/// <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);
}
/// <summary>
/// 初始化开仓参数列表
/// </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>
open_args InitArgs(Dictionary <String, double> WeightList, Dictionary <string, int> LiStockOrder,
String CT, double OP, string INDEX, int HD)
{
open_args args = new open_args();
List <managedIndexWeights> weight = new List <managedIndexWeights>();
List <managedstockposition> position = new List <managedstockposition>();
string weightString = String.Empty;
string positionString = String.Empty;
int weightNum = 0;
int positionNum = 0;
foreach (var item in WeightList)
{
string code = item.Key.Substring(1);
string type = item.Key.Substring(0, 1);
double weightvalue = item.Value;
weightString += (code + ";" + type + ";" + weightvalue.ToString() + "|");
weightNum++;
}
weightString += "*";
foreach (var item in LiStockOrder)
{
string code = item.Key.Substring(1);
string type = item.Key.Substring(0, 1);
int tradeVolume = item.Value;
positionString += (code + ";" + type + ";" + tradeVolume.ToString() + "|");
positionNum++;
}
positionString += "*";
args.bTradingAllowed = false;
args.contractCode = CT;
args.dPositiveOpenDelta = OP;
args.indexCode = INDEX;
args.nHands = HD;
args.WEIGHTLIST = weightString;
args.POSITIONLIST = positionString;
args.WEIGHTNUM = weightNum;
args.POSITIONNUM = positionNum;
return(args);
}
public void open_Process(int seqid, TProtocol iprot, TProtocol oprot)
{
open_args args = new open_args();
args.Read(iprot);
iprot.ReadMessageEnd();
open_result result = new open_result();
try {
result.Success = iface_.open(args.Path);
} catch (ThriftIOException ouch) {
result.Ouch = ouch;
}
oprot.WriteMessageBegin(new TMessage("open", TMessageType.Reply, seqid));
result.Write(oprot);
oprot.WriteMessageEnd();
oprot.Transport.Flush();
}
public void send_open(Pathname path)
{
oprot_.WriteMessageBegin(new TMessage("open", TMessageType.Call, seqid_));
open_args args = new open_args();
args.Path = path;
args.Write(oprot_);
oprot_.WriteMessageEnd();
oprot_.Transport.Flush();
}
/// <summary>
/// 初始化开仓参数列表
/// </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>
open_args InitArgs(Dictionary<String, double> WeightList, Dictionary<string, int> LiStockOrder,
String CT, double OP, string INDEX, int HD)
{
open_args args = new open_args();
List<managedIndexWeights> weight = new List<managedIndexWeights>();
List<managedstockposition> position = new List<managedstockposition>();
string weightString = String.Empty;
string positionString = String.Empty;
int weightNum = 0;
int positionNum = 0;
foreach (var item in WeightList)
{
string code = item.Key.Substring(1);
string type = item.Key.Substring(0, 1);
double weightvalue = item.Value;
weightString += (code + ";" + type + ";" + weightvalue.ToString() + "|");
weightNum++;
}
weightString += "*";
foreach (var item in LiStockOrder)
{
string code = item.Key.Substring(1);
string type = item.Key.Substring(0, 1);
int tradeVolume = item.Value;
positionString += (code + ";" + type + ";" + tradeVolume.ToString() + "|");
positionNum++;
}
positionString += "*";
args.bTradingAllowed = false;
args.contractCode = CT;
args.dPositiveOpenDelta = OP;
args.indexCode = INDEX;
args.nHands = HD;
args.WEIGHTLIST = weightString;
args.POSITIONLIST = positionString;
args.WEIGHTNUM = weightNum;
args.POSITIONNUM = positionNum;
return args;
}
