public virtual void Do()
{
if (Order.Status == OrderStatus.PendingNew)
{
var report = new ExecutionReport(Order);
report.ExecType = ExecType.ExecNew;
report.OrdStatus = OrderStatus.New;
Agent.EmitExecutionReport(report);
}
if (Order.Type == OrderType.Market &&
double.IsNaN(_marketData.OpenPrice) &&
!_rules.MarketOrder)
{
var report = new ExecutionReport(Order);
report.ExecType = ExecType.ExecRejected;
report.OrdStatus = OrderStatus.Rejected;
report.Text = "没有行情无法将市价转化为限价";
Agent.EmitExecutionReport(report);
Clear();
return;
}
AutoCloseOpen();
SendOrder();
}
public void Init()
{
if (_order.Status == OrderStatus.PendingNew)
{
var report = new ExecutionReport(_order)
{
ExecType = ExecType.ExecNew,
OrdStatus = OrderStatus.New
};
_agent.EmitExecutionReport(report);
}
if (!CheckMarketToLimit())
{
var report = new ExecutionReport(_order)
{
ExecType = ExecType.ExecRejected,
OrdStatus = OrderStatus.Rejected,
Text = "无法将市价转化为限价"
};
_agent.EmitExecutionReport(report);
Clear();
return;
}
if (SetOpenClose())
{
FrozenPosition();
SendOrder();
}
else
{
var report = new ExecutionReport(_order)
{
ExecType = ExecType.ExecRejected,
OrdStatus = OrderStatus.Rejected,
Text = "平仓仓位不足"
};
_agent.EmitExecutionReport(report);
Clear();
}
}
