int
main (
int argc,
char **argv
)
{
pwr_tStatus sts;
pwr_tTime time;
pwr_tTime now;
int sec,nsec;
#ifdef OS_VMS
sts = lib$get_ef(&timerFlag);
if (EVEN(sts)) exit(sts);
#endif
for (sec=0,nsec=10000000;;) {
nowTime(&now);
#if 0
now.tv_sec = sec;
now.tv_nsec = nsec;
#endif
printf("%d:%d\n", now.tv_sec, now.tv_nsec);
waitTime(&now);
nsec += 10000000;
sec += nsec / 1000000000;
nsec %= 1000000000;
}
}
static void
subbCheck (
sTimer *tp
)
{
sub_sBuffer *bp = (sub_sBuffer *)tp->data;
if (gdbroot->db->log.b.tmon)
errh_Info("subbCheck: %u", tp->clock);
#if 0
if (EXCL_ON) {
/* Exclusive mode is on, requeue the
buffer for later transmission */
addTime(nowTime(&tp->time), msToTime(NULL, bp->dt));
insertTimer(tp);
}
#endif
if (subsm_SendBuffer(bp)) {
setTimer(tp, msToClock(NULL, bp->dt));
insertTimer(tp);
} else {
freeTimer(tp);
}
}
static void
waitTime (
pwr_tTime *t
)
{
pwr_tStatus sts;
pwr_tTime now;
pwr_tTime then = *t;
char tims[24];
short len;
struct dsc$descriptor_s tims_desc = {
sizeof(tims)-1, DSC$K_DTYPE_T, DSC$K_CLASS_S,};
#if 0
subTime(&then, nowTime(&now));
#endif
if ((int)then.tv_sec > 0 || ((int)then.tv_sec == 0 && then.tv_nsec > 0)) {
#if defined OS_VMS || defined OS_ELN
int tv_nsec;
int vmstime[2];
int multiplier = -10000000; /* Used to convert 1 s to 100 ns, delta time. */
static pwr_tTime tick = {0, 10000000};
addTime(&then, &tick);
tv_nsec = -then.tv_nsec/100; /* Convert to 100 ns. */
sts = lib$emul(&then.tv_sec, &multiplier, &tv_nsec, vmstime);
#if defined OS_VMS
tims_desc.dsc$a_pointer = tims;
sys$asctim( &len, &tims_desc, vmstime, 0);
tims[len] = '\0';
printf(" %s\n", tims);
#if 0
sts = sys$clref(timerFlag);
sts = sys$setimr(timerFlag, vmstime, 0, 0, 0);
sts = sys$waitfr(timerFlag);
#endif
#elif defined OS_ELN
eln$time_string(tims, vmstime);
tims[23] = '\0';
printf(" %s\n", tims);
#if 0
ker$wait_any(&sts, NULL, vmstime);
#endif
#endif
#elif defined OS_LYNX
pwr_tTime rmt;
nanosleep(&then, &rmt);
#endif
}
}
void CStrategy::Judgement(){
data[tailOfData] = (account->pMarketData)[orderOfIns];
int currentPosition = tailOfData;
while ((currentPosition % kindOfK) != 0){
++currentPosition;
data[currentPosition] = (account->pMarketData)[orderOfIns];
}
double totalE = 0;
for (int i = 0; i < numOfK; ++i){
double open, close, high, low;
int volume2, volume1;
for (int j = 0; j < kindOfK; ++j){
if (j == 0){
close = data[currentPosition].closePrice;
high = data[currentPosition].highPrice;
low = data[currentPosition].lowPrice;
volume2 = data[currentPosition].dealVolume;
}
if (j == (kindOfK - 1)){
open = data[currentPosition].openPrice;
volume1 = data[currentPosition].dealVolume;
}
if (data[currentPosition].highPrice > high) high = data[currentPosition].highPrice;
if (data[currentPosition].lowPrice < low) low = data[currentPosition].lowPrice;
--currentPosition;
}
double e = 0;
if (high == low) e = 0;
else e = ((open - close) / (high - low)) * (volume2 - volume1);
totalE += e;
}
if (direction == -1){
lastTime = COleDateTime::GetCurrentTime();
if (totalE > 0){
int rest = maxPosition;
direction = BUY;
for (int stage = 0; stage < 4; ++stage){
int ID = MakeOrder(USTP_FTDC_D_Buy, USTP_FTDC_OF_Open, stage, rest);
(account->traderHandler)->regStrategy(1, ID);
Sleep(10000);
rest = (account->traderHandler)->getStrategy(1);
}
}
else {//totalE < 0)
int rest = maxPosition;
direction = SELL;
for (int stage = 0; stage < 4; ++stage){
int ID = MakeOrder(USTP_FTDC_D_Sell, USTP_FTDC_OF_Open, stage, rest);
(account->traderHandler)->regStrategy(1, ID);
Sleep(10000);
rest = (account->traderHandler)->getStrategy(1);
}
}
}
else{
COleDateTime nowTime(COleDateTime::GetCurrentTime());
int totalSecond = 0;
totalSecond += (nowTime.GetHour() - lastTime.GetHour()) * 3600;
totalSecond += (nowTime.GetMinute() - lastTime.GetMinute()) * 60;
totalSecond += (nowTime.GetSecond() - lastTime.GetSecond());
if (totalSecond < 60 * minuteGap) return;
if (totalE > 0){
if (direction == BUY) return;
direction = BUY;
int rest1 = maxPosition;
int rest2 = maxPosition;
for (int stage = 0; stage < 4; ++stage){
if (rest1 != 0){
int ID1 = MakeOrder(USTP_FTDC_D_Buy, USTP_FTDC_OF_Close, stage, rest1);
(account->traderHandler)->regStrategy(1, ID1);
}
if (rest2 != 0){
int ID2 = MakeOrder(USTP_FTDC_D_Buy, USTP_FTDC_OF_Open, stage, rest2);
(account->traderHandler)->regStrategy(2, ID2);
}
Sleep(10000);
if (rest1 != 0) rest1 = (account->traderHandler)->getStrategy(1);
if (rest2 != 0) rest2 = (account->traderHandler)->getStrategy(2);
}
}
else{
if (direction == SELL) return;
direction = SELL;
int rest1 = maxPosition;
int rest2 = maxPosition;
for (int stage = 0; stage < 4; ++stage){
if (rest1 != 0){
int ID1 = MakeOrder(USTP_FTDC_D_Sell, USTP_FTDC_OF_Close, stage, rest1);
(account->traderHandler)->regStrategy(1, ID1);
}
if (rest2 != 0){
int ID2 = MakeOrder(USTP_FTDC_D_Sell, USTP_FTDC_OF_Open, stage, rest2);
(account->traderHandler)->regStrategy(2, ID2);
}
Sleep(10000);
if (rest1 != 0) rest1 = (account->traderHandler)->getStrategy(1);
if (rest2 != 0) rest2 = (account->traderHandler)->getStrategy(2);
}
}
}
}
