public override void Init(TextCommon t)
{
base.Init(t);
TextQuote q = t as TextQuote;
QuoteID = q.QuoteID;
StayTime = q.StayTime;
}
public override void Add(SingleOrder order, TextCommon t)
{
if (Index >= GetLegNum())
return;
Leg[Index] = new MultiOrderLeg { Order = order, OpenClose = t.OpenClose };
++Index;
}
public override void OnStrategyStart()
{
base.OnStrategyStart();
TargetOrderBook = new OrderBook_BothSide_Size();
TargetOrderBook.Sell.PriceHelper = base.PriceHelper;
TargetOrderBook.Buy.PriceHelper = base.PriceHelper;
TextParameterAsk = new TextCommon() { OpenClose = EnumOpenClose.OPEN };
TextParameterBid = new TextCommon() { OpenClose = EnumOpenClose.OPEN };
}
public override void Add(SingleOrder order, TextCommon t)
{
if (order.Side == Side.Buy)
{
Buy = new MultiOrderLeg() { Order = order, OpenClose = t.OpenClose };
}
else
{
Sell = new MultiOrderLeg() { Order = order, OpenClose = t.OpenClose };
}
}
private void Send(NewOrderSingle order)
{
if (!_bTdConnected)
{
EmitError(-1, -1, "交易服务器没有连接，无法报单");
tdlog.Error("交易服务器没有连接，无法报单");
return;
}
// 表示特殊的Json格式
if (order.Text.StartsWith("{") && order.Text.EndsWith("}"))
{
TextParameter parameter = JsonConvert.DeserializeObject<TextParameter>(order.Text);
switch (parameter.Type)
{
case EnumGroupType.COMMON:
{
TextCommon t = JsonConvert.DeserializeObject<TextCommon>(order.Text);
CommonOrderItem item = CommonOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.QUOTE:
{
TextQuote t = JsonConvert.DeserializeObject<TextQuote>(order.Text);
QuoteOrderItem item = QuoteOrderCombiner.Add(order as SingleOrder, t);
}
break;
case EnumGroupType.SP:
{
TextSP t = JsonConvert.DeserializeObject<TextSP>(order.Text);
SPOrderItem item = SPOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.SPC:
{
TextSPC t = JsonConvert.DeserializeObject<TextSPC>(order.Text);
SPCOrderItem item = SPCOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
case EnumGroupType.SPD:
{
TextSPD t = JsonConvert.DeserializeObject<TextSPD>(order.Text);
SPDOrderItem item = SPDOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
break;
}
}
else
{
// 无法识别的格式，直接发送报单，只开仓
TextCommon t = new TextCommon()
{
Type = EnumGroupType.COMMON,
OpenClose = EnumOpenClose.OPEN
};
CommonOrderItem item = CommonOrderCombiner.Add(order as SingleOrder, t);
Send(item);
}
}
public override void Add(SingleOrder order, TextCommon t)
{
Leg = new MultiOrderLeg { Order = order, OpenClose = t.OpenClose };
}
public override void Init(TextCommon t)
{
base.Init(t);
Leg = null;
}
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;
}
public override void Init(TextCommon t)
{
base.Init(t);
Index = 0;
}
public virtual void Add(SingleOrder order, TextCommon t)
{
}
public virtual void Init(TextCommon t)
{
TextRequest = t;
}