public SweepUnitContext_Bond_Short(
TradingDirection ls,
RemainPositionDatum datum,
Account bondAccount,
ISweeper sweeper)
{
this.ID = SweepUnitIDManager.NextID++;
this.LongShort = ls;
Trace.Assert(this.LongShort == TradingDirection.Short);
// -15
this.CurSignedTargetCount = datum.CurTargetCount * (-1);
this.EnterCode = datum.EnterCodeWithMarketType;
this.PairCode = datum.PairCodeWithMarketType;
this._initSweepPrice = datum.PairPrice;
this.BondAccount = bondAccount;
this._enterMarketType = BondUtil.GetMarketType(datum.EnterCodeWithMarketType);
this._pairMarketType = BondUtil.GetMarketType(datum.PairCodeWithMarketType);
this._sweeper = sweeper;
this.RealOrdersShort = new List<POrder>();
}
public SweepUnitContext_Bond_Long_StartWithDone(
RemainPositionDatum datum,
Account bondAccount,
ISweeper sweeper)
{
this.ID = SweepUnitIDManager.NextID++;
this.LongShort = TradingDirection.Long;
this.InitSignedGoalCount = datum.CurTargetCount;
this.CurSignedTargetCount = datum.CurTargetCount;
this.EnterCode = datum.EnterCodeWithMarketType;
this._initEnterPrice = datum.EnterPrice;
this.BondAccount = bondAccount;
this._enterMarketType = BondUtil.GetMarketType(this.EnterCode);
this._sweeper = sweeper;
this._signedContractedCount = datum.CurTargetCount;
this._signedBookValue = (long)(datum.EnterPrice * datum.CurTargetCount);
}
void SetShortUnit(Account account, RemainPositionDatum datum)
{
SweepUnitContext_Bond_Short contextShort =
new SweepUnitContext_Bond_Short(TradingDirection.Short, datum, account, this);
_sweepUnitShort = new SweepUnitTemplate(contextShort, this, 5);
_sweepUnitShort.CompleteCarefully();
_sweepUnitShort.StartWithRequestSweepOrdersState();
}
void SetLongUnitAsDone(Account account, RemainPositionDatum datum)
{
SweepUnitContext_Bond_Long_StartWithDone contextLong =
new SweepUnitContext_Bond_Long_StartWithDone(datum, account, this);
_sweepUnitLong = new SweepUnitTemplate(contextLong, this, 5);
_sweepUnitLong.StartWithDone();
}
public void SetAsSweeperMode(Account account, RemainPositionDatum datum)
{
if (this._bStartWithSweeperMode)
{
SetLongUnitAsDone(account, datum);
SetShortUnit(account, datum);
this.EnterCodeWithMarketType = datum.EnterCodeWithMarketType;
this.PairCodeWithMarketType = datum.PairCodeWithMarketType;
this.EnterPrice = datum.EnterPrice;
this.PairPrice = datum.PairPrice;
}
else
{
Trace.Assert(false);
}
}
public RemainPositionDatum GetRemainBondArbPositionDatum()
{
RemainPositionDatum remainDatum = new RemainPositionDatum();
remainDatum.EnterCodeWithMarketType = this.EnterCodeWithMarketType;
remainDatum.PairCodeWithMarketType = this.PairCodeWithMarketType;
remainDatum.EnterPrice = this.EnterPrice;
remainDatum.PairPrice = this.PairPrice;
remainDatum.CurTargetCount =
this._sweepUnitLong.GetSignedContractedCount() + this._sweepUnitShort.GetSignedContractedCount();
return remainDatum;
}