This commit is contained in:
2013-09-03 18:45:56 +00:00
parent b7d5adfae4
commit a5fc2f3da6
5 changed files with 73 additions and 51 deletions

View File

@@ -7,9 +7,11 @@
#include "Trader.h"
#include <string>
#include <vector>
#include <hash_map>
#include <fstream>
using std::vector;
using stdext::hash_map;
using std::string;
using std::ofstream;
@@ -22,6 +24,23 @@ struct CP_BUYINFO
};
struct CP_UNITINFO
{
string m_Code;
int m_iCnt;
float m_fBoughtPrice;
float m_fHighestPrice;
CTime m_Time;
int m_iOrderNum;
};
struct CP_PRICEINFO
{
float m_afAskPrice[5];
float m_afBidPrice[5];
};
enum CP_STATE
{
CPS_WAIT=0,
@@ -43,14 +62,14 @@ public:
enum { IDD = IDD_CPROBOT_DIALOG };
afx_msg void OnBnClickedButtonRefreshBalance();
afx_msg int OnCreate(LPCREATESTRUCT lpCreateStruct);
afx_msg void OnDestroy();
afx_msg void OnBnClickedButtonStartDeal();
afx_msg void OnBnClickedButtonSearch();
afx_msg void OnHotKey(UINT nHotKeyId, UINT nKey1, UINT nKey2);
afx_msg void OnTimer(UINT_PTR nIDEvent);
virtual void ReceivedSysDib();
virtual void ReceivedDib();
@@ -90,6 +109,7 @@ private:
float m_fLossCutTick;
float m_fTrailingTick;
int m_iCancelDelay;
int m_iWindUpDelay;
BOOL m_bBuyOnBid1;
BOOL m_bPutOption;
@@ -101,6 +121,12 @@ private:
int m_iOrderNum;
CTime m_BoughtT;
vector<CP_UNITINFO> m_OrderList;
vector<CP_UNITINFO> m_ConclusionList;
vector<CP_UNITINFO> m_WindUpList;
hash_map<string, CP_PRICEINFO> m_CurPriceList;
CpDib::IDibPtr m_pCpFConclusion;
CEventHandlerDib m_EventHandlerDib;
@@ -114,12 +140,12 @@ private:
void Unsubscribe(void);
void BuyThis(const string& Code, const float fBid1Price, const int iBid1Cnt, float afAskPrice[5]);
void CorrectToCurrent(const string& Code);
void SellThis(const string& Code);
void WindUp(const string& Code);
void CancelOrder(const string& Code);
inline void SwitchState(const CP_STATE enState);
void CPLog(const std::string fmt, ...);
// winding-up 청산
};