void TickForm::on_pushButtonSendOrder_clicked()
{
QString symbol = ui->lineEditSymbol->text();
QString exchange = ui->lineEditExchange->text();
double price = ui->doubleSpinBoxPrice->value();
int volume = ui->spinBoxVolume->value();
BfDirection direction = (BfDirection)(ui->comboBoxDirection->currentIndex() + 1);
BfOffset offset = (BfOffset)(ui->comboBoxOffset->currentIndex() + 1);
BfPriceType priceType = (BfPriceType)(ui->comboBoxPriceType->currentIndex() + 1);
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->ctpMgr(), "sendOrder", Qt::QueuedConnection, Q_ARG(BfSendOrderReq, req));
}
// 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));
}
}
}
