//双击撤单/平仓
private void dataGridView_CellDoubleClick(object sender, DataGridViewCellEventArgs e)
{
if (e.ColumnIndex < 0 || e.RowIndex < 0)
{
return;
}
var rgv = (DataGridView)sender;
var row = rgv.CurrentRow;
if (row == null)
{
return;
}
if (rgv == this.dataGridViewOrder)
{
if (MessageBox.Show(this, "确认撤单操作(Y/N)", "确认", MessageBoxButtons.YesNo) == DialogResult.No)
{
return;
}
OrderField of = (OrderField)row.DataBoundItem;
if (of.Status == OrderStatus.Normal || of.Status == OrderStatus.Partial)
{
_t.ReqOrderAction(of.OrderID);
}
}
else if (rgv == this.dataGridViewPosition)
{
if (MessageBox.Show(this, "确认快速平仓操作(Y/N)", "确认", MessageBoxButtons.YesNo) == DialogResult.No)
{
return;
}
PositionField pf = (PositionField)row.DataBoundItem;
var dir = pf.Direction == DirectionType.Buy ? DirectionType.Sell : DirectionType.Buy;
var price = dir == DirectionType.Buy ? _q.DicTick[pf.InstrumentID].AskPrice : _q.DicTick[pf.InstrumentID].BidPrice;
var lots = pf.Position;
if (_t.DicInstrumentField[pf.InstrumentID].ExchangeID == Exchange.SHFE && pf.TdPosition > 0)
{
_t.ReqOrderInsert(pf.InstrumentID, dir, OffsetType.CloseToday, price, pf.TdPosition, 0);
lots -= pf.TdPosition;
}
if (lots > 0)
{
close(pf, price, lots);
}
}
}
//策略委托:
void stra_OnRtnOrder(OrderItem pOrderItem, Data pData, Strategy pStrategy)
{
//实际委托
if (pStrategy.EnableOrder)
{
LogInfo($"{pStrategy.Name,-8}{pOrderItem.Date,20}{pData.InstrumentOrder,8}{pOrderItem.Dir,4}{pOrderItem.Offset,6}{pOrderItem.Price,12:F2}{pOrderItem.Lots,4}{pOrderItem.Remark}");
var price = pOrderItem.Price;
//处理映射合约的价格
if (pData.Instrument != pData.InstrumentOrder)
{
price = pOrderItem.Dir == Direction.Buy ? _q.DicTick[pData.InstrumentOrder].AskPrice : _q.DicTick[pData.InstrumentOrder].AskPrice;
}
//处理上期所平今操作
if (pOrderItem.Offset == Offset.Close)
{
int lots = pOrderItem.Lots;
_t.ClosePosi(pData.InstrumentOrder, pOrderItem.Dir == Direction.Buy ? DirectionType.Sell : DirectionType.Buy, price, pOrderItem.Lots, int.Parse(pStrategy.Name) * 100);
}
else
{
_t.ReqOrderInsert(pData.InstrumentOrder, pOrderItem.Dir == Direction.Buy ? DirectionType.Buy : DirectionType.Sell, OffsetType.Open, price, pOrderItem.Lots, pCustom: int.Parse(pStrategy.Name) * 100);
}
}
}
