/// <summary>
/// 秒表方法
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void timer_Tick(object sender, EventArgs e)
{
StringBuilder sb = new StringBuilder();
CTPDLL.getSettlementInfo(m_ctpID, sb);
if (sb.Length > 0)
{
rtbSettlement.Text = sb.ToString();
}
}
/// <summary>
/// 查询方法
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnQuery_Click(object sender, EventArgs e)
{
if (cbSetDate.Checked)
{
CTPDLL.reqQrySettlementInfo(m_ctpID, CTPDLL.generateReqID(m_ctpID), dtpDate.Value.ToString("yyyyMMdd"));
}
else
{
CTPDLL.reqQrySettlementInfo(m_ctpID, CTPDLL.generateReqID(m_ctpID), "");
}
}
/// <summary>
/// 平仓
/// </summary>
/// <param name="investorPosition">持仓</param>
/// <param name="code">代码</param>
/// <param name="direction">方向</param>
/// <param name="close">最新价</param>
/// <param name="openPrice">开仓价</param>
/// <param name="state">state=0为手动平仓，其余为自动</param>
public static void askOrBidClose(InvestorPosition investorPosition, String code, String direction, double close, double openPrice, int state)
{
//如果持仓为0，则不检查
if (investorPosition.m_position == 0)
{
return;
}
//获取对应的行情数据
SecurityLatestData latestData = null;
lock (m_latestDatas) {
if (m_latestDatas.ContainsKey(code))
{
latestData = m_latestDatas[code];
}
}
if (latestData != null)
{
//获取的码表
Security security = null;
lock (m_securities) {
if (m_securities.ContainsKey(investorPosition.m_code))
{
security = m_securities[investorPosition.m_code];
}
}
if (security != null)
{
bool canTrade = true;
//检查冷却时间，一次平仓10秒后才能再次平仓
if (state != 0)
{
lock (m_cd2) {
if (m_cd2.ContainsKey(investorPosition.m_code))
{
if (m_cd2[investorPosition.m_code] > 0)
{
canTrade = false;
}
}
}
}
//获取昨仓
int ydPosition = investorPosition.m_ydPosition;
//获取今仓
int todayPosition = investorPosition.m_position - ydPosition;
if (canTrade)
{
bool isSh = security.m_exchangeID == "SHFE";
//买开仓情况下
if (direction == "买")
{
//上期所处理方法
if (isSh)
{
//平昨
if (ydPosition > 0)
{
CTPDLL.askClose(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, ydPosition, '3', "");
}
//平今
if (todayPosition > 0)
{
CTPDLL.askCloseToday(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, todayPosition, '3', "");
}
}
//其他交易所处理方法
else
{
CTPDLL.askClose(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, investorPosition.m_position, '3', "");
}
//打印日志
if (state == 1)
{
FCStrEx.writeLog(String.Format("自动止盈,开仓价{0},当前价{1},买平仓,代码{2},价格{3},数量{4}\r\n",
openPrice, close, investorPosition.m_code, latestData.m_bidPrice1, investorPosition.m_position));
}
else if (state == 2)
{
FCStrEx.writeLog(String.Format("自动止损,开仓价{0},当前价{1},买平仓,代码{2},价格{3},数量{4}\r\n",
openPrice, close, investorPosition.m_code, latestData.m_bidPrice1, investorPosition.m_position));
}
//开仓冷却时间+10
lock (m_cd1) {
if (m_cd1.ContainsKey(investorPosition.m_code))
{
m_cd1[investorPosition.m_code] += 10;
}
else
{
m_cd1[investorPosition.m_code] = 10;
}
}
//平仓冷却时间重置
lock (m_cd2) {
m_cd2[investorPosition.m_code] = 10;
}
}
//卖开仓情况下
else if (direction == "卖")
{
//上期所处理方法
if (isSh)
{
//平昨
if (ydPosition > 0)
{
CTPDLL.bidClose(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, ydPosition, '3', "");
}
//平今
if (todayPosition > 0)
{
CTPDLL.bidCloseToday(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, todayPosition, '3', "");
}
}
//其他交易所处理方法
else
{
CTPDLL.bidClose(m_ctpID, CTPDLL.generateReqID(m_ctpID), investorPosition.m_code, security.m_exchangeID, 0, investorPosition.m_position, '3', "");
}
//打印日志
if (state == 1)
{
FCStrEx.writeLog(String.Format("自动止盈,开仓价{0},当前价{1},卖平仓,代码{2},价格{3},数量{4}\r\n",
openPrice, close, investorPosition.m_code, latestData.m_bidPrice1, investorPosition.m_position));
}
else if (state == 2)
{
FCStrEx.writeLog(String.Format("自动止损,开仓价{0},当前价{1},卖平仓,代码{2},价格{3},数量{4}\r\n",
openPrice, close, investorPosition.m_code, latestData.m_bidPrice1, investorPosition.m_position));
}
//开仓冷却时间+10
lock (m_cd1) {
if (m_cd1.ContainsKey(investorPosition.m_code))
{
m_cd1[investorPosition.m_code] += 10;
}
else
{
m_cd1[investorPosition.m_code] = 10;
}
}
//平仓冷却时间重置
lock (m_cd2) {
m_cd2[investorPosition.m_code] = 10;
}
}
}
}
}
}
/// <summary>
/// 查询结算信息
/// </summary>
/// <param name="ctpID"></param>
/// <param name="tradingDay"></param>
public void QuerySettlementInfo(int ctpID, String tradingDay)
{
CTPDLL.reqQrySettlementInfo(ctpID, CTPDLL.generateReqID(m_ctpID), tradingDay);
m_ctpID = ctpID;
}
/// <summary>
/// 触发开仓
/// </summary>
/// <param name="data">最新数据</param>
public static void doOpen(SecurityLatestData data)
{
//执行买开仓
if (data.m_state1 == 1 && data.m_state2 == 1)
{
//判断是否有持仓
bool hasTrade = inTrade(data.m_code);
if (!hasTrade)
{
String key = data.m_code + "买";
//判断冷却时间
bool canTrade = true;
lock (Strategy1.m_cd1) {
if (Strategy1.m_cd1.ContainsKey(data.m_code))
{
if (Strategy1.m_cd1[data.m_code] > 0)
{
canTrade = false;
}
}
}
if (canTrade)
{
//获取默认交易手数
int tradeVol = 1;
if (m_tradeVolumes.ContainsKey(key))
{
tradeVol = m_tradeVolumes[key];
}
//打印日志
FCStrEx.writeLog(String.Format("创近20日新高,均线上翘,买开仓,代码{0},价格{1},数量{2}\r\n",
data.m_code, data.m_askPrice1, tradeVol));
Security security = null;
lock (m_securities) {
if (m_securities.ContainsKey(data.m_code))
{
security = m_securities[data.m_code];
}
}
//买开仓
CTPDLL.bidOpen(Strategy1.m_ctpID, CTPDLL.generateReqID(Strategy1.m_ctpID), data.m_code, security.m_exchangeID, data.m_askPrice1, tradeVol, '3', "");
//刷新开仓冷却时间
lock (Strategy1.m_cd1) {
Strategy1.m_cd1[data.m_code] = 60;
}
}
}
}
//执行卖开仓
if (data.m_state3 == 1 && data.m_state4 == 1)
{
//判断是否有持仓
bool hasTrade = inTrade(data.m_code);
if (!hasTrade)
{
String key = data.m_code + "卖";
//判断冷却时间
bool canTrade = true;
lock (Strategy1.m_cd1) {
if (Strategy1.m_cd1.ContainsKey(data.m_code))
{
if (Strategy1.m_cd1[data.m_code] > 0)
{
canTrade = false;
}
}
}
if (canTrade)
{
//获取默认交易手数
int tradeVol = 1;
if (m_tradeVolumes.ContainsKey(key))
{
tradeVol = m_tradeVolumes[key];
}
//打印日志
FCStrEx.writeLog(String.Format("创近20日新低,均线下翘,卖开仓,代码{0},价格{1},数量{2}\r\n",
data.m_code, data.m_askPrice1, tradeVol));
Security security = null;
lock (m_securities) {
if (m_securities.ContainsKey(data.m_code))
{
security = m_securities[data.m_code];
}
}
//卖开仓
CTPDLL.askOpen(Strategy1.m_ctpID, CTPDLL.generateReqID(Strategy1.m_ctpID), data.m_code, security.m_exchangeID, data.m_bidPrice1, tradeVol, '3', "");
//刷新开仓冷却时间
lock (Strategy1.m_cd1) {
Strategy1.m_cd1[data.m_code] = 60;
}
}
}
}
}
