Exemple #1
0
        /// <summary>
        /// 在行情市场中登记一个策略,每个ticket,调用一次策略。
        /// </summary>
        /// <param name="strategy">策略实例</param>
        public void RegisterStrategy(IStrategy strategy)
        {
            foreach (string s in strategy.StockPool)
            {
                string code = StockUtil.GetFullCode(s);
                if (!StockMarketManager.bidCache.ContainsKey(code))
                {
                    StockMarketManager.bidCache.Add(code, new BidCacheQueue());
                }
                StockMarketManager.bidCache[code].OnBidChange += strategy.OnStockDataChanged;
            }

            // 调用策略
            this.OnTicket += strategy.OnTicket;
        }
Exemple #2
0
        private void internalRun()
        {
            while (true)
            {
                Thread.Sleep(2000);
                bool isSent = false;
                int  n      = 150;
                if (s_codes.Count == 0 && codes.Count != 0)
                {
                    StringBuilder sb = new StringBuilder();
                    for (int i = 0; i < codes.Count; i++)
                    {
                        if ((i % n) < n)
                        {
                            isSent = false;
                            sb.Append(StockUtil.GetFullCode(codes[i]));
                            sb.Append(",");
                        }
                        if (i % n == (n - 1))
                        {
                            sb.Remove(sb.Length - 1, 1);
                            s_codes.Add(sb.ToString());
                            sb.Clear();
                            isSent = true;
                        }
                    }
                    if (!isSent)
                    {
                        sb.Remove(sb.Length - 1, 1);
                        s_codes.Add(sb.ToString());
                    }
                }

                foreach (string item in s_codes)
                {
                    sendRequest(item);
                }
            }
        }