public Tactics(string instrument_id, BaseTaticsHelper helper)
{
V_Instrument_id = instrument_id;
m_TaticsHelper = helper;
V_TacticsState = EM_TacticsState.Start;
V_OrderState = EM_OrderOperation.Normal;
orderPercent = float.Parse(AppSetting.Ins.GetValue("OrderValue"));
Start();
}
/// <summary>
/// 平仓处理
/// </summary>
/// <returns></returns>
public async Task CloseHandle()
{
if (V_TacticsState != EM_TacticsState.CloseAll && V_TacticsState != EM_TacticsState.CloseLong && V_TacticsState != EM_TacticsState.CloseShort)
{
V_TacticsState = EM_TacticsState.Normal;
return;
}
if (V_AccountInfo.V_Positions != null || V_AccountInfo.V_Positions.Count > 0)
{
if (V_TacticsState == EM_TacticsState.CloseAll)
{
await V_AccountInfo.ClearPositions(0);
return;
}
else if (V_TacticsState == EM_TacticsState.CloseLong)
{
foreach (var item in V_AccountInfo.V_Positions)
{
if (item.V_Dir > 0)
{
await V_AccountInfo.ClearPositions(1);
return;
}
}
}
else
{
foreach (var item in V_AccountInfo.V_Positions)
{
if (item.V_Dir < 0)
{
await V_AccountInfo.ClearPositions(-1);
return;
}
}
}
}
V_TacticsState = EM_TacticsState.Normal;
}
/// <summary>
/// 对冲处理
/// </summary>
/// <returns></returns>
public async Task HedgeHandle()
{
if (V_TacticsState != EM_TacticsState.Hedge)
{
V_TacticsState = EM_TacticsState.Normal;
return;
}
if (V_AccountInfo.V_Positions != null || V_AccountInfo.V_Positions.Count > 0)
{
//只有一单
if (V_AccountInfo.V_Positions.Count == 1)
{
await V_AccountInfo.MakeOrder(-V_AccountInfo.V_Position.V_Dir, V_AccountInfo.V_Position.V_AllVol);
return;
}
else
{
//有两单，检查下量能不能对上
float vol_1 = V_AccountInfo.V_Positions[0].V_AllVol;
float vol_2 = V_AccountInfo.V_Positions[1].V_AllVol;
float vol = vol_1 - vol_2;
float maxVol = MathF.Max(vol_1, vol_2);
if (MathF.Abs(vol) > maxVol * 0.2f)
{
//算不上对冲，继续开单
await V_AccountInfo.MakeOrder(vol > 0?V_AccountInfo.V_Positions[1].V_Dir : V_AccountInfo.V_Positions[0].V_Dir, MathF.Abs(vol));
return;
}
}
}
V_TacticsState = EM_TacticsState.Pause;
}
/// <summary>
/// 下单处理
/// </summary>
/// <returns></returns>
public async Task OrderHandle()
{
if (V_TacticsState != EM_TacticsState.Short && V_TacticsState != EM_TacticsState.Long)
{
V_TacticsState = EM_TacticsState.Normal;
return;
}
if (V_AccountInfo.V_Positions == null || V_AccountInfo.V_Positions.Count == 0)
{
//什么单都没有 可以开
tempVol = V_AccountInfo.GetAvailMoney() * orderPercent;
await V_AccountInfo.MakeOrder(V_TacticsState == EM_TacticsState.Short?-1 : 1, tempVol);
return;
}
else
{
if (V_AccountInfo.V_Positions.Count == 1)
{
//只有多单或者空单 检查开的量是否够(因为有可能挂单没吃完，被撤了)
if ((V_AccountInfo.V_Position.V_Dir > 0 && V_TacticsState == EM_TacticsState.Long) || (V_AccountInfo.V_Position.V_Dir < 0 && V_TacticsState == EM_TacticsState.Short))
{
if ((tempVol - V_AccountInfo.V_Position.V_AllVol) >= tempVol * 0.2f)
{
await V_AccountInfo.MakeOrder(V_TacticsState == EM_TacticsState.Short? -1 : 1, tempVol - V_AccountInfo.V_Position.V_AllVol);
return;
}
}
}
}
tempVol = 0;
V_TacticsState = EM_TacticsState.Normal;
}
/// <summary>
/// 初始化
/// </summary>
/// <returns></returns>
public virtual async void Start()
{
try
{
await m_TaticsHelper.RunHistory();
if (V_TacticsState == EM_TacticsState.Stop)
{
return;
}
m_LastRefreshTime = DateTime.Now;
V_AccountInfo = new AccountInfo();
V_AccountInfo.V_Leverage = m_TaticsHelper.V_Leverage;
//获取一下合约面值
JContainer con = await CommonData.Ins.V_SwapApi.getInstrumentsAsync();
if (V_TacticsState == EM_TacticsState.Stop)
{
return;
}
DataTable t = JsonConvert.DeserializeObject <DataTable>(con.ToString());
foreach (DataRow dr in t.Rows)
{
if (dr["instrument_id"].Equals(V_Instrument_id))
{
V_AccountInfo.V_Contract_val = float.Parse(dr["contract_val"].ToString());
break;
}
}
//设置合约倍数
await CommonData.Ins.V_SwapApi.setLeverageByInstrumentAsync(V_Instrument_id, (int)m_TaticsHelper.V_Leverage, "3");
}
catch (Exception ex)
{
Console.WriteLine(V_Instrument_id + " " + ex.ToString());
Debugger.Error(V_Instrument_id + " " + ex.ToString());
Console.WriteLine(V_Instrument_id + " ReStart");
Debugger.Error(V_Instrument_id + " ReStart");
Start();
}
if (V_TacticsState == EM_TacticsState.Stop)
{
return;
}
cache = new KLineCache();
if (V_TacticsState == EM_TacticsState.Start)
{
V_TacticsState = EM_TacticsState.Normal;
}
Console.WriteLine("start {0}", V_Instrument_id);
Debugger.Warn(string.Format("start {0}", V_Instrument_id));
Update();
}
public void SetTacticsState(EM_TacticsState state)
{
V_TacticsState = state;
}
///// <summary>
///// 客户端请求运行策略
///// </summary>
///// <param name="coin"></param>
///// <returns>
///// 1 成功
///// 2 已在运行
///// </returns>
//public int F_ReqRunTactics(string coin) {
// foreach (var item in m_TacticsDic.Keys)
// {
// if (item.Contains(coin)) {
// return 2;
// }
// }
// RunTactics(coin);
// return 1;
//}
/// <summary>
/// 请求操作 （ 1:开始 2 停止 3 暂停 4 开空 5 平空 6 开多 7 平多 8 全平 9 对冲）
/// </summary>
/// <param name="coin"></param>
/// <param name="state"></param>
/// <returns>
/// 1 成功
/// 2 策略没运行
/// 3 平空失败
/// 4 平多失败
/// 5 全平失败
/// 6 对冲失败
/// </returns>
public int F_ReqOperation(string coin, int state)
{
EM_TacticsState em_state = (EM_TacticsState)state;
bool success = false;
switch (em_state)
{
case EM_TacticsState.Start:
success = StartTatics(coin);
return(success ? 1 : -1);
break;
case EM_TacticsState.Stop:
success = StopTatics(coin);
return(success ? 2 : -2);
break;
case EM_TacticsState.Pause:
success = PauseTatics(coin);
return(success ? 3 : -3);
break;
case EM_TacticsState.Short:
break;
case EM_TacticsState.CloseShort:
break;
case EM_TacticsState.Long:
break;
case EM_TacticsState.CloseLong:
break;
case EM_TacticsState.CloseAll:
break;
case EM_TacticsState.Hedge:
break;
default:
break;
}
string instrument_id = "";
if (!IsTacticsRunning(coin, out instrument_id))
{
return(-1);
}
else
{
m_TacticsDic[instrument_id].SetTacticsState(em_state);
return(1);
}
return(0);
}
