如何使用PartialFillInfoCollection查询Order的委托分笔成交明细?

使用PartialFillInfoCollection在OrderUpdatedEvent中可以获得部分成交明细信息。 具体用法见示例一。

示例1:使用QuotesProvider获得涨停价或跌停价

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

vars:OrdersProvider  OP(null);

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args ) 
begin
    OP = new OrdersProvider; 
    OP.Realtime = TRUE;
    OP.Updated += OP_Updated;
    OP.Load = TRUE;
end;

Method void OP_Updated(elsystem.Object sender,OrderUpdatedEventArgs args)
vars:guosen.Order od,guosen.PartialFillInfoCollection PFC,int loop;
Begin
    if(args.Order<>null)then
    Begin
        od = args.Order astype guosen.Order;
        PFC = args.PartialFills astype PartialFillInfoCollection;
        print("--------Begin------------");
        for loop = 0 to PFC.Count-1
        Begin
            print("[",numtostr(loop+1,0),"]:",
            numtostr(PFC[loop].FilledPrice,2)," ",
            numtostr(PFC[loop].FilledQuantity,0)," ",
            PFC[loop].FilledTime.ToString());
        End;
        print("---------End-------------",newline);
    End;
End;
//打印语句输出栏结果示例:
//--------Begin------------
//[1]:14.08 500 2016/11/30 6:58:00
//[2]:14.08 250 2016/11/30 6:58:00
//---------End-------------
Copyright © 1998-2018 国信证券股份有限公司 版权所有发布时间: 2018-05-14 14:58:15

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