//构造器
public StrategyBase(string StrategyName, CMdApi mktApi, CTradeApi trdApi)
{
this._strategyName = StrategyName;
this._mktApi = mktApi;
this._trdApi = trdApi;
//this._mktApi.OnTick += this.OnTick;
}
/// <summary>
/// 构造函数，传入PlatForm中的行情和交易Api作为参数
/// </summary>
public LoginWindow(MainWindow mw, CMdApi quoteApi, CTradeApi tradeApi)
{
InitializeComponent();
//内部变量赋值
this._mw = mw;
this._quoteApi = quoteApi;
this._tradeApi = tradeApi;
this._listBroker = this.GetBrokerList();
this._listInvestor = this.GetInvestorList();
//行情交易参数初始化
this.cbxServer.ItemsSource = _listBroker.Select(fb => fb.Name);
this.cbxBrokerID.ItemsSource = _listBroker.Select(fb => fb.BrokerID);
this.cbxQuoteIP.ItemsSource = _listBroker.Select(fb => fb.QuoteIP);
this.cbxQuotePort.ItemsSource = _listBroker.Select(fb => fb.QuotePort);
this.cbxTradeIP.ItemsSource = _listBroker.Select(fb => fb.TradeIP);
this.cbxTradePort.ItemsSource = _listBroker.Select(fb => fb.TradePort);
//账户参数初始化
this.cbxInvestorID.ItemsSource = _listInvestor.Select(i => i.InvestorID);
this.cbxPassword.ItemsSource = _listInvestor.Select(i => i.Password);
#if DEBUG
this.cbxBrokerID.SelectedIndex = 0;
this.cbxPassword.SelectedIndex = 0;
this.cbxServer.SelectedIndex = 0;
this.cbxInvestorID.SelectedIndex = 0;
this.cbxPassword.SelectedIndex = 0;
#else
this.cbxBrokerID.SelectedIndex = 1;
this.cbxPassword.SelectedIndex = 1;
this.cbxServer.SelectedIndex = 5;
this.cbxInvestorID.SelectedIndex = 1;
this.cbxPassword.SelectedIndex = 1;
#endif
}
/// <summary>
/// 3. Trade API
/// </summary>
public static async void XTradeApi(int debug_step = 1)
{
var _c_trade_api = new CTradeApi("", "");
}
//登录
async private void btnLogin_Click(object sender, RoutedEventArgs e)
{
try
{
//禁用
this.btnLogin.IsEnabled = false;
this.btnCancel.IsEnabled = true;
//API初始化
this._trdApi = new CTradeApi(this.cbxInvestorID.Text, this.cbxPassword.Text, this.cbxBrokerID.Text, "tcp://" + cbxTradeIP.Text + ":" + cbxTradePort.Text);
this._mktApi = new CMdApi(this.cbxInvestorID.Text, this.cbxPassword.Text, this.cbxBrokerID.Text, "tcp://" + cbxQuoteIP.Text + ":" + cbxQuotePort.Text);
Body.trdApi = this._trdApi;
Body.mktApi = this._mktApi;
#region 绑定后台Body
this._mktApi.OnTick += Body.Body_OnTick;
this._trdApi.OnTrade += Body.Body_OnRtnTrade;
//this._trdApi.OnDetailPosition += Body.Body_OnDetailPosition;
//this._trdApi.OnPosition += Body.Body_OnPosition;
this._trdApi.OnOrder += Body.Body_OnOrderField;
this._trdApi.OnErrorOrder += Body.Body_OnErrorOrder;
this._trdApi.OnUpdate += Body.Body_OnUpdate;
this._trdApi.OnTradingAccount += Body.Body_OnTradingAccount;
#endregion
//连接
tbStatus.Text = "正在连接行情端...";
await this._mktApi.AsyncConnect(_cts.Token);
tbStatus.Text = "行情端已连接！";
progressBar.Value += 10;
tbStatus.Text = "正在连接交易端...";
await _trdApi.AsyncConnect(_cts.Token);
tbStatus.Text = "交易端已连接！";
progressBar.Value += 10;
//登陆
tbStatus.Text = "正在登陆行情端...";
await _mktApi.AsyncLogin(_cts.Token);
tbStatus.Text = "行情端已登陆！";
progressBar.Value += 10;
tbStatus.Text = "正在登陆交易端...";
await _trdApi.AsyncLogin(_cts.Token);
tbStatus.Text = "交易端已登陆！";
progressBar.Value += 10;
//如果是今天第一次登陆，则要确认结算单
if (IsFirstTimeLogin() || (bool)this.chxIsConfirmSettlementInfo.IsChecked)
{
tbStatus.Text = "正在查询结算信息...";
_trdApi.StackQuery.Push(new Tuple <EnumReqCmdType, object>(EnumReqCmdType.QrySettlementInfo, string.Empty));
await _trdApi.ExecStackQuery();
MessageBox.Show(_trdApi.SettlementInfoContent);
tbStatus.Text = "正在确认结算信息...";
_trdApi.StackQuery.Push(new Tuple <EnumReqCmdType, object>(EnumReqCmdType.SettlementInfoConfirm, string.Empty));
await _trdApi.ExecStackQuery();
tbStatus.Text = "已确认结算单！";
progressBar.Value += 10;
}
//查询合约
tbStatus.Text = "正在查询合约...";
_trdApi.StackQuery.Push(new Tuple <EnumReqCmdType, object>(EnumReqCmdType.QryInstrument, string.Empty));
await _trdApi.ExecStackQuery();
tbStatus.Text = "合约查询完毕！";
progressBar.Value += 10;
//查询持仓细节
tbStatus.Text = "正在查询持仓细节...";
_trdApi.StackQuery.Push(new Tuple <EnumReqCmdType, object>(EnumReqCmdType.QryInvestorPositionDetail, string.Empty));
await _trdApi.ExecStackQuery();
tbStatus.Text = "持仓细节查询完毕！";
progressBar.Value += 10;
//查询持仓
tbStatus.Text = "正在查询持仓...";
_trdApi.StackQuery.Push(new Tuple <EnumReqCmdType, object>(EnumReqCmdType.QryInvestorPosition, string.Empty));
await _trdApi.ExecStackQuery();
tbStatus.Text = "持仓查询完毕！";
progressBar.Value += 10;
//查询交易账户信息
tbStatus.Text = "正在交易账户...";
_trdApi.StackQuery.Push(new Tuple <EnumReqCmdType, object>(EnumReqCmdType.QryTradingAccount, string.Empty));
await _trdApi.ExecStackQuery();
tbStatus.Text = "交易账户查询完毕！";
progressBar.Value += 10;
//订阅行情数据
tbStatus.Text = "正在订阅行情数据...";
_mktApi.ReqSubscribeMarketData(_trdApi.DicInstrumentField.Keys.ToArray());
progressBar.Value += 10;
//调用主交易窗口
Hide();
MainWindow mainWindow = new MainWindow();
Body.mainWindow = mainWindow;
mainWindow.ShowDialog();
}
catch (Exception ex)
{
//this._mktApi.ReqUserLogout();
//this._trdApi.ReqUserLogout();
MessageBox.Show(ex.Message);
this.btnCancel.IsEnabled = false;
this.btnLogin.IsEnabled = true;
this.progressBar.Value = 0;
}
finally
{
//关闭登录窗口
Close();
}
}
//所有合约的市场行情数据
public async static Task <ObservableCollection <DepthMarketData> > GenerateOCAllMarketDepthData(CMdApi MktApi, CTradeApi TrdApi)
{
var oc = new ObservableCollection <DepthMarketData>();
while (MktApi.DicDepthMarketData.Count < TrdApi.DicInstrumentField.Count)
{
await Task.Delay(100);
}
lock (oc)
{
foreach (var kvp in Body.mktApi.DicDepthMarketData)
{
oc.Add(kvp.Value);
}
return(oc);
}
}
