From 7ad506724f81026bb55cabf9c7a8e7d757c284f5 Mon Sep 17 00:00:00 2001 From: fouvy Date: Wed, 5 Dec 2012 00:31:08 +0800 Subject: [PATCH 1/3] =?UTF-8?q?=E4=BF=AE=E6=94=B9quantbox=E4=B8=BB?= =?UTF-8?q?=E5=88=86=E6=94=AF=E5=AF=B9openquant=203.5=E6=94=AF=E6=8C=81,?= =?UTF-8?q?=E4=B8=BA=E5=AF=B9openquant=202.9=E6=94=AF=E6=8C=81?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- CSharp-CTP/README.md | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/CSharp-CTP/README.md b/CSharp-CTP/README.md index 8a9da32..8319f92 100644 --- a/CSharp-CTP/README.md +++ b/CSharp-CTP/README.md @@ -1,5 +1,8 @@ # CTP的C#接口 +## 说明 +quantbox下面的CSharp-CTP是为openquant 3.5提供的provider,我这个fork主要是为openquant 2.9 提供provider.修改了一些quantbox里面不适合2.9版本的内容.这些代码主要是涉及到了openquant 3.5中一些新的功能. + ## 目的 提供C#接口供程序调用 @@ -49,4 +52,4 @@ while (true) ## 如何开发此接口 1. 打开QuantBox.CSharp2CTP.sln 2. TraderApi、MdApi、CommApi是对应接口的调用 -3. Callbacks.cs是回调函数声明 \ No newline at end of file +3. Callbacks.cs是回调函数声明 From 1fbd14ef8ebeb36e4be0162638ec21b88003e91c Mon Sep 17 00:00:00 2001 From: William Fouvy Date: Fri, 20 Sep 2013 00:41:40 +0800 Subject: [PATCH 2/3] filter tick data before login time --- C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp b/C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp index b64802b..5d4b9ac 100644 --- a/C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp +++ b/C-CTP/src/QuantBox.C2CTP/MdUserApi.cpp @@ -316,6 +316,19 @@ void CMdUserApi::OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField *pSpecif //صñ֤˺췵 void CMdUserApi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData) { + static bool __isFilterData = true; + static int __recordhistorytick = 0; + + if (__isFilterData) { + __recordhistorytick++; + + if (__recordhistorytick == this->m_setInstrumentIDs.size()) { + __isFilterData = false; + } + } + else { + if(m_msgQueue) m_msgQueue->Input_OnRtnDepthMarketData(this,pDepthMarketData); + } } \ No newline at end of file From a7d5fd660274fa4f9558a620b679252232594a70 Mon Sep 17 00:00:00 2001 From: William Fouvy Date: Wed, 23 Apr 2014 20:19:29 +0800 Subject: [PATCH 3/3] =?UTF-8?q?=E5=A4=84=E7=90=86=E6=8A=A5=E5=8D=95?= =?UTF-8?q?=E6=B5=81=E6=8E=A7?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- C-CTP/src/QuantBox.C2CTP/TraderApi.cpp | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/C-CTP/src/QuantBox.C2CTP/TraderApi.cpp b/C-CTP/src/QuantBox.C2CTP/TraderApi.cpp index e7ad115..e24cfa5 100644 --- a/C-CTP/src/QuantBox.C2CTP/TraderApi.cpp +++ b/C-CTP/src/QuantBox.C2CTP/TraderApi.cpp @@ -523,7 +523,7 @@ int CTraderApi::ReqOrderInsert( body.TimeCondition = TimeCondition; body.ContingentCondition = ContingentCondition; body.StopPrice = StopPrice; - + int n; int nRet = 0; { //ܱ̫죬m_nMaxOrderRefûиıύ @@ -535,13 +535,13 @@ int CTraderApi::ReqOrderInsert( //浽Уֱӷ long lRequest = InterlockedIncrement(&m_lRequestID); - int n = m_pApi->ReqOrderInsert(&pRequest->InputOrderField,lRequest); + n = m_pApi->ReqOrderInsert(&pRequest->InputOrderField,lRequest); } delete pRequest;//ֱɾ //ζλñʵϲ //¿ͬʱµҪ - return nRet; + return n >= 0 ? nRet: n; } void CTraderApi::OnRspOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)