public override void OnStrategyStart()
        {
            TimeHelper = new TimeHelper(EnumTradingTime.COMMODITY);
            PriceHelper = new PriceHelper(Instrument.TickSize);

            TargetOrderBook = new OrderBook_BothSide_Size();

            DualPosition = new DualPosition();
            DualPosition.Sell.PriceHelper = PriceHelper;
            DualPosition.Buy.PriceHelper = PriceHelper;

            // 测试代码
            //TargetPosition = 3;
            DualPosition.Long.Qty = 0;
            DualPosition.Short.Qty = 0;
        }
        public override void OnStrategyStart()
        {
            timeHelper = new TimeHelper(EnumTradingTime.COMMODITY);
            priceHelper = new PriceHelper(Instrument.TickSize);

            dualPosition = new DualPosition();

            // 测试代码
            TargetPosition = 3;
            dualPosition.Long.Qty = 0;
            dualPosition.Short.Qty = 0;
        }
        public override void OnStrategyStart()
        {
            TimeHelper = new TimeHelper(Instrument.Symbol);
            PriceHelper = new PriceHelper(Instrument.TickSize);
            TextParameter = new TextCommon() { OpenClose = EnumOpenClose.OPEN };
            CloseTodayHelper = new CloseTodayHelper(EnumExchangeID.SHFE);

            DualPosition = new DualPosition(Instrument.Symbol);
            DualPosition.Sell.PriceHelper = PriceHelper;
            DualPosition.Buy.PriceHelper = PriceHelper;
            DualPosition.CloseTodayHelper = CloseTodayHelper;

            TargetPosition = 0;
            DualPosition.Long.Qty = 0;
            DualPosition.Long.QtyToday = 0;
            DualPosition.Short.Qty = 0;
            DualPosition.Short.QtyToday = 0;
        }