public void AccountPositionToDualPosition(AccountData[] Positions, bool bOnlyToday, DualPositionContainer container)
{
foreach (var pos in Positions)
{
string symbol = (string)pos.Fields[AccountDataField.SYMBOL];
Instrument instrument = framework.InstrumentManager.Get(symbol);
if (instrument == null)
{
continue;
}
int date = (int)pos.Fields[AccountDataFieldEx.DATE];
if (bOnlyToday)
{
if (date != TimeHelper.GetDate(DateTime.Today))
{
continue;
}
}
PositionFieldEx pfe = (PositionFieldEx)pos.Fields[AccountDataFieldEx.USER_DATA];
var record = container.GetPositionRecord(instrument);
record.Long.Qty = pfe.Long.Position;
record.Long.QtyToday = pfe.Long.TodayPosition;
record.Short.Qty = pfe.Short.Position;
record.Short.QtyToday = pfe.Short.TodayPosition;
}
}
public void ReadCsv(string path, DualPositionContainer container)
{
using (TextReader file = new StreamReader(File.Open(path, FileMode.Open, FileAccess.Read), Encoding.GetEncoding("GBK")))
{
int i = 0;
// 第一行丢弃
string str = file.ReadLine();
do
{
++i;
str = file.ReadLine();
if (str == null)
{
break;
}
string[] arr = str.Split(',');
Instrument instrument = framework.InstrumentManager.Get(arr[0]);
if (instrument == null)
{
continue;
}
var record = container.GetPositionRecord(instrument);
MonoPositionRecord mpr = null;
if (arr[1].StartsWith("买"))
{
mpr = record.Long;
}
else
{
mpr = record.Short;
}
mpr.Qty = double.Parse(arr[2]);
mpr.QtyToday = double.Parse(arr[3]);
} while (str != null);
file.Close();
}
}
