public string getString()
{
string sRet = "";
sRet = string.Format("{0},{1},{2},{3}," + //request open time, excute open time, request close time, request close time
"{4},{5:0.000},{6:0.000},{7}," + // symbol, request lots, excute lots, command
"{8:0.00000},{9:0.00000},{10:0.00000},{11:0.00000}," + // request open price, excute open price, request close price, excute close price
"{12:0.00},{13},{14}", // profit, logic id, comment
m_dtOpenTime_req.ToString("yyyy-MM-dd HH:mm:ss.fff"), m_dtOpenTime_exc.ToString("yyyy-MM-dd HH:mm:ss.fff"),
m_dtCloseTime_req.ToString("yyyy-MM-dd HH:mm:ss.fff"), m_dtCloseTime_exc.ToString("yyyy-MM-dd HH:mm:ss.fff"),
m_sSymbol, m_dLots_req, m_dLots_exc, TRADER.cmd2String(m_nCmd),
m_dOpenPrice_req, m_dOpenPrice_exc, m_dClosePrice_req, m_dClosePrice_exc,
m_dProfit_real, m_sLogicID, m_sComment);
return(sRet);
}
public override EFILLED_STATE reqOrder(string sSymbol, ETRADER_OP nCmd, ref double dLots, ref double dPrice, EORDER_TYPE nOrderType, string sLogicID, string sComment = "",
double dLots_exc = 0, double dPrice_exc = 0, DateTime dtTime_exc = default(DateTime))
{
if (CFATManager.m_nRunMode == ERUN_MODE.SIMULATION)
{
return(base.reqOrder(sSymbol, nCmd, ref dLots, ref dPrice, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
string sCmd = TRADER.cmd2String(nCmd);
double dLots_req = dLots;
double dPrice_req = dPrice;
bool bRet = CSHGoldAPI.sg_newOrder(sSymbol, sCmd, ref dPrice, ref dLots);
if (!bRet)
{
return(EFILLED_STATE.FAIL);
}
return(base.reqOrder(sSymbol, nCmd, ref dLots_req, ref dPrice_req, nOrderType, sLogicID, sComment, dLots, dPrice, DateTime.Now));
}
private void requestOrder(ETRADER_OP nCmd, string sComment = "")
{
double dLots = ex_dLots;
double dPrice = 0;
double dCurPrice = 0;
if (nCmd == ETRADER_OP.BUY || nCmd == ETRADER_OP.SELL_CLOSE)
{//Buy or SellClose
dCurPrice = m_dAsk_Shanghai;
dPrice = m_dAsk_Shanghai + ex_dSlippage;
if (nCmd == ETRADER_OP.BUY)
{
m_dOpen_ld_midPrice = m_dMid_London;
m_dMaxProfit = -100;
m_dMinProfit = 100;
}
m_dOpen10TickSeconds = get10TickSecond();
}
else//Sell or BuyClose
{
dCurPrice = m_dBid_Shanghai;
dPrice = m_dBid_Shanghai - ex_dSlippage;
if (nCmd == ETRADER_OP.SELL)
{
m_dOpen_ld_midPrice = m_dMid_London;
m_dMaxProfit = -100;
m_dMinProfit = 100;
}
m_dOpen10TickSeconds = get10TickSecond();
}
//For BackTest
if (!CFATManager.isOnlineMode())
{
m_products[ID_SHANGHAI].reqOrder(nCmd, ref dLots, ref dPrice, EORDER_TYPE.MARKET, sComment);
double dLDPrice = m_dMid_London;
m_products[ID_LONDON].reqOrder(nCmd, ref dLots, ref dLDPrice, EORDER_TYPE.MARKET, sComment);
return;
}
//For RealTime
if (nCmd == ETRADER_OP.BUY_CLOSE || nCmd == ETRADER_OP.SELL_CLOSE)
{
if (ex_nIsNewOrder <= 0)
{
ex_nIsNewOrder = 1;
}
}
if (ex_nIsNewOrder > 0)
{
CFATLogger.output_proc(string.Format("Request order, cmd = {0}, current price ={1}, request price = {2}, request lost = {3}", TRADER.cmd2String(nCmd), dCurPrice, dPrice, dLots));
m_products[ID_SHANGHAI].reqOrder(nCmd, ref dLots, ref dPrice, EORDER_TYPE.MARKET, sComment);
CFATLogger.output_proc(string.Format("Response order, response price = {0}, response lost = {1}", dPrice, dLots));
ex_nIsNewOrder--;
m_bIsNeedCheckPosition = true;
}
else
{
CFATLogger.output_proc(string.Format("new Signal = {0}, ex_nIsNewOrder = {1}", TRADER.cmd2String(nCmd), ex_nIsNewOrder));
}
}