void QQInfoDlg::Update()
{
ui.cmbQQAccount->clear();
ui.edtQQChat->ClearText();
ui.label_qq_number->setText("");
ui.label_qq_nickname->setText("");
ui.label_qq_remark->setText("");
ui.label_qq_group->setText("");
ui.label_qq_signature->setText("");
DataManager& dm = DataManager::GetInstance();
AccountInfoMap* accounts = dm.GetQQInfoMap(dm.GetCurrentForensicsDir());
if ( NULL == accounts )
return;
for ( AccountInfoMap::iterator it = accounts->begin();
it != accounts->end();
++it )
{
ui.cmbQQAccount->addItem(Utils::stoq((*it).first));
}
OnCurrentAccountChanged(0);
}
/* 设置开仓量 */
void COMPLIANCE_CHECK_API_CALL ComplianceCheck_SetOpenVolume(
const char * account, // account
char exchange_code, // 交易所编码
const char * product, // 品种
char hedge_flag, // 投机套保类型
int open_volume // 开仓数量
)
{
lock_guard<std::mutex> lock(check_mutex);
auto ait = account_infomap.find(account);
if (ait != account_infomap.end())
{
int index = GetCommodityIndex(product);
if (index != -1)
{
if (hedge_flag == CONST_SHFLAG_TOU)
{
ait->second.cur_speculate_open_times[index] = open_volume;
ait->second.cur_total_open_times[index] = open_volume;
}
else if (hedge_flag == CONST_SHFLAG_TAO)
{
ait->second.cur_arbitrage_open_times[index] = open_volume;
ait->second.cur_total_open_times[index] = open_volume;
}
}
}
}
/* 设置撤单数 */
void COMPLIANCE_CHECK_API_CALL ComplianceCheck_SetCancelTimes(
const char * account, // account
const char * code, // 证券代码
int cancel_times // 撤单次数
)
{
char key[64];
sprintf(key, "%s_%s", account, code);
lock_guard<std::mutex> lock(check_mutex);
auto acit = account_contract_infomap.find(key);
if (acit != account_contract_infomap.end())
{
acit->second.cur_cancel_times = cancel_times;
}
else
{
auto ait = account_infomap.find(account);
if (ait != account_infomap.end())
{
AccountContractInfo item(ait->second);
item.cur_cancel_times = cancel_times;
account_contract_infomap.insert(make_pair(key, item));
}
}
}
/* 订单已撤销，修正完撤单数后删除订单 */
void COMPLIANCE_CHECK_API_CALL ComplianceCheck_OnOrderCanceled(
const char * account, // account
const char * code, // 证券代码
OrderRefDataType order_ref, // 报单引用
char exchange_code, // 交易所编码
int canceled_volumn, // 撤单数量
char hedge_flag, // 投机套保类型
char open_close_flag // 开平方向
)
{
lock_guard<std::mutex> lock(check_mutex);
auto oit = order_infomap.find(order_ref);
if (oit != order_infomap.end())
{
char buy_sell_flag = oit->second.buy_sell_flag;
if (oit->second.status == PENDING_CANCEL)
{
auto ait = account_infomap.find(account);
if (ait != account_infomap.end())
{
if (open_close_flag == CONST_ENTRUST_OPEN
&& exchange_code == CONST_EXCHCODE_CFFEX)
{
int index = GetCommodityIndex(code);
if (index != -1)
{
if (hedge_flag == CONST_SHFLAG_TOU)
{
ait->second.cur_speculate_open_times[index] -= canceled_volumn;
ait->second.cur_total_open_times[index] -= canceled_volumn;
}
else if (hedge_flag == CONST_SHFLAG_TAO)
{
ait->second.cur_arbitrage_open_times[index] -= canceled_volumn;
ait->second.cur_total_open_times[index] -= canceled_volumn;
}
}
}
oit->second.status = CANCELED;
order_infomap.erase(order_ref);
char key[64];
sprintf(key, "%s_%s", account, code);
auto acit = account_contract_infomap.find(key);
if (acit != account_contract_infomap.end()) {
ResetCurPriceAndOrder(acit, account, code, buy_sell_flag);
}
auto cit = contract_infomap.find(key);
if (cit != contract_infomap.end()) {
ResetCurPriceAndOrder(cit, code, buy_sell_flag);
}
}
}
}
}
/* 开仓数合规检查 */
static int OpenTimesInsertCheck(const AccountContractInfoMap::iterator &acit, const string &account, const char exchange_code,
const char open_close_flag,
const char hedge_flag, const string &code, const int volume)
{
if (acit->second.open_times_check)
{
if (exchange_code == CONST_EXCHCODE_CFFEX
&& open_close_flag == CONST_ENTRUST_OPEN)
{
auto ait = account_infomap.find(account);
if (ait != account_infomap.end())
{
int index = GetCommodityIndex(code);
if (index != -1)
{
if (hedge_flag == CONST_SHFLAG_TOU)
{
if (ait->second.cur_speculate_open_times[index] + volume > ait->second.max_open_speculate_times
|| ait->second.cur_total_open_times[index] + volume > ait->second.max_open_total_times)
{
return COMPLIANCE_CHECK_RESULT_OPEN_REACH_EXCEED_LIMIT;
}
else if (ait->second.cur_speculate_open_times[index] + volume == ait->second.max_open_speculate_times
|| ait->second.cur_total_open_times[index] + volume == ait->second.max_open_total_times)
{
return COMPLIANCE_CHECK_RESULT_OPEN_EQUAL_LIMIT;
}
}
else if (hedge_flag == CONST_SHFLAG_TAO)
{
if (ait->second.cur_arbitrage_open_times[index] + volume > ait->second.max_open_arbitrage_times
|| ait->second.cur_total_open_times[index] + volume > ait->second.max_open_total_times)
{
return COMPLIANCE_CHECK_RESULT_OPEN_REACH_EXCEED_LIMIT;
}
else if (ait->second.cur_arbitrage_open_times[index] + volume == ait->second.max_open_arbitrage_times
|| ait->second.cur_total_open_times[index] + volume == ait->second.max_open_total_times)
{
return COMPLIANCE_CHECK_RESULT_OPEN_EQUAL_LIMIT;
}
}
}
}
}
}
return COMPLIANCE_CHECK_RESULT_SUCCESS;
}
void COMPLIANCE_CHECK_API_CALL ComplianceCheck_Init(
const char * account, // account
int warn_threthold, // 撤单警告阈值
int max_cancel, // 最大撤单次数（不可达到）
int max_open_speculate, // 最大投机手数
int max_open_arbitrage, // 最大套利手数
int max_open_total, // 最大总手数
const char *switch_mask
)
{
lock_guard<std::mutex> lock(check_mutex);
//pthread_spin_init(&account_mutex , 0);
//pthread_spin_init(&account_contract_mutex, 0);
//pthread_spin_init(&order_mutex, 0);
auto it = account_infomap.find(account);
// 如果不存在当前用户则添加到用户信息表里
if (it == account_infomap.end())
{
AccountInfo new_item;
new_item.max_cancel_times = max_cancel;
new_item.max_open_arbitrage_times = max_open_arbitrage;
new_item.max_open_speculate_times = max_open_speculate;
new_item.max_open_total_times = max_open_total;
new_item.warn_threthold_cancel_times = warn_threthold;
if (switch_mask)
{
if (strlen(switch_mask) > 0 && switch_mask[0] == '0')
{
new_item.self_match_check = false;
}
if (strlen(switch_mask) > 0 && switch_mask[0] == '2')
{
new_item.self_match_check_in_all = true;
}
if (strlen(switch_mask) > 1 && switch_mask[1] == '0')
{
new_item.cancal_times_check = false;
}
if (strlen(switch_mask) > 2 && switch_mask[2] == '0')
{
new_item.open_times_check = false;
}
}
account_infomap.insert(make_pair(account, new_item));
}
}
void COMPLIANCE_CHECK_API_CALL ComplianceCheck_OnOrderInsertFailed(
const char * account, // account
OrderRefDataType order_ref, // 报单引用
char exchange_code, // 交易所编码
const char * code, // 证券代码
int volumn, // 数量
char hedge_flag, // 投机套保类型
char open_close_flag, // 开平方向
char order_type // 报单类型
)
{
char key[64];
sprintf(key, "%s_%s", account, code);
lock_guard<std::mutex> lock(check_mutex);
if (order_type != CONST_ENTRUSTKIND_FAK && order_type != CONST_ENTRUSTKIND_FOK)
{
order_infomap.erase(order_ref);
}
auto cit = contract_infomap.find(code);
if (cit != contract_infomap.end())
{
if (cit->second.cur_buy_ref == order_ref)
{
ResetCurPriceAndOrder(cit, code, CONST_ENTRUST_BUY);
}
else if (cit->second.cur_sell_ref == order_ref)
{
ResetCurPriceAndOrder(cit, code, CONST_ENTRUST_SELL);
}
}
auto it = account_contract_infomap.find(key);
if (it != account_contract_infomap.end())
{
if (exchange_code == CONST_EXCHCODE_CFFEX)
{
int index = GetCommodityIndex(code);
if (index != -1)
{
auto ait = account_infomap.find(account);
if (ait != account_infomap.end()) {
if (hedge_flag == CONST_SHFLAG_TOU)
{
ait->second.cur_speculate_open_times[index] -= volumn;
ait->second.cur_total_open_times[index] -= volumn;
}
else if (hedge_flag == CONST_SHFLAG_TAO)
{
ait->second.cur_arbitrage_open_times[index] -= volumn;
ait->second.cur_total_open_times[index] -= volumn;
}
}
}
}
if (it->second.cur_buy_ref == order_ref)
{
ResetCurPriceAndOrder(it, account, code, CONST_ENTRUST_BUY);
}
else if (it->second.cur_sell_ref == order_ref)
{
ResetCurPriceAndOrder(it, account, code, CONST_ENTRUST_BUY);
}
}
}
RESULT_TYPE COMPLIANCE_CHECK_API_CALL ComplianceCheck_TryReqOrderInsert(
const char * account, // account
OrderRefDataType order_ref, // 报单引用
char exchange_code, // 交易所编码
const char * code, // 证券代码
int volumn, // 数量
double price, // 价格
char price_flag, // 价格类型
char hedge_flag, // 投机套保类型
char buy_sell_flag, // 买卖方向
char open_close_flag, // 开平方向
char order_type, // 报单类型
OrderRefDataType * opposite_serial_no // 【输出】导致自成交对手单的报单引用
)
{
char key[64];
sprintf(key, "%s_%s", account, code);
lock_guard<std::mutex> lock(check_mutex);
RESULT_TYPE ret = COMPLIANCE_CHECK_RESULT_SUCCESS;
auto acit = account_contract_infomap.find(key);
if (acit != account_contract_infomap.end())
{
//撤单数检查
ret = CancelTimesInsertCheck(acit, order_type, open_close_flag);
if (ret != COMPLIANCE_CHECK_RESULT_SUCCESS &&
ret != COMPLIANCE_CHECK_RESULT_CANCEL_TIMES_EQUAL_WARN_THRETHOLD)
{
return ret;
}
//开仓数检查
int tmp_ret;
tmp_ret = OpenTimesInsertCheck(acit, account, exchange_code, open_close_flag, hedge_flag, code, volumn);
if (tmp_ret != COMPLIANCE_CHECK_RESULT_SUCCESS &&
tmp_ret != COMPLIANCE_CHECK_RESULT_OPEN_EQUAL_LIMIT)
{
return tmp_ret;
}
else if (ret == COMPLIANCE_CHECK_RESULT_SUCCESS &&
tmp_ret == COMPLIANCE_CHECK_RESULT_OPEN_EQUAL_LIMIT)
{
ret = tmp_ret;
}
//自成交检查
tmp_ret = SelfTradeInsertCheck(acit, account, code, price_flag, buy_sell_flag, price, opposite_serial_no);
if (tmp_ret != COMPLIANCE_CHECK_RESULT_SUCCESS)
{
return tmp_ret;
}
//成功下单，录入操作
if (open_close_flag == CONST_ENTRUST_OPEN && exchange_code == CONST_EXCHCODE_CFFEX)
{
int index = GetCommodityIndex(code);
if (index != -1)
{
auto ait = account_infomap.find(account);
if (ait != account_infomap.end()) {
if (hedge_flag == CONST_SHFLAG_TOU)
{
ait->second.cur_speculate_open_times[index] += volumn;
ait->second.cur_total_open_times[index] += volumn;
}
else if (hedge_flag == CONST_SHFLAG_TAO)
{
ait->second.cur_arbitrage_open_times[index] += volumn;
ait->second.cur_total_open_times[index] += volumn;
}
}
}
}
if (order_type != CONST_ENTRUSTKIND_FAK
&& order_type != CONST_ENTRUSTKIND_FOK
&& order_infomap.find(order_ref) == order_infomap.end())
{
auto cit = contract_infomap.find(code);
if (cit != contract_infomap.end()) {
if (buy_sell_flag == CONST_ENTRUST_BUY && price >= cit->second.cur_buy_price)
{
cit->second.cur_buy_price = price;
cit->second.cur_buy_ref = order_ref;
}
else if (buy_sell_flag == CONST_ENTRUST_SELL && price >= cit->second.cur_buy_price)
{
cit->second.cur_sell_price = price;
cit->second.cur_sell_ref = order_ref;
}
}
if (buy_sell_flag == CONST_ENTRUST_BUY && price >= acit->second.cur_buy_price)
{
acit->second.cur_buy_price = price;
acit->second.cur_buy_ref = order_ref;
}
else if (buy_sell_flag == CONST_ENTRUST_SELL && price >= acit->second.cur_buy_price)
{
acit->second.cur_sell_price = price;
acit->second.cur_sell_ref = order_ref;
}
OrderInfo item(account, code, order_type, buy_sell_flag, price, volumn);
order_infomap.insert(make_pair(order_ref, item));
}
}
else
{
auto ait = account_infomap.find(account);
if (ait != account_infomap.end())
{
ret = NewOrderInsertCheck(ait, exchange_code, open_close_flag, hedge_flag, volumn);
if (ret != COMPLIANCE_CHECK_RESULT_OPEN_REACH_EXCEED_LIMIT)
{
int tmp_ret = COMPLIANCE_CHECK_RESULT_SUCCESS;
if (ait->second.self_match_check_in_all)
{
tmp_ret = SelfTradeInsertCheck(account, code, price_flag, buy_sell_flag, price, opposite_serial_no);
}
if (tmp_ret != COMPLIANCE_CHECK_RESULT_SUCCESS)
{
return tmp_ret;
}
AccountContractInfo item(ait->second);
if (open_close_flag == CONST_ENTRUST_OPEN && exchange_code == CONST_EXCHCODE_CFFEX)
{
int index = GetCommodityIndex(code);
if (index != -1)
{
if (hedge_flag == CONST_SHFLAG_TOU)
{
ait->second.cur_speculate_open_times[index] += volumn;
ait->second.cur_total_open_times[index] += volumn;
}
else if (hedge_flag == CONST_SHFLAG_TAO)
{
ait->second.cur_arbitrage_open_times[index] += volumn;
ait->second.cur_total_open_times[index] += volumn;
}
}
}
if (order_type != CONST_ENTRUSTKIND_FAK
&& order_type != CONST_ENTRUSTKIND_FOK)
{
auto cit = contract_infomap.find(code);
if (cit != contract_infomap.end()) {
if (buy_sell_flag == CONST_ENTRUST_BUY && price >= cit->second.cur_buy_price)
{
cit->second.cur_buy_price = price;
cit->second.cur_buy_ref = order_ref;
}
else if (buy_sell_flag == CONST_ENTRUST_SELL && price >= cit->second.cur_buy_price)
{
cit->second.cur_sell_price = price;
cit->second.cur_sell_ref = order_ref;
}
} else {
ContractInfo citem;
if (buy_sell_flag == CONST_ENTRUST_BUY) {
citem.cur_buy_price = price;
citem.cur_buy_ref = order_ref;
} else if (buy_sell_flag == CONST_ENTRUST_SELL){
citem.cur_sell_price = price;
citem.cur_sell_ref = order_ref;
}
contract_infomap.insert(make_pair(code, citem));
}
if (buy_sell_flag == CONST_ENTRUST_BUY)
{
item.cur_buy_price = price;
item.cur_buy_ref = order_ref;
}
else
{
item.cur_sell_price = price;
item.cur_sell_ref = order_ref;
}
}
account_contract_infomap.insert(make_pair(key, item));
}
if (order_type != CONST_ENTRUSTKIND_FAK
&& order_type != CONST_ENTRUSTKIND_FOK
&& order_infomap.find(order_ref) == order_infomap.end())
{
OrderInfo item(account, code, order_type, buy_sell_flag, price, volumn);
order_infomap.insert(make_pair(order_ref, item));
}
}
else
{
return COMPLIANCE_CHECK_RESULT_FAIL;
}
}
return ret;
}
