static void testMarket1() { AMarket market = AMarket.GetInstance(MarketVendor.Exchange); ASecurity s1 = new ETF("510050", Exchange.SHE); //50ETF ASecurity s2 = new ETF("510180", Exchange.SHE); //100ETF ASecurity s3 = new Stock("601318", Exchange.SHE); //中国平安 ASecurity s4 = new Stock("600104", Exchange.SHE); //上汽集团 List <ASecurity> seclist = new List <ASecurity>(); seclist.Add(s1); seclist.Add(s2); seclist.Add(s3); seclist.Add(s4); List <Option> optionlist = market.GetOptionSet(seclist); //ASecurity s = (ASecurity)market.htUnderlyingSets["510050"]; //s.name = "更改"; if (optionlist != null) { foreach (Option o in optionlist) { o.DebugPrint(); } } market.Dispose(); }
static void testMM2() { AMarket mkt = AMarket.GetInstance(MarketVendor.Exchange); ASecurity s = mkt.GetOption("90000229", new ETF("510050", Exchange.SHE)); AOptionMakeMarket mm = new OptionMakeMarket1(); mm.AddOptions(s); mm.Run(); }
static void testMarket4() { AMarket market = AMarket.GetInstance(MarketVendor.Exchange); ETF etf = new ETF("510050", Exchange.SHE); Stock s = new Stock("601318", Exchange.SHE); market.SubscribeBidAskBook(etf, 2); market.SubscribeBidAskBook(s, 2); market.Dispose(); }
static void testMarket3() { AMarket market = AMarket.GetInstance(MarketVendor.Exchange); Option o = new Option("90000528", Exchange.SHE); market.SubscribeBidAskBook(o, 1); while (true) { o.bidaskbook.DebugPrint(); } }
static void testMarket2() { AMarket market = AMarket.GetInstance(MarketVendor.Exchange); Option o1 = new Option("90000528", Exchange.SHE); Option o2 = new Option("90000526", Exchange.SHE); Option o3 = new Option("90000543", Exchange.SHE); market.SubscribeBidAskBook(o1, 5); market.SubscribeBidAskBook(o2, 5); market.SubscribeBidAskBook(o3, 5); while (true) { o1.bidaskbook.DebugPrint(); o2.bidaskbook.DebugPrint(); o3.bidaskbook.DebugPrint(); } }
public AOptionMakeMarket() { instanceid++; //行情引擎 MarketVendor mvendor = (MarketVendor)Config.GetInstance().GetParameter(Config.C_MARKETENGINE_OPTION); _optionengine = AMarket.GetInstance(mvendor); //委托引擎 EntrustVendor evendor = (EntrustVendor)Config.GetInstance().GetParameter(Config.C_ENTRUSTENGINE_OPTION); _entrustengine = AEntrust.GetInstance(evendor); _entrustengine.Logon(); //参数 c_min_entrust_volume = (int)Config.GetInstance().GetParameter(Config.C_PARA_MM_MIN_ENTRUST_VOLUME); _queryparam = new QueryPara(); _queryparam.fundcode = Config.GetInstance().GetParameter(Config.C_PARA_MM_FUNDCODE).ToString(); _queryparam.portfolio = Config.GetInstance().GetParameter(Config.C_PARA_MM_PORTFOLIO).ToString(); }
static void testMM1() { string acc = "1104"; string combi = "11040201"; List <ASecurity> underlyinglist = new List <ASecurity>(); //underlyinglist.Add(new ETF("510050", Exchange.SHE)); underlyinglist.Add(new ETF("510180", Exchange.SHE)); underlyinglist.Add(new Stock("601318", Exchange.SHE)); //underlyinglist.Add(new Stock("600104", Exchange.SHE)); AMarket mkt = AMarket.GetInstance(MarketVendor.Exchange); List <Option> optionlist = mkt.GetOptionSet(underlyinglist); foreach (Option o in optionlist) { QueryPara param = new QueryPara(); param.fundcode = acc; param.portfolio = combi; param.securitycode = o.code; AEntrust et = AEntrust.GetInstance(EntrustVendor.Hundsun); et.OptionEntrustQuery(param, o.entrustbook); bool flg = o.makemarketstat.IsValid(); if (o.entrustbook != null && o.entrustbook.Count > 0) { foreach (EntrustBook eb in o.entrustbook) { eb.DebugPrint(); } } //Debug.Print(string.Format("spread, code={2},name={3},价差={0},{1}", o.makemarketstat.currminspreadpct.ToString("P2"), o.makemarketstat.message, o.code,o.name)); } }
private void btnCheckExchange_Click(object sender, EventArgs e) { AMarket engine = AMarket.GetInstance(MarketVendor.Exchange); textBoxExchange.Text = engine.GetTradeTime(); }