ctabase.h

#ifndef CTABASE_H
#define CTABASE_H

#include <string>
#include <memory>
#include "ctpApi/ThostFtdcUserApiDataType.h"
#include "publicStruct.h"

// 本地停止单前缀
const std::string STOPORDERPREFIX = "CtaStopOrder.";

enum OrderType
{
    CTAORDER_BUY = '0',		// 买开
    CTAORDER_SELL = '1',	// 卖平
    CTAORDER_SHORT = '2',	// 卖开
    CTAORDER_COVER = '3',	// 买平
};

// 本地停止单状态
enum StopStatus
{
    STOPORDER_WAITING = '0',	// 等待中
    STOPORDER_CANCELLED = '1',	// 已撤销
    STOPORDER_TRIGGERED = '2'	// 已触发
};

class StrategyBase;   //前置声明
//停止单
struct StopOrder
{
    std::string vtSymbol;
    char orderType{ 0 };
    char direction{ 0 };
    char offset{ 0 };
    double price{ 0 };
    int volume{ 0 };

    // 下停止单的策略对象
    std::shared_ptr<StrategyBase>	strategy;
    // 停止单的本地编号
    std::string stopOrderID;
    // 停止单状态
    std::string status;
};

//Bar数据
struct CtaBarData
{
    std::string vtSymbol = std::string("");
    std::string symbol = std::string("");
    std::string exchange = std::string("");

    double open{ 0 };
    double high{ 0 };
    double low{ 0 };
    double close{ 0 };

    int volume{ 0 };
    int openInterest{ 0 };

    int date{ 0 };
    int time{ 0 };

    bool is_new{ true };
};

// pos已由上层CPositionBuffer在持仓回调中做过处理,因此无需考虑区分交易所。（需要debug查看具体实现）
// CtaPositionBuffer    标的/多空数量
class CtaPositionBuffer
{
public:
    // 更新持仓数据
    inline void updatePositionData(PositionInfo pos)
    {
        if (THOST_FTDC_PD_Long == pos.direction)    //2
        {
            longPosition = pos.position;
            longYd = pos.ydPosition;
            longToday = longPosition - longYd;
        }
        else
        {
            shortPosition = pos.position;
            shortYd = pos.ydPosition;
            shortToday = shortPosition - shortYd;
        }
    }
    // 更新成交数据
    inline void updateTradeData(TradeInfo trade)
    {
        // 买入
        if (THOST_FTDC_D_Buy == trade.direction)
        {
            // 多方开仓，则对应多头的持仓和今仓增加
            if (THOST_FTDC_OF_Open == trade.offset)
            {
                longPosition += trade.volume;
                longToday += trade.volume;
            }
            // 多方平今，对应空头的持仓和今仓减少
            else if (THOST_FTDC_OF_CloseToday == trade.offset)
            {
                shortPosition -= trade.volume;
                shortToday -= trade.volume;
            }
            // 多方平昨，对应空头的持仓和昨仓减少
            else
            {
                shortPosition -= trade.volume;
                shortYd -= trade.volume;
            }
        }
        // 卖出
        else
        {
            // 空方开仓，则对应空方的持仓和今仓增加
            if (THOST_FTDC_OF_Open == trade.offset)
            {
                shortPosition += trade.volume;
                shortToday += trade.volume;
            }
            // 空方平今，对应多头的持仓和今仓减少
            else if (THOST_FTDC_OF_CloseToday == trade.offset)
            {
                longPosition -= trade.volume;
                longToday -= trade.volume;
            }
            // 空方平昨，对应多头的持仓和昨仓减少
            else
            {
                longPosition -= trade.volume;
                longYd -= trade.volume;
            }
        }
    }

public:
    std::string vtSymbol;
    // 多头
    int longPosition{ 0 };
    int longToday{ 0 };
    int longYd{ 0 };
    // 空头
    int shortPosition{ 0 };
    int shortToday{ 0 };
    int shortYd{ 0 };
};


#endif // CTABASE_H