static public void UserInputProviderId(out IDataProvider dataProvider, out IExecutionProvider executionProvider, ProviderManager pm)
{
string providerId = Interaction.InputBox("輸入交易所代號", "", "89");//89=deribit by user define
dataProvider = pm.GetDataProvider(int.Parse(providerId));
executionProvider = pm.GetExecutionProvider(int.Parse(providerId));
if (dataProvider == null || executionProvider == null)
{
throw new Exception("provider is null");
}
}
/// <summary>
/// 获取订单助手，使用指定默认的CTP插件
/// </summary>
/// <returns></returns>
public static OrderAgent GetCtpAgent(this ProviderManager manager)
{
var ctp = (XProvider)manager.GetExecutionProvider(QuantBoxConst.PIdCtp);
ctp.ConnectTrader = true;
var agent = GetAgent(manager, OrderAgent.DefaultName);
if (agent == null)
{
agent = new OrderAgent(ProviderManagerFrameworkField.Getter(manager));
manager.AddNew(agent);
}
agent.ExecutionProvider = ctp;
return(agent);
}
public static XProvider GetProvider(this ProviderManager manager, string typeName, byte id, string server, string user)
{
foreach (var p in manager.Providers)
{
if (p is XProvider xp && xp.GetType().Name == typeName)
{
var(s, u, _) = xp.GetConnectInfo();
if (s == server && u == user)
{
return(xp);
}
}
}
return((XProvider)manager.GetExecutionProvider(id));
}
public static XProvider GetCtp(this ProviderManager manager, string server, string user)
{
foreach (var p in manager.Providers)
{
if (p is XProvider xp && xp.GetType().Name == "QuantBoxCtpse")
{
var(s, u, _) = xp.GetConnectInfo();
if (s == server && u == user)
{
return(xp);
}
}
}
return((XProvider)manager.GetExecutionProvider(QuantBoxConst.PIdCtp));
}
public override void Run()
{
Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
Instrument instrument2 = InstrumentManager.Instruments["MSFT"];
strategy = new MyStrategy(framework, "BollingerBands");
strategy.AddInstrument(instrument1);
strategy.AddInstrument(instrument2);
strategy.DataProvider = ProviderManager.GetDataProvider("QuantRouter");
strategy.ExecutionProvider = ProviderManager.GetExecutionProvider("QuantRouter");
BarFactory.Add(instrument1, BarType.Time, barSize);
BarFactory.Add(instrument2, BarType.Time, barSize);
StartStrategy();
}
public override void Run()
{
Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
Instrument instrument2 = InstrumentManager.Instruments["MSFT"];
strategy = new MyStrategy(framework, "RSI");
strategy.AddInstrument(instrument1);
strategy.AddInstrument(instrument2);
strategy.DataProvider = ProviderManager.GetDataProvider("QuantRouter");
strategy.ExecutionProvider = ProviderManager.GetExecutionProvider("QuantRouter");
DataSimulator.DateTime1 = new DateTime(2013, 01, 01);
DataSimulator.DateTime2 = new DateTime(2013, 12, 31);
BarFactory.Add(instrument1, BarType.Time, barSize);
BarFactory.Add(instrument2, BarType.Time, barSize);
StartStrategy();
}
/// <summary>
/// 获取默认的CTP插件
/// </summary>
/// <returns></returns>
public static XProvider GetCtp(this ProviderManager manager)
{
return((XProvider)manager.GetExecutionProvider(QuantBoxConst.PIdCtp));
}
