RightEdge的系统代码中,主要有以下几个地方放置我们的策略代码: 1、全系统相关: public class MySystem : MySystemBase { public override void Startup() { // 初始化代码、与全系统运行相关的代码。可以跨品种。 } } 2、单个品种相关的策略代码 public class MySymbolScript : MySymbolScriptBase { public override void Startup() { //单个品种初始化策略代码 } public override void NewBar() { //单个品种每次K线形成时运行的策略代码 } public override void OrderFilled(Position position, Trade trade) { // 每次指令完成后运行的策略代码 } public override void OrderCancelled(Position position, Order order, string information) { // 每次指令被取消或者被拒绝后运行的策略代码 } } 如果希望策略代码的维护、升级更加方便、简明,还可以有下面两种方法: 1、将策略代码形成函数,在上述几个地方通过引用函数来调用策略。这样,策略修订和调试只要修改相关函数,不需变动程序的基础结构。 2、将策略代码形成函数,并且利用C#的public partial class语句,将这些函数放到独立文件当中。独立的策略文件、独立的策略函数,这种架构具有最大的弹性。可以方便地维护自己的策略库。
系统信息输出: 1、调试、运行系统时,往往需要输出一些信息,RightEdge里有好几种方法。不过,最简单的一种方法可能是: Console.WriteLine(“blahblah...”) 2、 if you do want a message to be visible during a simulation, you can use SystemOutputLocation.StatusBar or SystemOutputLocation.OutputWindowAndStatusBar. These will update the RightEdge status bar with your message, without waiting for the simulation to complete. (dplaisted )
Bill: I mentioned it a bit last week, but we've wrapped up our performance increases for now with some pretty exciting results that we wanted to share: We baselined against build 11. The big problem was systems with many symbols, so for our benchmark, we used the S&P 500 with daily data. The second test, with fewer symbols was the Dow 30. We ran the simple Bollinger Band Penetration system with 10% allocation and 100K. The data started on 1/1/2008. Now onto memory optimization ....
tickZOOM确实非常棒。高频交易的利器。 On a single CPU running one test on 5 years of GAIN financial tick data with 10 million ticks. TickZOOM loads data and completes the test with charting in 40 seconds. It zooms through 10 million ticks while using less than 100 megabytes of memory. 支持C#。 TickZOOM includes advanced productivity and debugging features for writing strategies similar to EasyLanguage or AmiBroker but in C#. 支持同一个品种上的多策略。 Run a portfolio of custom strategies against the same instrument. 如果再能够支持多品种的策略就完美了。 $1,499.00 plus $499 annual renewal for support, maintenance, and updates. CLOSED To New Members now.
在这段代码里,我有个问题想请教您: ”2、单个品种相关的策略代码 public class MySymbolScript : MySymbolScriptBase“ 我看到RE的API文档里,没有MySymbolScriptBase这个类。请问这是怎么回事呢?