public static EEntrustType GetEntrustType(OrderRow_LH order)
{
EEntrustType direction = EEntrustType.无;
if (order.sc == 'S' || order.sc == 'H')
{
if (order.BS == 'B')
direction = EEntrustType.买入;
else if (order.BS == 'S')
direction = EEntrustType.卖出;
}
else if (order.sc == 'F')
{
if (order.BS == 'B')
{
if (order.OpenOrClose == 'O')
direction = EEntrustType.买入开仓;
else if (order.OpenOrClose == 'C')
direction = EEntrustType.买入平仓;
else
direction = EEntrustType.买入;
}
else if (order.BS == 'S')
{
if (order.OpenOrClose == 'O')
direction = EEntrustType.卖出开仓;
else if (order.OpenOrClose == 'C')
direction = EEntrustType.卖出平仓;
else
direction = EEntrustType.卖出;
}
}
return direction;
}
/// <summary>
/// 获取多头空头状态，0：表示多头，1：表示空头；
/// </summary>
protected int GetSideState(OrderRow_LH order, int defaultValue = 0)
{
if (order.OpenOrClose == 'C' || order.OpenOrClose == 'c')
{
if (order.BS == 'B' || order.BS == 'b')
return 1;
else if (order.BS == 'S' || order.BS == 's')
return 0;
}
else if (order.OpenOrClose == 'O' || order.OpenOrClose == 'o')
{
if (order.BS == 'B' || order.BS == 'b')
return 0;
else if (order.BS == 'S' || order.BS == 's')
return 1;
}
return defaultValue;
}
public static ESecurityType GetSecurityType(OrderRow_LH row)
{
return GetSecurityType(row.zqlb);
}
protected string ConvertSecurityId(OrderRow_LH order)
{
if (string.IsNullOrEmpty(order.zqdm))
return string.Empty;
if (order.sc == 'S' || order.sc == 's')
return string.Format("{0}.SZ", order.zqdm);
else if (order.sc == 'H' || order.sc == 'h')
return string.Format("{0}.SH", order.zqdm);
else if (order.sc == 'F' || order.sc == 'f')
return string.Format("{0}.CFE", order.zqdm);
return order.zqdm;
}
protected int GetDirection(OrderRow_LH order)
{
if (order.sc == 'S' || order.sc == 'H')
{
if (order.BS == 'B')
return DirectionCoding.GetDirectionCode(TradeType.TRADE_BUY);
else if (order.BS == 'S')
return DirectionCoding.GetDirectionCode(TradeType.TRADE_SELL);
}
else if (order.sc == 'F')
{
if (order.OpenOrClose == 'O')
return DirectionCoding.GetDirectionCode(TradeType.TRADE_FUT_OPEN);
else if (order.OpenOrClose == 'C')
return DirectionCoding.GetDirectionCode(TradeType.TRADE_FUT_CLOSE);
}
return 0;
}
public TradeRow GetTradeRow(OrderRow_LH row)
{
TradeRow trade = new TradeRow();
trade.Trade_Date = row.CrtDate != null ? row.CrtDate.Value.ToString("yyyyMMdd") : null;
//trade.Trade_Id;
trade.Security_Id = this.ConvertSecurityId(row);
trade.Direction = this.GetDirection(row);
trade.Volume = row.CjNum;
trade.Multiplier = row.mUnitnum;
trade.Side = this.GetSideState(row);
trade.Price = row.OrderPr;
trade.Balance = row.CjBal;
//trade.Trade_Type;
//trade.Source_Type;
//trade.Source
trade.Turn_Over = row.CjBal;
//trade.Front_Id;
//trade.Session_Id;
//trade.Local_Order_Id;
trade.Xmdm = row.xmdm;
//trade.Zcdy;
trade.Zhdm = row.zmdm.ToString();
trade.Policy_Id = row.PolicyId;
trade.Order_Date = row.CrtDate != null ? row.CrtDate.Value.ToString("yyyyMMdd") : null;
trade.Order_Id = row.orderno.ToString();
//trade.Trade_Route;
//trade.Seat_Id;
//trade.Client_Id;
//trade.Sys_Trade_Date;
//trade.Sys_Trade_Settlement_Id;
//trade.Sys_Trade_Id;
//trade.Sys_Order_Date;
//trade.Sys_Order_Settlement_Id;
//trade.Sys_Order_Id;
trade.Trade_Time = row.CjTimeJys.ToString();
return trade;
}
public OrderRow GetOrderRow(OrderRow_LH row)
{
OrderRow order = new OrderRow();
order.Trade_Date = row.CrtDate != null ? row.CrtDate.Value.ToString("yyyyMMdd") : null;
order.Order_Id = row.orderno.ToString();
order.Security_Id = this.ConvertSecurityId(row);
order.Direction = this.GetDirection(row);
order.Volume = row.OrderNum;
order.Multiplier = row.mUnitnum;
order.Side = this.GetSideState(row);
order.Price = row.OrderPr;
order.Order_Type = row.OpenOrClose;
//order.Order_Status = ;
//order.Order_Status_Msg;
//order.Original_Volume;
//order.Turn_Over;
//order.Front_Id;
//order.Session_Id = ;
//order.Local_Order_Id;
order.Xmdm = row.xmdm;
//order.Zcdy = ;
//order.Zhdm = row.zmdm.ToString();
order.Policy_Id = row.PolicyId;
//order.Trading_Route;
//order.Seat_Id;
//order.Client_Id;
//order.Sys_Order_Date;
//order.Sys_Order_Settlement_Id;
//order.Sys_Order_Id;
//order.Create_User_Id;
//order.Create_Iime;
//order.Update_User_Id;
//order.Update_Time;
return order;
}
protected OrderRow_LH GetOrderRow_LH(DbDataReader reader)
{
OrderRow_LH order = new OrderRow_LH();
order.BS = Convert.ToChar(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_BS)));
order.cancelnum = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_cancelnum)));
order.Cancelorderno = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_Cancelorderno)));
order.cidx = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_cidx)));
order.CjBal = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_CjBal)));
order.CjNum = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_CjNum)));
order.CjTimeJys = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_CjTimeJys)));
order.CrtDate = Convert.ToDateTime(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_CrtDate)));
order.CustomInfo1 = Convert.ToString(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_CustomInfo1)));
order.CustomInfo2 = Convert.ToString(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_CustomInfo2)));
order.CustomInfo3 = Convert.ToString(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_CustomInfo3)));
order.DebugInfo = Convert.ToString(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_DebugInfo)));
order.FirtCjTime = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_FirtCjTime)));
order.FroseBal = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_FroseBal)));
order.FroseStore = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_FroseStore)));
order.FroseStoreETF = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_FroseStoreETF)));
order.gddm = Convert.ToString(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_gddm)));
order.InstruId = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_InstruId)));
order.LastCjTime = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_LastCjTime)));
order.mUnitnum = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_mUnitnum)));
order.OpenOrClose = Convert.ToChar(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_OpenOrClose)));
order.Oper = Convert.ToString(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_Oper)));
order.orderno = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_orderno)));
order.OrderNum = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_OrderNum)));
order.OrderPr = Convert.ToDouble(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_OrderPr)));
order.OrderTime = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_OrderTime)));
order.OrderType = Convert.ToChar(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_OrderType)));
order.PolicyId = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_PolicyId)));
order.reportno = Convert.ToString(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_reportno)));
order.ReportTime = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_ReportTime)));
order.sc = Convert.ToChar(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_sc)));
order.status = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_status)));
order.xmdm = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_xmdm)));
order.zjdm = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_zjdm)));
order.zmdm = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_zmdm)));
order.zqdm = Convert.ToString(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_zqdm)));
order.zqlb = Convert.ToInt32(reader.GetValue(reader.GetOrdinal(OrderRow_LH.C_zqlb)));
return order;
}