Quantitative trading refers to the trading method that is directly executed by computer through rigorous and complex mathematical or statistical models, through the analysis of a large number of historical data, and the selection of investment methods with excess returns on the approximate rate.
double WtHftStraDemo::__tqz_getShortPrice(const std::string code,const int offsetTicks=0){
WTSCommodityInfo*codeInfo=this->_ctx->stra_get_comminfo(code.c_str());
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double shortPrice=this->__tqz_getBidPrice(code)-codeInfo->getPriceTick()*offsetTicks;
if(shortPrice<=this->__tqz_getLowerlimitPrice(code))
shortPrice=this->__tqz_getLowerlimitPrice(code);
if(shortPrice>=this->__tqz_getUpperlimitPrice(code))
shortPrice=this->__tqz_getUpperlimitPrice(code);
return shortPrice;
}开发详细I35功能7O98模式O7I8
void WtHftStraDemo::__tqz_receiveCodeOnlyCloseCode(const uint32_t localid,const std::string code,const double lots){
switch(this->__tqz_getOrderType(localid)){
case BUY_TYPE:{
this->__tqz_cancelOrder(code,this->_code_short_order);
if(this->_ctx->tqz_getLongPosition(code.c_str())>0)
this->tqz_sell(code,lots,OPEN_CLOSE_POSITION_OFFSET_TICKS,"code_sellOrder_onlyClose");
break;
}case SELL_TYPE:{//close positions time.
this->__unlockBuy();
this->__unlockSell();
this->_re_marketMaking=true;
break;
}case SHORT_TYPE:{
this->__tqz_cancelOrder(code,this->_code_buy_order);
if(this->_ctx->tqz_getShortPosition(code.c_str())>0)
this->tqz_cover(code,lots,OPEN_CLOSE_POSITION_OFFSET_TICKS,"code_coverOrder_onlyClose");
break;
}case COVER_TYPE:{//close positions time.
this->__unlockShort();
this->__unlockCover();
this->_re_marketMaking=true;
break;
}
}
}
bool WtHftStraDemo::__isBelongToHft(const uint32_t orderId){
bool isBelongToHft=false;
if(this->_code_buy_orders.find(orderId)!=std::end(this->_code_buy_orders)){
isBelongToHft=true;
}else if(this->_code_sell_orders.find(orderId)!=std::end(this->_code_sell_orders)){
isBelongToHft=true;
}else if(this->_code_short_orders.find(orderId)!=std::end(this->_code_short_orders)){
isBelongToHft=true;
}else if(this->_code_cover_orders.find(orderId)!=std::end(this->_code_cover_orders)){
isBelongToHft=true;
}
return isBelongToHft;
}
