/// <summary>
/// 初始化策略
/// </summary>
private void InitStrategy()
{
strategyList = new List <BaseStrategy>();
string filePath = System.Windows.Forms.Application.StartupPath + @"\OptionWheeled.txt";
//if (File.Exists(filePath))
//{
// TextFile textFile = new TextFile("\t");
// textFile.OpenFile(filePath);
// for (int i = 0; i < textFile.Count; i++)
// {
// StringAnalyse tokens = textFile.GetElementAt(i);
// InitOptionStrategy(tokens.GetElementAt(0));
// }
//}
filePath = System.Windows.Forms.Application.StartupPath + @"\SpreadLongWheeled.txt";
if (File.Exists(filePath))
{
TextFile textFile = new TextFile("\t");
textFile.OpenFile(filePath);
for (int i = 0; i < textFile.Count; i++)
{
StringAnalyse tokens = textFile.GetElementAt(i);
InitSpreadLongWheeled(tokens.GetElementAt(0));
}
}
}
/// <summary>
/// 从文本获取合约对应的参数,并请求行情数据
/// </summary>
protected override void ReqMktData()
{
string filePath = System.Windows.Forms.Application.StartupPath + @"\" + m_StrategyName + @"\Instrument.txt";
if (File.Exists(filePath))
{
TextFile textFile = new TextFile(",");
textFile.OpenFile(filePath);
string[] instruments = new string[2];
StringAnalyse tokens = textFile.GetElementAt(0);
instruments[0] = tokens.GetElementAt(0);
tokens = textFile.GetElementAt(1);
instruments[1] = tokens.GetElementAt(0);
m_ContractList = new Contract[instruments.Length];
for (int i = 0; i < instruments.Length; i++)
{
m_ContractList[i] = GetMChHk(instruments[i]);
}
for (int i = 0; i < m_ContractList.Length; i++)
{
m_StrategyPool.ClientSocket.reqMktData(m_StartTickID + i, m_ContractList[i], "", false, new List <TagValue>());
}
}
}
/// <summary>
/// 通过文本初始化策略参数
/// </summary>
/// <returns></returns>
protected override void InitStrategyParm()
{
string filePath = System.Windows.Forms.Application.StartupPath + @"\" + m_StrategyName + @"\Strategy.txt";
if (File.Exists(filePath))
{
TextFile textFile = new TextFile("\t");
textFile.OpenFile(filePath);
StringAnalyse tokens = textFile.GetElementAt(0);
m_BaseMktQty = Convert.ToInt32(tokens.GetElementAt(0));
tokens = textFile.GetElementAt(1);
m_WheeledThreshold = Convert.ToDouble(tokens.GetElementAt(0));
}
}
/// <summary>
/// 通过文本初始化策略参数
/// </summary>
/// <returns></returns>
protected override void InitStrategyParm()
{
string filePath = System.Windows.Forms.Application.StartupPath + @"\" + m_StrategyName + @"\Strategy.txt";
if (File.Exists(filePath))
{
TextFile textFile = new TextFile(",");
textFile.OpenFile(filePath);
string[] instruments = new string[2];
StringAnalyse tokens = textFile.GetElementAt(0);
m_BasePosition = Convert.ToInt32(tokens.GetElementAt(0));
tokens = textFile.GetElementAt(1);
m_BasePriceDis = Convert.ToDouble(tokens.GetElementAt(0));
tokens = textFile.GetElementAt(2);
m_WheeledPriceDis = Convert.ToDouble(tokens.GetElementAt(0));
}
}