public void OnTickAction(TickReport atick)
{
DataInfo ldatainfo = getDataInfo(atick.abbrname);
//logger.Info("push data into dataInfo..." + atick.abbrname + "..." + ldatainfo.getAbbrname());
ldatainfo.push(atick);
}
public void push(TickReport aTick)
{
int intTime = Convert.ToInt32(aTick.time);
if (time.Count == 0)
{
time.Add(intTime);
trade.Add(aTick.trade);
oi.Add(Convert.ToInt32(aTick.oi));
volume.Add(Convert.ToInt32(aTick.volume));
}
else
{
int ltime = time.Last();
int lastIdx = time.Count - 1;
//logger.Info("data in " + ltime.ToString());
if (intTime == ltime)
{
trade[lastIdx] = aTick.trade;
oi[lastIdx] = Convert.ToInt32(aTick.oi);
volume[lastIdx] = volume[lastIdx] + Convert.ToInt32(aTick.volume);
}
else
{
time.Add(intTime);
trade.Add(aTick.trade);
oi.Add(Convert.ToInt32(aTick.oi));
volume.Add(Convert.ToInt32(aTick.volume));
}
}
}
private void OnData(string strSymbol, int nStatus, int nCount)
{
string lsymbol = qc.SymbolGetStringData(strSymbol, -1, 0);
string labbrname = utility.getAbbrnameFromICEID(lsymbol);
double ltime = qc.SymbolGetValueData(strSymbol, -1, 2);
double ltrade = qc.SymbolGetValueData(strSymbol, -1, 3) / 1000000;
double lvolume = qc.SymbolGetValueData(strSymbol, -1, 6);
double lbid = qc.SymbolGetValueData(strSymbol, -1, 30) / 1000000;
double lask = qc.SymbolGetValueData(strSymbol, -1, 50) / 1000000;
double loi = qc.SymbolGetValueData(strSymbol, -1, 91);
if (lvolume < 0)
{
return;
}
if (ltrade < 0)
{
return;
}
TickReport atick = new TickReport(labbrname, ltime, ltrade, lvolume, lbid, lask, loi);
logger.Info(atick.info());
onTick(atick);
}
private void OnTick(TickReport aTick)
{
if (!activate)
{
return;
}
// order entry condition monitor
}
