public override bool Equals(object obj)
{
if (obj == null)
{
return(false);
}
ArbitrageAlarmArgumentViewModel model = obj as ArbitrageAlarmArgumentViewModel;
if (model == null)
{
return(false);
}
if (this.MonitorType == model.MonitorType &&
this.PriceSpreadSide == model.PriceSpreadSide &&
this.PriceSpreadThreshold == model.PriceSpreadThreshold)
{
return(true);
}
else
{
return(false);
}
}
/// <summary>
/// 添加预警
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_AddNotify_Click(object sender, EventArgs e)
{
ArbitragePriceSpreadAlarmType monitorType = this.arbitragePriceSpreadMonitorTypeControl.MonitorType;
PriceSpreadSide priceSpreadSide = this.priceSpreadSideControl_Alarm.PriceSpreadSide;
decimal threshold = this.nudPriceSpreadThreshold_Alarm.Value;
ArbitrageAlarmArgument args = new ArbitrageAlarmArgument();
args.MonitorType = monitorType;
args.PriceSpreadSide = priceSpreadSide;
args.PriceSpreadThreshold = threshold;
ArbitrageAlarmArgumentViewModel model = ArbitrageAlarmArgumentViewModel.CreatViewModel(args);
ArbitrageAlarmArgumentViewModel hasModel = (from m in m_dataSourceAlarm
where m.Equals(model)
select m).FirstOrDefault();
if (hasModel != null)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "不能添加重复的预警");
return;
}
m_dataSourceAlarm.Add(ArbitrageAlarmArgumentViewModel.CreatViewModel(args));
}
public static ArbitrageAlarmArgument CreatAlarmData(ArbitrageAlarmArgumentViewModel model)
{
ArbitrageAlarmArgument args = new ArbitrageAlarmArgument();
args.MonitorType = model.MonitorType;
args.PriceSpreadSide = model.PriceSpreadSide;
args.PriceSpreadThreshold = model.PriceSpreadThreshold;
return(args);
}
public static ArbitrageAlarmArgumentViewModel CreatViewModel(ArbitrageAlarmArgument args)
{
ArbitrageAlarmArgumentViewModel model = new ArbitrageAlarmArgumentViewModel();
model.MonitorType = args.MonitorType;
model.PriceSpreadSide = args.PriceSpreadSide;
model.PriceSpreadThreshold = args.PriceSpreadThreshold;
return(model);
}
/// <summary>
/// 初始化预警列表。
/// </summary>
private void InitializeAlarmList()
{
m_dataSourceAlarm = new BindingList <ArbitrageAlarmArgumentViewModel>();
this.gridAlarmCondition.AutoGenerateColumns = false;
this.gridAlarmCondition.DataSource = m_dataSourceAlarm;
if (m_arbitrageArgument != null && m_arbitrageArgument.AlarmArgs != null)
{
foreach (ArbitrageAlarmArgument alarmArg in m_arbitrageArgument.AlarmArgs)
{
ArbitrageAlarmArgumentViewModel model = ArbitrageAlarmArgumentViewModel.CreatViewModel(alarmArg);
}
}
}
/// <summary>
/// 设置前套利参数用于修改
/// </summary>
private void SetArbitrageArgument(ArbitrageArgument arg)
{
this.arbitrageOperationSideControl.OperationSide = arg.OperationSide;
//开仓参数参数
if (arg.OpenArg != null)
{
ArbitrageOpenArgument openArg = arg.OpenArg;
this.preferentialSideControl_OpenArg.PreferentialSide = openArg.PreferentialSide;
this.orderPriceTypeControl_OpenNearArg.OrderPriceType = openArg.NearOrderPriceType;
this.orderPriceTypeControl_OpenFarArg.OrderPriceType = openArg.FarOrderPriceType;
this.priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide = openArg.OpenCondition.PriceSpreadSide;
this.nudPriceSpreadThreshold_OpenArg.Value = openArg.OpenCondition.PriceSpreadThreshold;
this.nudDifferentialUnit_OpenArg.Value = openArg.DifferentialUnit;
this.nudOrderQtyUint_OpenArg.Value = openArg.OrderQtyUint;
this.nudTotalOrderQty_OpenArg.Value = openArg.TotalOrderQty;
}
//平仓参数
if (arg.CloseArg != null)
{
ArbitrageCloseArgument closeArg = arg.CloseArg;
this.orderPriceTypeControl_CloseNearArg.OrderPriceType = closeArg.NearOrderPriceType;
this.orderPriceTypeControl_CloseFarArg.OrderPriceType = closeArg.FarOrderPriceType;
this.preferentialSideControl_CloseArg.PreferentialSide = closeArg.PreferentialSide;
this.priceSpreadSideControl_CloseSpreadArg.PriceSpreadSide = closeArg.CloseCondition.PriceSpreadSide;
this.nudPriceSpreadThreshold_CloseArg.Value = closeArg.CloseCondition.PriceSpreadThreshold;
this.nudDifferentialUnit_CloseArg.Value = closeArg.DifferentialUnit;
this.nudOrderQtyUint_CloseArg.Value = closeArg.OrderQtyUint;
}
//止损参数
if (arg.StopLossArg != null)
{
this.priceSpreadSideControl_StopLossArg.PriceSpreadSide = arg.StopLossArg.StopLossCondition.PriceSpreadSide;
this.nudPriceSpreadThreshold_StopLossArg.Value = arg.StopLossArg.StopLossCondition.PriceSpreadThreshold;
}
//预警参数
if (arg.AlarmArgs != null)
{
foreach (ArbitrageAlarmArgument alarmArg in arg.AlarmArgs)
{
m_dataSourceAlarm.Add(ArbitrageAlarmArgumentViewModel.CreatViewModel(alarmArg));
}
}
}
/// <summary>
/// 移除预警
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button_CancelNotify_Click(object sender, EventArgs e)
{
DataGridViewSelectedRowCollection selectRows = this.gridAlarmCondition.SelectedRows;
if (selectRows == null || selectRows.Count == 0)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, "请选择要移除的预警");
return;
}
;
foreach (DataGridViewRow row in selectRows)
{
ArbitrageAlarmArgumentViewModel model = row.DataBoundItem as ArbitrageAlarmArgumentViewModel;
m_dataSourceAlarm.Remove(model);
}
}
/// <summary>
/// 创建组合套利单下单参数
/// </summary>
private bool CreateNewArbitrageOrder()
{
USeInstrument nearInstrument = this.cbxNearInstrument.SelectedItem as USeInstrument;
USeInstrument farInstrument = this.cbxFarInstrument.SelectedItem as USeInstrument;
ArbitrageOperationSide operationSide = this.arbitrageOperationSideControl.OperationSide;
ArbitrageOpenArgument openArg = new ArbitrageOpenArgument();
if (operationSide == ArbitrageOperationSide.BuyNearSellFar)
{
openArg.BuyInstrument = nearInstrument;
openArg.SellInstrument = farInstrument;
openArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
openArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
}
else if (operationSide == ArbitrageOperationSide.SellNearBuyFar)
{
openArg.BuyInstrument = farInstrument;
openArg.SellInstrument = nearInstrument;
openArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
openArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
}
else
{
Debug.Assert(false);
}
openArg.NearOrderPriceType = this.orderPriceTypeControl_OpenNearArg.OrderPriceType;
openArg.FarOrderPriceType = this.orderPriceTypeControl_OpenFarArg.OrderPriceType;
openArg.PreferentialSide = this.preferentialSideControl_OpenArg.PreferentialSide;
openArg.OpenCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_OpenSpreadArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_OpenArg.Value
};
openArg.TotalOrderQty = (int)this.nudTotalOrderQty_OpenArg.Value;
openArg.OrderQtyUint = (int)this.nudOrderQtyUint_OpenArg.Value;
openArg.DifferentialUnit = (int)this.nudDifferentialUnit_OpenArg.Value;
ArbitrageCloseArgument closeArg = new ArbitrageCloseArgument();
if (operationSide == ArbitrageOperationSide.BuyNearSellFar)
{
closeArg.BuyInstrument = farInstrument;
closeArg.SellInstrument = nearInstrument;
closeArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
closeArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
}
else if (operationSide == ArbitrageOperationSide.SellNearBuyFar)
{
closeArg.BuyInstrument = nearInstrument;
closeArg.SellInstrument = farInstrument;
closeArg.BuyInstrumentOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
closeArg.SellInstrumentOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
}
closeArg.NearOrderPriceType = this.orderPriceTypeControl_CloseNearArg.OrderPriceType;
closeArg.FarOrderPriceType = this.orderPriceTypeControl_CloseFarArg.OrderPriceType;
closeArg.PreferentialSide = this.preferentialSideControl_CloseArg.PreferentialSide;
closeArg.CloseCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_CloseSpreadArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_CloseArg.Value
};
closeArg.OrderQtyUint = (int)this.nudOrderQtyUint_CloseArg.Value;
closeArg.DifferentialUnit = (int)this.nudDifferentialUnit_CloseArg.Value;
ArbitrageStopLossArgument stopLossArg = null;
if (this.cbxStopLossFlag.Checked)
{
stopLossArg = new ArbitrageStopLossArgument();
stopLossArg.StopLossCondition = new PriceSpreadCondition()
{
PriceSpreadSide = this.priceSpreadSideControl_StopLossArg.PriceSpreadSide,
PriceSpreadThreshold = this.nudPriceSpreadThreshold_StopLossArg.Value
};
}
List <ArbitrageAlarmArgument> alarmArgList = new List <ArbitrageAlarmArgument>();
if (m_dataSourceAlarm != null && m_dataSourceAlarm.Count > 0)
{
foreach (ArbitrageAlarmArgumentViewModel alarmView in m_dataSourceAlarm)
{
alarmArgList.Add(ArbitrageAlarmArgumentViewModel.CreatAlarmData(alarmView));
}
}
ArbitrageArgument argument = new ArbitrageArgument();
argument.ProductID = m_product.ProductCode;
argument.NearInstrument = nearInstrument;
argument.FarInstrument = farInstrument;
argument.OperationSide = operationSide;
argument.OpenArg = openArg;
argument.CloseArg = closeArg;
argument.StopLossArg = stopLossArg;
argument.AlarmArgs = alarmArgList;
string errorMessage = string.Empty;
if (VerifyMargin(argument.OpenArg, out errorMessage) == false)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, errorMessage);
return(false);
}
decimal evaluateMargin = EvaluateMargin(argument.OpenArg);
string text = string.Format("套利单预计占用保证金 {0},确定跟单么?", evaluateMargin.ToString("#,0"));
if (DialogResult.Yes != USeFuturesSpiritUtility.ShowYesNoMessageBox(this, text))
{
return(false);
}
try
{
AutoTraderManager traderManager = USeManager.Instance.AutoTraderManager;
Debug.Assert(traderManager != null);
AutoTrader trader = traderManager.CreateNewAutoTrader(argument, USeManager.Instance.LoginUser);
trader.BeginOpen();
//[yangming]创建后应该启动跟单
trader.StartOpenOrCloseMonitor();
USeManager.Instance.DataSaver.AddSaveTask(trader.GetArbitrageOrder());
//同时保存所有的ArbitrageArgument便于下次修改
}
catch (Exception ex)
{
USeFuturesSpiritUtility.ShowWarningMessageBox(this, ex.Message);
return(false);
}
return(true);
}
