// 成交通知 public override bool OnTrade(TradeInfo trade) { QryTradingAccount qryTA = new QryTradingAccount(); TradingAccount taRet = new TradingAccount(); GetTradingAccount(qryTA, ref taRet); QryPosition qryPiso = new QryPosition(); List <PositionInfo> lstPosi = new List <PositionInfo>(); GetPositions(qryPiso, ref lstPosi); InputOrder req = new InputOrder(); req.InstrumentID = trade.InstrumentID; req.Qty = trade.Volume; req.Price = trade.Price + (trade.Direction == '0' ? -1.0 : 1.0); req.Hedge = '1'; req.IsMarket = false; req.Direction = trade.Direction == '0' ? '1' : '0'; req.OpenClose = '1'; ReqOrderInsert(req); return(true); }
// 请求查询交易员持仓 public bool GetPositions(QryPosition qry, ref List <PositionInfo> retPositions) { DebugOut("Call CStrategy Function GetPositions from MainForm Successfully"); if (this.orderServer == null) { return(false); } return(this.orderServer.GetPositions(qry, ref retPositions)); }
// 成交通知 public override bool OnTrade(TradeInfo trade) { QryTradingAccount qryTA = new QryTradingAccount(); TradingAccount taRet = new TradingAccount(); GetTradingAccount(qryTA, ref taRet); QryPosition qryPiso = new QryPosition(); List <PositionInfo> lstPosi = new List <PositionInfo>(); GetPositions(qryPiso, ref lstPosi); return(true); }