nodetrader/trader/firmtest/engine.js

trader framework based on nodectp

const Class = require('iguzhi/class');
const ntevent = require('../../lib/ntevent');
const eelogger = require('../../lib/logger').tengine;
const Order = require('../base/order');
const dict = require('../base/dict');

function Engine() {
	this.$superConstructor(arguments);
	this.engineName = dict.EngineName_Firmtest;
}

(function() {

  this.subscribeMarket = function(ctp) {
    var instrumentIDList = this.strategy.subscribeInstrumentIDList;
    eelogger.info("SubscribeMarket: %s", ctp.md.SubscribeMarketData(instrumentIDList, instrumentIDList.length));
  };

	/**
   * @param {Object} order 订单, 用于填充Order实例, 需要提供如下字段:
   * {
	 *		InstrumentID: 'rb1710', // 合约
	 *		Direction: dict.Direction_Buy || dict.Direction_Sell, // 买卖
	 *		CombOffsetFlag: dict.OffsetFlag_Open || dict.OffsetFlag_Close || dict.OffsetFlag_CloseToday || dict.OffsetFlag_CloseYesterday, // 开平
	 *		LimitPrice: 3200, // 价格
	 *		VolumeTotalOriginal: 100 // 数量
   * }
   * 发送订单
   */
  this.sendOrder = function(order) {
  	var o = new Order();

    o.OrderPriceType = dict.PriceType_LimitPrice;
    o.CombHedgeFlag = dict.HedgeFlag_Speculation;
    o.TimeCondition = dict.TimeCondition_GFD;
    o.VolumeCondition = dict.VolumeCondition_AV;
    o.MinVolume = 1;
    o.ContingentCondition = dict.ContingentCondition_Immediately;
    o.ForceCloseReason = dict.ForceCloseReason_NotForceClose;
    o.IsAutoSuspend = dict.IsAutoSuspend_No;
    o.UserForceClose = dict.UserForceClose_No;

    o.InstrumentID = order.InstrumentID;
    o.Direction = order.Direction;
    o.CombOffsetFlag = order.CombOffsetFlag;
    o.LimitPrice = order.LimitPrice;
    o.VolumeTotalOriginal = order.VolumeTotalOriginal;

    o.OrderRef = this.nOrderRef();

    ntevent.emit('/match/sendOrder', o);
  };

  /**
   * @param {Object} order 订单
   * 撤单
   */
  this.cancelOrder = function(order) {
    var data = {
      InstrumentID: order.InstrumentID,
      ActionFlag: dict.ActionFlag_Delete,
      OrderRef: order.OrderRef
    };

    ntevent.emit('/match/cancelOrder', data);
  };

  /**
   * 查询账户资金
   */
  this.queryAccount = function() {
  	// 回测不支持该方法
  };

  /**
   * 查询持仓
   */
  this.queryPosition = function(instrumentID) {
  	// 实盘测试不支持该方法, 实盘中也很少用到, 多是根据成交回报自己统计持仓数据
  };

}).call(Engine.prototype);

Class.inherit(Engine, require('../base/engine'));

module.exports = Engine;