public override void OnTrade(Trade trade) { Print("===========成交回报==========="); OrderHelper.PrintOnTradeStatus(this, trade); if (trade.InstrumentID.Equals(_futureA.ID)) { _tradeA = trade; } else if (trade.InstrumentID.Equals(_futureB.ID)) { _tradeB = trade; } if (_tradeA != null && _tradeA.OpenOrClose == EnumOpenClose.平仓 && _tradeB != null && _tradeB.OpenOrClose == EnumOpenClose.平仓) { _tradeA = _tradeB = null; } if (PrintPositionStatusOnTradeDeal) { StrategyExHelper.PrintPositionStatus(this); } }
public override void Exit() { Print("策略停止运行!" + CurrentTime); _orderStatusTracerA.PrintHitStatus(); _orderStatusTracerB.PrintHitStatus(); Order[] ods = new Order[] { _orderStatusTracerA.Order, _orderStatusTracerB.Order }; StrategyExHelper.PrintPositionStatus(this, ods, true); }