添加注释。

Demo/QuantBox.OQ.Demo.CLI/Debug/QuantBox.12BB57A6.tlog/QuantBox.OQ.Demo.CLI.lastbuildstate

@@ -0,0 +1,2 @@
+#TargetFrameworkVersion=v4.5:PlatformToolSet=v120:EnableManagedIncrementalBuild=true:VCToolArchitecture=Native32Bit
+Debug|Win32|D:\用户目录\Documents\GitHub\OpenQuant\Demo\|

Demo/QuantBox.OQ.Demo.CLI/Debug/QuantBox.12BB57A6.tlog/metagen.read.1.tlog

@@ -0,0 +1 @@
+��

Demo/QuantBox.OQ.Demo.CLI/Debug/QuantBox.12BB57A6.tlog/metagen.write.1.tlog

@@ -0,0 +1 @@
+��

Demo/QuantBox.OQ.Demo.CLI/Debug/QuantBox.OQ.Demo.CLI.Build.CppClean.log

@@ -0,0 +1,41 @@
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.oq.demo.cli.pch
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\vc120.pdb
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\stdafx.obj
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.oq.demo.cli.obj
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\assemblyinfo.obj
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\.netframework,version=v4.5.assemblyattributes.obj
+c:\program files (x86)\smartquant ltd\openquant\bin\quantbox.oq.demo.cli.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\quantbox.oq.demo.cli.pdb
+c:\program files (x86)\smartquant ltd\openquant\bin\openquant.api.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.providers.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.instruments.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\openquant.objectmap.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.charting.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.series.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.execution.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.data.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.fix.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.quant.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\openquant.config.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.fixdata.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.file.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.services.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\sharpziplib.dll
+c:\program files (x86)\smartquant ltd\openquant\bin\smartquant.xml.dll
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\app.res
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.oq.demo.cli.vcxprojresolveassemblyreference.cache
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\cl.command.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\cl.read.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\cl.write.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\link.command.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\link.read.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\link.write.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\metagen.read.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\metagen.write.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\quantbox.oq.demo.cli.write.1u.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\rc.command.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\rc.read.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\rc.write.1.tlog
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\rsaenh.dll.bi
+d:\用户目录\documents\github\openquant\demo\quantbox.oq.demo.cli\debug\quantbox.12bb57a6.tlog\tzres.dll.bi

Demo/QuantBox.OQ.Demo.CLI/Debug/QuantBox.OQ.Demo.CLI.log

@@ -0,0 +1,28 @@
+生成启动时间为 2014/5/10 21:39:45。
+     1>项目“D:\用户目录\Documents\GitHub\OpenQuant\Demo\QuantBox.OQ.Demo.CLI\QuantBox.OQ.Demo.CLI.vcxproj”在节点 2 上(Rebuild 个目标)。
+     1>C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\V120\Microsoft.CppBuild.targets(357,5): warning MSB8004: Output Directory does not end with a trailing slash.  This build instance will add the slash as it is required to allow proper evaluation of the Output Directory.
+     1>ClCompile:
+         D:\Program Files\Microsoft Visual Studio 12.0\VC\bin\CL.exe /c /AI"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\\" /AI"C:\Program Files (x86)\Windows Kits\8.1\References\CommonConfiguration\Neutral" /AI"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\Facades\\" /Zi /clr /nologo /W3 /WX- /Od /Oy- /D WIN32 /D _DEBUG /D _WINDLL /D _UNICODE /D UNICODE /EHa /MDd /GS /fp:precise /Zc:wchar_t /Zc:forScope /Yc"stdafx.h" /Fp"Debug\QuantBox.OQ.Demo.CLI.pch" /Fo"Debug\\" /Fd"Debug\vc120.pdb" /TP /FU"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\mscorlib.dll" /FU"D:\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin\OpenQuant.API.dll" /FU"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\System.Data.dll" /FU"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\System.dll" /FU"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\System.Xml.dll" /analyze- /errorReport:prompt /clr:nostdlib Stdafx.cpp
+         Stdafx.cpp
+         D:\Program Files\Microsoft Visual Studio 12.0\VC\bin\CL.exe /c /AI"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\\" /AI"C:\Program Files (x86)\Windows Kits\8.1\References\CommonConfiguration\Neutral" /AI"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\Facades\\" /Zi /clr /nologo /W3 /WX- /Od /Oy- /D WIN32 /D _DEBUG /D _WINDLL /D _UNICODE /D UNICODE /EHa /MDd /GS /fp:precise /Zc:wchar_t /Zc:forScope /Yu"stdafx.h" /Fp"Debug\QuantBox.OQ.Demo.CLI.pch" /Fo"Debug\\" /Fd"Debug\vc120.pdb" /TP /FU"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\mscorlib.dll" /FU"D:\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin\OpenQuant.API.dll" /FU"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\System.Data.dll" /FU"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\System.dll" /FU"C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework\.NETFramework\v4.5\System.Xml.dll" /analyze- /errorReport:prompt /clr:nostdlib AssemblyInfo.cpp QuantBox.OQ.Demo.CLI.cpp
+         AssemblyInfo.cpp
+     1>AssemblyInfo.cpp(40): warning C4947: “RequestMinimum”: 标记为已过时
+                 消息: “Assembly level declarative security is obsolete and is no longer enforced by the CLR by default. See http://go.microsoft.com/fwlink/?LinkID=155570 for more information.”
+         QuantBox.OQ.Demo.CLI.cpp
+         正在生成代码...
+         D:\Program Files\Microsoft Visual Studio 12.0\VC\bin\CL.exe /c /Zi /clr /nologo /W3 /WX- /Od /Oy- /D WIN32 /D _DEBUG /D _WINDLL /D _UNICODE /D UNICODE /EHa /MDd /GS /fp:precise /Zc:wchar_t /Zc:forScope /Fo"Debug\\" /Fd"Debug\vc120.pdb" /TP /analyze- /errorReport:prompt "C:\Users\Administrator\AppData\Local\Temp\.NETFramework,Version=v4.5.AssemblyAttributes.cpp"
+         .NETFramework,Version=v4.5.AssemblyAttributes.cpp
+       ResourceCompile:
+         C:\Program Files (x86)\Windows Kits\8.1\bin\x86\rc.exe /D _UNICODE /D UNICODE /l"0x0409" /nologo /fo"Debug\app.res" app.rc 
+       Link:
+         D:\Program Files\Microsoft Visual Studio 12.0\VC\bin\link.exe /ERRORREPORT:PROMPT /OUT:"C:\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin\QuantBox.OQ.Demo.CLI.dll" /INCREMENTAL /NOLOGO /MANIFEST /MANIFESTUAC:"level='asInvoker' uiAccess='false'" /manifest:embed /DEBUG /PDB:"C:\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin\QuantBox.OQ.Demo.CLI.pdb" /ASSEMBLYDEBUG /TLBID:1 /DYNAMICBASE /FIXED:NO /NXCOMPAT /MACHINE:X86 /DLL Debug\app.res
+         Debug\AssemblyInfo.obj
+         Debug\QuantBox.OQ.Demo.CLI.obj
+         Debug\Stdafx.obj
+         "Debug\.NETFramework,Version=v4.5.AssemblyAttributes.obj"
+         QuantBox.OQ.Demo.CLI.vcxproj -> C:\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin\QuantBox.OQ.Demo.CLI.dll
+     1>已完成生成项目“D:\用户目录\Documents\GitHub\OpenQuant\Demo\QuantBox.OQ.Demo.CLI\QuantBox.OQ.Demo.CLI.vcxproj”(Rebuild 个目标)的操作。
+
+生成成功。
+
+已用时间 00:00:09.16

Demo/QuantBox.OQ.Demo.CLI/QuantBox.OQ.Demo.CLI.vcxproj

@@ -43,7 +43,7 @@
   <PropertyGroup Label="UserMacros" />
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
     <LinkIncremental>true</LinkIncremental>
-    <OutDir>..\..\..\..\..\..\Program Files %28x86%29\SmartQuant Ltd\OpenQuant\Bin</OutDir>
+    <OutDir>C:\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin</OutDir>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
     <LinkIncremental>false</LinkIncremental>

Demo/QuantBox.OQ.Demo/Data/DataConvert_code.cs

@@ -1,36 +1,36 @@
-using System;
-using System.Drawing;
-
-using OpenQuant.API;
-using OpenQuant.API.Indicators;
-
-using QuantBox.CSharp2CTP;
-using QuantBox.Helper.CTP;
-
-namespace QuantBox.OQ.Demo.Data
-{
-    public class DataConvert_code:Strategy
-    {
-        CThostFtdcDepthMarketDataField DepthMarketData;
-
-        public override void OnTrade(Trade trade)
-        {
-            // 插件3.8.2.0 中开始可用，是将Trade数据中的深度数据取出
-            if (DataConvert.TryConvert(trade, ref DepthMarketData))
-            {
-                Console.WriteLine("OnTrade " + DepthMarketData.LastPrice);
-                Console.WriteLine("OnTrade " + DepthMarketData.UpperLimitPrice);
-            }
-        }
-
-        public override void OnQuote(Quote quote)
-        {
-            // 插件3.8.2.1 中开始可用，是将Quote数据中的深度数据取出
-            if (DataConvert.TryConvert(quote, ref DepthMarketData))
-            {
-                Console.WriteLine("OnQuote " + DepthMarketData.LastPrice);
-                Console.WriteLine("OnQuote " + DepthMarketData.UpperLimitPrice);
-            }
-        }
-    }
-}
+using System;
+using System.Drawing;
+
+using OpenQuant.API;
+using OpenQuant.API.Indicators;
+
+using QuantBox.CSharp2CTP;
+using QuantBox.Helper.CTP;
+
+namespace QuantBox.OQ.Demo.Data
+{
+    public class DataConvert_code:Strategy
+    {
+        CThostFtdcDepthMarketDataField DepthMarketData;
+
+        public override void OnTrade(Trade trade)
+        {
+            // 插件3.8.2.0 中开始可用，是将Trade数据中的深度数据取出
+            if (DataConvert.TryConvert(trade, ref DepthMarketData))
+            {
+                Console.WriteLine("OnTrade " + DepthMarketData.LastPrice);
+                Console.WriteLine("OnTrade " + DepthMarketData.UpperLimitPrice);
+            }
+        }
+
+        public override void OnQuote(Quote quote)
+        {
+            // 插件3.8.2.1 中开始可用，是将Quote数据中的深度数据取出
+            if (DataConvert.TryConvert(quote, ref DepthMarketData))
+            {
+                Console.WriteLine("OnQuote " + DepthMarketData.LastPrice);
+                Console.WriteLine("OnQuote " + DepthMarketData.UpperLimitPrice);
+            }
+        }
+    }
+}

Demo/QuantBox.OQ.Demo/Data/DataMaker_code.cs

@@ -1,101 +1,101 @@
-using System;
-using System.Drawing;
-
-using OpenQuant.API;
-using OpenQuant.API.Indicators;
-
-namespace QuantBox.OQ.Demo.Data
-{
-    /// <summary>
-    /// 通过策略运行的方式来生成价差序列
-    /// </summary>
-    public class DataMaker_code : Strategy
-    {
-        static Instrument Instrument1;
-        static Instrument Instrument2;
-        Instrument Instrument3 = InstrumentManager.Instruments["IF1305 - IF1306"];
-
-        long barSize;
-
-        public override void OnStrategyStart()
-        {
-            if (Instrument1 == null)
-            {
-                Instrument1 = Instrument;
-            }
-            else if (Instrument2 == null)
-            {
-                Instrument2 = Instrument;
-            }
-
-            barSize = long.MaxValue;
-            foreach (BarRequest barRequest in DataRequests.BarRequests)
-            {
-                barSize = Math.Min(barSize, barRequest.BarSize);
-            }
-            Console.WriteLine("barSize = {0}", barSize);
-        }
-
-        public override void OnStrategyStop()
-        {
-            Instrument1 = null;
-            Instrument2 = null;
-        }
-
-        public override void OnTrade(Trade trade)
-        {
-            // 只用第二个合约的生成，数量约为第二个合约的Trade数
-            // 假如第一个是IF1309,第二个是399300.SZ，这下生成的就6秒一次了
-            // 按自己需求调
-            if (Instrument == Instrument2)
-            {
-                if (Instrument1.Trade != null
-                        && Instrument2.Trade != null)
-                {
-                    double Price = Instrument1.Trade.Price - Instrument2.Trade.Price;
-                    int Size = Math.Min(Instrument1.Trade.Size, Instrument2.Trade.Size);
-                    Trade t = new Trade(Clock.Now, Price, Size);
-                    DataManager.Add(Instrument3, t);
-                }
-            }
-        }
-
-        public override void OnQuote(Quote quote)
-        {
-            // 只要有报价就会生成，数量约为两个合约Quote之和 
-            //if(Instrument == Instrument2)
-            {
-                if (Instrument1.Quote != null
-                        && Instrument2.Quote != null)
-                {
-                    double Ask = Instrument1.Quote.Ask - Instrument2.Quote.Bid;
-                    int AskSize = Math.Min(Instrument1.Quote.AskSize, Instrument2.Quote.BidSize);
-                    double Bid = Instrument1.Quote.Bid - Instrument2.Quote.Ask;
-                    int BidSize = Math.Min(Instrument1.Quote.BidSize, Instrument2.Quote.AskSize);
-                    Quote q = new Quote(Clock.Now, Bid, BidSize, Ask, AskSize);
-                    DataManager.Add(Instrument3, q);
-                }
-            }
-        }
-
-        public override void OnBarSlice(long size)
-        {
-            // 为了保证采样间隔一样，用户按自己的需求改
-            if (size != barSize)
-            {
-                return;
-            }
-
-            // 如果添加了两个合约就会触发两次，只选后面一次保存
-            if (Instrument == Instrument2)
-            {
-                // 本想保存成Bar,细想没必要,保存了Trade，用户自己手工压缩成Bar就成
-                double Price = Instrument1.Bar.Close - Instrument2.Bar.Close;
-                Trade t = new Trade(Clock.Now, Price, 0);
-                // 注释了。在前面的OnTrade可以生成更细致的Trade
-                //DataManager.Add(Instrument3,t);
-            }
-        }
-    }
-
-}
+using System;
+using System.Drawing;
+
+using OpenQuant.API;
+using OpenQuant.API.Indicators;
+
+namespace QuantBox.OQ.Demo.Data
+{
+    /// <summary>
+    /// 通过策略运行的方式来生成价差序列
+    /// </summary>
+    public class DataMaker_code : Strategy
+    {
+        static Instrument Instrument1;
+        static Instrument Instrument2;
+        Instrument Instrument3 = InstrumentManager.Instruments["IF1305 - IF1306"];
+
+        long barSize;
+
+        public override void OnStrategyStart()
+        {
+            if (Instrument1 == null)
+            {
+                Instrument1 = Instrument;
+            }
+            else if (Instrument2 == null)
+            {
+                Instrument2 = Instrument;
+            }
+
+            barSize = long.MaxValue;
+            foreach (BarRequest barRequest in DataRequests.BarRequests)
+            {
+                barSize = Math.Min(barSize, barRequest.BarSize);
+            }
+            Console.WriteLine("barSize = {0}", barSize);
+        }
+
+        public override void OnStrategyStop()
+        {
+            Instrument1 = null;
+            Instrument2 = null;
+        }
+
+        public override void OnTrade(Trade trade)
+        {
+            // 只用第二个合约的生成，数量约为第二个合约的Trade数
+            // 假如第一个是IF1309,第二个是399300.SZ，这下生成的就6秒一次了
+            // 按自己需求调
+            if (Instrument == Instrument2)
+            {
+                if (Instrument1.Trade != null
+                        && Instrument2.Trade != null)
+                {
+                    double Price = Instrument1.Trade.Price - Instrument2.Trade.Price;
+                    int Size = Math.Min(Instrument1.Trade.Size, Instrument2.Trade.Size);
+                    Trade t = new Trade(Clock.Now, Price, Size);
+                    DataManager.Add(Instrument3, t);
+                }
+            }
+        }
+
+        public override void OnQuote(Quote quote)
+        {
+            // 只要有报价就会生成，数量约为两个合约Quote之和 
+            //if(Instrument == Instrument2)
+            {
+                if (Instrument1.Quote != null
+                        && Instrument2.Quote != null)
+                {
+                    double Ask = Instrument1.Quote.Ask - Instrument2.Quote.Bid;
+                    int AskSize = Math.Min(Instrument1.Quote.AskSize, Instrument2.Quote.BidSize);
+                    double Bid = Instrument1.Quote.Bid - Instrument2.Quote.Ask;
+                    int BidSize = Math.Min(Instrument1.Quote.BidSize, Instrument2.Quote.AskSize);
+                    Quote q = new Quote(Clock.Now, Bid, BidSize, Ask, AskSize);
+                    DataManager.Add(Instrument3, q);
+                }
+            }
+        }
+
+        public override void OnBarSlice(long size)
+        {
+            // 为了保证采样间隔一样，用户按自己的需求改
+            if (size != barSize)
+            {
+                return;
+            }
+
+            // 如果添加了两个合约就会触发两次，只选后面一次保存
+            if (Instrument == Instrument2)
+            {
+                // 本想保存成Bar,细想没必要,保存了Trade，用户自己手工压缩成Bar就成
+                double Price = Instrument1.Bar.Close - Instrument2.Bar.Close;
+                Trade t = new Trade(Clock.Now, Price, 0);
+                // 注释了。在前面的OnTrade可以生成更细致的Trade
+                //DataManager.Add(Instrument3,t);
+            }
+        }
+    }
+
+}