/// <summary>
/// 用户登录
/// </summary>
/// <param name="InputJson"></param>
/// <returns></returns>
public static int?login(String InputJson)
{
loginType para = JsonConvert.DeserializeObject <loginType>(InputJson);
if (para.password.Length < 16)
{
for (int i = 0; i < 16 - para.password.Length; i++)
{
para.password += "A";
}
}
int?result = DBAccessLayer.Login(para);
if (result != 0)
{
//说明登录成功，需要记录当前已经连入用户的信息
if (LoginUserDirection.Keys.Contains(para.name))
{
LoginUserDirection[para.name] = para;
}
else
{
LoginUserDirection.Add(para.name, para);
}
}
return(result);
}
public static bool ChangePassword(String InputJson)
{
if (InputJson == null)
{
return(false);
}
ChangePasswordType para = JsonConvert.DeserializeObject <ChangePasswordType>(InputJson);
if (para.op.Length < 16)
{
for (int i = 0; i < 16 - para.op.Length; i++)
{
para.op += "A";
}
}
if (para.np.Length < 16)
{
for (int i = 0; i < 16 - para.np.Length; i++)
{
para.np += "A";
}
}
return(DBAccessLayer.ChangePassword(para));
}
/// <summary>
/// 策略管理线程启动
/// </summary>
public void Run()
{
Thread excutedThread = new Thread(new ThreadStart(ThreadProc));
excutedThread.Start();
if (DBAccessLayer.DBEnable)
{
//策略管理线程启动检测未完成策略
List <OPENCREATE> remainOpenStra = DBAccessLayer.GetInCompletedOPENStrategy();
foreach (var item in remainOpenStra)
{
QCommands.Enqueue((object)item);
}
List <CLOSECREATE> remainCloseStra = DBAccessLayer.GetInCompletedCLOSEStrategy();
foreach (var item in remainCloseStra)
{
QCommands.Enqueue((object)item);
}
}
Thread.Sleep(1000);
}
public void Run()
{
Thread mythread = new Thread(new ThreadStart(threadproc));
mythread.Start();
//载入未完成委托记录
List <ER_TAOLI_TABLE> ERs = DBAccessLayer.GetInCompletedERRecord("S");
if (ERs != null && ERs.Count > 0)
{
foreach (ER_TAOLI_TABLE item in ERs)
{
QueryEntrustOrderStruct_M entrust = new QueryEntrustOrderStruct_M()
{
Code = item.ER_CODE,
Direction = Convert.ToInt16(item.ER_DIRECTION),
ExchangeID = item.ER_ORDER_EXCHANGE_ID,
OrderPrice = Convert.ToDouble(item.ER_FROZEN_MONEY) / Convert.ToInt16(item.ER_VOLUME_TOTAL_ORIGINAL),
OrderRef = Convert.ToInt32(item.ER_ORDER_REF),
OrderSysID = item.ER_ID,
SecurityType = (sbyte)115,
StrategyId = item.ER_STRATEGY
};
queue_query_entrust.GetQueue().Enqueue(entrust);
}
}
}
/// <summary>
/// 股票成交后更新本地股票资金信息
/// 修改：
/// 1. 可用资金
/// 2. 股票成本
/// </summary>
/// <param name="alias">用户名</param>
/// <param name="amount">交易数量，正为买入，负为卖出</param>
/// <param name="price">价格</param>
public static void ChangeStockAccountDuToStockDeal(string alias, double price, int amount)
{
lock (StockAccountDictionary)
{
if (StockAccountDictionary.Keys.Contains(alias.Trim()))
{
StockAccountDictionary[alias.Trim()].StockValue = (Convert.ToDouble(StockAccountDictionary[alias.Trim()].StockValue) + price * amount).ToString();
if (amount < 0)
{
//卖出会增加可用资金
StockAccountDictionary[alias.Trim()].Balance = (Convert.ToDouble(StockAccountDictionary[alias.Trim()].Balance) - price * amount).ToString();
}
}
else
{
StockAccountTable stock = DBAccessLayer.GetStockAccount(alias.Trim());
stock.StockValue = (Convert.ToDouble(stock.StockValue) + price * amount).ToString();
if (amount < 0)
{
//卖出修改可用资金量
stock.Balance = (Convert.ToDouble(stock.Balance) - amount * price).ToString();
}
StockAccountDictionary.Add(alias.Trim(), stock);
}
}
}
public string ImportTrade(String InputJson)
{
try
{
string mark = InputJson.Substring(0, 2);
string jsonString = InputJson.Substring(2);
MakeOrder order = new MakeOrder();
if (mark == "C1")
{
order = (JsonConvert.DeserializeObject <MakeOrder>(jsonString));
}
List <MakeOrder> orders = new List <MakeOrder>();
orders.Add(order);
queue_prd_trade_from_tradeMonitor.GetQueue().Enqueue((object)orders);
return("SUCCESS");
}
catch (Exception ex)
{
GlobalErrorLog.LogInstance.LogEvent("生成交易失败： " + InputJson);
DBAccessLayer.LogSysInfo("HomeController", ex.ToString());
return("FALSE");
}
}
/// <summary>
/// 页面股票/期货委托信息更新
/// 股票通过Entrust_query查询最新委托状态并更新
/// 期货通过UpdateOrder 函数更新最新状态
/// 该函数传入参数中的JsonString，是单只股票期货的状态，本地维护OrderList来保存之前交易的状态。
/// </summary>
/// <param name="name"></param>
/// <param name="JsonString"></param>
public void updateOrderList(String name, OrderViewItem item)
{
try
{
if (item != null)
{
if (!OrderLists.Keys.Contains(name))
{
List <OrderViewItem> ss = new List <OrderViewItem>();
ss.Add(item);
OrderLists.Add(name, ss);
}
List <OrderViewItem> orders = OrderLists[name];
OrderViewItem order = orders.Find(
delegate(OrderViewItem record)
{
return(record.OrderRef == item.OrderRef);
}
);
if (order == null)
{
OrderLists[name].Add(item);
}
else
{
order.MSG = item.MSG;
order.VolumeTotal = item.VolumeTotal;
}
if (!UserConnectionRelation.ContainsKey(name))
{
return;
}
_context.Clients.Client(UserConnectionRelation[name]).updateOrderList(JsonConvert.SerializeObject(orders));
}
else
{
if (!UserConnectionRelation.ContainsKey(name))
{
return;
}
if (!OrderLists.Keys.Contains(name))
{
List <OrderViewItem> ss = new List <OrderViewItem>();
OrderLists.Add(name, ss);
}
List <OrderViewItem> orders = OrderLists[name];
_context.Clients.Client(UserConnectionRelation[name]).updateOrderList(JsonConvert.SerializeObject(orders));
}
}
catch (Exception ex) { DBAccessLayer.LogSysInfo("TradeMonitorHub-updateOrderList", ex.ToString()); GlobalErrorLog.LogInstance.LogEvent(ex.ToString()); }
}
public string ImportHarbor(String InputJson)
{
try
{
string mark = InputJson.Substring(0, 2);
string jsonString = InputJson.Substring(2);
object obj = new object();
if (mark == "A1")
{
obj = (object)(JsonConvert.DeserializeObject <OPENCREATE>(jsonString));
}
else if (mark == "A2")
{
obj = (object)(JsonConvert.DeserializeObject <OPENMODIFY>(jsonString));
}
else if (mark == "A3")
{
obj = (object)(JsonConvert.DeserializeObject <OPENRUN>(jsonString));
}
else if (mark == "A4")
{
obj = (object)(JsonConvert.DeserializeObject <OPENALLOW>(jsonString));
}
else if (mark == "A5")
{
obj = (object)(JsonConvert.DeserializeObject <OPENDELETE>(jsonString));
}
else if (mark == "B1")
{
obj = (object)(JsonConvert.DeserializeObject <CLOSECREATE>(jsonString));
}
else if (mark == "B2")
{
obj = (object)(JsonConvert.DeserializeObject <CLOSEMODIFY>(jsonString));
}
else if (mark == "B3")
{
obj = (object)(JsonConvert.DeserializeObject <CLOSERUN>(jsonString));
}
else if (mark == "B4")
{
obj = (object)(JsonConvert.DeserializeObject <CLOSEALLOW>(jsonString));
}
else if (mark == "B5")
{
obj = (object)(JsonConvert.DeserializeObject <CLOSEDELETE>(jsonString));
}
StrategyMonitorClass.QCommands.Enqueue(obj);
return("SUCCESS");
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("HomeController", ex.ToString());
return(ex.ToString());
}
}
/// <summary>
/// 注册新用户
/// </summary>
/// <param name="InputJson"></param>
/// <returns></returns>
public static string register(String InputJson)
{
registerType para = JsonConvert.DeserializeObject <registerType>(InputJson);
if (para.Password.Length < 16)
{
for (int i = 0; i < 16 - para.Password.Length; i++)
{
para.Password += "A";
}
}
return(DBAccessLayer.InsertUser(para));
}
public void updateRiskList(String name, String JsonStringRisk, String JsonStringRiskPara)
{
try
{
if (!UserConnectionRelation.ContainsKey(name))
{
return;
}
_context.Clients.Client(UserConnectionRelation[name]).updateRiskList(JsonStringRisk);
_context.Clients.Client(UserConnectionRelation[name]).updateRiskPara(JsonStringRiskPara);
}
catch (Exception ex) { DBAccessLayer.LogSysInfo("TradeMonitorHub-updateRiskList", ex.ToString()); GlobalErrorLog.LogInstance.LogEvent(ex.ToString()); }
}
/// <summary>
/// 获取白名单列表
/// </summary>
public static string LoadWhiteList()
{
//初始化加载风控参数
List <BWNameTable> BWRecords = DBAccessLayer.GetWBNamwList();
riskPara.WhiteNameList.Clear();
foreach (BWNameTable record in BWRecords)
{
riskPara.WhiteNameList.Add(record.Code + "|" + record.Amount + "|" + record.PercentageA + "|" + record.Value + "|" + record.PercentageB);
}
return(JsonConvert.SerializeObject(BWRecords));
}
public void getStrategyID(String InputJson)
{
lock (SyncRoot)
{
string jsonString = InputJson.Substring(2);
try
{
SEARCHSTRATEGY obj = (JsonConvert.DeserializeObject <SEARCHSTRATEGY>(jsonString));
if (obj == null)
{
return;
}
if (obj == null || obj.CONTRACT == string.Empty || obj.INDEX == string.Empty || obj.BASIS == string.Empty)
{
return;
}
int hd = 0;
String id = DBAccessLayer.SearchStrategy(obj, out hd);
decimal stockcost = 0;
decimal futureIndex = 0;
List <string> li = DBAccessLayer.GetDealList(id, out stockcost, out futureIndex);
var connectId = Context.ConnectionId;
Clients.Client(connectId).GetStrategyId(id, hd);
string orderli = string.Empty;
string future = string.Empty;
foreach (string deal in li)
{
orderli += (deal + "\r\n");
}
Clients.Client(connectId).GetDealList(orderli, stockcost, futureIndex);
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("StrategyInfoHub-GetStrategyID", ex.ToString());
return;
}
}
}
public static String SetRiskParaJson(String InputJson, String WhiteLi)
{
try
{
riskParameter para = JsonConvert.DeserializeObject <riskParameter>(InputJson);
List <BWNameTable> Records = new List <BWNameTable>();
riskPara.WhiteNameList.Clear();
if (WhiteLi.Trim() != string.Empty)
{
foreach (string s in WhiteLi.Split('\n'))
{
if (s.Trim() == string.Empty)
{
continue;
}
riskPara.WhiteNameList.Add(s);
Records.Add(new BWNameTable()
{
ID = Guid.NewGuid(),
Code = s.Split('|')[0],
Amount = s.Split('|')[1],
PercentageA = Convert.ToDouble(s.Split('|')[2]),
Value = s.Split('|')[3],
PercentageB = Convert.ToDouble(s.Split('|')[4]),
flag = true
});
}
DBAccessLayer.SetWBNameList(Records);
}
riskPara.changkouRatio = para.changkouRatio;
riskPara.PerStockCostPercentage = para.PerStockCostPercentage;
riskPara.riskLevel = para.riskLevel;
riskPara.stockRatio = para.stockRatio;
return("success");
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("riskmonitor", ex.ToString());
return(ex.ToString());
}
}
public string SetParas(String JsonString)
{
try
{
PARAS para = new PARAS();
para = JsonConvert.DeserializeObject <PARAS>(JsonString);
DBAccessLayer.SetParameter(para);
return("success");
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("HomeController-SetParas", ex.ToString());
return(ex.ToString());
}
}
public void updateAccountInfo(String name, String JsonString, bool admin)
{
try
{
if (!UserConnectionRelation.ContainsKey(name))
{
return;
}
_context.Clients.Client(UserConnectionRelation[name]).updateAccountinfo(admin, JsonString);
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("AccountHub-updateAccountInfo", ex.ToString());
GlobalErrorLog.LogInstance.LogEvent(ex.ToString());
}
}
public string ImportBatchTrades(String JsonString)
{
try
{
List <MakeOrder> orders = new List <MakeOrder>();
orders = JsonConvert.DeserializeObject <List <MakeOrder> >(JsonString);
queue_prd_trade_from_tradeMonitor.GetQueue().Enqueue((object)orders);
return("SUCCESS");
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("HomeController-ImportBatchTrades", ex.ToString());
return(ex.ToString());
}
}
public string GetBatchTrade(string user)
{
try
{
List <string> strs = pythonOper.GetInstance().GetBatchTradeList();
List <MakeOrder> orders = new List <MakeOrder>();
foreach (string s in strs)
{
try
{
string[] vars = s.Split('\t');
MakeOrder order = new MakeOrder()
{
belongStrategy = "00",
User = vars[0].Trim(),
exchangeId = vars[1].Trim().ToUpper(),
cSecurityCode = vars[2].Trim(),
nSecurityAmount = Convert.ToInt64(vars[3].Trim()),
dOrderPrice = Convert.ToDouble(vars[4].Trim()),
cTradeDirection = vars[5].Trim(),
offsetflag = vars[6].Trim(),
cSecurityType = vars[7].Trim(),
OrderRef = 0
};
orders.Add(order);
}
catch
{
GlobalErrorLog.LogInstance.LogEvent("批量交易生成部分失败：" + s);
return("FALSE");
}
}
return(JsonConvert.SerializeObject(orders));
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("HomeController-ImportBatchTrades", ex.ToString());
return(ex.ToString());
}
}
//向客户端传递参数
public void UpdateStrategyInfo(string name, string Info)
{
if (!RegisterRelation.ContainsKey(name))
{
//策略实例竟然在页面没有对应的控制面板，此处肯定有问题
return;
}
try
{
_context.Clients.Client(RegisterRelation[name]).updatePara(name, Info);
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("ProxyHub-UpdateStrategyInfo", ex.ToString());
GlobalErrorLog.LogInstance.LogEvent(ex.ToString());
}
}
public void DeleteWorker(object v)
{
string id = string.Empty;
if (v is OPENDELETE)
{
OPENDELETE value = v as OPENDELETE;
id = value.basic.ID;
}
else
{
CLOSEDELETE value = v as CLOSEDELETE;
id = value.basic.ID;
}
if (!Workers.Keys.Contains(id))
{
return;
}
//结束策略实例
Workers[id].breaklabel = true;
//策略管理中删除该实例信息
Workers.Remove(id);
WorkersStratus.Remove(id);
//行情模块中删除该策略实例的订阅，和消息队列
DeleteStrategySubscribe(id);
MarketInfo.SetStrategyQueue(new KeyValuePair <String, Queue>(id, new Queue()));
if (DBAccessLayer.DBEnable)
{
if (v is OPENDELETE)
{
DBAccessLayer.DeleteSGOPEN(id);
}
else
{
DBAccessLayer.DeleteSGCLOSE(id);
}
}
}
public void updateAuditInfo(List <AccountInfo> accounts)
{
List <RISK_TABLE> risks = DBAccessLayer.GetLatestRiskRecord();
List <RISK_TABLE> show_risks = new List <RISK_TABLE>();
if (risks == null)
{
risks = new List <RISK_TABLE>();
}
else
{
foreach (RISK_TABLE risk in risks)
{
if (Convert.ToDateTime(risk.time).Date == DateTime.Now.Date)
{
show_risks.Add(risk);
}
}
}
_context.Clients.All.updateauditInfo(JsonConvert.SerializeObject(accounts), JsonConvert.SerializeObject(show_risks));
}
/// <summary>
/// 获取所有交易员的账户信息
/// </summary>
/// <returns></returns>
public static List <AccountInfo> GetAccountInfoAll()
{
List <AccountInfo> Accounts = new List <AccountInfo>();
List <UserInfo> Users = DBAccessLayer.GetUser();
String result = String.Empty;
foreach (UserInfo info in Users)
{
if (info.userRight == 2)
{
AccountInfo acc = GetAccountInfo(info.alias, out result);
if (acc.positions.Count() > 0)
{
//交易员，管理员
Accounts.Add(acc);
}
}
}
return(Accounts);
}
/// <summary>
/// 添加新委托
/// </summary>
/// <param name="record"></param>
/// <returns>
/// 0： 添加成功
/// 1： record orderRef 冲突， 可能该委托已经存在
/// 2： log中查看错误具体信息
/// </returns>
public static int AddEntrustRecord(ERecord record)
{
var tmp = (from item in EntrustRecordList where item.OrderRef == record.OrderRef select item);
if (tmp.Count() > 0)
{
GlobalErrorLog.LogInstance.LogEvent("添加委托失败，原因是该委托已经存在，策略号： " + record.StrategyNo + " 代码： " + record.Code + " 本地编号： " + record.OrderRef);
return(1);
}
try
{
EntrustRecordList.Add(record);
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("EntrustRecord-AddEntrustRecord", ex.ToString());
GlobalErrorLog.LogInstance.LogEvent("添加委托失败，原因：" + ex.ToString());
return(2);
}
return(0);
}
public ActionResult SysRegister()
{
try
{
ViewBag.STOCKADDR = DBAccessLayer.GetParameter("STOCKADDR");
ViewBag.STOCKPORT = DBAccessLayer.GetParameter("STOCKPORT");
ViewBag.STOCKACCOUNT = DBAccessLayer.GetParameter("STOCKACCOUNT");
ViewBag.STOCKDEPTNO = DBAccessLayer.GetParameter("STOCKDEPTNO");
ViewBag.STOCKNO = DBAccessLayer.GetParameter("STOCKNO");
ViewBag.STOCKPASSWORD = DBAccessLayer.GetParameter("STOCKPASSWORD");
ViewBag.FUTUREADDR = DBAccessLayer.GetParameter("FUTUREADDR");
ViewBag.FUTUREBROKER = DBAccessLayer.GetParameter("FUTUREBROKER");
ViewBag.FUTUREACCOUNT = DBAccessLayer.GetParameter("FUTUREACCOUNT");
ViewBag.FUTUREPASSWORD = DBAccessLayer.GetParameter("FUTUREPASSWORD");
}
catch (Exception ex)
{
GlobalErrorLog.LogInstance.LogEvent(ex.ToString());
DBAccessLayer.LogSysInfo("HomeController-SysRegister", ex.ToString());
}
return(View());
}
public static void Init()
{
//初始化加载风控参数
List <BWNameTable> BWRecords = DBAccessLayer.GetWBNamwList();
if (BWRecords == null || BWRecords.Count == 0)
{
riskPara.WhiteNameList.Clear();
riskPara.WhiteNameList.Add("600001|210000|0.05|1000000|0.1");
riskPara.WhiteNameList.Add("600002|230000|0.05|1000000|0.1");
riskPara.WhiteNameList.Add("600003|270000|0.05|1000000|0.1");
riskPara.BlackNameList.Clear();
riskPara.BlackNameList.Add("600004|210000|0.05|1000000|0.1");
riskPara.BlackNameList.Add("600005|230000|0.05|1000000|0.1");
riskPara.BlackNameList.Add("600006|270000|0.05|1000000|0.1");
}
else
{
riskPara.WhiteNameList.Clear();
riskPara.BlackNameList.Clear();
foreach (BWNameTable record in BWRecords)
{
if (record.flag == true)
{
riskPara.WhiteNameList.Add(record.Code + "|" + record.Amount + "|" + record.PercentageA + "|" + record.Value + "|" + record.PercentageB);
}
else
{
riskPara.BlackNameList.Add(record.Code + "|" + record.Amount + "|" + record.PercentageA + "|" + record.Value + "|" + record.PercentageB);
}
}
}
}
public static double future_margin_factor = 0.12; //期货保证金系数
public static void RUN()
{
//首次启动需要load全部持仓到本地
List <UserInfo> users = DBAccessLayer.GetUser();
foreach (UserInfo user in users)
{
List <CC_TAOLI_TABLE> records = new List <CC_TAOLI_TABLE>();
DBAccessLayer.LoadCCList(user.alias, out records);
if (records.Count != 0)
{
ChangeLocalCC(user.alias, records);
}
}
//初始化 stockAccountDictionary futureAccountDictionary
foreach (UserInfo user in users)
{
StockAccountTable stockAccount = DBAccessLayer.GetStockAccount(user.alias);
StockAccountDictionary.Add(user.alias, stockAccount);
FutureAccountTable futureAccount = DBAccessLayer.GetFutureAccount(user.alias);
FutureAccountDictionary.Add(user.alias, futureAccount);
}
//初始化 riskFrozenDictionary
foreach (UserInfo user in users)
{
RiskFrozenDictionary.Add(user.alias, new List <RiskFrozenInfo>());
}
excuteThread.Start();
Thread.Sleep(1000);
}
/// <summary>
/// 期货交易工作线程
/// </summary>
/// <param name="para"></param>
public void FutureTradeSubThreadProc(object para)
{
string ErrorMsg = string.Empty;
//令该线程为前台线程
Thread.CurrentThread.IsBackground = true;
DateTime lastmessagetime = DateTime.Now;
TradeParaPackage _tpp = (TradeParaPackage)para;
//当前线程编号
int _threadNo = _tpp._threadNo;
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 开始执行");
//用作发送心跳包的时间标记
DateTime _markedTime = DateTime.Now;
//控制期货交易线程执行
bool _threadRunControl = true;
//获取未成交期货委托
List <ER_TAOLI_TABLE> ERs = DBAccessLayer.GetInCompletedERRecord("F");
if (ERs != null)
{
foreach (ER_TAOLI_TABLE ER in ERs)
{
decimal price = (ER.ER_VOLUME_TOTAL_ORIGINAL == 0 ? 0 : Convert.ToDecimal(ER.ER_FROZEN_MONEY / ER.ER_VOLUME_TOTAL_ORIGINAL));
string code = ER.ER_CODE;
TradeRecord.GetInstance().SubscribeIncompleteOrder("F", ER.ER_CODE, ER.ER_ID, ER.ER_DIRECTION.ToString(), Convert.ToInt16(ER.ER_VOLUME_TOTAL_ORIGINAL), price, Convert.ToInt16(ER.ER_ORDER_REF), Convert.ToInt16("0"), Convert.ToInt16(ER.ER_OFFSETFLAG.Trim()), ER.ER_USER);
}
}
while (_threadRunControl)
{
//初始化完成前，不接收实际交易
queue_future_excuteThread.SetThreadBusy(_threadNo);
_client.Connect();
//状态 DISCONNECTED -> CONNECTED
while (status != FutureTradeThreadStatus.CONNECTED)
{
Thread.Sleep(10);
}
_client.ReqUserLogin();
//状态 CONNECTED -> LOGIN
while (status != FutureTradeThreadStatus.LOGIN)
{
Thread.Sleep(10);
}
if (ERs != null)
{
foreach (ER_TAOLI_TABLE ER in ERs)
{
_client.QryOrder(ER.ER_ORDER_EXCHANGE_ID, "", "", "", ER.ER_ID.PadLeft(12));
}
}
while (true)
{
Thread.Sleep(10);
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + "心跳停止 ， 最后心跳 ： " + GlobalHeartBeat.GetGlobalTime().ToString());
_threadRunControl = false;
break;
}
if (lastmessagetime.Second != DateTime.Now.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_FUTURE_TRADE_WORKER", (object)_threadNo);
queue_system_status.GetQueue().Enqueue((object)message1);
}
if (queue_future_excuteThread.GetQueue(_threadNo).Count < 2)
{
queue_future_excuteThread.SetThreadFree(_threadNo);
status = FutureTradeThreadStatus.FREE;
}
else
{
status = FutureTradeThreadStatus.BUSY;
}
if (queue_future_excuteThread.GetQueue(_threadNo).Count > 0)
{
List <TradeOrderStruct> trades = (List <TradeOrderStruct>)queue_future_excuteThread.FutureExcuteQueue[_threadNo].Dequeue();
if (trades == null)
{
continue;
}
if (trades.Count > 0)
{
sublog.LogEvent("线程 ：" + _threadNo.ToString() + " 执行交易数量 ： " + trades.Count);
}
if (trades.Count == 0)
{
continue;
}
foreach (TradeOrderStruct order in trades)
{
CTP_CLI.CThostFtdcInputOrderField_M args = new CThostFtdcInputOrderField_M();
//填写委托参数
args.BrokerID = CommConfig.BROKER;
args.InvestorID = CommConfig.INVESTOR;
args.InstrumentID = order.cSecurityCode;
args.Direction = Convert.ToByte(order.cTradeDirection);
args.CombOffsetFlag_0 = Convert.ToByte(order.cOffsetFlag);
args.VolumeTotalOriginal = Convert.ToInt16(order.nSecurityAmount);
args.LimitPrice = Convert.ToDouble(order.dOrderPrice);
args.OrderRef = order.OrderRef.ToString();
args.OrderPriceType = Convert.ToByte("50");
args.CombHedgeFlag_0 = Convert.ToByte('1');
args.MinVolume = 1;
args.ContingentCondition = Convert.ToByte('1');
args.TimeCondition = Convert.ToByte('3');
args.VolumeCondition = Convert.ToByte('1');
args.UserID = order.cUser;
args.ForceCloseReason = Convert.ToByte('0');
args.IsAutoSuspend = 0;
args.UserForceClose = 0;
//提交报单委托
//步骤完成后线程任务结束
//返回工作交由回调函数处理
_client.OrderInsert(args);
//创建记录
RecordItem item = new RecordItem();
item.AveragePrice = 0;
item.Code = order.cSecurityCode;
item.CombOffsetFlag = Convert.ToInt16(order.cOffsetFlag);
item.OrderRef = order.OrderRef;
item.OrderStatus = 0;
item.OrderSysID = "0";
item.Orientation = order.cTradeDirection;
item.Price = Convert.ToDecimal(order.dOrderPrice);
item.Status = TradeDealStatus.ORDERING;
item.StrategyId = order.belongStrategy;
item.Type = "1";
item.VolumeTotalOriginal = item.VolumeTotal = Convert.ToInt32(order.nSecurityAmount);
item.VolumeTraded = 0;
item.User = order.cUser;
TradeRecord.GetInstance().CreateOrder(order.OrderRef, item);
}
}
}
}
}
/// <summary>
/// 预处理线程启动
/// </summary>
private static void ThreadProc()
{
log.LogEvent("交易预处理线程开始执行");
while (true)
{
Thread.Sleep(10);
/*****************************
* 生成交易List之前的例行工作
* **************************/
#region 策略生成交易队列
List <TradeOrderStruct> tos = PreTradeModule.instance.DeQueue();
if (tos != null)
{
log.LogEvent("来自策略的交易数：" + tos.Count.ToString());
if (tos.Count == 0)
{
continue;
}
string user = tos[0].cUser;
string strategyid = tos[0].belongStrategy;
//风控检测
string result = string.Empty;
bool brisk = riskmonitor.RiskDetection(user, tos, out result);
//DBAccessLayer.AddRiskRecord(user, result, strategyid, "00", 0, 0, "0");
//List<RISK_TABLE> risks = DBAccessLayer.GetRiskRecord(user);
//int count = 0;
//if (risks.Count > 0)
//{
// List<TMRiskInfo> riskinfos = new List<TMRiskInfo>();
// foreach (RISK_TABLE risk in risks)
// {
// count++;
// if (count > 10) break;
// riskinfos.Add(new TMRiskInfo() { code = risk.code, hand = risk.amount.ToString(), price = risk.price.ToString(), orientation = risk.orientation, time = risk.time.ToString(), strategy = "00", user = risk.alias, errinfo = risk.err });
// }
// TradeMonitor.Instance.updateRiskList(user, JsonConvert.SerializeObject(riskinfos), JsonConvert.SerializeObject(riskmonitor.riskPara));
//}
if (!brisk)
{
continue;
}
//获取到新的list
List <TradeOrderStruct> stocks_sh = (from item in tos where item.cExhcnageID == ExchangeID.SH select item).OrderBy(i => i.cOrderLevel).ToList();
List <TradeOrderStruct> stocks_sz = (from item in tos where item.cExhcnageID == ExchangeID.SZ select item).OrderBy(i => i.cOrderLevel).ToList();
List <TradeOrderStruct> future = (from item in tos where item.cExhcnageID == ExchangeID.CF select item).OrderBy(i => i.cOrderLevel).ToList();
//将新的list推送到对应的线程控制器
#region 交易送入队列
List <TradeOrderStruct> unit = new List <TradeOrderStruct>();
#region SH股票交易送入队列
if (stocks_sh.Count > 0)
{
log.LogEvent("上海交易所入队交易数量：" + stocks_sh.Count.ToString());
foreach (TradeOrderStruct stu in stocks_sh)
{
TradeOrderStruct _tos = CreateNewTrade(stu);
unit.Add(_tos);
if (unit.Count == 15)
{
List <TradeOrderStruct> _li = CreateList(unit);
unit.Clear();
lock (QUEUE_SH_TRADE.GetQueue().SyncRoot)
{
QUEUE_SH_TRADE.GetQueue().Enqueue((object)_li);
}
}
}
if (unit.Count != 0)
{
List <TradeOrderStruct> _li = CreateList(unit);
unit.Clear();
lock (QUEUE_SH_TRADE.GetQueue().SyncRoot)
{
QUEUE_SH_TRADE.GetQueue().Enqueue((object)_li);
}
}
}
#endregion
#region SZ股票交易送入队列
if (stocks_sz.Count > 0)
{
log.LogEvent("深圳交易所入队交易数量：" + stocks_sz.Count.ToString());
foreach (TradeOrderStruct stu in stocks_sz)
{
TradeOrderStruct _tos = CreateNewTrade(stu);
unit.Add(_tos);
if (unit.Count == 15)
{
List <TradeOrderStruct> _li = CreateList(unit);
unit.Clear();
lock (QUEUE_SZ_TRADE.GetQueue().SyncRoot)
{
QUEUE_SZ_TRADE.GetQueue().Enqueue((object)_li);
}
unit.Clear();
}
}
if (unit.Count != 0)
{
List <TradeOrderStruct> _li = CreateList(unit);
unit.Clear();
lock (QUEUE_SZ_TRADE.GetQueue().SyncRoot)
{
QUEUE_SZ_TRADE.GetQueue().Enqueue((object)_li);
}
//unit.Clear();
}
}
#endregion
#region 期货交易送入队列
if (future.Count > 0)
{
log.LogEvent("期货交易入队交易数量：" + future.Count.ToString());
foreach (TradeOrderStruct stu in future)
{
TradeOrderStruct _tos = stu;
unit.Add(_tos);
List <TradeOrderStruct> _li = CreateList(unit);
unit.Clear();
if (_li.Count == 15)
{
lock (QUEUE_FUTURE_TRADE.GetQueue().SyncRoot)
{
QUEUE_FUTURE_TRADE.GetQueue().Enqueue((object)_li);
}
}
if (_li.Count != 0)
{
lock (QUEUE_FUTURE_TRADE.GetQueue().SyncRoot)
{
QUEUE_FUTURE_TRADE.GetQueue().Enqueue((object)_li);
}
}
}
}
#endregion
#endregion
}
#endregion
#region 交易管理界面直接发起交易
List <MakeOrder> mos = PreTradeModule.instance.DeQueueMonitorOrder();
if (mos != null)
{
if (mos.Count == 0)
{
continue;
}
if (mos.Count > 1)
{
GlobalTestLog.LogInstance.LogEvent("批量交易已到交易预处理模块，数量：" + mos.Count + "时间:" + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
}
else if (mos.Count == 1)
{
GlobalTestLog.LogInstance.LogEvent("单笔交易已到交易预处理模块，数量：" + mos.Count + "时间:" + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString());
}
List <TradeOrderStruct> _TradeList = new List <TradeOrderStruct>();
string User = String.Empty;
foreach (MakeOrder mo in mos)
{
User = mo.User;
TradeOrderStruct _tradeUnit = new TradeOrderStruct()
{
cExhcnageID = mo.exchangeId,
cSecurityCode = mo.cSecurityCode,
nSecurityAmount = mo.nSecurityAmount,
dOrderPrice = mo.dOrderPrice,
cTradeDirection = mo.cTradeDirection,
cOffsetFlag = mo.offsetflag,
SecurityName = String.Empty,
cOrderPriceType = "0",
cUser = mo.User,
cSecurityType = mo.cSecurityType,
cOrderLevel = "1",
cOrderexecutedetail = "0",
belongStrategy = mo.belongStrategy,
OrderRef = REQUEST_ID.ApplyNewID()
};
if (mo.cSecurityType.ToUpper() == "F")
{
_tradeUnit.cTradeDirection = ((_tradeUnit.cTradeDirection == "0") ? "48" : "49");
_tradeUnit.cOffsetFlag = (_tradeUnit.cOffsetFlag == "0" ? "48" : "49");
}
if (mo.cSecurityType.ToUpper() == "S")
{
_tradeUnit.cTradeDirection = ((_tradeUnit.cTradeDirection == "0") ? "1" : "2");
}
UserRequestMap.GetInstance().AddOrUpdate(_tradeUnit.OrderRef, mo.User, (key, oldValue) => oldValue = mo.User);
_TradeList.Add(_tradeUnit);
}
//风控检测
string result = string.Empty;
//bool brisk = riskmonitor.RiskDetection(User, _TradeList, out result);
bool brisk = true;
if (_TradeList.Count > 10)
{
GlobalTestLog.LogInstance.LogEvent("交易经过风控，时间:" + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString() + "数量：" + _TradeList.Count.ToString());
}
if (!brisk)
{
continue;
}
log.LogEvent("来自交易管理页面的交易");
List <TradeOrderStruct> shTradeList = new List <TradeOrderStruct>();
List <TradeOrderStruct> szTradeList = new List <TradeOrderStruct>();
List <TradeOrderStruct> futureTradeList = new List <TradeOrderStruct>();
foreach (TradeOrderStruct tradeUnit in _TradeList)
{
if (tradeUnit.cSecurityType.ToUpper() == "S")
{
if (tradeUnit.cExhcnageID.ToUpper() == ExchangeID.SH)
{
shTradeList.Add(tradeUnit);
continue;
}
else if (tradeUnit.cExhcnageID.ToUpper() == ExchangeID.SZ)
{
szTradeList.Add(tradeUnit);
continue;
}
}
else if (tradeUnit.cSecurityType.ToUpper() == "F")
{
futureTradeList.Add(tradeUnit);
}
}
if (shTradeList.Count > 0)
{
lock (QUEUE_SH_TRADE.GetQueue().SyncRoot)
{
QUEUE_SH_TRADE.GetQueue().Enqueue((object)shTradeList);
}
}
if (szTradeList.Count > 0)
{
lock (QUEUE_SZ_TRADE.GetQueue().SyncRoot)
{
QUEUE_SZ_TRADE.GetQueue().Enqueue((object)szTradeList);
}
}
if (futureTradeList.Count > 0)
{
lock (QUEUE_FUTURE_TRADE.GetQueue().SyncRoot)
{
QUEUE_FUTURE_TRADE.GetQueue().Enqueue((object)futureTradeList);
}
}
List <RISK_TABLE> risks = DBAccessLayer.GetRiskRecord(User);
int count = 0;
if (risks.Count > 0)
{
List <TMRiskInfo> riskinfos = new List <TMRiskInfo>();
foreach (RISK_TABLE risk in risks)
{
count++;
if (count > 10)
{
break;
}
riskinfos.Add(new TMRiskInfo()
{
code = risk.code, hand = risk.amount.ToString(), price = risk.price.ToString(), orientation = risk.orientation, time = risk.time.ToString(), strategy = "00", user = risk.alias, errinfo = risk.err
});
}
TradeMonitor.Instance.updateRiskList(User, JsonConvert.SerializeObject(riskinfos), JsonConvert.SerializeObject(riskmonitor.riskPara));
}
}
#endregion
if (DateTime.Now.Second != PreTradeModule.isRunning.Second)
{
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_PRE_TRADE", (object)true);
queue_system_status.GetQueue().Enqueue((object)message1);
PreTradeModule.isRunning = DateTime.Now;
}
}
}
/// <summary>a
/// 创建新的策略实例
/// </summary>
/// <param name="para"></param>
/// <param name="orderList"></param>
private void RecruitNewWorker(object v)
{
//创建新的策略实例
StrategyWorker newWorker = new StrategyWorker();
if (v is OPENCREATE)
{
//开仓策略
OPENCREATE value = (OPENCREATE)v;
newWorker.open_para = new OPENPARA();
newWorker.open_para.INDEX = value.INDEX;
newWorker.open_para.OP = value.OP;
Dictionary <string, int> oli = new Dictionary <string, int>();
foreach (var item in value.orderli.Split('\n'))
{
if (item.Trim() == string.Empty)
{
continue;
}
else
{
oli.Add(item.Split(';')[1] + item.Split(';')[0], Convert.ToInt32(item.Split(';')[2]));
}
}
newWorker.LiStockOrder = oli;
newWorker.bAllow = false;
newWorker.bRun = false;
newWorker.CT = value.CT;
newWorker.HD = value.HD;
newWorker.StrategyInstanceID = value.basic.ID;
newWorker.User = value.basic.USER;
newWorker.Type = "OPEN";
Dictionary <string, double> wli = new Dictionary <string, double>();
foreach (var item in value.weightli.Split('\n'))
{
if (item.Trim() == String.Empty)
{
continue;
}
else
{
wli.Add(item.Split(';')[1] + item.Split(';')[0], Convert.ToDouble(item.Split(';')[2]));
}
}
newWorker.open_para.WeightList = wli;
if (DBAccessLayer.DBEnable)
{
DBAccessLayer.InsertSGOPEN((object)value);
}
}
else
{
//平仓策略
CLOSECREATE value = (CLOSECREATE)v;
newWorker.close_para = new CLOSEPARA();
newWorker.User = value.basic.USER;
newWorker.StrategyInstanceID = value.basic.ID;
newWorker.CT = value.CT;
newWorker.close_para.SP = value.SP;
newWorker.HD = value.HD;
Dictionary <string, int> oli = new Dictionary <string, int>();
Dictionary <string, double> weili = new Dictionary <string, double>();
foreach (var item in value.POSITION.Split('\n'))
{
if (item.Trim() == string.Empty)
{
continue;
}
else
{
oli.Add(item.Split(';')[1] + item.Split(';')[0], Convert.ToInt32(item.Split(';')[2]));
}
}
newWorker.LiStockOrder = oli;
newWorker.close_para.WeightList = weili;
newWorker.Type = "CLOSE";
newWorker.bAllow = false;
newWorker.bRun = false;
newWorker.close_para.SP = value.SP;
newWorker.close_para.COE = value.COSTOFEQUITY;
newWorker.close_para.SD = value.STOCKDIVIDENDS;
newWorker.close_para.SA = value.STOCKALLOTMENT;
newWorker.close_para.PE = value.PROSPECTIVEARNINGS;
newWorker.close_para.BASIS = value.OB;
newWorker.close_para.Charge = value.CHARGE;
if (DBAccessLayer.DBEnable)
{
DBAccessLayer.InsertSGCLOSE((object)value);
DBAccessLayer.UpdateSGOPENStatus(value.Open_STR_ID, 4);
}
}
try
{
WorkersStratus.Add(newWorker.StrategyInstanceID, 0);
Workers.Add(newWorker.StrategyInstanceID, newWorker);
newWorker.RUN();
//向行情模块添加消息列表映射
MarketInfo.SetStrategyQueue(new KeyValuePair <String, Queue>(newWorker.StrategyInstanceID, newWorker.GetRefQueue()));
}
catch (Exception ex)
{
DBAccessLayer.LogSysInfo("StrategyMonitorClass-RecruitNewWorker", ex.ToString());
GlobalErrorLog.LogInstance.LogEvent(ex.ToString() + ":StrategyMonitorClass.cs" + ":" + newWorker.StrategyInstanceID);
}
}
/// <summary>
/// 策略管理线程工作函数
/// 任务：
/// 1. 获取用户请求队列中的指令
/// 2. 巡检工作组中订阅列表修改
/// </summary>
private void ThreadProc()
{
while (true)
{
if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 15)
{
log.LogEvent("系统供血模块无响应，策略管理线程即将停止！");
KeyValuePair <string, object> message2 = new KeyValuePair <string, object>("THREAD_STRATEGY_MANAGEMENT", (object)false);
queue_system_status.GetQueue().Enqueue((object)message2);
//管理策略线程退出前，对正在运行的工作策略执行“绞杀”，并维护数据库记录，这个过程称为 grace broken
break;
}
while (QCommands.Count > 0)
{
object obj = QCommands.Dequeue();
#region 指令类型判断
if (obj is OPENCREATE)
{
RecruitNewWorker(obj);
}
else if (obj is OPENMODIFY)
{
UpdateWorker(obj);
}
else if (obj is OPENALLOW)
{
OPENALLOW value = (OPENALLOW)obj;
AllowOperater((object)obj);
}
else if (obj is OPENRUN)
{
OPENRUN value = (OPENRUN)obj;
RunOperater((object)value);
}
else if (obj is OPENDELETE)
{
DeleteWorker(obj);
}
else if (obj is CLOSECREATE)
{
RecruitNewWorker(obj);
}
else if (obj is CLOSEMODIFY)
{
UpdateWorker(obj);
}
else if (obj is CLOSERUN)
{
CLOSERUN value = (CLOSERUN)obj;
RunOperater((object)value);
}
else if (obj is CLOSEALLOW)
{
CLOSEALLOW value = (CLOSEALLOW)obj;
AllowOperater((object)obj);
}
else if (obj is CLOSEDELETE)
{
DeleteWorker(obj);
}
else
{
continue;
}
#endregion
}
if (DateTime.Now.Second % 2 == 0)
{
if (_logUpdateTime.Second != DateTime.Now.Second)
{
_logUpdateTime = DateTime.Now;
KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_STRATEGY_MANAGEMENT", (object)true);
queue_system_status.GetQueue().Enqueue((object)message1);
int count_0 = (from item in WorkersStratus where item.Value == 0 select item).Count();
int count_12 = (from item in WorkersStratus where item.Value == 1 || item.Value == 2 select item).Count();
if (DateTime.Now.Second % 31 == 0 || DateTime.Now.Second % 32 == 0)
{
log.LogEvent("运行策略： " + (count_0 + count_12).ToString() + "\n问题或结束策略： " + count_0.ToString());
}
Dictionary <String, StrategyInfo> strategyInfo = new Dictionary <string, StrategyInfo>();
foreach (var item in Workers)
{
WorkersStratus[item.Key] = item.Value.Status;
item.Value.Status = 0;
StrategyInfo info = new StrategyInfo()
{
BelongUser = item.Value.User,
StrType = item.Value.Type,
Contract = item.Value.CT,
Status = item.Value.Status,
StrategyInstanceID = item.Value.StrategyInstanceID,
HandNum = item.Value.HD,
SubscribeList = new List <string>(item.Value.SubscribeList.Count)
};
strategyInfo.Add(item.Value.StrategyInstanceID, info);
foreach (string s in item.Value.SubscribeList)
{
info.SubscribeList.Add(s);
}
}
int count = Workers.Count;
KeyValuePair <string, object> message2 = new KeyValuePair <string, object>("STRATEGY_N", (object)count);
queue_system_status.GetQueue().Enqueue((object)message2);
Dictionary <string, StrategyInfo> value = new Dictionary <string, StrategyInfo>();
foreach (KeyValuePair <string, StrategyWorker> pair in Workers)
{
StrategyInfo info = new StrategyInfo()
{
BelongUser = pair.Value.User,
Contract = pair.Value.CT,
HandNum = pair.Value.HD,
Status = pair.Value.Status,
StrategyInstanceID = pair.Value.StrategyInstanceID,
StrType = pair.Value.Type,
SubscribeList = pair.Value.SubscribeList
};
value.Add(pair.Value.StrategyInstanceID, info);
}
KeyValuePair <string, object> message3 = new KeyValuePair <string, object>("STRATEGY_P", (object)value);
queue_system_status.GetQueue().Enqueue((object)message3);
KeyValuePair <string, object> message4 = new KeyValuePair <string, object>("THREAD_STRATEGY_WORKER", (object)WorkersStratus);
queue_system_status.GetQueue().Enqueue((object)message4);
}
}
//巡检工作组订阅内容修改
try
{
CheckSubscribeUpdate();
}
catch (Exception ex) { DBAccessLayer.LogSysInfo("StrategyMonitorClass-ThreadProc", ex.ToString()); ex.ToString(); }
Thread.Sleep(10);
}
}
public void Update(int OrderRef, RecordItem Record)
{
this.AddOrUpdate(OrderRef, Record, (key, oldValue) => oldValue = Record);
DBAccessLayer.DeleteERRecord((object)OrderRef);
DBAccessLayer.CreateFutureDLRecord((object)Record);
}
