C++ CEvent::Lock方法代码示例

/*
*********************************************************
* PROCESS THE DATA AND SHARE THEM WITH OTHER SOFTWARE.
*********************************************************
*/
void CDataProcess::DataProcess(){
	if(COMM_SHAREDMEM == g_CommunicationSel){
		//USING SHARED MEMERY.
		BOOL bTimeout = gEventRecv.Lock(INFINITE);
		UploadData();
		gEventRecv.Unlock();
		gEventSend.SetEvent();//SEND DATA.
	}
	else if(COMM_NETWORK == g_CommunicationSel){
		//USING TCP
		//UploadData();
		//gEventSend.SetEvent();

		//TELL THE SERVER TO SEND THE DATA
		SetEvent(h_eSingleSpectraSending);
	}
	else if(COMM_NONE == g_CommunicationSel){
		//SetEvent(h_eSingleSpectraSending);
		global.series_fifo.append(rq);
	    
	}
}

//.........这里部分代码省略.........
					//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){	
//.........这里部分代码省略.........

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);
//.........这里部分代码省略.........

//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
//.........这里部分代码省略.........