public static void RunUnitCapitalMonitor()
{
string[] keys = TradeRA.KeySearch("U_*");
foreach (string key in keys)
{
Unit unit = UnitRA.Get(key);
if (unit.user_id > 0 && unit.ratio_warning > 0)
{
if (unit.capital_total < unit.ratio_warning * unit.capital_scale && unit.status_order_enum == StatusOrderEnum.Allowed)
{
StatusOrder model = new StatusOrder(unit.id, StatusOrderEnum.NoBuying);
UnitDA.UpdateStatusOrder(model);
UnitRA.UpdateStatusOrder(model.status, "U_" + model.id);
UserDA.ListParents(unit.user_id).ForEach(user_id =>
{
MessageBiz.Send(user_id.ToString(), MessageTypeEnum.Unit_Warning, "单元[" + unit.code + "]资产已低于预警线，被禁止买入");
});
NLog.Info(string.Format("单元[{0}]资产已低于预警线，被禁止买入。总资产：{1}", unit.code, unit.capital_total));
}
else if (unit.capital_total > unit.ratio_warning * unit.capital_scale && unit.status_order_enum == StatusOrderEnum.NoBuying)
{
StatusOrder model = new StatusOrder(unit.id, StatusOrderEnum.Allowed);
UnitDA.UpdateStatusOrder(model);
UnitRA.UpdateStatusOrder(model.status, "U_" + model.id);
MessageBiz.Send(unit.user_id.ToString(), MessageTypeEnum.Unit_Recovery, "单元[" + unit.code + "]资产已高于预警线，恢复交易");
}
}
if (unit.user_id > 0 && unit.ratio_close_position > 0 && unit.capital_total < unit.ratio_close_position * unit.capital_scale)
{
List <Position> list = PositionRA.List4Unit(unit.id).Where(p => p.count_sellable > 0).ToList();
if (list.Count > 0)
{
list.ForEach(p =>
{
Order order = new Order()
{
code = p.code,
count = p.count_sellable,
type_enum = OrderTypeEnum.Sell,
unit_id = unit.id,
price = DataBiz.GetPriceByPriceType(p.code, OrderPriceEnum.Buy5),
user_id = 1,
platform = 1
};
Order(order);
});
UserDA.ListParents(unit.user_id).ForEach(user_id =>
{
MessageBiz.Send(unit.id.ToString(), MessageTypeEnum.Unit_Close_Position, "单元[" + unit.code + "]资产已低于平仓线，被强制平仓");
});
NLog.Info(string.Format("单元[{0}]资产已低于平仓线，被强制平仓。总资产：{1}", unit.code, unit.capital_total));
}
}
}
}
public static void RunOrderAuto()
{
List <OrderAuto> orders = OrderAutoRA.List4Undone();
foreach (OrderAuto orderAuto in orders)
{
if (orderAuto.status_enum != StatusAutoOrderEnum.Run)
{
continue;
}
if (orderAuto.time_next_dt > DateTime.Now)
{
continue;
}
string key = "S_" + orderAuto.id + "_U_" + orderAuto.unit_id + "_D_0";
Random random = new Random();
Order order = new Order()
{
code = orderAuto.code,
type = orderAuto.type,
unit_id = orderAuto.unit_id,
account_id = orderAuto.account_id,
user_id = orderAuto.user_id,
platform = orderAuto.platform
};
order.count = orderAuto.count_total - orderAuto.order_count;
orderAuto.time_next_dt = DateTime.MinValue;
if (order.count > orderAuto.count_max)
{
order.count = random.Next(orderAuto.count_min / 100, orderAuto.count_max / 100) * 100;
orderAuto.time_next_dt = DateTime.Now.AddSeconds(random.Next(orderAuto.time_min, orderAuto.time_max));
}
if (orderAuto.time_next_dt >= time_pause && orderAuto.time_next_dt <= time_recovery)
{
orderAuto.time_next_dt = orderAuto.time_next_dt.AddMinutes(90);
}
if (orderAuto.time_next_dt >= time_close)
{
OrderAutoRA.UpdateStatus(StatusAutoOrderEnum.Stop, 1, key);
continue;
}
order.price = DataBiz.GetPriceByPriceType(orderAuto.code, orderAuto.price_type_enum);
if (order.price < orderAuto.price_min)
{
order.price = orderAuto.price_min;
}
else if (order.price > orderAuto.price_max)
{
order.price = orderAuto.price_max;
}
ApiResultEnum result = Order(order.Clone() as Order);
orderAuto.result_prev = new Model.Return.Return(result).Message;
orderAuto.order_times++;
orderAuto.order_count += order.count;
orderAuto.time_prev_dt = DateTime.Now;
OrderAutoRA.UpdateExecuted(orderAuto, order, key);
}
}
//检查单元是否满足下单条件
public static ApiResultEnum CheckUnit(Order order)
{
Unit unit = UnitRA.Get("U_" + order.unit_id);
if (unit == null || unit.user_id != order.user_id)
{
return(ApiResultEnum.Order_Unit_Null);
}
if (order.type_enum == OrderTypeEnum.Buy && !string.IsNullOrWhiteSpace(unit.limit_no_buying) && unit.limit_no_buying.Contains(order.code))
{
return(ApiResultEnum.Order_Unit_NoBuying_Code);
}
if (unit.status_enum == StatusEnum.Forbidden)
{
return(ApiResultEnum.Order_Unit_Forbidden);
}
if (unit.status_order_enum == StatusOrderEnum.Forbidden)
{
return(ApiResultEnum.Order_Unit_Forbidden_Order);
}
if (order.type_enum == OrderTypeEnum.Buy && unit.status_order_enum == StatusOrderEnum.NoBuying)
{
return(ApiResultEnum.Order_Unit_NoBuying_Order);
}
string[] keys = TradeRA.KeySearch("P_" + order.code + "_A_*_U_" + order.unit_id);
if (unit.limit_stock_count > 0)
{
if (PositionRA.GetCodeCount(order.unit_id, order.code) > unit.limit_stock_count)
{
return(ApiResultEnum.Order_Unit_Limit_Count);
}
}
if (unit.limit_order_price_enum == OrderPriceLimitEnum.In5LeverPrice)
{
decimal price_min = DataBiz.GetPriceByPriceType(order.code, OrderPriceEnum.Buy5);
decimal price_max = DataBiz.GetPriceByPriceType(order.code, OrderPriceEnum.Sell5);
if (order.price < price_min || order.price > price_max)
{
return(ApiResultEnum.Order_Unit_Limit_Price);
}
}
if (order.type_enum == OrderTypeEnum.Buy)
{
if (unit.capital_available < order.price * order.count)
{
return(ApiResultEnum.Order_Unit_Negative_Amount);
}
BlockInfo block = StockInfoBiz.GetBlock(order.code);
if (block.block_type_enum == BlockEnum.mbm)
{
if (unit.limit_ratio_mbm_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_mbm_single)
{
return(ApiResultEnum.Order_Unit_Limit_MBM_Single);
}
}
else if (block.block_type_enum == BlockEnum.gem)
{
if (unit.limit_ratio_gem_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_gem_single)
{
return(ApiResultEnum.Order_Unit_Limit_GEM_Single);
}
if (unit.limit_ratio_gem_total > 0 && order.price * order.count + unit.capital_stock_value_gem > unit.capital_scale * unit.limit_ratio_gem_total)
{
return(ApiResultEnum.Order_Unit_Limit_GEM_Total);
}
}
else if (block.block_type_enum == BlockEnum.sme)
{
if (unit.limit_ratio_sme_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_sme_single)
{
return(ApiResultEnum.Order_Unit_Limit_SME_Single);
}
if (unit.limit_ratio_sme_total > 0 && order.price * order.count + unit.capital_stock_value_sme > unit.capital_scale * unit.limit_ratio_sme_total)
{
return(ApiResultEnum.Order_Unit_Limit_SME_Total);
}
}
else if (block.block_type_enum == BlockEnum.star)
{
if (unit.limit_ratio_star_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_star_single)
{
return(ApiResultEnum.Order_Unit_Limit_STAR_Single);
}
if (unit.limit_ratio_star_total > 0 && order.price * order.count + unit.capital_stock_value_star > unit.capital_scale * unit.limit_ratio_star_total)
{
return(ApiResultEnum.Order_Unit_Limit_STAR_Total);
}
}
if (block.block_type_enum == BlockEnum.sme || block.block_type_enum == BlockEnum.gem)
{
if (unit.limit_ratio_smg_total > 0 && order.price * order.count + unit.capital_stock_value_sme + unit.capital_stock_value_gem > unit.capital_scale * unit.limit_ratio_smg_total)
{
return(ApiResultEnum.Order_Unit_Limit_SMG_Total);
}
}
}
else
{
if (PositionRA.GetSellable(order.unit_id, order.code) < order.count)
{
return(ApiResultEnum.Order_Unit_Negative_Position);
}
}
return(ApiResultEnum.Success);
}