/// <summary>
/// CTP InvestorPositionField To USePositionDetail,
/// (注 :此方法只是针对有昨日持仓的持仓信息来构造USePositionDetail。
/// </summary>
/// <param name="field"></param>
/// <returns></returns>
private USePositionDetail CtpInvestorPositonFieldToUSePositionDetail(InvestorPositionField field)
{
if (field.YdPosition <= 0)
{
return(null); // 只能生成历史持仓
}
USePositionDetail positionDetail = new USePositionDetail();
positionDetail.Instrument = m_dataBuffer.GetInstrumnetByCode(field.InstrumentID.Trim());
switch (field.PosiDirection)
{
case PosiDirectionType.Long: positionDetail.Direction = USeDirection.Long; break;
case PosiDirectionType.Short: positionDetail.Direction = USeDirection.Short; break;
default:
Debug.Assert(false, "Invalid PosiDirection");
break;
}
positionDetail.PositionType = USePositionType.Yestorday;
positionDetail.OpenQty = field.YdPosition;
positionDetail.OpenPrice = Convert.ToDecimal(field.PreSettlementPrice); // 昨仓取昨日结算价为建仓价
positionDetail.OpenTime = DateTime.Today.AddDays(-1); // 建仓时间设为昨日日期
positionDetail.CloseQty = 0;
positionDetail.ClosePrice = 0m;
positionDetail.CloseAmount = 0m;
return(positionDetail);
}
public void Update(USePositionDetail entity)
{
this.ID = entity.ID;
this.Instrument = entity.Instrument;
this.Direction = entity.Direction;
this.PositionType = entity.PositionType;
this.OpenQty = entity.OpenQty;
this.OpenPrice = entity.OpenPrice;
this.OpenTime = entity.OpenTime;
this.CloseQty = entity.CloseQty;
this.RemainQty = entity.RemainQty;
this.CloseAmount = entity.CloseAmount;
this.ClosePrice = entity.ClosePrice;
}
private void UpdatePositionDetailBook(USePositionDetail positionDetail)
{
PositionDetailDataViewModel PositionDetail_Model = m_positionDetail_data_source.FirstOrDefault(p => (p.InstrumentCode == positionDetail.Instrument.InstrumentCode) && (p.Direction == positionDetail.Direction));
if (PositionDetail_Model != null)
{
m_positionDetail_data_source.Remove(PositionDetail_Model);
}
else
{
PositionDetailDataViewModel positionDetail_model = PositionDetailDataViewModel.Creat(positionDetail);
m_positionDetail_data_source.Add(positionDetail_model);
}
}
public static PositionDetailDataViewModel Creat(USePositionDetail entity)
{
PositionDetailDataViewModel data_model = new PositionDetailDataViewModel();
data_model.ID = entity.ID;
data_model.Instrument = entity.Instrument;
data_model.Direction = entity.Direction;
data_model.PositionType = entity.PositionType;
data_model.OpenQty = entity.OpenQty;
data_model.OpenPrice = entity.OpenPrice;
data_model.OpenTime = entity.OpenTime;
data_model.CloseQty = entity.CloseQty;
data_model.RemainQty = entity.RemainQty;
data_model.CloseAmount = entity.CloseAmount;
data_model.ClosePrice = entity.ClosePrice;
data_model.CloseQty = entity.CloseQty;
return(data_model);
}
