//参数解析
/*
* <strategy>
* <strategyName>strategyName1</strategyName>
* <traderName>traderName1</traderName>
* <parameter>para1</parameter>
* <instrument>instrument1</instrument>
* <sessionID>111101</sessionID>
* <frontID>222201</frontID>
* <orderRef>1</orderRef>
* <StartTimer>1</StartTimer>
* <TimerSpan>100</TimerSpan>
* </strategy>
*
* 注意 para1 格式必须是
* <params>
* <Param type="int" name="p1">1</Param>
* <Param type="double" name="p2">1.0</Param>
* </params>
*/
public void AnalyzeXmlParam(string strXml, ref StrategyInfo strategyInfo)
{
XmlDocument doc = new XmlDocument();
doc.LoadXml(strXml);
RunSingleStrategy.StrategyInfo.StrategyName = doc.SelectSingleNode("strategy/strategyName").InnerText;
RunSingleStrategy.StrategyInfo.TraderName = doc.SelectSingleNode("strategy/traderName").InnerText;
RunSingleStrategy.StrategyInfo.Parameter = doc.SelectSingleNode("strategy/parameter").InnerXml;
RunSingleStrategy.StrategyInfo.SessionID = doc.SelectSingleNode("strategy/sessionID").InnerText;
RunSingleStrategy.StrategyInfo.FrontID = doc.SelectSingleNode("strategy/frontID").InnerText;
RunSingleStrategy.StrategyInfo.OrderRef = doc.SelectSingleNode("strategy/orderRef").InnerText;
RunSingleStrategy.StrategyInfo.StartTimer = doc.SelectSingleNode("strategy/startTimer").InnerText;
RunSingleStrategy.StrategyInfo.TimerSpan = doc.SelectSingleNode("strategy/timerSpan").InnerText;
try
{
RunSingleStrategy.StrategyInfo.SaveHistory =
Int32.Parse(doc.SelectSingleNode("strategy/savehistory").InnerText) != 0;
RunSingleStrategy.StrategyInfo.HistoryPath = doc.SelectSingleNode("strategy/historypath").InnerText;
}
catch (Exception e) { }
CommonDef.StrategyInstenceTimerStatus = (Int32.Parse(doc.SelectSingleNode("strategy/startTimer").InnerText) == 1) ? true : false;
CommonDef.StrategyInstenceRunAfterOfflineStatus = (Int32.Parse(doc.SelectSingleNode("strategy/RunAfterOffline").InnerText) == 1) ? true : false;//0为空转，1为运行
string szInsts = doc.SelectSingleNode("strategy/instrument").InnerText;
if (szInsts[szInsts.Length - 1].Equals(','))
{
szInsts = szInsts.Remove(szInsts.Length - 1);
}
string[] arrInst = szInsts.Split(',');
foreach (string szInst in arrInst)
{
RunSingleStrategy.StrategyInfo.Instruments.Add(szInst);
}
}
/* 参数格式
* const string arg =
* "<strategy><strategyName>MATrend</strategyName>" +
* "<traderName>0003</traderName>" +
* "<parameter>" +
* "<strategy id=\'MATrend\' name=\'均线穿越\' version=\'1.0\'>" +
* "<description>这是关于MATrend策略的描述</description>" +
* "<params>" +
* "<param type=\'int\' name=\'p1\' direction=\'INOUT\' appearmode=\'文本框\' readonly=\'False\' title=\'策略参数一\' default=\'1\'></param>" +
* "<param type=\'double\' name=\'p2\' direction=\'INOUT\' appearmode=\'文本框\' readonly=\'False\' title=\'策略参数二\' default=\'1.5\'></param>" +
* "</params>" +
* "</strategy>" +
* "</parameter>" +
* "<instrument>IF1404</instrument>" +
* "<sessionID>10000</sessionID>" +
* "<frontID>20000</frontID>" +
* "<orderRef>1</orderRef>" +
* "<startTimer>1</startTimer>" +
* "<timerSpan>100</timerSpan>" +
* "</strategy>";
*/
static void Main(string[] args)
{
/*参数判断*/
if (args.Length <= 0)
{
Console.WriteLine("没有传入参数");
Console.ReadLine();
return;
}
if (args.Length > 0)
{
Console.WriteLine("传入的参数为：\n{0}", args[0]);
}
string hostName = System.Reflection.Assembly.GetExecutingAssembly().Location;
hostName = hostName.Substring(0, hostName.LastIndexOf('\\')) + "\\config.ini";
CommonDef.IP = IniReadString(hostName, "IP", "Redis_IP");
CommonDef.Port = Convert.ToInt32(IniReadString(hostName, "Port", "Redis_Port"));
StrategyInfo strategyInfo = StrategyInfo.getInstence();
XmlOpr.AnalyzeXmlParam(args[0], ref strategyInfo);
Redis_Publish = new RedisClient(CommonDef.IP, CommonDef.Port);
Redis_Subscribe = new RedisClient(CommonDef.IP, CommonDef.Port);
string szDllName = RunSingleStrategy.StrategyInfo.StrategyName + ".dll";
//动态加载策略程序集DLL
Assembly ass = Assembly.LoadFrom(szDllName);
Type type = ass.GetType(CommonDef.FoctoryType);
//创建工厂实例
Object oFactory = System.Activator.CreateInstance(type);
string logPath = hostName.Substring(0, hostName.LastIndexOf('\\')) + "\\" + RunSingleStrategy.StrategyInfo.StrategyName + "_log.txt";
Log.PathFile = logPath;
Log.SaveLog = true;
//获取函数
MethodInfo mi = type.GetMethod(CommonDef.FoctoryMethod);
//创建策略实例
Strategy = (CStrategy)mi.Invoke(oFactory, ParseParams.ParseStrategyParams(StrategyInfo.Parameter));
//定义接口对象
IOrderServiceEx orderService = new IOrderServiceEx(Redis_Publish);
//用接口实例初始化策略
Strategy.ResetOrderService(orderService);
Strategy.Initialize(RunSingleStrategy.StrategyInfo.Instruments.ToArray());
Strategy.InitIndicators(RunSingleStrategy.StrategyInfo.Instruments.ToArray());
//创建定时器
Timer_HeartBeat = new System.Timers.Timer();
Timer_HeartBeat.Elapsed += new System.Timers.ElapsedEventHandler(timer_Tick);
Timer_HeartBeat.Interval = 5000;
Timer_HeartBeat.AutoReset = true; //设置是执行一次（false）还是一直执行(true)；
Timer_HeartBeat.Enabled = true; //是否执行System.Timers.Timer.Elapsed事件；
//创建策略定时器
if (Int32.Parse(RunSingleStrategy.StrategyInfo.StartTimer) == 1)
{
Timer_Strategy = new System.Timers.Timer();
Timer_Strategy.Elapsed += new System.Timers.ElapsedEventHandler(timer_Strategy_Tick);
Timer_Strategy.Interval = Int32.Parse(RunSingleStrategy.StrategyInfo.TimerSpan) * 1000;
Timer_Strategy.AutoReset = true;
Timer_Strategy.Enabled = true;
}
//创建线程类
int _NewThreadId = GetCurrentThreadId();
SubPubThread spThread = new SubPubThread(_NewThreadId, Redis_Subscribe);
Thread thread = new Thread(new ThreadStart(spThread.TreadProc));
thread.Name = "PubSub";
thread.Start();
//消息处理
tagMSG msg = new tagMSG();
while (GetMessage(ref msg, 0, 0, 0) > 0)
{
if (msg.message == CommonDef.WM_USER)
{
List <string> refEventList = new List <string>();
EventList.GetItem(ref refEventList);
if (refEventList.Count == 0)
{
continue;
}
foreach (string strItem in refEventList)
{
string strStyle = XmlOpr.GetType(strItem);
string strValue = null;
if (strStyle.Equals("UR"))
{
//交易员是否离线
strValue = XmlOpr.GetVaule(strItem, "online");
if (strValue.Equals("on"))
{
Log.Out("交易员在线");
}
else if (strValue.Equals("off"))
{
Log.Out("交易员离线");
}
}
else if (strStyle.Equals("SR"))
{
//策略启用停用
strValue = XmlOpr.GetVaule(strItem, "run");
if (strValue.Equals("run"))
{
Log.Out("策略启用");
}
else if (strValue.Equals("stop"))
{
Log.Out("策略停用");
//退出子线程
Redis_Subscribe.UnSubscribe(CommonDef.subscribeChannels.ToArray());
System.Threading.Thread.Sleep(1000);
//退出进程
break;
}
}
else if (strStyle.Equals("SIR"))
{
//策略实例启用停用
if (strValue.Equals("run"))
{
Log.Out("策略实例启用");
CommonDef.StrategyInstenceStatus = true;
}
else if (strValue.Equals("stop"))
{
Log.Out("策略实例停用");
CommonDef.StrategyInstenceStatus = false;
}
}
else if (strStyle.Equals("Q"))
{
//行情
MarketDetph md = new MarketDetph();
XmlOpr.Transfer(strItem, ref md);
Strategy.AppendMD(md, true);
}
else if (strStyle.Equals("O"))
{
Log.Out("报单:" + strItem);
//报单
OrderInfo order = new OrderInfo();
XmlOpr.Transfer(strItem, ref order);
Strategy.OnOrder(order);
}
else if (strStyle.Equals("T"))
{
Log.Out("成交:" + strItem);
//成交
TradeInfo trade = new TradeInfo();
XmlOpr.Transfer(strItem, ref trade);
Strategy.OnTrade(trade);
}
else if (strStyle.Equals("OI"))
{
Log.Out("下单错误返回:" + strItem);
//下单错误返回
OrderInfo orderError = new OrderInfo();
XmlOpr.Transfer(strItem, ref orderError);
Strategy.OnOrderError(orderError);
}
else if (strStyle.Equals("OA"))
{
Log.Out("撤单错误返回:" + strItem);
//撤单错误返回
ActionInput actionInput = new ActionInput();
XmlOpr.Transfer(strItem, ref actionInput);
Strategy.OnOrderAction(actionInput);
}
}
}
}
}