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上期CTP_API_C++可实盘多合约多策略版本源代码（更新1）.rar

上传者： u014691164 | 上传时间： 2019-12-21 21:31:05 | 文件大小： 12.52MB | 文件类型： rar
上期CTP API C++ 源代码 多合约多策略版(更新) 下载文件名上期:CTP_API_C++可实盘多合约多策略版本源代码(更新).rar 是"上期CTP_API_C++可实盘的源代码(更新).rar"的升级版 填入经纪公司代码，实盘帐号，密码即可。 可完成行情接收，指标策略计算，实盘下单连续开平仓。 功能简要介绍如下： 自动保存订阅合约TICK数据到\Bin\TickData下，文件名：合约名称_日期.txt 自动保存下单数据到\Bin\AutoTrade下，文件名：日期.txt MD线程只负责处理最多20个合约TICK行情接收和缓存，根据TICK数据生成1分钟K线 TRADE线程负责最多20个合约下单及响应，可连续开平仓。 提示一下：我只测了单合约，多合约没正式下过单交易。 附简单独立的2个指标策略计算以及下单控制部分， 提示一下：这个还是需要自己根据需要去完善的。 增加读写行情配置文件部分，开盘前读，收盘保存重要数据。 增加读写交易配置文件部分，盘中完全退出重新登录，会自动获取上一笔交易数据。 可一次性测试多个规定格式的txt的tick数据文件， 报告文件放置于\Bin\Simulation\Simulation_合约名称.txt 附上期CTP仿真帐号以及密码，盘后也可进行测试。 上期ctp库版本为2013-12-05 编译版本VS2008

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评论信息

  • happyzzyang :
    感谢分享，挺有参考价值，学习一下
    2018-12-12
  • feigle0 :
    感谢分享，很好的学习资料
    2018-01-18
  • grtyutuyt :
    非常好的东西，感谢分享。2010转换后顺利编译通过，说下目前遇到的问题:if( (lf = _findfirst(&quot;..\\Bin\\testdata\\*.*&quot;, &amp;fi
    2018-01-17
  • shark216 :
    刚刚下载失败了
    2017-12-26
  • west_gold :
    学习一下了，太贵了
    2017-11-01

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