private void txtCode_TextChanged(object sender, TextChangedEventArgs e)
{
//Util.Log("txtCode_TextChanged starts.");
txtCode.SelectionStart = txtCode.Text.Length;
int firstNumberIndiex = txtCode.Text.IndexOfAny("0123456789".ToCharArray());
string SpeciesName = txtCode.Text;
string SpeciesDate = string.Empty;
if (firstNumberIndiex >= 0)
{
SpeciesName = txtCode.Text.Substring(0, firstNumberIndiex);
SpeciesDate = txtCode.Text.Substring(firstNumberIndiex, txtCode.Text.Length - firstNumberIndiex);
//}
//用户可能不区分大小写输入合约
string validSpeciesName = CodeSetManager.GetValidSpeciesName(SpeciesName);
if (validSpeciesName != null && validSpeciesName != SpeciesName)
{
txtCode.Text = validSpeciesName + SpeciesDate;
return;
}
}
if (CommonUtil.IsValidCode(txtCode.Text.Trim()))
{
Contract newCode = CodeSetManager.GetContractInfo(txtCode.Text.Trim());
txtCodeName.Text = newCode.Name;
//iudNum.Value = DefaultCodeHandInstance.GetDefaultCodeHand(txtCode.Text);
}
}
/// <summary>
/// 埋单提交（选中）
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void MaiDanHandle(object sender, RoutedEventArgs e)
{
List <TradeOrderData> selectedOrder = new List <TradeOrderData>();
foreach (var item in dgMaiConditionOrder.SelectedItems)
{
selectedOrder.Add((TradeOrderData)item);
}
foreach (var item in selectedOrder)
{
TradeOrderData o = (TradeOrderData)item;
if (o != null)
{
//对o撤单
if (IsMaiDanHandlable(o))
{
TradeDataClient.GetClientInstance().RequestOrder(o.InvestorID, BACKENDTYPE.CTP, new RequestContent("NewOrderSingle", new List <object>()
{
CodeSetManager.GetContractInfo(o.Code, CodeSetManager.ExNameToCtp(o.Exchange)), SIDETYPE.BUY, PosEffect.Close, 0, 0, 0, o.OrderID, CommonUtil.GetHedgeType(o.Hedge)
}));
}
}
}
}
public void AddSingleRealData(string strCode)
{
if (_CommObj.RequestingCodes.Contains(strCode))
{
return;
}
Contract searchCodeInfo = CodeSetManager.GetContractInfo(strCode);
this.AddContract(new Contract[] { searchCodeInfo });
this.GetRealData();
this.Request();
}
public void RefreshAutoPushMarketData()
{
foreach (string code in _CommObj.RequestingCodes)
{
Contract item = CodeSetManager.GetContractInfo(code);
if (item != null)
{
_CodesList.Add(item);
}
}
_CommObj.RequestingCodes.Clear();
Request();
}
public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture)
{
if (value == null)
{
return("");
}
string code = value.ToString();
if (CodeSetManager.GetContractInfo(code) != null)
{
return(CodeSetManager.GetContractInfo(code).Name);
}
return("");
}
private void bt_add_Click(object sender, RoutedEventArgs e)
{
if (CommonUtil.IsValidCode(txtCode.Text))
{
Contract orderCodeIndo = CodeSetManager.GetContractInfo(txtCode.Text);
if (!_ChooseSet.Contains(orderCodeIndo))
{
_ChooseSet.Add(orderCodeIndo);
}
txtCode.Text = string.Empty;
return;
}
AddContractFromChooseSet();
}
public static void SetRealDataToContainer(RealData realData)
{
Contract codeKey = CodeSetManager.GetContractInfo(realData.CodeInfo.Code, realData.CodeInfo.ExchCode);
if (codeKey != null)
{
if (RealDataContainer.ContainsKey(codeKey))
{
RealDataContainer[codeKey] = realData;
}
else
{
RealDataContainer.Add(codeKey, realData);
}
}
else
{
Util.Log("Warning!: codeKey is NULL! ");
}
}
public void RemoveUselessRequest()
{
//去除不必要的请求
List <Contract> lstDelCodes = new List <Contract>();
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
if (mainWindow != null)
{
foreach (var item in _CommObj.RequestingCodes)
{
bool isUsed = false;
foreach (var positionItem in mainWindow.PositionDetailCollection)
{
if (item == positionItem.Code)
{
isUsed = true;
break;
}
}
foreach (var quoteItem in mainWindow.RealDataCollection)
{
if (item == quoteItem.Code)
{
isUsed = true;
break;
}
}
foreach (var quoteItem in mainWindow.RealDataArbitrageCollection)
{
if (item == quoteItem.Code)
{
isUsed = true;
break;
}
}
if (item == mainWindow.uscNewOrderPanel.txtCode.Text)
{
isUsed = true;
}
string fCode = mainWindow.uscOptionHangqing.titleCode.Content.ToString();
if (fCode != null && fCode != String.Empty)
{
if (fCode == item)
{
isUsed = true;
break;
}
if (mainWindow.uscOptionHangqing.OptionCodeDict.ContainsKey(fCode))
{
foreach (string contract in mainWindow.uscOptionHangqing.OptionCodeDict[fCode])
{
if (contract == item)
{
isUsed = true;
break;
}
}
}
}
if (!isUsed)
{
Contract cCode = CodeSetManager.GetContractInfo(item);
//TODO :临时方案
if (cCode == null)
{
cCode = new Contract(item);
}
//
lstDelCodes.Add(cCode);
}
}
}
if (lstDelCodes.Count > 0)
{
AddContract(lstDelCodes.ToArray());
UnRequest();
}
}
/// <summary>
/// 根据实时主推更新资金的盈亏数据和持仓的浮动盈亏数据
/// </summary>
/// <param name="commRealTimeDatas"></param>
private void UpdateFDYK(Dictionary <Contract, RealData> realDataDict)
{
MainWindow mainWindow = TradeDataClient.GetClientInstance().getMainWindow();//CtpDataServer.GetUserInstance().getMainWindow();
foreach (Contract contract in realDataDict.Keys)
{
RealData realData = realDataDict[contract];
double newPrice = realData.NewPrice; //最新价
double prevSettlementPrice = realData.PrevSettlementPrice; //昨结算
double settlementPrice = realData.SettlmentPrice; //现结算
double bidPrice = realData.BidPrice[0];
double askPrice = realData.AskPrice[0];
if (newPrice == 0 || realData.Volumn == 0)
{
if (prevSettlementPrice > 0)
{
newPrice = prevSettlementPrice;
}
else if (newPrice == 0)
{
newPrice = realData.PrevClose;
}
}
if (bidPrice == 0)
{
bidPrice = newPrice;
}
if (askPrice == 0)
{
askPrice = newPrice;
}
double hycs = realData.CodeInfo.Hycs;
decimal fluct = realData.CodeInfo.Fluct;
if (mainWindow != null)
{
foreach (PosInfoDetail detail in mainWindow.PositionDetailCollection)
{
if (detail.Code == contract.Code)
{
detail.PrevSettleMent = prevSettlementPrice;
if (newPrice == 0)
{
detail.Fdyk = detail.Ccyk = 0;
}
//更新Detail的数据
if (detail.BuySell.Contains("买"))
{
detail.INewPrice = bidPrice;
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
detail.OptionMarketCap = bidPrice * detail.TradeHandCount * hycs;
if (detail.PositionType.Contains("今"))
{
detail.Premium = -detail.AvgPx * detail.TradeHandCount * hycs;
//detail.OptionProfit = (newPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
else
{
//detail.OptionProfit = (newPrice - detail.PrevSettleMent) * detail.TradeHandCount * hycs;
}
}
if (detail.PositionType == "今仓")
{
detail.Ccyk = (bidPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
detail.Fdyk = detail.Ccyk;
}
else
{
detail.Ccyk = (bidPrice - prevSettlementPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = (bidPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
}
else
{
detail.INewPrice = askPrice;
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
detail.OptionMarketCap = -askPrice * detail.TradeHandCount * hycs;
if (detail.PositionType.Contains("今"))
{
detail.Premium = detail.AvgPx * detail.TradeHandCount * hycs;
//detail.OptionProfit = -(newPrice - detail.AvgPx) * detail.TradeHandCount * hycs;
}
else
{
//detail.OptionProfit = -(newPrice - detail.PrevSettleMent) * detail.TradeHandCount * hycs;
}
}
if (detail.PositionType == "今仓")
{
detail.Ccyk = (detail.AvgPx - askPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = detail.Ccyk;
}
else
{
detail.Ccyk = (prevSettlementPrice - askPrice) * detail.TradeHandCount * hycs;
detail.Fdyk = (detail.AvgPx - askPrice) * detail.TradeHandCount * hycs;
}
}
}
}
foreach (PosInfoTotal posTotal in mainWindow.PositionCollection_Total)
{
if (posTotal.Code == realData.CodeInfo.Code)
{
double yesterdayDsyk = 0;
double todayDsyk = 0;
double yesterdayFdyk = 0;
double todayFdyk = 0;
double todayOpProfit = 0;
double yesterdayOpProfit = 0;
if (newPrice != 0)
{
if (CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType.Contains("Option"))
{
if (posTotal.BuySell.Contains("买"))
{
posTotal.OptionMarketCap = bidPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = -posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
//yesterdayOpProfit = (newPrice - posTotal.YesterdayOpenAvgPx) * posTotal.YesterdayPosition * hycs;//yesterdayOpProfit
//todayOpProfit = (newPrice - posTotal.TodayOpenAvgPx) * posTotal.TodayPosition * hycs;//todayOpProfit
}
else
{
posTotal.OptionMarketCap = -askPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
//yesterdayOpProfit = (posTotal.YesterdayOpenAvgPx - newPrice) * posTotal.YesterdayPosition * hycs;//yesterdayOpProfit
//todayOpProfit = (posTotal.TodayOpenAvgPx - newPrice) * posTotal.TodayPosition * hycs;//todayOpProfit
}
}
//更新Detail的数据
if (posTotal.BuySell.Contains("买"))
{
yesterdayDsyk = (bidPrice - prevSettlementPrice) * posTotal.YesterdayPosition * hycs;
todayDsyk = (bidPrice - posTotal.TodayOpenAvgPx) * posTotal.TodayPosition * hycs;
yesterdayFdyk = (bidPrice - posTotal.YesterdayOpenAvgPx) * posTotal.YesterdayPosition * hycs;
todayFdyk = todayDsyk;//(newPrice - detail.OpenAvgPx) * detail.TodayOpen * hycs;
}
else
{
if (CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(posTotal.Code, CodeSetManager.ExNameToCtp(posTotal.Exchange)).ProductType.Contains("Option"))
{
posTotal.OptionMarketCap = -askPrice * posTotal.TotalPosition * hycs;
posTotal.Premium = posTotal.TodayOpenAvgPx * posTotal.TodayPosition * hycs; //TODO: TradeHandCount
}
yesterdayDsyk = (prevSettlementPrice - askPrice) * posTotal.YesterdayPosition * hycs;
todayDsyk = (posTotal.TodayOpenAvgPx - askPrice) * posTotal.TodayPosition * hycs;
yesterdayFdyk = (posTotal.YesterdayOpenAvgPx - askPrice) * posTotal.YesterdayPosition * hycs;
todayFdyk = todayDsyk;//((newPrice - detail.OpenAvgPx) * detail.TodayOpen * hycs);
}
}
posTotal.Ccyk = yesterdayDsyk + todayDsyk;
posTotal.Fdyk = yesterdayFdyk + todayFdyk;
posTotal.OptionProfit = yesterdayOpProfit + todayOpProfit;
posTotal.AvgPositionPrice = (posTotal.TodayPosition * posTotal.TodayOpenAvgPx + posTotal.YesterdayPosition * prevSettlementPrice) / posTotal.TotalPosition;
}
}
//更新资金数据
double totalDSFY = 0;
double totalFdyk = 0;
double totalPremium = 0;
double totalOptionCap = 0;
double totalOptionProfit = 0;
foreach (PosInfoTotal detail in mainWindow.PositionCollection_Total)
{
if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType == "Futures")
{
totalDSFY += detail.Ccyk;
totalFdyk += detail.Fdyk;
}
else if (CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType != null &&
CodeSetManager.GetContractInfo(detail.Code, CodeSetManager.ExNameToCtp(detail.Exchange)).ProductType.Contains("Option"))
{
totalOptionProfit += detail.Ccyk;
}
totalPremium += detail.Premium;
totalOptionCap += detail.OptionMarketCap;
totalOptionProfit += detail.OptionProfit;
}
if (mainWindow.CapitalDataCollection != null)
{
mainWindow.CapitalDataCollection.Dsfy = totalDSFY;
mainWindow.CapitalDataCollection.FloatProfit = totalFdyk;
//mainWindow.CapitalDataCollection.Premium = totalPremium;
mainWindow.CapitalDataCollection.OptionMarketCap = totalOptionCap;
mainWindow.CapitalDataCollection.OptionProfit = totalOptionProfit;
mainWindow.CapitalDataCollection.AccountCap = totalOptionCap + mainWindow.CapitalDataCollection.DynamicEquity;
}
}
}
}
private void RequestRealData(BackgroundDataServer hqRealData)
{
ObservableCollection <UserCodeSet> lstUserCodeSet = UserCodeSetInstance.GetUserCodeSetList();
//先删除合约
bool bChanged = false;
_DelCodeList.Clear();
foreach (Contract temp in hqRealData.m_oldCodeArray)
{
if (!hqRealData.m_codeArray.Contains(temp))
{
_DelCodeList.Add(temp);
}
}
if (_DelCodeList.Count > 0)
{
bChanged = true;
hqRealData.AddContract(_DelCodeList.ToArray());
hqRealData.UnRequest();
try
{
RealData tempData = null;
foreach (Contract temp in _DelCodeList)
{
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey))
{
tempData = _BackupCodeDic[tempKey];
if (tempData != null)
{
DisplayRealData tempDisplayData = UpdateDisplayProperties(tempData);
if (hqRealData == HQRealData)
{
//Util.Log("<<:" + tempData.ToString());
_MainWindow.RealDataCollection.Remove(tempDisplayData);
}
else if (hqRealData == GroupHQRealData)
{
_MainWindow.RealDataArbitrageCollection.Remove(tempDisplayData);
}
_BackupCodeDic.Remove(tempKey);
}
}
}
}
catch (Exception ex)
{
Util.Log_Error("exception: " + ex.Message);
Util.Log_Error("exception: " + ex.StackTrace);
}
}
//在请求新增的合约
_AddCodeList.Clear();
foreach (Contract temp in hqRealData.m_codeArray)
{
if (!hqRealData.m_oldCodeArray.Contains(temp))
{
_AddCodeList.Add(temp);
}
}
if (_AddCodeList.Count > 0)
{
foreach (Contract temp in _AddCodeList)
{
if (temp == null)
{
continue;
}
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey) == false)
{
RealData tempData2 = new RealData();
//Contract tempContract = CodeSetManager.GetContractInfo(temp.Code);
tempData2.CodeInfo = CodeSetManager.GetContractInfo(temp.Code, temp.ExchCode);
if (tempData2.CodeInfo == null)
{
tempData2.CodeInfo = new Contract(temp.Code);
}
//tempData2.Name = tempContract.Name;
//decimal fluct = 0.00M;
//CodeSetManager.GetHycsAndFluct(tempData2.codeInfo.Code, out (double)tempData2.m_hycs, out fluct);
_BackupCodeDic.Add(tempKey, tempData2);
}
}
bChanged = true;
hqRealData.AddContract(_AddCodeList.ToArray());
hqRealData.GetRealData();
hqRealData.Request();
}
DeepCopyInfo(hqRealData.m_codeArray, hqRealData.m_oldCodeArray);
if (bChanged == false)
{
RealData tempData2 = null;
_MainWindow.RealDataCollection.Clear();
_MainWindow.RealDataArbitrageCollection.Clear();
foreach (Contract temp in hqRealData.m_oldCodeArray)
{
//Util.Log(this.defaultButton.Content + " 添加内容 Old-----");
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey))
{
tempData2 = _BackupCodeDic[tempKey];
if (tempData2 != null)
{
DisplayRealData tempDisplayData = UpdateDisplayProperties(tempData2);
if (hqRealData == HQRealData)
{
//Util.Log(">>:" + tempData2.ToString());
_MainWindow.RealDataCollection.Add(tempDisplayData);
}
else if (hqRealData == GroupHQRealData)
{
if (tempData2.CodeInfo.Code.Contains("&"))
{
//string[] tempType = tempData2.codeInfo.Code.Split(' ');
//string[] tempGroup = tempType[1].Split('&');
//tempData2.Code = tempGroup[0];
//tempData2.Code2 = tempGroup[1];
}
_MainWindow.RealDataArbitrageCollection.Add(UpdateDisplayProperties(tempData2));
}
}
}
}
}
else
{
RealData tempData2 = null;
_MainWindow.RealDataCollection.Clear();
_MainWindow.RealDataArbitrageCollection.Clear();
if (hqRealData == HQRealData)
{
//Util.Log(this.defaultButton.Content + " 添加内容-----");
foreach (Contract temp in _CodeArray)
{
if (temp != null)
{
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey) == false)
{
tempData2 = new RealData();
//Contract tempContract = CodeSetManager.GetContractInfo(temp.Code);
tempData2.CodeInfo = CodeSetManager.GetContractInfo(temp.Code, temp.ExchCode);
if (tempData2.CodeInfo == null)
{
tempData2.CodeInfo = new Contract(temp.Code);
}
//tempData2.Name = tempContract.Name;
//double fluct = 0;
//CodeSetManager.GetHycsAndFluct(tempData2.Code, out tempData2.m_hycs, out fluct);
_BackupCodeDic.Add(tempKey, tempData2);
}
else
{
tempData2 = _BackupCodeDic[tempKey];
}
DisplayRealData tempDisplayData = UpdateDisplayProperties(tempData2);
//Util.Log(">>:"+tempData2.ToString());
_MainWindow.RealDataCollection.Add(tempDisplayData);
//Util.Log("mainWindow.RealDataCollection.count=" + mainWindow.RealDataCollection.Count);
}
}
}
else if (hqRealData == GroupHQRealData)
{
foreach (Contract temp in _GroupCodeArray)
{
if (temp != null)
{
string tempKey = temp.Code + "_" + temp.ExchCode;
if (_BackupCodeDic.ContainsKey(tempKey) == false)
{
tempData2 = new RealData();
tempData2.CodeInfo = CodeSetManager.GetContractInfo(temp.Code, temp.ExchCode);
if (tempData2.CodeInfo == null)
{
tempData2.CodeInfo = new Contract(tempKey);
}
//decimal fluct = 0;
//CodeSetManager.GetHycsAndFluct(temp.Code, out tempData2.m_hycs, out fluct);
_BackupCodeDic.Add(tempKey, tempData2);
}
else
{
tempData2 = _BackupCodeDic[tempKey];
}
if (tempData2.CodeInfo.Code.Contains("&"))
{
//string[] tempType = tempData2.Code.Split(' ');
//string[] tempGroup = tempType[1].Split('&');
//tempData2.Code1 = tempGroup[0];
//tempData2.Code2 = tempGroup[1];
}
_MainWindow.RealDataArbitrageCollection.Add(UpdateDisplayProperties(tempData2));
}
}
}
}
hqRealData.UpdateRealDataList();
}
private void Exec_Click(object sender, RoutedEventArgs e)
{
string verifyMessage = execOrderDataVerification();
if (verifyMessage == string.Empty)
{
Contract optContract = CodeSetManager.GetContractInfo(txtCode.Text.Trim());
if (optContract == null)
{
Util.Log("Warning! Cannot find contract info for " + txtCode.Text.Trim());
return;
}
bool isExec = rbExec.IsChecked == true ? true : false;
string order = rbExec.IsChecked == true ? "行权" : "弃权";
string strCode = optContract.Code;
int handCount = CommonUtil.GetIntValue(iudNum.Value.Value);
EnumThostOffsetFlagType openClose = EnumThostOffsetFlagType.Close;
string kp = "平仓";
if (CodeSetManager.IsCloseTodaySupport(optContract.Code))
{
if (rbPingjin.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.CloseToday;
kp = "平今";
}
else if (rbPingcang.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.CloseYesterday;
kp = "平仓";
}
}
else if (rbPingcang.IsChecked == true)
{
openClose = EnumThostOffsetFlagType.Close;
}
if (TradingMaster.Properties.Settings.Default.ConfirmBeforeSendNewOrder == true)
{
CheckableMessageBox messageBox = new CheckableMessageBox();
messageBox.tbMessage.Text = string.Format("{0}：{1} {2} {3}手", order, kp, strCode, handCount);
string windowTitle = string.Format("确认{0}：{1} {2} {3}手", order, kp, strCode, handCount);
Window confirmWindow = CommonUtil.GetWindow(windowTitle, messageBox, _MainWindow);
if (confirmWindow.ShowDialog() == true)
{
if (handCount > 0)
{
TradeDataClient.GetClientInstance().RequestOrder("", BACKENDTYPE.CTP, new RequestContent("NewExecOrder", new List <object>()
{
strCode, handCount, optContract.ExchName, isExec, openClose
}));
}
}
}
else
{
if (!CodeSetManager.IsCloseTodaySupport(strCode) && openClose == EnumThostOffsetFlagType.CloseToday)
{
openClose = EnumThostOffsetFlagType.Close;
}
if (handCount > 0)
{
TradeDataClient.GetClientInstance().RequestOrder("", BACKENDTYPE.CTP, new RequestContent("NewExecOrder", new List <object>()
{
strCode, handCount, optContract.ExchName, isExec, openClose
}));
}
}
}
}