C# (CSharp) Blinktrade ShortPeriodTickBasedVWAP示例

示例#1

文件： SimpleTradeClient.cs 项目： athoszxz/blinktrade_api_csharp_client_sample

 public void ResetData()
 {
     _balances.Clear();
     _miniOMS = new MiniOMS();
     _allOrderBooks.Clear();
     _securityStatusEntries.Clear();
     _vwapForTradingSym = new ShortPeriodTickBasedVWAP(_tradingSymbol, 30);
     _tradingStrategy.Reset();
 }

示例#2

文件： SimpleTradeClient.cs 项目： athoszxz/blinktrade_api_csharp_client_sample

 SimpleTradeClient(int broker_id, string symbol, TradingStrategy strategy, IWebSocketClientProtocolEngine protocolEngine)
 {
     _brokerId                    = broker_id;
     _tradingSymbol               = symbol;
     _tradingStrategy             = strategy;
     _protocolEngine              = protocolEngine;
     _tradingStrategy.tradeclient = this;
     _vwapForTradingSym           = new ShortPeriodTickBasedVWAP(_tradingSymbol, 30);
 }