public override CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
cda.Tsopt = TradeSendOrderPriceType.Limit;
cda.ZhuiDan = false;
if (NeedCheDanWeiTuos.ContainsKey(kcd.ClientBianHao))
{
cda.Cancel = true;
}
return(cda);
}
public override CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
cda.Tsopt = TradeSendOrderPriceType.Limit;
TickData tick = CurrentStockData.GetTick(kcd.Si);
if (kcd.UnDealQty >= kcd.Si.MinQty)
{
if (kcd.OverTime())
{
if (kcd.OpenType == OpenType.Buy)
{
decimal newPrice = (decimal)(Math.Floor(tick.Ask / SecInfo.PriceJingDu) * SecInfo.PriceJingDu) + (decimal)parameter.HuaDian;
if ((decimal)kcd.OrderPrice < newPrice)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = (double)newPrice;
}
}
else if (kcd.OpenType == OpenType.Sell)
{
decimal newPrice = (decimal)(Math.Floor(tick.Bid / SecInfo.PriceJingDu) * SecInfo.PriceJingDu) - (decimal)parameter.HuaDian;
if ((decimal)kcd.OrderPrice > newPrice)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = (double)newPrice;
}
}
}
}
else
{
if (kcd.Si.Key == SecInfo.Key)
{
firstDeal = true;
}
if (kcd.Si.Key == SecondSi.Key)
{
secondDeal = true;
}
}
return(cda);
}
public virtual CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
TickData tick = CurrentStockData.GetTick(kcd.Si);
if (kcd.OverTime())
{
if (kcd.TradeType == PolicyTradeType.Open) //入场单
{
cda.Cancel = true;
cda.ZhuiDan = false;
}
else//出场单
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Last;
}
}
return(cda);
}
public override CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
TickData tick = CurrentStockData.GetTick(kcd.Si);
if (kcd.OverTime())
{
if (kcd.OpenType == OpenType.Buy)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Ask;
}
else
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Bid;
}
}
return(cda);
}
public override CheDanArgs PolicyCheDan(KeCheDetail kcd)
{
CheDanArgs cda = new CheDanArgs();
cda.Tsopt = TradeSendOrderPriceType.Limit;
TickData tick = CurrentStockData.GetTick(kcd.Si);
if (kcd.OverTime())
{
if ((kcd.OpenType == OpenType.KaiDuo || kcd.OpenType == OpenType.PingKong) && kcd.OrderPrice != tick.Ask)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Ask;
}
else if ((kcd.OpenType == OpenType.KaiKong || kcd.OpenType == OpenType.PingDuo) && kcd.OrderPrice != tick.Bid)
{
cda.Cancel = true;
cda.ZhuiDan = true;
cda.NewOrderPrice = tick.Bid;
}
}
return(cda);
}
