├── .gitattributes ├── .gitignore ├── LICENSE ├── README.md ├── code ├── base │ ├── Currency.cpp │ ├── Currency.h │ ├── DateTime.cpp │ ├── DateTime.h │ ├── Event.cpp │ ├── Event.h │ ├── EventDispatcher.cpp │ ├── EventDispatcher.h │ ├── EventQueue.cpp │ ├── EventQueue.h │ ├── EventType.h │ ├── Library.cpp │ ├── Library.h │ ├── LogFixtureMgr.cpp │ ├── LogFixtureMgr.h │ ├── MtsLog.cpp │ ├── MtsLog.h │ ├── MtsPath.cpp │ ├── MtsPath.h │ ├── MtsType.cpp │ ├── MtsType.h │ ├── MtsUtils.cpp │ ├── MtsUtils.h │ ├── NotifiableObserver.h │ ├── Resources │ │ └── date_time_zonespec.csv │ ├── Ticks.cpp │ ├── Ticks.h │ ├── Timezone.cpp │ ├── Timezone.h │ ├── UrlPath.cpp │ ├── UrlPath.h │ ├── base.pro │ ├── base.vcxproj │ ├── base.vcxproj.filters │ ├── base_api.h │ ├── enum_ext.h │ ├── number.h │ └── qt_res.qrc ├── clock_real │ ├── ClockReal.cpp │ ├── ClockReal.h │ ├── clock_real.pro │ ├── clock_real.vcxproj │ ├── clock_real.vcxproj.filters │ ├── clock_real_api.h │ └── mts_clock_real.cpp ├── ctp_ext │ ├── CTPClientBase.cpp │ ├── CTPClientBase.h │ ├── CTPClientCommon.h │ ├── CTPCommonField.h │ ├── CTPUtils.cpp │ ├── CTPUtils.h │ ├── TradeUtils.cpp │ ├── TradeUtils.h │ ├── ctp_ext.vcxproj │ ├── ctp_ext.vcxproj.filters │ ├── ctp_ext_api.h │ └── ctp_md.h ├── feeds_real_CTP │ ├── CTPFeedsClient.cpp │ ├── CTPFeedsClient.h │ ├── FeedsReal.cpp │ ├── FeedsReal.h │ ├── QuoteEvent.h │ ├── README.md │ ├── feeds_real_api.h │ ├── mts_feeds_real.cpp │ ├── mts_feeds_real_CTP.vcxproj │ └── mts_feeds_real_CTP.vcxproj.filters ├── mts │ ├── AbsStrategy.cpp │ ├── AbsStrategy.h │ ├── AccountMgr.cpp │ ├── AccountMgr.h │ ├── ClockMgr.cpp │ ├── ClockMgr.h │ ├── CrossThreadNotifier.cpp │ ├── CrossThreadNotifier.h │ ├── MtsMainThread.cpp │ ├── MtsMainThread.h │ ├── MtsMainThreadReal.cpp │ ├── MtsMainThreadReal.h │ ├── MtsProxy.cpp │ ├── MtsProxy.h │ ├── MtsProxyBase.cpp │ ├── MtsProxyBase.h │ ├── OrderFillMgr.cpp │ ├── OrderFillMgr.h │ ├── OrderMgr.cpp │ ├── OrderMgr.h │ ├── OrderMgrBase.cpp │ ├── OrderMgrBase.h │ ├── PositionMgr.cpp │ ├── PositionMgr.h │ ├── PositionPersistence.cpp │ ├── PositionPersistence.h │ ├── QuoteMgr.cpp │ ├── QuoteMgr.h │ ├── StrategyHub.cpp │ ├── StrategyHub.h │ ├── StrategyMgr.cpp │ ├── StrategyMgr.h │ ├── TradingAccountMgr.cpp │ ├── TradingAccountMgr.h │ ├── mts.vcxproj │ ├── mts.vcxproj.filters │ └── mts_api.h ├── mts_agent_python │ ├── PyAccount.cpp │ ├── PyAccount.h │ ├── PyBar.cpp │ ├── PyBar.h │ ├── PyDateTime.cpp │ ├── PyDateTime.h │ ├── PyInstrumentProperty.cpp │ ├── PyInstrumentProperty.h │ ├── PyOrder.cpp │ ├── PyOrder.h │ ├── PyOrderCancelDone.h │ ├── PyOrderCancelReject.h │ ├── PyOrderFill.cpp │ ├── PyOrderFill.h │ ├── PyOrderNewDone.h │ ├── PyOrderNewReject.h │ ├── PyOrderReport.h │ ├── PyPosition.cpp │ ├── PyPosition.h │ ├── PyQuote.cpp │ ├── PyQuote.h │ ├── PyTradingAccount.cpp │ ├── PyTradingAccount.h │ ├── PythonMdouleMain.cpp │ ├── PythonModule.cpp │ ├── PythonStrategy.cpp │ ├── PythonStrategy.h │ ├── PythonStrategyWrap.h │ ├── PythonUtil.cpp │ ├── PythonUtil.h │ ├── config │ │ ├── __init__.py │ │ ├── __init__d.py │ │ └── mts_import.py │ ├── mts_agent_python.vcxproj │ ├── mts_agent_python.vcxproj.filters │ └── mts_agent_python_api.h ├── mts_core │ ├── AbstractConfigParams.cpp │ ├── AbstractConfigParams.h │ ├── Account.cpp │ ├── Account.h │ ├── AccountCallback.h │ ├── Bar.cpp │ ├── Bar.h │ ├── CalcBar.cpp │ ├── CalcBar.h │ ├── Clock.cpp │ ├── Clock.h │ ├── Component.cpp │ ├── Component.h │ ├── ConfigParams.cpp │ ├── ConfigParams.h │ ├── ContinuousSymbolMgr.cpp │ ├── ContinuousSymbolMgr.h │ ├── CoreBar.fbs │ ├── DateCallback.h │ ├── Environment.cpp │ ├── Environment.h │ ├── EnvironmentFactory.cpp │ ├── EnvironmentFactory.h │ ├── ExchOrderSet.cpp │ ├── ExchOrderSet.h │ ├── Feeds.cpp │ ├── Feeds.h │ ├── FeedsCallback.h │ ├── InstrumentId.cpp │ ├── InstrumentId.h │ ├── InstrumentObject.cpp │ ├── InstrumentObject.h │ ├── InstrumentProperty.cpp │ ├── InstrumentProperty.h │ ├── InstrumentPropertyDb.cpp │ ├── InstrumentPropertyDb.h │ ├── MethodDefine.h │ ├── Order.cpp │ ├── Order.h │ ├── OrderAction.cpp │ ├── OrderAction.h │ ├── OrderFillSet.cpp │ ├── OrderFillSet.h │ ├── OrderId.cpp │ ├── OrderId.h │ ├── OrderReport.cpp │ ├── OrderReport.h │ ├── OrderSet.cpp │ ├── OrderSet.h │ ├── OrderType.cpp │ ├── OrderType.h │ ├── ParamsFields.h │ ├── Position.cpp │ ├── Position.h │ ├── PositionVolumeInfo.cpp │ ├── PositionVolumeInfo.h │ ├── Quote.cpp │ ├── Quote.h │ ├── QuoteSet.cpp │ ├── QuoteSet.h │ ├── StrategyInterface.h │ ├── SysConfigParams.cpp │ ├── SysConfigParams.h │ ├── TimerCallback.h │ ├── Trade.cpp │ ├── Trade.h │ ├── TradeCallback.h │ ├── TradingAccount.cpp │ ├── TradingAccount.h │ ├── TradingDateMgr.cpp │ ├── TradingDateMgr.h │ ├── TradingDateMgr24Hour.cpp │ ├── TradingDateMgr24Hour.h │ ├── TradingDateMgrFromFile.cpp │ ├── TradingDateMgrFromFile.h │ ├── const.h │ ├── enums.cpp │ ├── enums.h │ ├── mts_core.vcxproj │ ├── mts_core.vcxproj.filters │ └── mts_core_api.h ├── mts_opensrc.sln └── trade_real_CTP │ ├── AbstractAction.cpp │ ├── AbstractAction.h │ ├── CTPCancelOrderField.cpp │ ├── CTPCancelOrderField.h │ ├── CTPInputOrderField.cpp │ ├── CTPInputOrderField.h │ ├── CTPOrderMgr.cpp │ ├── CTPOrderMgr.h │ ├── CTPTradeClientBase.cpp │ ├── CTPTradeClientBase.h │ ├── OrderIdImplCtp.cpp │ ├── OrderIdImplCtp.h │ ├── QueryAction.h │ ├── QueryFillAction.cpp │ ├── QueryFillAction.h │ ├── QueryInstrumentAction.cpp │ ├── QueryInstrumentAction.h │ ├── QueryOrderAction.cpp │ ├── QueryOrderAction.h │ ├── QueryPositionAction.cpp │ ├── QueryPositionAction.h │ ├── QuerySettlementInfoAction.cpp │ ├── QuerySettlementInfoAction.h │ ├── QueryTradingAccountAction.cpp │ ├── QueryTradingAccountAction.h │ ├── README.md │ ├── TradeEvent.h │ ├── TradeReal.cpp │ ├── TradeReal.h │ ├── mts_trade_real.cpp │ ├── mts_trade_real_CTP.vcxproj │ ├── mts_trade_real_CTP.vcxproj.filters │ └── trade_real_api.h ├── config ├── continuous_contract.json ├── dc_exchs.json ├── instrument_db.json ├── risk_setting.json ├── stk_instrument.json ├── trading_date_cn_fut.txt └── trading_hour.cfg └── doc ├── MTS.md ├── mts-setup.md └── mts_script_manual.md /.gitattributes: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/.gitattributes -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/README.md -------------------------------------------------------------------------------- /code/base/Currency.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Currency.cpp -------------------------------------------------------------------------------- /code/base/Currency.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Currency.h -------------------------------------------------------------------------------- /code/base/DateTime.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/DateTime.cpp -------------------------------------------------------------------------------- /code/base/DateTime.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/DateTime.h -------------------------------------------------------------------------------- /code/base/Event.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Event.cpp -------------------------------------------------------------------------------- /code/base/Event.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Event.h -------------------------------------------------------------------------------- /code/base/EventDispatcher.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/EventDispatcher.cpp -------------------------------------------------------------------------------- /code/base/EventDispatcher.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/EventDispatcher.h -------------------------------------------------------------------------------- /code/base/EventQueue.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/EventQueue.cpp -------------------------------------------------------------------------------- /code/base/EventQueue.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/EventQueue.h -------------------------------------------------------------------------------- /code/base/EventType.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/EventType.h -------------------------------------------------------------------------------- /code/base/Library.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Library.cpp -------------------------------------------------------------------------------- /code/base/Library.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Library.h -------------------------------------------------------------------------------- /code/base/LogFixtureMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/LogFixtureMgr.cpp -------------------------------------------------------------------------------- /code/base/LogFixtureMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/LogFixtureMgr.h -------------------------------------------------------------------------------- /code/base/MtsLog.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/MtsLog.cpp -------------------------------------------------------------------------------- /code/base/MtsLog.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/MtsLog.h -------------------------------------------------------------------------------- /code/base/MtsPath.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/MtsPath.cpp -------------------------------------------------------------------------------- /code/base/MtsPath.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/MtsPath.h -------------------------------------------------------------------------------- /code/base/MtsType.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/MtsType.cpp -------------------------------------------------------------------------------- /code/base/MtsType.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/MtsType.h -------------------------------------------------------------------------------- /code/base/MtsUtils.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/MtsUtils.cpp -------------------------------------------------------------------------------- /code/base/MtsUtils.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/MtsUtils.h -------------------------------------------------------------------------------- /code/base/NotifiableObserver.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/NotifiableObserver.h -------------------------------------------------------------------------------- /code/base/Resources/date_time_zonespec.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Resources/date_time_zonespec.csv -------------------------------------------------------------------------------- /code/base/Ticks.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Ticks.cpp -------------------------------------------------------------------------------- /code/base/Ticks.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Ticks.h -------------------------------------------------------------------------------- /code/base/Timezone.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Timezone.cpp -------------------------------------------------------------------------------- /code/base/Timezone.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/Timezone.h -------------------------------------------------------------------------------- /code/base/UrlPath.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/UrlPath.cpp -------------------------------------------------------------------------------- /code/base/UrlPath.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/UrlPath.h -------------------------------------------------------------------------------- /code/base/base.pro: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/base.pro -------------------------------------------------------------------------------- /code/base/base.vcxproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/base.vcxproj -------------------------------------------------------------------------------- /code/base/base.vcxproj.filters: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/base.vcxproj.filters -------------------------------------------------------------------------------- /code/base/base_api.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/base_api.h -------------------------------------------------------------------------------- /code/base/enum_ext.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/enum_ext.h -------------------------------------------------------------------------------- /code/base/number.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/number.h -------------------------------------------------------------------------------- /code/base/qt_res.qrc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/base/qt_res.qrc -------------------------------------------------------------------------------- /code/clock_real/ClockReal.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/clock_real/ClockReal.cpp -------------------------------------------------------------------------------- /code/clock_real/ClockReal.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/clock_real/ClockReal.h -------------------------------------------------------------------------------- /code/clock_real/clock_real.pro: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/clock_real/clock_real.pro -------------------------------------------------------------------------------- /code/clock_real/clock_real.vcxproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/clock_real/clock_real.vcxproj -------------------------------------------------------------------------------- /code/clock_real/clock_real.vcxproj.filters: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/clock_real/clock_real.vcxproj.filters -------------------------------------------------------------------------------- /code/clock_real/clock_real_api.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/clock_real/clock_real_api.h -------------------------------------------------------------------------------- /code/clock_real/mts_clock_real.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/clock_real/mts_clock_real.cpp -------------------------------------------------------------------------------- /code/ctp_ext/CTPClientBase.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/CTPClientBase.cpp -------------------------------------------------------------------------------- /code/ctp_ext/CTPClientBase.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/CTPClientBase.h -------------------------------------------------------------------------------- /code/ctp_ext/CTPClientCommon.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/CTPClientCommon.h -------------------------------------------------------------------------------- /code/ctp_ext/CTPCommonField.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/CTPCommonField.h -------------------------------------------------------------------------------- /code/ctp_ext/CTPUtils.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/CTPUtils.cpp -------------------------------------------------------------------------------- /code/ctp_ext/CTPUtils.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/CTPUtils.h -------------------------------------------------------------------------------- /code/ctp_ext/TradeUtils.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/TradeUtils.cpp -------------------------------------------------------------------------------- /code/ctp_ext/TradeUtils.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/TradeUtils.h -------------------------------------------------------------------------------- /code/ctp_ext/ctp_ext.vcxproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/ctp_ext.vcxproj -------------------------------------------------------------------------------- /code/ctp_ext/ctp_ext.vcxproj.filters: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/ctp_ext.vcxproj.filters -------------------------------------------------------------------------------- /code/ctp_ext/ctp_ext_api.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/ctp_ext_api.h -------------------------------------------------------------------------------- /code/ctp_ext/ctp_md.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/ctp_ext/ctp_md.h -------------------------------------------------------------------------------- /code/feeds_real_CTP/CTPFeedsClient.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/CTPFeedsClient.cpp -------------------------------------------------------------------------------- /code/feeds_real_CTP/CTPFeedsClient.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/CTPFeedsClient.h -------------------------------------------------------------------------------- /code/feeds_real_CTP/FeedsReal.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/FeedsReal.cpp -------------------------------------------------------------------------------- /code/feeds_real_CTP/FeedsReal.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/FeedsReal.h -------------------------------------------------------------------------------- /code/feeds_real_CTP/QuoteEvent.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/QuoteEvent.h -------------------------------------------------------------------------------- /code/feeds_real_CTP/README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/README.md -------------------------------------------------------------------------------- /code/feeds_real_CTP/feeds_real_api.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/feeds_real_api.h -------------------------------------------------------------------------------- /code/feeds_real_CTP/mts_feeds_real.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/mts_feeds_real.cpp -------------------------------------------------------------------------------- /code/feeds_real_CTP/mts_feeds_real_CTP.vcxproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/mts_feeds_real_CTP.vcxproj -------------------------------------------------------------------------------- /code/feeds_real_CTP/mts_feeds_real_CTP.vcxproj.filters: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/feeds_real_CTP/mts_feeds_real_CTP.vcxproj.filters -------------------------------------------------------------------------------- /code/mts/AbsStrategy.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/AbsStrategy.cpp -------------------------------------------------------------------------------- /code/mts/AbsStrategy.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/AbsStrategy.h -------------------------------------------------------------------------------- /code/mts/AccountMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/AccountMgr.cpp -------------------------------------------------------------------------------- /code/mts/AccountMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/AccountMgr.h -------------------------------------------------------------------------------- /code/mts/ClockMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/ClockMgr.cpp -------------------------------------------------------------------------------- /code/mts/ClockMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/ClockMgr.h -------------------------------------------------------------------------------- /code/mts/CrossThreadNotifier.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/CrossThreadNotifier.cpp -------------------------------------------------------------------------------- /code/mts/CrossThreadNotifier.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/CrossThreadNotifier.h -------------------------------------------------------------------------------- /code/mts/MtsMainThread.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/MtsMainThread.cpp -------------------------------------------------------------------------------- /code/mts/MtsMainThread.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/MtsMainThread.h -------------------------------------------------------------------------------- /code/mts/MtsMainThreadReal.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/MtsMainThreadReal.cpp -------------------------------------------------------------------------------- /code/mts/MtsMainThreadReal.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/MtsMainThreadReal.h -------------------------------------------------------------------------------- /code/mts/MtsProxy.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/MtsProxy.cpp -------------------------------------------------------------------------------- /code/mts/MtsProxy.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/MtsProxy.h -------------------------------------------------------------------------------- /code/mts/MtsProxyBase.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/MtsProxyBase.cpp -------------------------------------------------------------------------------- /code/mts/MtsProxyBase.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/MtsProxyBase.h -------------------------------------------------------------------------------- /code/mts/OrderFillMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/OrderFillMgr.cpp -------------------------------------------------------------------------------- /code/mts/OrderFillMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/OrderFillMgr.h -------------------------------------------------------------------------------- /code/mts/OrderMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/OrderMgr.cpp -------------------------------------------------------------------------------- /code/mts/OrderMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/OrderMgr.h -------------------------------------------------------------------------------- /code/mts/OrderMgrBase.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/OrderMgrBase.cpp -------------------------------------------------------------------------------- /code/mts/OrderMgrBase.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/OrderMgrBase.h -------------------------------------------------------------------------------- /code/mts/PositionMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/PositionMgr.cpp -------------------------------------------------------------------------------- /code/mts/PositionMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/PositionMgr.h -------------------------------------------------------------------------------- /code/mts/PositionPersistence.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/PositionPersistence.cpp -------------------------------------------------------------------------------- /code/mts/PositionPersistence.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/PositionPersistence.h -------------------------------------------------------------------------------- /code/mts/QuoteMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/QuoteMgr.cpp -------------------------------------------------------------------------------- /code/mts/QuoteMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/QuoteMgr.h -------------------------------------------------------------------------------- /code/mts/StrategyHub.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/StrategyHub.cpp -------------------------------------------------------------------------------- /code/mts/StrategyHub.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/StrategyHub.h -------------------------------------------------------------------------------- /code/mts/StrategyMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/StrategyMgr.cpp -------------------------------------------------------------------------------- /code/mts/StrategyMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/StrategyMgr.h -------------------------------------------------------------------------------- /code/mts/TradingAccountMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/TradingAccountMgr.cpp -------------------------------------------------------------------------------- /code/mts/TradingAccountMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/TradingAccountMgr.h -------------------------------------------------------------------------------- /code/mts/mts.vcxproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/mts.vcxproj -------------------------------------------------------------------------------- /code/mts/mts.vcxproj.filters: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/mts.vcxproj.filters -------------------------------------------------------------------------------- /code/mts/mts_api.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts/mts_api.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyAccount.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyAccount.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyAccount.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyAccount.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyBar.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyBar.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyBar.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyBar.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyDateTime.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyDateTime.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyDateTime.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyDateTime.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyInstrumentProperty.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyInstrumentProperty.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyInstrumentProperty.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyInstrumentProperty.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrder.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrder.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrder.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrder.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrderCancelDone.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrderCancelDone.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrderCancelReject.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrderCancelReject.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrderFill.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrderFill.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrderFill.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrderFill.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrderNewDone.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrderNewDone.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrderNewReject.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrderNewReject.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyOrderReport.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyOrderReport.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyPosition.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyPosition.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyPosition.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyPosition.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyQuote.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyQuote.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyQuote.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyQuote.h -------------------------------------------------------------------------------- /code/mts_agent_python/PyTradingAccount.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyTradingAccount.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PyTradingAccount.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PyTradingAccount.h -------------------------------------------------------------------------------- /code/mts_agent_python/PythonMdouleMain.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PythonMdouleMain.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PythonModule.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PythonModule.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PythonStrategy.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PythonStrategy.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PythonStrategy.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PythonStrategy.h -------------------------------------------------------------------------------- /code/mts_agent_python/PythonStrategyWrap.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PythonStrategyWrap.h -------------------------------------------------------------------------------- /code/mts_agent_python/PythonUtil.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PythonUtil.cpp -------------------------------------------------------------------------------- /code/mts_agent_python/PythonUtil.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/PythonUtil.h -------------------------------------------------------------------------------- /code/mts_agent_python/config/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/config/__init__.py -------------------------------------------------------------------------------- /code/mts_agent_python/config/__init__d.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/config/__init__d.py -------------------------------------------------------------------------------- /code/mts_agent_python/config/mts_import.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/config/mts_import.py -------------------------------------------------------------------------------- /code/mts_agent_python/mts_agent_python.vcxproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/mts_agent_python.vcxproj -------------------------------------------------------------------------------- /code/mts_agent_python/mts_agent_python.vcxproj.filters: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/mts_agent_python.vcxproj.filters -------------------------------------------------------------------------------- /code/mts_agent_python/mts_agent_python_api.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_agent_python/mts_agent_python_api.h -------------------------------------------------------------------------------- /code/mts_core/AbstractConfigParams.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/AbstractConfigParams.cpp -------------------------------------------------------------------------------- /code/mts_core/AbstractConfigParams.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/AbstractConfigParams.h -------------------------------------------------------------------------------- /code/mts_core/Account.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Account.cpp -------------------------------------------------------------------------------- /code/mts_core/Account.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Account.h -------------------------------------------------------------------------------- /code/mts_core/AccountCallback.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/AccountCallback.h -------------------------------------------------------------------------------- /code/mts_core/Bar.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Bar.cpp -------------------------------------------------------------------------------- /code/mts_core/Bar.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Bar.h -------------------------------------------------------------------------------- /code/mts_core/CalcBar.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/CalcBar.cpp -------------------------------------------------------------------------------- /code/mts_core/CalcBar.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/CalcBar.h -------------------------------------------------------------------------------- /code/mts_core/Clock.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Clock.cpp -------------------------------------------------------------------------------- /code/mts_core/Clock.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Clock.h -------------------------------------------------------------------------------- /code/mts_core/Component.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Component.cpp -------------------------------------------------------------------------------- /code/mts_core/Component.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Component.h -------------------------------------------------------------------------------- /code/mts_core/ConfigParams.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/ConfigParams.cpp -------------------------------------------------------------------------------- /code/mts_core/ConfigParams.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/ConfigParams.h -------------------------------------------------------------------------------- /code/mts_core/ContinuousSymbolMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/ContinuousSymbolMgr.cpp -------------------------------------------------------------------------------- /code/mts_core/ContinuousSymbolMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/ContinuousSymbolMgr.h -------------------------------------------------------------------------------- /code/mts_core/CoreBar.fbs: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/CoreBar.fbs -------------------------------------------------------------------------------- /code/mts_core/DateCallback.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/DateCallback.h -------------------------------------------------------------------------------- /code/mts_core/Environment.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Environment.cpp -------------------------------------------------------------------------------- /code/mts_core/Environment.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Environment.h -------------------------------------------------------------------------------- /code/mts_core/EnvironmentFactory.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/EnvironmentFactory.cpp -------------------------------------------------------------------------------- /code/mts_core/EnvironmentFactory.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/EnvironmentFactory.h -------------------------------------------------------------------------------- /code/mts_core/ExchOrderSet.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/ExchOrderSet.cpp -------------------------------------------------------------------------------- /code/mts_core/ExchOrderSet.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/ExchOrderSet.h -------------------------------------------------------------------------------- /code/mts_core/Feeds.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Feeds.cpp -------------------------------------------------------------------------------- /code/mts_core/Feeds.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Feeds.h -------------------------------------------------------------------------------- /code/mts_core/FeedsCallback.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/FeedsCallback.h -------------------------------------------------------------------------------- /code/mts_core/InstrumentId.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/InstrumentId.cpp -------------------------------------------------------------------------------- /code/mts_core/InstrumentId.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/InstrumentId.h -------------------------------------------------------------------------------- /code/mts_core/InstrumentObject.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/InstrumentObject.cpp -------------------------------------------------------------------------------- /code/mts_core/InstrumentObject.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/InstrumentObject.h -------------------------------------------------------------------------------- /code/mts_core/InstrumentProperty.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/InstrumentProperty.cpp -------------------------------------------------------------------------------- /code/mts_core/InstrumentProperty.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/InstrumentProperty.h -------------------------------------------------------------------------------- /code/mts_core/InstrumentPropertyDb.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/InstrumentPropertyDb.cpp -------------------------------------------------------------------------------- /code/mts_core/InstrumentPropertyDb.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/InstrumentPropertyDb.h -------------------------------------------------------------------------------- /code/mts_core/MethodDefine.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/MethodDefine.h -------------------------------------------------------------------------------- /code/mts_core/Order.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Order.cpp -------------------------------------------------------------------------------- /code/mts_core/Order.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Order.h -------------------------------------------------------------------------------- /code/mts_core/OrderAction.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderAction.cpp -------------------------------------------------------------------------------- /code/mts_core/OrderAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderAction.h -------------------------------------------------------------------------------- /code/mts_core/OrderFillSet.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderFillSet.cpp -------------------------------------------------------------------------------- /code/mts_core/OrderFillSet.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderFillSet.h -------------------------------------------------------------------------------- /code/mts_core/OrderId.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderId.cpp -------------------------------------------------------------------------------- /code/mts_core/OrderId.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderId.h -------------------------------------------------------------------------------- /code/mts_core/OrderReport.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderReport.cpp -------------------------------------------------------------------------------- /code/mts_core/OrderReport.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderReport.h -------------------------------------------------------------------------------- /code/mts_core/OrderSet.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderSet.cpp -------------------------------------------------------------------------------- /code/mts_core/OrderSet.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderSet.h -------------------------------------------------------------------------------- /code/mts_core/OrderType.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderType.cpp -------------------------------------------------------------------------------- /code/mts_core/OrderType.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/OrderType.h -------------------------------------------------------------------------------- /code/mts_core/ParamsFields.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/ParamsFields.h -------------------------------------------------------------------------------- /code/mts_core/Position.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Position.cpp -------------------------------------------------------------------------------- /code/mts_core/Position.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Position.h -------------------------------------------------------------------------------- /code/mts_core/PositionVolumeInfo.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/PositionVolumeInfo.cpp -------------------------------------------------------------------------------- /code/mts_core/PositionVolumeInfo.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/PositionVolumeInfo.h -------------------------------------------------------------------------------- /code/mts_core/Quote.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Quote.cpp -------------------------------------------------------------------------------- /code/mts_core/Quote.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Quote.h -------------------------------------------------------------------------------- /code/mts_core/QuoteSet.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/QuoteSet.cpp -------------------------------------------------------------------------------- /code/mts_core/QuoteSet.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/QuoteSet.h -------------------------------------------------------------------------------- /code/mts_core/StrategyInterface.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/StrategyInterface.h -------------------------------------------------------------------------------- /code/mts_core/SysConfigParams.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/SysConfigParams.cpp -------------------------------------------------------------------------------- /code/mts_core/SysConfigParams.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/SysConfigParams.h -------------------------------------------------------------------------------- /code/mts_core/TimerCallback.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TimerCallback.h -------------------------------------------------------------------------------- /code/mts_core/Trade.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Trade.cpp -------------------------------------------------------------------------------- /code/mts_core/Trade.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/Trade.h -------------------------------------------------------------------------------- /code/mts_core/TradeCallback.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradeCallback.h -------------------------------------------------------------------------------- /code/mts_core/TradingAccount.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradingAccount.cpp -------------------------------------------------------------------------------- /code/mts_core/TradingAccount.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradingAccount.h -------------------------------------------------------------------------------- /code/mts_core/TradingDateMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradingDateMgr.cpp -------------------------------------------------------------------------------- /code/mts_core/TradingDateMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradingDateMgr.h -------------------------------------------------------------------------------- /code/mts_core/TradingDateMgr24Hour.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradingDateMgr24Hour.cpp -------------------------------------------------------------------------------- /code/mts_core/TradingDateMgr24Hour.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradingDateMgr24Hour.h -------------------------------------------------------------------------------- /code/mts_core/TradingDateMgrFromFile.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradingDateMgrFromFile.cpp -------------------------------------------------------------------------------- /code/mts_core/TradingDateMgrFromFile.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/TradingDateMgrFromFile.h -------------------------------------------------------------------------------- /code/mts_core/const.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/const.h -------------------------------------------------------------------------------- /code/mts_core/enums.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/enums.cpp -------------------------------------------------------------------------------- /code/mts_core/enums.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/enums.h -------------------------------------------------------------------------------- /code/mts_core/mts_core.vcxproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/mts_core.vcxproj -------------------------------------------------------------------------------- /code/mts_core/mts_core.vcxproj.filters: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/mts_core.vcxproj.filters -------------------------------------------------------------------------------- /code/mts_core/mts_core_api.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_core/mts_core_api.h -------------------------------------------------------------------------------- /code/mts_opensrc.sln: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/mts_opensrc.sln -------------------------------------------------------------------------------- /code/trade_real_CTP/AbstractAction.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/AbstractAction.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/AbstractAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/AbstractAction.h -------------------------------------------------------------------------------- /code/trade_real_CTP/CTPCancelOrderField.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/CTPCancelOrderField.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/CTPCancelOrderField.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/CTPCancelOrderField.h -------------------------------------------------------------------------------- /code/trade_real_CTP/CTPInputOrderField.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/CTPInputOrderField.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/CTPInputOrderField.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/CTPInputOrderField.h -------------------------------------------------------------------------------- /code/trade_real_CTP/CTPOrderMgr.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/CTPOrderMgr.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/CTPOrderMgr.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/CTPOrderMgr.h -------------------------------------------------------------------------------- /code/trade_real_CTP/CTPTradeClientBase.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/CTPTradeClientBase.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/CTPTradeClientBase.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/CTPTradeClientBase.h -------------------------------------------------------------------------------- /code/trade_real_CTP/OrderIdImplCtp.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/OrderIdImplCtp.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/OrderIdImplCtp.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/OrderIdImplCtp.h -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryAction.h -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryFillAction.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryFillAction.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryFillAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryFillAction.h -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryInstrumentAction.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryInstrumentAction.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryInstrumentAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryInstrumentAction.h -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryOrderAction.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryOrderAction.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryOrderAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryOrderAction.h -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryPositionAction.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryPositionAction.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryPositionAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryPositionAction.h -------------------------------------------------------------------------------- /code/trade_real_CTP/QuerySettlementInfoAction.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QuerySettlementInfoAction.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/QuerySettlementInfoAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QuerySettlementInfoAction.h -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryTradingAccountAction.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryTradingAccountAction.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/QueryTradingAccountAction.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/QueryTradingAccountAction.h -------------------------------------------------------------------------------- /code/trade_real_CTP/README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/README.md -------------------------------------------------------------------------------- /code/trade_real_CTP/TradeEvent.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/TradeEvent.h -------------------------------------------------------------------------------- /code/trade_real_CTP/TradeReal.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/TradeReal.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/TradeReal.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/TradeReal.h -------------------------------------------------------------------------------- /code/trade_real_CTP/mts_trade_real.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/mts_trade_real.cpp -------------------------------------------------------------------------------- /code/trade_real_CTP/mts_trade_real_CTP.vcxproj: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/mts_trade_real_CTP.vcxproj -------------------------------------------------------------------------------- /code/trade_real_CTP/mts_trade_real_CTP.vcxproj.filters: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/mts_trade_real_CTP.vcxproj.filters -------------------------------------------------------------------------------- /code/trade_real_CTP/trade_real_api.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/code/trade_real_CTP/trade_real_api.h -------------------------------------------------------------------------------- /config/continuous_contract.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/config/continuous_contract.json -------------------------------------------------------------------------------- /config/dc_exchs.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/config/dc_exchs.json -------------------------------------------------------------------------------- /config/instrument_db.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/config/instrument_db.json -------------------------------------------------------------------------------- /config/risk_setting.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/config/risk_setting.json -------------------------------------------------------------------------------- /config/stk_instrument.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/config/stk_instrument.json -------------------------------------------------------------------------------- /config/trading_date_cn_fut.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/config/trading_date_cn_fut.txt -------------------------------------------------------------------------------- /config/trading_hour.cfg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/config/trading_hour.cfg -------------------------------------------------------------------------------- /doc/MTS.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/doc/MTS.md -------------------------------------------------------------------------------- /doc/mts-setup.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/doc/mts-setup.md -------------------------------------------------------------------------------- /doc/mts_script_manual.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mtsquant/MTS/HEAD/doc/mts_script_manual.md --------------------------------------------------------------------------------