資源簡介
CTP_API_C++可實盤多合約多策略版本源代碼(20151106更新),
完美兼容win7和WIN8各個版本,
編譯版本VS2015
代碼片段和文件信息
/////////////////////////////////////////////////////////////////////////
///名稱:AutoTrader
///版本:v1.0.2
///日期:20140701
///說明:基于上期CTP技術??6.2.0_20131205_tradeapi_windows
///版本:ctp?6.2.0_20131205???
///作者:小平常心
///??QQ:1396144618
///共享給大家,你可以打造完全屬于自己的自動交易所系統了
/////////////////////////////////////////////////////////////////////////
//?AutoTrader.cpp?:?定義控制臺應用程序的入口點。
//
#include?
#include?
#include?
#include??
#include?
#include?
#include?
#include?
#include?
using?namespace?std;
#include?“.\ThostTraderApi\ThostFtdcTraderApi.h“
#include?“.\ThostTraderApi\ThostFtdcMdApi.h“
#include?“TraderSpi.h“
#include?“MdSpi.h“
#include?“Common.h“
#include?“DataSniffer.h“
#include?“MyTrader.h“
#pragma?warning(disable?:?4996)
//?UserApi對象
CThostFtdcTraderApi?*pUserApi;
//?MdApi對象
CThostFtdcMdApi?*pMdApi;
int RunMode?=?0; //運行模式選擇,0=本地測試,1=實盤運行?,提示Common.h:設置InstrumentID_En=0,實盤在線仿真模式,InstrumentID_En=1,實盤在線交易模式,
//?配置參數
char??FRONT_ADDR_1A[]?=?“tcp://180.168.212.51:41205“; //?前置地址1交易:實盤
char??FRONT_ADDR_1B[]?=?“tcp://180.168.212.51:41213“; //?前置地址1行情:實盤
char??FRONT_ADDR_2A[]?=?“tcp://180.168.212.52:41205“; //?前置地址2交易:實盤
char??FRONT_ADDR_2B[]?=?“tcp://180.168.212.53:41213“; //?前置地址2行情:實盤
char??FRONT_ADDR_3A[]?=?“tcp://180.168.212.53:41205“; //?前置地址3交易:實盤?盤后
char??FRONT_ADDR_3B[]?=?“tcp://180.168.212.53:41213“; //?前置地址3行情:實盤?盤后
char??FRONT_ADDR_6A[]?=?“tcp://asp-sim2-front1.financial-trading-platform.com:26205“; //?前置地址6行情:仿真?17:00開始
char??FRONT_ADDR_6B[]?=?“tcp://asp-sim2-md1.financial-trading-platform.com:26213“; //?前置地址6行情:仿真?17:00開始
TThostFtdcBrokerIDType BROKER_ID?=?“2030“; //?經紀公司代碼
TThostFtdcInvestorIDType?INVESTOR_ID?=?“88888888“; //?投資者代碼
TThostFtdcPasswordType??PASSWORD?=?“123456“; //?用戶密碼
//TThostFtdcBrokerIDType BROKER_ID?=?“2030“; //?經紀公司代碼:仿真
//TThostFtdcInvestorIDType?INVESTOR_ID?=?“00069“; //?投資者代碼:仿真“00069““00092“
//TThostFtdcPasswordType??PASSWORD?=?“888888“; //?用戶密碼:仿真
//char?*ppInstrumentID[]?=?{“rb1410“}; //?行情訂閱列表
//int?iInstrumentID?=?1; //?行情訂閱數量
// 0 1 2 ??3 4 ?5 6 ???7 8 9 10 11 12 13 14 15 ??16 17 ???18 ?19
char?*ppInstrumentID[]?=?{??“i1409“?“jm1409“?“j1409“?“rb1410““rb1501“?“TA409“?“l1409““ru1409“?“ru1501“?“jd1409“?“RM409“?“m1409““y1501“?“p1501““ag1506““ag1412““cu1408““cu1409““IF1409““IF1407“};//行情訂閱列表
//char?*ppInstrumentID[]?=?{??“ag1412“};//行情訂閱列表
int?iInstrumentID?=?1; //?行情訂閱數量
//?User行情數據
//?聲明會話參數
//?聲明外部函數
void?main(void)
{
void?Erasefiles();
bool?ReadMdConfiguration();
bool?ReadTradeConfiguration();
void?_record0(char?*txt);
void?Sniffer();
void?Trading();
void?test();
void?SendOrder(TThostFtdcInstrumentIDType?FuturesIdint?BuySellint?OpenCloseint?i);
JustRun?=?true; //正在啟動標志
Erasefiles();
Sleep(2000)
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
????..A..H.????190976??2015-11-06?07:35??MyAutoTrader_v1.0.3\.vs\MyAutoTrader\v14\.suo
?????文件????????720??2014-06-10?16:27??MyAutoTrader_v1.0.3\AutoTrader.cfg
?????文件???????4909??2014-08-21?08:36??MyAutoTrader_v1.0.3\AutoTrader.cpp
?????文件???????1048??2014-06-10?16:27??MyAutoTrader_v1.0.3\AutoTrader.dat
?????文件????4295680??2014-04-18?09:11??MyAutoTrader_v1.0.3\AutoTrader.ncb
?????文件???????6007??2014-08-21?08:33??MyAutoTrader_v1.0.3\AutoTrader.vcproj
?????文件???????1427??2014-08-21?08:37??MyAutoTrader_v1.0.3\AutoTrader.vcproj.PC-200912071906.Administrator.user
?????文件???????6428??2015-11-06?07:03??MyAutoTrader_v1.0.3\AutoTrader.vcxproj
?????文件???????3249??2015-11-06?07:03??MyAutoTrader_v1.0.3\AutoTrader.vcxproj.filters
?????文件????????885??2014-05-21?17:52??MyAutoTrader_v1.0.3\Backup\MyAutoTrader.sln
?????文件????????198??2014-06-27?22:47??MyAutoTrader_v1.0.3\Bin\AutoTrade\20140630.txt
?????文件?????????32??2014-04-21?08:35??MyAutoTrader_v1.0.3\Bin\AutoTrader.bat
?????文件???????3100??2014-08-02?23:12??MyAutoTrader_v1.0.3\Bin\AutoTrader.cfg
?????文件???????1046??2014-07-01?15:18??MyAutoTrader_v1.0.3\Bin\AutoTrader.dat
?????文件?????160256??2015-11-06?07:25??MyAutoTrader_v1.0.3\Bin\AutoTrader.exe
?????文件????????622??2014-05-12?14:33??MyAutoTrader_v1.0.3\Bin\AutoTrader.ini
?????文件????1462272??2015-11-06?07:25??MyAutoTrader_v1.0.3\Bin\AutoTrader.pdb
?????文件????????291??2014-08-02?23:18??MyAutoTrader_v1.0.3\Bin\readme.txt
?????文件??????16357??2015-11-06?07:30??MyAutoTrader_v1.0.3\Bin\Simulation\Simulation_ru1501.txt
?????文件????1516351??2014-07-18?17:01??MyAutoTrader_v1.0.3\Bin\testdata\ru1501_20140718.txt
?????文件????1099124??2014-07-21?15:19??MyAutoTrader_v1.0.3\Bin\testdata\ru1501_20140721.txt
?????文件????1575555??2014-07-22?15:00??MyAutoTrader_v1.0.3\Bin\testdata\ru1501_20140722.txt
?????文件????1589450??2014-07-23?15:17??MyAutoTrader_v1.0.3\Bin\testdata\ru1501_20140723.txt
?????文件????1606088??2014-07-24?15:18??MyAutoTrader_v1.0.3\Bin\testdata\ru1501_20140724.txt
?????文件?????685568??2013-12-04?18:48??MyAutoTrader_v1.0.3\Bin\thostmduserapi.dll
?????文件??????????6??2015-11-06?07:33??MyAutoTrader_v1.0.3\Bin\thostmduserapi.dllDialogRsp.con
?????文件??????????6??2015-11-06?07:33??MyAutoTrader_v1.0.3\Bin\thostmduserapi.dllQueryRsp.con
?????文件??????????6??2015-11-06?07:33??MyAutoTrader_v1.0.3\Bin\thostmduserapi.dllTradingDay.con
?????文件????1245696??2013-12-05?10:24??MyAutoTrader_v1.0.3\Bin\thosttraderapi.dll
?????文件??????????6??2015-11-06?07:33??MyAutoTrader_v1.0.3\Bin\thosttraderapi.dllDialogRsp.con
............此處省略106個文件信息
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