private void OnRtnTick(object sender, TickEventArgs e)//将行情分发给各个合约
{
AContract contract = Contracts.Find(
delegate(AContract c) { return(string.Compare(c.Instrument.InstrumentID, e.Tick.InstrumentID) == 0); }
);
if (contract != null)
{
contract.OnRtnTick(sender, e);
}
}
private void OnRtnCancel(object sender, OrderArgs e)//将撤单回报分发给各个合约
{
AContract contract = Contracts.Find(
delegate(AContract c) { return(string.Compare(c.Instrument.InstrumentID, e.Value.InstrumentID) == 0); }
);
if (contract != null)
{
contract.OnRtnCancel(sender, e);
}
}
/// <summary>
/// 添加策略需要的合约
/// </summary>
/// <param name="instrumentID"></param>
public void AddContract(string instrumentID)
{
AContract contract = new AContract(this.t);
try
{
contract.Instrument = t.DicInstrumentField[instrumentID];
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
}
Contracts.Add(contract);
SubscribeMarketData(instrumentID);
}
