/// <summary>
/// 克隆。
/// </summary>
/// <returns></returns>
public USeArbitrageOrder Clone()
{
USeArbitrageOrder order = new USeArbitrageOrder();
order.TraderIdentify = this.TraderIdentify;
order.AliasNum = this.AliasNum;
order.BrokerId = this.BrokerId;
order.Account = this.Account;
order.State = this.State;
order.CreateTime = this.CreateTime;
order.FinishTime = this.FinishTime;
if (m_argument != null)
{
order.Argument = m_argument.Clone();
}
if (m_openTaskGroup != null)
{
order.m_openTaskGroup = m_openTaskGroup.Clone();
}
if (m_closeTaskGroup != null)
{
order.m_closeTaskGroup = m_closeTaskGroup.Clone();
}
return(order);
}
/// <summary>
/// 创建新的套利订单。
/// </summary>
/// <param name="argument">套利单参数。</param>
/// <param name="currentInvestor">当前投资者帐号。</param>
public AutoTrader CreateNewAutoTrader(ArbitrageArgument argument, InvestorAccount currentInvestor)
{
Guid traderIdentify = CreateNewAutoTraderIdentify();
int aliasNum = CreateNewAutoTraderAliasNum();
USeArbitrageOrder arbitrageOrder = new USeArbitrageOrder();
arbitrageOrder.TraderIdentify = traderIdentify;
arbitrageOrder.AliasNum = aliasNum;
arbitrageOrder.State = ArbitrageOrderState.None;
arbitrageOrder.BrokerId = currentInvestor.BrokerId;
arbitrageOrder.Account = currentInvestor.Account;
arbitrageOrder.Argument = argument.Clone();
arbitrageOrder.CreateTime = DateTime.Now;
TaskOrderSetting taskOrderSetting = m_systemConfigManager.GetTaskOrderSetting();
//任务组待开仓或者平仓时在创建
AutoTrader trader = new AutoTrader();
trader.SetRecordLogger(USeManager.Instance.CommandLogger);
trader.SetTryOrderCondition(taskOrderSetting.TaskMaxTryCount, taskOrderSetting.TryOrderMinInterval);
trader.Initialize(arbitrageOrder, m_orderDriver, m_quoteDriver, m_alarmManager);
trader.OnNotify += AutoTrader_OnNotify;
trader.OnAlarm += AutoTrader_OnAlarm;
trader.OnArbitrageOrderChanged += AutoTrader_OnArbitrageOrderChanged;
trader.OnStateChanged += AutoTrader_OnStateChanged;
lock (m_syncObj)
{
m_autoTraderDic.Add(traderIdentify, trader);
}
SafeFireAddAutoTrader(traderIdentify);
string text = "创建套利单成功";
AutoTraderNotice notice = new AutoTraderNotice(trader.TraderIdentify, trader.Alias, AutoTraderNoticeType.Infomation, text);
SafeFireAutoTraderNotice(notice);
trader.WriteTraderNoticeLog(notice);
return(trader);
}
/// <summary>
/// 设定平仓参数。
/// </summary>
/// <param name="closeArg">平仓参数。</param>
public void ModifyArbitrageArgument(ArbitrageArgument argument)
{
CheckBackgroundWorker("修改套利单参数");
lock (m_syncObj)
{
if (m_arbitrageOrder.State >= ArbitrageOrderState.Closeing)
{
throw new Exception(string.Format("{0}为{1}状态,不能修改套利单参数", this, this.ArbitrageOrderState.ToDescription()));
}
string errorMessage = string.Empty;
if (VerfiyArbitrageArgument(argument, out errorMessage) == false)
{
string text = string.Format("{0}修改套利单参数失败,{1}", this, errorMessage);
throw new ArgumentException(text);
}
//[yangming]更新能修改的参数
m_arbitrageOrder.Argument = argument.Clone();
//m_arbitrageOrder.CloseArgument = closeArg.Clone();
}
}