public TrdGetHistoryOrderFillList.Response GetHistoryOrderFillListSync(ulong accID, TrdCommon.TrdMarket trdMarket, TrdCommon.TrdEnv trdEnv,
TrdCommon.TrdFilterConditions filterConditions)
{
ReqInfo reqInfo = null;
Object syncEvent = new Object();
lock (syncEvent)
{
lock (trdLock)
{
if (trdConnStatus != ConnStatus.READY)
{
return(null);
}
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket);
TrdGetHistoryOrderFillList.C2S.Builder c2s = TrdGetHistoryOrderFillList.C2S.CreateBuilder()
.SetHeader(trdHeader);
if (filterConditions != null)
{
c2s.SetFilterConditions(filterConditions);
}
TrdGetHistoryOrderFillList.Request req = TrdGetHistoryOrderFillList.Request.CreateBuilder().SetC2S(c2s).Build();
uint sn = trd.GetHistoryOrderFillList(req);
if (sn == 0)
{
return(null);
}
reqInfo = new ReqInfo(ProtoID.TrdGetHistoryOrderFillList, syncEvent);
trdReqInfoMap.Add(sn, reqInfo);
}
Monitor.Wait(syncEvent);
return((TrdGetHistoryOrderFillList.Response)reqInfo.Rsp);
}
}
public TrdGetPositionList.Response GetPositionListSync(ulong accID, TrdCommon.TrdMarket trdMarket, TrdCommon.TrdEnv trdEnv,
TrdCommon.TrdFilterConditions filterConditions,
double?filterPLRatioMin,
double?filterPLRatioMax,
bool isRefreshCache)
{
ReqInfo reqInfo = null;
Object syncEvent = new Object();
lock (syncEvent)
{
lock (trdLock)
{
if (trdConnStatus != ConnStatus.READY)
{
return(null);
}
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket);
TrdGetPositionList.C2S.Builder c2s = TrdGetPositionList.C2S.CreateBuilder()
.SetHeader(trdHeader);
if (filterConditions != null)
{
c2s.SetFilterConditions(filterConditions);
}
if (filterPLRatioMin.HasValue)
{
c2s.SetFilterPLRatioMin(filterPLRatioMin.Value);
}
if (filterPLRatioMax.HasValue)
{
c2s.SetFilterPLRatioMax(filterPLRatioMax.Value);
}
c2s.SetRefreshCache(isRefreshCache);
TrdGetPositionList.Request req = TrdGetPositionList.Request.CreateBuilder().SetC2S(c2s).Build();
uint sn = trd.GetPositionList(req);
if (sn == 0)
{
return(null);
}
reqInfo = new ReqInfo(ProtoID.TrdGetPositionList, syncEvent);
trdReqInfoMap.Add(sn, reqInfo);
}
Monitor.Wait(syncEvent);
return((TrdGetPositionList.Response)reqInfo.Rsp);
}
}
public TrdGetOrderList.Response GetOrderListSync(ulong accID, TrdCommon.TrdMarket trdMarket, TrdCommon.TrdEnv trdEnv,
bool isRefreshCache,
TrdCommon.TrdFilterConditions filterConditions,
List <TrdCommon.OrderStatus> filterStatusList)
{
ReqInfo reqInfo = null;
Object syncEvent = new Object();
lock (syncEvent)
{
lock (trdLock)
{
if (trdConnStatus != ConnStatus.READY)
{
return(null);
}
TrdCommon.TrdHeader trdHeader = MakeTrdHeader(trdEnv, accID, trdMarket);
TrdGetOrderList.C2S.Builder c2s = TrdGetOrderList.C2S.CreateBuilder()
.SetHeader(trdHeader)
.SetRefreshCache(isRefreshCache);
if (filterConditions != null)
{
c2s.SetFilterConditions(filterConditions);
}
if (filterStatusList.Count > 0)
{
foreach (TrdCommon.OrderStatus status in filterStatusList)
{
c2s.AddFilterStatusList((int)status);
}
}
TrdGetOrderList.Request req = TrdGetOrderList.Request.CreateBuilder().SetC2S(c2s).Build();
uint sn = trd.GetOrderList(req);
if (sn == 0)
{
return(null);
}
reqInfo = new ReqInfo(ProtoID.TrdGetOrderList, syncEvent);
trdReqInfoMap.Add(sn, reqInfo);
}
Monitor.Wait(syncEvent);
return((TrdGetOrderList.Response)reqInfo.Rsp);
}
}
void Run(ulong trdAcc, String unlockTrdPwdMD5, TrdCommon.TrdMarket trdMarket,
TrdCommon.TrdEnv trdEnv,
QotCommon.Security sec)
{
if (sec.Market != (int)QotCommon.QotMarket.QotMarket_HK_Security &&
sec.Market != (int)QotCommon.QotMarket.QotMarket_US_Security)
{
Console.Error.WriteLine("unsupported stock market");
return;
}
bool ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("fail to connect trd");
return;
}
ret = InitConnectQotSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("fail to connect qot");
return;
}
TrdUnlockTrade.Response unlockTrdRsp = UnlockTradeSync(unlockTrdPwdMD5, true);
if (unlockTrdRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("fail to unlock trade; retType={0} msg={1}\n", unlockTrdRsp.RetType, unlockTrdRsp.RetMsg);
return;
}
DateTime now = DateTime.Now;
DateTime startDate = now.Subtract(new TimeSpan(100, 0, 0, 0));
QotRequestHistoryKL.Response historyKLRsp = RequestHistoryKLSync(sec, QotCommon.KLType.KLType_Day,
QotCommon.RehabType.RehabType_Forward,
startDate.ToString("yyyy-MM-dd"),
now.ToString("yyyy-MM-dd"),
1000,
null,
new byte[] {},
false);
List <double> klCloseList = new List <double>();
List <double> difList = new List <double>();
List <double> deaList = new List <double>();
List <double> macdList = new List <double>();
foreach (QotCommon.KLine kl in historyKLRsp.S2C.KlListList)
{
klCloseList.Add(kl.ClosePrice);
}
MACDUtil.CalcMACD(klCloseList, 12, 26, 9, difList, deaList, macdList);
int difCount = difList.Count;
int deaCount = deaList.Count;
if (difCount > 0 && deaCount > 0)
{
if (difList[difCount - 1] < deaList[deaCount - 1] &&
difList[difCount - 2] > deaList[deaCount - 2])
{
TrdCommon.TrdFilterConditions filterConditions = TrdCommon.TrdFilterConditions.CreateBuilder()
.AddCodeList(sec.Code)
.Build();
TrdGetPositionList.Response getPositionListRsp = GetPositionListSync(trdAcc, trdMarket,
trdEnv, filterConditions, null, null, false);
if (getPositionListRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getPositionListSync err; retType={0} msg={1}\n", getPositionListRsp.RetType,
getPositionListRsp.RetMsg);
return;
}
foreach (TrdCommon.Position pstn in getPositionListRsp.S2C.PositionListList)
{
if (pstn.CanSellQty > 0)
{
Sell(sec, pstn, trdAcc, trdMarket, trdEnv);
}
}
}
else if (difList[difCount - 1] > deaList[deaCount - 1] &&
difList[difCount - 2] < deaList[deaCount - 2])
{
Buy(sec, trdAcc, trdMarket, trdEnv);
}
}
}
public void TradeHkTest()
{
bool ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("Fail to connect opend");
return;
}
else
{
Console.WriteLine("trd connected");
}
TrdUnlockTrade.Response unlockTradeRsp = UnlockTradeSync(Config.UnlockTradePwdMd5, true);
if (unlockTradeRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("unlockTradeSync err; retType={0} msg={1}\n", unlockTradeRsp.RetType, unlockTradeRsp.RetMsg);
}
else
{
Console.WriteLine("unlock succeed");
}
TrdGetFunds.Response getFundsRsp = GetFundsSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK, TrdCommon.TrdEnv.TrdEnv_Real,
false, TrdCommon.Currency.Currency_Unknown);
Console.Write("getFundsSync: {0}\n", getFundsRsp);
TrdGetAccList.Response getAccListRsp = GetAccListSync(Config.UserID);
Console.Write("getAccList: {0}\n", getAccListRsp);
{
TrdGetPositionList.Response getPositionListRsp = GetPositionListSync(Config.TrdAcc,
TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, null,
-50.0, 50.0, false);
Console.Write("getPositionList: {0}\n", getPositionListRsp);
}
{
TrdGetOrderList.Response getOrderListRsp = GetOrderListSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, false, null,
new List <TrdCommon.OrderStatus> {
TrdCommon.OrderStatus.OrderStatus_Submitted
});
Console.Write("getOrderList: {0}\n", getOrderListRsp);
}
{
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetAccID(Config.TrdAcc)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetPacketID(trd.NextPacketID())
.SetHeader(header)
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetQty(100)
.SetPrice(700)
.SetAdjustPrice(true)
.SetSecMarket((int)TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
Console.Write("placeOrder: {0}\n", placeOrderRsp);
}
{
TrdCommon.TrdFilterConditions filterConditions = TrdCommon.TrdFilterConditions.CreateBuilder()
.AddCodeList("00700")
.Build();
TrdGetOrderFillList.Response getOrderFillListRsp = GetOrderFillListSync(Config.TrdAcc,
TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, false, filterConditions);
Console.Write("getOrderFillList: {0}\n", getOrderFillListRsp);
}
}
