public override void OnStrategyStart()
{
TimeHelper = new TimeHelper(EnumTradingTime.COMMODITY);
PriceHelper = new PriceHelper(Instrument.TickSize);
TargetOrderBook = new OrderBook_BothSide_Size();
DualPosition = new DualPosition();
DualPosition.Sell.PriceHelper = PriceHelper;
DualPosition.Buy.PriceHelper = PriceHelper;
// 测试代码
//TargetPosition = 3;
DualPosition.Long.Qty = 0;
DualPosition.Short.Qty = 0;
}
public override void OnStrategyStart()
{
timeHelper = new TimeHelper(EnumTradingTime.COMMODITY);
priceHelper = new PriceHelper(Instrument.TickSize);
dualPosition = new DualPosition();
// 测试代码
TargetPosition = 3;
dualPosition.Long.Qty = 0;
dualPosition.Short.Qty = 0;
}
public override void OnStrategyStart()
{
TimeHelper = new TimeHelper(Instrument.Symbol);
PriceHelper = new PriceHelper(Instrument.TickSize);
TextParameter = new TextCommon() { OpenClose = EnumOpenClose.OPEN };
CloseTodayHelper = new CloseTodayHelper(EnumExchangeID.SHFE);
DualPosition = new DualPosition(Instrument.Symbol);
DualPosition.Sell.PriceHelper = PriceHelper;
DualPosition.Buy.PriceHelper = PriceHelper;
DualPosition.CloseTodayHelper = CloseTodayHelper;
TargetPosition = 0;
DualPosition.Long.Qty = 0;
DualPosition.Long.QtyToday = 0;
DualPosition.Short.Qty = 0;
DualPosition.Short.QtyToday = 0;
}