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84 lines
1.8 KiB
84 lines
1.8 KiB
5 months ago
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#include <Strategy/smacross.h>
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namespace StarQuant
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{
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void SmaCross::initialize() {
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order_time = -10;
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buy_sell = true;
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ordercount = 0;
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sid = 1;
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}
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void SmaCross::OnTick(Tick& k) {
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tickarray.push_back(k);
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//printf("SMA strat OnTick: [%s]\n", k.fullsymbol_.c_str());
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// if (hmsf2inttime(k.time_) - order_time > 1000) {
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/*auto o = std::make_shared<Order>();
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o->orderType = "LMT";
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o->fullSymbol = "IF1710";
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o->orderSize = buy_sell ? 2 : -2;
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o->limitPrice = 3868.00;
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buy_sell = !buy_sell;
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order_time = k.time_;
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SendOrder(o);*/
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// }
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if( ordercount <= 4){
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if ((k.price_ < 16000) &&(buy_sell)) {
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auto o = std::make_shared<Order>();
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o->orderType = OrderType::OT_Market;
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o->fullSymbol = k.fullsymbol_;
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o->orderSize = 1;
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o->orderFlag = OrderFlag:: OF_OpenPosition;
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o->source = sid;
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//order_time = k.time_;
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SendOrder(o);
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ordercount++;
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buy_sell = false;
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return;
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// auto o_stop = std::make_shared<Order>();
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// o_stop->orderType = "STPLMT";
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// o_stop->fullSymbol = k.fullsymbol_;
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// o_stop->orderSize = -1;
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// o_stop->stopPrice = 15550;
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// o_stop->orderFlag = OrderFlag:: OF_ClosePosition;
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// //order_time = k.time_;
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// SendOrder(o_stop);
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// ordercount++;
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// buy_sell = true;
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}
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if ((k.price_ > 15700) &&(! buy_sell)) {
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auto o_close = std::make_shared<Order>();
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o_close->source = sid;
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o_close->orderType = OrderType::OT_Market;
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o_close->fullSymbol = k.fullsymbol_;
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o_close->orderSize = -1;
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o_close->orderFlag = OrderFlag:: OF_ClosePosition;
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SendOrder(o_close);
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ordercount++;
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buy_sell = true;
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return;
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}
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}
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}
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void SmaCross::OnGeneralMessage(string& msg) {
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printf("SMA strat general msg: [%s]\n", msg.c_str());
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}
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}
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