VB中两处地方改成如下:不知为何VC中BSTR OrderSysID,BSTR InsertTime,BSTR ErrorMsg 用到ErrorMsg,而VB中用到 StatusMsg 。都是调用同一个CTPCOM.DLL VB中用ErrorMsg就不行。 'Private Sub ctp_OnOrder(ByVal OrderID As Long, ByVal InstrumentID As String, ByVal IsBuy As Long, ByVal IsOpen As Long, ByVal volume As Long, ByVal price As Double, ByVal TradedVolume As Long, ByVal AvgTradePrice As Double, ByVal OrderStatus As Long) Private Sub ctp_OnOrder(ByVal OrderID As Long, ByVal InstrumentID As String, ByVal IsBuy As Long, ByVal IsOpen As Long, ByVal volume As Long, ByVal price As Double, ByVal TradedVolume As Long, ByVal AvgTradePrice As Double, ByVal OrderStatus As Long, ByVal OrderSysID As String, ByVal InsertTime As String, ByVal StatusMsg As String) 'Private Sub ctp_OnPosition(ByVal InstrumentID As String, ByVal IsLong As Long, ByVal volume As Long, ByVal CloseProfit As Double, ByVal PositionProfit As Double, ByVal AvgPositionPrice As Double, ByVal TotalClosable As Long, ByVal TodayClosable As Long) Private Sub ctp_OnPosition(ByVal InstrumentID As String, ByVal IsLong As Long, ByVal volume As Long, ByVal CloseProfit As Double, ByVal PositionProfit As Double, ByVal AvgPositionPrice As Double, ByVal AvgOpenPrice As Double, ByVal TotalClosable As Long, ByVal TodayClosable As Long)
准备策略做成一个程序 信号发给盈佳DLL做的程序下单。C++一时半会看来学不会了,策略做好了,就用Delphi 或VB先做成个下单程序好了。主要是下单撤单追单,深一点用到算法看是挂单还是对价单。基本还是对价好点,因为回测 用一秒后的价与信号发出收盘价比较,收益要差一两点。