// 成交通知
public override bool OnTrade(TradeInfo trade)
{
QryTradingAccount qryTA = new QryTradingAccount();
TradingAccount taRet = new TradingAccount();
GetTradingAccount(qryTA, ref taRet);
QryPosition qryPiso = new QryPosition();
List <PositionInfo> lstPosi = new List <PositionInfo>();
GetPositions(qryPiso, ref lstPosi);
InputOrder req = new InputOrder();
req.InstrumentID = trade.InstrumentID;
req.Qty = trade.Volume;
req.Price = trade.Price + (trade.Direction == '0' ? -1.0 : 1.0);
req.Hedge = '1';
req.IsMarket = false;
req.Direction = trade.Direction == '0' ? '1' : '0';
req.OpenClose = '1';
ReqOrderInsert(req);
return(true);
}
// 请求查询交易员资金帐号
public bool GetTradingAccount(QryTradingAccount qry, ref TradingAccount refTradingAccount)
{
DebugOut("Call CStrategy Function GetTradingAccount from MainForm Successfully");
if (this.orderServer == null)
{
return(false);
}
return(this.orderServer.GetTradingAccount(qry, ref refTradingAccount));
}
// 成交通知
public override bool OnTrade(TradeInfo trade)
{
QryTradingAccount qryTA = new QryTradingAccount();
TradingAccount taRet = new TradingAccount();
GetTradingAccount(qryTA, ref taRet);
QryPosition qryPiso = new QryPosition();
List <PositionInfo> lstPosi = new List <PositionInfo>();
GetPositions(qryPiso, ref lstPosi);
return(true);
}
