/// <summary>
/// 现货行情转换成自定义行情实体
/// </summary>
/// <param name="data">自定义实体</param>
/// <returns></returns>
public MarketDataLevel HqExDataConvertMarketDataLevel(HqExData data)
{
MarketDataLevel level = new MarketDataLevel();
level.Code = data.CodeKey;
level.Name = data.Name;
HqData hqData = data.HqData;
#region 买价
level.BuyFirstPrice = (decimal)hqData.Buyprice1;
level.BuySecondPrice = (decimal)hqData.Buyprice2;
level.BuyThirdPrice = (decimal)hqData.Buyprice3;
level.BuyFourthPrice = (decimal)hqData.Buyprice4;
level.BuyFivePrice = (decimal)hqData.Buyprice5;
#endregion
#region 买量
level.BuyFirstVolume = (decimal)hqData.Buyvol1;
level.BuySecondVolume = (decimal)hqData.Buyvol2;
level.BuyThirdVolume = (decimal)hqData.Buyvol3;
level.BuyFourthVolume = (decimal)hqData.Buyvol4;
level.BuyFiveVolume = (decimal)hqData.Buyvol5;
#endregion
#region 卖价
level.SellFirstPrice = (decimal)hqData.Sellprice1;
level.SellSecondPrice = (decimal)hqData.Sellprice2;
level.SellThirdPrice = (decimal)hqData.Sellprice3;
level.SellFourthPrice = (decimal)hqData.Sellprice4;
level.SellFivePrice = (decimal)hqData.Sellprice5;
#endregion
#region 卖量
level.SellFirstVolume = (decimal)hqData.Sellvol1;
level.SellSecondVolume = (decimal)hqData.Sellvol2;
level.SellThirdVolume = (decimal)hqData.Sellvol3;
level.SellFourthVolume = (decimal)hqData.Sellvol4;
level.SellFiveVolume = (decimal)hqData.Sellvol5;
#endregion
level.LastPrice = decimal.Parse(hqData.Lasttrade.ToString());
level.LastVolume = decimal.Parse(data.LastVolume.ToString());
level.LowerPrice = decimal.Parse(data.LowB.ToString());
level.UpPrice = decimal.Parse(data.UpB.ToString());
level.YesterPrice = decimal.Parse(data.YClose.ToString());
level.MarketRefreshTime = data.HqData.Time;
return(level);
}
/// <summary>
/// 港股行情转换成自定义行情实体
/// </summary>
/// <param name="hqData">自定义实体</param>
/// <returns></returns>
public MarketDataLevel HKStockDataConvertMarketDataLevel(HKStock hqData)
{
MarketDataLevel level = new MarketDataLevel();
level.Code = hqData.CodeKey;
level.Name = hqData.StrName;
#region 买价
level.BuyFirstPrice = (decimal)hqData.Buyprice1;
level.BuySecondPrice = (decimal)hqData.Buyprice2;
level.BuyThirdPrice = (decimal)hqData.Buyprice3;
level.BuyFourthPrice = (decimal)hqData.Buyprice4;
level.BuyFivePrice = (decimal)hqData.Buyprice5;
#endregion
#region 买量
level.BuyFirstVolume = (decimal)hqData.Buyvol1;
level.BuySecondVolume = (decimal)hqData.Buyvol2;
level.BuyThirdVolume = (decimal)hqData.Buyvol3;
level.BuyFourthVolume = (decimal)hqData.Buyvol4;
level.BuyFiveVolume = (decimal)hqData.Buyvol5;
#endregion
#region 卖价
level.SellFirstPrice = (decimal)hqData.Sellprice1;
level.SellSecondPrice = (decimal)hqData.Sellprice2;
level.SellThirdPrice = (decimal)hqData.Sellprice3;
level.SellFourthPrice = (decimal)hqData.Sellprice4;
level.SellFivePrice = (decimal)hqData.Sellprice5;
#endregion
#region 卖量
level.SellFirstVolume = (decimal)hqData.Sellvol1;
level.SellSecondVolume = (decimal)hqData.Sellvol2;
level.SellThirdVolume = (decimal)hqData.Sellvol3;
level.SellFourthVolume = (decimal)hqData.Sellvol4;
level.SellFiveVolume = (decimal)hqData.Sellvol5;
#endregion
level.LastPrice = decimal.Parse(hqData.Lasttrade.ToString());
level.LastVolume = decimal.Parse(hqData.PTrans.ToString());
level.LowerPrice = decimal.Parse(hqData.Low.ToString());
level.UpPrice = decimal.Parse(hqData.High.ToString());
level.YesterPrice = decimal.Parse(hqData.ClosePrice.ToString());
level.MarketRefreshTime = DateTime.Parse(hqData.Time);
return(level);
}
/// <summary>
/// Title:根据代码和代码所属类型获取最后成交价(最新成交价)
/// Create by:李健华
/// Create Date:2009-11-08
/// </summary>
/// <param name="code"></param>
/// <returns></returns>
public MarketDataLevel GetLastPriceByCode(string code, int breedClassType, out string errMsg)
{
MarketDataLevel result = null;
errMsg = "";
try
{
switch ((Types.BreedClassTypeEnum)breedClassType)
{
case Types.BreedClassTypeEnum.Stock:
HqExData data = GetRealMarketService().GetStockHqData(code);
if (data == null || data.HqData == null)
{
errMsg = "GT-0023：无法获取当前现货代码相关行情";
return(result);
}
// HqExData exData = data;
//float lastPrice = exData.HqData.Lasttrade;
//result = (decimal)lastPrice;
result = HqExDataConvertMarketDataLevel(data);
break;
case Types.BreedClassTypeEnum.CommodityFuture:
//add by 董鹏 2010-01-26
MerFutData cfdata = GetRealMarketService().GetMercantileFutData(code);
if (cfdata == null)
{
errMsg = "GT-0023：无法获取当前商品期货代码相关行情";
return(result);
}
//MerFutData cforgData = cfdata;
//double cflastPrice = cforgData.Lasttrade;
//result = (decimal)cflastPrice;
result = MerFutDataConvertMarketDataLevel(cfdata);
break;
case Types.BreedClassTypeEnum.StockIndexFuture:
FutData qhdata = GetRealMarketService().GetFutData(code);
if (qhdata == null)
{
errMsg = "GT-0023：无法获取当前股指期货代码相关行情";
return(result);
}
//FutData orgData = qhdata;
//double qhlastPrice = orgData.Lasttrade;
//result = (decimal)qhlastPrice;
result = FutDataDataConvertMarketDataLevel(qhdata);
break;
case Types.BreedClassTypeEnum.HKStock:
HKStock hkdata = GetRealMarketService().GetHKStockData(code);
if (hkdata == null)
{
errMsg = "GT-0023：无法获取当前港股代码相关行情";
return(result);
}
//double hkLastPrice = hkdata.Lasttrade;
//result = (decimal)hkLastPrice;
result = HKStockDataConvertMarketDataLevel(hkdata);
break;
default:
errMsg = "GT-0023：无此代码所属类型的行情";
break;
}
}
catch (Exception ex)
{
errMsg = ex.Message;
LogHelper.WriteError("GT-0023：根据代码和代码所属类型获取最后成交价(最新成交价)异常", ex);
}
return(result);
}
/// <summary>
/// 商品期货强行平仓
/// Create by:董鹏
/// Create Date:2010-02-04
/// </summary>
/// <param name="orderAccepter">委托接收对象</param>
/// <param name="holdTable">持仓实体</param>
/// <param name="price">委托价格</param>
/// <param name="amount">委托数量</param>
/// <param name="isExpiredContract">是否是过期的合约需要平仓</param>
private void CloseCommoditiesContract(OrderAccepter orderAccepter, QH_HoldAccountTableInfo holdTable, float price, float amount, Types.QHForcedCloseType closeType, Entity.Contants.Types.FutureOpenCloseType closeType2)
{
if (holdTable == null)
{
return;
}
if (holdTable.HistoryHoldAmount == 0 && closeType2 == ReckoningCounter.Entity.Contants.Types.FutureOpenCloseType.ClosePosition)
{
return;
}
if (holdTable.TodayHoldAmount == 0 && closeType2 == ReckoningCounter.Entity.Contants.Types.FutureOpenCloseType.CloseTodayPosition)
{
return;
}
MercantileFuturesOrderRequest2 request = null;
request = new MercantileFuturesOrderRequest2();
string type = "";
switch (closeType)
{
case Types.QHForcedCloseType.Expired:
// request.IsExpiredContract = true;
type = "过期合约持仓检查平仓";
break;
case Types.QHForcedCloseType.CapitalCheck:
//request.IsCapitalCheckContract = true;
type = "资金检查平仓";
break;
case Types.QHForcedCloseType.OverHoldLimit:
//request.IsOverHoldLimitContract = true;
type = "持仓限制检查平仓";
break;
case Types.QHForcedCloseType.NotModMinUnit:
//request.IsNotModMinUnitContract = true;
type = "最小交割单位整数倍持仓检查平仓";
break;
}
request.QHForcedCloseType = closeType; //盘前检查强行平仓类型
request.IsForcedCloseOrder = true; //是否盘前检查强行平仓
//{
// request = new MercantileFuturesOrderRequest2 { IsExpiredContract = true, IsCapitalCheckContract = false };
//}
//else
//{
// request = new MercantileFuturesOrderRequest2 { IsExpiredContract = false, IsCapitalCheckContract = true };
//}
var buySellType = holdTable.BuySellTypeId == (int)Types.TransactionDirection.Buying
? Types.TransactionDirection.Selling
: Types.TransactionDirection.Buying;
request.BuySell = buySellType;
request.Code = holdTable.Contract;
request.FundAccountId = capitalAccount.UserAccountDistributeLogo;
request.OpenCloseType = closeType2;
request.OrderAmount = amount;//(float)holdTable.HistoryHoldAmount;
//和刘丹确认过，不是过期合约平仓或者价格为0时，取当日的涨停价或跌停价报盘，买平用涨停价，卖平用跌停价，add by 董鹏 2010-02-23
//2010-04-02 和刘丹、苏婷再次讨论，定为先取行情最新价，若取不到在使用涨跌停价 update by 董鹏 2010-04-02
if (closeType != Types.QHForcedCloseType.Expired || price == 0)
{
string errMsg;
int errcount = 0;
//获取行情最新成交价
MarketDataLevel marketData = null;
while (marketData == null)
{
marketData = RealTimeMarketUtil.GetInstance().GetLastPriceByCode(holdTable.Contract, (int)Types.BreedClassTypeEnum.CommodityFuture, out errMsg);
errcount++;
if (errcount > 10)
{
LogHelper.WriteDebug("期货强行平仓，无法获取到行情最新成交价。CloseCommoditiesContract");
break;
}
if (marketData == null)
{
Thread.Sleep(10000);
}
}
if (marketData != null && marketData.LastPrice != 0)
{
price = (float)marketData.LastPrice;
}
else
{
//取不到行情成交价，取涨跌停板价
HighLowRangeValue hlValue = null;
while (hlValue == null)
{
hlValue = MCService.HLRangeProcessor.GetHighLowRangeValueByCommodityCode(holdTable.Contract, 0);
errcount++;
if (errcount > 10)
{
LogHelper.WriteDebug("期货强行平仓，无法获取到涨跌停板价格。CloseCommoditiesContract");
return;
}
if (hlValue == null)
{
Thread.Sleep(10000);
}
}
price = holdTable.BuySellTypeId == (int)Types.TransactionDirection.Buying
? (float)hlValue.HighRangeValue
: (float)hlValue.LowRangeValue;
}
}
request.OrderPrice = price;
request.OrderUnitType = Types.UnitType.Hand;
request.OrderWay = Entity.Contants.Types.OrderPriceType.OPTLimited;
string format = "FutureDayChecker开盘持仓检查强制平仓[UserAccountDistributeLogo={0},AccountHoldLogoId={1}，Code={2}, Price={3}, 平仓类型={4}]-委托信息：" + request;
string msg = string.Format(format, holdTable.UserAccountDistributeLogo, holdTable.AccountHoldLogoId, holdTable.Contract, price, type);
LogHelper.WriteDebug(msg + holdTable);
UA_UserAccountAllocationTableDal ua_UserAccountAllocationTableDal = new UA_UserAccountAllocationTableDal();
//设置为其所属的交易员
var userAccountAllocationTable = ua_UserAccountAllocationTableDal.GetModel(capitalAccount.UserAccountDistributeLogo);
if (userAccountAllocationTable == null)
{
string msg2 = "开盘检查强行平仓失败！无法获取资金账户信息，ID=" + capitalAccount.UserAccountDistributeLogo;
LogHelper.WriteInfo(msg2);
return;
}
UA_UserBasicInformationTableDal ua_UserBasicInformationTableDal = new UA_UserBasicInformationTableDal();
var user = ua_UserBasicInformationTableDal.GetModel(userAccountAllocationTable.UserID);
if (user == null)
{
string msg3 = "开盘检查强行平仓失败！无法获取交易员信息，UserID=" + userAccountAllocationTable.UserID;
LogHelper.WriteInfo(msg3);
return;
}
request.TraderId = user.UserID;
request.TraderPassword = user.Password;
orderAccepter.DoMercantileFuturesOrder(request);
}
