protected override void OnStopExecuted(Stop stop)
{
// 再进场原则，止损后条件还是满足开仓条件
// 1.必须突破前期高低点/低点
// 2.必须待了足够长时间
// 记下前期的高点
TrailingPrice = new TrailingPrice(StrategyHelper.StatisticsHelper.TrailingPrice);
StopEx s = stop as StopEx;
//switch (s.Side)
//{
// case PositionSide.Long:
// flgLongStopped = true;
// break;
// case PositionSide.Short:
// flgShortStopped = true;
// break;
// default:
// break;
//}
// 止损出场
//StrategyHelper.ClosePosition(Position, "止损");
}
public StatisticsHelper(Framework framework, SmartQuant.Strategy strategy)
{
this.framework = framework;
this.strategy = strategy;
this.TrailingPrice = new TrailingPrice(framework, strategy);
this.HighLowPrice = new HighLowPrice(framework, strategy);
}
protected override void OnStrategyStart()
{
StrategyHelper = new StrategyHelper(framework, this);
StrategyHelper.OpenCloseHelper.SeparateOrder = SeparateOrder.SeparateCloseOpen;
StrategyHelper.OpenCloseHelper.DefaultClose = DefaultClose.CloseToday;
StrategyHelper.OpenCloseHelper.SendStyle = SendStyle.OneByOne;
if (Instrument != null)
{
InstrumentStrategyHelper InstrumentStrategyHelper = StrategyHelper.GetInstrumentStrategyHelper(Instrument, this);
InstrumentStrategyHelper.MarketOrderType = SmartQuant.OrderType.Limit;
InstrumentStrategyHelper.Tick = 10;
// 看情况是否要修正
Console.WriteLine(string.Format("{0},{1}", Instrument.Symbol, InstrumentStrategyHelper.PriceHelper));
// 如果是在模拟测试，需要修正此处理，防止出现需要用到交易所时间的情况下出错
// 注意时区
Console.WriteLine(string.Format("{0},{1}", Instrument.Symbol, InstrumentStrategyHelper.TimeHelper));
}
TrailingPrice = new TrailingPrice(framework, this);
}