private void InternalStart()
{
try
{
m_dataSaver.Start();
}
catch (Exception ex)
{
m_eventLogger.WriteError("数据保存器启动失败," + ex.Message);
throw new ApplicationException("数据保存器启动失败");
}
string text = string.Empty;
//1.读取所有未完成套利单信息
List <USeArbitrageOrder> arbitrageOrderList = m_dataAccessor.GetUnfinishArbitrageOrders(m_loginUser.BrokerId, m_loginUser.Account);
text = string.Format("读取[{0}]所有未完成套利单信息成功,共计{1}个套利单", m_loginUser, arbitrageOrderList.Count);
m_eventLogger.WriteInformation(text);
//2.检查是否有异常套利单
//[yangming] 测试环境暂时不校验
if ((m_orderDriver is USe.TradeDriver.Test.USeTestOrderDriver) == false)
{
foreach (USeArbitrageOrder arbitrageOrder in arbitrageOrderList)
{
ErrorArbitrageOrder errorArbitrageOrder = CheckErrorArbitrageOrder(arbitrageOrder);
if (errorArbitrageOrder.HasError)
{
text = string.Format("{0}有未处理异常委托单", arbitrageOrder);
m_eventLogger.WriteError(text);
throw new Exception(text);
}
if (errorArbitrageOrder.HasChanged)
{
m_dataAccessor.SaveUSeArbitrageOrder(arbitrageOrder);
}
}
}
//3.初始化自动下单机管理类
Debug.Assert(m_orderDriver != null);
Debug.Assert(m_quoteDriver != null);
Debug.Assert(m_alarmManager != null);
m_autoTraderManager.Initialize(arbitrageOrderList, m_orderDriver, m_quoteDriver, m_alarmManager, m_systemConfigManager);
m_fundCalculator.Initialize(m_orderDriver, m_quoteDriver);
m_fundCalculator.Start();
}
/// <summary>
/// 检查套利单是否有异常委托。
/// </summary>
/// <remarks>
/// 1.非今日的历史委托回报未结束，无法更新，列入异常套利单
/// </remarks>
private ErrorArbitrageOrder CheckErrorArbitrageOrder(USeArbitrageOrder arbitrageOrder)
{
ErrorArbitrageOrder errorArbitrageOrder = new ErrorArbitrageOrder();
errorArbitrageOrder.ArbitrageOrder = arbitrageOrder;
List <ErrorUSeOrderBook> errorBookList = new List <ErrorUSeOrderBook>();
if (arbitrageOrder.HasUnFinishOrderBook == false)
{
return(errorArbitrageOrder);
}
List <USeOrderBook> unFinishOrderBookList = arbitrageOrder.GetAllUnfinishOrderBooks();
Debug.Assert(unFinishOrderBookList != null && unFinishOrderBookList.Count > 0);
foreach (USeOrderBook orderBook in unFinishOrderBookList)
{
USeOrderBook newOrderBook = m_orderDriver.QueryOrderBook(orderBook.OrderNum);
if (newOrderBook != null)
{
OrderBookUpdateResult updateResult = arbitrageOrder.UpdateOrderBook(newOrderBook);
updateResult.Task.UpdateTaskState();
arbitrageOrder.UpdataArbitrageOrderState();
errorArbitrageOrder.HasChanged = true;
}
else
{
ErrorUSeOrderBook errorOrderBook = new ErrorUSeOrderBook()
{
TradeIdentify = arbitrageOrder.TraderIdentify,
Alias = arbitrageOrder.Alias,
OrderBook = orderBook.Clone()
};
errorBookList.Add(errorOrderBook);
}
}
errorArbitrageOrder.ErrorOrderBooks = errorBookList;
return(errorArbitrageOrder);
}
/// <summary>
/// 处理异常委托单。
/// </summary>
/// <returns></returns>
private bool PorcessErrorOrderBook()
{
//m_checkErrorOrderBook = true;
//return true;
string text = string.Empty;
try
{
//1.读取所有未完成套利单信息
List <USeArbitrageOrder> arbitrageOrderList = m_dataAccessor.GetUnfinishArbitrageOrders(m_loginUser.BrokerId, m_loginUser.Account);
text = string.Format("读取[{0}]所有未完成套利单信息成功,共计{1}个套利单", m_loginUser, arbitrageOrderList.Count);
m_eventLogger.WriteInformation(text);
//2.检查是否有异常套利单
Dictionary <Guid, ErrorArbitrageOrder> errorArbitrageOrderDic = new Dictionary <Guid, ErrorArbitrageOrder>();
List <ErrorUSeOrderBook> errorOrderBookList = new List <ErrorUSeOrderBook>();
foreach (USeArbitrageOrder arbitrageOrder in arbitrageOrderList)
{
ErrorArbitrageOrder errorArbitrageOrder = CheckErrorArbitrageOrder(arbitrageOrder);
if (errorArbitrageOrder.HasError)
{
errorArbitrageOrderDic.Add(arbitrageOrder.TraderIdentify, errorArbitrageOrder);
errorOrderBookList.AddRange(errorArbitrageOrder.ErrorOrderBooks);
}
if (errorArbitrageOrder.HasChanged)
{
//有变更先记录到文件
m_dataAccessor.SaveUSeArbitrageOrder(errorArbitrageOrder.ArbitrageOrder);
}
}
text = string.Format("[{0}]有{1}个异常套利单共计{2}条委托回报需人工介入",
m_loginUser, errorArbitrageOrderDic.Count, errorOrderBookList.Count);
m_eventLogger.WriteError(text);
//3.人工处理异常套利单
if (errorOrderBookList.Count > 0)
{
ErrorOrderBookProcessForm errorOrderBookForm = new ErrorOrderBookProcessForm(errorOrderBookList);
if (DialogResult.Yes != errorOrderBookForm.ShowDialog())
{
return(false);
}
List <ErrorUSeOrderBook> checkBookList = errorOrderBookForm.Result;
Debug.Assert(checkBookList.Count == errorOrderBookList.Count);
foreach (ErrorUSeOrderBook checkOrderBook in checkBookList)
{
Debug.Assert(checkOrderBook.OrderBook.IsFinish);
ErrorArbitrageOrder errorArbitrageOrder = null;
if (errorArbitrageOrderDic.TryGetValue(checkOrderBook.TradeIdentify, out errorArbitrageOrder) == false)
{
Debug.Assert(false);
continue;
}
OrderBookUpdateResult updateResult = errorArbitrageOrder.ArbitrageOrder.UpdateOrderBook(checkOrderBook.OrderBook);
Debug.Assert(updateResult != null);
if (updateResult != null)
{
updateResult.Task.UpdateTaskState();
errorArbitrageOrder.ArbitrageOrder.UpdataArbitrageOrderState();
}
}
foreach (ErrorArbitrageOrder errorArbitageOrder in errorArbitrageOrderDic.Values)
{
m_dataAccessor.SaveUSeArbitrageOrder(errorArbitageOrder.ArbitrageOrder);
}
}
m_checkErrorOrderBook = true;
return(true);
}
catch (Exception ex)
{
text = "异常单处理失败," + ex.Message;
m_eventLogger.WriteError(text);
throw new ApplicationException(text);
}
}
