public override void Notify(Guid tradeGuid, OpenStatus status, double dealQty = 0, double dealPrice = 0, string weituobianhao = "", string pendWeituobianhao = "")
{
if (tps.ContainsKey(tradeGuid))
{
PTradePoints t = tps[tradeGuid];
if (status == OpenStatus.Opened)
{
decimal realDealQty = (decimal)dealQty + (decimal)t.EnterPoint.PartDealQty - (decimal)t.EnterPoint.DealQty;
t.EnterPoint.DealQty = (double)((decimal)dealQty + (decimal)t.EnterPoint.PartDealQty);
if (t.EnterPoint.OpenType == OpenType.KaiDuo)
{
DuoHands += (Decimal)t.EnterPoint.DealQty;
FrozenDuoHands -= (Decimal)t.EnterPoint.DealQty;
}
else
{
KongHands += (Decimal)t.EnterPoint.DealQty;
FrozenKongHands -= (Decimal)t.EnterPoint.DealQty;
}
if (currentTick.IsReal)
{
t.Status = OpenStatus.Opened;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受开仓通知，成交数量:{1}", this.policyName, dealQty)));
}
}
else if (status == OpenStatus.Open)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受开仓下单通知", this.policyName)));
}
else if (status == OpenStatus.Close)
{
OpenPointWeiTuo opwt = new OpenPointWeiTuo();
opwt.Weituobianhao = weituobianhao;
opwt.OpenQty = dealQty;
t.OutPoint.OpenPointWeiTuo.Add(opwt);
if (currentTick.IsReal)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受平仓下单通知", this.policyName)));
}
}
else if (status == OpenStatus.Closed)
{
double RealTotalDeal = 0;
bool find = false;
for (int j = 0; j < t.OutPoint.OpenPointWeiTuo.Count; j++)
{
if (t.OutPoint.OpenPointWeiTuo[j].Weituobianhao == weituobianhao)
{
OpenPointWeiTuo opwt = t.OutPoint.OpenPointWeiTuo[j];
decimal realDealQty = (decimal)dealQty + (decimal)opwt.PartDealQty - (decimal)opwt.DealQty;
t.OutPoint.OpenPointWeiTuo[j].DealQty = dealQty + opwt.PartDealQty;
find = true;
}
RealTotalDeal += t.OutPoint.OpenPointWeiTuo[j].DealQty;
}
if (t.EnterPoint.DealQty == RealTotalDeal)
{
if (t.EnterPoint.OpenType == OpenType.KaiDuo)
{
DuoHands -= (decimal)RealTotalDeal;
}
else
{
KongHands -= (decimal)RealTotalDeal;
}
t.Finished = true;
PTradePoints tptemp;
tps.TryRemove(tradeGuid, out tptemp);
}
if (currentTick.IsReal)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受平仓通知-{1}-有单子：{2}", this.policyName, weituobianhao, find.ToString())));
}
}
else if (status == OpenStatus.OpenPending)
{
t.EnterPoint.PartDealQty = t.EnterPoint.DealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接收入场追单通知", this.policyName)));
}
else if (status == OpenStatus.ClosePending)
{
OpenPointWeiTuo opwt = new OpenPointWeiTuo();
opwt.Weituobianhao = pendWeituobianhao;
opwt.OpenQty = dealQty;
t.OutPoint.OpenPointWeiTuo.Add(opwt);
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接收出场追单通知", this.policyName)));
}
else if (status == OpenStatus.Failed)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受失败通知", this.policyName)));
}
else if (status == OpenStatus.PartOpend)
{
if (dealQty > (t.EnterPoint.DealQty - t.EnterPoint.PartDealQty))
{
decimal realDealQty = (decimal)dealQty + (decimal)t.EnterPoint.PartDealQty - (decimal)t.EnterPoint.DealQty;
t.EnterPoint.DealQty = dealQty + t.EnterPoint.PartDealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受部分入场成交通知，成交数量:{1}", this.policyName, dealQty)));
}
}
else if (status == OpenStatus.PartClosed)
{
for (int j = 0; j < t.OutPoint.OpenPointWeiTuo.Count; j++)
{
if (t.OutPoint.OpenPointWeiTuo[j].Weituobianhao == weituobianhao)
{
OpenPointWeiTuo opwt = t.OutPoint.OpenPointWeiTuo[j];
if (dealQty > (opwt.DealQty - opwt.PartDealQty))
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受部分出场成交通知，成交数量:{1}", this.policyName, dealQty)));
decimal realDealQty = (decimal)dealQty + (decimal)opwt.PartDealQty - (decimal)opwt.DealQty;
t.OutPoint.OpenPointWeiTuo[j].DealQty = dealQty + opwt.PartDealQty;
}
break;
}
}
}
else if (status == OpenStatus.OpenCanceled)
{
if (t.EnterPoint.DealQty == 0)
{
t.Finished = true;
}
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受入场撤单通知", this.policyName)));
}
else if (status == OpenStatus.CloseCanceled)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受出场撤单通知", this.policyName)));
}
}
}
public override void Notify(Guid tradeGuid, OpenStatus status, double dealQty = 0, double dealPrice = 0, string weituobianhao = "", string pendWeituobianhao = "")
{
for (int i = 0; i < tps.ToArray().Count(); i++)
{
var t = tps[i];
if (t.TradeGuid == tradeGuid)
{
if (status == OpenStatus.Opened)
{
decimal realDealQty = (decimal)dealQty + (decimal)t.EnterPoint.PartDealQty - (decimal)t.EnterPoint.DealQty;
t.EnterPoint.DealQty = (double)((decimal)dealQty + (decimal)t.EnterPoint.PartDealQty);
t.EnterPoint.DealPrice = (dealPrice + t.EnterPoint.OpenPrice) / t.EnterPoint.DealQty;
holdHands += realDealQty;
if (t.EnterPoint.OpenType == OpenType.KaiDuo)
{
long_position += (int)dealQty;
}
else if (t.EnterPoint.OpenType == OpenType.KaiKong)
{
short_position += (int)dealQty;
}
if (long_position == (int)parameter.qty || short_position == (int)parameter.qty)
{
open_complete = 0;
}
t.Status = OpenStatus.Opened;
frozenOpenHands -= realDealQty;
RaiseMessage(new PolicyMessageEventArgs("策略已接受开仓通知"));
}
else if (status == OpenStatus.Open)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受开仓下单通知", this.policyName)));
}
else if (status == OpenStatus.Close)
{
OpenPointWeiTuo opwt = new OpenPointWeiTuo();
opwt.Weituobianhao = weituobianhao;
opwt.OpenQty = dealQty;
t.OutPoint.OpenPointWeiTuo.Add(opwt);
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受平仓下单通知", this.policyName)));
}
else if (status == OpenStatus.Closed)
{
double RealTotalDeal = 0;
bool find = false;
for (int j = 0; j < t.OutPoint.OpenPointWeiTuo.Count; j++)
{
if (t.OutPoint.OpenPointWeiTuo[j].Weituobianhao == weituobianhao)
{
OpenPointWeiTuo opwt = t.OutPoint.OpenPointWeiTuo[j];
decimal realDealQty = (decimal)dealQty + (decimal)opwt.PartDealQty - (decimal)opwt.DealQty;
frozenCloseHands -= realDealQty;
holdHands -= realDealQty;
t.OutPoint.OpenPointWeiTuo[j].DealQty = dealQty + opwt.PartDealQty;
find = true;
}
RealTotalDeal += t.OutPoint.OpenPointWeiTuo[j].DealQty;
}
if (t.OutPoint.OpenType == OpenType.PingDuo)
{
long_position -= (int)dealQty;
}
else if (t.OutPoint.OpenType == OpenType.PingKong)
{
short_position -= (int)dealQty;
}
if (long_position == 0 || short_position == 0)
{
close_complete = 0;
}
if (t.EnterPoint.DealQty == RealTotalDeal)
{
t.Finished = true;
}
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受平仓通知-{1}-有单子：{2}", this.policyName, weituobianhao, find.ToString())));
}
else if (status == OpenStatus.OpenPending)
{
t.EnterPoint.PartDealQty = t.EnterPoint.DealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接收入场追单通知-HoldHands:{1}", this.policyName, holdHands)));
}
else if (status == OpenStatus.ClosePending)
{
OpenPointWeiTuo opwt = new OpenPointWeiTuo();
opwt.Weituobianhao = pendWeituobianhao;
opwt.OpenQty = dealQty;
t.OutPoint.OpenPointWeiTuo.Add(opwt);
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接收出场追单通知HoldHands:{1}", this.policyName, holdHands)));
}
else if (status == OpenStatus.Failed)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受失败通知", this.policyName)));
}
else if (status == OpenStatus.PartOpend)
{
if (dealQty > (t.EnterPoint.DealQty - t.EnterPoint.PartDealQty))
{
decimal realDealQty = (decimal)dealQty + (decimal)t.EnterPoint.PartDealQty - (decimal)t.EnterPoint.DealQty;
t.EnterPoint.DealQty = dealQty + t.EnterPoint.PartDealQty;
frozenOpenHands -= realDealQty;
holdHands += realDealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受部分入场成交通知，成交数量:{1}", this.policyName, dealQty)));
}
long_position += (int)dealQty;
short_position += (int)dealQty;
}
else if (status == OpenStatus.PartClosed)
{
for (int j = 0; j < t.OutPoint.OpenPointWeiTuo.Count; j++)
{
if (t.OutPoint.OpenPointWeiTuo[j].Weituobianhao == weituobianhao)
{
OpenPointWeiTuo opwt = t.OutPoint.OpenPointWeiTuo[j];
if (dealQty > (opwt.DealQty - opwt.PartDealQty))
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受部分出场成交通知，成交数量:{1}", this.policyName, dealQty)));
decimal realDealQty = (decimal)dealQty + (decimal)opwt.PartDealQty - (decimal)opwt.DealQty;
frozenCloseHands -= realDealQty;
holdHands -= realDealQty;
t.OutPoint.OpenPointWeiTuo[j].DealQty = dealQty + opwt.PartDealQty;
}
break;
}
}
long_position -= (int)dealQty;
short_position -= (int)dealQty;
}
else if (status == OpenStatus.OpenCanceled)
{
frozenOpenHands -= (decimal)dealQty;
if (t.EnterPoint.DealQty == 0)
{
t.Finished = true;
}
open_complete = 0;
close_complete = 0;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受入场撤单通知", this.policyName)));
}
else if (status == OpenStatus.CloseCanceled)
{
frozenCloseHands -= (decimal)dealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受出场撤单通知", this.policyName)));
}
}
}
}
public override void Notify(Guid tradeGuid, OpenStatus status, double dealQty = 0, double dealPrice = 0, string weituobianhao = "", string pendWeituobianhao = "")
{
for (int i = 0; i < tps.ToArray().Count(); i++)
{
var t = tps[i];
if (t.TradeGuid == tradeGuid && currentTick.IsReal)
{
if (status == OpenStatus.Opened)
{
t.EnterPoint.OpenPrice = dealPrice;
decimal realDealQty = (decimal)dealQty + (decimal)t.EnterPoint.PartDealQty - (decimal)t.EnterPoint.DealQty;
t.EnterPoint.DealQty = (double)((decimal)dealQty + (decimal)t.EnterPoint.PartDealQty);
t.Status = OpenStatus.Opened;
openComplete = true;
openHands = 0;
RaiseMessage(new PolicyMessageEventArgs("策略已接受开仓通知"));
}
else if (status == OpenStatus.Open)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受开仓下单通知", this.policyName)));
}
else if (status == OpenStatus.Close)
{
OpenPointWeiTuo opwt = new OpenPointWeiTuo();
opwt.Weituobianhao = weituobianhao;
opwt.OpenQty = dealQty;
t.OutPoint.OpenPointWeiTuo.Add(opwt);
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受平仓下单通知", this.policyName)));
}
else if (status == OpenStatus.Closed)
{
double RealTotalDeal = 0;
bool find = false;
for (int j = 0; j < t.OutPoint.OpenPointWeiTuo.Count; j++)
{
if (t.OutPoint.OpenPointWeiTuo[j].Weituobianhao == weituobianhao)
{
OpenPointWeiTuo opwt = t.OutPoint.OpenPointWeiTuo[j];
decimal realDealQty = (decimal)dealQty + (decimal)opwt.PartDealQty - (decimal)opwt.DealQty;
t.OutPoint.OpenPointWeiTuo[j].DealQty = dealQty + opwt.PartDealQty;
find = true;
}
RealTotalDeal += t.OutPoint.OpenPointWeiTuo[j].DealQty;
}
if (t.EnterPoint.DealQty == RealTotalDeal)
{
closeComplete = true;
t.Finished = true;
}
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受平仓通知-{1}-有单子：{2}", this.policyName, weituobianhao, find.ToString())));
}
else if (status == OpenStatus.OpenPending)
{
t.EnterPoint.PartDealQty = t.EnterPoint.DealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略HoldHands:{1}", this.policyName, holdHands)));
}
else if (status == OpenStatus.ClosePending)
{
for (int j = 0; j < t.OutPoint.OpenPointWeiTuo.Count; j++)
{
if (t.OutPoint.OpenPointWeiTuo[j].Weituobianhao == weituobianhao)
{
t.OutPoint.OpenPointWeiTuo[j].PartDealQty = t.OutPoint.OpenPointWeiTuo[j].DealQty;
t.OutPoint.OpenPointWeiTuo[j].Weituobianhao = pendWeituobianhao;
}
}
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略HoldHands:{1}", this.policyName, holdHands)));
}
else if (status == OpenStatus.Failed)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受失败通知", this.policyName)));
}
else if (status == OpenStatus.PartOpend)
{
if (dealQty > (t.EnterPoint.DealQty - t.EnterPoint.PartDealQty))
{
decimal realDealQty = (decimal)dealQty + (decimal)t.EnterPoint.PartDealQty - (decimal)t.EnterPoint.DealQty;
t.EnterPoint.DealQty = dealQty + t.EnterPoint.PartDealQty;
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受部分入场成交通知，成交数量:{1}", this.policyName, dealQty)));
}
}
else if (status == OpenStatus.PartClosed)
{
for (int j = 0; j < t.OutPoint.OpenPointWeiTuo.Count; j++)
{
if (t.OutPoint.OpenPointWeiTuo[j].Weituobianhao == weituobianhao)
{
OpenPointWeiTuo opwt = t.OutPoint.OpenPointWeiTuo[j];
if (dealQty > (opwt.DealQty - opwt.PartDealQty))
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受部分出场成交通知，成交数量:{1}", this.policyName, dealQty)));
decimal realDealQty = (decimal)dealQty + (decimal)opwt.PartDealQty - (decimal)opwt.DealQty;
t.OutPoint.OpenPointWeiTuo[j].DealQty = dealQty + opwt.PartDealQty;
}
break;
}
}
}
else if (status == OpenStatus.OpenCanceled)
{
if (t.EnterPoint.DealQty == 0)
{
t.Finished = true;
openSide = 0;
openComplete = true;
openHands = 0;
}
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受入场撤单通知", this.policyName)));
}
else if (status == OpenStatus.CloseCanceled)
{
RaiseMessage(new PolicyMessageEventArgs(string.Format("{0}-策略已接受出场撤单通知", this.policyName)));
}
}
}
}
