void DbService::insertContract(const BfContractData& bfItem)
{
BfDebug(__FUNCTION__);
g_sm->checkCurrentOn(ServiceMgr::DB);
if (bfItem.symbol().length() == 0 || bfItem.exchange().length() == 0 || bfItem.name().length() == 0) {
BfDebug("invalid contract,ignore");
return;
}
leveldb::WriteOptions options;
leveldb::WriteBatch batch;
std::string key, val;
if (1) {
// key: contract-symbol-exchange
key = QString().sprintf("contract-%s-%s", bfItem.symbol().c_str(), bfItem.exchange().c_str()).toStdString();
bool ok = bfItem.SerializeToString(&val);
if (!ok) {
qFatal("SerializeToString fail");
}
batch.Put(key, val);
// key: tick-symbol-exchange+
// key: tick-symbol-exchange=
BfTickData bfNullTick;
key = QString().sprintf("tick-%s-%s+", bfItem.symbol().c_str(), bfItem.exchange().c_str()).toStdString();
val = bfNullTick.SerializeAsString();
batch.Put(key, val);
key = QString().sprintf("tick-%s-%s=", bfItem.symbol().c_str(), bfItem.exchange().c_str()).toStdString();
val = bfNullTick.SerializeAsString();
batch.Put(key, val);
// key: bar-symbol-exchange-period+
// key: bar-symbol-exchange-period=
BfBarData bfNullBar;
for (int i = BfBarPeriod_MIN; i <= BfBarPeriod_MAX; i++) {
key = QString().sprintf("bar-%s-%s-%s+", bfItem.symbol().c_str(), bfItem.exchange().c_str(), qPrintable(ProtoUtils::formatPeriod((BfBarPeriod)i))).toStdString();
val = bfNullBar.SerializeAsString();
batch.Put(key, val);
key = QString().sprintf("bar-%s-%s-%s=", bfItem.symbol().c_str(), bfItem.exchange().c_str(), qPrintable(ProtoUtils::formatPeriod((BfBarPeriod)i))).toStdString();
val = bfNullBar.SerializeAsString();
batch.Put(key, val);
}
}
db_->Write(options, &batch);
}
void DbService::getTick(const BfGetTickReq* request, ::grpc::ServerWriter<BfTickData>* writer)
{
g_sm->checkCurrentOn(ServiceMgr::EXTERNAL);
if (request->symbol().length() == 0 || request->exchange().length() == 0 || request->todate().length() == 0 || request->totime().length() == 0) {
BfDebug("invalid parm,ignore");
return;
}
leveldb::ReadOptions options;
options.fill_cache = false;
leveldb::Iterator* it = db_->NewIterator(options);
if (!it) {
qFatal("NewIterator == nullptr");
}
// key: tick-symbol-exchange-actiondate-ticktime
std::string key = QString().sprintf("tick-%s-%s-%s-%s", request->symbol().c_str(), request->exchange().c_str(), request->todate().c_str(), request->totime().c_str()).toStdString();
it->Seek(leveldb::Slice(key));
int count = 0;
for (; it->Valid() && count < request->count(); it->Prev()) {
//遇到了前后两个结束item
const char* buf = it->value().data();
int len = it->value().size();
BfTickData bfItem;
if (!bfItem.ParseFromArray(buf, len)) {
qFatal("ParseFromArray error");
break;
}
if (bfItem.symbol().length() == 0) {
std::string lastestKey = QString().sprintf("tick-%s-%s=", request->symbol().c_str(), request->exchange().c_str()).toStdString();
std::string itKey = it->key().ToString();
if (itKey == lastestKey) {
continue;
} else {
break;
}
}
count++;
writer->Write(bfItem);
}
delete it;
}
void DbService::batchWriteTicks()
{
g_sm->checkCurrentOn(ServiceMgr::DB);
if( tickCount_ == 0 ){
return;
}
leveldb::WriteOptions options;
leveldb::WriteBatch batch;
for (int i = 0; i < tickCount_; i++) {
void* curTick = tickArray[i].curTick;
void* preTick = tickArray[i].preTick;
BfTickData bfItem;
CtpUtils::translateTick(curTick, preTick, &bfItem);
// tick里面的exchange不一定有=
QString exchange = bfItem.exchange().c_str();
if (exchange.trimmed().length() == 0) {
void* contract = g_sm->ctpMgr()->getContract(bfItem.symbol().c_str());
exchange = CtpUtils::getExchangeFromContract(contract);
bfItem.set_exchange(exchange.toStdString());
}
// key: tick.exchange.symbol.actiondata.ticktime
std::string key = QString().sprintf("tick.%s.%s.%s.%s", bfItem.exchange().c_str(), bfItem.symbol().c_str(), bfItem.actiondate().c_str(), bfItem.ticktime().c_str()).toStdString();
std::string val = bfItem.SerializeAsString();
batch.Put(key, val);
}
db_->Write(options, &batch);
tickCount_ = 0;
}
void DbService::insertTick(const BfTickData& bfItem)
{
//BfDebug(__FUNCTION__);
g_sm->checkCurrentOn(ServiceMgr::DB);
if (bfItem.symbol().length() == 0 || bfItem.exchange().length() == 0 || bfItem.actiondate().length() == 0 || bfItem.ticktime().length() == 0) {
BfDebug("invalid tick,ignore");
return;
}
leveldb::WriteOptions options;
leveldb::WriteBatch batch;
std::string key, val;
if (1) {
// key: tick-symbol-exchange-actiondate-ticktime
key = QString().sprintf("tick-%s-%s-%s-%s", bfItem.symbol().c_str(), bfItem.exchange().c_str(), bfItem.actiondate().c_str(), bfItem.ticktime().c_str()).toStdString();
bool ok = bfItem.SerializeToString(&val);
if (!ok) {
qFatal("SerializeToString fail");
}
batch.Put(key, val);
}
db_->Write(options, &batch);
}
void PushService::onGotTick(void* curTick, void* preTick)
{
g_sm->checkCurrentOn(ServiceMgr::PUSH);
BfTickData data;
CtpUtils::translateTick(curTick, preTick, &data);
// tick里面的exchange不一定有=
QString exchange = data.exchange().c_str();
if (exchange.trimmed().length() == 0) {
void* contract = g_sm->gatewayMgr()->getContract(data.symbol().c_str());
exchange = CtpUtils::getExchangeFromContract(contract);
data.set_exchange(exchange.toStdString());
}
for (auto client : clients_) {
if (client->tickHandler() && client->subscribled(data.symbol(), data.exchange())) {
client->OnTick(data);
}
}
}
void StatForm::statTick(QString symbol, QString exchange, QString name)
{
QString startDate, startTime, endDate, endTime;
if (1) {
leveldb::DB* db = g_sm->dbService()->getDb();
leveldb::ReadOptions options;
options.fill_cache = false;
leveldb::Iterator* it = db->NewIterator(options);
if (!it) {
qFatal("NewIterator == nullptr");
}
//第一个是tick-symbol-exchange+
//最后一个是tick-symbol-exchange=
QString key = QString().sprintf("tick-%s-%s+", qPrintable(symbol), qPrintable(exchange));
it->Seek(leveldb::Slice(key.toStdString()));
if (it->Valid()) {
it->Next();
}
if (it->Valid()) {
//遇到了前后两个结束item
const char* buf = it->value().data();
int len = it->value().size();
BfTickData bfItem;
if (bfItem.ParseFromArray(buf, len) && bfItem.symbol().length() != 0) {
startDate = bfItem.actiondate().c_str();
startTime = bfItem.ticktime().c_str();
}
}
delete it;
}
if (startDate.length() != 0) {
leveldb::DB* db = g_sm->dbService()->getDb();
leveldb::ReadOptions options;
options.fill_cache = false;
leveldb::Iterator* it = db->NewIterator(options);
if (!it) {
qFatal("NewIterator == nullptr");
}
//第一个是tick-symbol-exchange+
//最后一个是tick-symbol-exchange=
QString key = QString().sprintf("tick-%s-%s=", qPrintable(symbol), qPrintable(exchange));
it->Seek(leveldb::Slice(key.toStdString()));
if (it->Valid()) {
it->Prev();
}
if (it->Valid()) {
//遇到了前后两个结束item
const char* buf = it->value().data();
int len = it->value().size();
BfTickData bfItem;
if (bfItem.ParseFromArray(buf, len) && bfItem.symbol().length() != 0) {
endDate = bfItem.actiondate().c_str();
endTime = bfItem.ticktime().c_str();
}
}
delete it;
}
if (startDate.length() != 0 && endDate.length() != 0) {
onGotData(symbol, exchange, name, "tick", startDate, startTime, endDate, endTime);
}
}
// 如果不是上期所，平今仓可用close或closeToday，平昨仓可用close或closeYesterday=
// 如果是上期所，平今仓只可用closeToday，平昨仓可用close或closeYesterday=
// 那成交回报的流水回来的时侯:
// CloseYesterday=> insert =>CloseYesterday
// CloseToday=> insert =>CloseToday
// 也存在:closeToday =>close或closeYesterday =>close的情况=
// 参考：http://www.cnblogs.com/xiaouisme/p/4654750.html
void PositionForm::on_pushButtonCloseAll_clicked()
{
for (auto pos : positions_) {
// 没有持仓的pass
if (pos.position() == 0) {
continue;
}
QString symbol = pos.symbol().c_str();
QString exchange = pos.exchange().c_str();
if (exchange.length() == 0) {
void* contract = g_sm->gatewayMgr()->getContract(symbol);
exchange = CtpUtils::getExchangeFromContract(contract);
}
// 没有订阅的pass
if (!symbols_my_.contains(symbol)) {
BfInfo(symbol + " not subscrible,please close byhand");
continue;
}
// 取不到tick的pass，比如晚上if不开盘=
void* tick = g_sm->gatewayMgr()->getLatestTick(symbol);
if (!tick) {
BfInfo(symbol + " has no tick,please close byhand");
continue;
}
BfTickData bfTick;
CtpUtils::translateTick(tick, nullptr, &bfTick);
// 平昨=
if (pos.ydposition() > 0) {
// 限价单=
BfOffset offset = OFFSET_CLOSE;
BfPriceType priceType = PRICETYPE_LIMITPRICE;
//TODO(hege):这里要判断是否超过了contract->maxLimit
//TODO(hege):这里要判断昨持仓和今持仓，先平昨再平今=
int volume = pos.ydposition();
//空单-->最高价+多+平=
//多单-->最低价+空+平=
double price = bfTick.upperlimit();
BfDirection direction = DIRECTION_LONG;
if (pos.direction() == DIRECTION_NET || pos.direction() == DIRECTION_LONG) {
direction = DIRECTION_SHORT;
price = bfTick.lowerlimit();
}
BfSendOrderReq req;
req.set_symbol(symbol.toStdString());
req.set_exchange(exchange.toStdString());
req.set_price(price);
req.set_volume(volume);
req.set_direction(direction);
req.set_offset(offset);
req.set_pricetype(priceType);
QMetaObject::invokeMethod(g_sm->gatewayMgr(), "sendOrder", Qt::QueuedConnection, Q_ARG(BfSendOrderReq, req));
}
// 平今=
if (pos.position() - pos.ydposition() > 0) {
// 限价单=
BfOffset offset = OFFSET_CLOSETODAY;
BfPriceType priceType = PRICETYPE_LIMITPRICE;
//TODO(hege):这里要判断是否超过了contract->maxLimit
int volume = pos.position() - pos.ydposition();
//空单-->最高价+多+平=
//多单-->最低价+空+平=
double price = bfTick.upperlimit();
BfDirection direction = DIRECTION_LONG;
if (pos.direction() == DIRECTION_NET || pos.direction() == DIRECTION_LONG) {
direction = DIRECTION_SHORT;
price = bfTick.lowerlimit();
}
BfSendOrderReq req;
req.set_symbol(symbol.toStdString());
req.set_exchange(exchange.toStdString());
req.set_price(price);
req.set_volume(volume);
req.set_direction(direction);
req.set_offset(offset);
req.set_pricetype(priceType);
QMetaObject::invokeMethod(g_sm->gatewayMgr(), "sendOrder", Qt::QueuedConnection, Q_ARG(BfSendOrderReq, req));
}
}
}
void TickForm::onGotTick(void* curTick, void* preTick)
{
BfTickData bfTick;
CtpUtils::translateTick(curTick, preTick, &bfTick);
QVariantMap vItem;
vItem.insert("symbol", bfTick.symbol().c_str());
// tick里面的exchange不一定有=
QString exchange = bfTick.exchange().c_str();
if (exchange.trimmed().length() == 0) {
void* contract = g_sm->ctpMgr()->getContract(bfTick.symbol().c_str());
exchange = CtpUtils::getExchangeFromContract(contract);
}
vItem.insert("exchange", exchange);
vItem.insert("actionDate", bfTick.actiondate().c_str());
vItem.insert("tickTime", bfTick.ticktime().c_str());
vItem.insert("lastPrice", bfTick.lastprice());
vItem.insert("volume", bfTick.volume());
vItem.insert("openInterest", bfTick.openinterest());
vItem.insert("lastVolume", bfTick.lastvolume());
vItem.insert("bidPrice1", bfTick.bidprice1());
vItem.insert("askPrice1", bfTick.askprice1());
vItem.insert("bidVolume1", bfTick.bidvolume1());
vItem.insert("askVolume1", bfTick.askvolume1());
vItem.insert("openPrice", bfTick.openprice());
vItem.insert("highPrice", bfTick.highprice());
vItem.insert("lowPrice", bfTick.lowprice());
vItem.insert("preClosePrice", bfTick.precloseprice());
vItem.insert("upperLimit", bfTick.upperlimit());
vItem.insert("lowerLimit", bfTick.lowerlimit());
//根据id找到对应的行，然后用列的text来在map里面取值设置到item里面=
QString id = vItem.value("symbol").toString();
int row = table_row_.value(id);
for (int i = 0; i < table_col_.count(); i++) {
QVariant raw_val = vItem.value(table_col_.at(i));
QString str_val = raw_val.toString();
if (raw_val.type() == QMetaType::Double || raw_val.type() == QMetaType::Float) {
str_val = QString().sprintf("%6.3f", raw_val.toDouble());
}
QTableWidgetItem* item = new QTableWidgetItem(str_val);
ui->tableWidget->setItem(row, i, item);
}
}