#include "stdafx.h"
#include "TypeConvert.h"


/// 类似于OpenQuant FIX一样的效果，插件层简单，基本不要做怎么计算或处理
/// 对于一个单子的某个状态可能是这样的，新单，部分成交，完全成交
/// EmitAccept,EmitFill
/// OnRtnOrder,OnRtnTrade,如何转成Emit
/// EmitAccept是什么
/// 
/// 接口向外提供的回报可以分两种方案，ExecutionReport或委托回报与成交回报
/// OpenQuant中使用ExecutionReport问题是因为OQ自己有OrderManager，如果其它软件要看到委托和成交列表是没法得到的
/// 所以接口应当返回委托与成交回报

//PutCall TThostFtdcOptionsTypeType_2_PutCall(TThostFtdcOptionsTypeType In)
//{
//	if (In == THOST_FTDC_CP_CallOptions)
//		return PutCall::Call;
//	return PutCall::Put;
//}

HedgeFlagType DFITCSpeculatorType_2_HedgeFlagType(DFITCSpeculatorType In)
{
	switch (In)
	{
	case DFITC_SPD_ARBITRAGE:
		return HedgeFlagType::Arbitrage;
	case DFITC_SPD_HEDGE:
		return HedgeFlagType::Hedge;
	case DFITC_SPD_SPECULATOR:
	default:
		return HedgeFlagType::Speculation;
	}
}

DFITCSpeculatorType HedgeFlagType_2_DFITCSpeculatorType(HedgeFlagType In)
{
	switch (In)
	{
	case HedgeFlagType::Arbitrage:
		return DFITC_SPD_ARBITRAGE;
	case HedgeFlagType::Hedge:
		return DFITC_SPD_HEDGE;
	case HedgeFlagType::Speculation:
	default:
		return DFITC_SPD_SPECULATOR;
	}
}

OpenCloseType DFITCOpenCloseTypeType_2_OpenCloseType(DFITCOpenCloseTypeType In)
{
	switch (In)
	{
	case DFITC_SPD_CLOSETODAY:
		return OpenCloseType::CloseToday;
	case DFITC_SPD_CLOSE:
		return OpenCloseType::Close;
	case DFITC_SPD_OPEN:
	default:
		return OpenCloseType::Open;
	}
}

DFITCOpenCloseTypeType OpenCloseType_2_DFITCOpenCloseTypeType(OpenCloseType In)
{
	switch (In)
	{
	case OpenCloseType::CloseToday:
		return DFITC_SPD_CLOSETODAY;
	case OpenCloseType::Close:
		return DFITC_SPD_CLOSE;
	case OpenCloseType::Open:
	default:
		return DFITC_SPD_OPEN;
	}
}

DFITCBuySellTypeType OrderSide_2_DFITCBuySellTypeType(OrderSide In)
{
	if (In == OrderSide::Sell)
		return DFITC_SPD_SELL;
	return DFITC_SPD_BUY;
}

OrderSide DFITCBuySellTypeType_2_OrderSide(DFITCBuySellTypeType In)
{
	if (In == DFITC_SPD_SELL)
		return OrderSide::Sell;
	return OrderSide::Buy;
}

DFITCOrderTypeType OrderType_2_DFITCOrderTypeType(OrderType In)
{
	switch (In)
	{
	case Market:
		return DFITC_MKORDER;
	case Stop:
		return DFITC_MKORDER;
	case Limit:
		return DFITC_LIMITORDER;
	case StopLimit:
		return DFITC_LIMITORDER;
	case MarketOnClose:
		return DFITC_MKORDER;
	case TrailingStop:
		return DFITC_MKORDER;
	case TrailingStopLimit:
		return DFITC_LIMITORDER;
	default:
		return DFITC_LIMITORDER;
	}
}

TimeInForce DFITCOrderPropertyType_2_TimeInForce(DFITCOrderPropertyType In)
{
	switch (In)
	{
	case DFITC_SP_FAK:
		return TimeInForce::IOC;
	case DFITC_SP_FOK:
		return TimeInForce::FOK;
	case DFITC_SP_NON:
	default:
		return TimeInForce::Day;
	}
}

DFITCOrderPropertyType TimeInForce_2_DFITCOrderPropertyType(TimeInForce In)
{
	switch (In)
	{
	case TimeInForce::IOC:
		return DFITC_SP_FAK;
	case TimeInForce::FOK:
		return DFITC_SP_FOK;
	default:
		return DFITC_SP_NON;
	}
}

OrderStatus DFITCOrderRtnField_2_OrderStatus(DFITCOrderRtnField* pIn)
{
	//switch (In)
	//{
	//case DFITC_SPD_CANCELED:	// 如何区分是被拒绝了？
	//	return OrderStatus::Cancelled;
	//case DFITC_SPD_FILLED:
	//	return OrderStatus::Filled;
	//case DFITC_SPD_IN_QUEUE:
	//	return OrderStatus::Filled;
	//case DFITC_SPD_FILLED:
	//	return OrderStatus::Filled;
	//case DFITC_SPD_FILLED:
	//	return OrderStatus::Filled;
	//case DFITC_SPD_FILLED:
	//	return OrderStatus::Filled;
	//case DFITC_SPD_FILLED:
	//	return OrderStatus::Filled;
	//case DFITC_SPD_FILLED:
	//	return OrderStatus::Filled;
	//default:
	//	break;
	//}
	return OrderStatus::Filled;
}

OrderType DFITCOrderRtnField_2_OrderType(DFITCOrderRtnField* pIn)
{
	return OrderType::Limit;
}

TimeInForce DFITCOrderRtnField_2_TimeInForce(DFITCOrderRtnField* pIn)
{
	return TimeInForce::Day;
}

ExecType DFITCOrderRtnField_2_ExecType(DFITCOrderRtnField* pIn)
{
	return ExecType::ExecNew;
}
//OrderStatus DFITCOrderRtnField_2_OrderStatus(DFITCOrderRtnField* pIn)
//{
//	switch (pIn->OrderStatus)
//	{
//	case THOST_FTDC_OST_Canceled:
//		if (pIn->OrderSubmitStatus == THOST_FTDC_OSS_InsertRejected)
//			return OrderStatus::Rejected;
//		return OrderStatus::Cancelled;
//	case THOST_FTDC_OST_Unknown:
//		// 如果是撤单，也有可能出现这一条，如何过滤？
//		if (pIn->OrderSubmitStatus == THOST_FTDC_OSS_InsertSubmitted)
//			return OrderStatus::New;
//	default:
//		if (pIn->VolumeTotal == 0)
//			return OrderStatus::Filled;
//		else if (pIn->VolumeTotal == pIn->VolumeTotalOriginal)
//			return OrderStatus::New;
//		else
//			return OrderStatus::PartiallyFilled;
//	}
//}
//
//OrderType DFITCOrderRtnField_2_OrderType(DFITCOrderRtnField* pIn)
//{
//	switch (pIn->OrderPriceType)
//	{
//	case THOST_FTDC_OPT_AnyPrice:
//		return OrderType::Market;
//	case THOST_FTDC_OPT_LimitPrice:
//		return OrderType::Limit;
//	default:
//		return OrderType::Limit;
//	}
//}
//
//TimeInForce DFITCOrderRtnField_2_TimeInForce(DFITCOrderRtnField* pIn)
//{
//	switch (pIn->TimeCondition)
//	{
//	case THOST_FTDC_TC_GFD:
//		return TimeInForce::Day;
//	case THOST_FTDC_TC_IOC:
//		switch (pIn->VolumeCondition)
//		{
//		case THOST_FTDC_VC_AV:
//			return TimeInForce::IOC;
//		case THOST_FTDC_VC_CV:
//			return TimeInForce::FOK;
//		default:
//			return TimeInForce::IOC;
//		}
//	default:
//		return TimeInForce::Day;
//	}
//}
//
//ExecType DFITCOrderRtnField_2_ExecType(DFITCOrderRtnField* pIn)
//{
//	switch (pIn->OrderStatus)
//	{
//	case THOST_FTDC_OST_Canceled:
//		if (pIn->OrderSubmitStatus == THOST_FTDC_OSS_InsertRejected)
//			return ExecType::ExecRejected;
//		return ExecType::ExecCancelled;
//	case THOST_FTDC_OST_Unknown:
//		// 如果是撤单，也有可能出现这一条，如何过滤？
//		if (pIn->OrderSubmitStatus == THOST_FTDC_OSS_InsertSubmitted)
//			return ExecType::ExecNew;
//	case THOST_FTDC_OST_AllTraded:
//	case THOST_FTDC_OST_PartTradedQueueing:
//		return ExecType::ExecTrade;
//	default:
//		return ExecType::ExecNew;
//	}
//}
//
InstrumentType DFITCInstrumentTypeType_2_InstrumentType(DFITCInstrumentTypeType In)
{
	switch (In)
	{
	case DFITC_COMM_TYPE:
		return InstrumentType::Future;
	case DFITC_OPT_TYPE:
		return InstrumentType::Option;
	default:
		return InstrumentType::Future;
	}
}

ExchangeType DFITCExchangeIDType_2_ExchangeType(DFITCExchangeIDType In)
{
	switch (In[1])
	{
	case 'H':
		return ExchangeType::SHFE;
	case 'C':
		return ExchangeType::DCE;
	case 'Z':
		return ExchangeType::CZCE;
	case 'F':
		return ExchangeType::CFFEX;
	case 'N':
		return ExchangeType::INE;
	default:
		return ExchangeType::Undefined_;
	}
}