loadtest.java

网上期货交易的外挂原码,可实现自动交易功能,自动添加模块

package com.jsystemtrader.strategy;

import com.ib.client.*;
import com.jsystemtrader.indicator.*;
import com.jsystemtrader.platform.*;
import com.jsystemtrader.util.*;

/**
 * This is a totally mindless strategy whose sole purpose is to test the system.
 * This strategy will buy and sell every one minute to maximize the number of
 * trades so that the potential JSystemTrader bugs/problems can be uncovered.
 */
public class LoadTest extends Strategy {

    public LoadTest() throws JSystemTraderException {
        Contract contract = ContractFactory.makeContract("ES", "FUT", "GLOBEX", MostLiquidContract.getMostLiquid(), null);
        setStrategy(contract, PriceBar.BAR_1_MINUTE, false, 25000);
    }

    /**
     * This method is invoked when a new bar is completed.
     */
    public void onBar() {
        // First, let the super strategy decide if we can trade at all
        super.onBar();

        if (decision == DECISION_NONE) { // the super strategy has no objections
            // see class level coments for explanation of this strategy
            PositionManager positionManager = getPositionManager();
            int position = positionManager.getPosition();
            if (position == PositionManager.POSITION_NONE || position == PositionManager.POSITION_SHORT) {
                decision = DECISION_LONG;
            }

            if (position == PositionManager.POSITION_LONG) {
                decision = DECISION_SHORT;
            }
        }
    }

    /**
     * This method is invoked when a new tick comes in.
     */
    public void onTick() {
        super.onTick();

        double lastTick = quoteHistory.getLast();
        // do something
    }


    /**
     * Instance of NumberFormat is shared by multiple threads,
     * so the access must be synchronized.
     */
    public void updateState() {
        super.updateState();
        String msg = this.getName() + ": state updated" + "<br>";
        eventLog.write(msg, "Info", 1);

        strategyLog.write(strategyLogColumns, getCalendar(), "Info", 1);

    }

    /**
     * Called from the super class
     */
    public void updateIndicators() throws IndicatorCalculationException {
        // nothing to do
    }
}