private QuoteData _parseQuoteData(string data)
{
String[] items = data.Split(new char[] { ',' });
if (items.Length < 10) return null;
QuoteData bid = new QuoteData();
bid.Alias = data.Substring(11, 8);
if (bid.Alias.StartsWith("sz")) {
bid.Symbol = bid.Alias.Substring(2, 6) + ".XSHE";
} else
{
bid.Symbol = bid.Alias.Substring(2, 6) + ".XSHG";
}
bid.Name = items[0].Substring(21, items[0].Length - 21); // var hq_str_sz150023="深成指B
bid.Open = float.Parse(items[1]);
bid.LastClose = float.Parse(items[2]);
bid.CurrentPrice = float.Parse(items[3]);
bid.High = float.Parse(items[4]);
bid.Low = float.Parse(items[5]);
//bid.Buy = decimal.Parse(items[6]);
//bid.Sell = decimal.Parse(items[7]);
bid.Volume = long.Parse(items[8]);
bid.Turnover = float.Parse(items[9]);
//bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_1_P]), int.Parse(items[BUY_1_A])));
//bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_2_P]), int.Parse(items[BUY_2_A])));
//bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_3_P]), int.Parse(items[BUY_3_A])));
//bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_4_P]), int.Parse(items[BUY_4_A])));
//bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_5_P]), int.Parse(items[BUY_5_A])));
//bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_1_P]), int.Parse(items[SELL_1_A])));
//bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_2_P]), int.Parse(items[SELL_2_A])));
//bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_3_P]), int.Parse(items[SELL_3_A])));
//bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_4_P]), int.Parse(items[SELL_4_A])));
//bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_5_P]), int.Parse(items[SELL_5_A])));
bid.PushTime = items[31];
return bid;
}
protected override void onQuoteData(QuoteData data)
{
_log.Debug("Demo策略处理{0}报价数据", data.Symbol);
this.buySecurities(new Securities( SecuritiesTypes.Stock, data.Symbol), data.SellPrice1, 100);
}