示例#1
0
        //只收到成交信息时调用
        public bool InsertOrReplaceForTrade(
            string InstrumentID,
            TZQThostFtdcPosiDirectionType PosiDirection,
            TZQThostFtdcDirectionType Direction,
            TZQThostFtdcHedgeFlagType HedgeFlag,
            TZQThostFtdcPositionDateType PositionDate,
            int volume)
        {
            lock (this)
            {
                // 今天的买入要先冻结
                //冲突的可能性大一些,所以要先Update后Insert
                DataRow[] rows = Select(InstrumentID, PosiDirection, HedgeFlag, PositionDate);

                if (rows.Count() == 1)
                {
                    int vol = (int)rows[0][Position];
                    rows[0][Position] = vol - volume;
                }
                else
                {
                    //假设是新添数据
                    try
                    {
                        if (Direction == TZQThostFtdcDirectionType.Buy)
                        {
                            dtInvestorPosition.Rows.Add(
                                InstrumentID,
                                PosiDirection,
                                HedgeFlag,
                                PositionDate,
                                0,
                                volume,
                                0);
                        }
                        else
                        {
                            dtInvestorPosition.Rows.Add(
                                InstrumentID,
                                PosiDirection,
                                HedgeFlag,
                                PositionDate,
                                0,
                                0,
                                volume);
                        }
                    }
                    catch
                    {
                        return(false);
                    }
                }
                return(true);
            }
        }
示例#2
0
        public bool UpdateByTrade(CZQThostFtdcTradeField pTrade)
        {
            lock (this)
            {
                TZQThostFtdcPosiDirectionType PosiDirection = TZQThostFtdcPosiDirectionType.Net;
                TZQThostFtdcPositionDateType  PositionDate  = TZQThostFtdcPositionDateType.Today;
                TZQThostFtdcHedgeFlagType     HedgeFlag     = TZQThostFtdcHedgeFlagType.Speculation;

                return(InsertOrReplaceForTrade(
                           pTrade.InstrumentID,
                           PosiDirection,
                           pTrade.Direction,
                           HedgeFlag,
                           PositionDate,
                           pTrade.Volume));
            }
        }
示例#3
0
        //private int x = 0;

        //查询持仓后调用此函数
        public bool InsertOrReplace(
            string InstrumentID,
            TZQThostFtdcPosiDirectionType PosiDirection,
            TZQThostFtdcHedgeFlagType HedgeFlag,
            TZQThostFtdcPositionDateType PositionDate,
            int volume,
            int nLongFrozen,
            int nShortFrozen)
        {
            lock (this)
            {
                //冲突的可能性大一些,所以要先Update后Insert
                DataRow[] rows = Select(InstrumentID,
                                        PosiDirection,
                                        HedgeFlag,
                                        PositionDate);

                if (rows.Count() == 1)
                {
                    rows[0][Position]    = volume;
                    rows[0][LongFrozen]  = nLongFrozen;
                    rows[0][ShortFrozen] = nShortFrozen;
                }
                else
                {
                    try
                    {
                        dtInvestorPosition.Rows.Add(
                            InstrumentID,
                            PosiDirection,
                            HedgeFlag,
                            PositionDate,
                            volume,
                            nLongFrozen,
                            nShortFrozen);
                    }
                    catch
                    {
                        return(false);
                    }
                }
                return(true);
            }
        }
        //private int x = 0;

        //查询持仓后调用此函数
        public bool InsertOrReplace(
            string InstrumentID,
            TZQThostFtdcPosiDirectionType PosiDirection,
            TZQThostFtdcHedgeFlagType HedgeFlag,
            TZQThostFtdcPositionDateType PositionDate,
            int volume,
            int nLongFrozen,
            int nShortFrozen)
        {
            lock(this)
            {
                //冲突的可能性大一些,所以要先Update后Insert
                DataRow[] rows = Select(InstrumentID,
                    PosiDirection,
                    HedgeFlag,
                    PositionDate);

                if (rows.Count() == 1)
                {
                    rows[0][Position] = volume;
                    rows[0][LongFrozen] = nLongFrozen;
                    rows[0][ShortFrozen] = nShortFrozen;
                }
                else
                {
                    try
                    {
                        dtInvestorPosition.Rows.Add(
                            InstrumentID,
                            PosiDirection,
                            HedgeFlag,
                            PositionDate,
                            volume,
                            nLongFrozen,
                            nShortFrozen);
                    }
                    catch
                    {
                        return false;
                    }
                }
                return true;
            }
        }
示例#5
0
        public void GetPositions(
            string InstrumentID,
            TZQThostFtdcPosiDirectionType PosiDirection,
            TZQThostFtdcHedgeFlagType HedgeFlag,
            out int YdPosition,
            out int TodayPosition,
            out int nLongFrozen,
            out int nShortFrozen)
        {
            YdPosition    = 0;
            TodayPosition = 0;
            nLongFrozen   = 0;
            nShortFrozen  = 0;

            DataView view = dtInvestorPosition.DefaultView;

            view.RowFilter = string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2}",
                                           InstrumentID,
                                           (int)PosiDirection,
                                           (int)HedgeFlag);

            foreach (DataRowView dr in view)
            {
                int vol          = (int)dr[Position];
                int iLongFrozen  = (int)dr[LongFrozen];
                int iShortFrozen = (int)dr[ShortFrozen];
                TZQThostFtdcPositionDateType PositionDate1 = (TZQThostFtdcPositionDateType)dr[PositionDate];
                if (TZQThostFtdcPositionDateType.Today == PositionDate1)
                {
                    TodayPosition += vol;
                    nLongFrozen   += iLongFrozen;
                    nShortFrozen  += iShortFrozen;
                }
                else
                {
                    YdPosition   += vol;
                    nLongFrozen  += iLongFrozen;
                    nShortFrozen += iShortFrozen;
                }
            }
        }
        public void GetPositions(
            string InstrumentID,
            TZQThostFtdcPosiDirectionType PosiDirection,
            TZQThostFtdcHedgeFlagType HedgeFlag,
            out int YdPosition,
            out int TodayPosition,
            out int nLongFrozen,
            out int nShortFrozen)
        {
            YdPosition = 0;
            TodayPosition = 0;
            nLongFrozen = 0;
            nShortFrozen = 0;

            DataView view = dtInvestorPosition.DefaultView;
            view.RowFilter = string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2}",
                        InstrumentID,
                        (int)PosiDirection,
                        (int)HedgeFlag);

            foreach (DataRowView dr in view)
            {
                int vol = (int)dr[Position];
                int iLongFrozen = (int)dr[LongFrozen];
                int iShortFrozen = (int)dr[ShortFrozen];
                TZQThostFtdcPositionDateType PositionDate1 = (TZQThostFtdcPositionDateType)dr[PositionDate];
                if (TZQThostFtdcPositionDateType.Today == PositionDate1)
                {
                    TodayPosition += vol;
                    nLongFrozen += iLongFrozen;
                    nShortFrozen += iShortFrozen;
                }
                else
                {
                    YdPosition += vol;
                    nLongFrozen += iLongFrozen;
                    nShortFrozen += iShortFrozen;
                }
            }
        }
示例#7
0
 public DataRow[] Select(string InstrumentID, TZQThostFtdcPosiDirectionType PosiDirection, TZQThostFtdcHedgeFlagType HedgeFlag, TZQThostFtdcPositionDateType PositionDate)
 {
     return(dtInvestorPosition.Select(
                string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2} and PositionDate={3}",
                              InstrumentID,
                              (int)PosiDirection,
                              (int)HedgeFlag,
                              (int)PositionDate)));
 }
 public DataRow[] Select(string InstrumentID, TZQThostFtdcPosiDirectionType PosiDirection, TZQThostFtdcHedgeFlagType HedgeFlag, TZQThostFtdcPositionDateType PositionDate)
 {
     return dtInvestorPosition.Select(
         string.Format("InstrumentID='{0}' and PosiDirection={1} and HedgeFlag={2} and PositionDate={3}",
                 InstrumentID,
                 (int)PosiDirection,
                 (int)HedgeFlag,
                 (int)PositionDate));
 }
        //只收到成交信息时调用
        public bool InsertOrReplaceForTrade(
            string InstrumentID,
            TZQThostFtdcPosiDirectionType PosiDirection,
            TZQThostFtdcDirectionType Direction,
            TZQThostFtdcHedgeFlagType HedgeFlag,
            TZQThostFtdcPositionDateType PositionDate,
            int volume)
        {
            lock(this)
            {
                // 今天的买入要先冻结
                //冲突的可能性大一些,所以要先Update后Insert
                DataRow[] rows = Select(InstrumentID, PosiDirection, HedgeFlag, PositionDate);

                if (rows.Count() == 1)
                {
                    int vol = (int)rows[0][Position];
                    rows[0][Position] = vol - volume;
                }
                else
                {
                    //假设是新添数据
                    try
                    {
                        if (Direction == TZQThostFtdcDirectionType.Buy)
                        {
                            dtInvestorPosition.Rows.Add(
                                        InstrumentID,
                                        PosiDirection,
                                        HedgeFlag,
                                        PositionDate,
                                        0,
                                        volume,
                                        0);
                        }
                        else
                        {
                            dtInvestorPosition.Rows.Add(
                                        InstrumentID,
                                        PosiDirection,
                                        HedgeFlag,
                                        PositionDate,
                                        0,
                                        0,
                                        volume);
                        }
                    }
                    catch
                    {
                        return false;
                    }
                }
                return true;
            }
        }