共享一个钓鱼策略

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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using DevelopLibrary.Enums;
using DevelopLibrary.DevelopAPI;

namespace DemoStrategy.策略范例
{
public class 钓鱼 : EventStrategyBase
{

[Parameter(Display = "钓线长度", Description = "与当前价的间隔", Category = "参数")]
int distance = 15;
[Parameter(Display = "手数", Description = "下单的手数", Category = "参数")]
int Qty = 1;
[Parameter(Display = "撤单价位", Description = "当价格波动大于Adjust时撤单，重新开仓", Category = "参数")]
int Adjust = 5;
[Parameter(Display = "最大可撤单次数", Description = "用于限制不超过交易所的当天最大撤单手数", Category = "参数")]
int Cancel = 400;


double price = 0;
double askprice = 0;
double bidprice = 0;
public override void OnStart()//在策略启动时执行,一般用来创建图表，或读取账户信息。
{
CreateChart();
}
public override void OnTick() //在每个tick来的时候执行
{
if (price == 0)
{
price = C.LAST;
//同时放买卖方向的钓线
askprice = ASKPRICE(1).LAST - distance;
OpenBuy(askprice, Qty);
bidprice = BIDPRICE(1).LAST + distance;
OpenSell(bidprice, Qty);
}
else if (Math.Abs(price - C.LAST) >= Adjust)
{
price = C.LAST;
List<Order> lst = GetOrderList(SYMBOL, EnumOrderStatusType.NoTradeQueueing);
for (int i = 0; i < lst.Count; i++)
{
CancelOrder(lst);
Cancel--;
}
}
}

public override void OnTrade(Trade trade)
{
if (trade.OffsetFlag == EnumOffsetFlagType.Open)
{
if (trade.Direction == EnumDirectionType.Buy)
{
if (INSTRUMENT.ExchangeID == EnumExchange.SHFE)
CloseSellToday(BIDPRICE(1).LAST, trade.Volume);
else
CloseSell(BIDPRICE(1).LAST, trade.Volume);
}
else
{
if (INSTRUMENT.ExchangeID == EnumExchange.SHFE)
CloseBuyToday(ASKPRICE(1).LAST, trade.Volume);
else
CloseBuy(ASKPRICE(1).LAST, trade.Volume);
}
}
}

public override void OnStop()
{
List<Order> lst = GetOrderList(SYMBOL, EnumOrderStatusType.NoTradeQueueing);
for (int i = 0; i < lst.Count; i++)
{
CancelOrder(lst);
}
}

public override void OnCancelOrderSucceeded(Order order)
{
if (Cancel > 0)
{
if (order.OrderDirection == EnumDirectionType.Buy)
{
askprice = ASKPRICE(1).LAST - distance;
OpenBuy(askprice, Qty);
}
else
{
bidprice = BIDPRICE(1).LAST + distance;
OpenSell(bidprice, Qty);
}
}
}

}
}