// 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); }
// 请求查询交易员资金帐号 public bool GetTradingAccount(QryTradingAccount qry, ref TradingAccount refTradingAccount) { DebugOut("Call CStrategy Function GetTradingAccount from MainForm Successfully"); if (this.orderServer == null) { return(false); } return(this.orderServer.GetTradingAccount(qry, ref refTradingAccount)); }
// 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); }