private void SetDefaultAribtrageArgument()
{
ArbitrageCombineOrderSetting combineSetting = null;
try
{
string brokerId = USeManager.Instance.LoginUser.BrokerId;
string account = USeManager.Instance.LoginUser.Account;
combineSetting = USeManager.Instance.DataAccessor.GetCombineOrderSetting(brokerId, account, m_product.ProductCode);
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "获取套利下单参数异常:" + ex.Message);
return;
}
if (combineSetting == null)
{
combineSetting = CreateDefaultCombineOrderSetting();
}
//开仓参数
this.preferentialSideControl_OpenArg.PreferentialSide = (combineSetting.OpenFirstDirection == USeDirection.Long) ? USeOrderSide.Buy : USeOrderSide.Sell;
this.orderPriceTypeControl_OpenNearArg.OrderPriceType = combineSetting.NearPriceStyle;
this.orderPriceTypeControl_OpenFarArg.OrderPriceType = combineSetting.FarPriceStyle;
this.priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_OpenArg.Value = 0;
this.nudDifferentialUnit_OpenArg.Value = 0;
this.nudOrderQtyUint_OpenArg.Value = combineSetting.OpenVolumnPerNum;
this.nudTotalOrderQty_OpenArg.Value = combineSetting.OpenVolumn;
//平仓参数
this.preferentialSideControl_CloseArg.PreferentialSide = (combineSetting.CloseFirstDirection == USeDirection.Long) ? USeOrderSide.Buy : USeOrderSide.Sell;
this.orderPriceTypeControl_CloseNearArg.OrderPriceType = combineSetting.NearPriceStyle;
this.orderPriceTypeControl_CloseFarArg.OrderPriceType = combineSetting.FarPriceStyle;
this.priceSpreadSideControl_CloseSpreadArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_CloseArg.Value = 0;
this.nudDifferentialUnit_CloseArg.Value = 0;
//止损
this.priceSpreadSideControl_StopLossArg.PriceSpreadSide = PriceSpreadSide.LessOrEqual;
this.nudPriceSpreadThreshold_StopLossArg.Value = 0;
//预警
this.arbitragePriceSpreadMonitorTypeControl.MonitorType = ArbitragePriceSpreadAlarmType.Open;
this.nudPriceSpreadThreshold_Alarm.Value = 0;
#if DEBUG
this.arbitrageOperationSideControl.OperationSide = ArbitrageOperationSide.BuyNearSellFar;
this.nudPriceSpreadThreshold_OpenArg.Value = -50;
this.nudPriceSpreadThreshold_CloseArg.Value = -70;
this.nudPriceSpreadThreshold_StopLossArg.Value = -30;
this.nudTotalOrderQty_OpenArg.Value = 10;
this.nudDifferentialUnit_OpenArg.Value = 2;
this.nudDifferentialUnit_CloseArg.Value = 2;
this.nudOrderQtyUint_OpenArg.Value = 2;
this.nudOrderQtyUint_CloseArg.Value = 2;
#endif
}
/// <summary>
/// 创建默认下单参数
/// </summary>
/// <returns></returns>
private ArbitrageCombineOrderSetting CreateDefaultCombineOrderSetting()
{
ArbitrageCombineOrderSetting orderSetting = new ArbitrageCombineOrderSetting();
orderSetting.OpenFirstDirection = USeDirection.Long;
orderSetting.NearPriceStyle = ArbitrageOrderPriceType.OpponentPrice;
orderSetting.FarPriceStyle = ArbitrageOrderPriceType.OpponentPrice;
orderSetting.CloseFirstDirection = USeDirection.Long;
orderSetting.OpenVolumn = 0;
orderSetting.OpenVolumnPerNum = 0;
return(orderSetting);
}
private void FillData(List <ArbitrageCombineOrderSetting> arbitrageSettingsList, DataTable table)
{
if (arbitrageSettingsList == null || table == null)
{
return;
}
foreach (ArbitrageCombineOrderSetting combineOrder in arbitrageSettingsList)
{
ArbitrageCombineOrderSetting order = combineOrder;
DataRow row = table.NewRow();
row["Product"] = order.Product;
row["ProductDesc"] = order.Product.ShortName;
row["ProductName"] = order.Product.ProductCode;
row["OpenVolumn"] = order.OpenVolumn;
row["PerOpenVolumn"] = order.OpenVolumnPerNum;
row["OpenFirstDirection"] = order.OpenFirstDirection;
row["OpenFirstDirectionID"] = (int)order.OpenFirstDirection;
row["OpenFirstDirectionDesc"] = order.OpenFirstDirection.ToDescription();
row["CloseFirstDirection"] = order.CloseFirstDirection;
row["CloseFirstDirectionDesc"] = order.CloseFirstDirection.ToDescription();
row["CloseFirstDirectionID"] = (int)order.CloseFirstDirection;
row["StopLossFirstDirection"] = order.StoplossFirstDirection;
row["StopLossFirstDirectionDesc"] = order.StoplossFirstDirection.ToDescription();
row["StopLossFirstDirectionID"] = (int)order.StoplossFirstDirection;
row["NearOpenPriceStyle"] = order.NearPriceStyle;
row["NearOpenPriceStyleDesc"] = order.NearPriceStyle.ToDescription();
row["NearOpenPriceStyleID"] = (int)order.NearPriceStyle;
row["FarOpenPriceStyle"] = order.FarPriceStyle;
row["FarOpenPriceStyleDesc"] = order.FarPriceStyle.ToDescription();
row["FarOpenPriceStyleID"] = (int)order.FarPriceStyle;
table.Rows.Add(row);
}
}
/// <summary>
/// 设置合约默认下单参数
/// </summary>
/// <param name="combineOrderSetting"></param>
private void SetOrderArgument(ArbitrageCombineOrderSetting combineOrderSetting)
{
Debug.Assert(combineOrderSetting != null);
}
private void button_OK_Click(object sender, EventArgs e)
{
List <ArbitrageCombineOrderSetting> arbitrageCombineOrderList = new List <ArbitrageCombineOrderSetting>();
try
{
//保存之前数据校验
foreach (DataRow row in m_dataTable.Rows)
{
string errorMessage = string.Empty;
if (VerifyDataTable(row, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowErrrorMessageBox(this, "请填写完整的默认信息:" + errorMessage);
return;
}
}
//根据界面生成结果保存
foreach (DataRow row in m_dataTable.Rows)
{
string productCode = row["ProductName"] as string;
Debug.Assert(productCode != string.Empty);
int openVolumn = Convert.ToInt32(row["OpenVolumn"]);
int perOpenVolumn = Convert.ToInt32(row["PerOpenVolumn"]);
USeDirection openDirection = (USeDirection)row["OpenFirstDirectionID"];
USeDirection closeDirection = (USeDirection)row["CloseFirstDirectionID"];
USeDirection stoplossDirection = (USeDirection)row["StopLossFirstDirectionID"];
ArbitrageOrderPriceType nearOpenPriceStyle = (ArbitrageOrderPriceType)row["NearOpenPriceStyleID"];
ArbitrageOrderPriceType farOpenPriceStyle = (ArbitrageOrderPriceType)row["FarOpenPriceStyleID"];
ArbitrageCombineOrderSetting order = new ArbitrageCombineOrderSetting();
USeProduct product = new USeProduct()
{
ProductCode = productCode
};
order.Product = product;
order.OpenVolumn = openVolumn;
order.OpenVolumnPerNum = perOpenVolumn;
order.OpenFirstDirection = openDirection;
order.CloseFirstDirection = closeDirection;
order.StoplossFirstDirection = stoplossDirection;
order.NearPriceStyle = nearOpenPriceStyle;
order.FarPriceStyle = farOpenPriceStyle;
arbitrageCombineOrderList.Add(order);
}
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return;
}
string brokerId = USeManager.Instance.LoginUser.BrokerId;
string account = USeManager.Instance.LoginUser.Account;
USeManager.Instance.DataAccessor.SaveCombineOrderSettings(brokerId, account, arbitrageCombineOrderList);
this.DialogResult = DialogResult.Yes;
this.Close();
}