// 订单状态跟踪
public void OnOrderStatusChange(Order order)
{
if (order != _order)
{
return;
}
_st.Print("==========订单变化===========");
OrderHelper.PrintOrderStatus(_st, order);
if (order.MQOrderStatus == EnumMQOrderStatus.全部成交)
{
if (_status == HedgeStatus.WaitOpenOrderComplete)
{
_status = HedgeStatus.WaitClosePosition;
}
else if (_status == HedgeStatus.WaitCloseOrderComplete)
{
_status = HedgeStatus.WaitOpenPosition;
}
_orderLock = false;
}
else if (order.MQOrderStatus == EnumMQOrderStatus.废单)
{
if (_status == HedgeStatus.WaitOpenOrderComplete)
{
_openFailedTimes++;
}
else if (_status == HedgeStatus.WaitCloseOrderComplete)
{
_closeFailedTimes++;
}
}
}
public HedgeOrderTracer(StrategyEx st, Future future, int volume)
{
_st = st;
_future = future;
_volume = volume;
_orderLock = false;
_status = HedgeStatus.WaitOpenPosition;
_openHitTimes = 0;
_closeHitTimes = 0;
_openFailedTimes = 0;
_closeFailedTimes = 0;
}
// 对冲方向平仓
public void ClosePosition(double lastPrice, double priceDiff)
{
if (_orderLock || _status != HedgeStatus.WaitClosePosition)
{
return;
}
double priceLimite = getClosePrice(lastPrice, priceDiff);
EnumBuySell dir = getClosePositionDir();
_order = _st.SendOrder(_st.DefaultAccount, _future.ID, EnumMarket.期货, _future.ExchangeID,
priceLimite, _volume, dir, EnumOpenClose.平今仓, EnumOrderPriceType.市价,
EnumOrderTimeForce.当日有效, EnumHedgeFlag.投机);
_orderLock = true;
_status = HedgeStatus.WaitCloseOrderComplete;
_closeHitTimes++;
_st.Print("===========》平今仓：");
OrderHelper.PrintOrderStatus(_st, _order);
}
