/// <summary>
/// 移除无效的交易请求
/// </summary>
/// <param name="req">请求结构</param>
public void RemoveThsDealRequest(THSDealInfo req)
{
lock (m_thsDealRequests)
{
m_thsDealRequests.Remove(req);
}
}
/// <summary>
/// 添加交易请求
/// </summary>
/// <param name="req">请求结构</param>
public void AddTHSDealReq(THSDealInfo req)
{
lock (m_thsDealRequests)
{
m_thsDealRequests.Add(req);
}
}
/// <summary>
/// 同花顺交易线程处理函数
/// </summary>
public static void OnTimer()
{
THSDealInfo req = DataCenter.ThsDealService.GetTHSDealRequest();
if (req != null)
{
String result = "";
// 交易类型
// 0:默认值
// 1:买入
// 2:卖出
// 3:撤销买入
// 4:撤销卖出
// 5:查询持仓
// 6:查询成交
// 7:查询资金
// 8:查询委托
switch (req.m_operateType)
{
case 0:
break;
case 1:
break;
case 2:
break;
case 3:
AutoTradeService.CancelBuy();
break;
case 4:
AutoTradeService.CancelSell();
break;
case 5:
result = AutoTradeService.GetSecurityPosition();
break;
case 6:
result = AutoTradeService.GetSecurityTrade();
break;
case 7:
result = AutoTradeService.GetSecurityCaptial();
break;
case 8:
result = AutoTradeService.GetSecurityCommission();
break;
}
DataCenter.ThsDealService.OnReceive(req.m_operateType, req.m_reqID, result);
DataCenter.ThsDealService.RemoveThsDealRequest(req);
}
}
/// <summary>
/// 返回第一个交易请求
/// </summary>
/// <returns>第一个CTP请求</returns>
public THSDealInfo GetTHSDealRequest()
{
THSDealInfo req = null;
lock (m_thsDealRequests)
{
if (m_thsDealRequests.Count > 0)
{
req = m_thsDealRequests[0];
}
}
return(req);
}
/// <summary>
/// 查询所有
/// </summary>
public void QueryAll()
{
THSDealInfo req = new THSDealInfo();
req.m_operateType = 5;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
req = new THSDealInfo();
req.m_operateType = 6;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
req = new THSDealInfo();
req.m_operateType = 7;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
req = new THSDealInfo();
req.m_operateType = 8;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
}
/// <summary>
///
/// </summary>
/// <param name="param"></param>
public void DealStrategyThread(object param)
{
SecurityLatestData latestData = param as SecurityLatestData;
if (latestData == null)
{
return;
}
if (m_securityStrategySettingCurrnet == null || m_securityStrategySettingCurrnet.m_strategyType != 0)
{
return;
}
SecurityRangeTradeCondition securityRangeTradeCondition
= JsonConvert.DeserializeObject <SecurityRangeTradeCondition>(m_securityStrategySettingCurrnet.m_strategySettingInfo);
if (securityRangeTradeCondition == null)
{
return;
}
bool isInitBuild = securityRangeTradeCondition.m_initBuildFlag;
float bottomRangePrice = securityRangeTradeCondition.m_bottomRangePrice;
float topRangePrice = securityRangeTradeCondition.m_topRangePrice;
// 当前价格超过了区间的上限价格或者低于区间的下限，则不做处理
if (latestData.m_close > topRangePrice || latestData.m_close < bottomRangePrice)
{
return;
}
// 已经建仓完成
if (isInitBuild)
{
bool isBasePrice = securityRangeTradeCondition.m_isBasePrice;
float lastDealPrice = securityRangeTradeCondition.m_lastDealPrice;
int buyCount = securityRangeTradeCondition.m_buyCount;
int sellCount = securityRangeTradeCondition.m_sellCount;
float lowLastDealBuy = securityRangeTradeCondition.m_lowLastDealBuy;
float overLastDealSell = securityRangeTradeCondition.m_overLastDealSell;
bool isCrossBuy = securityRangeTradeCondition.m_isCrossBuy;
bool isCrossSell = securityRangeTradeCondition.m_isCrossSell;
// 当前价格和上次委托未成交价格的比较
double diffPrice1 = latestData.m_close - m_lastCommissionNoTradePrice;
if (diffPrice1 == 0)
{
return;
}
if (diffPrice1 > 0 && diffPrice1 < overLastDealSell)
{
return;
}
if (diffPrice1 < 0 && Math.Abs(diffPrice1) < lowLastDealBuy)
{
return;
}
// 计算当前价格和上次成交价格的差值
double diffPrice = latestData.m_close - lastDealPrice;
if (diffPrice > 0)
{
SecurityPosition postion = null;
if (!m_dictSecurityPositions.TryGetValue(latestData.m_code, out postion))
{
// 没有持仓信息，不做处理
return;
}
// 高于上次成交价格
int readSellCount = 0;
int sepaCount = (int)(diffPrice / overLastDealSell);
if (sepaCount < 1)
{
// 价格没有达到预期值
return;
}
if (isCrossSell)
{
readSellCount = sepaCount * sellCount;
}
else
{
readSellCount = sellCount;
}
if (readSellCount < 100)
{
return;
}
// 股票余额小于可卖数量
if (postion.m_stockBalance < readSellCount)
{
readSellCount = (int)postion.m_stockBalance;
}
OrderInfo info = new OrderInfo();
info.m_code = CStrA.ConvertDBCodeToDealCode(latestData.m_code);
info.m_price = (float)Math.Round(latestData.m_close, 2);
info.m_qty = readSellCount;
m_lastCommissionNoTradePrice = info.m_price;
AutoTradeService.Sell(info);
Thread.Sleep(3000);
THSDealInfo req = new THSDealInfo();
req.m_operateType = 4;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
}
else if (diffPrice < 0)
{
if (m_securityTradingAccount == null)
{
// 没有资金账户信息
return;
}
// 低于上次成交价格
int readBuyCount = 0;
int sepaCount = (int)(Math.Abs(diffPrice) / overLastDealSell);
if (sepaCount < 1)
{
// 价格没有达到预期值
return;
}
if (isCrossBuy)
{
readBuyCount = sepaCount * buyCount;
}
else
{
readBuyCount = buyCount;
}
if (readBuyCount < 100)
{
return;
}
int capitalAllowBuyCount = (int)((m_securityTradingAccount.m_capitalBalance - m_securityTradingAccount.m_frozenCash) / latestData.m_close) / 100 * 100;
// 资金余额小于可买的数量
if (capitalAllowBuyCount < readBuyCount)
{
readBuyCount = capitalAllowBuyCount;
}
OrderInfo info = new OrderInfo();
info.m_code = CStrA.ConvertDBCodeToDealCode(latestData.m_code);
info.m_price = (float)Math.Round(latestData.m_close, 2);
info.m_qty = readBuyCount;
m_lastCommissionNoTradePrice = info.m_price;
AutoTradeService.Buy(info);
Thread.Sleep(3000);
THSDealInfo req = new THSDealInfo();
req.m_operateType = 3;
req.m_reqID = DataCenter.ThsDealService.GetRequestID();
DataCenter.ThsDealService.AddTHSDealReq(req);
}
}
else
{
}
}