//Снятие заявки
private void DataGridViewOrders_DoubleClick(object sender, EventArgs e)
{
try
{
var MouseEvent = (MouseEventArgs)e;
var dataGrid = (DataGridView)sender;
dataGrid.ClearSelection();
if (MouseEvent.Button == MouseButtons.Right)
{
var hti = dataGrid.HitTest(MouseEvent.X, MouseEvent.Y);
int index = hti.RowIndex;
if (index >= 0)
{
DataGridViewRow row = dataGrid.Rows[index];
row.Selected = true;
MThread.InitThread(() =>
{
decimal number = Convert.ToDecimal(row.Cells[2].Value.ToString());
var sec = Trader.Objects.tSecurities.SearchFirst(s => s == row.Cells[3].Value);
if (sec != null)
{
Trader.CancelOrder(sec, number);
}
});
}
}
}
catch (Exception ee)
{
MessageBox.Show(ee.ToString());
}
}
private void dataGridViewStopOrders_DoubleClick(object sender, EventArgs e)
{
var MouseEvent = (MouseEventArgs)e;
var dataGrid = (DataGridView)sender;
dataGrid.ClearSelection();
if (MouseEvent.Button == MouseButtons.Right)
{
var hti = dataGrid.HitTest(MouseEvent.X, MouseEvent.Y);
int index = hti.RowIndex;
if (index >= 0)
{
DataGridViewRow row = dataGrid.Rows[index];
row.Selected = true;
MThread.InitThread(() =>
{
decimal number = Convert.ToDecimal(row.Cells[1].Value.ToString());
var sec = this.SearchSecurity(row.Cells[2].Value.ToString());
if (sec != null)
{
Trader.CancelStopOrder(sec, number);
}
});
}
}
}
/// <summary>
/// Показать рыночное сообщение
/// </summary>
/// <param name="Msg"></param>
public void ShowTransReply(string Msg)
{
if (this.TrElement.NotIsNull())
{
if (threadMsg.NotIsNull())
{
threadMsg.Abort();
threadMsg = null;
}
panelMessage.GuiAsync(() =>
{
panelMessage.Visible = true;
textBoxMessage.Text = Msg;
this.SetBottomMessage(Msg);
});
MThread.InitThread(() =>
{
Thread.Sleep(4000);
panelMessage.GuiAsync(() =>
{
panelMessage.Visible = false;
});
});
}
}
public void PostInit()
{
Ctx.m_instance.m_resizeMgr.addResizeObject(Ctx.m_instance.m_uiMgr as IResizeObject);
//m_tickMgr.AddTickObj(m_inputMgr as ITickedObject);
Ctx.m_instance.m_inputMgr.postInit();
Ctx.m_instance.m_tickMgr.addTick(Ctx.m_instance.m_playerMgr as ITickedObject);
Ctx.m_instance.m_tickMgr.addTick(Ctx.m_instance.m_monsterMgr as ITickedObject);
Ctx.m_instance.m_tickMgr.addTick(Ctx.m_instance.m_fObjectMgr as ITickedObject);
Ctx.m_instance.m_tickMgr.addTick(Ctx.m_instance.m_npcMgr as ITickedObject);
Ctx.m_instance.m_tickMgr.addTick(Ctx.m_instance.m_spriteAniMgr as ITickedObject);
Ctx.m_instance.m_tickMgr.addTick(Ctx.m_instance.m_sceneEffectMgr as ITickedObject);
Ctx.m_instance.m_tickMgr.addTick(Ctx.m_instance.m_sceneCardMgr as ITickedObject);
//Ctx.m_instance.m_tickMgr.addTick(Ctx.m_instance.m_aiSystem.aiControllerMgr as ITickedObject);
Ctx.m_instance.m_uiMgr.findCanvasGO();
Ctx.m_instance.m_dataPlayer.m_dataPack.postConstruct();
Ctx.m_instance.m_dataPlayer.m_dataCard.registerCardAttr(); // 注册卡牌组属性
Ctx.m_instance.m_resLoadMgr.postInit();
Ctx.m_instance.m_TaskQueue.m_pTaskThreadPool = Ctx.m_instance.m_TaskThreadPool;
Ctx.m_instance.m_TaskThreadPool.initThreadPool(2, Ctx.m_instance.m_TaskQueue);
// 获取主线程 ID
MThread.getMainThreadID();
}
public void AutoOrdersLoopControl()
{
MThread.InitThread(() =>
{
foreach (var ord in ObjAutoOrders.ToArray)
{
var sec = GetSecCodeAndClass(ord.SecAndCode);
if (sec.NotIsNull())
{
Order order = null;
if (ord.CondAutoOrder == AutoOrders.CondAutoOrder.MoreOrEquals)
{
if (sec.LastPrice >= ord.PriceCondition)
{
order = new Order()
{
Sec = sec,
Direction = ord.Direction,
Price = ord.Price,
Volume = (int)ord.Volume,
ClientCode = ord.Comment
};
}
}
else if (ord.CondAutoOrder == AutoOrders.CondAutoOrder.LessOrEquals)
{
if (sec.LastPrice <= ord.PriceCondition)
{
order = new Order()
{
Sec = sec,
Direction = ord.Direction,
Price = ord.Price,
Volume = (int)ord.Volume,
ClientCode = ord.Comment
};
}
}
if (order.NotIsNull())
{
ObjAutoOrders.Delete(ord);
Trader.CreateOrder(order);
SignalView.GSMSignaler.SendSignalCall();
textBoxLogSign.GuiAsync(() =>
{
textBoxLogSign.Text = DateTime.Now.ToString() + " AutoOrder: " + order.Sec.Shortname + "(" + order.Sec.Code + ")" +
", Price: " + order.Price + " (" + order.Volume + ")" +
", " + (order.IsBuy() ? "BUY" : "SELL") +
", " + order.ClientCode +
"\r\n" + textBoxLogSign.Text;
});
}
}
}
});
}
private void buttonSignTestDev_Click(object sender, EventArgs e)
{
SignalView.GSMSignaler.SendTestSignal();
MThread.InitThread(() =>
{
Thread.Sleep(1000);
SignalView.GSMSignaler.SendTestSignal(false);
});
}
private void buttonSignTestCall_Click(object sender, EventArgs e)
{
SignalView.GSMSignaler.SendSignalCall();
MThread.InitThread(() =>
{
Thread.Sleep(15000);
SignalView.GSMSignaler.SendSignalResetCall();
});
}
private void ToolStripMenuItemTestSign_Click_1(object sender, EventArgs e)
{
SignalView.GSMSignaler.SendTestSignal();
MThread.InitThread(() =>
{
Thread.Sleep(1000);
SignalView.GSMSignaler.SendTestSignal(false);
});
}
private void ToolStripMenuItemSignCall_Click(object sender, EventArgs e)
{
SignalView.GSMSignaler.SendSignalCall();
MThread.InitThread(() =>
{
Thread.Sleep(15000);
SignalView.GSMSignaler.SendSignalResetCall();
});
}
/*private void InitFormCreateOrders()
* {
* try
* {
* this.OnTimer2s += () =>
* {
* if (CreateOrderSec != null)
* {
* var pos = Trader.Objects.Positions.FirstOrDefault(p => p.Sec == CreateOrderSec);
* OrdersLastPrice.GuiAsync(() =>
* {
* if (CreateOrderSec != null)
* if (CreateOrderSec.LastTrade != null)
* OrdersLastPrice.Text = CreateOrderSec.LastTrade.Price.ToString();
* if (pos != null)
* {
* labelPosSec.Text = pos.Data.CurrentNet.ToString();
* labelOrdersCountOrder.Text = pos.Data.OrdersBuy.ToString() + " / " + pos.Data.OrdersSell.ToString();
* }
* else
* {
* labelPosSec.Text = "0";
* labelOrdersCountOrder.Text = "0";
* }
* });
* }
* };
*
* OrdersSetPrice.InitWheelDecimal();
* OrdersSetVolume.InitWheelDecimal();
*
* textBoxOrderFindSec.TextChanged += (sen, e) =>
* {
* var textBox_fs = (TextBox)sen;
* string secCode = textBox_fs.Text;
* this.SelectSecurity(secCode);
* };
* }
* catch (Exception ee)
* {
* MessageBox.Show(ee.ToString());
* }
* }*/
/// <summary>
/// Переключатель на нужный инструмент
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
/*private void labelOrdersClass_Click(object sender, EventArgs e)
* {
* try
* {
* if (CreateOrderSec != null)
* {
*
* if (labelOrdersClass.Tag == null) labelOrdersClass.Tag = 0;
* int index = (int)labelOrdersClass.Tag;
* var listSec = Trader.Objects.Securities.Where(s => s.Code == CreateOrderSec.Code).ToArray();
* if (listSec.Length > 0)
* {
* if (index >= listSec.Length) index = 0;
* var classSec = listSec.ElementAt(index);
* this.SelectSecurity(CreateOrderSec.Code, classSec.Class.Code);
* index++;
* labelOrdersClass.Tag = index;
* }
* }
* }
* catch (Exception ee)
* {
* MessageBox.Show(ee.ToString());
* }
* }*/
/// <summary>
/// Осуществляет поиск и подстановку значений в формы нужно инструмента.
/// </summary>
/// <param name="secCode"></param>
/*private void SelectSecurity(string secCode, string secClass = "")
* {
* try
* {
* Securities sec = null;
* if (secClass != "")
* {
* sec = this.SearchSecurity(secCode, secClass);
* }
* else
* {
* sec = this.SearchSecurity(secCode);
* }
* if (sec != null)
* {
* CreateOrderSec = sec;
*
* labelOrdersSec.Text = CreateOrderSec.Code;
* labelOrdersClass.Text = CreateOrderSec.Class.Code;
* if (CreateOrderSec.LastTrade != null)
* {
* OrdersLastPrice.Text = CreateOrderSec.LastTrade.Price.ToString();
* OrdersSetPrice.Value = CreateOrderSec.LastTrade.Price;
* }
* }
* else
* {
* labelOrdersSec.Text = "---";
* labelOrdersClass.Text = secClass;
* OrdersLastPrice.Text = "0";
* OrdersSetPrice.Value = 0;
* }
* }
* catch (Exception ee)
* {
* MessageBox.Show(ee.ToString());
* }
* }*/
/*private void dataGridViewOrders_SelectionChanged(object sender, EventArgs e)
* {
* try
* {
* var dataGrid = (DataGridView)sender;
* DataGridViewRow selectRow = null;
* foreach (var r in dataGrid.SelectedRows)
* selectRow = (DataGridViewRow)r;
* if (selectRow != null)
* {
* CreateOrderSec = (Securities)selectRow.Cells[3].Value;
* OrdersSetPrice.DecimalPlaces = CreateOrderSec.Scale;
* OrdersSetPrice.Increment = CreateOrderSec.Params.MinPriceStep;
* OrdersSetPrice.Value = Convert.ToDecimal(selectRow.Cells[5].Value);
* OrdersSetVolume.Value = Convert.ToDecimal(selectRow.Cells[6].Value);
*
* textBoxOrderFindSec.Text = CreateOrderSec.Code;
* }
* }
* catch (Exception ee)
* {
* MessageBox.Show(ee.ToString());
* }
* }*/
/*private void buttonOrderCreateBuy_Click(object sender, EventArgs e)
* {
* try
* {
* if (CreateOrderSec != null && OrdersSetPrice.Value > 0 && OrdersSetVolume.Value > 0)
* {
* Common.Ext.NewThread(() =>
* {
* Trader.CreateOrder(new Order()
* {
* Price = OrdersSetPrice.Value,
* Volume = Convert.ToInt32(OrdersSetVolume.Value),
* Direction = OrderDirection.Buy,
* Sec = CreateOrderSec
* });
* });
* }
* }
* catch (Exception ee)
* {
* MessageBox.Show(ee.ToString());
* }
* }*/
/*private void buttonOrderCreateSell_Click(object sender, EventArgs e)
* {
* try
* {
* if (CreateOrderSec != null && OrdersSetPrice.Value > 0 && OrdersSetVolume.Value > 0)
* {
* Common.Ext.NewThread(() =>
* {
* Trader.CreateOrder(new Order()
* {
* Price = OrdersSetPrice.Value,
* Volume = Convert.ToInt32(OrdersSetVolume.Value),
* Direction = OrderDirection.Sell,
* Sec = CreateOrderSec
* });
* });
* }
* }
* catch (Exception ee)
* {
* MessageBox.Show(ee.ToString());
* }
* }*/
/* private void OrdersLastPrice_Click(object sender, EventArgs e)
* {
* OrdersSetPrice.Value = Convert.ToDecimal(OrdersLastPrice.Text);
* }*/
private void ButtonOrdersCancelAll_Click(object sender, EventArgs e)
{
if (CreateOrderSec != null)
{
MThread.InitThread(() =>
{
Trader.CancelAllOrder(CreateOrderSec);
});
}
}
private void buttonMimize20s_Click(object sender, EventArgs e)
{
this.WindowState = FormWindowState.Minimized;
MThread.InitThread(() =>
{
Thread.Sleep(20000);
this.GuiAsync(() =>
{
this.WindowState = FormWindowState.Normal;
});
});
}
/// <summary> Флаг определяющий, была ли загружена история.</summary>
//public bool WasReadHistory = false;
/// <summary> Флаг определяющий контроль за сделками, для избежания дубликатов </summary>
//public bool ControlTrades = false;
/// <summary> Запись коллекции в сериализованном виде. </summary>
/// <param name="filename"></param>
public bool WriteCollectionInFile(string filename)
{
MThread.InitThread(() =>
{
object obj = null;
lock (syncLock)
{
obj = this.ObjCollection.Collection.Clone();
}
this.TimeLastSave = DateTime.Now;
Stream stream = File.Open(filename, FileMode.Create);
var binaryFormatter = new System.Runtime.Serialization.Formatters.Binary.BinaryFormatter();
binaryFormatter.Serialize(stream, obj);
stream.Close();
});
return(true);
}
private void buttonExitPos_Click(object sender, EventArgs e)
{
if (Securities.NotIsNull())
{
var pos = Trader.Objects.tPositions.SearchFirst(p => p.Sec == Securities);
if (pos != null)
{
if (pos.CurrentVolume != 0)
{
MThread.InitThread(() =>
{
OrderDirection?direction = pos.IsBuy()
? OrderDirection.Sell : OrderDirection.Buy;
decimal LastPrice = Securities.Params.LastPrice;
decimal Price = direction == OrderDirection.Sell
? Price = LastPrice - Securities.Params.MinPriceStep * 5
: LastPrice + Securities.Params.MinPriceStep * 5;
this.GuiAsync(() =>
{
var clientCode = comboBoxCodeClient.SelectedItem.NotIsNull() ? comboBoxCodeClient.SelectedItem.ToString() : "";
Trader.CreateOrder(new Order()
{
Sec = Securities,
Direction = direction,
Price = Price,
Volume = pos.CurrentVolume,
ClientCode = clientCode
});
});
});
}
else
{
ShowTransReply("По данному инструменту нет позиций.");
}
}
}
}
public static void Setup()
{
if (_ready)
{
return;
}
Console.WriteLine("MStats.Setup");
_ready = true;
_mSpanHeapHandle = Marshal.AllocHGlobal((IntPtr)MAX_HEAP_SIZE);
_mSpanHeap = (MSpan *)_mSpanHeapHandle.ToPointer();
_mThreadIdx = 0;
_threadID = new ThreadLocal <int>();
_mThreadMap = new ConcurrentDictionary <int, int>();
for (int i = 0; i < _mThread.Length; i++)
{
_mThread[i] = new MThread(_mSpanHeap + (MAX_THREAD_HEAP_SIZE * i));
}
AppDomain.CurrentDomain.ProcessExit += new EventHandler(OnAppExit);
}
/// <summary>Отрисовка всего графика </summary>
/// <param name="graphic">Полотно</param>
protected void PaintAll()
{
if (!Candels.IssetCollection())
{
return;
}
GetMinMax();
//Отрисовка свечей в приоритете
Candels.PaintCandles();
RightPrices.Paint(RightPrices.Panel.Params.MaxPrice, RightPrices.Panel.Params.MinPrice);
if (ActiveCandles.ActiveCandle1.NotIsNull() && ActiveCandles.ActiveCandle2.NotIsNull())
{
if (ActiveCandles.ActiveCandle1.dataCandle.Index > ActiveCandles.ActiveCandle2.dataCandle.Index)
{
GHorVolumes.activeCandle1 = ActiveCandles.ActiveCandle1;
GHorVolumes.activeCandle2 = ActiveCandles.ActiveCandle2;
}
else
{
GHorVolumes.activeCandle1 = ActiveCandles.ActiveCandle2;
GHorVolumes.activeCandle2 = ActiveCandles.ActiveCandle1;
}
if (TypeHorVolume == 3)
{
GHorVolumes.activeCandle2 = null;
}
}
CandleInfo LastCandle = null;
Levels.Panel.Clear();
var leftCandle = Candels.AllDataPaintedCandle.Last();
var rightCandle = Candels.AllDataPaintedCandle.First();
//Паинт
foreach (var dCandle in Candels.AllDataPaintedCandle.ToArray())
{
dCandle.PrevCandleInfo = LastCandle;
Volumes.PaintByCandle(dCandle);
GHorVolumes.EachCandle(dCandle);
Levels.PaintByCandle(dCandle, leftCandle, rightCandle, Candels.AllDataPaintedCandle.Count);
Indicators.ForEach((ind) =>
{
if (ind is Indicator)
{
((Indicator)ind).EachFullCandle(dCandle);
}
});
LastCandle = dCandle;
}
LevelsOrders.Paint();
Levels.Paint();
ActualizeActiveCandle();
if (ThreadPaintHotVol.NotIsNull())
{
ThreadPaintHotVol.Abort();
ThreadPaintHotVol = null;
}
if (ThreadPaintHotVol.IsNull())
{
ThreadPaintHotVol = MThread.InitThread(() =>
{
GHorVolumes.CollectionCandles = Candels.AllDataPaintedCandle;
if (TypeHorVolume == 1)
{
if (ActiveCandles.ActiveCandle1.NotIsNull())
{
GHorVolumes.PaintHorVolEachBlock(ActiveCandles.ActiveCandle1.dataCandle.Index + 1);
}
}
else if (TypeHorVolume == 2 || TypeHorVolume == 3)
{
GHorVolumes.PaintHorVolByPeriodCandleDelta(false, false);
}
else if (TypeHorVolume == 5)
{
GHorVolumes.PaintHorVolByPeriodCandleDelta(false, true, limitHorVol);
}
else if (TypeHorVolume == 4)
{
GHorVolumes.PaintCollectionHVol();
}
ThreadPaintHotVol = null;
});
}
ToCanvas();
}
/// <summary> Обновление стакана </summary>
public void UpdateDepth()
{
if (TrElement.IsNull())
{
return;
}
int count = 20;
var orders = Trader.Objects.tOrders
.SearchAll(o => o.Sec == TrElement.Security && o.Status == OrderStatus.ACTIVE);
var ordersBuy = orders.Where(o => o.Direction == OrderDirection.Buy)
.OrderByDescending(o => o.Price).ToArray();
var ordersSell = orders.Where(o => o.Direction == OrderDirection.Sell)
.OrderBy(o => o.Price).ToArray();
var pricesBuy = ordersBuy.Select(o => o.Price).Take(count).ToArray();
var pricesSell = ordersSell.Select(o => o.Price).Take(count).ToArray();
if (ArraySell.IsNull())
{
ArraySell = new DataGridViewRow[count];
for (int i = count - 1; i >= 0; i--)
{
var k = dataGridViewDepth.Rows.Add();
ArraySell[i] = dataGridViewDepth.Rows[k];
ArraySell[i].Cells[0].Value = "";
ArraySell[i].Cells[1].Value = "";
ArraySell[i].Cells[2].Value = "";
ArraySell[i].Cells[3].Value = "";
ArraySell[i].Cells[2].Style.BackColor = Color.LightCoral;
ArraySell[i].Cells[1].Style.Font = new Font(DataGridView.DefaultFont, FontStyle.Regular);
}
}
if (ArrayBuy.IsNull())
{
ArrayBuy = new DataGridViewRow[count];
for (int i = 0; i < count; i++)
{
var k = dataGridViewDepth.Rows.Add();
ArrayBuy[i] = dataGridViewDepth.Rows[k];
ArrayBuy[i].Cells[0].Value = "";
ArrayBuy[i].Cells[1].Value = "";
ArrayBuy[i].Cells[2].Value = "";
ArrayBuy[i].Cells[3].Value = "";
ArrayBuy[i].Cells[2].Style.BackColor = Color.LightGreen;
ArrayBuy[i].Cells[1].Style.Font = new Font(DataGridView.DefaultFont, FontStyle.Regular);
}
}
MThread.InitThread(() =>
{
//Синхронизуируем между потоками
dataGridViewDepth.GuiAsync(() =>
{
if (ArraySell.NotIsNull())
{
//Наполняем Sell
for (int i = 0; i < ArraySell.Length; i++)
{
var row = ArraySell[i];
if (pricesSell.Length <= i)
{
ArraySell[i].Cells[2].Value = "";
ArraySell[i].Cells[1].Value = "";
ArraySell[i].Cells[1].Tag = null;
ArraySell[i].Cells[3].Tag = null;
continue;
}
var ordersByPrice = ordersSell.Where(o => o.Price == pricesSell[i]).ToArray();
var volOrders = ordersByPrice.Sum(o => o.Balance);
decimal Price = pricesSell[i];
int Volume = volOrders;
int countOrd = ordersByPrice.Count();
ArraySell[i].Cells[2].Value = Price.ToString();
ArraySell[i].Cells[1].Value = countOrd.ToString() + " (" + Volume.ToString() + ")";
ArraySell[i].Cells[1].Tag = new StructClickDepth()
{
Flag = "sell",
Price = Price,
Volume = Volume,
};
ArraySell[i].Cells[3].Tag = new StructClickDepth()
{
Flag = "buy",
Price = Price,
Volume = Volume,
};
}
}
if (ArrayBuy.NotIsNull())
{
//Наполняем Buy
for (int i = 0; i < ArrayBuy.Length; i++)
{
var row = ArrayBuy[i];
if (pricesBuy.Length <= i)
{
ArraySell[i].Cells[2].Value = "";
ArraySell[i].Cells[1].Value = "";
ArraySell[i].Cells[1].Tag = null;
ArraySell[i].Cells[3].Tag = null;
continue;
}
var ordersByPrice = ordersBuy.Where(o => o.Price == pricesBuy[i]).ToArray();
var volOrders = ordersByPrice.Sum(o => o.Balance);
decimal Price = pricesBuy[i];
int Volume = volOrders;
int countOrd = ordersByPrice.Count();
ArrayBuy[i].Cells[2].Value = Price.ToString();
ArrayBuy[i].Cells[3].Value = countOrd.ToString() + " (" + Volume.ToString() + ")";
ArrayBuy[i].Cells[1].Tag = new StructClickDepth()
{
Flag = "sell",
Price = Price,
Volume = Volume,
};
ArrayBuy[i].Cells[3].Tag = new StructClickDepth()
{
Flag = "buy",
Price = Price,
Volume = Volume,
};
}
}
});
});
}
private void EventStrategy()
{
if (checkBoxFGActivate.Checked)
{
if (threadStrategy.IsNull() || threadStrategy.ThreadState == ThreadState.Stopped)
{
if (DataTrading.Collection.Count() == 0)
{
return;
}
if (FastGapSettings.StepTime == 0)
{
return;
}
threadStrategy = MThread.InitThread(() =>
{
var allStocks = DataTrading.Collection.ToArray();
foreach (var elem in allStocks)
{
if (elem.ListStrategy.Count > 0)
{
foreach (var stg in elem.ListStrategy)
{
if (stg is Strategy.Strategy)
{
var strategy = (Strategy.Strategy)stg;
strategy.StepTime = FastGapSettings.StepTime;
strategy.TimeFrame = FastGapSettings.TimeFrame;
strategy.IndexStartCandle = FastGapSettings.IndexStartCandle;
strategy.Option_1 = FastGapSettings.Option_1;
strategy.Option_2 = FastGapSettings.Option_2;
strategy.Option_3 = FastGapSettings.Option_3;
var now = DateTime.Now;
if (strategy.TimeLastAction < now.AddSeconds(strategy.StepTime * -1))
{
var tf = elem.StorageTF.GetTimeFrame(strategy.TimeFrame);
strategy.Security = elem.Security;
strategy.BeforeAction(() =>
{
});
var log = strategy.ActionCollection(tf.Candles.Collection);
strategy.TimeLastAction = now;
if (!log.Empty())
{
showLog = true;
this.FastGapLog = log + this.FastGapLog;
}
}
}
Thread.Sleep(1);
}
}
}
threadStrategy = null;
});
if (showLog)
{
showLog = false;
Form_MessageSignal.Show(this.FastGapLog, null);
textBoxFGLog.Text = this.FastGapLog;
}
}
}
}
/// <summary>
/// Проверка и выставление стоп-ордера
/// </summary>
/// <param name="Price"></param>
/// <param name="volume"></param>
public void SetStopOrder(decimal Price, int volume, bool checkSet = true)
{
if (Price == 0)
{
ShowTransReply("Некорректная цена стоп-ордера!");
return;
}
if (volume == 0)
{
ShowTransReply("Не текущих позиций!");
return;
}
decimal stepStop = Securities.Params.MinPriceStep * 20;
if (volume < 0)
{
stepStop = stepStop * -1;
volume = volume * -1;
}
var stopOrder = new StopOrder()
{
Sec = Securities,
Price = Price - stepStop,
Volume = volume,
ConditionPrice = Price,
DateExpiry = DateMarket.ExtractDateTime(dateTimePickerStopOrder.Value),
ClientCode = ClientCode.Value,
Comment = Define.STOP_LOSS
};
if (this.Position.IsBuy() && Price > 0)
{
stopOrder.Direction = OrderDirection.Sell;
if (Price > Securities.LastPrice)
{
ShowTransReply("Не корректная цена стоп заявки! Необходимо указать цену ниже текущей.");
return;
}
}
if (this.Position.IsSell() && Price > 0)
{
stopOrder.Direction = OrderDirection.Buy;
if (Price < Securities.LastPrice)
{
ShowTransReply("Не корректная цена стоп заявки! Необходимо указать цену выше текущей.");
return;
}
}
//Устанавливаем в форму значение стоп цены
this.GuiAsync(() =>
{
numericUpDownStopPrice.Value = Price;
});
MThread.InitThread(() =>
{
var cancelOrders = this.Trader.Objects.tStopOrders.SearchAll(so => so.Sec == Securities &&
so.IsActive() && so.Comment.Contains(Define.STOP_LOSS));
if (cancelOrders.NotIsNull())
{
this.Trader.CancelListStopOrders(cancelOrders);
}
Thread.Sleep(500);
this.Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
if (checkSet)
{
Thread.Sleep(10000);
var allStopOrders = this.Trader.Objects.tStopOrders.SearchAll(so => so.Sec == Securities && so.IsActive());
if (allStopOrders.NotIsNull())
{
if (allStopOrders.Count() == 0)
{
this.SetStopOrder(Price, volume, false);
}
}
}
});
}
protected void SendStopOrder(PanelControl panel, bool autoStop = false, bool showInfo = false)
{
if (autoStop)
{
if (panel.LastSendStopOrder > DateTime.Now.AddSeconds(-5))
{
//Для избежания многократного выставления
return;
}
}
var pos = Parent.Trader.Objects.tPositions.SearchFirst(p => p.Sec == panel.TrElement.Security);
decimal stepStop = panel.TrElement.Security.Params.MinPriceStep * 20;
int volume = pos.NotIsNull() ? pos.Data.CurrentNet : 0;
if (volume < 0)
{
stepStop = stepStop * -1;
volume = volume * -1;
}
//Просмотр инфо по будущему стопу
if (showInfo)
{
string text = "Инфо создаваемой стоп заявки:\n";
text += "Позиций: " + pos.Data.CurrentNet + "\n\n";
text += "Стоп цена: " + panel.PriceStop.Value + "\n";
text += "Цена исполнения: " + (panel.PriceStop.Value - stepStop) + "\n";
text += "Объем: " + volume + "\n";
text += "Дата завершения: " + DateTime.Now.AddDays(1).ToShortDateString() + "\n";
MessageBox.Show(text);
return;
}
if (panel.PriceStop.Value == 0)
{
SetMessage("Некорректная цена стоп-ордера!");
return;
}
if (volume == 0)
{
SetMessage("Не текущих позиций!");
return;
}
var stopOrder = new StopOrder()
{
Sec = panel.TrElement.Security,
Price = panel.PriceStop.Value - stepStop,
Volume = volume,
Direction = volume > 0 ? OrderDirection.Sell : OrderDirection.Buy,
ConditionPrice = panel.PriceStop.Value,
DateExpiry = DateMarket.ExtractDateTime(DateTime.Now.AddDays(1)),
Comment = Define.STOP_LOSS
};
var lastPrice = panel.TrElement.Security.LastPrice;
if (lastPrice > 0)
{
if (pos.IsBuy() && panel.PriceStop.Value > 0)
{
stopOrder.Direction = OrderDirection.Sell;
if (panel.PriceStop.Value > lastPrice)
{
SetMessage("Не корректная цена стоп заявки! Необходимо указать цену ниже текущей.");
return;
}
}
if (pos.IsSell() && panel.PriceStop.Value > 0)
{
stopOrder.Direction = OrderDirection.Buy;
if (panel.PriceStop.Value < lastPrice)
{
SetMessage("Не корректная цена стоп заявки! Необходимо указать цену выше текущей.");
return;
}
}
}
MThread.InitThread(ThreadPriority.Normal, () =>
{
Qlog.CatchException(() =>
{
Thread.Sleep(1000);
var countClosed = CancelAllStopOrders(panel);
Thread.Sleep(1000);
Parent.Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
addSignalByStop(stopOrder);
});
});
panel.LastSendStopOrder = DateTime.Now;
}
private void buttonLoadTicks_Click(object sender, EventArgs e)
{
OpenFileDialog file = new OpenFileDialog();
file.Multiselect = true;
file.Filter = "txt files (*.txt)|*.txt|All files (*.*)|*.*";
file.FilterIndex = 2;
file.RestoreDirectory = true;
if (file.ShowDialog() == DialogResult.OK)
{
try
{
labelStatusLoad.GuiAsync(() =>
{
labelStatusLoad.Text = "";
});
int CountFiles = file.FileNames.Length;
int CountStat = CountFiles;
threadLoadHistory = MThread.InitThread(() =>
{
Qlog.CatchException(() =>
{
foreach (string filename in file.FileNames)
{
WFile wf = new WFile(filename);
var arrayAll = wf.ReadAllLines();
labelStatusLoad.GuiAsync(() =>
{
labelStatusLoad.Text = filename + "\r\n" + labelStatusLoad.Text;
progressBalLoadHistory.Maximum = arrayAll.Length + 1;
progressBalLoadHistory.Value = 1;
});
int counterRow = 0;
int numStep = 0;
foreach (var str in arrayAll)
{
if (counterRow == 0)
{
counterRow++;
continue; //пропускаем шапку
}
var tr = Trade.GetConvertTrade(Securities, str);
//Корректируем значения
var modifyTrade = ModifyLoadTrade(tr);
if (modifyTrade.NotIsNull())
{
TrElement.NewTrade(tr, true);
if (numStep > 5000)
{
progressBalLoadHistory.GuiAsync(() =>
{
if (counterRow < progressBalLoadHistory.Maximum)
{
progressBalLoadHistory.Value = counterRow;
}
});
Thread.Sleep(2);
numStep = 0;
}
numStep++;
}
counterRow++;
}
CountStat--;
labelStatusLoad.GuiAsync(() =>
{
labelStatusLoad.Text = "Process: " + CountStat + "/" + CountFiles + "\r\n" + labelStatusLoad.Text;
});
}
});
});
labelStatusLoad.GuiAsync(() =>
{
labelStatusLoad.Text = "Files: " + CountFiles + "\r\n" + labelStatusLoad.Text;
});
}
catch (Exception ex)
{
MessageBox.Show("Error: Could not read file from disk. Original error: " + ex.Message);
}
}
}
/// <summary> Кликеры по таблице стакана </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void dataGridViewDepth_Click(object sender, EventArgs e)
{
if (Securities.IsNull())
{
return;
}
var MouseEvent = (MouseEventArgs)e;
var dataGrid = (DataGridView)sender;
dataGrid.ClearSelection();
var hti = dataGrid.HitTest(MouseEvent.X, MouseEvent.Y);
int indexRow = hti.RowIndex;
int indexCol = hti.ColumnIndex;
if (indexRow < 0 || indexCol < 0)
{
return;
}
DataGridViewCell cell = dataGrid.Rows[indexRow].Cells[indexCol];
if (MouseEvent.Button == MouseButtons.Left)
{
if (cell.Tag != null)
{
int Volume = Convert.ToInt32(numericUpDownVolume.Value);
if (Volume == 0)
{
ShowTransReply("Не указан объем!");
}
if (cell.Tag.GetType().ToString().Contains("StructClickDepth"))
{
var data = (StructClickDepth)cell.Tag;
OrderDirection?direction = null;
if (data.Flag == "buy")
{
direction = OrderDirection.Buy;
}
if (data.Flag == "sell")
{
direction = OrderDirection.Sell;
}
var clientCode = comboBoxCodeClient.SelectedItem.NotIsNull() ? comboBoxCodeClient.SelectedItem.ToString() : "";
MThread.InitThread(() =>
{
Trader.CreateOrder(new Order()
{
Sec = Securities,
Direction = direction,
Price = data.Price,
Volume = Volume,
ClientCode = clientCode
});
});
}
}
}
if (MouseEvent.Button == MouseButtons.Right)
{
if (cell.Tag != null)
{
if (cell.Tag.GetType().ToString().Contains("StructClickDepth"))
{
var data = (StructClickDepth)cell.Tag;
if (data.Flag == "buy" || data.Flag == "sell")
{
MThread.InitThread(() =>
{
var ords = Trader.Objects.tOrders.SearchAll(o => o.Sec == Securities && o.Price == data.Price && o.IsActive());
if (ords.NotIsNull())
{
foreach (var ord in ords)
{
Trader.CancelOrder(ord.Sec, ord.OrderNumber);
}
}
});
}
}
}
}
}
/// <summary>
///
/// </summary>
public void AutoSLLoopControl()
{
if (TimeControl.AddSeconds(PERIOD_CONTROL_SEC) > DateTime.Now)
{
return;
}
TimeControl = DateTime.Now;
MThread.InitThread(() =>
{
foreach (var objControl in ASLObject.ToArray)
{
var sec = GetSecCodeAndClass(objControl.SecAndCode);
if (sec.NotIsNull())
{
var pos = Trader.Objects.tPositions.SearchFirst(p => p.Sec == sec);
if (pos.NotIsNull())
{
var stopLoss = Trader.Objects.tStopOrders.SearchAll(o => o.Sec == sec &&
o.IsActive() && o.Comment.Contains(Define.STOP_LOSS)
);
var volume = pos.CurrentVolume;
//Проверяем, не появились ли лишние стоп ордера
if (stopLoss.Count() > 1)
{
Trader.CancelAllStopOrder(sec);
continue;
}
//Проверяем не изменилась ли позиция
else if (stopLoss.Count() == 1)
{
var activeStop = stopLoss.ElementAt(0);
//Снимаем стоп если разные обьемы
if (activeStop.Volume != volume)
{
Trader.CancelAllStopOrder(sec);
continue;
}
//Снимаем стоп если он в другую сторону
if (activeStop.IsBuy() && pos.IsBuy())
{
Trader.CancelAllStopOrder(sec);
continue;
}
}
else if (stopLoss.Count() == 0 && pos.CurrentVolume > 0)
{
var allTrades = Trader.Objects.tMyTrades.SearchAll(t => t.Trade.Sec == sec)
.OrderByDescending(o => o.Trade.Number);
if (allTrades.NotIsNull())
{
decimal Price = 0;
if (allTrades.Count() > 0)
{
var lastTrade = allTrades.FirstOrDefault(o => o.Trade.Direction == pos.CurrentDirection);
if (lastTrade.NotIsNull())
{
Price = lastTrade.Trade.Price;
}
}
if (Price == 0)
{
Price = sec.LastPrice;
}
var tiks = objControl.Tiks;
var stopOrder = new StopOrder()
{
Sec = sec,
Price = Price,
ClientCode = objControl.Comment,
Comment = Define.STOP_LOSS,
Volume = volume,
DateExpiry = DateMarket.ExtractDateTime(DateTime.Now.AddDays(10))
};
if (pos.IsBuy())
{
stopOrder.Direction = OrderDirection.Sell;
stopOrder.ConditionPrice = Price - sec.MinPriceStep * tiks;
stopOrder.Price = stopOrder.ConditionPrice - sec.MinPriceStep * 10;
}
else if (pos.IsSell())
{
stopOrder.Direction = OrderDirection.Buy;
stopOrder.ConditionPrice = Price + sec.MinPriceStep * tiks;
stopOrder.Price = stopOrder.ConditionPrice + sec.MinPriceStep * 10;
}
Trader.CreateStopOrder(stopOrder, StopOrderType.StopLimit);
AutoSLLog("Create order: " + sec.ToString() + " " +
(stopOrder.IsBuy() ? "B" : "S") +
" " + stopOrder.ConditionPrice);
}
}
}
}
}
});
}
/// <summary>
/// Подготовка данных иструмента для форм
/// </summary>
private void prepareInfoForForm()
{
if (ThreadInfo.NotIsNull())
{
ThreadInfo.Abort();
ThreadInfo = null;
return;
}
if (comboBoxCodeClient.SelectedItem.NotIsNull())
{
var listPortf = Trader.Objects.tPortfolios
.SearchAll(p => p.Account.AccClasses.FirstOrDefault(c => c == Securities.Class).NotIsNull() &&
p.Client.Code == comboBoxCodeClient.SelectedItem.ToString());
if (TypeClientLimit.Value >= 0)
{
listPortf = listPortf.Where(p => p.LimitKind == TypeClientLimit.Value).ToArray();
}
if (listPortf.Count() > 0)
{
Portfolio = listPortf.First();
}
}
if (ClientCode.Value.Empty())
{
Position = Trader.Objects.tPositions.SearchFirst(s => s.Sec == Securities);
}
else
{
Position = Trader.Objects.tPositions.SearchFirst(s => s.Sec == Securities &&
s.Client.Code == ClientCode.Value);
}
ThreadInfo = MThread.InitThread(() =>
{
if (this.Position.NotIsNull())
{
Info.CountCurrentPosition = this.Position.Data.CurrentNet;
}
if (Securities.LastPrice != 0)
{
Info.CurrentPrice = Securities.LastPrice;
}
//orders
var orders = this.Trader.Objects.tOrders.SearchAll(so => so.Sec.Code == Securities.Code && so.IsActive()).ToArray();
var ordB = orders.Where(o => o.IsBuy()).ToArray();
var ordS = orders.Where(o => o.IsSell()).ToArray();
Info.CountOrderBuy = ordB.Count();
Info.CountOrderSell = ordS.Count();
Info.CountVolumeBuy = ordB.Sum(o => o.Balance);
Info.CountVolumeSell = ordS.Sum(o => o.Balance);
var stopOrdersActive = this.Trader.Objects.tStopOrders.SearchAll(so => so.Sec.Code == Securities.Code && so.IsActive());
if (stopOrdersActive.NotIsNull())
{
var soBuy = stopOrdersActive.Where(so => so.IsBuy()).ToArray();
var soSell = stopOrdersActive.Where(so => so.IsSell()).ToArray();
var soOrderBuy = soBuy.Where(so => so.Comment.Contains(Define.STOP_LIMIT)).ToArray();
var soOrderSell = soSell.Where(so => so.Comment.Contains(Define.STOP_LIMIT)).ToArray();
var soLimitBuy = soBuy.Where(so => so.Comment.Contains(Define.STOP_LOSS)).ToArray();
var soLimitSell = soSell.Where(so => so.Comment.Contains(Define.STOP_LOSS)).ToArray();
//sLimit
Info.CountStopLimitOrderBuy = soLimitBuy.Count();
Info.CountStopLimitOrderSell = soLimitSell.Count();
if (Info.CountStopLimitOrderBuy > 0 || Info.CountStopLimitOrderSell > 0)
{
Info.CountStopLimitVolumeBuy = soLimitBuy.Sum(so => so.Volume);
Info.CountStopLimitVolumeSell = soLimitSell.Sum(so => so.Volume);
}
//sOrder
Info.CountStopOrderBuy = soOrderBuy.Count();
Info.CountStopOrderSell = soOrderSell.Count();
if (Info.CountStopOrderBuy > 0 || Info.CountStopOrderSell > 0)
{
Info.CountStopVolumeBuy = soOrderBuy.Sum(so => so.Volume);
Info.CountStopVolumeSell = soOrderSell.Sum(so => so.Volume);
}
if (Info.CountCurrentPosition != 0)
{
var stopOrder = stopOrdersActive.FirstOrDefault(so => so.IsActive());
if (stopOrder.NotIsNull() &&
Securities.LastTrade.NotIsNull() &&
Securities.Params.MinPriceStep > 0 &&
Position.NotIsNull())
{
var priceStop = stopOrder.ConditionPrice;
decimal gapPrice = priceStop > Info.CurrentPrice ? priceStop - Info.CurrentPrice : Info.CurrentPrice - priceStop;
decimal result = (gapPrice / Securities.Params.MinPriceStep) * Securities.Params.StepPrice;
decimal countLots = Position.CurrentVolume;
Info.ForecastSum = result * countLots;
}
else
{
Info.ForecastSum = 0;
}
}
}
if (Portfolio.NotIsNull())
{
Info.Balanse = this.Portfolio.Balance;
Info.FreeBalanse = this.Portfolio.CurrentBalance;
Info.VarMargin = this.Portfolio.VarMargin;
}
ThreadInfo = null;
});
}
