{"id":1349,"date":"2018-06-07T23:02:35","date_gmt":"2018-06-07T15:02:35","guid":{"rendered":"https:\/\/damogame.cn:15443\/wordpress\/?p=1349"},"modified":"2018-12-27T17:04:22","modified_gmt":"2018-12-27T09:04:22","slug":"c%e8%bf%9e%e6%8e%a5ctp%e6%8e%a5%e5%8f%a3%e5%ae%9e%e7%8e%b0%e7%ae%80%e5%8d%95%e9%87%8f%e5%8c%96%e4%ba%a4%e6%98%93%ef%bc%88%e8%a1%8c%e6%83%85%e3%80%81%e4%ba%a4%e6%98%93%e3%80%81k%e7%ba%bf%e3%80%81","status":"publish","type":"post","link":"https:\/\/i007.cc\/wordpress\/archives\/1349","title":{"rendered":"C++\u8fde\u63a5CTP\u63a5\u53e3\u5b9e\u73b0\u7b80\u5355\u91cf\u5316\u4ea4\u6613\uff08\u884c\u60c5\u3001\u4ea4\u6613\u3001k\u7ebf\u3001\u7b56\u7565\uff09"},"content":{"rendered":"<div class=\"article-title-box\">\n<h1 class=\"title-article\">C++\u8fde\u63a5CTP\u63a5\u53e3\u5b9e\u73b0\u7b80\u5355\u91cf\u5316\u4ea4\u6613\uff08\u884c\u60c5\u3001\u4ea4\u6613\u3001k\u7ebf\u3001\u7b56\u7565\uff09<\/h1>\n<\/div>\n<div class=\"article-info-box\">\n<div class=\"article-bar-top d-flex\">\n<p><span class=\"c-gray\">\u7f6e\u9876<\/span><span class=\"time\">2017\u5e7404\u670818\u65e5 22:09:13<\/span><\/p>\n<div class=\"float-right\"><span class=\"read-count\">\u9605\u8bfb\u6570\uff1a29463<\/span><\/div>\n<\/div>\n<\/div>\n<article>\n<div id=\"article_content\" class=\"article_content clearfix csdn-tracking-statistics\" data-pid=\"blog\" data-mod=\"popu_307\" data-dsm=\"post\">\n<div class=\"htmledit_views\">\n<p>\u5bf9\u4e8e\u91cf\u5316\u4ea4\u6613\u6765\u8bf4\uff0c\u91cf\u5316\u7b56\u7565\u548c\u6280\u672f\u7cfb\u7edf\u7f3a\u4e00\u4e0d\u53ef\uff0c\u4e3a\u4e86\u77e5\u5176\u6240\u4ee5\u7136\uff0c\u672c\u6587\u5b9e\u73b0\u4e86\u4e00\u4e2aC++\u8fde\u63a5CTP\u63a5\u53e3\u8fdb\u884c\u4eff\u771f\u4ea4\u6613\u7684demo\uff0c\u4ece\u63a5\u6536\u884c\u60c5\u3001\u4e0b\u8ba2\u5355\u3001\u6570\u636e\u5904\u7406\u5230\u6dfb\u52a0\u7b56\u7565\u3001\u6302\u8f7d\u8fd0\u884c\u4ea4\u6613\u7b49\u591a\u4e2a\u73af\u8282\u6765\u770b\u4e00\u4e0b\u91cf\u5316\u4ea4\u6613\u7684\u6700\u7b80\u5355\u6d41\u7a0b\uff0c\u7ba1\u4e2d\u7aa5\u8c79\uff0c\u4e00\u63a2\u7a76\u7adf\u3002<img decoding=\"async\" src=\"http:\/\/static.blog.csdn.net\/xheditor\/xheditor_emot\/default\/laugh.gif\" alt=\"\u5927\u7b11\" \/><\/p>\n<h1><a name=\"t0\"><\/a>\u51c6\u5907\u5de5\u4f5c<\/h1>\n<h2><a name=\"t1\"><\/a>\u4ea4\u6613\u6240\u63a5\u53e3<\/h2>\n<p>\u8fd9\u91cc\u4f7f\u7528\u4e0a\u671f\u6240\u63d0\u4f9b\u7684CTP\u63a5\u53e3API\uff0c\u901a\u8fc7CTP\u53ef\u4ee5\u8fde\u63a5\u4ea4\u6613\u6240\u8fdb\u884c\u884c\u60c5\u63a5\u6536\u4ea4\u6613\u3002\u4e0b\u8f7d\u5730\u5740\uff1a<a href=\"http:\/\/www.simnow.com.cn\/static\/softwareDownload.action\" target=\"_blank\" rel=\"noopener\">CTP\u4e0b\u8f7d<\/a><\/p>\n<p>\u672c\u6587\u4f7f\u7528\u7684win32\u7248\u672c\u7684\uff0clinux\u7248\u672c\u7528\u6cd5\u7c7b\u4f3c\u3002<\/p>\n<p>CTP\u63a5\u53e3\u5305\u542b\u4ee5\u4e0b\u5185\u5bb9\uff1a<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/img-blog.csdn.net\/20170418184846197?watermark\/2\/text\/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==\/font\/5a6L5L2T\/fontsize\/400\/fill\/I0JBQkFCMA==\/dissolve\/70\/gravity\/Center\" alt=\"\" \/><\/p>\n<ul>\n<li>ThostFtdcTraderApi.h\uff1aC++\u5934\u6587\u4ef6\uff0c\u5305\u542b\u4ea4\u6613\u76f8\u5173\u7684\u6307\u4ee4\uff0c\u5982\u62a5\u5355\u3002<\/li>\n<li>ThostFtdcMdApi.h\uff1aC++\u5934\u6587\u4ef6\uff0c\u5305\u542b\u83b7\u53d6\u884c\u60c5\u76f8\u5173\u7684\u6307\u4ee4\u3002<\/li>\n<li>ThostFtdcUserApiStruct.h\uff1a\u5305\u542b\u4e86\u6240\u6709\u7528\u5230\u7684\u6570\u636e\u7ed3\u6784\u3002<\/li>\n<li>ThostFtdcUserApiDataType.h\uff1a\u5305\u542b\u4e86\u6240\u6709\u7528\u5230\u7684\u6570\u636e\u7c7b\u578b\u3002<\/li>\n<li>thosttraderapi.lib\u3001thosttraderapi.dll\uff1a\u4ea4\u6613\u90e8\u5206\u7684\u52a8\u6001\u94fe\u63a5\u5e93\u548c\u9759\u6001\u94fe\u63a5\u5e93\u3002<\/li>\n<li>thostmduserapi.lib\u3001thostmduserapi.dll\uff1a\u884c\u60c5\u90e8\u5206\u7684\u52a8\u6001\u94fe\u63a5\u5e93\u548c\u9759\u6001\u94fe\u63a5\u5e93\u3002<\/li>\n<li>error.dtd\u3001error.xml\uff1a\u5305\u542b\u6240\u6709\u53ef\u80fd\u7684\u9519\u8bef\u4fe1\u606f\u3002<\/li>\n<\/ul>\n<div>\u6574\u4e2a\u5f00\u53d1\u5305\u67092\u4e2a\u6838\u5fc3\u5934\u6587\u4ef6\u5305\u62ec<strong>4\u4e2a\u6838\u5fc3\u63a5\u53e3<\/strong>\uff0c<br \/>\nCThostFtdcMdApi\u63a5\u53e3\u548cCThostFtdcTraderApi\u4e24\u4e2a\u5934\u6587\u4ef6\uff0c\u4e00\u4e2a\u5904\u7406<strong>\u884c\u60c5<\/strong>\uff0c\u4e00\u4e2a\u5904\u7406<strong>\u4ea4\u6613<\/strong>\u3002<\/div>\n<div>\uff081\uff09\u5904\u7406\u884c\u60c5\u7684CThostFtdcMdApi\u63a5\u53e3\u6709\u4e24\u4e2a\u7c7b\uff0c\u5206\u522b\u662fCThostFtdcMdApi\u548cCThostFtdcMdSpi,\u4ee5Api\u7ed3\u5c3e\u7684\u662f\u7528\u6765\u4e0b\u547d\u4ee4\u7684\uff0c\u4ee5Spi\u7ed3\u5c3e\u7684\u662f\u7528\u6765\u54cd\u5e94\u547d\u4ee4\u7684\u56de\u8c03\u3002<\/div>\n<div>\uff082\uff09\u5904\u7406\u4ea4\u6613\u7684CThostFtdcTraderApi\u63a5\u53e3\u4e5f\u6709\u4e24\u4e2a\u7c7b\uff0c\u5206\u522b\u662fCThostFtdcTraderApi\u548cCThostFtdcTraderSpi, \u00a0\u901a\u8fc7CThostFtdcTraderApi\u5411CTP\u53d1\u9001\u64cd\u4f5c\u8bf7\u6c42\uff0c\u901a\u8fc7CThostFtdcTraderSpi\u63a5\u6536CTP\u7684\u64cd\u4f5c\u54cd\u5e94\u3002<\/div>\n<div><\/div>\n<h2><a name=\"t2\"><\/a>\u671f\u8d27\u8d26\u6237<\/h2>\n<p>\u8981\u8fde\u63a5\u671f\u8d27\u4ea4\u6613\u6240\u4ea4\u6613\uff0c\u9700\u8981\u5f00\u8bbe\u81ea\u5df1\u7684\u8d26\u6237\uff0c\u5b9e\u73b0\u671f\u8d27\u4ea4\u6613\u3001\u94f6\u671f\u8f6c\u8d26\u3001\u4fdd\u8bc1\u91d1\u7b49\u529f\u80fd\uff0c\u7531\u4e8e\u5c0f\u767d\u4e00\u822c\u4e0d\u4f1a\u7528\u5b9e\u76d8\u8d44\u91d1\u4ea4\u6613\uff0c\u6240\u4ee5\u6b64\u5904\u63a8\u8350\u7528\u4e0a\u671f\u6240\u63d0\u4f9b\u7684simnow\u865a\u62df\u4ea4\u6613\u5e73\u53f0<a href=\"http:\/\/www.simnow.com.cn\/\" target=\"_blank\" rel=\"noopener\">simnow<\/a>\u7533\u8bf7\u4e00\u4e2a\u865a\u62df\u8d26\u6237\u3002<\/p>\n<p>SIMNOW\u63d0\u4f9b\u4e24\u7c7b\u6570\u636e\u524d\u7f6e\u5730\u5740\uff1a<\/p>\n<p>\uff081\uff09\u4ea4\u6613\u65f6\u6bb5\u7684\u5730\u5740\uff0c\u598209:00-15:00\u548c21:00-02:30\uff0c\u4f7f\u7528\u7b2c\u4e00\u5957\u5730\u5740\uff0c\u8fd9\u4e9b\u6570\u636e\u662f\u771f\u5b9e\u7684\u884c\u60c5\u6570\u636e\uff0c\u53ea\u662f\u65f6\u95f4\u4e0a\u6bd4\u771f\u5b9e\u7684\u884c\u60c5\u4f1a\u6709\u5ef6\u8fdf30\u79d2\u5de6\u53f3(SIMNOW\u4ece\u4ea4\u6613\u6240\u63a5\u6536\u540e\u8f6c\u53d1\u51fa\u6765\u7684)\u3002<\/p>\n<p>\uff082\uff09\u975e\u4ea4\u6613\u65f6\u6bb5\u5730\u5740\uff0c\u8fd9\u65f6\u7684\u6570\u636e\u662f\u5386\u53f2\u884c\u60c5\u7684\u64ad\u653e\uff0c\u6bd4\u5982\u6628\u5929\u7684\u6570\u636e\u4e4b\u7c7b\u7684\uff0c\u53ef\u4ee5\u7528\u6765\u505a\u7a0b\u5e8f\u8c03\u8bd5\u3002<\/p>\n<p>\u5efa\u8bae\u9009\u62e9\u7533\u8bf7\u90a3\u4e2a7&#215;24\u884c\u60c5\u7684\u8d26\u6237\uff0c\u4fbf\u4e8e\u5f00\u53d1\u8c03\u8bd5\u3002<\/p>\n<h1><a name=\"t3\"><\/a>\u5f00\u53d1\u6b65\u9aa4<\/h1>\n<h2><a name=\"t4\"><\/a>\u5de5\u7a0b\u603b\u89c8<\/h2>\n<p><img decoding=\"async\" src=\"https:\/\/img-blog.csdn.net\/20170418191422809?watermark\/2\/text\/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==\/font\/5a6L5L2T\/fontsize\/400\/fill\/I0JBQkFCMA==\/dissolve\/70\/gravity\/Center\" alt=\"\" \/><\/p>\n<p>\u5176\u4e2d\uff0c<\/p>\n<ul>\n<li>CTP\u7684API\u6587\u4ef6\u914d\u7f6e\u5230\u5de5\u7a0b<\/li>\n<li>CustomMdSpi.h\uff0cCustomMdSpi.cpp\u662f\u6d3e\u751f\u7684\u884c\u60c5\u56de\u8c03\u7c7b<\/li>\n<li>CustomTradeSpi.h\uff0cCustomTradeSpi.cpp\u662f\u6d3e\u751f\u7684\u4ea4\u6613\u56de\u8c03\u7c7b<\/li>\n<li>TickToKlineHelper.h\uff0cTickToKlineHelper.cpp\u662f\u5904\u7406\u65f6\u5e8f\u6570\u636e\uff0c\u8f6c\u6362\u6210K\u7ebf\u7684\u7c7b<\/li>\n<li>StrategyTrade.h\uff0cStrategyTrade.cpp\u662f\u7b56\u7565\u7c7b<\/li>\n<li>main.cpp\u662f\u7a0b\u5e8f\u7684\u5165\u53e3<\/li>\n<\/ul>\n<div>\n<p align=\"left\">\u4e00\u4e2a\u7b80\u5355\u7684\u7a0b\u5e8f\u5316\u4ea4\u6613\u7cfb\u7edf\u9700\u8981\u5b8c\u6210\u7684\u4e1a\u52a1\u53ef\u4ee5\u5212\u5206\u4e3a\uff1a<br \/>\n1.\u57fa\u672c\u64cd\u4f5c\uff0c\u6bd4\u5982\u767b\u5f55\uff0c\u8ba2\u9605\u7b49\uff1b<br \/>\n2.\u884c\u60c5\u64cd\u4f5c\uff0c\u6bd4\u5982\u5bf9\u884c\u60c5\u6570\u636e\u7684\u63a5\u6536\uff0c\u5b58\u50a8\u7b49<br \/>\n3.\u8ba2\u5355\u64cd\u4f5c\uff0c\u6bd4\u5982\u62a5\u5355\uff1b\u5bf9\u62a5\u5355\uff0c\u6210\u4ea4\u72b6\u51b5\u7684\u67e5\u8be2\uff1b\u62a5\u5355\uff0c\u6210\u4ea4\u72b6\u51b5\u7684\u79c1\u6709\u56de\u62a5\u7b49\u3002<br \/>\n4.\u6570\u636e\u76d1\u542c\u548c\u5904\u7406\u64cd\u4f5c\uff0c\u6bd4\u5982\u63a5\u6536\u5230\u65b0\u6570\u636e\u4e4b\u540e\u7684\u7edf\u8ba1\u5904\u7406\uff0c\u6ee1\u8db3\u7edf\u8ba1\u6761\u4ef6\u540e\u7684\u62a5\u5355\u5904\u7406\uff08\u5176\u5b9e\u8fd9\u91cc\u5c31\u662f\u6211\u4eec\u7684\u7b56\u7565\u6240\u5728\uff09<\/p>\n<\/div>\n<h2><a name=\"t5\"><\/a>\u5bfc\u5165CTP\u63a5\u53e3\u5e93<\/h2>\n<div>visual studio\u521b\u5efa\u5de5\u7a0b\u540e\uff0c\u9996\u5148\u9700\u8981\u5c06ctp\u7684\u5934\u6587\u4ef6\u4ee5\u53ca\u94fe\u63a5\u5e93\uff08lib\u548cdll\uff09\u76ee\u5f55\u914d\u7f6e\u5230\u5de5\u7a0b<\/div>\n<div><img decoding=\"async\" src=\"https:\/\/img-blog.csdn.net\/20170418204556890?watermark\/2\/text\/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==\/font\/5a6L5L2T\/fontsize\/400\/fill\/I0JBQkFCMA==\/dissolve\/70\/gravity\/Center\" alt=\"\" \/><\/div>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_1\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_1\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_22\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_22\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0\u94fe\u63a5\u5e93<\/span><\/li>\n<li class=\"\"><span class=\"preprocessor\">#pragma\u00a0comment\u00a0(lib,\u00a0&#8220;thostmduserapi.lib&#8221;)<\/span><\/li>\n<li class=\"alt\"><span class=\"preprocessor\">#pragma\u00a0comment\u00a0(lib,\u00a0&#8220;thosttraderapi.lib&#8221;)<\/span><\/li>\n<\/ol>\n<\/div>\n<h2><a name=\"t6\"><\/a>\u5168\u5c40\u53c2\u6570<\/h2>\n<div>\u8fde\u63a5\u5230\u4ea4\u6613\u6240\uff0c\u9700\u8981\u914d\u7f6e\u7ecf\u7eaa\u5546\u4ee3\u7801\u3001\u5e10\u6237\u540d\u3001\u5bc6\u7801\u4ee5\u53ca\u8ba2\u9605\u5408\u7ea6\u548c\u4e70\u5356\u5408\u7ea6\u7684\u76f8\u5173\u53c2\u6570<\/div>\n<div>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_2\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_2\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_23\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_23\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0&#8212;-\u00a0\u5168\u5c40\u53d8\u91cf\u00a0&#8212;-\u00a0\/\/<\/span><\/li>\n<li class=\"\"><span class=\"comment\">\/\/\u00a0\u516c\u5171\u53c2\u6570<\/span><\/li>\n<li class=\"alt\">TThostFtdcBrokerIDType\u00a0gBrokerID\u00a0=\u00a0<span class=\"string\">&#8220;9999&#8221;<\/span>;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6a21\u62df\u7ecf\u7eaa\u5546\u4ee3\u7801<\/span><\/li>\n<li class=\"\">TThostFtdcInvestorIDType\u00a0gInvesterID\u00a0=\u00a0<span class=\"string\">&#8220;&#8221;<\/span>;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6295\u8d44\u8005\u8d26\u6237\u540d<\/span><\/li>\n<li class=\"alt\">TThostFtdcPasswordType\u00a0gInvesterPassword\u00a0=\u00a0<span class=\"string\">&#8220;&#8221;<\/span>;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6295\u8d44\u8005\u5bc6\u7801<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0\u884c\u60c5\u53c2\u6570<\/span><\/li>\n<li class=\"\">CThostFtdcMdApi\u00a0*g_pMdUserApi\u00a0=\u00a0nullptr;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u884c\u60c5\u6307\u9488<\/span><\/li>\n<li class=\"alt\"><span class=\"datatypes\">char<\/span>\u00a0gMdFrontAddr[]\u00a0=\u00a0<span class=\"string\">&#8220;tcp:\/\/180.168.146.187:10010&#8221;<\/span>;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\/\/\u00a0\u6a21\u62df\u884c\u60c5\u524d\u7f6e\u5730\u5740<\/li>\n<li class=\"\"><span class=\"datatypes\">char<\/span>\u00a0*g_pInstrumentID[]\u00a0=\u00a0{<span class=\"string\">&#8220;TF1706&#8221;<\/span>,\u00a0<span class=\"string\">&#8220;zn1705&#8221;<\/span>,\u00a0<span class=\"string\">&#8220;cs1801&#8221;<\/span>,\u00a0<span class=\"string\">&#8220;CF705&#8221;<\/span>};\u00a0<span class=\"comment\">\/\/\u00a0\u884c\u60c5\u5408\u7ea6\u4ee3\u7801\u5217\u8868\uff0c\u4e2d\u3001\u4e0a\u3001\u5927\u3001\u90d1\u4ea4\u6613\u6240\u5404\u9009\u4e00\u79cd<\/span><\/li>\n<li class=\"alt\"><span class=\"datatypes\">int<\/span>\u00a0instrumentNum\u00a0=\u00a04;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u884c\u60c5\u5408\u7ea6\u8ba2\u9605\u6570\u91cf<\/span><\/li>\n<li class=\"\">unordered_map&lt;string,\u00a0TickToKlineHelper&gt;\u00a0g_KlineHash;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u4e0d\u540c\u5408\u7ea6\u7684k\u7ebf\u5b58\u50a8\u8868<\/span><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\"><span class=\"comment\">\/\/\u00a0\u4ea4\u6613\u53c2\u6570<\/span><\/li>\n<li class=\"alt\">CThostFtdcTraderApi\u00a0*g_pTradeUserApi\u00a0=\u00a0nullptr;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u4ea4\u6613\u6307\u9488<\/span><\/li>\n<li class=\"\"><span class=\"datatypes\">char<\/span>\u00a0gTradeFrontAddr[]\u00a0=\u00a0<span class=\"string\">&#8220;tcp:\/\/180.168.146.187:10001&#8221;<\/span>;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\/\/\u00a0\u6a21\u62df\u4ea4\u6613\u524d\u7f6e\u5730\u5740<\/li>\n<li class=\"alt\">TThostFtdcInstrumentIDType\u00a0g_pTradeInstrumentID\u00a0=\u00a0<span class=\"string\">&#8220;m1709&#8221;<\/span>;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6240\u4ea4\u6613\u7684\u5408\u7ea6\u4ee3\u7801<\/span><\/li>\n<li class=\"\">TThostFtdcDirectionType\u00a0gTradeDirection\u00a0=\u00a0THOST_FTDC_D_Sell;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u4e70\u5356\u65b9\u5411<\/span><\/li>\n<li class=\"alt\">TThostFtdcPriceType\u00a0gLimitPrice\u00a0=\u00a02818;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u4ea4\u6613\u4ef7\u683c&lt;span\u00a0style=&#8221;font-family:&#8217;Microsoft\u00a0YaHei&#8217;;&#8221;&gt;<\/span><\/li>\n<li class=\"\">&lt;\/span&gt;<\/li>\n<\/ol>\n<\/div>\n<p>\u8fd9\u91cc\u53ea\u662f\u7b80\u5355\u7684\u5199\u4e00\u4e0b\uff0c\u771f\u5b9e\u5b8c\u6574\u7684\u4ea4\u6613\u7cfb\u7edf\u4e2d\uff0c\u4e00\u822c\u7528\u914d\u7f6e\u6587\u4ef6\uff0c\u6709\u7528\u6237\u53bb\u5b9a\u5236<\/p>\n<\/div>\n<div><\/div>\n<h2><a name=\"t7\"><\/a>\u884c\u60c5\u56de\u8c03\u7c7b<\/h2>\n<p>\u7ee7\u627fCThostFtdcMdSpi\u5b9e\u73b0\u81ea\u5df1\u7684\u884c\u60c5\u56de\u8c03\u7c7bCustomMdSpi\uff0c\u5728\u7cfb\u7edf\u8fd0\u884c\u65f6\u8fd9\u4e9b\u91cd\u5199\u7684\u51fd\u6570\u4f1a\u88abCTP\u7684\u7cfb\u7edfapi\u56de\u8c03\u4ece\u800c\u5b9e\u73b0\u4e2a\u6027\u5316\u884c\u60c5<\/p>\n<p><strong>CustomMdSpi\u5934\u6587\u4ef6<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_3\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_3\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_24\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_24\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"preprocessor\">#pragma\u00a0once<\/span><\/li>\n<li class=\"\"><span class=\"comment\">\/\/\u00a0&#8212;-\u00a0\u6d3e\u751f\u7684\u884c\u60c5\u7c7b\u00a0&#8212;-\u00a0\/\/<\/span><\/li>\n<li class=\"alt\"><span class=\"preprocessor\">#include\u00a0&lt;vector&gt;<\/span><\/li>\n<li class=\"\"><span class=\"preprocessor\">#include\u00a0&#8220;CTP_API\/ThostFtdcMdApi.h&#8221;<\/span><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\"><span class=\"keyword\">class<\/span>\u00a0CustomMdSpi:\u00a0<span class=\"keyword\">public<\/span>\u00a0CThostFtdcMdSpi<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0&#8212;-\u00a0\u7ee7\u627f\u81eaCTP\u7236\u7c7b\u7684\u56de\u8c03\u63a5\u53e3\u5e76\u5b9e\u73b0\u00a0&#8212;-\u00a0\/\/<\/span><\/li>\n<li class=\"alt\"><span class=\"keyword\">public<\/span>:<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5f53\u5ba2\u6237\u7aef\u4e0e\u4ea4\u6613\u540e\u53f0\u5efa\u7acb\u8d77\u901a\u4fe1\u8fde\u63a5\u65f6\uff08\u8fd8\u672a\u767b\u5f55\u524d\uff09\uff0c\u8be5\u65b9\u6cd5\u88ab\u8c03\u7528\u3002<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnFrontConnected();<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5f53\u5ba2\u6237\u7aef\u4e0e\u4ea4\u6613\u540e\u53f0\u901a\u4fe1\u8fde\u63a5\u65ad\u5f00\u65f6\uff0c\u8be5\u65b9\u6cd5\u88ab\u8c03\u7528\u3002\u5f53\u53d1\u751f\u8fd9\u4e2a\u60c5\u51b5\u540e\uff0cAPI\u4f1a\u81ea\u52a8\u91cd\u65b0\u8fde\u63a5\uff0c\u5ba2\u6237\u7aef\u53ef\u4e0d\u505a\u5904\u7406\u3002<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/@param\u00a0nReason\u00a0\u9519\u8bef\u539f\u56e0<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a00x1001\u00a0\u7f51\u7edc\u8bfb\u5931\u8d25<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a00x1002\u00a0\u7f51\u7edc\u5199\u5931\u8d25<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a00x2001\u00a0\u63a5\u6536\u5fc3\u8df3\u8d85\u65f6<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a00x2002\u00a0\u53d1\u9001\u5fc3\u8df3\u5931\u8d25<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a00x2003\u00a0\u6536\u5230\u9519\u8bef\u62a5\u6587<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnFrontDisconnected(<span class=\"datatypes\">int<\/span>\u00a0nReason);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5fc3\u8df3\u8d85\u65f6\u8b66\u544a\u3002\u5f53\u957f\u65f6\u95f4\u672a\u6536\u5230\u62a5\u6587\u65f6\uff0c\u8be5\u65b9\u6cd5\u88ab\u8c03\u7528\u3002<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/@param\u00a0nTimeLapse\u00a0\u8ddd\u79bb\u4e0a\u6b21\u63a5\u6536\u62a5\u6587\u7684\u65f6\u95f4<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnHeartBeatWarning(<span class=\"datatypes\">int<\/span>\u00a0nTimeLapse);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u767b\u5f55\u8bf7\u6c42\u54cd\u5e94<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspUserLogin(CThostFtdcRspUserLoginField\u00a0*pRspUserLogin,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u767b\u51fa\u8bf7\u6c42\u54cd\u5e94<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspUserLogout(CThostFtdcUserLogoutField\u00a0*pUserLogout,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u9519\u8bef\u5e94\u7b54<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspError(CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u8ba2\u9605\u884c\u60c5\u5e94\u7b54<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspSubMarketData(CThostFtdcSpecificInstrumentField\u00a0*pSpecificInstrument,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u53d6\u6d88\u8ba2\u9605\u884c\u60c5\u5e94\u7b54<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspUnSubMarketData(CThostFtdcSpecificInstrumentField\u00a0*pSpecificInstrument,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u8ba2\u9605\u8be2\u4ef7\u5e94\u7b54<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspSubForQuoteRsp(CThostFtdcSpecificInstrumentField\u00a0*pSpecificInstrument,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u53d6\u6d88\u8ba2\u9605\u8be2\u4ef7\u5e94\u7b54<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspUnSubForQuoteRsp(CThostFtdcSpecificInstrumentField\u00a0*pSpecificInstrument,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6df1\u5ea6\u884c\u60c5\u901a\u77e5<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRtnDepthMarketData(CThostFtdcDepthMarketDataField\u00a0*pDepthMarketData);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u8be2\u4ef7\u901a\u77e5<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRtnForQuoteRsp(CThostFtdcForQuoteRspField\u00a0*pForQuoteRsp);<\/li>\n<li class=\"\">};<\/li>\n<\/ol>\n<\/div>\n<p>\u90fd\u662f\u91cd\u5199\u56de\u8c03\u51fd\u6570<\/p>\n<p><strong>\u8fde\u63a5\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_4\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_4\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_25\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_25\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0\u8fde\u63a5\u6210\u529f\u5e94\u7b54<\/span><\/li>\n<li class=\"\"><span class=\"keyword\">void<\/span>\u00a0CustomMdSpi::OnFrontConnected()<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u5efa\u7acb\u7f51\u7edc\u8fde\u63a5\u6210\u529f=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u5f00\u59cb\u767b\u5f55<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcReqUserLoginField\u00a0loginReq;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0memset(&amp;loginReq,\u00a00,\u00a0<span class=\"keyword\">sizeof<\/span>(loginReq));<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(loginReq.BrokerID,\u00a0gBrokerID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0strcpy(loginReq.UserID,\u00a0gInvesterID);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(loginReq.Password,\u00a0gInvesterPassword);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">static<\/span>\u00a0<span class=\"datatypes\">int<\/span>\u00a0requestID\u00a0=\u00a00;\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u7f16\u53f7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0rt\u00a0=\u00a0g_pMdUserApi-&gt;ReqUserLogin(&amp;loginReq,\u00a0requestID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!rt)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&gt;&gt;&gt;&gt;&gt;&gt;\u53d1\u9001\u767b\u5f55\u8bf7\u6c42\u6210\u529f&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cerr\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&#8212;&gt;&gt;&gt;\u53d1\u9001\u767b\u5f55\u8bf7\u6c42\u5931\u8d25&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">}<\/li>\n<\/ol>\n<\/div>\n<p><strong>\u767b\u5f55\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_5\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_5\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_26\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_26\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0\u767b\u5f55\u5e94\u7b54<\/span><\/li>\n<li class=\"\"><span class=\"keyword\">void<\/span>\u00a0CustomMdSpi::OnRspUserLogin(<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspUserLoginField\u00a0*pRspUserLogin,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast)<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bResult\u00a0=\u00a0pRspInfo\u00a0&amp;&amp;\u00a0(pRspInfo-&gt;ErrorID\u00a0!=\u00a00);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!bResult)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u8d26\u6237\u767b\u5f55\u6210\u529f=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u4ea4\u6613\u65e5\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pRspUserLogin-&gt;TradingDay\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u767b\u5f55\u65f6\u95f4\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pRspUserLogin-&gt;LoginTime\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u7ecf\u7eaa\u5546\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pRspUserLogin-&gt;BrokerID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5e10\u6237\u540d\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pRspUserLogin-&gt;UserID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u5f00\u59cb\u8ba2\u9605\u884c\u60c5<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0rt\u00a0=\u00a0g_pMdUserApi-&gt;SubscribeMarketData(g_pInstrumentID,\u00a0instrumentNum);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!rt)<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&gt;&gt;&gt;&gt;&gt;&gt;\u53d1\u9001\u8ba2\u9605\u884c\u60c5\u8bf7\u6c42\u6210\u529f&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cerr\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&#8212;&gt;&gt;&gt;\u53d1\u9001\u8ba2\u9605\u884c\u60c5\u8bf7\u6c42\u5931\u8d25&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cerr\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u8fd4\u56de\u9519\u8bef&#8212;&gt;&gt;&gt;\u00a0ErrorID=&#8221;<\/span>\u00a0&lt;&lt;\u00a0pRspInfo-&gt;ErrorID\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,\u00a0ErrorMsg=&#8221;<\/span>\u00a0&lt;&lt;\u00a0pRspInfo-&gt;ErrorMsg\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">}&lt;span\u00a0style=<span class=\"string\">&#8220;font-family:&#8217;Microsoft\u00a0YaHei&#8217;;&#8221;<\/span>&gt;<\/li>\n<li class=\"\">&lt;\/span&gt;<\/li>\n<\/ol>\n<\/div>\n<p><strong>\u8ba2\u9605\u884c\u60c5\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_6\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_6\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_27\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_27\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0\u8ba2\u9605\u884c\u60c5\u5e94\u7b54<\/span><\/li>\n<li class=\"\"><span class=\"keyword\">void<\/span>\u00a0CustomMdSpi::OnRspSubMarketData(<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcSpecificInstrumentField\u00a0*pSpecificInstrument,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast)<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bResult\u00a0=\u00a0pRspInfo\u00a0&amp;&amp;\u00a0(pRspInfo-&gt;ErrorID\u00a0!=\u00a00);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!bResult)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u8ba2\u9605\u884c\u60c5\u6210\u529f=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5408\u7ea6\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pSpecificInstrument-&gt;InstrumentID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u5982\u679c\u9700\u8981\u5b58\u5165\u6587\u4ef6\u6216\u8005\u6570\u636e\u5e93\uff0c\u5728\u8fd9\u91cc\u521b\u5efa\u8868\u5934,\u4e0d\u540c\u7684\u5408\u7ea6\u5355\u72ec\u5b58\u50a8<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">char<\/span>\u00a0filePath[100]\u00a0=\u00a0{<span class=\"string\">&#8216;\\0&#8217;<\/span>};<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0sprintf(filePath,\u00a0<span class=\"string\">&#8220;%s_market_data.csv&#8221;<\/span>,\u00a0pSpecificInstrument-&gt;InstrumentID);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::ofstream\u00a0outFile;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0outFile.open(filePath,\u00a0std::ios::out);\u00a0<span class=\"comment\">\/\/\u00a0\u65b0\u5f00\u6587\u4ef6<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0outFile\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5408\u7ea6\u4ee3\u7801&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u66f4\u65b0\u65f6\u95f4&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6700\u65b0\u4ef7&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6210\u4ea4\u91cf&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u4e70\u4ef7\u4e00&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u4e70\u91cf\u4e00&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5356\u4ef7\u4e00&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5356\u91cf\u4e00&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6301\u4ed3\u91cf&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6362\u624b\u7387&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0outFile.close();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cerr\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u8fd4\u56de\u9519\u8bef&#8212;&gt;&gt;&gt;\u00a0ErrorID=&#8221;<\/span>\u00a0&lt;&lt;\u00a0pRspInfo-&gt;ErrorID\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,\u00a0ErrorMsg=&#8221;<\/span>\u00a0&lt;&lt;\u00a0pRspInfo-&gt;ErrorMsg\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">}<\/li>\n<\/ol>\n<\/div>\n<ul>\n<li>\u56e0\u4e3a\u662f\u5f02\u6b65\u63a5\u53e3\uff0c\u8fd9\u91cc\u8fde\u63a5\u3001\u767b\u5f55\u3001\u8ba2\u9605\u884c\u60c5\u662f\u4e00\u6b65\u5957\u4e00\u6b65\u6765\u8c03\u7528\u7684\uff0c\u5728\u8fd0\u884c\u8fc7\u7a0b\u4e2d\uff0c\u4f1a\u542f\u52a8\u4e00\u4e2a\u884c\u60c5\u7ebf\u7a0b\uff0c\u4ea4\u6613\u6240\u6bcf500ms\u4f1a\u63a8\u9001\u4e00\u4e2a\u8ba2\u9605\u7684\u884c\u60c5tick\u6570\u636e\uff0c\u56e0\u6b64\uff0c\u67d0\u4e9b\u63a5\u53e3\u4f1a\u88ab\u8fde\u7eed\u95f4\u9694\u8c03\u7528\uff0c\u76f4\u5230\u8fde\u63a5\u5173\u95ed<\/li>\n<li>\u6536\u5230\u884c\u60c5\u540e\u9664\u4e86\u5b58\u5728\u5185\u5b58\uff0c\u4e5f\u53ef\u4ee5\u7528\u6587\u672c\u6587\u4ef6\u6216\u8005\u6570\u636e\u5e93\u7b49\u5f62\u5f0f\u5b58\u50a8\u8d77\u6765\uff0c\u5728\u8fd9\u91cc\u521b\u5efa\u521d\u59cb\u6587\u4ef6\u6216\u8005\u5efa\u5e93<\/li>\n<\/ul>\n<div><strong>\u6df1\u5ea6\u884c\u60c5\u901a\u77e5<\/strong><\/div>\n<div>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_7\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_7\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_28\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_28\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0\u884c\u60c5\u8be6\u60c5\u901a\u77e5<\/span><\/li>\n<li class=\"\"><span class=\"keyword\">void<\/span>\u00a0CustomMdSpi::OnRtnDepthMarketData(CThostFtdcDepthMarketDataField\u00a0*pDepthMarketData)<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6253\u5370\u884c\u60c5\uff0c\u5b57\u6bb5\u8f83\u591a\uff0c\u622a\u53d6\u90e8\u5206<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u83b7\u5f97\u6df1\u5ea6\u884c\u60c5=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u4ea4\u6613\u65e5\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;TradingDay\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u4ea4\u6613\u6240\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;ExchangeID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5408\u7ea6\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;InstrumentID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5408\u7ea6\u5728\u4ea4\u6613\u6240\u7684\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;ExchangeInstID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6700\u65b0\u4ef7\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;LastPrice\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6570\u91cf\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;Volume\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u5982\u679c\u53ea\u83b7\u53d6\u67d0\u4e00\u4e2a\u5408\u7ea6\u884c\u60c5\uff0c\u53ef\u4ee5\u9010tick\u5730\u5b58\u5165\u6587\u4ef6\u6216\u6570\u636e\u5e93<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">char<\/span>\u00a0filePath[100]\u00a0=\u00a0{<span class=\"string\">&#8216;\\0&#8217;<\/span>};<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0sprintf(filePath,\u00a0<span class=\"string\">&#8220;%s_market_data.csv&#8221;<\/span>,\u00a0pDepthMarketData-&gt;InstrumentID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::ofstream\u00a0outFile;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0outFile.open(filePath,\u00a0std::ios::app);\u00a0<span class=\"comment\">\/\/\u00a0\u6587\u4ef6\u8ffd\u52a0\u5199\u5165\u00a0<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0outFile\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;InstrumentID\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;UpdateTime\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;.&#8221;<\/span>\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;UpdateMillisec\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;LastPrice\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;Volume\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;BidPrice1\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;BidVolume1\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;AskPrice1\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;AskVolume1\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;OpenInterest\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;,&#8221;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0pDepthMarketData-&gt;Turnover\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0outFile.close();<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8ba1\u7b97\u5b9e\u65f6k\u7ebf<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::string\u00a0instrumentKey\u00a0=\u00a0std::string(pDepthMarketData-&gt;InstrumentID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(g_KlineHash.find(instrumentKey)\u00a0==\u00a0g_KlineHash.end())<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0g_KlineHash[instrumentKey]\u00a0=\u00a0TickToKlineHelper();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0g_KlineHash[instrumentKey].KLineFromRealtimeData(pDepthMarketData);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u53d6\u6d88\u8ba2\u9605\u884c\u60c5<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/int\u00a0rt\u00a0=\u00a0g_pMdUserApi-&gt;UnSubscribeMarketData(g_pInstrumentID,\u00a0instrumentNum);<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/if\u00a0(!rt)<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0&#8220;&gt;&gt;&gt;&gt;&gt;&gt;\u53d1\u9001\u53d6\u6d88\u8ba2\u9605\u884c\u60c5\u8bf7\u6c42\u6210\u529f&#8221;\u00a0&lt;&lt;\u00a0std::endl;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/else<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0std::cerr\u00a0&lt;&lt;\u00a0&#8220;&#8212;&gt;&gt;&gt;\u53d1\u9001\u53d6\u6d88\u8ba2\u9605\u884c\u60c5\u8bf7\u6c42\u5931\u8d25&#8221;\u00a0&lt;&lt;\u00a0std::endl;<\/span><\/li>\n<li class=\"\">}<\/li>\n<\/ol>\n<\/div>\n<ul>\n<li>\u6bcf\u4e2atick\u4e16\u95f4\u8282\u70b9\u7cfb\u7edf\u90fd\u4f1a\u8c03\u7528\u8fd9\u4e2a\u51fd\u6570\uff0c\u63a8\u9001\u5177\u4f53\u7684\u884c\u60c5\u622a\u9762\u6570\u636e<\/li>\n<li>\u53ef\u4ee5\u5728\u6b64\u5904\u5c06\u884c\u60c5\u5199\u5230\u672c\u5730\uff0c\u6216\u8005\u505a\u4e00\u4e9b\u6570\u636e\u5904\u7406\uff08\u4f8b\u5982\u5b9e\u65f6K\u7ebf\u8ba1\u7b97\uff0c\u5224\u65ad\u662f\u5426\u89e6\u53d1\u7b56\u7565\u7b49\uff09<\/li>\n<\/ul>\n<\/div>\n<h2><a name=\"t8\"><\/a>\u4ea4\u6613\u56de\u8c03\u7c7b<\/h2>\n<p>\u540c\u7406\uff0c\u4e5f\u9700\u8981\u7ee7\u627fCThostFtdcTraderSpi\u6765\u5b9e\u73b0\u81ea\u5df1\u7684CustomTradeSpi\u7c7b\uff0c\u7528\u4e8e\u4ea4\u6613\u4e0b\u5355\u3001\u62a5\u5355\u7b49\u64cd\u4f5c\u7684\u56de\u8c03<\/p>\n<p><strong>CustomTradeSpi\u5934\u6587\u4ef6<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_8\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_8\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_29\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_29\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"preprocessor\">#pragma\u00a0once<\/span><\/li>\n<li class=\"\"><span class=\"comment\">\/\/\u00a0&#8212;-\u00a0\u6d3e\u751f\u7684\u4ea4\u6613\u7c7b\u00a0&#8212;-\u00a0\/\/<\/span><\/li>\n<li class=\"alt\"><span class=\"preprocessor\">#include\u00a0&#8220;CTP_API\/ThostFtdcTraderApi.h&#8221;<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><span class=\"keyword\">class<\/span>\u00a0CustomTradeSpi\u00a0:\u00a0<span class=\"keyword\">public<\/span>\u00a0CThostFtdcTraderSpi<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0&#8212;-\u00a0ctp_api\u90e8\u5206\u56de\u8c03\u63a5\u53e3\u00a0&#8212;-\u00a0\/\/<\/span><\/li>\n<li class=\"\"><span class=\"keyword\">public<\/span>:<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5f53\u5ba2\u6237\u7aef\u4e0e\u4ea4\u6613\u540e\u53f0\u5efa\u7acb\u8d77\u901a\u4fe1\u8fde\u63a5\u65f6\uff08\u8fd8\u672a\u767b\u5f55\u524d\uff09\uff0c\u8be5\u65b9\u6cd5\u88ab\u8c03\u7528\u3002<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnFrontConnected();<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u767b\u5f55\u8bf7\u6c42\u54cd\u5e94<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspUserLogin(CThostFtdcRspUserLoginField\u00a0*pRspUserLogin,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u9519\u8bef\u5e94\u7b54<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspError(CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5f53\u5ba2\u6237\u7aef\u4e0e\u4ea4\u6613\u540e\u53f0\u901a\u4fe1\u8fde\u63a5\u65ad\u5f00\u65f6\uff0c\u8be5\u65b9\u6cd5\u88ab\u8c03\u7528\u3002\u5f53\u53d1\u751f\u8fd9\u4e2a\u60c5\u51b5\u540e\uff0cAPI\u4f1a\u81ea\u52a8\u91cd\u65b0\u8fde\u63a5\uff0c\u5ba2\u6237\u7aef\u53ef\u4e0d\u505a\u5904\u7406\u3002<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnFrontDisconnected(<span class=\"datatypes\">int<\/span>\u00a0nReason);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5fc3\u8df3\u8d85\u65f6\u8b66\u544a\u3002\u5f53\u957f\u65f6\u95f4\u672a\u6536\u5230\u62a5\u6587\u65f6\uff0c\u8be5\u65b9\u6cd5\u88ab\u8c03\u7528\u3002<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnHeartBeatWarning(<span class=\"datatypes\">int<\/span>\u00a0nTimeLapse);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u767b\u51fa\u8bf7\u6c42\u54cd\u5e94<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspUserLogout(CThostFtdcUserLogoutField\u00a0*pUserLogout,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6295\u8d44\u8005\u7ed3\u7b97\u7ed3\u679c\u786e\u8ba4\u54cd\u5e94<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspSettlementInfoConfirm(CThostFtdcSettlementInfoConfirmField\u00a0*pSettlementInfoConfirm,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u8bf7\u6c42\u67e5\u8be2\u5408\u7ea6\u54cd\u5e94<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspQryInstrument(CThostFtdcInstrumentField\u00a0*pInstrument,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u8bf7\u6c42\u67e5\u8be2\u8d44\u91d1\u8d26\u6237\u54cd\u5e94<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspQryTradingAccount(CThostFtdcTradingAccountField\u00a0*pTradingAccount,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u8bf7\u6c42\u67e5\u8be2\u6295\u8d44\u8005\u6301\u4ed3\u54cd\u5e94<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspQryInvestorPosition(CThostFtdcInvestorPositionField\u00a0*pInvestorPosition,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u62a5\u5355\u5f55\u5165\u8bf7\u6c42\u54cd\u5e94<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspOrderInsert(CThostFtdcInputOrderField\u00a0*pInputOrder,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u62a5\u5355\u64cd\u4f5c\u8bf7\u6c42\u54cd\u5e94<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRspOrderAction(CThostFtdcInputOrderActionField\u00a0*pInputOrderAction,\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u62a5\u5355\u901a\u77e5<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRtnOrder(CThostFtdcOrderField\u00a0*pOrder);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6210\u4ea4\u901a\u77e5<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0OnRtnTrade(CThostFtdcTradeField\u00a0*pTrade);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0&#8212;-\u00a0\u81ea\u5b9a\u4e49\u51fd\u6570\u00a0&#8212;-\u00a0\/\/<\/span><\/li>\n<li class=\"\"><span class=\"keyword\">public<\/span>:<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0loginFlag;\u00a0<span class=\"comment\">\/\/\u00a0\u767b\u9646\u6210\u529f\u7684\u6807\u8bc6<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqOrderInsert(<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0TThostFtdcInstrumentIDType\u00a0instrumentID,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0TThostFtdcPriceType\u00a0price,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0TThostFtdcVolumeType\u00a0volume,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0TThostFtdcDirectionType\u00a0direction);\u00a0<span class=\"comment\">\/\/\u00a0\u4e2a\u6027\u5316\u62a5\u5355\u5f55\u5165\uff0c\u5916\u90e8\u8c03\u7528<\/span><\/li>\n<li class=\"alt\"><span class=\"keyword\">private<\/span>:<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqUserLogin();\u00a0<span class=\"comment\">\/\/\u00a0\u767b\u5f55\u8bf7\u6c42<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqUserLogout();\u00a0<span class=\"comment\">\/\/\u00a0\u767b\u51fa\u8bf7\u6c42<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqSettlementInfoConfirm();\u00a0<span class=\"comment\">\/\/\u00a0\u6295\u8d44\u8005\u7ed3\u679c\u786e\u8ba4<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqQueryInstrument();\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u67e5\u8be2\u5408\u7ea6<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqQueryTradingAccount();\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u67e5\u8be2\u8d44\u91d1\u5e10\u6237<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqQueryInvestorPosition();\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u67e5\u8be2\u6295\u8d44\u8005\u6301\u4ed3<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqOrderInsert();\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u62a5\u5355\u5f55\u5165<\/span><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>\u00a0reqOrderAction(CThostFtdcOrderField\u00a0*pOrder);\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u62a5\u5355\u64cd\u4f5c<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0isErrorRspInfo(CThostFtdcRspInfoField\u00a0*pRspInfo);\u00a0<span class=\"comment\">\/\/\u00a0\u662f\u5426\u6536\u5230\u9519\u8bef\u4fe1\u606f<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0isMyOrder(CThostFtdcOrderField\u00a0*pOrder);\u00a0<span class=\"comment\">\/\/\u00a0\u662f\u5426\u6211\u7684\u62a5\u5355\u56de\u62a5<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0isTradingOrder(CThostFtdcOrderField\u00a0*pOrder);\u00a0<span class=\"comment\">\/\/\u00a0\u662f\u5426\u6b63\u5728\u4ea4\u6613\u7684\u62a5\u5355<\/span><\/li>\n<li class=\"\">};<\/li>\n<\/ol>\n<\/div>\n<p>\u9664\u4e86\u91cd\u5199\u7684\u57fa\u7c7b\u51fd\u6570\uff0c\u8fd8\u81ea\u5df1\u5c01\u88c5\u4e00\u4e9b\u4e3b\u52a8\u8c03\u7528\u7684\u64cd\u4f5c\u51fd\u6570\uff0c\u6bd4\u5982\u767b\u5165\u767b\u51fa\u3001\u4e0b\u5355\u62a5\u5355\u3001\u67e5\u8be2\u62a5\u5355\u7b49<\/p>\n<p><strong>\u767b\u5f55\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_9\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_9\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_30\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_30\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::OnRspUserLogin(<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspUserLoginField\u00a0*pRspUserLogin,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!isErrorRspInfo(pRspInfo))<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u8d26\u6237\u767b\u5f55\u6210\u529f=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0loginFlag\u00a0=\u00a0<span class=\"keyword\">true<\/span>;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u4ea4\u6613\u65e5\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pRspUserLogin-&gt;TradingDay\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u767b\u5f55\u65f6\u95f4\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pRspUserLogin-&gt;LoginTime\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u7ecf\u7eaa\u5546\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pRspUserLogin-&gt;BrokerID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5e10\u6237\u540d\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pRspUserLogin-&gt;UserID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u4fdd\u5b58\u4f1a\u8bdd\u53c2\u6570<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0trade_front_id\u00a0=\u00a0pRspUserLogin-&gt;FrontID;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0session_id\u00a0=\u00a0pRspUserLogin-&gt;SessionID;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0strcpy(order_ref,\u00a0pRspUserLogin-&gt;MaxOrderRef);<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6295\u8d44\u8005\u7ed3\u7b97\u7ed3\u679c\u786e\u8ba4<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0reqSettlementInfoConfirm();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\">}<\/li>\n<\/ol>\n<\/div>\n<p><strong>\u67e5\u8be2\u6295\u8d44\u8005\u7ed3\u7b97\u7ed3\u679c\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_10\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_10\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_31\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_31\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::OnRspSettlementInfoConfirm(<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcSettlementInfoConfirmField\u00a0*pSettlementInfoConfirm,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!isErrorRspInfo(pRspInfo))<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u6295\u8d44\u8005\u7ed3\u7b97\u7ed3\u679c\u786e\u8ba4\u6210\u529f=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u786e\u8ba4\u65e5\u671f\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pSettlementInfoConfirm-&gt;ConfirmDate\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u786e\u8ba4\u65f6\u95f4\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pSettlementInfoConfirm-&gt;ConfirmTime\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u67e5\u8be2\u5408\u7ea6<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0reqQueryInstrument();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\">}<\/li>\n<\/ol>\n<\/div>\n<p><strong>\u67e5\u8be2\u5408\u7ea6\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_11\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_11\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_32\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_32\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::OnRspQryInstrument(<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcInstrumentField\u00a0*pInstrument,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!isErrorRspInfo(pRspInfo))<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u67e5\u8be2\u5408\u7ea6\u7ed3\u679c\u6210\u529f=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u4ea4\u6613\u6240\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInstrument-&gt;ExchangeID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5408\u7ea6\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInstrument-&gt;InstrumentID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5408\u7ea6\u5728\u4ea4\u6613\u6240\u7684\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInstrument-&gt;ExchangeInstID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6267\u884c\u4ef7\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInstrument-&gt;StrikePrice\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5230\u671f\u65e5\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInstrument-&gt;EndDelivDate\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5f53\u524d\u4ea4\u6613\u72b6\u6001\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInstrument-&gt;IsTrading\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u67e5\u8be2\u6295\u8d44\u8005\u8d44\u91d1\u8d26\u6237<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0reqQueryTradingAccount();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\">}<\/li>\n<\/ol>\n<\/div>\n<p><strong>\u67e5\u8be2\u6295\u8d44\u8005\u8d44\u91d1\u5e10\u6237\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_12\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_12\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_33\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_33\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::OnRspQryTradingAccount(<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcTradingAccountField\u00a0*pTradingAccount,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!isErrorRspInfo(pRspInfo))<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u67e5\u8be2\u6295\u8d44\u8005\u8d44\u91d1\u8d26\u6237\u6210\u529f=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6295\u8d44\u8005\u8d26\u53f7\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTradingAccount-&gt;AccountID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u53ef\u7528\u8d44\u91d1\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTradingAccount-&gt;Available\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u53ef\u53d6\u8d44\u91d1\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTradingAccount-&gt;WithdrawQuota\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5f53\u524d\u4fdd\u8bc1\u91d1:\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTradingAccount-&gt;CurrMargin\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5e73\u4ed3\u76c8\u4e8f\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTradingAccount-&gt;CloseProfit\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u67e5\u8be2\u6295\u8d44\u8005\u6301\u4ed3<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0reqQueryInvestorPosition();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"\">}<\/li>\n<\/ol>\n<\/div>\n<p><strong>\u67e5\u8be2\u6295\u8d44\u8005\u6301\u4ed3\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_13\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_13\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_34\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_34\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::OnRspQryInvestorPosition(<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcInvestorPositionField\u00a0*pInvestorPosition,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcRspInfoField\u00a0*pRspInfo,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0nRequestID,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0bIsLast)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!isErrorRspInfo(pRspInfo))<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u67e5\u8be2\u6295\u8d44\u8005\u6301\u4ed3\u6210\u529f=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(pInvestorPosition)<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5408\u7ea6\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInvestorPosition-&gt;InstrumentID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5f00\u4ed3\u4ef7\u683c\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInvestorPosition-&gt;OpenAmount\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5f00\u4ed3\u91cf\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInvestorPosition-&gt;OpenVolume\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5f00\u4ed3\u65b9\u5411\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pInvestorPosition-&gt;PosiDirection\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5360\u7528\u4fdd\u8bc1\u91d1\uff1a&#8221;<\/span>\u00a0&lt;&lt;\u00a0pInvestorPosition-&gt;UseMargin\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&#8212;&#8211;&gt;\u8be5\u5408\u7ea6\u672a\u6301\u4ed3&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u62a5\u5355\u5f55\u5165\u8bf7\u6c42\uff08\u8fd9\u91cc\u662f\u4e00\u90e8\u63a5\u53e3\uff0c\u6b64\u5904\u662f\u6309\u987a\u5e8f\u6267\u884c\uff09<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/*if\u00a0(loginFlag)<\/span><\/li>\n<li class=\"alt\"><span class=\"comment\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0reqOrderInsert();*\/<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(loginFlag)<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0reqOrderInsert(g_pTradeInstrumentID,\u00a0gLimitPrice,\u00a01,\u00a0gTradeDirection);\u00a0<span class=\"comment\">\/\/\u00a0\u81ea\u5b9a\u4e49\u4e00\u7b14\u4ea4\u6613<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u7b56\u7565\u4ea4\u6613<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/*std::cout\u00a0&lt;&lt;\u00a0&#8220;=====\u5f00\u59cb\u8fdb\u5165\u7b56\u7565\u4ea4\u6613=====&#8221;\u00a0&lt;&lt;\u00a0std::endl;<\/span><\/li>\n<li class=\"alt\"><span class=\"comment\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0while\u00a0(loginFlag)<\/span><\/li>\n<li class=\"\"><span class=\"comment\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0StrategyCheckAndTrade(g_pTradeInstrumentID,\u00a0this);*\/<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"\">}<\/li>\n<\/ol>\n<\/div>\n<p>\u8fd9\u91cc\u628a\u4e0b\u5355\u5f55\u5165\u7684\u64cd\u4f5c\u653e\u5728\u4e86\u6301\u4ed3\u7ed3\u679c\u51fa\u6765\u4e4b\u540e\u7684\u56de\u8c03\u91cc\u9762\uff0c\u7b56\u7565\u4ea4\u6613\u4e5f\u7b80\u5355\u7684\u653e\u5728\u4e86\u8fd9\u91cc\uff0c\u771f\u5b9e\u7684\u60c5\u51b5\u4e0b\uff0c\u5e94\u8be5\u662f\u7531\u884c\u60c5\u89e6\u53d1\u67d0\u4e2a\u7b56\u7565\u6761\u4ef6\u5f00\u4e00\u4e2a\u7ebf\u7a0b\u8fdb\u884c\u7b56\u7565\u4ea4\u6613<\/p>\n<p><strong>\u4e0b\u5355\u64cd\u4f5c<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_14\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_14\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_35\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_35\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::reqOrderInsert(<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0TThostFtdcInstrumentIDType\u00a0instrumentID,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0TThostFtdcPriceType\u00a0price,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0TThostFtdcVolumeType\u00a0volume,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0TThostFtdcDirectionType\u00a0direction)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcInputOrderField\u00a0orderInsertReq;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0memset(&amp;orderInsertReq,\u00a00,\u00a0<span class=\"keyword\">sizeof<\/span>(orderInsertReq));<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u7ecf\u7eaa\u516c\u53f8\u4ee3\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(orderInsertReq.BrokerID,\u00a0gBrokerID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6295\u8d44\u8005\u4ee3\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(orderInsertReq.InvestorID,\u00a0gInvesterID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5408\u7ea6\u4ee3\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(orderInsertReq.InstrumentID,\u00a0instrumentID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u62a5\u5355\u5f15\u7528<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(orderInsertReq.OrderRef,\u00a0order_ref);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u62a5\u5355\u4ef7\u683c\u6761\u4ef6:\u00a0\u9650\u4ef7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.OrderPriceType\u00a0=\u00a0THOST_FTDC_OPT_LimitPrice;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u4e70\u5356\u65b9\u5411:\u00a0<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.Direction\u00a0=\u00a0direction;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u7ec4\u5408\u5f00\u5e73\u6807\u5fd7:\u00a0\u5f00\u4ed3<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.CombOffsetFlag[0]\u00a0=\u00a0THOST_FTDC_OF_Open;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u7ec4\u5408\u6295\u673a\u5957\u4fdd\u6807\u5fd7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.CombHedgeFlag[0]\u00a0=\u00a0THOST_FTDC_HF_Speculation;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u4ef7\u683c<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.LimitPrice\u00a0=\u00a0price;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6570\u91cf\uff1a1<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.VolumeTotalOriginal\u00a0=\u00a0volume;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6709\u6548\u671f\u7c7b\u578b:\u00a0\u5f53\u65e5\u6709\u6548<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.TimeCondition\u00a0=\u00a0THOST_FTDC_TC_GFD;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6210\u4ea4\u91cf\u7c7b\u578b:\u00a0\u4efb\u4f55\u6570\u91cf<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.VolumeCondition\u00a0=\u00a0THOST_FTDC_VC_AV;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6700\u5c0f\u6210\u4ea4\u91cf:\u00a01<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.MinVolume\u00a0=\u00a01;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u89e6\u53d1\u6761\u4ef6:\u00a0\u7acb\u5373<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.ContingentCondition\u00a0=\u00a0THOST_FTDC_CC_Immediately;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5f3a\u5e73\u539f\u56e0:\u00a0\u975e\u5f3a\u5e73<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.ForceCloseReason\u00a0=\u00a0THOST_FTDC_FCC_NotForceClose;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u81ea\u52a8\u6302\u8d77\u6807\u5fd7:\u00a0\u5426<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.IsAutoSuspend\u00a0=\u00a00;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u7528\u6237\u5f3a\u8bc4\u6807\u5fd7:\u00a0\u5426<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderInsertReq.UserForceClose\u00a0=\u00a00;<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">static<\/span>\u00a0<span class=\"datatypes\">int<\/span>\u00a0requestID\u00a0=\u00a00;\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u7f16\u53f7<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0rt\u00a0=\u00a0g_pTradeUserApi-&gt;ReqOrderInsert(&amp;orderInsertReq,\u00a0++requestID);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!rt)<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&gt;&gt;&gt;&gt;&gt;&gt;\u53d1\u9001\u62a5\u5355\u5f55\u5165\u8bf7\u6c42\u6210\u529f&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cerr\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&#8212;&gt;&gt;&gt;\u53d1\u9001\u62a5\u5355\u5f55\u5165\u8bf7\u6c42\u5931\u8d25&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">}<\/li>\n<\/ol>\n<\/div>\n<p>\u901a\u8fc7\u91cd\u8f7d\u5199\u4e86\u4e24\u4e2a\u51fd\u6570\uff0c\u4e00\u4e2a\u662f\u7528\u9ed8\u8ba4\u53c2\u6570\u4e0b\u5355\uff0c\u4e00\u4e2a\u53ef\u4ee5\u4f20\u53c2\u4e0b\u5355\uff0c\u6bd4\u5982\u8bbe\u5b9a\u5408\u7ea6\u4ee3\u7801\u3001\u4ef7\u683c\u3001\u6570\u91cf\u7b49<strong>\u62a5\u5355\u64cd\u4f5c<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_15\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_15\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_36\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_36\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::reqOrderAction(CThostFtdcOrderField\u00a0*pOrder)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">static<\/span>\u00a0<span class=\"datatypes\">bool<\/span>\u00a0orderActionSentFlag\u00a0=\u00a0<span class=\"keyword\">false<\/span>;\u00a0<span class=\"comment\">\/\/\u00a0\u662f\u5426\u53d1\u9001\u4e86\u62a5\u5355<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(orderActionSentFlag)<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">return<\/span>;<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CThostFtdcInputOrderActionField\u00a0orderActionReq;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0memset(&amp;orderActionReq,\u00a00,\u00a0<span class=\"keyword\">sizeof<\/span>(orderActionReq));<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u7ecf\u7eaa\u516c\u53f8\u4ee3\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(orderActionReq.BrokerID,\u00a0pOrder-&gt;BrokerID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6295\u8d44\u8005\u4ee3\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(orderActionReq.InvestorID,\u00a0pOrder-&gt;InvestorID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u62a5\u5355\u64cd\u4f5c\u5f15\u7528<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0TThostFtdcOrderActionRefType\u00a0\u00a0\u00a0\u00a0OrderActionRef;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u62a5\u5355\u5f15\u7528<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(orderActionReq.OrderRef,\u00a0pOrder-&gt;OrderRef);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u8bf7\u6c42\u7f16\u53f7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0TThostFtdcRequestIDType\u00a0RequestID;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u524d\u7f6e\u7f16\u53f7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderActionReq.FrontID\u00a0=\u00a0trade_front_id;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u4f1a\u8bdd\u7f16\u53f7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderActionReq.SessionID\u00a0=\u00a0session_id;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u4ea4\u6613\u6240\u4ee3\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0TThostFtdcExchangeIDType\u00a0\u00a0\u00a0\u00a0ExchangeID;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u62a5\u5355\u7f16\u53f7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0TThostFtdcOrderSysIDType\u00a0\u00a0\u00a0\u00a0OrderSysID;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u64cd\u4f5c\u6807\u5fd7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0orderActionReq.ActionFlag\u00a0=\u00a0THOST_FTDC_AF_Delete;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u4ef7\u683c<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0TThostFtdcPriceType\u00a0LimitPrice;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u6570\u91cf\u53d8\u5316<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0TThostFtdcVolumeType\u00a0\u00a0\u00a0\u00a0VolumeChange;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u7528\u6237\u4ee3\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u00a0TThostFtdcUserIDType\u00a0\u00a0\u00a0\u00a0UserID;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\/\u5408\u7ea6\u4ee3\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0strcpy(orderActionReq.InstrumentID,\u00a0pOrder-&gt;InstrumentID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">static<\/span>\u00a0<span class=\"datatypes\">int<\/span>\u00a0requestID\u00a0=\u00a00;\u00a0<span class=\"comment\">\/\/\u00a0\u8bf7\u6c42\u7f16\u53f7<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0rt\u00a0=\u00a0g_pTradeUserApi-&gt;ReqOrderAction(&amp;orderActionReq,\u00a0++requestID);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(!rt)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&gt;&gt;&gt;&gt;&gt;&gt;\u53d1\u9001\u62a5\u5355\u64cd\u4f5c\u8bf7\u6c42\u6210\u529f&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cerr\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&#8212;&gt;&gt;&gt;\u53d1\u9001\u62a5\u5355\u64cd\u4f5c\u8bf7\u6c42\u5931\u8d25&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0orderActionSentFlag\u00a0=\u00a0<span class=\"keyword\">true<\/span>;<\/li>\n<li class=\"\">}<\/li>\n<\/ol>\n<\/div>\n<p>\u4e3b\u8981\u662f\u5bf9\u4e8e\u672a\u6210\u4ea4\u7684\u8ba2\u5355\u8fdb\u884c\u7f16\u8f91\u6216\u8005\u64a4\u9500\u64cd\u4f5c<br \/>\n<strong>\u62a5\u5355\u5e94\u7b54<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_16\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_16\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_37\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_37\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::OnRtnOrder(CThostFtdcOrderField\u00a0*pOrder)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">char<\/span>\u00a0str[10];<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0sprintf(str,\u00a0<span class=\"string\">&#8220;%d&#8221;<\/span>,\u00a0pOrder-&gt;OrderSubmitStatus);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0orderState\u00a0=\u00a0atoi(str)\u00a0&#8211;\u00a048;\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u62a5\u5355\u72b6\u60010=\u5df2\u7ecf\u63d0\u4ea4\uff0c3=\u5df2\u7ecf\u63a5\u53d7<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u6536\u5230\u62a5\u5355\u5e94\u7b54=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(isMyOrder(pOrder))<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(isTradingOrder(pOrder))<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&#8212;&gt;&gt;&gt;\u00a0\u7b49\u5f85\u6210\u4ea4\u4e2d\uff01&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/reqOrderAction(pOrder);\u00a0\/\/\u00a0\u8fd9\u91cc\u53ef\u4ee5\u64a4\u5355<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/reqUserLogout();\u00a0\/\/\u00a0\u767b\u51fa\u6d4b\u8bd5<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span>\u00a0<span class=\"keyword\">if<\/span>\u00a0(pOrder-&gt;OrderStatus\u00a0==\u00a0THOST_FTDC_OST_Canceled)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;&#8212;&gt;&gt;&gt;\u00a0\u64a4\u5355\u6210\u529f\uff01&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"\">}<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\"><span class=\"keyword\">void<\/span>\u00a0CustomTradeSpi::OnRtnTrade(CThostFtdcTradeField\u00a0*pTrade)<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;=====\u62a5\u5355\u6210\u529f\u6210\u4ea4=====&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6210\u4ea4\u65f6\u95f4\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTrade-&gt;TradeTime\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5408\u7ea6\u4ee3\u7801\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTrade-&gt;InstrumentID\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6210\u4ea4\u4ef7\u683c\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTrade-&gt;Price\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6210\u4ea4\u91cf\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTrade-&gt;Volume\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5f00\u5e73\u4ed3\u65b9\u5411\uff1a\u00a0&#8220;<\/span>\u00a0&lt;&lt;\u00a0pTrade-&gt;Direction\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">}<\/li>\n<\/ol>\n<\/div>\n<p>\u7b49\u5f85\u6210\u4ea4\u8fdb\u884c\u8f6e\u8be2\u53ef\u4ee5\u9009\u62e9\u62a5\u5355\u64cd\u4f5c\uff0c\u6210\u4ea4\u5b8c\u6210\u540e\u7684\u5e94\u7b54<\/p>\n<h2><a name=\"t9\"><\/a>\u65f6\u95f4\u5e8f\u5217\u8f6cK\u7ebf<\/h2>\n<p>\u4ece\u4ea4\u6613\u62ff\u5230\u7684tick\u6570\u636e\u662f\u65f6\u95f4\u5e8f\u5217\u6570\u636e\uff0c\u5728\u8bc1\u5238\u4ea4\u6613\u4e2d\u5176\u5b9e\u8fd8\u9700\u8981\u6839\u636e\u65f6\u95f4\u5e8f\u5217\u7b97\u51fa\u4e00\u4e9b\u6280\u672f\u6307\u6807\u6570\u636e\uff0c\u4f8b\u5982MACD\uff0cKDJ\u3001K\u7ebf\u7b49\uff0c\u8fd9\u91cc\u7b80\u5355\u5730\u5bf9\u6570\u636e\u505a\u4e00\u4e0b\u5904\u7406\uff0c\u5199\u4e00\u4e2aTickToKlineHelper\u5c06\u65f6\u95f4\u5e8f\u5217\u4e13\u7a0bK\u7ebf<strong>K\u7ebf\u6570\u636e\u7ed3\u6784<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_17\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_17\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_38\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_38\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0k\u7ebf\u6570\u636e\u7ed3\u6784<\/span><\/li>\n<li class=\"\"><span class=\"keyword\">struct<\/span>\u00a0KLineDataType<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">double<\/span>\u00a0open_price;\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u5f00<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">double<\/span>\u00a0high_price;\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u9ad8<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">double<\/span>\u00a0low_price;\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u4f4e<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">double<\/span>\u00a0close_price;\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6536<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0volume;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u91cf<\/span><\/li>\n<li class=\"alt\">};<\/li>\n<\/ol>\n<\/div>\n<p><strong>\u8f6c\u6362\u51fd\u6570<\/strong><\/p>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_18\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_18\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_39\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_39\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0TickToKlineHelper::KLineFromLocalData(<span class=\"keyword\">const<\/span>\u00a0std::string\u00a0&amp;sFilePath,\u00a0<span class=\"keyword\">const<\/span>\u00a0std::string\u00a0&amp;dFilePath)<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u5148\u6e05\u7406\u6b8b\u7559\u6570\u636e<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0m_priceVec.clear();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0m_volumeVec.clear();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0m_KLineDataArray.clear();<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5f00\u59cb\u8f6c\u6362tick\u5230k\u7ebf&#8230;&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u9ed8\u8ba4\u8bfb\u53d6\u7684tick\u6570\u636e\u8868\u67094\u4e2a\u5b57\u6bb5\uff1a\u5408\u7ea6\u4ee3\u7801\u3001\u66f4\u65b0\u65f6\u95f4\u3001\u6700\u65b0\u4ef7\u3001\u6210\u4ea4\u91cf<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::ifstream\u00a0srcInFile;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::ofstream\u00a0dstOutFile;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0srcInFile.open(sFilePath,\u00a0std::ios::in);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0dstOutFile.open(dFilePath,\u00a0std::ios::out);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0dstOutFile\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u5f00\u76d8\u4ef7&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8216;,&#8217;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6700\u9ad8\u4ef7&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8216;,&#8217;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6700\u4f4e\u4ef7&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8216;,&#8217;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6536\u76d8\u4ef7&#8221;<\/span>\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8216;,&#8217;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u6210\u4ea4\u91cf&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u4e00\u904d\u89e3\u6790\u6587\u4ef6\u4e00\u8fb9\u8ba1\u7b97k\u7ebf\u6570\u636e\uff0c1\u5206\u949fk\u7ebf\u6bcf\u6b21\u8bfb\u53d660\u00a0*\u00a02\u00a0=\u00a0120\u884c\u6570\u636e<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::string\u00a0lineStr;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">bool<\/span>\u00a0isFirstLine\u00a0=\u00a0<span class=\"keyword\">true<\/span>;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">while<\/span>\u00a0(std::getline(srcInFile,\u00a0lineStr))<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(isFirstLine)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8df3\u8fc7\u7b2c\u4e00\u884c\u8868\u5934<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0isFirstLine\u00a0=\u00a0<span class=\"keyword\">false<\/span>;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">continue<\/span>;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::istringstream\u00a0ss(lineStr);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0std::string\u00a0fieldStr;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0count\u00a0=\u00a04;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">while<\/span>\u00a0(std::getline(ss,\u00a0fieldStr,\u00a0<span class=\"string\">&#8216;,&#8217;<\/span>))<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0count&#8211;;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(count\u00a0==\u00a01)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0m_priceVec.push_back(std::atof(fieldStr.c_str()));<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span>\u00a0<span class=\"keyword\">if<\/span>\u00a0(count\u00a0==\u00a00)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0m_volumeVec.push_back(std::atoi(fieldStr.c_str()));<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">break<\/span>;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8ba1\u7b97k\u7ebf<\/span><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(m_priceVec.size()\u00a0==\u00a0kDataLineNum)<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0KLineDataType\u00a0k_line_data;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.open_price\u00a0=\u00a0m_priceVec.front();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.high_price\u00a0=\u00a0*std::max_element(m_priceVec.cbegin(),\u00a0m_priceVec.cend());<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.low_price\u00a0=\u00a0*std::min_element(m_priceVec.cbegin(),\u00a0m_priceVec.cend());<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.close_price\u00a0=\u00a0m_priceVec.back();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6210\u4ea4\u91cf\u7684\u771f\u5b9e\u7684\u7b97\u6cd5\u662f\u5f53\u524d\u533a\u95f4\u6700\u540e\u4e00\u4e2a\u6210\u4ea4\u91cf\u51cf\u53bb\u4e0a\u53bb\u4e00\u4e2a\u533a\u95f4\u6700\u540e\u4e00\u4e2a\u6210\u4ea4\u91cf<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.volume\u00a0=\u00a0m_volumeVec.back()\u00a0&#8211;\u00a0m_volumeVec.front();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/m_KLineDataArray.push_back(k_line_data);\u00a0\/\/\u00a0\u6b64\u5904\u53ef\u4ee5\u5b58\u5230\u5185\u5b58<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0dstOutFile\u00a0&lt;&lt;\u00a0k_line_data.open_price\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8216;,&#8217;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0k_line_data.high_price\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8216;,&#8217;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0k_line_data.low_price\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8216;,&#8217;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0k_line_data.close_price\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8216;,&#8217;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0&lt;&lt;\u00a0k_line_data.volume\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0m_priceVec.clear();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0m_volumeVec.clear();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0srcInFile.close();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0dstOutFile.close();<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;k\u7ebf\u751f\u6210\u6210\u529f&#8221;<\/span>\u00a0&lt;&lt;\u00a0std::endl;<\/li>\n<li class=\"\">}<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\"><span class=\"keyword\">void<\/span>\u00a0TickToKlineHelper::KLineFromRealtimeData(CThostFtdcDepthMarketDataField\u00a0*pDepthMarketData)<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0m_priceVec.push_back(pDepthMarketData-&gt;LastPrice);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0m_volumeVec.push_back(pDepthMarketData-&gt;Volume);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(m_priceVec.size()\u00a0==\u00a0kDataLineNum)<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0KLineDataType\u00a0k_line_data;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.open_price\u00a0=\u00a0m_priceVec.front();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.high_price\u00a0=\u00a0*std::max_element(m_priceVec.cbegin(),\u00a0m_priceVec.cend());<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.low_price\u00a0=\u00a0*std::min_element(m_priceVec.cbegin(),\u00a0m_priceVec.cend());<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.close_price\u00a0=\u00a0m_priceVec.back();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6210\u4ea4\u91cf\u7684\u771f\u5b9e\u7684\u7b97\u6cd5\u662f\u5f53\u524d\u533a\u95f4\u6700\u540e\u4e00\u4e2a\u6210\u4ea4\u91cf\u51cf\u53bb\u4e0a\u53bb\u4e00\u4e2a\u533a\u95f4\u6700\u540e\u4e00\u4e2a\u6210\u4ea4\u91cf<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0k_line_data.volume\u00a0=\u00a0m_volumeVec.back()\u00a0&#8211;\u00a0m_volumeVec.front();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0m_KLineDataArray.push_back(k_line_data);\u00a0<span class=\"comment\">\/\/\u00a0\u6b64\u5904\u53ef\u4ee5\u5b58\u5230\u5185\u5b58<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0m_priceVec.clear();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0m_volumeVec.clear();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"\">}&lt;span\u00a0style=<span class=\"string\">&#8220;font-family:&#8217;Microsoft\u00a0YaHei&#8217;;&#8221;<\/span>&gt;<\/li>\n<li class=\"alt\">&lt;\/span&gt;<\/li>\n<\/ol>\n<\/div>\n<ul>\n<li>\u53ef\u4ee5\u4ece\u672c\u5730\u6587\u4ef6\u4e2d\u8bfb\u53d6\u884c\u60c5\u6570\u636e\uff0c\u8fdb\u884c\u79bb\u7ebf\u8f6c\u6362\uff0c\u4e5f\u53ef\u4ee5\u5728\u63a5\u53d7\u5230\u884c\u60c5\u65f6\u8fdb\u884c\u5b9e\u65f6\u8ba1\u7b97<\/li>\n<li>\u57fa\u672c\u601d\u60f3\u662f\uff0c\u9488\u5bf9\u6bcf\u4e2a\u5408\u7ea6\u4ee3\u7801\uff0c\u5efa\u7acb\u5b57\u5178\uff0c\u7ef4\u6301\u4e00\u4e2a\u884c\u60c5\u6570\u7ec4\uff0c\u5f53\u65f6\u95f4\u95f4\u9694\u8fbe\u5230\u8981\u6c42\uff08\u4f8b\u5982\u5206\u949f\u3001\u5206\u65f6\u3001\u5206\u65e5\uff09\u65f6\u8ba1\u7b97\u8be5\u65f6\u6bb5\u7684\u5f00\u3001\u9ad8\u3001\u4f4e\u3001\u6536\u3001\u6210\u4ea4\u91cf\u7b49\u6570\u636e\u5b58\u5165K\u7ebf\u6570\u7ec4<\/li>\n<li>\u6700\u4f4e\u65f6\u95f4\u5355\u4f4d\u7684K\u7ebf\u8ba1\u7b97\u51fa\u6765\u4e4b\u540e\uff0c\u9ad8\u65f6\u95f4\u95f4\u9694\u7684K\u7ebf\u6570\u636e\u53ef\u4ee5\u6839\u636e\u4f4e\u65f6\u95f4\u95f4\u9694\u7684K\u7ebf\u8ba1\u7b97\u51fa\u6765\uff08\u4f8b\u5982\uff0c\u7b97\u51fa\u4e86\u5206\u949fK\uff0c\u90a3\u4e48\u5206\u65f6K\u5c31\u6839\u636e\u5206\u949fK\u6765\u7b97\uff09<\/li>\n<li>\u672c\u4f8b\u5b50\u4e2d\u53ea\u662f\u5b9e\u73b0\u4e86\u4e00\u4e2a\u5927\u6982\u7684\u539f\u7406\uff0c\u975e\u5e38\u4e0d\u7cbe\u786e\uff0c\u4ec5\u4f9b\u53c2\u8003<\/li>\n<\/ul>\n<div>\n<h2><a name=\"t10\"><\/a>\u7b56\u7565\u4ea4\u6613<\/h2>\n<p>\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf\u6700\u7ec8\u662f\u9700\u8981\u5c06\u7f16\u5199\u7684\u7b56\u7565\u4ee3\u7801\u6302\u8f7d\u5230\u7cfb\u7edf\u4e2d\u8fdb\u884c\u7b56\u7565\u4ea4\u6613\u7684\uff0c\u8fd9\u91cc\u505a\u4e86\u4e00\u4e2a\u7b80\u5355\u7684\u5b9e\u73b0<\/p>\n<\/div>\n<div>StrategyTrade.h<\/div>\n<div>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_19\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_19\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_40\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_40\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"preprocessor\">#pragma\u00a0once<\/span><\/li>\n<li class=\"\"><span class=\"comment\">\/\/\u00a0&#8212;-\u00a0\u7b80\u5355\u7b56\u7565\u4ea4\u6613\u7684\u7c7b\u00a0&#8212;-\u00a0\/\/<\/span><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\"><span class=\"preprocessor\">#include\u00a0&lt;functional&gt;<\/span><\/li>\n<li class=\"alt\"><span class=\"preprocessor\">#include\u00a0&#8220;CTP_API\/ThostFtdcUserApiStruct.h&#8221;<\/span><\/li>\n<li class=\"\"><span class=\"preprocessor\">#include\u00a0&#8220;TickToKlineHelper.h&#8221;<\/span><\/li>\n<li class=\"alt\"><span class=\"preprocessor\">#include\u00a0&#8220;CustomTradeSpi.h&#8221;<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><span class=\"keyword\">typedef<\/span>\u00a0<span class=\"keyword\">void<\/span>(*reqOrderInsertFun)(<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0TThostFtdcInstrumentIDType\u00a0instrumentID,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0TThostFtdcPriceType\u00a0price,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0TThostFtdcVolumeType\u00a0volume,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0TThostFtdcDirectionType\u00a0direction);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><span class=\"keyword\">using<\/span>\u00a0ReqOrderInsertFunctionType\u00a0=\u00a0std::function&lt;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">void<\/span>(TThostFtdcInstrumentIDType\u00a0instrumentID,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0TThostFtdcPriceType\u00a0price,<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0TThostFtdcVolumeType\u00a0volume,<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0TThostFtdcDirectionType\u00a0direction)&gt;;<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><span class=\"keyword\">void<\/span>\u00a0StrategyCheckAndTrade(TThostFtdcInstrumentIDType\u00a0instrumentID,\u00a0CustomTradeSpi\u00a0*customTradeSpi);&lt;span\u00a0style=<span class=\"string\">&#8220;font-family:&#8217;Microsoft\u00a0YaHei&#8217;;&#8221;<\/span>&gt;<\/li>\n<li class=\"\">&lt;\/span&gt;<\/li>\n<\/ol>\n<\/div>\n<p>StrategyTrade.cpp<\/p>\n<\/div>\n<div>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_20\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_20\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_41\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_41\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"preprocessor\">#include\u00a0&lt;vector&gt;<\/span><\/li>\n<li class=\"\"><span class=\"preprocessor\">#include\u00a0&lt;string&gt;<\/span><\/li>\n<li class=\"alt\"><span class=\"preprocessor\">#include\u00a0&lt;unordered_map&gt;<\/span><\/li>\n<li class=\"\"><span class=\"preprocessor\">#include\u00a0&lt;thread&gt;<\/span><\/li>\n<li class=\"alt\"><span class=\"preprocessor\">#include\u00a0&lt;mutex&gt;<\/span><\/li>\n<li class=\"\"><span class=\"preprocessor\">#include\u00a0&#8220;StrategyTrade.h&#8221;<\/span><\/li>\n<li class=\"alt\"><span class=\"preprocessor\">#include\u00a0&#8220;CustomTradeSpi.h&#8221;<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><span class=\"keyword\">extern<\/span>\u00a0std::unordered_map&lt;std::string,\u00a0TickToKlineHelper&gt;\u00a0g_KlineHash;<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><span class=\"comment\">\/\/\u00a0\u7ebf\u7a0b\u4e92\u65a5\u91cf<\/span><\/li>\n<li class=\"\">std::mutex\u00a0marketDataMutex;<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\"><span class=\"keyword\">void<\/span>\u00a0StrategyCheckAndTrade(TThostFtdcInstrumentIDType\u00a0instrumentID,\u00a0CustomTradeSpi\u00a0*customTradeSpi)<\/li>\n<li class=\"alt\">{<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u52a0\u9501<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0std::lock_guard&lt;std::mutex&gt;\u00a0lk(marketDataMutex);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0TickToKlineHelper\u00a0tickToKlineObject\u00a0=\u00a0g_KlineHash.at(std::string(instrumentID));<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u7b56\u7565<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0std::vector&lt;<span class=\"datatypes\">double<\/span>&gt;\u00a0priceVec\u00a0=\u00a0tickToKlineObject.m_priceVec;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(priceVec.size()\u00a0&gt;=\u00a03)<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"datatypes\">int<\/span>\u00a0len\u00a0=\u00a0priceVec.size();<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6700\u540e\u8fde\u7eed\u4e09\u4e2a\u4e0a\u6da8\u5c31\u4e70\u5f00\u4ed3,\u53cd\u4e4b\u5c31\u5356\u5f00\u4ed3,\u8fd9\u91cc\u6682\u65f6\u7528\u6700\u540e\u4e00\u4e2a\u4ef7\u683c\u4e0b\u5355<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">if<\/span>\u00a0(priceVec[len\u00a0&#8211;\u00a01]\u00a0&gt;\u00a0priceVec[len\u00a0&#8211;\u00a02]\u00a0&amp;&amp;\u00a0priceVec[len\u00a0&#8211;\u00a02]\u00a0&gt;\u00a0priceVec[len\u00a0&#8211;\u00a03])<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0customTradeSpi-&gt;reqOrderInsert(instrumentID,\u00a0priceVec[len\u00a0&#8211;\u00a01],\u00a01,\u00a0THOST_FTDC_D_Buy);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">else<\/span>\u00a0<span class=\"keyword\">if<\/span>\u00a0(priceVec[len\u00a0&#8211;\u00a01]\u00a0&lt;\u00a0priceVec[len\u00a0&#8211;\u00a02]\u00a0&amp;&amp;\u00a0priceVec[len\u00a0&#8211;\u00a02]\u00a0&lt;\u00a0priceVec[len\u00a0&#8211;\u00a03])<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0customTradeSpi-&gt;reqOrderInsert(instrumentID,\u00a0priceVec[len\u00a0&#8211;\u00a01],\u00a01,\u00a0THOST_FTDC_D_Buy);<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0}<\/li>\n<li class=\"\">}&lt;span\u00a0style=<span class=\"string\">&#8220;font-family:&#8217;Microsoft\u00a0YaHei&#8217;;&#8221;<\/span>&gt;<\/li>\n<li class=\"alt\">&lt;\/span&gt;<\/li>\n<\/ol>\n<\/div>\n<ul>\n<li>\u57fa\u672c\u601d\u60f3\uff0c\u9488\u5bf9\u6307\u5b9a\u5408\u7ea6\uff0c\u5224\u65ad\u5982\u679c\u8fde\u7eed\u4e09\u4e2a\u4e0a\u6da8\u5c31\u4e70\u5f00\u4ed3\uff0c\u8fde\u7eed\u4e09\u4e2a\u4e0b\u8dcc\u5c31\u5356\u5f00\u4ed3\uff0c\u4ef7\u683c\u90fd\u662f\u7528\u6700\u65b0\u4ef7<\/li>\n<li>\u56e0\u4e3a\u884c\u60c5\u548c\u4ea4\u6613\u662f\u5206\u5f00\u7684\u7ebf\u7a0b\uff0c\u6d89\u53ca\u5230\u7ebf\u7a0b\u7ade\u4e89\uff0c\u6240\u4ee5\u5728\u5b9e\u9645\u4e0b\u5355\u65f6\u9700\u8981\u52a0\u5165\u4e92\u65a5\u9501\uff0c\u7ebf\u7a0b\u540c\u6b65<\/li>\n<li>\u7b56\u7565\u5982\u4f55\u88ab\u884c\u60c5\u89e6\u53d1\u7136\u540e\u4ea4\u6613\u5176\u5b9e\u9700\u8981\u7528\u4e8b\u4ef6\u9a71\u52a8\u6765\u505a\u7684\uff0c\u8fd9\u91cc\u6ca1\u6709\u5b9e\u73b0T_T<\/li>\n<\/ul>\n<div>\n<h2><a name=\"t11\"><\/a>\u5165\u53e3<\/h2>\n<p>main.cpp<\/p>\n<\/div>\n<div>\n<div class=\"dp-highlighter bg_cpp\">\n<div class=\"bar\">\n<div class=\"tools\">\n<p><b>[cpp]<\/b>\u00a0<a class=\"ViewSource\" title=\"view plain\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">view plain<\/a><span data-mod=\"popu_168\">\u00a0<a class=\"CopyToClipboard\" title=\"copy\" href=\"https:\/\/blog.csdn.net\/u012234115\/article\/details\/70195889#\">copy<\/a><\/span><\/p>\n<div><embed id=\"ZeroClipboardMovie_21\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_21\" data-mce-fragment=\"1\"><\/embed><\/div>\n<div><embed id=\"ZeroClipboardMovie_42\" src=\"https:\/\/csdnimg.cn\/public\/highlighter\/ZeroClipboard.swf\" type=\"application\/x-shockwave-flash\" width=\"16\" height=\"16\" align=\"middle\" name=\"ZeroClipboardMovie_42\" data-mce-fragment=\"1\"><\/embed><\/div>\n<\/div>\n<\/div>\n<ol class=\"dp-cpp\" start=\"1\">\n<li class=\"alt\"><span class=\"datatypes\">int<\/span>\u00a0main()<\/li>\n<li class=\"\">{<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8d26\u53f7\u5bc6\u7801<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u8bf7\u8f93\u5165\u8d26\u53f7\uff1a\u00a0&#8220;<\/span>;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0scanf(<span class=\"string\">&#8220;%s&#8221;<\/span>,\u00a0gInvesterID);<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u8bf7\u8f93\u5165\u5bc6\u7801\uff1a\u00a0&#8220;<\/span>;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0scanf(<span class=\"string\">&#8220;%s&#8221;<\/span>,\u00a0gInvesterPassword);<\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u521d\u59cb\u5316\u884c\u60c5\u7ebf\u7a0b<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u521d\u59cb\u5316\u884c\u60c5&#8230;&#8221;<\/span>\u00a0&lt;&lt;\u00a0endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0g_pMdUserApi\u00a0=\u00a0CThostFtdcMdApi::CreateFtdcMdApi();\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u521b\u5efa\u884c\u60c5\u5b9e\u4f8b<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0CThostFtdcMdSpi\u00a0*pMdUserSpi\u00a0=\u00a0<span class=\"keyword\">new<\/span>\u00a0CustomMdSpi;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u521b\u5efa\u884c\u60c5\u56de\u8c03\u5b9e\u4f8b<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0g_pMdUserApi-&gt;RegisterSpi(pMdUserSpi);\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6ce8\u518c\u4e8b\u4ef6\u7c7b<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0g_pMdUserApi-&gt;RegisterFront(gMdFrontAddr);\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8bbe\u7f6e\u884c\u60c5\u524d\u7f6e\u5730\u5740<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0g_pMdUserApi-&gt;Init();\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8fde\u63a5\u8fd0\u884c<\/span><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u521d\u59cb\u5316\u4ea4\u6613\u7ebf\u7a0b<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0cout\u00a0&lt;&lt;\u00a0<span class=\"string\">&#8220;\u521d\u59cb\u5316\u4ea4\u6613&#8230;&#8221;<\/span>\u00a0&lt;&lt;\u00a0endl;<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0g_pTradeUserApi\u00a0=\u00a0CThostFtdcTraderApi::CreateFtdcTraderApi();\u00a0<span class=\"comment\">\/\/\u00a0\u521b\u5efa\u4ea4\u6613\u5b9e\u4f8b<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/CThostFtdcTraderSpi\u00a0*pTradeSpi\u00a0=\u00a0new\u00a0CustomTradeSpi;<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0CustomTradeSpi\u00a0*pTradeSpi\u00a0=\u00a0<span class=\"keyword\">new<\/span>\u00a0CustomTradeSpi;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u521b\u5efa\u4ea4\u6613\u56de\u8c03\u5b9e\u4f8b<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0g_pTradeUserApi-&gt;RegisterSpi(pTradeSpi);\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u6ce8\u518c\u4e8b\u4ef6\u7c7b<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0g_pTradeUserApi-&gt;SubscribePublicTopic(THOST_TERT_RESTART);\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8ba2\u9605\u516c\u5171\u6d41<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0g_pTradeUserApi-&gt;SubscribePrivateTopic(THOST_TERT_RESTART);\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8ba2\u9605\u79c1\u6709\u6d41<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0g_pTradeUserApi-&gt;RegisterFront(gTradeFrontAddr);\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8bbe\u7f6e\u4ea4\u6613\u524d\u7f6e\u5730\u5740<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0g_pTradeUserApi-&gt;Init();\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8fde\u63a5\u8fd0\u884c<\/span><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\"><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u7b49\u5230\u7ebf\u7a0b\u9000\u51fa<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0g_pMdUserApi-&gt;Join();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">delete<\/span>\u00a0pMdUserSpi;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0g_pMdUserApi-&gt;Release();<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0g_pTradeUserApi-&gt;Join();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">delete<\/span>\u00a0pTradeSpi;<\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0g_pTradeUserApi-&gt;Release();<\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/\u00a0\u8f6c\u6362\u672c\u5730k\u7ebf\u6570\u636e<\/span><\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/TickToKlineHelper\u00a0tickToKlineHelper;<\/span><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0<span class=\"comment\">\/\/tickToKlineHelper.KLineFromLocalData(&#8220;market_data.csv&#8221;,\u00a0&#8220;K_line_data.csv&#8221;);<\/span><\/li>\n<li class=\"alt\"><\/li>\n<li class=\"\">\u00a0\u00a0\u00a0\u00a0getchar();<\/li>\n<li class=\"alt\">\u00a0\u00a0\u00a0\u00a0<span class=\"keyword\">return<\/span>\u00a00;<\/li>\n<li class=\"\">}<\/li>\n<\/ol>\n<\/div>\n<ul>\n<li>CThostFtdcMdApi\u8ddfCustomMdSpi\u8981\u5efa\u7acb\u5173\u8054\uff0cCThostFtdcTraderApi\u8ddfCustomTradeSpi\u5efa\u7acb\u5173\u8054\uff0c\u5176\u5b9e\u5c31\u662f\u7c7b\u4f3c\u4e8e\u51fd\u6570\u6ce8\u518c<\/li>\n<li>\u914d\u7f6e\u884c\u60c5\u548c\u4ea4\u6613\u5730\u5740<\/li>\n<li>\u884c\u60c5\u548c\u4ea4\u6613\u5206\u522b\u662f\u4e0d\u540c\u7684\u7ebf\u7a0b\uff0c\u6ce8\u610f\u7ebf\u7a0b\u540c\u6b65<\/li>\n<li>\u8bb0\u5f97\u5185\u5b58\u56de\u6536<\/li>\n<\/ul>\n<\/div>\n<h1><a name=\"t12\"><\/a>\u8fd0\u884c\u7ed3\u679c<\/h1>\n<h2><a name=\"t13\"><\/a>\u884c\u60c5<\/h2>\n<\/div>\n<div>\u5e94\u7b54\u65e5\u5fd7<\/div>\n<p><img decoding=\"async\" src=\"https:\/\/img-blog.csdn.net\/20170417215811398?watermark\/2\/text\/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==\/font\/5a6L5L2T\/fontsize\/400\/fill\/I0JBQkFCMA==\/dissolve\/70\/gravity\/Center\" alt=\"\" \/><\/p>\n<p>\u5b58\u6210csv\u8868\u683c<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/img-blog.csdn.net\/20170418214637074?watermark\/2\/text\/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==\/font\/5a6L5L2T\/fontsize\/400\/fill\/I0JBQkFCMA==\/dissolve\/70\/gravity\/Center\" alt=\"\" \/><\/p>\n<h2><a name=\"t14\"><\/a>\u4ea4\u6613<\/h2>\n<div>\u5e94\u7b54\u65e5\u5fd7<\/div>\n<p><img decoding=\"async\" src=\"https:\/\/img-blog.csdn.net\/20170417215830533?watermark\/2\/text\/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==\/font\/5a6L5L2T\/fontsize\/400\/fill\/I0JBQkFCMA==\/dissolve\/70\/gravity\/Center\" alt=\"\" \/><\/p>\n<h2><a name=\"t15\"><\/a>K\u7ebf\u6570\u636e<\/h2>\n<p><img decoding=\"async\" src=\"https:\/\/img-blog.csdn.net\/20170418214714089?watermark\/2\/text\/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==\/font\/5a6L5L2T\/fontsize\/400\/fill\/I0JBQkFCMA==\/dissolve\/70\/gravity\/Center\" alt=\"\" \/><\/p>\n<h2><a name=\"t16\"><\/a>\u62a5\u5355\u60c5\u51b5<\/h2>\n<div>\u7528\u4e0a\u671f\u6240\u7684<a href=\"http:\/\/www.kuaiqi.net\/portal.php?mod=view&amp;aid=47\" target=\"_blank\" rel=\"noopener\">\u5feb\u671f\u8f6f\u4ef6<\/a>\uff0c\u767b\u5f55\u4e0a\u81ea\u5df1\u7684\u8d26\u53f7\u4e4b\u540e\uff0c\u4ece\u8fc7\u7a0b\u5e8f\u4e0b\u5355\uff0c\u5728\u8fd9\u4e2a\u754c\u9762\u91cc\u80fd\u770b\u5230\u5b9e\u65f6\u7684\u62a5\u5355\u6210\u4ea4\u72b6\u51b5<\/div>\n<p><img decoding=\"async\" src=\"https:\/\/img-blog.csdn.net\/20170417215848789?watermark\/2\/text\/aHR0cDovL2Jsb2cuY3Nkbi5uZXQvdTAxMjIzNDExNQ==\/font\/5a6L5L2T\/fontsize\/400\/fill\/I0JBQkFCMA==\/dissolve\/70\/gravity\/Center\" alt=\"\" \/><\/p>\n<h1><a name=\"t17\"><\/a>\u6e90\u7801\u4e0b\u8f7d<\/h1>\n<div><\/div>\n<div>csdn\uff1a<a href=\"http:\/\/download.csdn.net\/detail\/u012234115\/9818093\" target=\"_blank\" rel=\"noopener\">demo<\/a><\/div>\n<p>github\uff1a<a href=\"https:\/\/github.com\/tashaxing\/CTPtest\" target=\"_blank\" rel=\"noopener\">demo<\/a><\/p>\n<h1><a name=\"t18\"><\/a>\u7ed3\u8bed<\/h1>\n<div><\/div>\n<div>\u672c\u6587\u65e8\u5728\u4e3a\u521a\u63a5\u89e6CTP\u7684\u5c0f\u767d\u4eec\u629b\u7816\u5f15\u7389\uff0c\u5404\u4ea4\u6613\u63a5\u53e3\u7684\u6df1\u5ea6\u8fd0\u7528\u8fd8\u9700\u8981\u770b\u5b98\u65b9\u5f00\u53d1\u6587\u6863\u3002<\/div>\n<div>\u53e6\u5916\uff0c\u5bf9\u4e8e\u5b8c\u6574\u7684\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf\u6765\u8bf4\uff0c\u4e0d\u4ec5\u8981\u5177\u5907\u884c\u60c5\u3001\u4ea4\u6613\u3001\u7b56\u7565\u6a21\u5757\uff0c\u4e8b\u4ef6\u9a71\u52a8\u3001\u98ce\u63a7\u3001\u56de\u6d4b\u6a21\u5757\u4ee5\u53ca\u5e95\u5c42\u7684\u6570\u636e\u5b58\u50a8\u3001\u7f51\u7edc\u5e76\u53d1\u90fd\u662f\u9700\u8981\u6df1\u5165\u94bb\u7814\u7684\u65b9\u9762\uff0c\u91d1\u878d\u5de5\u7a0b\u7684Quant Researcher\u53ef\u4ee5\u53ea\u4e13\u6ce8\u4e8e\u6570\u636e\u7684\u5206\u6790\u3001\u7b56\u7565\u7684\u7814\u53d1\uff0c\u4f46\u662f\u5bf9\u4e8e\u7a0b\u5e8f\u5458Quant Developer\u6765\u8bf4\uff0c\u5982\u4f55\u8bbe\u8ba1\u548c\u5f00\u53d1\u4e00\u4e2a\u9ad8\u5e76\u53d1\u3001\u4f4e\u5ef6\u8fdf\u3001\u529f\u80fd\u5b8c\u5584\u4e0e\u7b56\u7565\u7ed3\u5408\u7d27\u5bc6\u7684\u91cf\u5316\u4ea4\u6613\u7cfb\u7edf\u7684\u786e\u662f\u4e00\u9879\u9700\u8981\u4e0d\u65ad\u5b8c\u5584\u7684\u5de5\u7a0b\u3002<\/div>\n<\/div>\n<\/div>\n<\/article>\n<div class=\"answer-box d-flex\">\n<div class=\"img-qrcode-box\">\n<p><img decoding=\"async\" src=\"http:\/\/images.gitbook.cn\/3f4f5430-63a4-11e8-828d-61f2e17cd986\" alt=\"\" \/>\u626b\u7801\u5411\u535a\u4e3b\u63d0\u95ee<\/p>\n<\/div>\n<div class=\"content-box d-flex flex-column justify-content-center\">\n<div class=\"info-box d-flex\">\n<p><img decoding=\"async\" class=\"avatar-pic\" src=\"https:\/\/avatar.csdn.net\/B\/E\/5\/3_u012234115.jpg\" alt=\"\" \/><\/p>\n<p class=\"name d-flex align-items-center\">u012234115<\/p>\n<\/div>\n<div class=\"remark text-truncate\">\u652f\u6301\u662f\u77e5\u8bc6\u5206\u4eab\u7684\u52a8\u529b\uff0c\u6709\u95ee\u9898\u53ef\u626b\u7801\u54e6<\/div>\n<ul class=\"expertise-list d-flex align-content-start flex-wrap\">\n<li class=\"title\">\u64c5\u957f\u9886\u57df\uff1a<\/li>\n<li>C++<\/li>\n<li>scala<\/li>\n<li>\u6e38\u620f\u5f00\u53d1<\/li>\n<li>\u91cf\u5316\u5f00\u53d1<\/li>\n<li>\u673a\u5668\u5b66\u4e60<\/li>\n<\/ul>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>C++\u8fde\u63a5CTP\u63a5\u53e3\u5b9e\u73b0\u7b80\u5355\u91cf\u5316\u4ea4\u6613\uff08\u884c<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"colormag_page_container_layout":"default_layout","colormag_page_sidebar_layout":"default_layout","footnotes":""},"categories":[24],"tags":[121],"class_list":["post-1349","post","type-post","status-publish","format-standard","hentry","category-value_docs","tag-05-"],"_links":{"self":[{"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/posts\/1349","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/comments?post=1349"}],"version-history":[{"count":0,"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/posts\/1349\/revisions"}],"wp:attachment":[{"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/media?parent=1349"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/categories?post=1349"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/i007.cc\/wordpress\/wp-json\/wp\/v2\/tags?post=1349"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}