private void tb_Trade_Click(object sender, EventArgs e)
{
if (!chartComponent.ConnectedServer)
{
if (this.marketTrader == null)
{
//弹出交易账号选择界面
FormAccount formAccount = new FormAccount(DataCenter.Default.AccountManager, FormAccount.PATH_MOCK);
DialogResult result = formAccount.ShowDialog();
if (result == DialogResult.OK)
{
chartComponent.Account = formAccount.SelectedAccount;
IAccount account = chartComponent.Account;
if (account.Time > 0)
{
string code = null;
if (account.CurrentTradeInfo.Count > 0)
{
code = account.CurrentTradeInfo[account.CurrentTradeInfo.Count - 1].InstrumentID;
}
if (code != null)
{
chartComponent.Controller.Change(code, account.Time);
}
else
{
chartComponent.Controller.Change(account.Time);
}
}
account.BindRealTimeReader(this.chartComponent.Controller.CurrentRealTimeDataReader);
this.marketTrader = new Plugin_MarketTrader_Simu(account, this.chartComponent.DataCenter.AccountManager, formAccount.SelectedAccountPath, formAccount.SelectedAccountName);
}
else
{
return;
}
}
}
FormTrade formTrade = new FormTrade(marketTrader, chartComponent.Controller.CurrentNavigater);
formTrade.TopMost = true;
formTrade.Show();
}
// public void AddContract(string instrumentID) {
// TradeContractList.Add(instrumentID);
// }
public void ITick(FormTrade formTrade, ref CThostFtdcDepthMarketDataField pDepthMarketData)
{
if (which == pDepthMarketData.InstrumentID)
{
Console.WriteLine("strategy tick tradestrategy[0] = " + tradestrategy[0]);
if (tradestrategy[0] == 1)
{
tickprice[3] = tickprice[2];
tickprice[2] = tickprice[1];
tickprice[1] = tickprice[0];
tickprice[0] = pDepthMarketData.LastPrice;
//Console.WriteLine(tickprice[0] + "," + tickprice[1] + "," + tickprice[2]);
if (tickprice[0] > tickprice[1] && tickprice[1] > tickprice[2] &&
tickprice[2] > tickprice[3])
{
if (TradeHave[0] == 0)
{
//3 TICK up，buy
formTrade.tradeApi.OrderInsert(pDepthMarketData.InstrumentID, EnumOffsetFlagType.Open, EnumDirectionType.Buy,
pDepthMarketData.LastPrice + 10, //价格
1);
buyprice[0] = pDepthMarketData.LastPrice;
TradeHave[0] = 1;
}
}
else if (tickprice[0] < tickprice[1] && tickprice[1] < tickprice[2] &&
tickprice[2] < tickprice[3])
{
//3 TICK down，Sell
if (TradeHave[0] == 1)
{
formTrade.tradeApi.OrderInsert(pDepthMarketData.InstrumentID, EnumOffsetFlagType.Open, EnumDirectionType.Sell,
pDepthMarketData.LastPrice - 10, //价格
1);
TradeHave[0] = 0;
}
}
}
else if (tradestrategy[0] == 2)
{
List <CtpInfo> lists = formTrade.dbConn.QueryMarketInfo(which, 1);
//Console.WriteLine("database: " + lists.Count);
CtpInfo ctpInfo = lists[0];
if (lists.Count == 0)
{
return;
}
double v1 = ctpInfo.high - ctpInfo.close, v2 = ctpInfo.close - ctpInfo.low;
double mx = Math.Max(v1, v2);
double offset = mx * 0.7;
double todayOpen = pDepthMarketData.OpenPrice;
//Console.WriteLine("LastPrice = " + pDepthMarketData.LastPrice + ", " + todayOpen + "+" + offset);
if (TradeHave[0] == 0)
{
if (pDepthMarketData.LastPrice > todayOpen + offset)
{ // buy
buyprice[0] = pDepthMarketData.LastPrice;
formTrade.tradeApi.OrderInsert(pDepthMarketData.InstrumentID, EnumOffsetFlagType.Open, EnumDirectionType.Buy,
pDepthMarketData.LastPrice + 10, //价格
1);
TradeHave[0] = 1;
}
}
else if (TradeHave[0] == 1)
{
if (pDepthMarketData.LastPrice < todayOpen - offset)
{
formTrade.tradeApi.OrderInsert(pDepthMarketData.InstrumentID, EnumOffsetFlagType.Open, EnumDirectionType.Sell,
pDepthMarketData.LastPrice - 10, //价格
1);
TradeHave[0] = 0;
}
else if (pDepthMarketData.LastPrice > buyprice[0] + winstoparr[0]) // 盈利大于预设
{
formTrade.tradeApi.OrderInsert(pDepthMarketData.InstrumentID, EnumOffsetFlagType.Open, EnumDirectionType.Sell,
pDepthMarketData.LastPrice - 10, //价格
1);
TradeHave[0] = 0;
}
}
}
}
}
