Ejemplo n.º 1
0
        public BaseStrategy(string strategyName, StrategyPool strategyPool, int startTickID)
        {
            m_StrategyName = strategyName;
            m_StrategyPool = strategyPool;
            m_StartTickID  = startTickID;

            InitStrategyParm();

            ReqMktData();
            //初始化行情数组
            m_ReportBuffers = new MdReport[m_ContractList.Length];
            m_ReportList    = new List <MdReport> [m_ContractList.Length];
            for (int i = 0; i < m_ContractList.Length; i++)
            {
                m_ReportBuffers[i] = new MdReport();
                m_ReportList[i]    = new List <MdReport>();
            }
            m_StrategyThread = new Thread(Run);
            m_StrategyThread.Start();
        }
Ejemplo n.º 2
0
 public OptionWheeled(string strategyName, StrategyPool strategyPool, int startTickID)
     : base(strategyName, strategyPool, startTickID)
 {
 }
Ejemplo n.º 3
0
 public StrategySpreadLongWheeled(string strategyName, StrategyPool strategyPool, int startTickID)
     : base(strategyName, strategyPool, startTickID)
 {
 }