/// <summary>
/// 创建某用户的每日总结.
/// </summary>
/// <param name="userCode"></param>
/// <returns></returns>
public bool BuildOneUserDailySummary(string userCode, DateTime date)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 先查询有没有仓位.
var pQuery =
from data in context.Positions
where
data.UserCode == userCode &&
data.Quantity > 0
select
data;
List <Position> userPositionList = pQuery.ToList();
if (userPositionList.Count == 0)
{
ResultMessage = "用户没有任何持仓！";
return(result);
}
List <DailySummary> newDataList = new List <DailySummary>();
foreach (Position userPosition in userPositionList)
{
CommodityPrice cp =
context.CommodityPrices.FirstOrDefault(p => p.CommodityCode == userPosition.CommodityCode && p.TradingStartDate == date);
if (cp == null)
{
ResultMessage = String.Format("未能检索到{0}的{1:yyyy-MM-dd}的行情数据！", userPosition.CommodityCode, date);
return(result);
}
DailySummary newData = new DailySummary()
{
// 用户.
UserCode = userCode,
// 商品.
PositionCommodityCode = userPosition.CommodityCode,
// 日期.
DailySummaryDate = date,
// 数量.
PositionQuantity = userPosition.Quantity,
// 收盘.
ClosePrice = cp.ClosePrice,
// 市值.
PositionValue = userPosition.Quantity * cp.ClosePrice,
// 有效.
IsActive = true,
};
// 止损 = 收盘 - 3ATR.
newData.StopLossPrice = newData.ClosePrice - 3 * cp.Atr;
// 取得前日数据.
DailySummary prevData =
context.DailySummarys.Where(p => p.UserCode == newData.UserCode &&
p.PositionCommodityCode == newData.PositionCommodityCode &&
p.DailySummaryDate < newData.DailySummaryDate).OrderByDescending(p => p.DailySummaryDate).FirstOrDefault();
if (prevData != null)
{
// 存在前日数据.
if (prevData.StopLossPrice > newData.StopLossPrice)
{
// 浮动止损， 只能上升，不能下降.
newData.StopLossPrice = prevData.StopLossPrice;
}
}
if (newData.ClosePrice <= newData.StopLossPrice)
{
// 当日收盘低于止损.
// 明日应当完成平仓操作.
newData.Todo = "准备平仓";
}
newData.BeforeInsertOperation();
newDataList.Add(newData);
}
// 先删除历史数据（如果有.）
var oldQuery =
from data in context.DailySummarys
where
data.UserCode == userCode &&
data.DailySummaryDate == date
select data;
List <DailySummary> oldDataList = oldQuery.ToList();
if (oldDataList.Count > 0)
{
context.DailySummarys.RemoveRange(oldDataList);
}
// 插入新数据.
context.DailySummarys.AddRange(newDataList);
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
/// <summary>
/// 更新每日总结.
/// </summary>
/// <param name="newData"></param>
/// <returns></returns>
public bool InsertOrUpdateDailySummary(DailySummary newData)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 查询数据是否已存在.
var query =
from data in context.DailySummarys
where
data.PositionCommodityCode == newData.PositionCommodityCode &&
data.UserCode == newData.UserCode &&
data.DailySummaryDate == newData.DailySummaryDate
select data;
DailySummary oldData = query.FirstOrDefault();
if (oldData != null)
{
// 更新.
// 数量.
oldData.PositionQuantity = newData.PositionQuantity;
// 收.
oldData.ClosePrice = newData.ClosePrice;
// 市值.
oldData.PositionValue = newData.PositionValue;
// 止损.
oldData.StopLossPrice = newData.StopLossPrice;
oldData.BeforeUpdateOperation();
}
else
{
// 插入.
newData.BeforeInsertOperation();
context.DailySummarys.Add(newData);
}
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
