/// <summary>
/// 定时查询--账户资金查询。
/// </summary>
/// <param name="queryInfo"></param>
private void OnQueryFundExpired(CtpQueryFundInfo queryInfo)
{
try
{
TradingAccountField field = QueryTradingAccountFromCtp();
m_dataBuffer.UpdateTradingAccountInfo(field);
}
catch (Exception ex)
{
Debug.WriteLine(string.Format("OnQueryFundExpired() query fund info failed,{0}", ex.Message));
m_logger.WriteError(string.Format("{0}.OnQueryFundExpired() query fund info failed,Error:{1}.",
ToString(), ex.Message));
return;
}
try
{
USeFund fundInfo = m_dataBuffer.GetFund();
FireFundChanged(fundInfo);
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
m_logger.WriteError(string.Format("{0}.OnQueryFundExpired() failed,Error:{1}.", ToString(), ex.Message));
}
}
/// <summary>
/// 查询帐户详细资金信息。
/// </summary>
/// <returns></returns>
public override USeFundDetail QueryFundDetailInfo()
{
try
{
TradingAccountField field = QueryTradingAccountFromCtp();
USeFundDetail fundDetail = CtpTradingAccountFieldToUSeFundDetail(field);
return(fundDetail);
}
catch (Exception ex)
{
return(null);
}
}
//交易账户回报
public static void Body_OnTradingAccount(TradingAccountField taf)
{
lock (OcAllTradingAccountField)
{
int index = OcAllTradingAccountField.IndexOf(taf);
if (index == -1)
{
OcAllTradingAccountField.Insert(0, taf);
}
else
{
OcAllTradingAccountField[index].CThostFtdcTradingAccountFieldInstance = taf.CThostFtdcTradingAccountFieldInstance;
}
}
}
/// <summary>
/// CTP InvestorPositionField To USeFundDetail。
/// </summary>
/// <param name="field"></param>
/// <returns></returns>
private USeFundDetail CtpTradingAccountFieldToUSeFundDetail(TradingAccountField field)
{
USeFundDetail fundDetail = new USeFundDetail();
try
{
fundDetail.AccountID = field.AccountID.Trim();
fundDetail.Available = field.Available.ToDecimal();
fundDetail.Deposit = field.Deposit.ToDecimal();
fundDetail.Mortgage = field.Mortgage.ToDecimal();
fundDetail.PreBalance = field.PreBalance.ToDecimal();
fundDetail.PreCredit = field.PreCredit.ToDecimal();
fundDetail.PreMortgage = field.PreMortgage.ToDecimal();
fundDetail.WithDraw = field.Withdraw.ToDecimal();
// 静态权益 = 上日结存 - 上次信用额度 - 上次质押金额
// + 质押金额- 今日出金 + 今日入金
decimal staticBenefit = field.PreBalance.ToDecimal() - field.PreCredit.ToDecimal() - field.PreMortgage.ToDecimal() +
field.Mortgage.ToDecimal() - field.Withdraw.ToDecimal() + field.Deposit.ToDecimal();
// 动态权益 = 静态权益 + 持仓盈亏 + 平仓盈亏 - 手续费（取成交回报手续费）
decimal dynamicBenefit = staticBenefit + field.CloseProfit.ToDecimal() + field.PositionProfit.ToDecimal() - field.Commission.ToDecimal();
fundDetail.StaticBenefit = staticBenefit;
fundDetail.CloseProfit = field.CloseProfit.ToDecimal();
fundDetail.TradeFee = field.Commission.ToDecimal();
fundDetail.HoldProfit = field.PositionProfit.ToDecimal();
fundDetail.HoldMargin = field.CurrMargin.ToDecimal();
fundDetail.DynamicBenefit = dynamicBenefit;
fundDetail.FrozonMargin = field.FrozenMargin.ToDecimal();
fundDetail.FrozonFee = field.FrozenCommission.ToDecimal();
fundDetail.Fronzon = field.FrozenCommission.ToDecimal() + field.FrozenCash.ToDecimal() + field.FrozenMargin.ToDecimal();
//风险度 = (占用保证金 + 交割保证金 + 买冻结保证金 + 卖冻结保证金) / 动态权益
//[yangming]修正风险度 = (占用保证金 + 交割保证金 ) / 动态权益
//decimal risk = (field.CurrMargin.ToDecimal() + field.DeliveryMargin.ToDecimal() + field.FrozenMargin.ToDecimal()).Divide(dynamicBenefit);
decimal risk = (field.CurrMargin.ToDecimal() + field.DeliveryMargin.ToDecimal()).Divide(dynamicBenefit);
fundDetail.Risk = risk;
fundDetail.PreferCash = field.WithdrawQuota.ToDecimal();
}
catch (Exception ex)
{
Debug.Assert(false, "CtpTradingAccountFieldToUSeFundDetail() convet failed," + ex.Message);
}
return(fundDetail);
}
/// <summary>
/// CTP InvestorPositionField To USePosition。
/// </summary>
/// <param name="field"></param>
/// <returns></returns>
private USeFund CtpTradingAccountFieldToUSeFund(TradingAccountField field)
{
USeFund fundInfo = new USeFund();
try
{
fundInfo.AccountID = field.AccountID.Trim();
fundInfo.PreMortgage = field.PreMortgage.ToDecimal();
fundInfo.PreCredit = field.PreCredit.ToDecimal();
fundInfo.PreBalance = field.PreBalance.ToDecimal();
fundInfo.Deposit = field.Deposit.ToDecimal();
fundInfo.WithDraw = field.Withdraw.ToDecimal();
fundInfo.Mortgage = field.Mortgage.ToDecimal();
fundInfo.DeliveryMargin = field.DeliveryMargin.ToDecimal();
}
catch (Exception ex)
{
Debug.Assert(false, "CtpTradingAccountFieldToUSeAccountInfo() convet failed," + ex.Message);
}
return(fundInfo);
}