CtaStrategyBase.cpp

#include "CtaStrategyBase.h"

#include "CtaEngine.h"

StrategyBase::StrategyBase(CtaEngine* ce, std::string name, std::string symbol) 
: ce(ce), name(name), vtSymbol(symbol) 
{
}

int StrategyBase::convert_time_str2int(const char* update_time)
{
	std::string market_time_str = update_time;
	market_time_str.erase(std::remove_if(market_time_str.begin(), market_time_str.end(), [](char c){ return c == ':'; }), market_time_str.end());

	return atoi(market_time_str.c_str());
}

std::string StrategyBase::buy(double price, int volume, bool stop)		
{ 
	return sendOrder(CTAORDER_BUY, price, volume, stop);
}

std::string StrategyBase::sell(double price, int volume, bool stop)	
{ 
	return sendOrder(CTAORDER_SELL, price, volume, stop); 
}

std::string StrategyBase::short_(double price, int volume, bool stop)	
{ 
	return sendOrder(CTAORDER_SHORT, price, volume, stop); 
}

std::string StrategyBase::cover(double price, int volume, bool stop)	
{ 
	return sendOrder(CTAORDER_COVER, price, volume, stop); 
}

std::string StrategyBase::sendOrder(char order_type, double price, int volume, bool stop)
{
	std::string orderID;
	if (trading)
	{
		// 如果stop为True，则意味着发本地停止单
		if (stop)
		{
			orderID = ce->sendStopOrder(vtSymbol, order_type, price, volume, std::shared_ptr<StrategyBase>(this));
		}
		else
		{
			orderID = ce->sendOrder(vtSymbol, order_type, price, volume, std::shared_ptr<StrategyBase>(this));
		}
	}

	return orderID;
}

void StrategyBase::cancelOrder(std::string orderID)
{
	if (orderID.empty())
	{
		return;
	}

	if (std::string::npos != orderID.find_first_of(STOPORDERPREFIX))
	{
		// 取消停止单
		ce->cancelStopOrder(orderID);
	}
	else
	{
		ce->cancelOrder(orderID);
	}
}