private List <TradeInstanceSecurity> GetTradingInstanceSecurities(int instanceId, List <ClosePositionSecurityItem> closeSecuItems)
{
List <TradeInstanceSecurity> tradeInstanceSecuItems = new List <TradeInstanceSecurity>();
foreach (var item in closeSecuItems)
{
TradeInstanceSecurity tiSecuItem = new TradeInstanceSecurity
{
InstanceId = instanceId,
SecuCode = item.SecuCode
};
var findItem = SecurityInfoManager.Instance.Get(item.SecuCode, item.SecuType);
if (findItem != null)
{
tiSecuItem.SecuType = findItem.SecuType;
}
else
{
tiSecuItem.SecuType = item.SecuType;
}
if (item.Selection)
{
SetPreItem(tiSecuItem, item.EDirection, item.EntrustAmount);
}
tradeInstanceSecuItems.Add(tiSecuItem);
}
return(tradeInstanceSecuItems);
}
public int Delete(TradeInstanceSecurity securityItem)
{
var dbCommand = _dbHelper.GetStoredProcCommand(SP_Delete);
_dbHelper.AddInParameter(dbCommand, "@InstanceId", System.Data.DbType.Int32, securityItem.InstanceId);
_dbHelper.AddInParameter(dbCommand, "@SecuCode", System.Data.DbType.String, securityItem.SecuCode);
return(_dbHelper.ExecuteNonQuery(dbCommand));
}
public int UpdatePreTrade(TradeInstanceSecurity securityItem)
{
var dbCommand = _dbHelper.GetStoredProcCommand(SP_ModifyPreTrade);
_dbHelper.AddInParameter(dbCommand, "@InstanceId", System.Data.DbType.Int32, securityItem.InstanceId);
_dbHelper.AddInParameter(dbCommand, "@SecuCode", System.Data.DbType.String, securityItem.SecuCode);
_dbHelper.AddInParameter(dbCommand, "@InstructionPreBuy", System.Data.DbType.Int32, securityItem.InstructionPreBuy);
_dbHelper.AddInParameter(dbCommand, "@InstructionPreSell", System.Data.DbType.Int32, securityItem.InstructionPreSell);
return(_dbHelper.ExecuteNonQuery(dbCommand));
}
public List <TradeInstanceSecurity> Get(int instanceId)
{
var dbCommand = _dbHelper.GetStoredProcCommand(SP_Get);
_dbHelper.AddInParameter(dbCommand, "@InstanceId", System.Data.DbType.Int32, instanceId);
List <TradeInstanceSecurity> items = new List <TradeInstanceSecurity>();
var reader = _dbHelper.ExecuteReader(dbCommand);
if (reader.HasRows)
{
while (reader.Read())
{
TradeInstanceSecurity item = new TradeInstanceSecurity();
item.InstanceId = (int)reader["InstanceId"];
item.SecuCode = (string)reader["SecuCode"];
item.SecuType = (SecurityType)reader["SecuType"];
item.PositionType = (PositionType)reader["PositionType"];
if (reader["InstructionPreBuy"] != null && reader["InstructionPreBuy"] != DBNull.Value)
{
item.InstructionPreBuy = (int)reader["InstructionPreBuy"];
}
if (reader["InstructionPreSell"] != null && reader["InstructionPreSell"] != DBNull.Value)
{
item.InstructionPreSell = (int)reader["InstructionPreSell"];
}
if (reader["PositionAmount"] != null && reader["PositionAmount"] != DBNull.Value)
{
item.PositionAmount = (int)reader["PositionAmount"];
}
item.BuyBalance = (double)(decimal)reader["BuyBalance"];
item.SellBalance = (double)(decimal)reader["SellBalance"];
item.DealFee = (double)(decimal)reader["DealFee"];
item.BuyToday = (int)reader["BuyToday"];
item.SellToday = (int)reader["SellToday"];
item.CreatedDate = (DateTime)reader["CreatedDate"];
if (reader["ModifiedDate"] != null && reader["ModifiedDate"] != DBNull.Value)
{
item.ModifiedDate = (DateTime)reader["ModifiedDate"];
}
item.LastDate = (DateTime)reader["LastDate"];
items.Add(item);
}
}
reader.Close();
_dbHelper.Close(dbCommand);
return(items);
}
public int UpdateSellToday(TradeInstanceSecurity securityItem)
{
var dbCommand = _dbHelper.GetStoredProcCommand(SP_ModifySellToday);
_dbHelper.AddInParameter(dbCommand, "@InstanceId", System.Data.DbType.Int32, securityItem.InstanceId);
_dbHelper.AddInParameter(dbCommand, "@SecuCode", System.Data.DbType.String, securityItem.SecuCode);
_dbHelper.AddInParameter(dbCommand, "@SellAmount", System.Data.DbType.Int32, securityItem.SellToday);
_dbHelper.AddInParameter(dbCommand, "@SellBalance", System.Data.DbType.Decimal, securityItem.SellBalance);
_dbHelper.AddInParameter(dbCommand, "@DealFee", System.Data.DbType.Decimal, securityItem.DealFee);
return(_dbHelper.ExecuteNonQuery(dbCommand));
}
private int UpdateSellToday(int commandId, string secuCode, int sellAmount, double sellBalance, double dealFee)
{
var tradeItem = _tradeCommandBLL.GetTradeCommand(commandId);
var secuItem = new TradeInstanceSecurity
{
InstanceId = tradeItem.InstanceId,
SecuCode = secuCode,
SellToday = sellAmount,
SellBalance = sellBalance,
DealFee = dealFee,
};
return(_tradeinstsecudao.UpdateSellToday(secuItem));
}
private void SetPreItem(TradeInstanceSecurity tiSecuItem, EntrustDirection direction, int entrustAmount)
{
switch (tiSecuItem.SecuType)
{
case SecurityType.Stock:
{
if (direction == EntrustDirection.BuySpot)
{
tiSecuItem.InstructionPreBuy = entrustAmount;
tiSecuItem.PositionType = PositionType.SpotLong;
}
else if (direction == EntrustDirection.SellSpot)
{
tiSecuItem.InstructionPreSell = entrustAmount;
tiSecuItem.PositionType = PositionType.SpotShort;
}
}
break;
case SecurityType.Futures:
{
if (direction == EntrustDirection.SellOpen)
{
tiSecuItem.InstructionPreBuy = entrustAmount;
tiSecuItem.PositionType = PositionType.FuturesShort;
}
else if (direction == EntrustDirection.BuyClose)
{
tiSecuItem.InstructionPreSell = entrustAmount;
tiSecuItem.PositionType = PositionType.FuturesLong;
}
}
break;
default:
break;
}
}
public string Create(TradeInstanceSecurity securityItem)
{
var dbCommand = _dbHelper.GetStoredProcCommand(SP_Create);
_dbHelper.AddInParameter(dbCommand, "@InstanceId", System.Data.DbType.Int32, securityItem.InstanceId);
_dbHelper.AddInParameter(dbCommand, "@SecuCode", System.Data.DbType.String, securityItem.SecuCode);
_dbHelper.AddInParameter(dbCommand, "@SecuType", System.Data.DbType.Int32, (int)securityItem.SecuType);
_dbHelper.AddInParameter(dbCommand, "@PositionType", System.Data.DbType.Int32, (int)securityItem.PositionType);
_dbHelper.AddInParameter(dbCommand, "@InstructionPreBuy", System.Data.DbType.Int32, securityItem.InstructionPreBuy);
_dbHelper.AddInParameter(dbCommand, "@InstructionPreSell", System.Data.DbType.Int32, securityItem.InstructionPreSell);
_dbHelper.AddOutParameter(dbCommand, "@RowId", System.Data.DbType.String, 20);
int ret = _dbHelper.ExecuteNonQuery(dbCommand);
string rowId = string.Empty;
if (ret > 0)
{
rowId = (string)dbCommand.Parameters["@RowId"].Value;
}
return(rowId);
}
public int Transfer(Model.UI.TradeInstance dest, Model.UI.TradeInstance src, List <SourceHoldingItem> transferItems)
{
List <TradeInstanceSecurity> srcNewItems = new List <TradeInstanceSecurity>();
List <TradeInstanceSecurity> destNewItems = new List <TradeInstanceSecurity>();
List <TradeInstanceAdjustmentItem> adjustItems = new List <TradeInstanceAdjustmentItem>();
//获取src中所有的持仓
var srcItems = Get(src.InstanceId);
//获取dest中所有的持仓
var destItems = Get(dest.InstanceId);
//对于src,减去划转部分
//对于dest,加入划转部分
foreach (var transferItem in transferItems)
{
//对源实例中的证券进行更新
TradeInstanceSecurity srcOutItem = new TradeInstanceSecurity
{
SecuCode = transferItem.SecuCode,
SecuType = transferItem.SecuType,
InstanceId = src.InstanceId,
};
var srcOldItem = srcItems.Find(p => p.SecuCode.Equals(transferItem.SecuCode) && p.SecuType == transferItem.SecuType);
if (srcOldItem != null)
{
srcOutItem.PositionAmount = srcOldItem.PositionAmount - transferItem.TransferedAmount;
srcOutItem.PositionType = srcOldItem.PositionType;
srcOutItem.SellToday = srcOldItem.SellToday;
srcOutItem.SellBalance = srcOldItem.SellBalance;
srcOutItem.DealFee = srcOldItem.DealFee;
}
else
{
//TODO:
}
srcNewItems.Add(srcOutItem);
//对目标实例中的证券进行更新
TradeInstanceSecurity destInItem = new TradeInstanceSecurity
{
SecuCode = transferItem.SecuCode,
SecuType = transferItem.SecuType,
PositionType = transferItem.PositionType,
InstanceId = dest.InstanceId,
};
var destOldItem = destItems.Find(p => p.SecuCode.Equals(transferItem.SecuCode) && p.SecuType == transferItem.SecuType);
if (destOldItem != null)
{
destInItem.PositionAmount = destOldItem.PositionAmount + transferItem.TransferedAmount;
destInItem.PositionType = destOldItem.PositionType;
destInItem.SellToday = destOldItem.SellToday;
destInItem.SellBalance = destOldItem.SellBalance;
destInItem.DealFee = destOldItem.DealFee;
}
else
{
destInItem.PositionAmount = transferItem.TransferedAmount;
//TODO:
if (transferItem.SecuType == Model.SecurityInfo.SecurityType.Stock)
{
destInItem.PositionType = PositionType.SpotLong;
}
else if (transferItem.SecuType == Model.SecurityInfo.SecurityType.Futures)
{
destInItem.PositionType = PositionType.FuturesShort;
}
}
destNewItems.Add(destInItem);
//对调整做记录
TradeInstanceAdjustmentItem adjustItem = new TradeInstanceAdjustmentItem
{
SourceInstanceId = src.InstanceId,
SourcePortfolioCode = src.PortfolioCode,
DestinationInstanceId = dest.InstanceId,
DestinationPortfolioCode = dest.PortfolioCode,
SecuCode = transferItem.SecuCode,
SecuType = transferItem.SecuType,
PositionType = PositionType.SpotLong,
Price = transferItem.TransferedPrice,
Amount = transferItem.TransferedAmount,
AdjustType = AdjustmentType.Transfer,
};
adjustItems.Add(adjustItem);
}
int result = -1;
List <int> idList = _tradeInstanceAdjustBLL.CreateTran(adjustItems);
if (idList.Count > 0 && idList.Count == adjustItems.Count)
{
//更新数据库,指向要更新变化部分即可,通过提交事务
result = _tradeinstsecudao.Transfer(destNewItems, srcNewItems);
}
return(result);
}
public ArchiveTradeInstanceSecurity(TradeInstanceSecurity security)
: base(security)
{
}
private int UpdateItem(CommandManagementItem cmdMngItem, List <ModifySecurityItem> modifiedSecuItems, DateTime startDate, DateTime endDate, string notes)
{
//var oldInstance = _tradeInstanceBLL.GetInstance(cmdMngItem.InstanceId);
//if (oldInstance == null || oldInstance.InstanceId != cmdMngItem.InstanceId)
//{
// return -1;
//}
//TODO: add the StartDate, EndDate
TradeCommand cmdItem = new TradeCommand
{
CommandId = cmdMngItem.CommandId,
ECommandStatus = Model.EnumType.CommandStatus.Modified,
DStartDate = startDate,
DEndDate = endDate,
ModifiedDate = DateTime.Now,
Notes = !string.IsNullOrEmpty(notes)?notes: cmdMngItem.Notes,
};
List <TradeCommandSecurity> tradeModifiedSecuItems = new List <TradeCommandSecurity>();
List <TradeCommandSecurity> tradeCancelSecuItems = new List <TradeCommandSecurity>();
var selectedModifiedSecuItems = modifiedSecuItems.Where(p => p.Selection).ToList();
foreach (var secuItem in selectedModifiedSecuItems)
{
TradeCommandSecurity tradeSecuItem = new TradeCommandSecurity
{
CommandId = cmdItem.CommandId,
SecuCode = secuItem.SecuCode,
SecuType = secuItem.SecuType,
EDirection = secuItem.EDirection,
CommandAmount = secuItem.NewCommandAmount,
CommandPrice = secuItem.NewCommandPrice,
CurrentPrice = secuItem.LastPrice,
};
if (secuItem.Selection)
{
tradeModifiedSecuItems.Add(tradeSecuItem);
}
else
{
tradeCancelSecuItems.Add(tradeSecuItem);
}
}
int result = _tradeCommandBLL.Update(cmdItem, tradeModifiedSecuItems, tradeCancelSecuItems);
if (result > 0)
{
//TODO: add more parameters
TradeInstance tradeInstance = new TradeInstance
{
InstanceId = cmdMngItem.InstanceId,
InstanceCode = cmdMngItem.InstanceCode,
FuturesContract = cmdMngItem.BearContract,
//MonitorUnitId = oldInstance.MonitorUnitId,
//StockDirection = oldInstance.StockDirection,
//FuturesDirection = oldInstance.FuturesDirection,
//FuturesPriceType = oldInstance.FuturesPriceType,
};
List <TradeInstanceSecurity> modifiedInstSecuItems = new List <TradeInstanceSecurity>();
List <TradeInstanceSecurity> cancelInstSecuItems = new List <TradeInstanceSecurity>();
foreach (var secuItem in selectedModifiedSecuItems)
{
int modifiedAmount = secuItem.NewCommandAmount - secuItem.OriginCommandAmount;
TradeInstanceSecurity tradeInstSecuItem = new TradeInstanceSecurity
{
SecuCode = secuItem.SecuCode,
SecuType = secuItem.SecuType,
InstructionPreBuy = 0,
InstructionPreSell = 0,
};
//TODO::::::how to handle the case???
switch (secuItem.EDirection)
{
case Model.EnumType.EntrustDirection.BuySpot:
{
tradeInstSecuItem.InstructionPreBuy = modifiedAmount;
}
break;
case Model.EnumType.EntrustDirection.SellSpot:
{
tradeInstSecuItem.InstructionPreSell = modifiedAmount;
}
break;
case Model.EnumType.EntrustDirection.SellOpen:
{
tradeInstSecuItem.InstructionPreSell = modifiedAmount;
}
break;
case Model.EnumType.EntrustDirection.BuyClose:
{
tradeInstSecuItem.InstructionPreBuy = modifiedAmount;
}
break;
}
if (secuItem.Selection)
{
modifiedInstSecuItems.Add(tradeInstSecuItem);
}
else
{
cancelInstSecuItems.Add(tradeInstSecuItem);
}
}
result = _tradeInstanceBLL.Update(tradeInstance, modifiedInstSecuItems, cancelInstSecuItems);
}
return(result);
}
