如何使用OrderTicket在指标和策略中下单?

使用guosen.OrderTicket可以发送委托单,一般而言,必须要指定必要的字段属性,否则会导致OrderTicket发送失败,而且不同品种的委托要求的必填字段和属性设置不尽相同。下面以最常使用的股票市价单和股票限价单为例。

示例1:使用OrderTicket发送股票市价单

using guosen;
using elsystem;
using tsdata.common; 
using tsdata.marketdata;
using elsystem.collections;

vars:
    guosen.OrderTicket otk1(null),
    guosen.Order ord(null),
    string accID("410038122059");//根据情况修改Account ID

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args ) 
begin
    otk1 = new guosen.OrderTicket;  
    otk1.Symbol = "000002.SZ";
    otk1.Quantity = 100;
    otk1.BypassClientValidation = True;//跳过本地验证
    otk1.Account = accID;
    otk1.Action = OrderAction.Buy;
    otk1.SymbolType = tsdata.common.SecurityType.Stock;
    otk1.Type = tsdata.trading.OrderType.Market;//市价单
    otk1.Duration="AUT";//自动选择期限
    otk1.ExtendedProperties.SetItem("OrderName", "customOrderIDxxxxxxxx");//自定义的OrderName
    ord = otk1.Send();//发送委托
end;

示例2:使用OrderTicket发送股票限价单

using guosen;
using elsystem;
using tsdata.common; 
using tsdata.marketdata;
using elsystem.collections;

vars:
    guosen.OrderTicket otk1(null),
    guosen.Order ord(null),
    string accID("410038122059");//根据情况修改Account ID

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args ) 
begin
    otk1 = new guosen.OrderTicket;  
    otk1.Symbol = "601988.SH";
    otk1.Quantity = 100;
    otk1.BypassClientValidation = True;//跳过本地验证
    otk1.Account = accID;
    otk1.Action = OrderAction.Buy;
    otk1.SymbolType = tsdata.common.SecurityType.Stock;
    otk1.Type = tsdata.trading.OrderType.Limit;//限价单
    otk1.LimitPrice = 3.51;//限价
    otk1.Duration="AUT";//自动选择期限
    otk1.ExtendedProperties.SetItem("OrderName", "customOrderIDxxxxxxxx");//自定义的OrderName
    ord = otk1.Send();//发送委托
end;
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