private bool _processOrder(Order order)
{
if (symbols.Contains(order.Symbol))
{
Action = RiskActions.CancelOrder;
return false;
}
return true;
}
/// <summary>
/// 限价卖出
/// </summary>
private void _sell(Order order, Securities sec)
{
_log.Debug("保存到策略账户 委卖单 策略ID:{0}, 代码:{1}, 证券类别: {2}, 价格:{3}， 数量:{4}", order.StrategyId, order.Symbol, sec.Type, order.Price, order.Amount);
}
