/// <summary>
/// 添加新行情。
/// </summary>
/// <param name="bCalcImmediately" default=false>是否立即进行指标计算</param>
/// <returns>
/// true: 成功
/// false: 失败，原因指标对象可能未初始化
/// </returns>
public override bool AppendMD(MarketDetph md, bool bCalcImmediately)
{
// 预处理深度行情，并缓存到未算深度行情队列中。
base.AppendMD(md, bCalcImmediately);
// 请在这里填写实现代码。
ma.AppendMD(md, bCalcImmediately);
macd.AppendMD(md, bCalcImmediately);
string[] timesplit = md.updateTime.Split(':');
if (Int32.Parse(timesplit[2]) < 1)
{
InputOrder req = new InputOrder();
req.InstrumentID = md.instrumentId;
req.Qty = 1;
req.Price = md.latestPrice;
req.Hedge = '0';
req.IsMarket = false;
if (Int32.Parse(timesplit[1]) > 30)
{
req.Direction = '0';
req.OpenClose = '0';
}
else
{
req.Direction = '1';
req.OpenClose = '1';
}
ReqOrderInsert(req);
}
// 是否需要立即进行指标计算。
if (bCalcImmediately)
{
return(CalculateMDIndicator());
}
else
{
return(true);
}
}
