/// <summary> /// 移除无效的交易请求 /// </summary> /// <param name="req">请求结构</param> public void RemoveThsDealRequest(THSDealInfo req) { lock (m_thsDealRequests) { m_thsDealRequests.Remove(req); } }
/// <summary> /// 添加交易请求 /// </summary> /// <param name="req">请求结构</param> public void AddTHSDealReq(THSDealInfo req) { lock (m_thsDealRequests) { m_thsDealRequests.Add(req); } }
/// <summary> /// 同花顺交易线程处理函数 /// </summary> public static void OnTimer() { THSDealInfo req = DataCenter.ThsDealService.GetTHSDealRequest(); if (req != null) { String result = ""; // 交易类型 // 0:默认值 // 1:买入 // 2:卖出 // 3:撤销买入 // 4:撤销卖出 // 5:查询持仓 // 6:查询成交 // 7:查询资金 // 8:查询委托 switch (req.m_operateType) { case 0: break; case 1: break; case 2: break; case 3: AutoTradeService.CancelBuy(); break; case 4: AutoTradeService.CancelSell(); break; case 5: result = AutoTradeService.GetSecurityPosition(); break; case 6: result = AutoTradeService.GetSecurityTrade(); break; case 7: result = AutoTradeService.GetSecurityCaptial(); break; case 8: result = AutoTradeService.GetSecurityCommission(); break; } DataCenter.ThsDealService.OnReceive(req.m_operateType, req.m_reqID, result); DataCenter.ThsDealService.RemoveThsDealRequest(req); } }
/// <summary> /// 返回第一个交易请求 /// </summary> /// <returns>第一个CTP请求</returns> public THSDealInfo GetTHSDealRequest() { THSDealInfo req = null; lock (m_thsDealRequests) { if (m_thsDealRequests.Count > 0) { req = m_thsDealRequests[0]; } } return(req); }
/// <summary> /// 查询所有 /// </summary> public void QueryAll() { THSDealInfo req = new THSDealInfo(); req.m_operateType = 5; req.m_reqID = DataCenter.ThsDealService.GetRequestID(); DataCenter.ThsDealService.AddTHSDealReq(req); req = new THSDealInfo(); req.m_operateType = 6; req.m_reqID = DataCenter.ThsDealService.GetRequestID(); DataCenter.ThsDealService.AddTHSDealReq(req); req = new THSDealInfo(); req.m_operateType = 7; req.m_reqID = DataCenter.ThsDealService.GetRequestID(); DataCenter.ThsDealService.AddTHSDealReq(req); req = new THSDealInfo(); req.m_operateType = 8; req.m_reqID = DataCenter.ThsDealService.GetRequestID(); DataCenter.ThsDealService.AddTHSDealReq(req); }
/// <summary> /// /// </summary> /// <param name="param"></param> public void DealStrategyThread(object param) { SecurityLatestData latestData = param as SecurityLatestData; if (latestData == null) { return; } if (m_securityStrategySettingCurrnet == null || m_securityStrategySettingCurrnet.m_strategyType != 0) { return; } SecurityRangeTradeCondition securityRangeTradeCondition = JsonConvert.DeserializeObject <SecurityRangeTradeCondition>(m_securityStrategySettingCurrnet.m_strategySettingInfo); if (securityRangeTradeCondition == null) { return; } bool isInitBuild = securityRangeTradeCondition.m_initBuildFlag; float bottomRangePrice = securityRangeTradeCondition.m_bottomRangePrice; float topRangePrice = securityRangeTradeCondition.m_topRangePrice; // 当前价格超过了区间的上限价格或者低于区间的下限,则不做处理 if (latestData.m_close > topRangePrice || latestData.m_close < bottomRangePrice) { return; } // 已经建仓完成 if (isInitBuild) { bool isBasePrice = securityRangeTradeCondition.m_isBasePrice; float lastDealPrice = securityRangeTradeCondition.m_lastDealPrice; int buyCount = securityRangeTradeCondition.m_buyCount; int sellCount = securityRangeTradeCondition.m_sellCount; float lowLastDealBuy = securityRangeTradeCondition.m_lowLastDealBuy; float overLastDealSell = securityRangeTradeCondition.m_overLastDealSell; bool isCrossBuy = securityRangeTradeCondition.m_isCrossBuy; bool isCrossSell = securityRangeTradeCondition.m_isCrossSell; // 当前价格和上次委托未成交价格的比较 double diffPrice1 = latestData.m_close - m_lastCommissionNoTradePrice; if (diffPrice1 == 0) { return; } if (diffPrice1 > 0 && diffPrice1 < overLastDealSell) { return; } if (diffPrice1 < 0 && Math.Abs(diffPrice1) < lowLastDealBuy) { return; } // 计算当前价格和上次成交价格的差值 double diffPrice = latestData.m_close - lastDealPrice; if (diffPrice > 0) { SecurityPosition postion = null; if (!m_dictSecurityPositions.TryGetValue(latestData.m_code, out postion)) { // 没有持仓信息,不做处理 return; } // 高于上次成交价格 int readSellCount = 0; int sepaCount = (int)(diffPrice / overLastDealSell); if (sepaCount < 1) { // 价格没有达到预期值 return; } if (isCrossSell) { readSellCount = sepaCount * sellCount; } else { readSellCount = sellCount; } if (readSellCount < 100) { return; } // 股票余额小于可卖数量 if (postion.m_stockBalance < readSellCount) { readSellCount = (int)postion.m_stockBalance; } OrderInfo info = new OrderInfo(); info.m_code = CStrA.ConvertDBCodeToDealCode(latestData.m_code); info.m_price = (float)Math.Round(latestData.m_close, 2); info.m_qty = readSellCount; m_lastCommissionNoTradePrice = info.m_price; AutoTradeService.Sell(info); Thread.Sleep(3000); THSDealInfo req = new THSDealInfo(); req.m_operateType = 4; req.m_reqID = DataCenter.ThsDealService.GetRequestID(); DataCenter.ThsDealService.AddTHSDealReq(req); } else if (diffPrice < 0) { if (m_securityTradingAccount == null) { // 没有资金账户信息 return; } // 低于上次成交价格 int readBuyCount = 0; int sepaCount = (int)(Math.Abs(diffPrice) / overLastDealSell); if (sepaCount < 1) { // 价格没有达到预期值 return; } if (isCrossBuy) { readBuyCount = sepaCount * buyCount; } else { readBuyCount = buyCount; } if (readBuyCount < 100) { return; } int capitalAllowBuyCount = (int)((m_securityTradingAccount.m_capitalBalance - m_securityTradingAccount.m_frozenCash) / latestData.m_close) / 100 * 100; // 资金余额小于可买的数量 if (capitalAllowBuyCount < readBuyCount) { readBuyCount = capitalAllowBuyCount; } OrderInfo info = new OrderInfo(); info.m_code = CStrA.ConvertDBCodeToDealCode(latestData.m_code); info.m_price = (float)Math.Round(latestData.m_close, 2); info.m_qty = readBuyCount; m_lastCommissionNoTradePrice = info.m_price; AutoTradeService.Buy(info); Thread.Sleep(3000); THSDealInfo req = new THSDealInfo(); req.m_operateType = 3; req.m_reqID = DataCenter.ThsDealService.GetRequestID(); DataCenter.ThsDealService.AddTHSDealReq(req); } } else { } }