Exemplo n.º 1
0
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);
    }
}
Exemplo n.º 2
0
// 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));
        }
    }
}