OQ 2.8.1 如何下单?

我copy了OpenQuant Strategy Development文档里的范例程序到OQ 2.8.1里，结果不能编译，说"OpenQuant.API.Order" is a "type", which is not valid in the given context.

public override void OnBarOpen(Bar bar)
{
// calculate the size of the gap down since last bar
double gap_size = (prevClose - bar.Open) / prevClose;
// issue a buy order if the gap is big enough
if (gap_size > desired_size) {
Order order = Order (Side.Buy, qty);
//Order order = Order ();
//order.Side = Side.Buy;
//order.Qty = qty;
order.Text = "Tech1_System1 - Buy";
order.Send ();
}
}

请问有人知道是哪里的问题吗？

 

It seems like you picked an invalid syntax as OQ API doc has a few syntax alternatives corresponding to different programming languages used.

 

同意。这个OQ文档里的例子是以前的，看来现在新的OQ API是取消了一些类，可能是放到QD里面去了。这导致我认为OQ支持已然不行了，连自己的文档都已经过时，还不如RE了。不知道你觉得如何?