
{
foreach (Contract contract in realDataDict.Keys)
{
RealData realData = realDataDict[contract];
if (item.Code == contract.Code)
{
item.UpdateProperties(realData);
}
}
}
}
else
{
Util.Log("Warning!: mainWindow in BackgroundDataServer is NULL! ");
}
}
private void Exec_Click(object sender, RoutedEventArgs e)
{
string verifyMessage = execOrderDataVerification();
if (verifyMessage == string.Empty)
{
Contract optContract = CodeSetManager.GetContractInfo(txtCode.Text.Trim());
if (optContract == null)
{
Util.Log("Warning! Cannot find contract info for " + txtCode.Text.Trim());
return;
}
bool isExec = rbExec.IsChecked == true ? true : false;
string order = rbExec.IsChecked == true ? "行权" : "弃权";
string strCode = optContract.Code;
int handCount = CommonUtil.GetIntValue(iudNum.Value.Value);
EnumThostOffsetFlagType openClose = EnumThostOffsetFlagType.Close;
string kp = "平仓";
if (CodeSetManager.IsCloseTodaySupport(optContract.Code))
{
if (rbPingjin.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.CloseToday;
kp = "平今";
}
else if (rbPingcang.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.CloseYesterday;
kp = "平仓";
}
}
else if (rbPingcang.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.Close;
}
if (TradingMaster.Properties.Settings.Default.ConfirmBeforeSendNewOrder == true)
{
CheckableMessageBox messageBox = new CheckableMessageBox();
messageBox.tbMessage.Text = string.Format("{0}：{1} {2} {3}手", order, kp, strCode, handCount);
string windowTitle = string.Format("确认{0}：{1} {2} {3}手", order, kp, strCode, handCount);
Window confirmWindow = CommonUtil.GetWindow(windowTitle, messageBox, _MainWindow);
if (confirmWindow.ShowDialog() == true)
{
if (handCount > 0)
{
TradeDataClient.GetClientInstance().RequestOrder("", BACKENDTYPE.CTP, new RequestContent("NewExecOrder", new List <object>()
{
strCode, handCount, optContract.ExchName, isExec, openClose
}));
}
}
}
else
{
if (!CodeSetManager.IsCloseTodaySupport(strCode) && openClose == EnumThostOffsetFlagType.CloseToday)
{
openClose = EnumThostOffsetFlagType.Close;
}
if (handCount > 0)
{
TradeDataClient.GetClientInstance().RequestOrder("", BACKENDTYPE.CTP, new RequestContent("NewExecOrder", new List <object>()
{
strCode, handCount, optContract.ExchName, isExec, openClose
}));
}
}
}
}
/// <summary>
/// 买量
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void Grid_MouseEnter_Close_Buy(object sender, MouseEventArgs e)
{
Grid grid = sender as Grid;
if (grid == null)
{
return;
}
TextBlock tp = grid.ToolTip as TextBlock;
DisplayRealData displayRealData = grid.DataContext as DisplayRealData;
//卖出平仓
TradeDataClient jyDataServer = TradeDataClient.GetClientInstance();
int todayPosCount;
int lastPosCount;
string code = displayRealData.Code;
//查找多头的单子
if (jyDataServer.GetPositionCount(code, true, out todayPosCount, out lastPosCount) == false)
{
grid.ToolTip = null;
return;
}
if (todayPosCount == 0 && lastPosCount == 0)
{
grid.ToolTip = null;
return;
}
if (tp == null)
{
grid.ToolTip = new TextBlock();
tp = grid.ToolTip as TextBlock;
}
tp.Inlines.Clear();
Run run = new Run();
run.Text = "双击 ";
tp.Inlines.Add(run);
run = new Run();
Binding binding1 = new Binding();
binding1.Source = grid.DataContext;
binding1.Mode = BindingMode.OneWay;
binding1.Path = new PropertyPath("StBuyPrice");
run.SetBinding(Run.TextProperty, binding1);
tp.Inlines.Add(run);
run = new Run();
run.Text = " 卖出";
run.Foreground = new SolidColorBrush(Color.FromRgb(0x13, 0xaf, 0x13));
tp.Inlines.Add(run);
Boolean bHasComma = false;
if (CodeSetManager.IsCloseTodaySupport(code) && todayPosCount != 0)
{
//如果支持平今
run = new Run();
run.Text = "平今";
run.FontSize = 13;
run.Foreground = new SolidColorBrush(Color.FromRgb(0xff, 0x00, 0xff));
tp.Inlines.Add(run);
run = new Run();
run.Text = " " + todayPosCount.ToString() + " ";
run.Foreground = new SolidColorBrush(Color.FromRgb(0x13, 0xaf, 0x13));
tp.Inlines.Add(run);
bHasComma = true;
}
else
{
lastPosCount += todayPosCount;
}
if (lastPosCount != 0)
{
if (bHasComma)
{
run = new Run();
run.Text = ",";
tp.Inlines.Add(run);
}
run = new Run();
run.Text = " 平仓";
run.FontSize = 13;
run.Foreground = new SolidColorBrush(Color.FromRgb(0xff, 0x00, 0xff));
tp.Inlines.Add(run);
run = new Run();
run.Text = " " + lastPosCount.ToString() + " ";
run.Foreground = new SolidColorBrush(Color.FromRgb(0x13, 0xaf, 0x13));
tp.Inlines.Add(run);
}
run = new Run();
run.Text = "手" + code;
tp.FontWeight = FontWeights.Bold;
tp.Inlines.Add(run);
}
private void btnFresh_Click(object sender, RoutedEventArgs e)
{
//CtpDataServer.getServerInstance().InitDataFromAPI();
TradeDataClient.GetClientInstance().RefreshSystemData();
}
/// <summary>
/// 根据实时主推更新资金的盈亏数据和持仓的浮动盈亏数据
/// </summary>
/// <param name="commRealTimeDatas"></param>
private void UpdateFDYK(Dictionary <Contract, RealData> realDataDict)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
foreach (Contract contract in realDataDict.Keys)
{
RealData realData = realDataDict[contract];
double newPrice = realData.NewPrice; //最新价
double prevSettlementPrice = realData.PrevSettlementPrice; //昨结算
double settlementPrice = realData.SettlmentPrice; //现结算
double bidPrice = realData.BidPrice[0];
double askPrice = realData.AskPrice[0];
if (newPrice == 0 || realData.Volumn == 0)
{
if (prevSettlementPrice > 0)
{
newPrice = prevSettlementPrice;
}
else if (newPrice == 0)
{
newPrice = realData.PrevClose;
}
}
if (bidPrice == 0)
{
bidPrice = newPrice;
}
if (askPrice == 0)
{
askPrice = newPrice;
}
double hycs = realData.CodeInfo.Hycs;
decimal fluct = realData.CodeInfo.Fluct;
if (mainWindow != null)
{
foreach (PosInfoDetail detail in mainWindow.PositionDetailCollection)
{
if (detail.Code == contract.Code)
{
detail.PrevSettleMent = prevSettlementPrice;
if (newPrice == 0)
{
detail.Fdyk = detail.Ccyk = 0;
}
//更新Detail的数据
if (detail.BuySell.Contains("买"))
{
detail.INewPrice = bidPrice;
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
detail.OptionMarketCap = bidPrice * detail.TradeHandCount * hycs;
if (detail.PositionType.Contains("今"))
{
detail.Premium = -detail.AvgPx * detail.TradeHandCount * hycs;
//detail.OptionProfit = (newPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
else
{
//detail.OptionProfit = (newPrice - detail.PrevSettleMent) * detail.TradeHandCount * hycs;
}
}
if (detail.PositionType == "今仓")
{
detail.Ccyk = (bidPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
detail.Fdyk = detail.Ccyk;
}
else
{
detail.Ccyk = (bidPrice - prevSettlementPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = (bidPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
}
else
{
detail.INewPrice = askPrice;
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
detail.OptionMarketCap = -askPrice * detail.TradeHandCount * hycs;
if (detail.PositionType.Contains("今"))
{
detail.Premium = detail.AvgPx * detail.TradeHandCount * hycs;
//detail.OptionProfit = -(newPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
else
{
//detail.OptionProfit = -(newPrice - detail.PrevSettleMent) * detail.TradeHandCount * hycs;
}
}
if (detail.PositionType == "今仓")
{
detail.Ccyk = (detail.AvgPx - askPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = detail.Ccyk;
}
else
{
detail.Ccyk = (prevSettlementPrice - askPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = (detail.AvgPx - askPrice) * detail.TradeHandCount * hycs;
}
}
}
}
foreach (PosInfoTotal posTotal in mainWindow.PositionCollection_Total)
{
if (posTotal.Code == realData.CodeInfo.Code)
{
double yesterdayDsyk = 0;
double todayDsyk = 0;
double yesterdayFdyk = 0;
double todayFdyk = 0;
double todayOpProfit = 0;
double yesterdayOpProfit = 0;
if (newPrice != 0)
{
if (CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType.Contains("Option"))
{
if (posTotal.BuySell.Contains("买"))
{
posTotal.OptionMarketCap = bidPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = -posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
//yesterdayOpProfit = (newPrice - posTotal.YesterdayOpenAvgPx) * posTotal.YesterdayPosition * hycs;//yesterdayOpProfit
//todayOpProfit = (newPrice - posTotal.TodayOpenAvgPx) * posTotal.TodayPosition * hycs;//todayOpProfit
}
else
{
posTotal.OptionMarketCap = -askPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
//yesterdayOpProfit = (posTotal.YesterdayOpenAvgPx - newPrice) * posTotal.YesterdayPosition * hycs;//yesterdayOpProfit
//todayOpProfit = (posTotal.TodayOpenAvgPx - newPrice) * posTotal.TodayPosition * hycs;//todayOpProfit
}
}
//更新Detail的数据
if (posTotal.BuySell.Contains("买"))
{
yesterdayDsyk = (bidPrice - prevSettlementPrice) * posTotal.YesterdayPosition * hycs;
todayDsyk = (bidPrice - posTotal.TodayOpenAvgPx) * posTotal.TodayPosition * hycs;
yesterdayFdyk = (bidPrice - posTotal.YesterdayOpenAvgPx) * posTotal.YesterdayPosition * hycs;
todayFdyk = todayDsyk;//(newPrice - detail.OpenAvgPx) * detail.TodayOpen * hycs;
}
else
{
if (CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType.Contains("Option"))
{
posTotal.OptionMarketCap = -askPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
}
yesterdayDsyk = (prevSettlementPrice - askPrice) * posTotal.YesterdayPosition * hycs;
todayDsyk = (posTotal.TodayOpenAvgPx - askPrice) * posTotal.TodayPosition * hycs;
yesterdayFdyk = (posTotal.YesterdayOpenAvgPx - askPrice) * posTotal.YesterdayPosition * hycs;
todayFdyk = todayDsyk;//((newPrice - detail.OpenAvgPx) * detail.TodayOpen * hycs);
}
}
posTotal.Ccyk = yesterdayDsyk + todayDsyk;
posTotal.Fdyk = yesterdayFdyk + todayFdyk;
posTotal.OptionProfit = yesterdayOpProfit + todayOpProfit;
posTotal.AvgPositionPrice = (posTotal.TodayPosition * posTotal.TodayOpenAvgPx + posTotal.YesterdayPosition * prevSettlementPrice) / posTotal.TotalPosition;
}
}
//更新资金数据
double totalDSFY = 0;
double totalFdyk = 0;
double totalPremium = 0;
double totalOptionCap = 0;
double totalOptionProfit = 0;
foreach (PosInfoTotal detail in mainWindow.PositionCollection_Total)
{
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType == "Futures")
{
totalDSFY += detail.Ccyk;
totalFdyk += detail.Fdyk;
}
else if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
totalOptionProfit += detail.Ccyk;
}
totalPremium += detail.Premium;
totalOptionCap += detail.OptionMarketCap;
totalOptionProfit += detail.OptionProfit;
}
if (mainWindow.CapitalDataCollection != null)
{
mainWindow.CapitalDataCollection.Dsfy = totalDSFY;
mainWindow.CapitalDataCollection.FloatProfit = totalFdyk;
//mainWindow.CapitalDataCollection.Premium = totalPremium;
mainWindow.CapitalDataCollection.OptionMarketCap = totalOptionCap;
mainWindow.CapitalDataCollection.OptionProfit = totalOptionProfit;
mainWindow.CapitalDataCollection.AccountCap = totalOptionCap + mainWindow.CapitalDataCollection.DynamicEquity;
}
}
}
}
public void RemoveUselessRequest()
{
//去除不必要的请求
List <Contract> lstDelCodes = new List <Contract>();
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
foreach (var item in _CommObj.RequestingCodes)
{
bool isUsed = false;
foreach (var positionItem in mainWindow.PositionDetailCollection)
{
if (item == positionItem.Code)
{
isUsed = true;
break;
}
}
foreach (var quoteItem in mainWindow.RealDataCollection)
{
if (item == quoteItem.Code)
{
isUsed = true;
break;
}
}
foreach (var quoteItem in mainWindow.RealDataArbitrageCollection)
{
if (item == quoteItem.Code)
{
isUsed = true;
break;
}
}
if (item == mainWindow.uscNewOrderPanel.txtCode.Text)
{
isUsed = true;
}
string fCode = mainWindow.uscOptionHangqing.titleCode.Content.ToString();
if (fCode != null && fCode != String.Empty)
{
if (fCode == item)
{
isUsed = true;
break;
}
if (mainWindow.uscOptionHangqing.OptionCodeDict.ContainsKey(fCode))
{
foreach (string contract in mainWindow.uscOptionHangqing.OptionCodeDict[fCode])
{
if (contract == item)
{
isUsed = true;
break;
}
}
}
}
if (!isUsed)
{
Contract cCode = CodeSetManager.GetContractInfo(item);
//TODO :临时方案
if (cCode == null)
{
cCode = new Contract(item);
}
//
lstDelCodes.Add(cCode);
}
}
}
if (lstDelCodes.Count > 0)
{
AddContract(lstDelCodes.ToArray());
UnRequest();
}
}
