UINT TradeEntry_01(LPVOID pParam)//交易线程1改版
{
#define NUMLADDER 11
double ladder_01[NUMLADDER] = {-100,-80,-60,-40,-20,0,20,40,60,80,100};//暂时设11档,一定要正负对称且呈阶梯状，否则逻辑混乱
int needAmount_01[NUMLADDER] = {5,4,3,2,1,0,-1,-2,-3,-4,-5};//每档对应的持仓数量
int holdA50_01 = 0;//A50持有数量
int holdIf_01 = 0;//IF持有数量
int needHoldA50_01 = 0;//A50应该持有数量
int needHoldIf_01 = 0;//IF应该持有数量
int nowLadder_01 = 0;//当前梯级
bool isFirst = true;//第一次操作
bool isFilledSectionLeft = false;//本区间左侧目标位的买卖操作是否完成
bool isFilledSectionRight = false;//本区间右侧目标位的买卖操作是否完成
int nowSection = 4444;//当前所在的区间,由左端点决定,取4444的初值表示还未找到区间
if(clientDlg == NULL){
return -1;
}
if(pUserApi == NULL){
return -1;
}
//从对话框初始化
datumDiff = clientDlg->m_DeltaDatumDiff + clientDlg->m_datumDiff;
#ifdef _debug
holdA50_01 = 50;
#endif
while(true){
UpdateTrade.Lock(INFINITE);//事件触发
//获取系统时间
SYSTEMTIME sys;
GetLocalTime(&sys);
CString PREMIUM;
calDeviation();
deviationHigh_save = deviationHigh;
deviationLow_save = deviationLow;
PREMIUM.Format(_T("%.4f"),premiumLow);
clientDlg->SetDlgItemTextA(IDC_EDIT18,PREMIUM);
PREMIUM.Format(_T("%.4f"),premiumHigh);
clientDlg->SetDlgItemTextA(IDC_EDIT16,PREMIUM);
//非交易日返回
if(!isTradeDay(sys.wYear,sys.wMonth,sys.wDay))
{
continue;
}
//非常规交易时间
if((sys.wHour == 9 && sys.wMinute < 10) ||
(sys.wHour == 15 && sys.wMinute > 15) ||
(sys.wHour == 11 && sys.wMinute > 30) ||
(sys.wHour == 12)||
(sys.wHour < 9) || (sys.wHour > 15)){
continue;
}
if(clientDlg->tradeEnd){//终止
//做清空处理,重新启动时会初始化
return -1;
}
if(clientDlg->stop){//暂停
continue;
}
if(_isnan(datumDiff) != 0 || _isnan(premium)!=0 ||_isnan(deviation)!=0){
continue;//判断非零值错误
}
if(deviationHigh >= 100 || deviationLow <= -100){
continue;//超过范围，返回
}
for(int i = 0;i <= NUMLADDER - 1;i++){//计算当前的区间位置
if(deviationLow >= ladder_01[i] && deviationHigh <= ladder_01[i + 1]){
if(isFirst){
nowSection = i;
isFirst = false;
break;
}
else{
if(nowSection != i){
nowSection = i;
break;
}
}
}
}
if(nowSection == 4444){
continue;//还未找到区间,返回重新寻找
}
bool isFilledL = false,isFilledR = false;
int needA50L = 0,needA50R = 0;
int needIfL = 0,needIfR = 0;
needIfL = -needAmount_01[nowSection];
needIfR = -needAmount_01[nowSection + 1];
needA50L = needAmount_01[nowSection] * multiply;
needA50R = needAmount_01[nowSection + 1] * multiply;
//强平
if(holdA50_01 > needA50L){
//FTA50(holdA50_01 - needA50L,false);
holdA50_01 = needA50L;
}
if(holdIf_01 < needIfL){
//FTIF(needIfL - holdIf_01,true);
holdIf_01 = needIfL;
}
if(holdA50_01 < needA50R){
//FTA50(needA50R - holdA50_01,true);
holdA50_01 = needA50R;
}
if(holdIf_01 > needIfR){
//FTIF(holdIf_01 - needIfR,false);
holdIf_01 = needIfR;
}
//查询a50账户可用资金
//
if(nowSection < (NUMLADDER - 1) / 2){
if(holdA50_01 < needA50L || holdIf_01 < needIfL){
isFilledL = false;
}
if(holdA50_01 < needA50R || holdIf_01 < needIfR){
isFilledR = false;
}
}
/*
if(deviation <= (ladder_01[nowSection] + ladder_01[nowSection + 1]) / 2.0){
double A50Price = ladder_01[nowSection] + datumDiff + ifBid1 * A50Index / HS300Index + A50Index * dltInterest;
buyOrSell_01(holdA50_01,holdIf_01,needAmount_01[nowSection] * multiply,true);
}
else{
double A50Price = ladder_01[nowSection + 1] + datumDiff + ifAsk1 * A50Index / HS300Index + A50Index * dltInterest;
buyOrSell_01(holdA50_01,holdIf_01,needAmount_01[nowSection + 1] * multiply,false);
}
*/
}
return 0;
}
void MCThreadCleanupFn()
{
g_MCThreadExitEvent.SetEvent();
}
void CQEventWidget1::addEvent(UndoEventData *pSData)
{
assert(CCopasiRootContainer::getDatamodelList()->size() > 0);
CCopasiDataModel* pDataModel = (*CCopasiRootContainer::getDatamodelList())[0];
assert(pDataModel != NULL);
CModel * pModel = pDataModel->getModel();
assert(pModel != NULL);
//reinsert the Event
CEvent *pEvent = pModel->createEvent(pSData->getName());
//set the expressions
pEvent->setTriggerExpression(pSData->getTriggerExpression());
pEvent->setDelayExpression(pSData->getDelayExpression());
pEvent->setPriorityExpression(pSData->getPriorityExpression());
QList <UndoEventAssignmentData *> *assignmentData = pSData->getEventAssignmentData();
QList <UndoEventAssignmentData *>::const_iterator i;
for (i = assignmentData->begin(); i != assignmentData->end(); ++i)
{
UndoEventAssignmentData * assignData = *i;
CCopasiObject * pObject = NULL;
bool speciesExist = false;
size_t ci;
for (ci = 0; ci < pModel->getCompartments().size(); ci++)
{
CCompartment * pCompartment = pModel->getCompartments()[ci];
if (pCompartment->getMetabolites().getIndex(assignData->getName()) != C_INVALID_INDEX)
speciesExist = true;
}
if (speciesExist)
{
size_t index = pModel->findMetabByName(assignData->getName());
pObject = pModel->getMetabolites()[index];
}
else if (pModel->getModelValues().getIndex(assignData->getName()) != C_INVALID_INDEX)
{
pObject = pModel->getModelValues()[assignData->getName()];
}
else if (pModel->getReactions().getIndex(assignData->getName()) != C_INVALID_INDEX)
{
pObject = pModel->getReactions()[assignData->getName()];
}
const CModelEntity * pEntity = dynamic_cast< const CModelEntity * >(pObject);
CEventAssignment *eventAssign = new CEventAssignment(pObject->getKey(), pEvent->getObjectParent());
eventAssign->setExpression(assignData->getExpression());
eventAssign->getExpressionPtr()->compile();
pEvent->getAssignments().add(eventAssign);
}
std::string key = pEvent->getKey();
protectedNotify(ListViews::EVENT, ListViews::ADD, key);
mpListView->switchToOtherWidget(C_INVALID_INDEX, key);
}
//以下为Delphi传入数据包
extern "C" _declspec(dllexport) int __stdcall Send(int flag,void * Pin)
{
try
{
if (flag==1||flag==2||flag==3)
{
if (g_LCStatusFlag<=1 )
{
return MMLCConnect(flag,Pin);
}
else
{
return 30040;
}
}
if (flag==1003)
{
if (strlen(((SingleFava*)Pin)->chatTxt)>1000)
{
return 30030;
}
}
TRACE("调用Send flag:%d",flag);
if (GetSockStatus()!=0)
{
return GetSockStatus();
}
g_objectCComAutoCriticalSection.Lock();
CDataClass * pCDataClass=new CDataClass(flag,Pin);
global_socket->ListInPacket_Push(pCDataClass);
/*int i=SendPackge(g_socketServer);*/
g_objectCComAutoCriticalSection.Unlock();
EventSend.SetEvent();
//global_socket.AsyncSelect(FD_WRITE);
return 0;
}
catch (CMemoryException* e)
{
return 30050;
}
catch (CFileException* e)
{
return 30051;
}
catch (CException* e)
{
return 30052;
}
catch(...)
{
return 30053;
}
// return 0;
}
int CServerApp::mainLoop()
{
// create socket multiplexer. this must happen after daemonization
// on unix because threads evaporate across a fork().
CSocketMultiplexer multiplexer;
// create the event queue
CEventQueue eventQueue;
// if configuration has no screens then add this system
// as the default
if (args().m_config->begin() == args().m_config->end()) {
args().m_config->addScreen(args().m_name);
}
// set the contact address, if provided, in the config.
// otherwise, if the config doesn't have an address, use
// the default.
if (args().m_synergyAddress->isValid()) {
args().m_config->setSynergyAddress(*args().m_synergyAddress);
}
else if (!args().m_config->getSynergyAddress().isValid()) {
args().m_config->setSynergyAddress(CNetworkAddress(kDefaultPort));
}
// canonicalize the primary screen name
CString primaryName = args().m_config->getCanonicalName(args().m_name);
if (primaryName.empty()) {
LOG((CLOG_CRIT "unknown screen name `%s'", args().m_name.c_str()));
return kExitFailed;
}
// start server, etc
ARCH->util().startNode();
// handle hangup signal by reloading the server's configuration
ARCH->setSignalHandler(CArch::kHANGUP, &reloadSignalHandler, NULL);
EVENTQUEUE->adoptHandler(getReloadConfigEvent(),
IEventQueue::getSystemTarget(),
new TMethodEventJob<CServerApp>(this, &CServerApp::reloadConfig));
// handle force reconnect event by disconnecting clients. they'll
// reconnect automatically.
EVENTQUEUE->adoptHandler(getForceReconnectEvent(),
IEventQueue::getSystemTarget(),
new TMethodEventJob<CServerApp>(this, &CServerApp::forceReconnect));
// to work around the sticky meta keys problem, we'll give users
// the option to reset the state of synergys
EVENTQUEUE->adoptHandler(getResetServerEvent(),
IEventQueue::getSystemTarget(),
new TMethodEventJob<CServerApp>(this, &CServerApp::resetServer));
// run event loop. if startServer() failed we're supposed to retry
// later. the timer installed by startServer() will take care of
// that.
CEvent event;
DAEMON_RUNNING(true);
EVENTQUEUE->getEvent(event);
while (event.getType() != CEvent::kQuit) {
EVENTQUEUE->dispatchEvent(event);
CEvent::deleteData(event);
EVENTQUEUE->getEvent(event);
}
DAEMON_RUNNING(false);
// close down
LOG((CLOG_DEBUG1 "stopping server"));
EVENTQUEUE->removeHandler(getForceReconnectEvent(),
IEventQueue::getSystemTarget());
EVENTQUEUE->removeHandler(getReloadConfigEvent(),
IEventQueue::getSystemTarget());
cleanupServer();
updateStatus();
LOG((CLOG_NOTE "stopped server"));
return kExitSuccess;
}
int Receive(SOCKET s)
{
////////////////////////////////////
//static int i=0;
TRACE("获得一个OnReceive事件");
//i++;
/*BYTE * pRightEndTemp;*/
BYTE buff[65536];
memset(buff,0x00,65536);
int nRead;
nRead = recv(s,(char*)buff, 65536,0);
TRACE("已经接收数据 长度%d",nRead);
switch (nRead)
{
case 0:
//SetSockClose();
//closesocket(g_socketServer);
//UnInitSock();
TRACE("开始关闭连接");
//shutdown(g_socketServer,SD_SEND);
/*EventExit.SetEvent();*/
THROW(1);
return WSAGetLastError();
//case -1:
// Close();
// break;
case SOCKET_ERROR:
if (GetLastError() != WSAEWOULDBLOCK)
{
TRACE("收到WSAEWOULDBLOCK");
//AfxMessageBox ("Error occurred");
//SetSockClose();
//UnInitSock();
//shutdown(g_socketServer,SD_SEND);
/*EventExit.SetEvent();*/
THROW(1);
return WSAGetLastError();
}
else
{
return WSAEWOULDBLOCK;
}
default://接收到了数据
TRACE("接收到了数据");
if (global_socket->pDataEnd==&(global_socket->pRecvOriginal[0]))//缓冲区为空
{
memcpy(global_socket->pDataEnd,buff,nRead);
global_socket->pDataEnd=global_socket->pDataEnd+nRead-1;
}
else
{//缓冲区有数据
memcpy(global_socket->pDataEnd+1,buff,nRead);
global_socket->pDataEnd=global_socket->pDataEnd+1+nRead-1;// +nRead-1;
}
while(global_socket->pDataEnd-&(global_socket->pRecvOriginal[0]) > 21)
{
BYTE * pRightEndTemp;
int i=global_socket->CheckWheaverHaveRightData(&pRightEndTemp);
TRACE("调用CheckWheaverHaveRightData %d",i);
if (i==1)//正确包
{
TRACE("正确数据包");
DataReved * pDataReved=new DataReved(global_socket->pHead,pRightEndTemp);
TRACE("组装接收对象 %d",pDataReved->routeType);
if (pDataReved->routeType==0||pDataReved->routeType==1)//flex
{
/*LC_NSend("LCFlexClient","LCFlexRecvFromNetWork",4,pDataReved->byteDataRecvOrigianl,pDataReved->lengthofbyteDataRecvOrigianl);*/
if (g_LCStatusFlag<=1 )
{
LC_NSend("_airToWeb","airToWebHandler",4,pDataReved->byteDataRecvOrigianl,pDataReved->lengthofbyteDataRecvOrigianl);
}
//to lC control
}
if (pDataReved->routeType==0||pDataReved->routeType==1)//flex
{
TRACE("to mm flag %d",pDataReved->flag);
if (pDataReved->flag==1000)
{
TRACE("设置EventConnectFava");
//::SetEvent(hEvent);
if (strcmp("yes",((ConnectFava*)pDataReved->p_ToDelphiData)->status)==0)
{ iError=0;
TRACE("yes");
Sleep(500);
EventConnectFava.SetEvent();
}
else
{
TRACE("no");
iError=30011;
Sleep(500);
EventConnectFava.SetEvent();
}
}
if (pDataReved->flag==1012)
{
TRACE("设置EventConnectFava");
//::SetEvent(hEvent);
if (((PlayerFava*)pDataReved->p_ToDelphiData)->playerStatus==0||((PlayerFava*)pDataReved->p_ToDelphiData)->playerStatus==1)
{
//iError=((PlayerFava*)pDataReved->p_ToDelphiData)->playerStatus;
iError=0;
TRACE("yes");
Sleep(500);
EventPlayerFava1012.SetEvent();
}
else
{
TRACE("no");
iError=30012;
Sleep(500);
EventPlayerFava1012.SetEvent();
}
//EventPlayerFava1012.SetEvent();
}
if (pDataReved->flag==1013)
{
TRACE("设置EventConnectFava");
//::SetEvent(hEvent);
if (((PlayerFava*)pDataReved->p_ToDelphiData)->playerSkill==0)
{
iError=((PlayerFava*)pDataReved->p_ToDelphiData)->playerSkill;
TRACE("yes");
Sleep(500);
EventPlayerFava1013.SetEvent();
}
else
{
TRACE("no");
iError=30013;
Sleep(500);
EventPlayerFava1013.SetEvent();
}
//EventPlayerFava1013.SetEvent();
}
if (pDataReved->flag==1014)
{
EventPlayerFava1014.SetEvent();
}
if ((pDataReved->flag!=1000)&&(pDataReved->flag!=1012)&&(pDataReved->flag!=1013)&&(pDataReved->flag!=1014))
{//回调函数
TRACE("调用回调函数，%d",pDataReved->flag);
TRACE("调用SetDataCallBack，%d",DataCallBackFunc);
TRACE(",pDataReved->p_ToDelphiData ,%d",pDataReved->p_ToDelphiData);
(*DataCallBackFunc)(pDataReved->flag,pDataReved->p_ToDelphiData);
TRACE(",调用完成 pDataReved->p_ToDelphiData ,%d",pDataReved->p_ToDelphiData);
}
}
delete pDataReved;
TRACE("销毁 pDataReved");
TRACE("调用ClearOneDataZone");
global_socket->ClearOneDataZone(pRightEndTemp+1);
}
if (i==2)//找到结束符不过偏移量和长度不适合 返回最后结束符,部分清理
{
global_socket->ClearOneDataZone(pRightEndTemp+1);
}
if (i==3)//3//超限，错误 全清
{
//memset(pRecvOriginal,0x00,65536);
memset(global_socket->pRecvOriginal,0x00,65536);
global_socket->pDataEnd=global_socket->pRecvOriginal;
global_socket->pHead=global_socket->pRecvOriginal;
global_socket->pRightEnd=global_socket->pRecvOriginal;
}
if (i==4)//4;//到有效数据结尾还没有发现结束符，数据保留
{
break;
}
}
}
}
DWORD WINAPI ServiceThread(LPVOID lpThreadParameter)
//UINT ServiceThread( LPVOID lpThreadParameter )
//unsigned int WINAPI ServiceThread(void* lpThreadParameter)
////////////////////////////////////////////////
{
::CoInitialize(NULL);
ST_THREAD_PARAM* pThread = (ST_THREAD_PARAM*)lpThreadParameter;
SOCKET socketServer = pThread->socket;
WSAEVENT wsaEvent = pThread->wsaEvent;
////////////////////////////
HANDLE hmultihandle[4];
hmultihandle[0]=wsaEvent;
hmultihandle[1]=EventExit.m_hObject;
hmultihandle[2]=EventSend.m_hObject;
hmultihandle[3]=EventSendFromFlex.m_hObject;
TRACE("新线程%d起动/n",GetCurrentThreadId());
try
{
while(true)
{
int nRet=::WSAWaitForMultipleEvents(4,hmultihandle,FALSE,10000,FALSE);
TRACE("WSAWaitForMultipleEvents %d",nRet);
if(nRet==WAIT_FAILED) // 失败
{
///////////////////////////////
TRACE("failed WSAWaitForMultipleEvents/n");
THROW(1);
break;
}
else if(nRet==WSA_WAIT_TIMEOUT) // 超时
{
TRACE(" WSA_WAIT_TIMEOUT ... /n");
//////////////////////////////////
/* int i=0;
THROW(i);*/
///////////////////////////////////////////
continue;
}
else if (nRet==WSA_WAIT_EVENT_0)
// 成功 -- 网络事件发生
{
WSANETWORKEVENTS wsaNetEvent;
::WSAEnumNetworkEvents(socketServer,wsaEvent,&wsaNetEvent);
TRACE("WSAEnumNetworkEvents",nRet);
if(wsaNetEvent.lNetworkEvents&FD_READ)
{
g_objectCComAutoCriticalSection.Lock();
Receive(g_socketServer);
g_objectCComAutoCriticalSection.Unlock();
}
else if(wsaNetEvent.lNetworkEvents&FD_WRITE)
{
g_objectCComAutoCriticalSection.Lock();
SendPackge(g_socketServer);
g_objectCComAutoCriticalSection.Unlock();
EventSend.ResetEvent();
}
if(wsaNetEvent.lNetworkEvents&FD_CLOSE)
{
TRACE("FD_CLOSE event occurs.../n");
int nErrorCode = WSAGetLastError();
TRACE("Error code is %d/n",nErrorCode);
if (nErrorCode == WSAECONNRESET)
{
TRACE("WSAECONNRESET error./n");
}
else if (nErrorCode == WSAENETDOWN)
{
TRACE("WSAENETDOWN error./n");
}
else if (nErrorCode == WSAENETRESET)
{
TRACE("WSAENETRESET error./n");
}
THROW(1);
TRACE("线程%d退出/n",GetCurrentThreadId());
TRACE("线程%d退出/n",GetCurrentThreadId());
return 0;
TRACE("无法执行的代码");
}
}
else if (nRet==WSA_WAIT_EVENT_0+1)
{
THROW(2);
return 0;
TRACE("无法执行的代码");
}
else if (nRet==WSA_WAIT_EVENT_0+2)
{
EventSend.ResetEvent();
g_objectCComAutoCriticalSection.Lock();
int i=SendPackge(g_socketServer);
g_objectCComAutoCriticalSection.Unlock();
//send 方法
}
else if (nRet==WSA_WAIT_EVENT_0+3)
{
EventSendFromFlex.ResetEvent();
g_objectCComAutoCriticalSection.Lock();
int i=SendPackge(g_socketServer);
g_objectCComAutoCriticalSection.Unlock();
//send 方法
}
}
}
catch(int& j)
{
TRACE("线程%d退出/n",GetCurrentThreadId());
TRACE("线程%d退出/n",GetCurrentThreadId());
if (j==1)
{
(*EventCallBackFunc)(2,0,NULL);
UnInitSock();
delete global_socket;
}
if (j==2)
{
UnInitSock();
delete global_socket;
EventExit.ResetEvent();
EventExitBack.SetEvent();
}
return 0;
}
catch (CMemoryException* e)
{
}
catch (CFileException* e)
{
}
catch (CException* e)
{
}
TRACE("线程1%d退出/n",GetCurrentThreadId());
EventExit.SetEvent();
return 0;
}
int
Cam_int_edit::choose(
CEvent &e,
State *&s
)
{
DEVice_2d *ptr =(DEVice_2d *)e._d;
PIXEL te (ptr->cur());
XYvec delta(ptr->delta());
double tdelt(the_time() - _dtime);
_dist += sqrt(delta * delta);
VEXEL sdelt(te - _start_pix);
int xa=0,ya=1;
if (Config::get_var_bool("FLIP_CAM_MANIP",false,true))
swap(xa,ya);
if (fabs(sdelt[ya])/sdelt.length() > 0.9 && tdelt > 0.05) {
s = &_cam_zoom;
ptr->set_old(_start_pix);
} else if (tdelt < 0.1 && _dist < 0.03)
return 0;
else {
if (fabs(sdelt[xa])/sdelt.length() > 0.6 )
s = &_cam_pan;
else s = &_cam_zoom;
ptr->set_old(_start_pix);
}
/* if we got this far, we actually have a valid choice, so save the camera */ VIEWptr view(e.view());
view->save_cam();
return 0;
}
int main(int argc, char* argv[])
{
SpewOutputFunc( MySpewFunc );
// Figure out a random port to use.
CCycleCount cnt;
cnt.Sample();
CUniformRandomStream randomStream;
randomStream.SetSeed( cnt.GetMicroseconds() );
int iPort = randomStream.RandomInt( 20000, 30000 );
g_ClientPacketEvent.Init( false, false );
// Setup the "server".
CHandlerCreator_Server serverHandler;
CIPAddr addr( 127, 0, 0, 1, iPort );
ITCPConnectSocket *pListener = ThreadedTCP_CreateListener(
&serverHandler,
(unsigned short)iPort );
// Setup the "client".
CHandlerCreator_Client clientCreator;
ITCPConnectSocket *pConnector = ThreadedTCP_CreateConnector(
CIPAddr( 127, 0, 0, 1, iPort ),
CIPAddr(),
&clientCreator );
// Wait for them to connect.
while ( !g_pClientSocket )
{
if ( !pConnector->Update( &g_pClientSocket ) )
{
Error( "Error in client connector!\n" );
}
}
pConnector->Release();
while ( !g_pServerSocket )
{
if ( !pListener->Update( &g_pServerSocket ) )
Error( "Error in server connector!\n" );
}
pListener->Release();
// Send some data.
__int64 totalBytes = 0;
CCycleCount startTime;
int iPacket = 1;
startTime.Sample();
CUtlVector<char> buf;
while ( (GetAsyncKeyState( VK_SHIFT ) & 0x8000) == 0 )
{
int size = randomStream.RandomInt( 1024*0, 1024*320 );
if ( buf.Count() < size )
buf.SetSize( size );
if ( g_pClientSocket->Send( buf.Base(), size ) )
{
// Server receives the data and echoes it back. Verify that the data is good.
WaitForSingleObject( g_ClientPacketEvent.GetEventHandle(), INFINITE );
Assert( memcmp( g_ClientPacket.Base(), buf.Base(), size ) == 0 );
totalBytes += size;
CCycleCount curTime, elapsed;
curTime.Sample();
CCycleCount::Sub( curTime, startTime, elapsed );
double flSeconds = elapsed.GetSeconds();
Msg( "Packet %d, %d bytes, %dk/sec\n", iPacket++, size, (int)(((totalBytes+511)/1024) / flSeconds) );
}
}
g_pClientSocket->Release();
g_pServerSocket->Release();
return 0;
}
UINT CProcessPaste::MarkAsPastedThread(LPVOID pParam)
{
DWORD startTick = GetTickCount();
static CEvent UpdateTimeEvent(TRUE, TRUE, _T("Ditto_Update_Clip_Time"), NULL);
UpdateTimeEvent.ResetEvent();
Log(_T("Start of MarkAsPastedThread"));
//If running from a U3 device then wait a little before updating the db
//updating the db can take a second or two and it delays the act of pasting
if(g_Opt.m_bU3)
{
Sleep(350);
}
BOOL bRet = FALSE;
int clipId = 0;
try
{
MarkAsPastedData* pData = (MarkAsPastedData*)pParam;
if(pData)
{
clipId = pData->clipId;
if(g_Opt.m_bUpdateTimeOnPaste)
{
try
{
if(pData->pastedFromGroup)
{
CppSQLite3Query q = theApp.m_db.execQuery(_T("SELECT clipGroupOrder FROM Main ORDER BY clipGroupOrder DESC LIMIT 1"));
if(q.eof() == false)
{
double latestDate = q.getFloatField(_T("clipGroupOrder"));
latestDate += 1;
Log(StrF(_T("Setting clipId: %d, GroupOrder: %f"), pData->clipId, latestDate));
theApp.m_db.execDMLEx(_T("UPDATE Main SET clipGroupOrder = %f where lID = %d;"), latestDate, pData->clipId);
theApp.RefreshClipOrder(pData->clipId);
}
}
else
{
CppSQLite3Query q = theApp.m_db.execQuery(_T("SELECT clipOrder FROM Main ORDER BY clipOrder DESC LIMIT 1"));
if(q.eof() == false)
{
double latestDate = q.getFloatField(_T("clipOrder"));
latestDate += 1;
Log(StrF(_T("Setting clipId: %d, order: %f"), pData->clipId, latestDate));
theApp.m_db.execDMLEx(_T("UPDATE Main SET clipOrder = %f where lID = %d;"), latestDate, pData->clipId);
theApp.RefreshClipOrder(pData->clipId);
}
}
}
CATCH_SQLITE_EXCEPTION
}
try
{
theApp.m_db.execDMLEx(_T("UPDATE Main SET lastPasteDate = %d where lID = %d;"), (int)CTime::GetCurrentTime().GetTime(), pData->clipId);
}
CATCH_SQLITE_EXCEPTION
delete pData;
bRet = TRUE;
}
}
CATCH_SQLITE_EXCEPTION
Log(_T("End of MarkAsPastedThread"));
DWORD endTick = GetTickCount();
if((endTick-startTick) > 350)
Log(StrF(_T("Paste Timing MarkAsPastedThread: %d, ClipId: %d"), endTick-startTick, clipId));
UpdateTimeEvent.SetEvent();
return bRet;
}
int
Cam_int_edit::down2(
CEvent &e,
State *&s
)
{
DEVice_buttons *btns = (DEVice_buttons *)e._d;
DEVice_2d *ptr = btns->ptr2d();
_view = e.view();
CAMdataptr data(_view->cam()->data());
RAYhit r (_view->intersect(ptr->cur()));
if (r.success()) {
//////////////////
//Scale Button
//////////////////
if(r.geom()->name() == "scale")
{
BaseJOTapp::deactivate_button();
if(s == &_scale)
s = (State *)-1;
else
{
BaseJOTapp::activate_button("scale");
s = &_scale;
}
}
//////////////////
//ScaleX Button
//////////////////
if(r.geom()->name() == "scalex")
{
BaseJOTapp::deactivate_button();
if(s == &_scalex)
s = (State *)-1;
else
{
BaseJOTapp::activate_button("scalex");
s = &_scalex;
}
}
//////////////////
//ScaleY Button
//////////////////
if(r.geom()->name() == "scaley")
{
BaseJOTapp::deactivate_button();
if(s == &_scaley)
s = (State *)-1;
else
{
BaseJOTapp::activate_button("scaley");
s = &_scaley;
}
}
//////////////////
//ScaleZ Button
//////////////////
if(r.geom()->name() == "scalez")
{
BaseJOTapp::deactivate_button();
if(s == &_scalez)
s = (State *)-1;
else
{
BaseJOTapp::activate_button("scalez");
s = &_scalez;
}
}
//////////////////
//Rotate Button
//////////////////
if(r.geom()->name() == "rotateX")
{
BaseJOTapp::deactivate_button();
if(s == &_rot_x)
s = (State *)-1;
else
{
BaseJOTapp::activate_button("rotateX");
s = &_rot_x;
}
}
//////////////////
//RotateY Button
//////////////////
if(r.geom()->name() == "rotateY")
{
BaseJOTapp::deactivate_button();
if(s == &_rot_y)
s = (State *)-1;
else
{
BaseJOTapp::activate_button("rotateY");
s = &_rot_y;
}
}
//////////////////
//Rotate Button
//////////////////
if(r.geom()->name() == "rotateZ")
{
BaseJOTapp::deactivate_button();
if(s == &_rot_z)
s = (State *)-1;
else
{
BaseJOTapp::activate_button("rotateZ");
s = &_rot_z;
}
}
/////////////////
//Eye Button
////////////////
else if(r.geom()->name() == "eye_button")
{
s = (State *)-1;
BaseJOTapp::cam_switch(e,s);
}
}
return 0;
}
void
CClient::handleFileChunkSending(const CEvent& event, void*)
{
sendFileChunk(event.getData());
}
UINT IfEntry(LPVOID pParam){
IfInData * data = (IfInData*)pParam;
CThostFtdcInputOrderField req;
memset(&req, 0, sizeof(req));
///经纪公司代码
strcpy(req.BrokerID, BROKER_ID);
///投资者代码
strcpy(req.InvestorID, INVESTOR_ID);
///合约代码
strcpy(req.InstrumentID, INSTRUMENT_ID);
///报单引用
//strcpy(req.OrderRef, ORDER_REF);
sprintf(req.OrderRef,"%d",data->orf);
///用户代码
// TThostFtdcUserIDType UserID;
///报单价格条件: 限价
req.OrderPriceType = THOST_FTDC_OPT_LimitPrice;
///买卖方向:
if(data->isbuy){
req.Direction = THOST_FTDC_D_Buy;
}
else{
req.Direction = THOST_FTDC_D_Sell;
}
///组合开平标志: 开仓
if(!data->isflat){
req.CombOffsetFlag[0] = THOST_FTDC_OF_Open;
}
else{
req.CombOffsetFlag[0] = THOST_FTDC_OF_Close;
}
///组合投机套保标志
req.CombHedgeFlag[0] = THOST_FTDC_HF_Speculation;
///价格
::EnterCriticalSection(&g_IfPrice);
if(!data->isbuy){
req.LimitPrice = ifBid1 - 150.0;
#ifdef _debug
req.LimitPrice = ifAsk1 + 3;
#endif
}
else{
req.LimitPrice = ifAsk1 + 150.0;
#ifdef _debug
req.LimitPrice = ifBid1 - 3;
#endif
}
::LeaveCriticalSection(&g_IfPrice);
///数量: 1
req.VolumeTotalOriginal = data->numif;
///有效期类型: 当日有效
req.TimeCondition = THOST_FTDC_TC_GFD;
///GTD日期
// TThostFtdcDateType GTDDate;
///成交量类型: 任何数量
req.VolumeCondition = THOST_FTDC_VC_AV;
///最小成交量: 1
req.MinVolume = 1;
///触发条件: 立即
req.ContingentCondition = THOST_FTDC_CC_Immediately;
///止损价
// TThostFtdcPriceType StopPrice;
///强平原因: 非强平
req.ForceCloseReason = THOST_FTDC_FCC_NotForceClose;
///自动挂起标志: 否
req.IsAutoSuspend = 0;
///业务单元
// TThostFtdcBusinessUnitType BusinessUnit;
///请求编号
// TThostFtdcRequestIDType RequestID;
///用户强评标志: 否
req.UserForceClose = 0;
std::vector<CThostFtdcOrderField> orderRes;
std::map<CString,std::vector<CThostFtdcOrderField>>::iterator iOrderRtn;
std::map<CString,std::vector<CThostFtdcTradeField>>::iterator iTradeRtn;
std::vector<CThostFtdcOrderField>::iterator iOrderRtnVec;
std::vector<CThostFtdcTradeField>::iterator iTradeRtnVec;
CThostFtdcInputOrderActionField reqNew = {'0','0',0,'0',0,0,0,'0','0','0','0',0,0,'0','0'};//命令动作新的修改
CThostFtdcOrderField orderOld;
CString thisSysId;//系统编号，作为已成交合约的识别码
CString thisRef(req.OrderRef);
double valueTraded = 0;//成交总价值
bool isBreakIn = false;//是否因为cancel命令提前终止消息循环
int volumeTraded = 0;
int endVolumeThisTrade = 0;
SYSTEMTIME sys;
while(true){
GetLocalTime(&sys);
if(sys.wHour == 9 && sys.wMinute <= 14){
//9:15前不下单，等待
continue;
}
else{
break;
}
}
::EnterCriticalSection(&REQUEST_ID_IF);
int iResult = pUserApi->ReqOrderInsert(&req, ++iRequestID);
endVolumeThisTrade = req.VolumeTotalOriginal;
::LeaveCriticalSection(&REQUEST_ID_IF);
int lastpos = -1;//命令返回消息队列已经处理的位置
while(true){
//消息返回处理
int size = 0;
SwitchToThread();
::EnterCriticalSection(&ifDealRtn);
iOrderRtn = ifOrderRtn.find(thisRef);
if(iOrderRtn != ifOrderRtn.end() && iOrderRtn->second.size() != 0){//证明里边已经有了消息
//if(iOrderRtn->second.size() != 0){
size = iOrderRtn->second.size();
for(int k = 0/*lastpos + 1*/;k < size;k++){
iOrderRtnVec = iOrderRtn->second.begin() + k;
orderOld = *iOrderRtnVec;//获取返回的报单命令,状态会不停变化，取到队列末尾，取最新的命令
thisSysId = iOrderRtnVec->OrderSysID;//获取报单编号
TRACE("报单引用=%s,报单编号=%s\r\n",iOrderRtnVec->OrderRef,thisSysId);
/*
//不管什么原因，均表示已经traded
if(iOrderRtnVec->VolumeTraded == iOrderRtnVec->VolumeTotalOriginal){
TRACE("%s\r\n","已经成交，但是从OrderRtn返回");
::EnterCriticalSection(&avgPriceOfIf);
valueTraded = valueTraded + iOrderRtnVec->VolumeTraded * iOrderRtnVec->LimitPrice;
avgpIf avg(data->numif,valueTraded / data->numif);
avgPriceIf.push_back(avg);
::LeaveCriticalSection(&avgPriceOfIf);
//删除键值
ifOrderRtn.erase(iOrderRtn);
TRACE("准备脱离ifDealRtn临界区\r\n");
::LeaveCriticalSection(&ifDealRtn);
delete (IfInData*)pParam;
return 0;
}
*/
//如果取消,重新下单
if(iOrderRtnVec->OrderStatus == THOST_FTDC_OST_Canceled){
endVolumeThisTrade = endVolumeThisTrade - (iOrderRtnVec->VolumeTotalOriginal - iOrderRtnVec->VolumeTraded);
//删除键值
//ifOrderRtn.erase(iOrderRtn);
/*
isBreakIn = true;
break;//终止内循环
*/
}
}
/*
if(isBreakIn){
isBreakIn = false;
lastpos = -1;//重新设置
::LeaveCriticalSection(&ifDealRtn);
continue;
}
*/
//lastpos = size - 1;
//iOrderRtn->second.clear();//清空就可以从0头开始检索
::LeaveCriticalSection(&ifDealRtn);
//}
}
else{
//还没生成消息队列，表示指令还未生效，返回继续搜索队列
::LeaveCriticalSection(&ifDealRtn);
TRACE("%s\r\n","还没生成消息队列,返回");
continue;
}
//成交返回处理
::EnterCriticalSection(&ifDealRtn);
if(endVolumeThisTrade == 0){
return 0;
}
else{
iTradeRtn = ifTradeRtn.find(thisSysId);
//证明已经有成交信息返回
if(iTradeRtn != ifTradeRtn.end()){
for(iTradeRtnVec = iTradeRtn->second.begin();iTradeRtnVec != iTradeRtn->second.end();iTradeRtnVec++){
TRACE("%s报单编号是%s\r\n","成交,从TradeRtn返回,",iTradeRtn->second.begin()->OrderSysID);
::EnterCriticalSection(&avgPriceOfIf);
valueTraded = valueTraded + iTradeRtnVec->Price * iTradeRtnVec->Volume;
volumeTraded = volumeTraded + iTradeRtnVec->Volume;
if(volumeTraded == data->numif){//全部成交
avgpIf avg(volumeTraded,valueTraded / volumeTraded);
avgPriceIf.push_back(avg);
::LeaveCriticalSection(&avgPriceOfIf);
//删除键值
ifTradeRtn.erase(iTradeRtn);
ifOrderRtn.erase(iOrderRtn);
::LeaveCriticalSection(&ifDealRtn);
return 0;
}
::LeaveCriticalSection(&avgPriceOfIf);
}
iTradeRtn->second.clear();//将成交数组清空
}
}
::LeaveCriticalSection(&ifDealRtn);
if(volumeTraded == endVolumeThisTrade && endVolumeThisTrade < data->numif){//本次成交结束,但是还没有全部成交,需要重新下单
TRACE("%s\r\n","重新下单");
::EnterCriticalSection(&g_IfPrice);
if(req.Direction == THOST_FTDC_D_Buy){//BUY
req.LimitPrice = ifBid1;
#ifdef _debug
req.LimitPrice = ifBid1;
#endif
}
else{//SELL
req.LimitPrice = ifAsk1;
#ifdef _debug
req.LimitPrice = ifAsk1;
#endif
}
::LeaveCriticalSection(&g_IfPrice);
req.VolumeTotalOriginal = data->numif - endVolumeThisTrade;
endVolumeThisTrade = data->numif;//重新设置
::EnterCriticalSection(&ODREF);
iNextOrderRef++;
TThostFtdcOrderRefType orderRefNew;
sprintf(orderRefNew,"%d", iNextOrderRef);
::LeaveCriticalSection(&ODREF);
strcpy(req.OrderRef,orderRefNew);
thisRef = CString(orderRefNew);
::EnterCriticalSection(&REQUEST_ID_IF);
int iResult = pUserApi->ReqOrderInsert(&req, ++iRequestID);
::LeaveCriticalSection(&REQUEST_ID_IF);
}
//如果价格发生不利变化，取消订单
UpdateTrade.Lock(INFINITE);//等待同步事件击发
::EnterCriticalSection(&g_IfPrice);
if((req.Direction == THOST_FTDC_D_Buy && req.LimitPrice < ifBid1) ||//买
(req.Direction == THOST_FTDC_D_Sell && req.LimitPrice > ifAsk1)){//卖
if (IsTradingOrder(&orderOld)){
TRACE("%s\r\n","改单动作，删除");
ReqOrderAction(&orderOld,reqNew);
}
}
::LeaveCriticalSection(&g_IfPrice);
}
delete (IfInData*)pParam;
return iResult;
}
int flatOrOpen(int num,bool isbuy,bool isflat){
if(num <= 0){
return -1;
}
::EnterCriticalSection(&avgPriceOfIf);
avgPriceIf.clear();//清空统计平均价格的数组
::LeaveCriticalSection(&avgPriceOfIf);
int numAvail = 0;//容许开仓数量
if(!isflat){//表示开仓
/*
ReqAccount.ResetEvent();//事件同步,设置为未发信状态
ReqQryIFTradingAccount();//查询if帐户可用资金
ReqAccount.Lock(INFINITE);//等待
if(rtnAvailIfID == rqIfID){
//留有10和100人民币的余地
marginIf = ifAsk1 * 300.0 * 0.12;//12%的保证金率
if(multiply != 0){
numAvail = min((int)((availA50 - 10.0) / (marginA50 * multiply)),(int)((availIf - 100.0) / marginIf));
}
else{
numAvail = num;
}
}
if(numAvail <= 0){
return -1;
}
num = min(num,numAvail);
*/
}
if(isflat){
if(isbuy){
TRACE("买平%d手\r\n",num);
}
else{
TRACE("卖平%d手\r\n",num);
}
}
else{
if(isbuy){
TRACE("买开%d手\r\n",num);
}
else{
TRACE("卖开%d手\r\n",num);
}
}
int numofA50 = num * multiply;
int numofIf = num;
std::vector<HANDLE> handleThread;//存放线程句柄的数组
IfInData *data;
if(isbuy && isflat){
data = new IfInData(1,false,true,0);
}
else if(isbuy && !isflat)
{
data = new IfInData(1,false,false,0);
}
else if(!isbuy && isflat){
data = new IfInData(1,true,true,0);
}
else{
data = new IfInData(1,true,false,0);
}
if(numofA50 != 0){
#define PUT(prop,value) orderA50.get()->##prop## = (##value##);
#define GET(prop) orderA50.get()->##prop
std::auto_ptr<Order> orderA50(new Order());
double valueTradeA50 = 0;
::EnterCriticalSection(&g_A50Price);
if(isbuy){
PUT(action,"BUY");
PUT(totalQuantity,numofA50);
#ifdef _case1
PUT(lmtPrice,a50Ask1 + 100.0);
#else
PUT(lmtPrice,a50Bid1);
#endif
PUT(orderType,"LMT");
}
else{
PUT(action,"SELL");
PUT(totalQuantity,numofA50);
#ifdef _case1
PUT(lmtPrice,a50Bid1 - 100.0);
#else
PUT(lmtPrice,a50Ask1);
#endif
PUT(orderType,"LMT");
}
::LeaveCriticalSection(&g_A50Price);
bool isA50Validate = false;
int iftraded = 0;//已经发出的if指令,A50每次交易满一手对冲,瞬间发出if指令
int filledLast = 0;//最近一次的成交数量
long idThisTrade;//交易id
std::vector<rtn> rtnres;//交易结果返回
int lastpos = -1;//上次检查返回新的vector的数据位置,从-1开始,考虑到0位置前用-1表示
::EnterCriticalSection(&tdi_a50);
idThisTrade = clientDlg->PlaceOrder_hedge(false,orderA50);
clientDlg->m_idrtn.insert(std::pair<long,std::vector<rtn>>(idThisTrade,rtnres));
::LeaveCriticalSection(&tdi_a50);
while(true){
std::map<long,std::vector<rtn>>::iterator iter;
std::vector<rtn>::iterator ivec;
int seconds = 0;//计时
while(!isA50Validate){
//设置临界区,防止处理期间的m_idrtn变动
//每次都要重新获取开始位置,因为map中元素次序会变
::EnterCriticalSection(&tdi_a50);
iter = clientDlg->m_idrtn.find(idThisTrade);
if(iter != clientDlg->m_idrtn.end()){
ivec = iter->second.begin();
int size = iter->second.size();
if(size > 0){
isA50Validate = true;//有返回消息了
TRACE("A50 HAS VALIDATED\r\n");
::LeaveCriticalSection(&tdi_a50);
break;
}
}
TRACE("A50 NOT VALIDATED\r\n");
::LeaveCriticalSection(&tdi_a50);
::Sleep(50);//50毫秒检测一次
seconds = seconds + 50;
if(seconds > 100000){//100秒没反应,认为指令送达失败
//重新发送指令
::EnterCriticalSection(&tdi_a50);
idThisTrade = clientDlg->PlaceOrder_hedge(false,orderA50);
clientDlg->m_idrtn.insert(std::pair<long,std::vector<rtn>>(idThisTrade,rtnres));
::LeaveCriticalSection(&tdi_a50);
seconds = 0;//重新计时
}
}
::EnterCriticalSection(&tdi_a50);
iter = clientDlg->m_idrtn.find(idThisTrade);
if(iter != clientDlg->m_idrtn.end()){
ivec = iter->second.begin();
int size = iter->second.size();
if(size - 1 > lastpos){
for(int k = lastpos + 1;k < size;k++){
if((ivec + k)->status == "Submitted" ||
(ivec + k)->status == "Filled" ||
(ivec + k)->status == "ApiCancelled" ||
(ivec + k)->status == "Cancelled"){
if((ivec + k)->filled > filledLast){
int needTradeIf = ((ivec + k)->filled - iftraded * multiply) / multiply;//计算需要新交易的if合约数
if(needTradeIf >= 1){
//交易if,生成新的线程
TRACE("begin%d\r\n",needTradeIf);
data->numif = needTradeIf;
::EnterCriticalSection(&ODREF);
iNextOrderRef++;
data->orf = iNextOrderRef;
::LeaveCriticalSection(&ODREF);
IfInData *indata = new IfInData;
*indata = *data;
CWinThread *tradeThread = AfxBeginThread(IfEntry,indata,THREAD_PRIORITY_NORMAL,0,0,NULL);
handleThread.push_back(tradeThread->m_hThread);
//更新数据
iftraded = iftraded + needTradeIf;
}
//更新上一次已经成交的数目
filledLast = (ivec + k)->filled;
}
if((ivec + k)->status == "Filled" ||
(ivec + k)->status == "ApiCancelled" ||
(ivec + k)->status == "Cancelled"){
//等待if交易线程结束,进行交易平均成本统计
//等待所有的IF线程交易完毕,返回
int nCount = handleThread.size();
if(nCount >= 1){
HANDLE * handle = new HANDLE[nCount];
for(int i = 0 ; i < nCount;i++){
handle[i] = handleThread[i];
}
int nIndex = 0;
DWORD dwRet = 0;
dwRet = WaitForMultipleObjects(nCount,handle,true,INFINITE);
switch(dwRet){
case WAIT_TIMEOUT:
TRACE("等待超时,退出检测,因为没有被触发的对象了\r\n");
break;
case WAIT_FAILED:
TRACE("等待失败\r\n");
break;
default:
TRACE("已经全部返回\r\n");
break;
}
delete []handle;
}
//统计交易成本,开仓则增加交易成本记录,并返回
::EnterCriticalSection(&avgPriceOfIf);
double avgIf = 0;
std::vector<avgpIf>::iterator iavg;
double totalvalue = 0;
int totalnum = 0;
for(iavg = avgPriceIf.begin();iavg != avgPriceIf.end();iavg++){
totalvalue = totalvalue + iavg->num * iavg->avgprice;
totalnum = totalnum + iavg->num;
}
::LeaveCriticalSection(&avgPriceOfIf);
if(totalnum>=1){
avgIf = totalvalue / totalnum;
::EnterCriticalSection(&g_index);
double premium_temp = (ivec + k)->avgFillPrice - avgIf * A50Index / HS300Index
- A50Index * (lifeOfA50 - clientDlg->lifeOfIf) / 365.0 * 0.0631;//6.31%的无风险套利;
::LeaveCriticalSection(&g_index);
double deviation_temp = premium_temp - datumDiff;
#ifdef _weixin
CString Price_temp("");
if(!isflat && isbuy){
Price_temp.Format("BK:%d,CB:%f,HS300:%f,IF:%f,A50:%f,XINA50:%f\r\n",totalnum,deviation_temp,HS300Index,avgIf,A50Index,(ivec + k)->avgFillPrice);
}
else if(!isflat && !isbuy){
Price_temp.Format("SK:%d,CB:%f,HS300:%f,IF:%f,A50:%f,XINA50:%f\r\n",totalnum,deviation_temp,HS300Index,avgIf,A50Index,(ivec + k)->avgFillPrice);
}
else if(isflat && isbuy){
Price_temp.Format("BP:%d,CB:%f,HS300:%f,IF:%f,A50:%f,XINA50:%f\r\n",totalnum,deviation_temp,HS300Index,avgIf,A50Index,(ivec + k)->avgFillPrice);
}
else{
Price_temp.Format("SP:%d,CB:%f,HS300:%f,IF:%f,A50:%f,XINA50:%f\r\n",totalnum,deviation_temp,HS300Index,avgIf,A50Index,(ivec + k)->avgFillPrice);
}
clientDlg->SendMsg(Price_temp);
#endif
if(!isflat){
HoldAndDirec hd;
hd.price = deviation_temp;
if(!isbuy){
netHold = netHold - totalnum;
hd.numDirec = -totalnum;
}
else{
netHold = netHold + totalnum;
hd.numDirec = totalnum;
}
holdHedge.push_back(hd);
}
}
//删除这次交易ID对应的键值
clientDlg->m_idrtn.erase(iter);
TRACE("对冲结束,准备脱离临界区\r\n");
::LeaveCriticalSection(&tdi_a50);
delete data;
TRACE("对冲结束,返回0值\r\n");
return 0;
}
}
else{
//NOTHING TO DO
}
}
lastpos = size -1;
}
}
::LeaveCriticalSection(&tdi_a50);
UpdateTrade.Lock(INFINITE);//等待同步事件击发
//判断价格是否合理,否则修改A50合约
calDeviation();//重新计算偏差
::EnterCriticalSection(&g_A50Price);
if(isbuy){
if(deviationHigh <= deviationHigh_save - 5.0){
PUT(lmtPrice,a50Ask1);
clientDlg->ModifyOrder_hedge(idThisTrade,orderA50);
}
else if(GET(lmtPrice) < a50Bid1){
PUT(lmtPrice,a50Bid1);
clientDlg->ModifyOrder_hedge(idThisTrade,orderA50);
}
}
else{
if(deviationLow >= deviationLow_save + 5.0){
PUT(lmtPrice,a50Bid1);
clientDlg->ModifyOrder_hedge(idThisTrade,orderA50);
}
else if(GET(lmtPrice) > a50Ask1){
PUT(lmtPrice,a50Ask1);
clientDlg->ModifyOrder_hedge(idThisTrade,orderA50);
}
}
::LeaveCriticalSection(&g_A50Price);
}
delete data;
return 0;
#undef PUT
#undef GET
}
else{
int needTradeIf = numofIf;
if(needTradeIf >= 1){
//交易if,生成新的线程
TRACE("begin%d\r\n",needTradeIf);
data->numif = needTradeIf;
::EnterCriticalSection(&ODREF);
iNextOrderRef++;
data->orf = iNextOrderRef;
::LeaveCriticalSection(&ODREF);
IfInData *indata = new IfInData;
*indata = *data;
CWinThread *tradeThread = AfxBeginThread(IfEntry,indata,THREAD_PRIORITY_NORMAL,0,0,NULL);
handleThread.push_back(tradeThread->m_hThread);
}
int nCount = handleThread.size();
if(nCount >= 1){
HANDLE * handle = new HANDLE[nCount];
for(int i = 0 ; i < nCount;i++){
handle[i] = handleThread[i];
}
int nIndex = 0;
DWORD dwRet = 0;
dwRet = WaitForMultipleObjects(nCount,handle,true,INFINITE);
switch(dwRet){
case WAIT_TIMEOUT:
TRACE("等待超时,退出检测,因为没有被触发的对象了\r\n");
break;
case WAIT_FAILED:
TRACE("等待失败\r\n");
break;
default:
TRACE("已经全部返回\r\n");
break;
}
delete []handle;
}
//统计交易成本,开仓则增加交易成本记录,并返回
::EnterCriticalSection(&avgPriceOfIf);
double avgIf = 0;
std::vector<avgpIf>::iterator iavg;
double totalvalue = 0;
int totalnum = 0;
double avgFillPriceA50 = 0;
if(isbuy){
avgFillPriceA50 = a50Ask1;
}
else{
avgFillPriceA50 = a50Bid1;
}
for(iavg = avgPriceIf.begin();iavg != avgPriceIf.end();iavg++){
totalvalue = totalvalue + iavg->num * iavg->avgprice;
totalnum = totalnum + iavg->num;
}
::LeaveCriticalSection(&avgPriceOfIf);
if(totalnum>=1){
avgIf = totalvalue / totalnum;
::EnterCriticalSection(&g_index);
double premium_temp = avgFillPriceA50 - avgIf * A50Index / HS300Index
- A50Index * (lifeOfA50 - clientDlg->lifeOfIf) / 365.0 * 0.0631;//6.31%的无风险套利;
::LeaveCriticalSection(&g_index);
double deviation_temp = premium_temp - datumDiff;
#ifdef _weixin
CString Price_temp("");
if(!isflat && isbuy){
Price_temp.Format("BK:%d,CB:%f,HS300:%f,IF:%f,A50:%f,XINA50:%f\r\n",totalnum,deviation_temp,HS300Index,avgIf,A50Index,avgFillPriceA50);
}
else if(!isflat && !isbuy){
Price_temp.Format("SK:%d,CB:%f,HS300:%f,IF:%f,A50:%f,XINA50:%f\r\n",totalnum,deviation_temp,HS300Index,avgIf,A50Index,avgFillPriceA50);
}
else if(isflat && isbuy){
Price_temp.Format("BP:%d,CB:%f,HS300:%f,IF:%f,A50:%f,XINA50:%f\r\n",totalnum,deviation_temp,HS300Index,avgIf,A50Index,avgFillPriceA50);
}
else{
Price_temp.Format("SP:%d,CB:%f,HS300:%f,IF:%f,A50:%f,XINA50:%f\r\n",totalnum,deviation_temp,HS300Index,avgIf,A50Index,avgFillPriceA50);
}
clientDlg->SendMsg(Price_temp);
#endif
if(!isflat){
HoldAndDirec hd;
hd.price = deviation_temp;
if(!isbuy){
netHold = netHold - totalnum;
hd.numDirec = -totalnum;
}
else{
netHold = netHold + totalnum;
hd.numDirec = totalnum;
}
holdHedge.push_back(hd);
}
}
TRACE("对冲结束,准备脱离临界区\r\n");
::LeaveCriticalSection(&tdi_a50);
delete data;
TRACE("对冲结束,返回0值\r\n");
return 0;
}
}
int CecCommand(void *UNUSED(cbParam), const cec_command &command)
{
g_lastCommand = command.opcode;
g_responseEvent.Signal();
return 0;
}
void
CDaemonApp::handleIpcMessage(const CEvent& e, void*)
{
CIpcMessage* m = static_cast<CIpcMessage*>(e.getDataObject());
switch (m->type()) {
case kIpcCommand: {
CIpcCommandMessage* cm = static_cast<CIpcCommandMessage*>(m);
CString command = cm->command();
// if empty quotes, clear.
if (command == "\"\"") {
command.clear();
}
if (!command.empty()) {
LOG((CLOG_DEBUG "new command, elevate=%d command=%s", cm->elevate(), command.c_str()));
CString debugArg("--debug");
UInt32 debugArgPos = static_cast<UInt32>(command.find(debugArg));
if (debugArgPos != CString::npos) {
UInt32 from = debugArgPos + static_cast<UInt32>(debugArg.size()) + 1;
UInt32 nextSpace = static_cast<UInt32>(command.find(" ", from));
CString logLevel(command.substr(from, nextSpace - from));
try {
// change log level based on that in the command string
// and change to that log level now.
ARCH->setting("LogLevel", logLevel);
CLOG->setFilter(logLevel.c_str());
}
catch (XArch& e) {
LOG((CLOG_ERR "failed to save LogLevel setting, %s", e.what().c_str()));
}
}
}
else {
LOG((CLOG_DEBUG "empty command, elevate=%d", cm->elevate()));
}
try {
// store command in system settings. this is used when the daemon
// next starts.
ARCH->setting("Command", command);
// TODO: it would be nice to store bools/ints...
ARCH->setting("Elevate", CString(cm->elevate() ? "1" : "0"));
}
catch (XArch& e) {
LOG((CLOG_ERR "failed to save settings, %s", e.what().c_str()));
}
#if SYSAPI_WIN32
// tell the relauncher about the new command. this causes the
// relauncher to stop the existing command and start the new
// command.
m_watchdog->setCommand(command, cm->elevate());
#endif
break;
}
case kIpcHello:
CIpcHelloMessage* hm = static_cast<CIpcHelloMessage*>(m);
CString type;
switch (hm->clientType()) {
case kIpcClientGui: type = "gui"; break;
case kIpcClientNode: type = "node"; break;
default: type = "unknown"; break;
}
LOG((CLOG_DEBUG "ipc hello, type=%s", type.c_str()));
#if SYSAPI_WIN32
CString watchdogStatus = m_watchdog->isProcessActive() ? "ok" : "error";
LOG((CLOG_INFO "watchdog status: %s", watchdogStatus.c_str()));
#endif
m_ipcLogOutputter->notifyBuffer();
break;
}
}
bool CQRDFTreeView::enterProtected()
{
clear();
CCopasiObject *pObject = dynamic_cast< CCopasiObject * >(CCopasiRootContainer::getKeyFactory()->get(mKey));
if (pObject != NULL)
{
CModelEntity * pEntity = NULL;
CEvent * pEvent = NULL;
CReaction * pReaction = NULL;
CFunction * pFunction = NULL;
const std::string * pMiriamAnnotation = NULL;
if ((pEntity = dynamic_cast< CModelEntity * >(pObject)) != NULL)
pMiriamAnnotation = &pEntity->getMiriamAnnotation();
else if ((pEvent = dynamic_cast< CEvent * >(pObject)) != NULL)
pMiriamAnnotation = &pEvent->getMiriamAnnotation();
else if ((pReaction = dynamic_cast< CReaction * >(pObject)) != NULL)
pMiriamAnnotation = &pReaction->getMiriamAnnotation();
else if ((pFunction = dynamic_cast< CFunction * >(pObject)) != NULL)
pMiriamAnnotation = &pFunction->getMiriamAnnotation();
if (pMiriamAnnotation && *pMiriamAnnotation != "")
mpGraph = CRDFParser::graphFromXml(*pMiriamAnnotation);
}
CCopasiMessage::clearDeque();
if (CCopasiMessage::size() != 0)
{
QString Message = FROM_UTF8(CCopasiMessage::getAllMessageText());
CQMessageBox::warning(this, QString("RDF Warning"), Message,
QMessageBox::Ok, QMessageBox::Ok);
}
if (mpGraph == NULL)
mpGraph = new CRDFGraph;
// We make sure that we always have an about node.
mpGraph->createAboutNode(mKey);
// We iterate of all triplets
std::set< CRDFTriplet >::const_iterator it = mpGraph->getTriplets().begin();
std::set< CRDFTriplet >::const_iterator end = mpGraph->getTriplets().end();
for (; it != end; ++it)
{
CQRDFTreeViewItem * pSubjectItem = find(it->pSubject);
if (pSubjectItem == NULL)
{
pSubjectItem = new CQRDFTreeViewItem(mpTreeWidget, NULL);
insert(it->pSubject, pSubjectItem);
// Display the subject information
const CRDFSubject & Subject = it->pSubject->getSubject();
switch (Subject.getType())
{
case CRDFSubject::RESOURCE:
pSubjectItem->setText(COL_SUBJECT, FROM_UTF8(Subject.getResource()));
break;
case CRDFSubject::BLANK_NODE:
pSubjectItem->setText(COL_SUBJECT, FROM_UTF8(Subject.getBlankNodeID()));
break;
}
}
CQRDFTreeViewItem * pObjectItem = NULL;
if (it->Predicate.getURI() == "http://www.w3.org/1999/02/22-rdf-syntax-ns#subject")
{
pObjectItem = new CQRDFTreeViewItem(pSubjectItem, NULL);
insert(it->pObject, pObjectItem);
}
else
pObjectItem = find(it->pObject);
if (pObjectItem == NULL)
{
pObjectItem = new CQRDFTreeViewItem(pSubjectItem, NULL);
insert(it->pObject, pObjectItem);
}
else
{
QTreeWidgetItem * pParent = pObjectItem->parent();
if (pParent == NULL)
{
mpTreeWidget->invisibleRootItem()->removeChild(pObjectItem);
pSubjectItem->addChild(pObjectItem);
}
else
{
pParent->removeChild(pObjectItem);
pSubjectItem->addChild(pObjectItem);
}
}
pObjectItem->setTriplet(*it);
}
mpTreeWidget->setFocus();
return true;
}
int CLocalSocket::write(const char * szDataBlock, int nSizeOfBlock)
{
if (NULL == szDataBlock)
return FUNCTION_WRONG_PARAMETER;
if (IsAlreadyConnected())
{
HANDLE hDataReadEvent, hDataWrittenEvent;
s_PacketBuffer * pDataBuffer = GetWriteDataBuffer();
CMutex dataAccessMutex = GetWriteDataAccessMutex();
CEvent dataReadEvent = GetWriteDataReadEvent();
CEvent dataWrittenEvent = GetWriteDataWrittenEvent();
int nAmountOfPackets = nSizeOfBlock / PACKET_SIZE;
int nLastUsedPacketBytes = nSizeOfBlock % PACKET_SIZE;
if (0 != nLastUsedPacketBytes && 0 != nAmountOfPackets)
{
nAmountOfPackets++;
}
if (0 == nAmountOfPackets)
nAmountOfPackets++;
if (!dataAccessMutex.lock())
return LOCAL_SOCKET_ERROR;
pDataBuffer->nPacketsToBeSent = nAmountOfPackets;
pDataBuffer->nBytesToBeSent = PACKET_SIZE;
dataAccessMutex.unlock();
int nAmountOfBytesToBeWritten = PACKET_SIZE;
int nPacketOffset = 0;
for (int nCur = 0; nCur < nAmountOfPackets; nCur++)
{
dataAccessMutex.lock();
pDataBuffer->nCurrentNumber = nCur;
if (nCur == nAmountOfPackets - 1)
{
(nLastUsedPacketBytes == 0) ? (nLastUsedPacketBytes = PACKET_SIZE) : (pDataBuffer->nBytesToBeSent = nLastUsedPacketBytes);
nAmountOfBytesToBeWritten = nLastUsedPacketBytes;
}
memcpy(&pDataBuffer->cStorage[0], &szDataBlock[nPacketOffset], nAmountOfBytesToBeWritten);
nPacketOffset += PACKET_SIZE;
dataWrittenEvent.fire_signal();
dataAccessMutex.unlock();
if (!dataReadEvent.get_signal())
return LOCAL_SOCKET_ERROR;
if (CheckForDisconnection())
return LOCAL_SOCKET_ERROR;
}
return (nSizeOfBlock);
}
return LOCAL_SOCKET_ERROR;
}
extern "C" _declspec(dllexport) int __stdcall SendSync(int flag,void * Pin)
{
try
{
if (flag==1003)
{
if (strlen(((SingleFava*)Pin)->chatTxt)>MAXMESSAGELENGTH)
{
return 30030;
}
}
if (GetSockStatus()!=0)
{
return GetSockStatus();
}
TRACE("调用SendSync flag:%d",flag);
TRACE("调用SendSync flag:%d",flag);
DWORD iErrorNo;
DWORD iRetWait;
g_objectCComAutoCriticalSection.Lock();
TRACE("开始组织数据\n");
CDataClass * pCDataClass=new CDataClass(flag,Pin);
//global_socket->ListInPacket.push(pCDataClass);
global_socket->ListInPacket_Push(pCDataClass);
g_objectCComAutoCriticalSection.Unlock();
EventSend.SetEvent();
//global_socket.AsyncSelect(FD_WRITE);
TRACE("数据完全生成");
TRACE("数据完全生成 开始调用发送");
//int i=SendPackge(g_socketServer);
// g_objectCComAutoCriticalSection.Unlock();
if (flag==1000)
{
TRACE("1000节点 开始等待");
TRACE("开始等待1000");
BOOL i=EventConnectFava.ResetEvent();
int dRet=WaitForSingleObject(EventConnectFava,RECVTIMEOUT);
TRACE("WaitForSingleObject退出");
if(dRet == WAIT_TIMEOUT)
{
TRACE("WaitForSingleObject超时");
EventExit.SetEvent();
return 1460;
}
else if(dRet == WAIT_OBJECT_0)
{
TRACE("WaitForSingleObject正常退出1000________________ iError: %d",iError);
TRACE("正常退出1000________________");
return iError;
}
}
if (flag==1012)
{
EventPlayerFava1012.ResetEvent();
int dRet=WaitForSingleObject(EventPlayerFava1012,RECVTIMEOUT);
if(dRet == WAIT_TIMEOUT)
{
EventExit.SetEvent();
return 1460;
}
else if(dRet == WAIT_OBJECT_0)
{
TRACE("正常退出1000________________");
return iError;
}
/////////////////////////////////////////////////////////////
}
if (flag==1013)
{
EventPlayerFava1013.ResetEvent();
int dRet=WaitForSingleObject(EventPlayerFava1013,RECVTIMEOUT);
if(dRet == WAIT_TIMEOUT)
{
EventExit.SetEvent();
return 1460;
}
else if(dRet == WAIT_OBJECT_0)
{
TRACE("正常退出1000________________");
return iError;
}
/////////////////////////////////////////////////////////////
}
if (flag==1014)
{
EventPlayerFava1014.ResetEvent();
int dRet=WaitForSingleObject(EventPlayerFava1014,RECVTIMEOUT);
if(dRet == WAIT_TIMEOUT)
{
EventExit.SetEvent();
return 1460;
}
else if(dRet == WAIT_OBJECT_0)
{
TRACE("正常退出1000________________");
return iError;
}
/////////////////////////////////////////////////////////////
}
return 0;
}
catch (CMemoryException* e)
{
return 30050;
}
catch (CFileException* e)
{
return 30051;
}
catch (CException* e)
{
return 30052;
}
catch(...)
{
return 30053;
}
}
int CLocalSocket::read(char * szDataBlock, int nSizeOfBlock)
{
if (NULL == szDataBlock)
return FUNCTION_WRONG_PARAMETER;
if (IsAlreadyConnected())
{
HANDLE hDataReadEvent, hDataWrittenEvent;
s_PacketBuffer * pDataBuffer = GetReadDataBuffer();
CMutex dataAccessMutex = GetReadDataAccessMutex();
CEvent dataReadEvent = GetReadDataReadEvent();
CEvent dataWrittenEvent = GetReadDataWrittenEvent();
dataWrittenEvent.SetTimeout(INFINITE);
if (!dataWrittenEvent.get_signal())
return LOCAL_SOCKET_ERROR;
if (CheckForDisconnection())
return LOCAL_SOCKET_ERROR;
int nAmountOfIncomingPackets = 0;
if (!dataAccessMutex.lock())
return LOCAL_SOCKET_ERROR;
nAmountOfIncomingPackets = pDataBuffer->nPacketsToBeSent;
int nPacketOffset = 0;
if (nAmountOfIncomingPackets > 1)
{
int nLastUsedPacketBytes = 0;
for(int nCur = 0; nCur < nAmountOfIncomingPackets; nCur++)
{
if (nCur > 0)
{
if (!dataWrittenEvent.get_signal())
return LOCAL_SOCKET_ERROR;
if (CheckForDisconnection())
return LOCAL_SOCKET_ERROR;
if (!dataAccessMutex.lock())
return LOCAL_SOCKET_ERROR;
}
if (nCur == nAmountOfIncomingPackets - 1)
nLastUsedPacketBytes = pDataBuffer->nBytesToBeSent;
int nAmountOfIncomingBytes = pDataBuffer->nBytesToBeSent;
if (nAmountOfIncomingBytes > nSizeOfBlock)
// truncate the data
memcpy(&szDataBlock[nPacketOffset], &pDataBuffer->cStorage[0], nSizeOfBlock);
else
memcpy(&szDataBlock[nPacketOffset], &pDataBuffer->cStorage[0], nAmountOfIncomingBytes);
nPacketOffset += PACKET_SIZE;
dataAccessMutex.unlock();
dataReadEvent.fire_signal();
}
return (nLastUsedPacketBytes == 0 ? nAmountOfIncomingPackets * PACKET_SIZE : nAmountOfIncomingPackets * PACKET_SIZE - PACKET_SIZE + nLastUsedPacketBytes);
}
else
{
int nAmountOfIncomingBytes = pDataBuffer->nBytesToBeSent;
if (nAmountOfIncomingBytes > nSizeOfBlock)
// truncate the data
memcpy(szDataBlock, &pDataBuffer->cStorage[0], nSizeOfBlock);
else
memcpy(szDataBlock, &pDataBuffer->cStorage[0], nAmountOfIncomingBytes);
dataAccessMutex.unlock();
dataReadEvent.fire_signal();
return nSizeOfBlock;
}
}
return LOCAL_SOCKET_ERROR;
}
extern "C" _declspec(dllexport) int __stdcall SetSockClose()
{
try
{
TRACE("调用SetSockClose1");
if (GetSockStatus()!=0)
{
return 0;
}
if (g_socketServer != INVALID_SOCKET)
{
//g_iClosesignal=1;////主动连接
EventExitBack.ResetEvent();
EventExit.SetEvent();
//shutdown(g_socketServer,SD_SEND);
TRACE("开始等待");
TRACE("threadid %d",hThread);
WaitForSingleObject(EventExitBack,THREADQUITTIME);//hThread
CloseHandle(hThread);
///////////////////////
//Sleep(500);
//_endthreadex((unsigned int)hThread);
TRACE("等待结束");
//Sleep(500);
TRACE("WaitForSingleObject(hThread,INFINITE) return ...\n");
TRACE("子线程退出");
delete pThreadParam;
return 0;
}
return 0;
}
catch (CMemoryException* e)
{
return 30050;
}
catch (CFileException* e)
{
return 30051;
}
catch (CException* e)
{
return 30052;
}
catch(...)
{
return 30053;
}
}
void CVideoSyncGLX::Run(CEvent& stopEvent)
{
unsigned int PrevVblankCount;
unsigned int VblankCount;
int ReturnV;
bool IsReset = false;
int64_t Now;
//get the current vblank counter
m_glXGetVideoSyncSGI(&VblankCount);
PrevVblankCount = VblankCount;
while(!stopEvent.Signaled() && !m_displayLost && !m_displayReset)
{
//wait for the next vblank
ReturnV = m_glXWaitVideoSyncSGI(2, (VblankCount + 1) % 2, &VblankCount);
m_glXGetVideoSyncSGI(&VblankCount); //the vblank count returned by glXWaitVideoSyncSGI is not always correct
Now = CurrentHostCounter(); //get the timestamp of this vblank
if(ReturnV)
{
CLog::Log(LOGDEBUG, "CVideoReferenceClock: glXWaitVideoSyncSGI returned %i", ReturnV);
return;
}
if (VblankCount > PrevVblankCount)
{
UpdateClock((int)(VblankCount - PrevVblankCount), Now, m_refClock);
IsReset = false;
}
else
{
CLog::Log(LOGDEBUG, "CVideoReferenceClock: Vblank counter has reset");
//only try reattaching once
if (IsReset)
return;
//because of a bug in the nvidia driver, glXWaitVideoSyncSGI breaks when the vblank counter resets
CLog::Log(LOGDEBUG, "CVideoReferenceClock: Detaching glX context");
ReturnV = glXMakeCurrent(m_Dpy, None, NULL);
if (ReturnV != True)
{
CLog::Log(LOGDEBUG, "CVideoReferenceClock: glXMakeCurrent returned %i", ReturnV);
return;
}
//sleep here so we don't busy spin when this constantly happens, for example when the display went to sleep
Sleep(1000);
CLog::Log(LOGDEBUG, "CVideoReferenceClock: Attaching glX context");
ReturnV = glXMakeCurrent(m_Dpy, m_Window, m_Context);
if (ReturnV != True)
{
CLog::Log(LOGDEBUG, "CVideoReferenceClock: glXMakeCurrent returned %i", ReturnV);
return;
}
m_glXGetVideoSyncSGI(&VblankCount);
IsReset = true;
}
PrevVblankCount = VblankCount;
}
m_lostEvent.Set();
while(!stopEvent.Signaled() && m_displayLost && !m_displayReset)
{
Sleep(10);
}
}
void WINAPI ReceiveFromLC( int flag,char *lcName,char *methodName,void *ptrPara1,void *ptrPara2,void *ptrPara3)
{
try
{
TRACE("ReceiveFromLC flag:%d,%s,%s",flag,lcName,methodName );
if (strcmp(lcName,"_XSM_R3")==0)
{
if (DataCallBackFunc==NULL)
{
TRACE("DataCallBackFunc,NULL");
}
else
{
PLCControlFava* pPLCControlFava=new PLCControlFava();
pPLCControlFava->szFlag=flag;
pPLCControlFava->szMethodName=methodName;
pPLCControlFava->szPara1=(char*)ptrPara1;
pPLCControlFava->szPara2=(char*)ptrPara2;
pPLCControlFava->szPara3=(char*)ptrPara3;
TRACE("即将调用XSMtoR3 回调函数");
g_objectCComAutoCriticalSection.Lock();
(*DataCallBackFunc)(flag,(void*)pPLCControlFava);
g_objectCComAutoCriticalSection.Unlock();
TRACE(" 回调函数返回");
delete pPLCControlFava;
}
return ;
}
if (strcmp(lcName,"_webToAir")==0)
{
TRACE("发现 _webToAir");
if (strcmp(methodName,"webToAirHandler")==0)
{
TRACE("发现 webToAirHandler");
TRACE("webToAirHandler");
if (GetSockStatus()!=0)
{
TRACE("发现 不联网");
return;
}
TRACE("发现 联网");
g_objectCComAutoCriticalSection.Lock();
CDataClass * pCDataClass=new CDataClass((BYTE*)ptrPara1);
global_socket->ListInPacket.push(pCDataClass);
g_objectCComAutoCriticalSection.Unlock();
EventSendFromFlex.SetEvent();
/*int i=SendPackge(g_socketServer);*/
//global_socket.AsyncSelect(FD_WRITE);
//return i;
return;
}
}
return;
}
catch (CMemoryException* e)
{
return;
}
catch (CFileException* e)
{
return;
}
catch (CException* e)
{
return;
}
catch(...)
{
return;
}
}
std::vector<CEvent *> OrganizerCalendarDatabaseAccess::getEvents(int calId, std::string guid, int &pErrorCode)
{
std::vector<CEvent*> listEvent;
OrganizerGuidCacheKey cacheKey(calId, E_EVENT, QString::fromStdString(guid));
if (m_dbCache->containsEventVector(cacheKey))
{
// found in cache
m_dbCache->takeEventVector(cacheKey, listEvent);
return listEvent;
}
const int columnNumber = 49;
CEvent *event = 0;
CAlarm *pAlarm = 0;
CRecurrence *pRec = 0;
int iI_EventCount = 0;
int iJ_EventCount = 0;
pErrorCode = CALENDAR_OPERATION_SUCCESSFUL;
std::vector<long> vCookie;
std::vector<std::string> vERule;
std::vector<std::string> vEdate;
std::vector<std::string> vRdate;
std::vector<std::string> vRRule;
QSqlQuery pQuery;
if (!pQuery.prepare(selectInnerJoinBatchGuid)) {
pErrorCode = CALENDAR_DATABASE_ERROR;
return listEvent;
}
pQuery.bindValue(":calId", QString::number(calId));
pQuery.bindValue(":compType", QString::number(E_EVENT));
pQuery.bindValue(":compUid", QString::fromStdString(guid));
bool ok = pQuery.exec();
sqliteErrorMapper(pQuery.lastError(), pErrorCode);
if (!ok)
return listEvent;
while (pQuery.next()) {
event = new CEvent();
pAlarm = new CAlarm();
pRec = new CRecurrence();
for (iJ_EventCount = 0; iJ_EventCount < columnNumber; ++iJ_EventCount) {
switch(iJ_EventCount) {
case 0: // ID1
event->setId(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 1:
break;
case 2: // ID3
event->setType(pQuery.value(iJ_EventCount).toInt());
break;
case 3: // ID4
event->setFlags(pQuery.value(iJ_EventCount).toInt());
break;
case 4: // ID5
event->setDateStart(pQuery.value(iJ_EventCount).toInt());
break;
case 5: // ID6
event->setDateEnd(pQuery.value(iJ_EventCount).toInt());
break;
case 6: // ID7
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setSummary(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 7: // ID8
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setLocation(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 8: // ID9
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setDescription(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 9: // ID10
event->setStatus(pQuery.value(iJ_EventCount).toInt());
break;
case 10: // ID11
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setGUid(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 11: // ID12
event->setUntil(pQuery.value(iJ_EventCount).toInt());
break;
case 12: // ID13
event->setAllDay(pQuery.value(iJ_EventCount).toInt());
break;
case 13: // ID14
event->setCreatedTime(pQuery.value(iJ_EventCount).toInt());
break;
case 14: // ID15
event->setLastModified(pQuery.value(iJ_EventCount).toInt());
break;
case 15: // ID16
event->setTzid(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 16: // ID17
case 17: // ID18
case 18: // ID19
break;
case 19: // ID20
if (pQuery.value(iJ_EventCount).toInt())
event->setClas(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 20: // ID21
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setGeo(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 21: // ID22
event->setPriority(pQuery.value(iJ_EventCount).toInt());
break;
case 22: // ID23
event->setDateStamp(pQuery.value(iJ_EventCount).toInt());
break;
case 23: // ID24
event->setSequence(pQuery.value(iJ_EventCount).toInt());
break;
case 24: // ID25
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setTransparency(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 25: // ID26
event->setUid(pQuery.value(iJ_EventCount).toInt());
break;
case 26: // ID27
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setUrl(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 27: // ID28
if (!pQuery.value(iJ_EventCount).toString().isEmpty()) {
std::vector<std::string> vAtt;
vAtt.push_back(pQuery.value(iJ_EventCount).toString().toStdString());
event->setAttachments(vAtt);
}
break;
case 28: // ID29
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setCategories(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 29: // ID30
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setComments(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 30: // ID31
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setContact(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 31: // ID32
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setRelated(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 32: // ID33
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
event->setResources(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 33: // ID34
case 34: // ID35
case 35: // ID36
break;
case 36: // ID37
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
pAlarm->setTrigger(pQuery.value(iJ_EventCount).toInt());
break;
case 37: // ID38
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
pAlarm->setRepeat(pQuery.value(iJ_EventCount).toInt());
break;
case 38: // ID39
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
pAlarm->setDuration(pQuery.value(iJ_EventCount).toInt());
break;
case 39: // ID40
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
pAlarm->setAction(pQuery.value(iJ_EventCount).toInt());
break;
case 40: // ID41
if (!pQuery.value(iJ_EventCount).toString().isEmpty()) {
vCookie.push_back(pQuery.value(iJ_EventCount).toInt());
pAlarm->setCookie(vCookie);
}
break;
case 41: // ID42
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
pAlarm->setAttach(pQuery.value(iJ_EventCount).toString().toStdString());
break;
case 42: // ID43
break;
case 43: // ID44
if (!pQuery.value(iJ_EventCount).toString().isEmpty()) {
vRRule = event->extractSubStrings(pQuery.value(iJ_EventCount).toString().toStdString(), EXCLAMATION);
pRec->setRrule(vRRule);
}
break;
case 44: // ID45
if (!pQuery.value(iJ_EventCount).toString().isEmpty()) {
vRdate = event->extractSubStrings(pQuery.value(iJ_EventCount).toString().toStdString(), SEMI_COLON);
pRec->setRDays(vRdate);
}
break;
case 45: // ID46
if (!pQuery.value(iJ_EventCount).toString().isEmpty()) {
vEdate = event->extractSubStrings(pQuery.value(iJ_EventCount).toString().toStdString(), SEMI_COLON);
pRec->setEDays(vEdate);
}
break;
case 46: // ID47
if (!pQuery.value(iJ_EventCount).toString().isEmpty()) {
vERule = event->extractSubStrings(pQuery.value(iJ_EventCount).toString().toStdString(), EXCLAMATION);
pRec->setErule(vERule);
}
break;
case 47: // ID48
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
pRec->setRecurId(pQuery.value(iJ_EventCount).toInt());
break;
case 48: // ID49
if (!pQuery.value(iJ_EventCount).toString().isEmpty())
pRec->setRtype(pQuery.value(iJ_EventCount).toInt());
break;
}
}
if ((event->getFlags() == HAS_RECURRENCE) ||
(event->getFlags() == HAS_RECURRENCE_ALARM)) {
event->setRecurrence(pRec);
}
delete pRec;
pRec = 0;
if ((event->getFlags() == HAS_ALARM) ||
(event->getFlags() == HAS_RECURRENCE_ALARM)) {
event->setAlarm(pAlarm);
}
delete pAlarm;
pAlarm = 0;
std::vector<CAttendee *> listAttendee;
listAttendee = event->retrieveAttendeeDetails();
COrganizer *pOrg = 0;
pOrg = event->retrieveOrganizerDetails();
if (listAttendee.size())
event->setAttendees(listAttendee);
std::vector<CAttendee *>::iterator listAttendeeIterator;
for (listAttendeeIterator = listAttendee.begin(); listAttendeeIterator != listAttendee.end(); ++listAttendeeIterator)
delete *listAttendeeIterator;
if (pOrg) {
event->setOrganizer(pOrg);
delete pOrg;
pOrg = 0;
}
/*retrieve xprop */
std::vector<CProperties *> vPropList;
vPropList = event->retrieveXPropertyDetails();
event->setXProperties(vPropList);
std::vector<CProperties *>::iterator vPropListIterator;
for (vPropListIterator = vPropList.begin(); vPropListIterator != vPropList.end(); ++vPropListIterator)
delete *vPropListIterator;
/*retrieve params */
std::map<std::string, std::vector<CParameters *> > paramMap;
paramMap = event->retrieveParameterDetails();
event->setHashMap(paramMap);
paramMap.clear();
/* push the event in to the list */
listEvent.push_back(event);
++iI_EventCount;
}
// put to cache
m_dbCache->insertEventVector(cacheKey, listEvent);
return listEvent;
}
void
COSXScreen::handleSystemEvent(const CEvent& event, void*)
{
EventRef* carbonEvent = reinterpret_cast<EventRef*>(event.getData());
assert(carbonEvent != NULL);
UInt32 eventClass = GetEventClass(*carbonEvent);
switch (eventClass) {
case kEventClassMouse:
switch (GetEventKind(*carbonEvent)) {
case kSynergyEventMouseScroll:
{
OSStatus r;
long xScroll;
long yScroll;
// get scroll amount
r = GetEventParameter(*carbonEvent,
kSynergyMouseScrollAxisX,
typeLongInteger,
NULL,
sizeof(xScroll),
NULL,
&xScroll);
if (r != noErr) {
xScroll = 0;
}
r = GetEventParameter(*carbonEvent,
kSynergyMouseScrollAxisY,
typeLongInteger,
NULL,
sizeof(yScroll),
NULL,
&yScroll);
if (r != noErr) {
yScroll = 0;
}
if (xScroll != 0 || yScroll != 0) {
onMouseWheel(-mapScrollWheelToSynergy(xScroll),
mapScrollWheelToSynergy(yScroll));
}
}
}
break;
case kEventClassKeyboard:
switch (GetEventKind(*carbonEvent)) {
case kEventHotKeyPressed:
case kEventHotKeyReleased:
onHotKey(*carbonEvent);
break;
}
break;
case kEventClassWindow:
SendEventToWindow(*carbonEvent, m_userInputWindow);
switch (GetEventKind(*carbonEvent)) {
case kEventWindowActivated:
LOG((CLOG_DEBUG1 "window activated"));
break;
case kEventWindowDeactivated:
LOG((CLOG_DEBUG1 "window deactivated"));
break;
case kEventWindowFocusAcquired:
LOG((CLOG_DEBUG1 "focus acquired"));
break;
case kEventWindowFocusRelinquish:
LOG((CLOG_DEBUG1 "focus released"));
break;
}
break;
default:
SendEventToEventTarget(*carbonEvent, GetEventDispatcherTarget());
break;
}
}
void
CStreamFilter::filterEvent(const CEvent& event)
{
EVENTQUEUE->dispatchEvent(CEvent(event.getType(),
getEventTarget(), event.getData()));
}
//-----------------------------------------
//
// Run PortalFlow across all available processing nodes
//
void RunMPIPortalFlow()
{
Msg( "%-20s ", "MPIPortalFlow:" );
if ( g_bMPIMaster )
StartPacifier("");
// Workers wait until we get the MC socket address.
g_PortalMCThreadUniqueID = StatsDB_GetUniqueJobID();
if ( g_bMPIMaster )
{
CCycleCount cnt;
cnt.Sample();
CUniformRandomStream randomStream;
randomStream.SetSeed( cnt.GetMicroseconds() );
g_PortalMCAddr.port = randomStream.RandomInt( 22000, 25000 ); // Pulled out of something else.
g_PortalMCAddr.ip[0] = (unsigned char)RandomInt( 225, 238 );
g_PortalMCAddr.ip[1] = (unsigned char)RandomInt( 0, 255 );
g_PortalMCAddr.ip[2] = (unsigned char)RandomInt( 0, 255 );
g_PortalMCAddr.ip[3] = (unsigned char)RandomInt( 3, 255 );
g_pPortalMCSocket = CreateIPSocket();
int i=0;
for ( i; i < 5; i++ )
{
if ( g_pPortalMCSocket->BindToAny( randomStream.RandomInt( 20000, 30000 ) ) )
break;
}
if ( i == 5 )
{
Error( "RunMPIPortalFlow: can't open a socket to multicast on." );
}
char cPacketID[2] = { VMPI_VVIS_PACKET_ID, VMPI_SUBPACKETID_MC_ADDR };
VMPI_Send2Chunks( cPacketID, sizeof( cPacketID ), &g_PortalMCAddr, sizeof( g_PortalMCAddr ), VMPI_PERSISTENT );
}
else
{
VMPI_SetCurrentStage( "wait for MC address" );
while ( !g_bGotMCAddr )
{
VMPI_DispatchNextMessage();
}
// Open our multicast receive socket.
g_pPortalMCSocket = CreateMulticastListenSocket( g_PortalMCAddr );
if ( !g_pPortalMCSocket )
{
char err[512];
IP_GetLastErrorString( err, sizeof( err ) );
Error( "RunMPIPortalFlow: CreateMulticastListenSocket failed. (%s).", err );
}
// Make a thread to listen for the data on the multicast socket.
DWORD dwDummy = 0;
g_MCThreadExitEvent.Init( false, false );
// Make sure we kill the MC thread if the app exits ungracefully.
CmdLib_AtCleanup( MCThreadCleanupFn );
g_hMCThread = CreateThread(
NULL,
0,
PortalMCThreadFn,
NULL,
0,
&dwDummy );
if ( !g_hMCThread )
{
Error( "RunMPIPortalFlow: CreateThread failed for multicast receive thread." );
}
}
VMPI_SetCurrentStage( "RunMPIBasePortalFlow" );
g_pDistributeWorkCallbacks = &g_VisDistributeWorkCallbacks;
g_CPUTime.Init();
double elapsed = DistributeWork(
g_numportals * 2, // # work units
VMPI_DISTRIBUTEWORK_PACKETID, // packet ID
ProcessPortalFlow, // Worker function to process work units
ReceivePortalFlow // Master function to receive work results
);
g_pDistributeWorkCallbacks = NULL;
CheckExitedEarly();
// Stop the multicast stuff.
VMPI_DeletePortalMCSocket();
if( !g_bMPIMaster )
{
if ( g_iVMPIVerboseLevel >= 1 )
{
Msg( "Received %d (out of %d) portals from multicast.\n", g_nMulticastPortalsReceived, g_numportals * 2 );
Msg( "%.1f%% CPU utilization during PortalFlow\n", (g_CPUTime.GetSeconds() * 100.0f / elapsed) / numthreads );
}
Msg( "VVIS worker finished. Over and out.\n" );
VMPI_SetCurrentStage( "worker done" );
CmdLib_Exit( 0 );
}
if ( g_bMPIMaster )
{
EndPacifier( false );
Msg( " (%d)\n", (int)elapsed );
}
}
int CecKeyPress(void *UNUSED(cbParam), const cec_keypress &key)
{
g_lastKey = key.keycode;
g_keyEvent.Signal();
return 0;
}
void CModelExpansion::duplicateEvent(CEvent* source, const std::string & index, const SetOfModelElements & sourceSet, ElementsMap & emap)
{
//if the source object has already been duplicated: do nothing
if (emap.exists(source))
return;
CEvent* newObj = NULL;
if (expressionContainsObject(source->getTriggerExpressionPtr(), sourceSet)
|| expressionContainsObject(source->getDelayExpressionPtr(), sourceSet))
{
//we need to duplicate the event itself (because the trigger refers to a duplicated object)
//try creating the object until we find a name that is not yet used
std::ostringstream infix;
do
{
std::ostringstream name;
name << source->getObjectName() << infix.str() << index;
newObj = mpModel->createEvent(name.str());
infix << "_";
}
while (!newObj);
//add duplicated object to the map
emap.add(source, newObj);
//now do the trigger
newObj->setTriggerExpression(source->getTriggerExpression());
newObj->getTriggerExpressionPtr()->compile(); //I don't know why this is necessary
updateExpression(newObj->getTriggerExpressionPtr(), index, sourceSet, emap);
//delay
newObj->setDelayExpression(source->getDelayExpression());
newObj->getDelayExpressionPtr()->compile(); //I don't know why this is necessary
updateExpression(newObj->getDelayExpressionPtr(), index, sourceSet, emap);
newObj->setDelayAssignment(source->getDelayAssignment());
}
else
{
newObj = source; //no copying necessary
//add duplicated object to the map
emap.add(source, newObj);
}
//now the event assignments...
size_t i;
for (i = 0; i < source->getAssignments().size(); ++i)
{
const CEventAssignment* pSourceAssignment = source->getAssignments()[i];
//const CModelEntity * pSourceTarget = dynamic_cast<const CModelEntity * >(CCopasiRootContainer::getKeyFactory()->get(pSourceAssignment->getTargetKey()));
if (sourceSet.contains(pSourceAssignment->getTargetKey()))
{
//we assume that the duplicate of the target object already exists.
//this should be true since events are duplicated last.
if (!emap.exists(pSourceAssignment->getTargetKey()))
continue;
//create duplicate of assignment (this can be either in the original event or in the
//duplicate of an event)
CEventAssignment * pNewAssignment = new CEventAssignment(emap.getDuplicateKey(pSourceAssignment->getTargetKey()));
newObj->getAssignments().add(pNewAssignment, true);
//we do an assumption:
//It should not happen that the assignment expression contains a reference to an object that is duplicated,
//but the assignment target is not duplicated.
//now copy the expression
pNewAssignment->setExpression(pSourceAssignment->getExpression());
pNewAssignment->getExpressionPtr()->compile();
updateExpression(pNewAssignment->getExpressionPtr(), index, sourceSet, emap);
}
}
newObj->setNotes(source->getNotes());
newObj->setMiriamAnnotation(source->getMiriamAnnotation(), newObj->getKey(), source->getKey());
}
//只能开启一个交易线程,否则同步可能出现问题
UINT TradeEntry_00(LPVOID pParam)//启动入口，作为一个独立的线程
{
CThostFtdcQryInstrumentField req;
memset(&req, 0, sizeof(req));
strcpy(req.InstrumentID, INSTRUMENT_ID);
::EnterCriticalSection(&REQUEST_ID_IF);
int iResult = pUserApi->ReqQryInstrument(&req, ++iRequestID);
::LeaveCriticalSection(&REQUEST_ID_IF);
CThostFtdcQryInvestorPositionField req00;
memset(&req00, 0, sizeof(req00));
strcpy(req00.BrokerID, BROKER_ID);
strcpy(req00.InvestorID, INVESTOR_ID);
strcpy(req00.InstrumentID, INSTRUMENT_ID);
::EnterCriticalSection(&REQUEST_ID_IF);
iResult = pUserApi->ReqQryInvestorPosition(&req00, ++iRequestID);
::LeaveCriticalSection(&REQUEST_ID_IF);
#ifdef _debug
iNextOrderRef++;//测试
ifAsk1 = 2180;//
IfInData *data;//测试
data = new IfInData(1,false,true,iNextOrderRef); //测试
AfxBeginThread(IfEntry,data,THREAD_PRIORITY_NORMAL,0,0,NULL);//测试
return 0;//测试
#endif
if(clientDlg == NULL){
return -1;
}
if(pUserApi == NULL){
return -1;
}
//从对话框初始化
step = clientDlg->m_step;
multiply = clientDlg->m_multiply;
aimOfLadder = clientDlg->m_aimOfLadder;
datumDiff = clientDlg->m_DeltaDatumDiff + clientDlg->m_datumDiff;
HoldAndDirec tempIni;
tempIni.price = clientDlg->m_costINI - datumDiff;//持仓相对价格
tempIni.numDirec = clientDlg->m_numINI;//带有方向的持仓
holdHedge.push_back(tempIni);
netHold = tempIni.numDirec;
//溢价和基差计算
while(true){
UpdateTrade.Lock(INFINITE);//事件触发
//获取系统时间
//SYSTEMTIME sys;
//GetLocalTime(&sys);
CString PREMIUM;
calDeviation();
deviationHigh_save = deviationHigh;
deviationLow_save = deviationLow;
PREMIUM.Format(_T("%.4f"),premiumLow);
clientDlg->SetDlgItemTextA(IDC_EDIT18,PREMIUM);
PREMIUM.Format(_T("%.4f"),premiumHigh);
clientDlg->SetDlgItemTextA(IDC_EDIT16,PREMIUM);
/*
//非交易日返回
if(!isTradeDay(sys.wYear,sys.wMonth,sys.wDay))
{
continue;
}
//非常规交易时间
if((sys.wHour == 9 && sys.wMinute < 10) ||
(sys.wHour == 15 && sys.wMinute > 15) ||
(sys.wHour == 11 && sys.wMinute > 30) ||
(sys.wHour == 12)||
(sys.wHour < 9) || (sys.wHour > 15)){
continue;
}
*/
if(clientDlg->tradeEnd){//终止
//做清空处理,重新启动时会初始化
holdHedge.clear();
netHold = 0;
return -1;
}
if(clientDlg->stop){//暂停
continue;
}
if(_isnan(datumDiff) != 0 || _isnan(premium)!=0 ||_isnan(deviation)!=0){
continue;//判断非零值错误
}
::EnterCriticalSection(&g_A50Price);
::EnterCriticalSection(&g_IfPrice);
::EnterCriticalSection(&g_index);
if(a50Bid1 < 1 || a50Ask1 < 1 || ifAsk1 < 1 || ifBid1 < 1 || A50Index < 1 || HS300Index < 1){
::LeaveCriticalSection(&g_IfPrice);
::LeaveCriticalSection(&g_A50Price);
::LeaveCriticalSection(&g_index);;
continue;
}
else{
::LeaveCriticalSection(&g_IfPrice);
::LeaveCriticalSection(&g_A50Price);
::LeaveCriticalSection(&g_index);
}
if(fabs(premium) > 300 || fabs(premium) < 0.01){
continue;//排除开盘时有可能报价不全导致的错误溢价计算
}
if(deviation >= 0){
#ifdef _case1
//临时用multiply代替需要的合约数目，因为现在只有一手，保证成交
if(a50Bid1Size >= multiply * 1){
ladder = (int)(deviationLow / step);
}
else{
continue;
}
#else
ladder = (int)((deviationLow + 2.5) / step);
#endif
}
else{
#ifdef _case1
//临时用multiply代替需要的合约数目，因为现在只有一手，保证成交
if(a50Ask1Size >= multiply * 1){
ladder = -(int)(-deviationHigh / step);
}
else{
continue;
}
#else
ladder = -(int)((-deviationHigh + 2.5) / step);
#endif
}
if(ladder > 1){
ladder = 1;
}
else if(ladder < -1){
ladder = -1;
}
needHold = aimOfLadder * ladder;//需要的合约与偏差的关系,可以根据资金量进行修改
#ifdef _case1
profitTarget = step;
#else
profitTarget = step - 2.5;
#endif
double profitUnit = 0;
int needBuyFlat = 0,needSellFlat = 0;//始终大于0的，无正负
double totalTradingValue = 0;//准备交易的总价值
for(unsigned int j = 0;j < holdHedge.size();j++){
itHedge = holdHedge.begin() + j;
//if(itHedge->numDirec < 0){//其实只要nethold为负，就保证了所有的numDirec为负，不存在既有numDirec为正，又有为负的情况
if(netHold < 0){
profitUnit = itHedge->price - deviationHigh;
if(profitUnit >= profitTarget){
needBuyFlat = needBuyFlat - itHedge->numDirec;
totalTradingValue = totalTradingValue + itHedge->price * (-itHedge->numDirec);
//更新记录
netHold = netHold - itHedge->numDirec;
holdHedge.erase(itHedge);
j--;//出现删除操作时,需要将指针向前倒退
}
}
//else if(itHedge->numDirec > 0)
else if(netHold > 0){
profitUnit = -(itHedge->price - deviationLow);
if(profitUnit >= profitTarget){
needSellFlat = needSellFlat + itHedge->numDirec;
totalTradingValue = totalTradingValue + itHedge->price * itHedge->numDirec;
//更新记录
netHold = netHold - itHedge->numDirec;
holdHedge.erase(itHedge);
j--;
}
}
else{
//等于0时什么也不做
}
}
//平仓操作,,其实买平和卖平一定只有一个得到执行的，否则便出现了问题
flatOrOpen(needBuyFlat,true,true);
flatOrOpen(needSellFlat,false,true);
//开仓操作
BS(needHold,netHold);
}
return 0;//根本走不到这儿
}
