public async Task <List <Attachment> > CreateAttachmentsAsync(OrderCategory category)
{
var fullPath = Path.Combine(".", "Templates", "CardTemplate.json");
var adaptiveCardTemplate = File.ReadAllText(fullPath);
var cards = new List <Attachment>();
var cardConfigurations = await _cardConfigurationRepository.GetItemsAsync();
if (category != OrderCategory.All)
{
var categoryName = category.ToString();
cardConfigurations = cardConfigurations.Where(x => categoryName.Equals(x.OrderCategory, StringComparison.OrdinalIgnoreCase));
}
// AttachmentLayoutTypes.Carousel max item 10
foreach (var configuration in cardConfigurations.Take(10))
{
var cardTemplate = adaptiveCardTemplate
.Replace("__TitleText__", configuration.TitleText)
.Replace("__OrderType__", configuration.OrderType)
.Replace("__OrderCategory__", configuration.OrderCategory)
.Replace("__Description__", configuration.Description)
.Replace("__ImageUrl__", configuration.ImageUrl);
cards.Add(new Attachment()
{
ContentType = "application/vnd.microsoft.card.adaptive",
Content = JsonConvert.DeserializeObject(cardTemplate),
});
}
return(cards);
}
/// <summary>
/// 产生订单编码
/// </summary>
/// <param name="category">订单类型</param>
/// <param name="shopId">商户id</param>
/// <returns></returns>
public string GenerateOrderNumber()
{
int shopId = mShopOrder.ShopId;
OrderCategory category = GetOrderCategory();
return(OrderCodeGenerator.Generate(category, shopId));
}
// private double GetMarketPosition()
// {
// return this.Environment.IsAutoTradingMode ? StrategyInfo.MarketPositionAtBrokerForTheStrategy : StrategyInfo.MarketPosition;
// }
// private bool GetSignalDown(double crtdr, double rsi, Trend trend)
// {
// if(rsi >= RsiUpMinimumForShort && trend == Trend.Down)
// {
// if(crtdr * 100 + rsi >= 200 - ShortLimitDown) return true;
// }
//
// return false;
// }
protected override void OnOrderRejected(EOrderAction action, OrderCategory category, int quantity, double stopPrice, double limitPrice)
{
LogAndMail("Order rejected: {0} {1} ({2} @ {3}/{4}).", action, quantity, category, stopPrice, limitPrice);
DumpFileLog();
DumpMailLog();
ExecControl.RecalcLastBarAfter(TimeSpan.FromSeconds(recalcFrequency)); // If there were no instructions from MM-signal, we will keep waiting for them.
}
/// <summary>
/// 产生订单编码
/// </summary>
/// <param name="category">订单类型</param>
/// <param name="shopId">商户id</param>
/// <returns></returns>
public static string Generate(OrderCategory category, int shopId)
{
if (shopId > 99999)
{
throw new Exception("商户id不能超过6位");
}
string categoryStr = ((int)category).ToString("00");
string shopIdStr = shopId.ToString("000000");
string timeStr = DateTime.Now.ToString("yyMMddhh");
int count = 0;
ShopDbContext shopDb = DbContextFactory.ShopDb;
if (category == OrderCategory.Conglomeration)
{
count = shopDb.ConglomerationOrder.Where(p => p.ShopId == shopId && p.CreateTime >= DateTime.Today).Count();
}
else
{
count = shopDb.ShopOrders.Where(p => p.ShopId == shopId && p.AddTime >= DateTime.Today).Count();
}
string countStr = (count + 1).ToString("0000");
string randomStr = new Random().Next(999).ToString("000");
return(categoryStr + shopIdStr + timeStr + countStr + randomStr);
}
public async Task <ReadOrderModel> AddOrderAsync(CreateOrderModel model, CancellationToken cancellationToken)
{
var order = _mapper.Map <Order>(model);
order.IconId = await _fileService.AddOrUpdateFileByIdAsync(model.Icon, order.IconId, cancellationToken);
foreach (var categoryId in model.CategoryIds)
{
var category = await _categoryRepository.GetByIdAsync(categoryId, cancellationToken);
var orderCategory = new OrderCategory
{
Order = order,
Category = category
};
order.Categories.Add(orderCategory);
}
await _orderRepository.AddAsync(order, cancellationToken);
await _unitOfWork.SaveChangesAsync(cancellationToken);
return(_mapper.Map <ReadOrderModel>(order));
}
public OrderViewModel(int number, float openValue, OrderType type, OrderCategory category)
{
this.number = number;
this.value = openValue;
this.type = type;
this.category = category;
}
private async Task <List <Attachment> > CreateAdaptiveCardAttachmentAsync(OrderCategory category)
{
string[] paths = { ".", "Templates", "orderCard.json" };
var fullPath = Path.Combine(paths);
var adaptiveCardTemplate = File.ReadAllText(fullPath);
var cards = new List <Attachment>();
var cardConfigurations = await _cardConfigurationService.GetCardConfigurationsAsync();
if (category != OrderCategory.All)
{
var categoryName = category.ToString();
cardConfigurations = cardConfigurations.Where(x => categoryName.Equals(x.OrderCategory, StringComparison.OrdinalIgnoreCase));
}
foreach (var configuration in cardConfigurations.Take(10))
{
var card = adaptiveCardTemplate;
card = card.Replace(@"__TitleText__", configuration.TitleText);
card = card.Replace(@"__OrderType__", configuration.OrderType);
card = card.Replace(@"__OrderCategory__", configuration.OrderCategory);
card = card.Replace(@"__Description__", configuration.Description);
card = card.Replace(@"__ImageUrl__", configuration.ImageUrl);
var adaptiveCard = new Attachment()
{
ContentType = "application/vnd.microsoft.card.adaptive",
Content = JsonConvert.DeserializeObject(card),
};
cards.Add(adaptiveCard);
}
return(cards);
}
public override bool Send(EOrderAction action, OrderCategory category, double limitPrice, int lots, bool isReverse, double touchPrice = 0, string name = null, bool openNextBar = false) {
bool bRet = false;
lock (__oLock) {
bRet = base.Send(action, category, (category == OrderCategory.Market) ? AdjustPrice(action) : limitPrice, lots, isReverse, touchPrice, name, openNextBar);
}
return bRet;
}
public decimal GetTotalPriceByOrderCategory(OrderCategory category)
{
if (!_orders.ContainsKey(category))
{
return(0);
}
return(_orders[category].Sum(c => c.Price));
}
public ActionResult DeleteConfirmed(int id)
{
OrderCategory orderCategory = db.OrderCategories.Find(id);
db.OrderCategories.Remove(orderCategory);
db.SaveChanges();
return(RedirectToAction("Index"));
}
public CreateOrderCategoryViewModel MapToCreateOrderCategoryViewModel(OrderCategory orderCategory)
{
return(new CreateOrderCategoryViewModel
{
Id = orderCategory.Id,
Name = orderCategory.Name
});
}
public void AddDiscount(OrderCategory orderCategory, Discount discount)
{
if (!_discountsByCategory.ContainsKey(orderCategory))
{
_discountsByCategory[orderCategory] = new List <Discount>();
}
_discountsByCategory[orderCategory].Add(discount);
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="name">下單名稱</param>
/// <param name="action">下單進出場動作列舉</param>
/// <param name="category">下單類型</param>
/// <param name="lots">下單合約數量</param>
/// <param name="openNextBar">是否開倉在下一根 Bars</param>
/// <param name="exitInfo">平倉設定類別</param>
public Order(string name, EOrderAction action, OrderCategory category, Contracts lots, bool openNextBar, OrderExit exitInfo)
{
this.Name = name;
this.Action = action;
this.Category = category;
this.Contracts = lots;
this.OnClose = openNextBar;
this.OrderExit = exitInfo;
}
public override bool Send(EOrderAction action, OrderCategory category, double limitPrice, int lots, bool isReverse, double touchPrice = 0, string name = null, bool openNextBar = false) {
__bReverse = isReverse; //取得反轉旗標
bool bRet = base.Send(action, category, (category == OrderCategory.Market) ? AdjustPrice(action) : limitPrice, lots, isReverse, touchPrice, name, openNextBar);
if (bRet) {
__iTimeCount = 0;
}
return bRet;
}
public void AddDiscount(OrderCategory orderCategory, Discount discount)
{
if (!_discountsByCategory.ContainsKey(orderCategory))
{
_discountsByCategory[orderCategory] = new List<Discount>();
}
_discountsByCategory[orderCategory].Add(discount);
}
public void CreateCategory(OrderCategory orderCategory)
{
if (_categoryRepository.GetBy(x => x.Name == orderCategory.Name).Any())
{
return;
}
_categoryRepository.Create(orderCategory);
_contextProvider.CommitChanges();
}
/// <summary>
/// 傳送下單命令
/// </summary>
/// <param name="action">下單進出場動作</param>
/// <param name="category">下單類型</param>
/// <param name="limitPrice">限價價格(市價=0)</param>
/// <param name="lots">下單數量</param>
/// <param name="isReverse">是否需反轉倉位</param>
/// <param name="touchPrice">觸發或停損價格</param>
/// <param name="name">下單註解</param>
/// <param name="openNextBar">是否開倉在下一根 Bars</param>
public override bool Send(EOrderAction action, OrderCategory category, double limitPrice, int lots, bool isReverse, double touchPrice = 0, string name = null, bool openNextBar = false) {
if (this.Bars.IsLastBars) {
double dPrice = Math.Round((limitPrice == 0) ? ((action == EOrderAction.Buy || action == EOrderAction.BuyToCover) ? Bars.DOM.Ask[0].Price : Bars.DOM.Bid[0].Price) : limitPrice, 2);
//檢查是否為平倉單(如果是平倉單, 會把倉部位內所有的委託新倉單全部取消之後才會下平倉單)
if (action == EOrderAction.Sell || action == EOrderAction.BuyToCover) {
int iCancelCount = 0;
lock (__cTrusts) {
foreach (_Truster cTemp in __cTrusts.Values) {
if (!cTemp.IsClosed) {
TradeOrder[] cOrders = cTemp.GetTrustTickets();
if (cOrders != null) {
cTemp.Cancel();
foreach (TradeOrder cOrder in cOrders) {
if (cOrder.IsSended || cOrder.IsTrusted) {
if (!cOrder.IsCancel && cOrder.Contracts > 0) {
cOrder.IsCancel = this.SendTrust(cOrder, true);
}
++iCancelCount;
}
}
}
}
}
}
if (iCancelCount > 0) {
return false;
}
__bClosedFlag = true;
}
if (__bClosedFlag && (action == EOrderAction.Buy || action == EOrderAction.SellShort)) {
return false;
}
_Truster cTruster = null;
lock (__cTrusts) {
if (!__cTrusts.TryGetValue(name, out cTruster)) {
TradeOrder cOrder = new TradeOrder();
cOrder.Action = action;
cOrder.BarNumber = Bars.CurrentBar;
cOrder.Category = category;
cOrder.Contracts = lots;
cOrder.IsReverse = false;
cOrder.Name = name;
cTruster = new _Truster(cOrder);
__cTrusts.Add(name, cTruster);
}
}
return SendTrust(cTruster, dPrice);
}
return false;
}
public ActionResult Edit([Bind(Include = "OrderCat_ID,OrderCat_Status")] OrderCategory orderCategory)
{
if (ModelState.IsValid)
{
db.Entry(orderCategory).State = EntityState.Modified;
db.SaveChanges();
return(RedirectToAction("Index"));
}
return(View(orderCategory));
}
public void Create_CategoryNotValid_ThrowsException()
{
var category = new OrderCategory
{
Name = null
};
_initializer.OrderCategoryRepository.Create(category);
Assert.That(() => _initializer.CommitProvider.CommitChanges(), Throws.Exception);
}
public void Create_CreatedCategory_ThrowsNoExceptions()
{
var category = new OrderCategory
{
Name = "New category"
};
_initializer.OrderCategoryRepository.Create(category);
Assert.That(() => _initializer.CommitProvider.CommitChanges(), Throws.Nothing);
}
public RepairTicket_OrderCategoryDTO(OrderCategory OrderCategory)
{
this.Id = OrderCategory.Id;
this.Code = OrderCategory.Code;
this.Name = OrderCategory.Name;
this.Errors = OrderCategory.Errors;
}
public async Task <OrderCategory> Get(long Id)
{
OrderCategory OrderCategory = await UOW.OrderCategoryRepository.Get(Id);
if (OrderCategory == null)
{
return(null);
}
return(OrderCategory);
}
public OrderReport_OrderCategoryDTO(OrderCategory OrderCategory)
{
this.Id = OrderCategory.Id;
this.Code = OrderCategory.Code;
this.Name = OrderCategory.Name;
this.Errors = OrderCategory.Errors;
}
public Customer_OrderCategoryDTO(OrderCategory OrderCategory)
{
this.Id = OrderCategory.Id;
this.Code = OrderCategory.Code;
this.Name = OrderCategory.Name;
this.Errors = OrderCategory.Errors;
}
public void DeleteCategory(OrderCategory category)
{
var orders = _orderRepository.GetBy(x => x.Category.Id == category.Id);
foreach (var order in orders)
{
Delete(order);
}
_categoryRepository.Delete(category);
_contextProvider.CommitChanges();
}
public ActionResult Create([Bind(Include = "OrderCat_ID,OrderCat_Status")] OrderCategory orderCategory)
{
if (ModelState.IsValid)
{
db.OrderCategories.Add(orderCategory);
db.SaveChanges();
return(RedirectToAction("Index"));
}
return(View(orderCategory));
}
public void AddDiscount(OrderCategory category, Discount discount)
{
Contract.Assert(discount != null);
if (!_discounts.ContainsKey(category))
{
_discounts[category] = new List <Discount>();
}
_discounts[category].Add(discount);
}
public void CreateCategory_CreatedCategory_ThrowsNoExceptions()
{
var expected = new OrderCategory
{
Name = "new category"
};
Assert.That(() => _initializer.OrderService.CreateCategory(expected), Throws.Nothing);
var actual = _initializer.OrderCategoryRepository.GetBy(x => x.Name == expected.Name).First();
Assert.AreEqual(expected, actual);
}
/// <summary>
/// Instantiates the order.
/// </summary>
/// <param name="orderParams">Parameters for the order.</param>
/// <param name="orderCategory">Order category.</param>
/// <param name="openNext">Indicates whether the order must be placed at the open
/// of next bar.</param>
public BaseOrder(
SOrderParameters orderParams, OrderCategory orderCategory, bool openNext)
{
OrderParams = orderParams;
Info = new Order(
orderParams.Name,
orderParams.Action,
orderCategory,
orderParams.Lots,
openNext,
orderParams.ExitTypeInfo);
ID = GetHashCode();
}
// GET: OrderCategories/Delete/5
public ActionResult Delete(int?id)
{
if (id == null)
{
return(new HttpStatusCodeResult(HttpStatusCode.BadRequest));
}
OrderCategory orderCategory = db.OrderCategories.Find(id);
if (orderCategory == null)
{
return(HttpNotFound());
}
return(View(orderCategory));
}
public decimal GetTotalPriceWithDiscountByOrderCategory(OrderCategory orderCategory)
{
var total = GetTotalPriceByOrderCategory(orderCategory);
var discountListsByCategory = _discountsByCategory.Where(pair => pair.Key == orderCategory).Select(pair => pair.Value);
foreach (var discountList in discountListsByCategory)
{
foreach (var discount in discountList.OrderBy(d => d.Priority))
{
total = discount.Apply(total);
}
}
return(total);
}
public decimal GetTotalPriceWithDiscountByOrderCategory(OrderCategory orderCategory)
{
var total = GetTotalPriceByOrderCategory(orderCategory);
var discountListsByCategory = _discountsByCategory.Where(pair => pair.Key == orderCategory).Select(pair => pair.Value);
foreach (var discountList in discountListsByCategory)
{
foreach (var discount in discountList.OrderBy(d => d.Priority))
{
total = discount.Apply(total);
}
}
return total;
}
public decimal GetTotalPriceWithDiscountByOrderCategory(OrderCategory category)
{
var amount = GetTotalPriceByOrderCategory(category);
if (!_discounts.ContainsKey(category))
{
return(amount);
}
foreach (var discount in _discounts[category].OrderBy(d => d.Priority))
{
amount = discount.ApplyDiscount(amount);
}
return(amount);
}
public async Task <ReadOrderModel> UpdateOrderAsync(UpdateOrderModel model, Guid id, CancellationToken cancellationToken)
{
var order = await _orderRepository.GetByIdAsync(id, cancellationToken);
order.Title = model.Title;
order.Description = model.Description;
order.Price = model.Price;
order.IconId = await _fileService.AddOrUpdateFileByIdAsync(model.Icon, order.IconId, cancellationToken);
var categoryIds = order.Categories.Select(i => i.Category.Id).ToList();
foreach (var categoryId in categoryIds)
{
if (!model.CategoryIds.Contains(categoryId))
{
var orderCategory = order.Categories.First(i => i.Category.Id == categoryId);
order.Categories.Remove(orderCategory);
}
}
await _unitOfWork.SaveChangesAsync(cancellationToken);
foreach (var categoryId in model.CategoryIds)
{
if (!categoryIds.Contains(categoryId))
{
var category = await _categoryRepository.GetByIdAsync(categoryId, cancellationToken);
var orderCategory = new OrderCategory
{
Category = category,
Order = order
};
order.Categories.Add(orderCategory);
}
}
_orderRepository.Update(order);
await _unitOfWork.SaveChangesAsync(cancellationToken);
return(_mapper.Map <ReadOrderModel>(order));
}
private bool CheckTrust(EOrderAction action, OrderCategory category, double limitPrice, int lots, string name, bool isReverse, bool openNextBar) {
TradeOrder cTrust = __cEntrusts.GetTradeFromName(name);
if (cTrust != null) {
if (openNextBar) {
__cNextBarRequires.Add(name); //標記 NextBar 時, 可以下單
return true;
} else {
if (cTrust.Price == limitPrice) { //委託價格一樣就忽略
return false;
} else {
if (cTrust.IsTrusted) { //如果已經委託完成就取消單號
string sTicket = cTrust.Ticket; //委託單號
AdjustClosedContract(cTrust); //調整平倉數量(如果是平倉單就要調整)
__cEntrusts.Remove(cTrust.Ticket); //從委託陣列中移除
} else { //如果還沒有委託成功
return false; //直接離開(可能需要等到委託成功之後才能處理)
}
}
}
}
if (action == EOrderAction.Sell || action == EOrderAction.BuyToCover) {
int iLots = __cCurrentPosition.OpenLots - __iUsedClosedTempLots; //檢查平倉數量是否足夠
if (lots > iLots) { //平倉數量不足(不下單)
return false;
} else {
lock (__oTempLock) {
__iUsedClosedTempLots += lots;
}
}
}
TradeOrder cOrder = new TradeOrder(); //建立預約委託單的資訊
cOrder.Action = action;
cOrder.BarNumber = Bars.CurrentBar;
cOrder.Category = category;
cOrder.Contracts = lots;
cOrder.Name = name;
cOrder.Price = limitPrice;
cOrder.IsReverse = isReverse;
cOrder.SymbolId = Bars.Request.Symbol;
cOrder.Time = Bars.Time[0];
cOrder.Ticket = (openNextBar) ? name : GetTrustID();
__cEntrusts.Add(cOrder); //加入至委託列表內
if (openNextBar) { //如果需要在下一根 Bars 下單, 就先保留 name 在佇列, 以方便比對委託單
__cReserves.Enqueue(name);
__cNextBarRequires.Add(name);
} else {
if (isReverse) { //如果有反轉倉單
CancelLimit(action); //取消所有反向之前的限價委託單
}
SendTrust(cOrder); //傳送新委託單給下單機
}
return true;
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="name">下單名稱</param>
/// <param name="action">下單進出場動作列舉</param>
/// <param name="category">下單類型</param>
/// <param name="lots">下單合約數量</param>
/// <param name="openNextBar">是否開倉在下一根 Bars</param>
/// <param name="exitInfo">平倉設定類別</param>
public Order(string name, EOrderAction action, OrderCategory category, Contracts lots, bool openNextBar, OrderExit exitInfo) {
this.Name = name;
this.Action = action;
this.Category = category;
this.Contracts = lots;
this.OnClose = openNextBar;
this.OrderExit = exitInfo;
}
public decimal GetTotalPriceByOrderCategory(OrderCategory orderCategory)
{
return _ordersByCategory.Where(pair => pair.Key == orderCategory).Sum(pair => pair.Value.Sum(o => o.Price));
}
public Order(string itemName, OrderCategory category, decimal price)
{
Category = category;
Price = price;
ItemName = itemName;
}
/// <summary>
/// 傳送下單命令
/// </summary>
/// <param name="action">下單進出場動作</param>
/// <param name="category">下單類型</param>
/// <param name="limitPrice">限價價格(市價=0)</param>
/// <param name="lots">下單數量</param>
/// <param name="isReverse">是否需反轉倉位</param>
/// <param name="touchPrice">觸發或停損價格</param>
/// <param name="name">下單註解</param>
/// <param name="openNextBar">是否開倉在下一根 Bars</param>
public virtual bool Send(EOrderAction action, OrderCategory category, double limitPrice, int lots, bool isReverse, double touchPrice = 0, string name = null, bool openNextBar = false) {
if (this.Bars.IsLastBars) {
return CheckTrust(action, category, limitPrice, lots, name, isReverse, openNextBar);
}
return false;
}
private bool CheckTrust(EOrderAction action, OrderCategory category, double limitPrice, int lots, string name, bool isReverse, bool openNextBar) {
TradeOrder cTrust = __cEntrusts.GetTradeFromName(name);
if (cTrust == null) {
if (action == EOrderAction.Sell || action == EOrderAction.BuyToCover) {
bool bRet = false;
int iCount = __cEntrusts.Count;
if (iCount > 0) {
EOrderAction cAction = (action == EOrderAction.Buy || action == EOrderAction.BuyToCover) ? EOrderAction.SellShort : (action == EOrderAction.SellShort || action == EOrderAction.Sell) ? EOrderAction.Buy : action;
for (int i = 0; i < iCount; i++) {
TradeOrder cTemp = __cEntrusts[i];
if (cTemp.IsTrusted && cTemp.Action == cAction && cTemp.Contracts > 0) {
if (!cTemp.IsCancel) {
SendTrust(cTemp, cTemp.Ticket); //取消委託單
cTemp.IsCancel = true;
}
bRet = true;
}
}
}
if (bRet || __cDeals.Count > 0) {
return false;
}
}
} else {
if (openNextBar) {
if (!cTrust.IsSended) {
cTrust.Price = limitPrice; //支援可以下出 NextBar 的限價單(沒有指定會以 0 送出)
__cNextBarRequires.Add(name); //標記 NextBar 時, 可以下單
return true;
}
return false;
} else {
if (cTrust.Price == limitPrice) { //委託價格一樣就忽略
return false;
} else {
if (cTrust.IsTrusted && !cTrust.IsCancel) { //如果已經委託完成就取消單號
SendTrust(cTrust, cTrust.Ticket); //向下單機傳送取消委託單的命令
cTrust.IsCancel = true;
}
return false;
}
}
}
TradeOrder cOrder = new TradeOrder(); //建立預約委託單的資訊
cOrder.Action = action;
cOrder.BarNumber = Bars.CurrentBar;
cOrder.Category = category;
cOrder.Contracts = lots;
cOrder.Name = name;
cOrder.Price = limitPrice;
cOrder.IsReverse = isReverse;
cOrder.SymbolId = GetOrderSymbol();
cOrder.Time = DateTime.Now;
cOrder.Ticket = (openNextBar) ? name : GetTrustID();
__cEntrusts.Add(cOrder); //加入至委託列表內
if (openNextBar) { //如果需要在下一根 Bars 下單, 就先保留 name 在佇列, 以方便比對委託單
__cReserves.Enqueue(name);
__cNextBarRequires.Add(name);
} else {
if (__cCloseOrder == null) {
SendTrust(cOrder); //傳送新委託單給下單機
}
}
return true;
}
