/// <summary>
/// 字符串转换成持仓对象
/// </summary>
/// <param name="positionResult"></param>
/// <returns></returns>
public static SecurityPosition ConvertToStockPosition(String positionResult)
{
if (positionResult == null || positionResult.Length == 0)
{
return(null);
}
String[] positionFields = positionResult.Split(" ".ToCharArray());
if (positionFields == null || positionFields.Length < 14)
{
return(null);
}
int index = 0;
SecurityPosition position = new SecurityPosition();
position.m_stockCode = positionFields[index++];
position.m_stockName = positionFields[index++];
position.m_stockBalance = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_availableBalance = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_volume = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_frozenVolume = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_positionProfit = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_positionCost = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_positionProfitRatio = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_marketPrice = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_marketValue = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_redemptionVolume = CStrA.ConvertStrToDouble(positionFields[index++]);
position.m_marketName = positionFields[index++];
position.m_investorAccount = positionFields[index++];
return(position);
}
/// <summary>
/// 设置股票账户持仓信息
/// </summary>
/// <param name="stockPositionResult"></param>
private void SetSecurityPosition(String stockPositionResult)
{
m_dictSecurityPositions.Clear();
if (stockPositionResult == null || stockPositionResult.Length == 0)
{
return;
}
String[] lines = stockPositionResult.Split(Environment.NewLine.ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
if (lines == null || lines.Length < 2)
{
return;
}
m_gridPositionAccount.BeginUpdate();
m_gridPositionAccount.ClearRows();
for (int i = 1; i < lines.Length; i++)
{
SecurityPosition position = SecurityPosition.ConvertToStockPosition(lines[i]);
if (position != null)
{
m_dictSecurityPositions[position.m_stockCode] = position;
GridRow row = new GridRow();
m_gridPositionAccount.AddRow(row);
GridCell cell = new GridStringCell(position.m_stockCode);
row.AddCell(0, cell);
cell = new GridStringCell(position.m_stockName);
row.AddCell(1, cell);
cell = new GridDoubleCell(position.m_stockBalance);
row.AddCell(2, cell);
cell = new GridDoubleCell(position.m_availableBalance);
row.AddCell(3, cell);
cell = new GridDoubleCell(position.m_volume);
row.AddCell(4, cell);
cell = new GridDoubleCell(position.m_frozenVolume);
row.AddCell(5, cell);
cell = new GridDoubleCell(position.m_positionProfit);
row.AddCell(6, cell);
cell = new GridDoubleCell(position.m_positionCost);
row.AddCell(7, cell);
cell = new GridDoubleCell(position.m_positionProfitRatio);
row.AddCell(8, cell);
cell = new GridDoubleCell(position.m_marketPrice);
row.AddCell(9, cell);
cell = new GridDoubleCell(position.m_marketValue);
row.AddCell(10, cell);
cell = new GridDoubleCell(position.m_redemptionVolume);
row.AddCell(11, cell);
cell = new GridStringCell(position.m_marketName);
row.AddCell(12, cell);
cell = new GridStringCell(position.m_investorAccount);
row.AddCell(13, cell);
}
}
m_gridPositionAccount.EndUpdate();
m_gridPositionAccount.Invalidate();
}
/// <summary>
///
/// </summary>
/// <param name="param"></param>
public void DealStrategyThread(object param)
{
SecurityLatestData latestData = param as SecurityLatestData;
if (latestData == null)
{
return;
}
if (m_securityStrategySettingCurrnet == null || m_securityStrategySettingCurrnet.m_strategyType != 0)
{
return;
}
SecurityRangeTradeCondition securityRangeTradeCondition
= JsonConvert.DeserializeObject <SecurityRangeTradeCondition>(m_securityStrategySettingCurrnet.m_strategySettingInfo);
if (securityRangeTradeCondition == null)
{
return;
}
bool isInitBuild = securityRangeTradeCondition.m_initBuildFlag;
float bottomRangePrice = securityRangeTradeCondition.m_bottomRangePrice;
float topRangePrice = securityRangeTradeCondition.m_topRangePrice;
// 当前价格超过了区间的上限价格或者低于区间的下限，则不做处理
if (latestData.m_close > topRangePrice || latestData.m_close < bottomRangePrice)
{
return;
}
// 已经建仓完成
if (isInitBuild)
{
bool isBasePrice = securityRangeTradeCondition.m_isBasePrice;
float lastDealPrice = securityRangeTradeCondition.m_lastDealPrice;
int buyCount = securityRangeTradeCondition.m_buyCount;
int sellCount = securityRangeTradeCondition.m_sellCount;
float lowLastDealBuy = securityRangeTradeCondition.m_lowLastDealBuy;
float overLastDealSell = securityRangeTradeCondition.m_overLastDealSell;
bool isCrossBuy = securityRangeTradeCondition.m_isCrossBuy;
bool isCrossSell = securityRangeTradeCondition.m_isCrossSell;
// 当前价格和上次委托未成交价格的比较
double diffPrice1 = latestData.m_close - m_lastCommissionNoTradePrice;
if (diffPrice1 == 0)
{
return;
}
if (diffPrice1 > 0 && diffPrice1 < overLastDealSell)
{
return;
}
if (diffPrice1 < 0 && Math.Abs(diffPrice1) < lowLastDealBuy)
{
return;
}
// 计算当前价格和上次成交价格的差值
double diffPrice = latestData.m_close - lastDealPrice;
if (diffPrice > 0)
{
SecurityPosition postion = null;
if (!m_dictSecurityPositions.TryGetValue(latestData.m_code, out postion))
{
// 没有持仓信息，不做处理
return;
}
// 高于上次成交价格
int readSellCount = 0;
int sepaCount = (int)(diffPrice / overLastDealSell);
if (sepaCount < 1)
{
// 价格没有达到预期值
return;
}
if (isCrossSell)
{
readSellCount = sepaCount * sellCount;
}
else
{
readSellCount = sellCount;
}
if (readSellCount < 100)
{
return;
}
// 股票余额小于可卖数量
if (postion.m_stockBalance < readSellCount)
{
readSellCount = (int)postion.m_stockBalance;
}
OrderInfo info = new OrderInfo();
info.m_code = CStrA.ConvertDBCodeToDealCode(latestData.m_code);
info.m_price = (float)Math.Round(latestData.m_close, 2);
info.m_qty = readSellCount;
m_lastCommissionNoTradePrice = info.m_price;
AutoTradeService.Sell(info);
Thread.Sleep(3000);
THSDealInfo req = new THSDealInfo();
req.m_operateType = 4;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
}
else if (diffPrice < 0)
{
if (m_securityTradingAccount == null)
{
// 没有资金账户信息
return;
}
// 低于上次成交价格
int readBuyCount = 0;
int sepaCount = (int)(Math.Abs(diffPrice) / overLastDealSell);
if (sepaCount < 1)
{
// 价格没有达到预期值
return;
}
if (isCrossBuy)
{
readBuyCount = sepaCount * buyCount;
}
else
{
readBuyCount = buyCount;
}
if (readBuyCount < 100)
{
return;
}
int capitalAllowBuyCount = (int)((m_securityTradingAccount.m_capitalBalance - m_securityTradingAccount.m_frozenCash) / latestData.m_close) / 100 * 100;
// 资金余额小于可买的数量
if (capitalAllowBuyCount < readBuyCount)
{
readBuyCount = capitalAllowBuyCount;
}
OrderInfo info = new OrderInfo();
info.m_code = CStrA.ConvertDBCodeToDealCode(latestData.m_code);
info.m_price = (float)Math.Round(latestData.m_close, 2);
info.m_qty = readBuyCount;
m_lastCommissionNoTradePrice = info.m_price;
AutoTradeService.Buy(info);
Thread.Sleep(3000);
THSDealInfo req = new THSDealInfo();
req.m_operateType = 3;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
}
}
else
{
}
}
