public void close_Process(int seqid, TProtocol iprot, TProtocol oprot)
{
close_args args = new close_args();
args.Read(iprot);
iprot.ReadMessageEnd();
close_result result = new close_result();
try
{
iface_.close();
oprot.WriteMessageBegin(new TMessage("close", TMessageType.Reply, seqid));
result.Write(oprot);
}
catch (TTransportException)
{
throw;
}
catch (Exception ex)
{
Console.Error.WriteLine("Error occurred in processor:");
Console.Error.WriteLine(ex.ToString());
TApplicationException x = new TApplicationException(TApplicationException.ExceptionType.InternalError, " Internal error.");
oprot.WriteMessageBegin(new TMessage("close", TMessageType.Exception, seqid));
x.Write(oprot);
}
oprot.WriteMessageEnd();
oprot.Transport.Flush();
}
public void send_close()
{
oprot_.WriteMessageBegin(new TMessage("close", TMessageType.Call, seqid_));
close_args args = new close_args();
args.Write(oprot_);
oprot_.WriteMessageEnd();
oprot_.Transport.Flush();
}
public void send_close()
{
oprot_.WriteMessageBegin(new TMessage("close", TMessageType.Call, seqid_));
close_args args = new close_args();
args.Write(oprot_);
oprot_.WriteMessageEnd();
oprot_.Transport.Flush();
}
/// <summary>
/// 启动策略执行线程
/// </summary>
public void RUN()
{
ThreadProc _thread = new ThreadProc(_threadProc);
excutedThread = new Thread(new ThreadStart(_thread));
//获取订阅列表
List <managedsecurityindex> subscribelist = new List <managedsecurityindex>();
if (Type == "OPEN")
{
//开仓
open_args args = InitArgs(open_para.WeightList, LiStockOrder, CT, open_para.OP, open_para.INDEX, HD);
m_strategy_open.init(args);
subscribelist = m_strategy_open.getsubscribelist().ToList();
}
else if (Type == "CLOSE")
{
//平仓
//预付费率和期货开仓点
close_args args = InitArgs(close_para.WeightList, LiStockOrder, CT, close_para.INDEX, HD,
(double)close_para.SD, (double)close_para.SA, (double)close_para.COE, close_para.SP, (double)close_para.SD, (double)close_para.PE, close_para.Charge);
m_strategy_close.init(args);
subscribelist = m_strategy_close.getsubscribelist().ToList();
}
RunningTime = DateTime.Now;
//获取订阅列表
bool change = false;
foreach (var item in subscribelist)
{
_subscribe.Add(item.cSecurity_code);
change = true;
}
bSubscribeChange = change;
excutedThread.Start();
Thread.Sleep(100);
}
public void close_Process(int seqid, TProtocol iprot, TProtocol oprot)
{
close_args args = new close_args();
args.Read(iprot);
iprot.ReadMessageEnd();
close_result result = new close_result();
iface_.close();
oprot.WriteMessageBegin(new TMessage("close", TMessageType.Reply, seqid));
result.Write(oprot);
oprot.WriteMessageEnd();
oprot.Transport.Flush();
}
public void send_close()
#endif
{
oprot_.WriteMessageBegin(new TMessage("close", TMessageType.Call, seqid_));
close_args args = new close_args();
args.Write(oprot_);
oprot_.WriteMessageEnd();
#if SILVERLIGHT
return(oprot_.Transport.BeginFlush(callback, state));
#else
oprot_.Transport.Flush();
#endif
}
/// <summary>
/// 初始化平仓参数列表
/// </summary>
/// <param name="WeightList">权重列表</param>
/// <param name="LiStockOrder">持仓列表</param>
/// <param name="CT">期货</param>
/// <param name="OP">开仓点位</param>
/// <param name="INDEX">开仓指数</param>
/// <param name="HD">手数</param>
/// <returns>开仓参数实例</returns>
/// <param name="dStockBonus">分红</param>
/// <param name="dGiftValue">送股</param>
/// <param name="dStockOpenCost">开仓成本</param>
/// <param name="dFutureSellPoint">期货开仓点</param>
/// <param name="dOpenedPoint">开仓基差点位</param>
/// <param name="dExpectedGain">预期收益</param>
/// <param name="dShortCharge">预估费率</param>
/// <returns></returns>
close_args InitArgs(Dictionary <String, double> WeightList, Dictionary <string, int> LiStockOrder,
String CT, string INDEX, int HD, double dStockBonus, double dGiftValue, double dStockOpenCost, double dFutureSellPoint, double dOpenedPoint, double dExpectedGain, double dShortCharge)
{
close_args args = new close_args();
//List<managedstockposition> position = new List<managedstockposition>();
String POSITIONLIST = string.Empty;
int positionNum = 0;
foreach (var item in LiStockOrder)
{
managedstockposition s = new managedstockposition();
managedsecurityindex si = new managedsecurityindex();
string code = item.Key.Substring(1);
string type = item.Key.Substring(0, 1);
string count = item.Value.ToString();
s.tradevolume = item.Value;
POSITIONLIST += (code + ";" + type + ";" + count + "|");
positionNum++;
}
POSITIONLIST += "*";
args.bTradingAllowed = false;
args.contractCode = CT;
args.indexCode = (INDEX == null) ? "300" : INDEX;
args.nHands = HD;
args.dStockBonus = dStockBonus;
args.dGiftValue = dGiftValue;
args.dStockOpenCost = dStockOpenCost;
args.dFutureSellPoint = dFutureSellPoint;
args.dOpenedPoint = dOpenedPoint;
args.dExpectedGain = dExpectedGain;
args.dShortCharge = dShortCharge;
args.positionNum = positionNum;
args.bTradingAllowed = false;
args.POSITION = POSITIONLIST;
return(args);
}
public void close_Process(int seqid, TProtocol iprot, TProtocol oprot)
{
close_args args = new close_args();
args.Read(iprot);
iprot.ReadMessageEnd();
close_result result = new close_result();
try {
result.Success = iface_.close(args.OutThrift);
} catch (ThriftIOException ouch) {
result.Ouch = ouch;
}
oprot.WriteMessageBegin(new TMessage("close", TMessageType.Reply, seqid));
result.Write(oprot);
oprot.WriteMessageEnd();
oprot.Transport.Flush();
}
/// <summary>
/// 初始化平仓参数列表
/// </summary>
/// <param name="WeightList">权重列表</param>
/// <param name="LiStockOrder">持仓列表</param>
/// <param name="CT">期货</param>
/// <param name="OP">开仓点位</param>
/// <param name="INDEX">开仓指数</param>
/// <param name="HD">手数</param>
/// <returns>开仓参数实例</returns>
/// <param name="dStockBonus">分红</param>
/// <param name="dGiftValue">送股</param>
/// <param name="dStockOpenCost">开仓成本</param>
/// <param name="dFutureSellPoint">期货开仓点</param>
/// <param name="dOpenedPoint">开仓基差点位</param>
/// <param name="dExpectedGain">预期收益</param>
/// <param name="dShortCharge">预估费率</param>
/// <returns></returns>
close_args InitArgs(Dictionary<String, double> WeightList, Dictionary<string, int> LiStockOrder,
String CT, string INDEX, int HD, double dStockBonus, double dGiftValue, double dStockOpenCost, double dFutureSellPoint, double dOpenedPoint, double dExpectedGain, double dShortCharge)
{
close_args args = new close_args();
//List<managedstockposition> position = new List<managedstockposition>();
String POSITIONLIST = string.Empty;
int positionNum = 0;
foreach (var item in LiStockOrder)
{
managedstockposition s = new managedstockposition();
managedsecurityindex si = new managedsecurityindex();
string code = item.Key.Substring(1);
string type = item.Key.Substring(0, 1);
string count = item.Value.ToString();
s.tradevolume = item.Value;
POSITIONLIST += (code + ";" + type + ";" + count + "|");
positionNum++;
}
POSITIONLIST += "*";
args.bTradingAllowed = false;
args.contractCode = CT;
args.indexCode = (INDEX == null) ? "300" : INDEX;
args.nHands = HD;
args.dStockBonus = dStockBonus;
args.dGiftValue = dGiftValue;
args.dStockOpenCost = dStockOpenCost;
args.dFutureSellPoint = dFutureSellPoint;
args.dOpenedPoint = dOpenedPoint;
args.dExpectedGain = dExpectedGain;
args.dShortCharge = dShortCharge;
args.positionNum = positionNum;
args.bTradingAllowed = false;
args.POSITION = POSITIONLIST;
return args;
}
public void close_Process(int seqid, TProtocol iprot, TProtocol oprot)
{
close_args args = new close_args();
args.Read(iprot);
iprot.ReadMessageEnd();
close_result result = new close_result();
iface_.close();
oprot.WriteMessageBegin(new TMessage("close", TMessageType.Reply, seqid));
result.Write(oprot);
oprot.WriteMessageEnd();
oprot.Transport.Flush();
}
