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C# POrder.Free方法代码示例

本文整理汇总了C#中MadViper.POrder.Free方法的典型用法代码示例。如果您正苦于以下问题:C# POrder.Free方法的具体用法?C# POrder.Free怎么用?C# POrder.Free使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在MadViper.POrder的用法示例。


在下文中一共展示了POrder.Free方法的6个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的C#代码示例。

示例1: SweepUnit_OE

        public SweepUnit_OE(
            POrder goalOrder, 
            Account accountFO, 
            Account accountSpot, 
            OptionTribe ot,
            ISweeper parent,
            Boolean bConservativeOptionPolicyOn,
            int muteSec)
        {
            ID = SweepUnitIDManager.NextID++;

            _parent = parent;

            GoalOrder = goalOrder;

            RealOrders = new List<POrder>();
            _ot = ot;

            _mute = new Timer(muteSec, ""); // 2초

            _candidateCodes = ElwOptionUtil.GetSameCandidateCodes(goalOrder.Code);

            _accountSpot = accountSpot;
            _accountFO = accountFO;

            _bConservativeOptionPolicyOn = bConservativeOptionPolicyOn;

            if (!RequestInitOrder())
            {
                GoalOrder.Free();
            }

            _State = State._1_MuteFewSecs;
            ShowState();
        }
开发者ID:HongSeokHwan,项目名称:legacy,代码行数:35,代码来源:XXX_SweepUnit_OE.cs

示例2: EnterPosition_Raw

        ElwArbSweepUnit EnterPosition_Raw(
            ElwInfo elwInfo,
            String elwCode,

            TradingDirection elwLS,
            long elwEnterCount,
            double elwPrice,
            RawMarketData rmdElw,

            TradingDirection optionLS,
            long optionEnterCount,
            double optionPrice,
            RawMarketData rmdOption)
        {
            POrder optionOrder = null;
            POrder elwOrder = null;

            try
            {
                {
                    // ELW Long
                    // 우선 ELW Long을 진행하도록 한다.
                    Detail.ProductType pt = ProductUtil.Ins().GetProductType(elwCode);

                    if (pt != Detail.ProductType.ELW)
                    {
                        logger.Error(
                            "CRITICAL ERROR!!! 엄청 무서운 일이 벌어졌다. ELW가 아닌 {0} 종목이 {1} 가격에 {2} 개 사려고 했다.",
                            elwCode,
                            elwPrice,
                            elwEnterCount);
                        Util.KillWithNotice("error");

                        _bFinish = true;
                        return null;
                    }
                    else
                    {
                        // ELW 롱
                        elwOrder = new POrder(elwLS, elwCode, elwEnterCount, elwPrice, _elwAccount, rmdElw);
                        elwOrder.AddComment("EAE.EnterPosition_Raw.elwOrder");
                        elwOrder.Free();

                        if (!POrderLegalManager.Ins().IsLegalOrder(elwOrder, false))
                        {
                            return null;
                        }
                    }
                }

                {
                    // 옵션 숏

                    // 그럴리 없겠지만 무서우니까 최종적으로 확인을 한번 더 해보자.
                    Detail.ProductType pt = ProductUtil.Ins().GetProductType(_KospiOptionInfo.Code);

                    if (pt != Detail.ProductType.CallOption && pt != Detail.ProductType.PutOption)
                    {
                        logger.Error(
                            "CRITICAL ERROR!!! 엄청 무서운 일이 벌어졌다. 옵션도 아닌 {0} 종목이 {1} 가격에 {2} 개 사려고 했다.",
                            _KospiOptionInfo.Code,
                            optionPrice,
                            optionEnterCount);
                        Util.KillWithNotice("CRITICAL ERROR!!!");

                        _bFinish = true;
                        return null;
                    }
                    else
                    {
                        optionOrder = new POrder(optionLS, _KospiOptionInfo.Code, optionEnterCount, optionPrice, _optionAccount, rmdOption);
                        optionOrder.AddComment("EAE.EnterPosition_Raw.optionOrder");
                        optionOrder.Free();

                        if (!POrderLegalManager.Ins().IsLegalOrder(optionOrder, false))
                        {
                            return null;
                        }
                    }
                }

                if (optionOrder != null && elwOrder != null)
                {
                    ElwArbSweepUnit eos = new ElwArbSweepUnit(
                        _KospiOptionInfo,
                        elwInfo,
                        _optionAccount,
                        optionOrder,
                        _elwAccount,
                        elwOrder,
                        _parent,
                        MonitoringEndDate);

                    return eos;
                }
                else
                {
                    logger.Error("Unexpected");
                    Util.KillWithNotice("Unexpected");
                }
//.........这里部分代码省略.........
开发者ID:HongSeokHwan,项目名称:legacy,代码行数:101,代码来源:ElwArbEach.cs

示例3: ElwArbSweepUnit

        public ElwArbSweepUnit(
            KospiOptionInfo koi,
            ElwInfo elwInfo,
            Account optionAccount,
            POrder optionOrder,
            Account elwAccount,
            POrder elwOrder,
            STR_ElwArb parent,
            DateTime dtEnd)
        {
            try
            {
                KOI = koi;
                CurID = ++ID_GENERATOR;

                OptionAccount = optionAccount;
                OptionOrderGoal = optionOrder;

                OptionOrderGoal.AddComment("EOS Constructor");

                ElwAccount = elwAccount;
                ElwOrderGoal = elwOrder;

                ElwOrderGoal.AddComment("EOS Constructor");

                _elwInfo = elwInfo;

                OptionOrdersReal = new List<POrder>();
                ElwOrdersReal = new List<POrder>();

                _state = State._1_MuteFewSecs;

                Key = String.Format("{0};{1}", OptionOrderGoal.Code, ElwOrderGoal.Code);

                ShowState();
                _mute = new Timer(ENTER_POSITION_MUTE, "");

                RequestInitOrder(ElwOrderGoal, ElwOrdersReal);

                _parent = parent;
                _parent.IncreaseEnteredArbCount(KOI.Code, OptionOrderGoal.ReqCount);
                _dtEnd = dtEnd;

                IsBodySweepQuickly = false;
            }
            catch (System.Exception ex)
            {
                logger.Error(ex.ToString());
                Util.KillWithNotice(ex.ToString());
            }
            finally
            {
                ElwAccount.DiffFastExactPossibleShortCount(ElwOrderGoal.Code, "ElwOptionSweeper 생성자");

                OptionOrderGoal.Free();
                optionOrder.Free();
                ElwOrderGoal.Free();
                elwOrder.Free();
            }
        }
开发者ID:HongSeokHwan,项目名称:legacy,代码行数:60,代码来源:ElwArbSweepUnit.cs

示例4: SyncWithMaxCompletePercent

        public void SyncWithMaxCompletePercent(double maxCompletePercent)
        {
            if (_State != State._1_MuteFewSecsForInitOrders)
            {
                return;
            }

            Trace.Assert(maxCompletePercent >= 0 && maxCompletePercent <= 100);
            double diffPercent = maxCompletePercent - GetPercent_AttemptOfTarget();

            if (diffPercent <= 0)
            {
                // 이미 max complete percent보다 많이 시도한 상태이다.
                return;
            }

            long attempCount = POrderUtil.GetSignedMaxPossibleExposureCount(this.RealOrders);

            Trace.Assert(attempCount * this.CurSignedTargetCount >= 0);

            long newEnterAttemptCount = (long)((maxCompletePercent * this.CurSignedTargetCount) / 100) - attempCount;

            if (newEnterAttemptCount == 0)
            {
                return;
            }

            Trace.Assert(newEnterAttemptCount * this.CurSignedTargetCount >= 0);

            // newEnterAttempCount만큼 매매를 한다.

            if (this.RealOrders.Count >= 4)
            {
                // 4개 이상 내는 것은 이상하다.
                logger.Warn(String.Format("RealOrders.Count >= 4"));
                return;
            }

            LongShortCount lsc = new LongShortCount(newEnterAttemptCount);

            RawMarketData rmdClone = RmdManager.Ins().GetDataClone(this.Code);

            POrder o = new POrder(lsc.LongShort, this.Code, (long)lsc.Count, this.InitEnterPrice, this.AccountFO, rmdClone);
            o.AddComment("SweepUnit_FO.SyncWithMaxCompletePErcent");

            if (o.ReqCount > 0)
            {
                RequestOrder_Raw(o, RealOrders);
            }
            else
            {
                o.Free();
            }
        }
开发者ID:HongSeokHwan,项目名称:legacy,代码行数:54,代码来源:XXX_SweepUnit_FO.cs

示例5: MakeOrder_Raw

        Boolean MakeOrder_Raw(RawMarketData rmd, long remainCount100k, Dictionary<String, long> blocksLB, ref List<POrder> newOrders, ref String log)
        {
            if (remainCount100k == 0)
            {
                log += "remainCount100k == 0";
                return true;
            }

            long signedRealCount = ElwOptionUtil.Convert100KToRealCount(rmd.Code, remainCount100k);

            if (signedRealCount == 0 || remainCount100k - ElwOptionUtil.ConvertRealToCount100k(rmd.Code, signedRealCount) != 0)
            {
                log += String.Format("signRealCount({0}) remainCount100k({1}) code({2})|", signedRealCount, remainCount100k, rmd.Code);
                return false;
            }

            long reqCount = Math.Abs(signedRealCount);

            TradingDirection ls = TradingDirection.Long;
            if (signedRealCount < 0)
            {
                ls = TradingDirection.Short;

                if (!blocksLB.ContainsKey(rmd.Code))
                {
                    log += String.Format("[22], {0}|", rmd.Code);

                    return false;
                }

                if (blocksLB[rmd.Code] < Math.Abs(signedRealCount))
                {
                    log += String.Format("[23] BlockLB[{2}]({0}) < signedRealCount({1})", blocksLB[rmd.Code], signedRealCount, rmd.Code);
                    return false;
                }

                reqCount = Math.Abs(signedRealCount);
                long tmp = ProductUtil.Ins().RoundProductCount(Math.Abs(reqCount), rmd.DPT);

                if (tmp != reqCount)
                {
                    logger.Error("tmp({0}) != reqCount({1}) in MakeOrder_Raw", tmp, reqCount);
                    Util.KillWithNotice("tmp != reqCount in MakeOrder_Raw");
                }
            }

            Account account = _accountFO;
            if (rmd.DPT == Detail.ProductType.ELW || rmd.DPT == Detail.ProductType.Stock)
            {
                account = _accountSpot;
            }

            double price = ProductUtil.Ins().GetMidPrice(rmd);
            price = AdjustPrice(ls, rmd, price);

            POrder o = new POrder(ls, rmd.Code, reqCount, price, account, rmd);
            o.AddComment("SweepUnit_OE.MakeOrder_Raw");

            log += String.Format("[23], {0}|", o.ToString());

            if (o.ReqCount > 0)
            {
                // 여기서 Reserve하고 법적 문제가 있는지 확인한다.
                o.SetAsLegalPrice();
                o.ConvertOverPriceToInRMDPriceIfNotZero();

                log += String.Format("[24], {0}|", o.ToString());

                newOrders.Add(o);
            }
            else
            {
                o.Free();

                log += String.Format("[24], ReqCount <= 0");
                return false;
            }

            long ret = remainCount100k - ElwOptionUtil.ConvertRealToCount100k(rmd.Code, signedRealCount);

            if (ret != 0)
            {
                logger.Error(
                    "CRITICAL ERROR!!! in MakeOrder_Raw ret != 0 ret({0}), remainCount100k({1}), signedRealCount({2}), Code({3})",
                    ret,
                    remainCount100k,
                    signedRealCount,
                    rmd.Code);
                Util.KillWithNotice("CRITICAL ERROR!!! in MakeOrder_Raw");

                return false;
            }

            return true;
        }
开发者ID:HongSeokHwan,项目名称:legacy,代码行数:95,代码来源:XXX_SweepUnit_OE.cs

示例6: SyncWithTargetOptionExposure

        public void SyncWithTargetOptionExposure(long targetOptionExposure)
        {
            try
            {
                if (_State != State._1_MuteFewSecs)
                {
                    return;
                }

                double multipliedTargetOptionExposure = Math.Abs(targetOptionExposure) * _multiplier;

                double exposure = GetPossibleOptionExposure();
                double remainTargetOption = multipliedTargetOptionExposure - exposure;

                long remainTargetOptionCount = (long)remainTargetOption;

                logger.Info(
                    "[key({3}) SyncWithTOE] {0:n} + {1:n} = {2:n}",
                    multipliedTargetOptionExposure,
                    exposure,
                    remainTargetOption,
                    ID);

                if ((remainTargetOption > 0 && GoalOrder.LongShort == TradingDirection.Long) ||
                    (remainTargetOption < 0 && GoalOrder.LongShort == TradingDirection.Short))
                {
                    long reqCount = ElwOptionUtil.ConvertFOCountToReal(GoalOrder.Code, Math.Abs(remainTargetOptionCount));

                    if (reqCount > GoalOrder.ReqCount)
                    {
                        logger.Error("ReqCount({0:n}) > GoalCount({1:n})", reqCount, GoalOrder.ReqCount);
                        Util.KillWithNotice("ReqCount > GoalCount");
                        return;
                    }

                    if (RealOrders.Count >= 4)
                    {
                        // 4개 이상 내는 것은 이상하다.
                        logger.Warn(String.Format("RealOrders.Count >= 4"));
                        return;
                    }

                    POrder o = new POrder(
                        GoalOrder.LongShort,
                        GoalOrder.Code,
                        reqCount,
                        GoalOrder.ReqPrice,
                        GoalOrder.TargetAccount,
                        GoalOrder.RMDClone);

                    o.AddComment("SweepUnit_OE.SyncWithTargetOptionExposure");

                    if (o.ReqCount > 0)
                    {
                        RequestOrder_Raw(o, RealOrders);
                    }
                    else
                    {
                        o.Free();
                    }
                }
            }
            catch (System.Exception ex)
            {
                logger.Error(ex.ToString());
                Util.KillWithNotice(ex.ToString());
            }
        }
开发者ID:HongSeokHwan,项目名称:legacy,代码行数:68,代码来源:XXX_SweepUnit_OE.cs


注:本文中的MadViper.POrder.Free方法示例由纯净天空整理自Github/MSDocs等开源代码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。