/// <summary>
/// 错单回报
/// </summary>
private void CTradeApi_OnErrRtnOrderInsert(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo)
{
OrderField of = ConvertFunctions.InputOrderField_To_OrderField(pInputOrder, pRspInfo);
this._OnErrorOrder?.Invoke(of);
}
/// <summary>
/// 下普通单错误时回报
/// </summary>
private void CTradeApi_OnRspOrderInsert(ref CThostFtdcInputOrderField pInputOrder, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
OrderField of = ConvertFunctions.InputOrderField_To_OrderField(pInputOrder, pRspInfo);
this._OnErrorOrder?.Invoke(of);
}
/// <summary>
/// 查询持仓回报
/// </summary>
private void CTradeApi_OnRspQryInvestorPosition(ref CThostFtdcInvestorPositionField pInvestorPosition, ref CThostFtdcRspInfoField pRspInfo, int nRequestID, bool bIsLast)
{
if (!string.IsNullOrEmpty(pInvestorPosition.InstrumentID))
{
var f = pInvestorPosition;
if (f.Position > 0) //Position字段即总仓位
{
this._ListPositionField.Add(f);
}
}
if (bIsLast)
{
this._isFirstTimeLogin = false;
foreach (var g in _ListPositionField.GroupBy(p => p.InstrumentID + "_" + p.PosiDirection + "_" + p.HedgeFlag))
{
var id = g.First();
var instrumentID = id.InstrumentID;
var direction = ConvertFunctions.TThostFtdcPosiDirectionType_To_Direction(id.PosiDirection);
var hedge = ConvertFunctions.TThostFtdcHedgeFlagType_To_HedgeFlag(id.HedgeFlag);
var key = new Tuple <string, Direction, HedgeFlag>(instrumentID, direction, hedge);
var pos = this._DictInvestorPosition.GetOrAdd(key, new Position(instrumentID, direction, hedge));
#region 持仓赋值
pos.TdPosition = g.Sum(n => n.TodayPosition);
pos.YdPosition = g.Sum(n => n.YdPosition);
if (pos.TotalPosition == 0)
{
this._DictInvestorPosition.TryRemove(key, out pos);
continue;
}
pos.BrokerID = id.BrokerID;
pos.InvestorID = id.InvestorID;
pos.PositionDateType = g.Max(n => ConvertFunctions.TThostFtdcPositionDateType_To_PositionDateType(n.PositionDate));//枚举类型值：今 = 1；昨 = 2；
pos.LongFrozen = g.Sum(n => n.LongFrozen);
pos.ShortFrozen = g.Sum(n => n.ShortFrozen);
pos.LongFrozenAmount = g.Sum(n => n.LongFrozenAmount);
pos.ShortFrozenAmount = g.Sum(n => n.ShortFrozenAmount);
pos.OpenVolume = g.Sum(n => n.OpenVolume);
pos.CloseVolume = g.Sum(n => n.CloseVolume);
pos.OpenAmount = g.Sum(n => n.OpenAmount);
pos.CloseAmount = g.Sum(n => n.CloseAmount);
pos.PositionCost = g.Sum(n => n.PositionCost);
pos.PreMargin = g.Sum(n => n.PreMargin);
pos.UseMargin = g.Sum(n => n.UseMargin);
pos.FrozenMargin = g.Sum(n => n.FrozenMargin);
pos.FrozenCash = g.Sum(n => n.FrozenCash);
pos.FrozenCommission = g.Sum(n => n.FrozenCommission);
pos.CashIn = g.Sum(n => n.CashIn);
pos.Commission = g.Sum(n => n.Commission);
pos.CloseProfit = g.Sum(n => n.CloseProfit);
pos.PositionProfit = g.Sum(n => n.PositionProfit);
pos.PreSettlementPrice = g.Sum(n => n.PreSettlementPrice);
pos.SettlementPrice = g.Sum(n => n.SettlementPrice);
pos.TradingDay = g.Max(n => n.TradingDay);
pos.OpenCost = g.Sum(n => n.OpenCost);
pos.ExchangeMargin = g.Sum(n => n.ExchangeMargin);
pos.CombPosition = g.Sum(n => n.CombPosition);
pos.CombLongFrozen = g.Sum(n => n.CombLongFrozen);
pos.CombShortFrozen = g.Sum(n => n.CombShortFrozen);
pos.CloseProfitByDate = g.Sum(n => n.CloseProfitByDate);
pos.CloseProfitByTrade = g.Sum(n => n.CloseProfitByTrade);
pos.MarginRateByMoney = id.MarginRateByMoney;
pos.MarginRateByVolume = id.MarginRateByVolume;
pos.StrikeFrozen = g.Sum(n => n.StrikeFrozen);
pos.StrikeFrozenAmount = g.Sum(n => n.StrikeFrozenAmount);
pos.AbandonFrozen = g.Sum(n => n.AbandonFrozen);
InstrumentField instrument;
this._DictInstrumentField.TryGetValue(pos.InstrumentID, out instrument);
if (instrument != null)
{//OpenProfit是自设字段，表示开仓后到现在的总盈亏
pos.AvgOpenPrice = pos.OpenCost / pos.TotalPosition / instrument.VolumeMultiple;
if (pos.PosiDirection == Direction.Buy)
{
pos.OpenProfit = (pos.LastPrice - pos.AvgOpenPrice) * pos.TotalPosition * instrument.VolumeMultiple;
}
else if (pos.PosiDirection == Direction.Sell)
{
pos.OpenProfit = -(pos.LastPrice - pos.AvgOpenPrice) * pos.TotalPosition * instrument.VolumeMultiple;
}
}
#endregion
pos.Notify("");
//外部函数引发调用
this._OnPosition?.Invoke(pos);
}
this._OnPositionChanged?.Invoke(this._DictInvestorPosition);
#region TradingAccount
//TradingAccount.CloseProfit = _listPosi.Sum(n => n.CloseProfit);
//TradingAccount.PositionProfit = _listPosi.Sum(n => n.PositionProfit);
//TradingAccount.Commission = _listPosi.Sum(n => n.Commission);
//TradingAccount.Fund = TradingAccount.PreBalance + TradingAccount.CloseProfit + TradingAccount.PositionProfit - TradingAccount.Commission;
//TradingAccount.FrozenCash = _listPosi.Sum(n => n.FrozenCash);
////由查帐户资金函数处理,原因:保证金有单边收的情况无法用持仓统计
////TradingAccount.CurrMargin = _listPosi.Sum(n => n.UseMargin);
////TradingAccount.Available = TradingAccount.Fund - TradingAccount.CurrMargin - TradingAccount.FrozenCash;
////TradingAccount.Risk = TradingAccount.CurrMargin / TradingAccount.Fund;
#endregion
_ListPositionField.Clear();//清除,以便得到结果是重新添加
}
_isQryPositionCompleted = bIsLast;
}
