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();
}
