/// <summary>
/// 检查套利单是否有异常委托。
/// </summary>
/// <remarks>
/// 1.非今日的历史委托回报未结束，无法更新，列入异常套利单
/// </remarks>
private ErrorArbitrageOrder CheckErrorArbitrageOrder(USeArbitrageOrder arbitrageOrder)
{
ErrorArbitrageOrder errorArbitrageOrder = new ErrorArbitrageOrder();
errorArbitrageOrder.ArbitrageOrder = arbitrageOrder;
List <ErrorUSeOrderBook> errorBookList = new List <ErrorUSeOrderBook>();
if (arbitrageOrder.HasUnFinishOrderBook == false)
{
return(errorArbitrageOrder);
}
List <USeOrderBook> unFinishOrderBookList = arbitrageOrder.GetAllUnfinishOrderBooks();
Debug.Assert(unFinishOrderBookList != null && unFinishOrderBookList.Count > 0);
foreach (USeOrderBook orderBook in unFinishOrderBookList)
{
USeOrderBook newOrderBook = m_orderDriver.QueryOrderBook(orderBook.OrderNum);
if (newOrderBook != null)
{
OrderBookUpdateResult updateResult = arbitrageOrder.UpdateOrderBook(newOrderBook);
updateResult.Task.UpdateTaskState();
arbitrageOrder.UpdataArbitrageOrderState();
errorArbitrageOrder.HasChanged = true;
}
else
{
ErrorUSeOrderBook errorOrderBook = new ErrorUSeOrderBook()
{
TradeIdentify = arbitrageOrder.TraderIdentify,
Alias = arbitrageOrder.Alias,
OrderBook = orderBook.Clone()
};
errorBookList.Add(errorOrderBook);
}
}
errorArbitrageOrder.ErrorOrderBooks = errorBookList;
return(errorArbitrageOrder);
}
private void btnOK_Click(object sender, EventArgs e)
{
List <ErrorUSeOrderBook> result = new List <ErrorUSeOrderBook>();
try
{
//如果存在未被处理的委托单，提示处理
foreach (DataRow row in m_dataTable.Rows)
{
string errorMessage = string.Empty;
if (IsMatchRule(row, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "请处理异常委托单");
return;
}
}
USeOrderDriver orderDriver = USeManager.Instance.OrderDriver;
Debug.Assert(orderDriver != null);
//根据界面生成结果保存到Result
foreach (DataRow row in m_dataTable.Rows)
{
USeInstrument instrument = row["Instrument"] as USeInstrument;
Debug.Assert(instrument != null);
USeInstrumentDetail instrumentDetail = orderDriver.QueryInstrumentDetail(instrument);
//[yangming]合约过期后可能查不到了，此处可以考虑用品种信息获取合约乘数
Debug.Assert(instrumentDetail != null);
int orderQty = Convert.ToInt32(row["OrderQty"]);
int tradeQty = Convert.ToInt32(row["TradeQty"]);
int cancelQty = orderQty - tradeQty;
Debug.Assert(cancelQty >= 0);
decimal tradePrice = Convert.ToDecimal(row["TradePrice"]);
decimal tradeFee = Convert.ToDecimal(row["TradeFee"]);
decimal tradeAmount = tradePrice * tradeQty * instrumentDetail.VolumeMultiple;
USeOrderStatus selectedOrderStatus = (USeOrderStatus)row["SelectedOrderStatus"];
USeOrderStatus status = USeOrderStatus.Unknown;
if (selectedOrderStatus == USeOrderStatus.AllTraded)
{
status = USeOrderStatus.AllTraded;
}
else if (selectedOrderStatus == USeOrderStatus.AllCanceled)
{
if (cancelQty == orderQty)
{
status = USeOrderStatus.AllCanceled;
}
else
{
status = USeOrderStatus.PartCanceled;
}
}
USeOrderNum orderNum = row["OrderNum"] as USeOrderNum;
ErrorUSeOrderBook erroOrderBook = row["ErrorUSeOrderBook"] as ErrorUSeOrderBook;
erroOrderBook.OrderBook.OrderStatus = status;
erroOrderBook.OrderBook.CancelQty = cancelQty;
erroOrderBook.OrderBook.TradeQty = tradeQty;
erroOrderBook.OrderBook.TradePrice = tradePrice;
erroOrderBook.OrderBook.TradeAmount = tradeAmount;
erroOrderBook.OrderBook.TradeFee = tradeFee;
result.Add(erroOrderBook);
}
this.Result = result;
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return;
}
this.DialogResult = DialogResult.Yes;
this.Close();
}
