protected void buySecurities(Securities securities, float price, int amount)
{
// 1、下单
Order order = _createOrder(securities, price, amount, OrderType.BUY);
_notifyTrader(order);
// 2、修改持仓
bool updated = false;
// 修改可用数量
foreach (EStockHolder shi in this.Desc.Holders)
{
if (shi.Symbol == securities.Symbol)
{
shi.IncomeAmount += amount;
shi.CostPrice = 0;
updated = true;
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.UPDATE, Body = shi
};
persistenceActor.Tell(req);
}
}
// 新开仓
if (!updated)
{
EStockHolder shi = new EStockHolder()
{
Symbol = securities.Symbol,
Code = _getCode(securities.Symbol),
CostPrice = price,
LastPrice = price,
IncomeAmount = amount,
EnableAmount = 0,
Strategy = this.Desc,
Name = securities.Name,
};
this.Desc.Holders.Add(shi);
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = shi
};
persistenceActor.Tell(req);
}
}
public void save_update_load_find_delete_cube()
{
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.LIST, Body = "from ECube"
};
persistenceActorRef.Tell(req);
var result0 = ExpectMsg <List <object> >();
Assert.Equal(0, result0.Count);
// 先保存Trader
ETrader trader = new ETrader()
{
Username = "******", Password = "******", ServicePwd = "012345678", Path = "c:/xiadan/xiadan.exe", Date = DateTime.Now
};
req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = trader
};
persistenceActorRef.Tell(req);
var result = ExpectMsg <ETrader>();
// 保存strategy
EStrategy strategy = new EStrategy()
{
Type = "Quanter.Strategy.XueQiuStrategy.TraceXueQiuStrategyActor, Quanter.Strategy.XueQiuStrategy", Desc = "测试策略", Name = "组合策略DEMO", EnableBalance = 50000, FrozenBalance = 0, Enabled = true, Date = DateTime.Now, Trader = null
};
EStockHolder holder = new EStockHolder()
{
Strategy = strategy, Code = "000001", Symbol = "000001.XSHE", Name = "平安银行", CostPrice = 11.03f, LastPrice = 12.0f, IncomeAmount = 1000, EnableAmount = 1000
};
EStockHolder holder1 = new EStockHolder()
{
Strategy = strategy, Code = "000002", Symbol = "000002.XSHE", Name = "万科A", CostPrice = 9.03f, LastPrice = 12.0f, IncomeAmount = 1000, EnableAmount = 1000
};
strategy.Holders.Add(holder);
strategy.Holders.Add(holder1);
ECube cube = new ECube()
{
Strategy = strategy,
Symbol = "ZH000003",
PreAdjustmentId = 0,
};
req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = cube
};
persistenceActorRef.Tell(req);
var result2 = ExpectMsg <ECube>();
Assert.NotEqual(0, result2.Id);
Assert.Equal(result2.Symbol, "ZH000003");
req = new PersistenceRequest()
{
Type = PersistenceType.LIST, Body = "from ECube"
};
persistenceActorRef.Tell(req);
var result3 = ExpectMsg <List <object> >();
Assert.NotEqual(0, result3.Count);
Assert.Equal("ZH000003", ((ECube)result3[0]).Symbol);
}
protected void buySecurities(Securities securities, float price, int amount)
{
// 1、下单
Order order = _createOrder(securities, price, amount, OrderType.BUY);
_processRisk(order);
if (order.Amount == 0)
{
return;
}
_notifyTrader(order);
// 2、修改持仓
bool updated = false;
// 修改可用数量
foreach (EStockHolder shi in this.Desc.Holders)
{
if (shi.Symbol == securities.Symbol)
{
_log.Debug("更新仓位 {0}, {1}, {2}", securities.Symbol, price, amount);
shi.IncomeAmount += amount;
shi.CostPrice = 0;
updated = true;
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.UPDATE, Body = shi
};
persistenceActor.Tell(req);
}
}
// 新开仓
if (!updated)
{
_log.Debug("新开仓 {0}, {1}, {2}", securities.Symbol, price, amount);
EStockHolder shi = new EStockHolder()
{
Symbol = securities.Symbol,
Code = _getCode(securities.Symbol),
CostPrice = price,
LastPrice = price,
IncomeAmount = amount,
EnableAmount = 0,
Strategy = this.Desc,
Name = LastClosePriceDataHelper.Instance.LastClosePriceDatas[securities.Symbol].Name,
};
this.Desc.Holders.Add(shi);
PersistenceRequest req = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = shi
};
persistenceActor.Tell(req);
// 订阅这个股票价格
AddSecurities(securities);
}
// 修改可用资金
float usedBanlance = price * amount;
Desc.EnableBalance -= usedBanlance;
PersistenceRequest req2 = new PersistenceRequest()
{
Type = PersistenceType.SAVE, Body = Desc
};
persistenceActor.Tell(req2);
}
