public override void OnTrade(Trade trade)
{
Print("===========成交回报===========");
OrderHelper.PrintOnTradeStatus(this, trade);
if (trade.InstrumentID.Equals(_futureA.ID))
{
_tradeA = trade;
}
else if (trade.InstrumentID.Equals(_futureB.ID))
{
_tradeB = trade;
}
if (_tradeA != null && _tradeA.OpenOrClose == EnumOpenClose.平仓 &&
_tradeB != null && _tradeB.OpenOrClose == EnumOpenClose.平仓)
{
_tradeA = _tradeB = null;
}
if (PrintPositionStatusOnTradeDeal)
{
StrategyExHelper.PrintPositionStatus(this);
}
}
public override void Exit()
{
Print("策略停止运行!" + CurrentTime);
_orderStatusTracerA.PrintHitStatus();
_orderStatusTracerB.PrintHitStatus();
Order[] ods = new Order[] { _orderStatusTracerA.Order, _orderStatusTracerB.Order };
StrategyExHelper.PrintPositionStatus(this, ods, true);
}