├── .gitattributes ├── .gitignore ├── DemoStrategy ├── DemoStrategy.csproj ├── DemoStrategyActor.cs ├── Properties │ └── AssemblyInfo.cs ├── app.config └── packages.config ├── LICENSE ├── Quanter.Akka.sln ├── Quanter.BusinessEntity ├── ECube.cs ├── ECube.hbm.xml ├── EStockHolder.cs ├── EStockHolder.hbm.xml ├── EStrategy.cs ├── EStrategy.hbm.xml ├── ETrader.cs ├── ETrader.hbm.xml ├── EntrustRecord.hbm.xml ├── Properties │ └── AssemblyInfo.cs ├── Quanter.BusinessEntity.csproj ├── StockHolder.hbm.xml ├── SubTradingAccount.hbm.xml ├── TransactionRecord.hbm.xml ├── hibernate.cfg.xml ├── packages.config └── stock.db3 ├── Quanter.Common ├── BarData.cs ├── BidCacheQueue.cs ├── DllUtils.cs ├── HttpClient.cs ├── Properties │ └── AssemblyInfo.cs ├── Quanter.Common.csproj ├── QuoteData.cs ├── Securities.cs ├── SecuritiesTypes.cs ├── StockUtil.cs ├── TickData.cs ├── TraderResult.cs └── packages.config ├── Quanter.Domain ├── Properties │ └── AssemblyInfo.cs ├── Quanter.Domain.csproj ├── StrategyDesc.cs ├── User.cs └── config │ ├── StockHolder.hbm.xml │ ├── StrategyDesc.hbm.xml │ ├── SubTradingAccount.hbm.xml │ ├── TransactionRecord.hbm.xml │ ├── XueQiuCube.hbm.xml │ └── hibernate.cfg.xml ├── Quanter.Market.Sina ├── LastClosePriceData.cs ├── Properties │ └── AssemblyInfo.cs ├── Quanter.Market.Sina.csproj ├── SinaQuotationActor.cs ├── app.config ├── job_scheduling_data_2_0.xsd ├── jobs │ ├── FetchSinaQuoteDataJob.cs │ ├── ReadLastClosePriceJob.cs │ └── WriteLastClosePriceJob.cs └── packages.config ├── Quanter.Persistence ├── App.config ├── PersistenceActor.cs ├── Properties │ └── AssemblyInfo.cs ├── Quanter.Persistence.Server.csproj └── packages.config ├── Quanter.Strategy ├── Class1.cs ├── Properties │ └── AssemblyInfo.cs └── Quanter.Strategy.csproj ├── Quanter.Trader.Connector ├── BaseStockTrader.cs ├── Enums.cs ├── IStockTrader.cs ├── ITrader.cs ├── Properties │ └── AssemblyInfo.cs ├── Quanter.Trader.Connector.csproj ├── Structs.cs ├── TradeManagerActor.cs ├── TraderResult.cs ├── Win32API.cs ├── Win32Code.cs └── packages.config ├── Quanter.Trader.Gui ├── App.config ├── CHANGES.txt ├── MainForm.Designer.cs ├── MainForm.cs ├── MainForm.resx ├── Program.cs ├── Properties │ ├── AssemblyInfo.cs │ ├── Resources.Designer.cs │ ├── Resources.resx │ ├── Settings.Designer.cs │ └── Settings.settings ├── Quanter.Trader.Gui.csproj ├── licenses │ ├── license.txt │ └── protoc-license.txt ├── packages.config └── protos │ ├── google │ └── protobuf │ │ ├── csharp_options.proto │ │ └── descriptor.proto │ └── tutorial │ └── addressbook.proto ├── Quanter.Trader.Indicator ├── IComplexIndicator.cs ├── IIndicator.cs ├── IIndicatorValue.cs ├── IIndicatorValueList.cs ├── Properties │ └── AssemblyInfo.cs └── Quanter.Trader.Indicator.csproj ├── Quanter.Trader.MarketServer ├── BaseQuotationActor.cs ├── CHANGES.txt ├── MarketReceiverConfigurationSection.cs ├── Properties │ └── AssemblyInfo.cs ├── Quanter.MarketServer.csproj ├── SecuritiesMarketManagerActor.cs ├── SecuritiesQuotationActor.cs ├── licenses │ ├── license.txt │ └── protoc-license.txt ├── packages.config ├── protos │ ├── google │ │ └── protobuf │ │ │ ├── csharp_options.proto │ │ │ └── descriptor.proto │ └── tutorial │ │ └── addressbook.proto ├── stock_list - 复制.csv ├── stock_list.csv └── stocklist.csv ├── Quanter.Trader.Messages ├── CHANGES.txt ├── ClientMessages.cs ├── Constants.cs ├── ErrorMessages.cs ├── MarketMessages.cs ├── PersistenceMessages.cs ├── Properties │ └── AssemblyInfo.cs ├── Quanter.Trader.Messages.csproj ├── SecuritiesQuotationMessages.cs ├── StrategyMessages.cs ├── TradeMessages.cs ├── UserMessages.cs ├── app.manifest ├── licenses │ ├── license.txt │ └── protoc-license.txt ├── packages.config └── protos │ ├── google │ └── protobuf │ │ ├── csharp_options.proto │ │ └── descriptor.proto │ └── tutorial │ └── addressbook.proto ├── Quanter.Trader.StrategyServer ├── BaseStrategyActor.cs ├── CHANGES.txt ├── IAccount.cs ├── IStrategy.cs ├── Properties │ └── AssemblyInfo.cs ├── Quanter.StrategyServer.csproj ├── Risk │ ├── IRiskRule.cs │ ├── RiskActions.cs │ ├── RiskManager.cs │ └── RiskRules.cs ├── StrategyActor.cs ├── StrategyManagerActor.cs ├── TradeMode.cs ├── app.config ├── licenses │ ├── license.txt │ └── protoc-license.txt ├── packages.config └── protos │ ├── google │ └── protobuf │ │ ├── csharp_options.proto │ │ └── descriptor.proto │ └── tutorial │ └── addressbook.proto ├── README.md └── Tests.Quanter.Persistence ├── App.config ├── PersistenceActorSpec.cs ├── Properties └── AssemblyInfo.cs ├── Tests.Quanter.Persistence.csproj └── packages.config /.gitattributes: -------------------------------------------------------------------------------- 1 | ############################################################################### 2 | # Set default behavior to automatically normalize line endings. 3 | ############################################################################### 4 | * text=auto 5 | 6 | ############################################################################### 7 | # Set default behavior for command prompt diff. 8 | # 9 | # This is need for earlier builds of msysgit that does not have it on by 10 | # default for csharp files. 11 | # Note: This is only used by command line 12 | ############################################################################### 13 | #*.cs diff=csharp 14 | 15 | ############################################################################### 16 | # Set the merge driver for project and solution files 17 | # 18 | # Merging from the command prompt will add diff markers to the files if there 19 | # are conflicts (Merging from VS is not affected by the settings below, in VS 20 | # the diff markers are never inserted). Diff markers may cause the following 21 | # file extensions to fail to load in VS. An alternative would be to treat 22 | # these files as binary and thus will always conflict and require user 23 | # intervention with every merge. To do so, just uncomment the entries below 24 | ############################################################################### 25 | #*.sln merge=binary 26 | #*.csproj merge=binary 27 | #*.vbproj merge=binary 28 | #*.vcxproj merge=binary 29 | #*.vcproj merge=binary 30 | #*.dbproj merge=binary 31 | #*.fsproj merge=binary 32 | #*.lsproj merge=binary 33 | #*.wixproj merge=binary 34 | #*.modelproj merge=binary 35 | #*.sqlproj merge=binary 36 | #*.wwaproj merge=binary 37 | 38 | ############################################################################### 39 | # behavior for image files 40 | # 41 | # image files are treated as binary by default. 42 | ############################################################################### 43 | #*.jpg binary 44 | #*.png binary 45 | #*.gif binary 46 | 47 | ############################################################################### 48 | # diff behavior for common document formats 49 | # 50 | # Convert binary document formats to text before diffing them. This feature 51 | # is only available from the command line. Turn it on by uncommenting the 52 | # entries below. 53 | ############################################################################### 54 | #*.doc diff=astextplain 55 | #*.DOC diff=astextplain 56 | #*.docx diff=astextplain 57 | #*.DOCX diff=astextplain 58 | #*.dot diff=astextplain 59 | #*.DOT diff=astextplain 60 | #*.pdf diff=astextplain 61 | #*.PDF diff=astextplain 62 | #*.rtf diff=astextplain 63 | #*.RTF diff=astextplain 64 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | ## Ignore Visual Studio temporary files, build results, and 2 | ## files generated by popular Visual Studio add-ons. 3 | 4 | # User-specific files 5 | *.suo 6 | *.user 7 | *.userosscache 8 | *.sln.docstates 9 | 10 | # User-specific files (MonoDevelop/Xamarin Studio) 11 | *.userprefs 12 | 13 | # Build results 14 | [Dd]ebug/ 15 | [Dd]ebugPublic/ 16 | [Rr]elease/ 17 | [Rr]eleases/ 18 | x64/ 19 | x86/ 20 | build/ 21 | bld/ 22 | [Bb]in/ 23 | [Oo]bj/ 24 | 25 | # Visual Studio 2015 cache/options directory 26 | .vs/ 27 | 28 | # MSTest test Results 29 | [Tt]est[Rr]esult*/ 30 | [Bb]uild[Ll]og.* 31 | 32 | # NUNIT 33 | *.VisualState.xml 34 | TestResult.xml 35 | 36 | # Build Results of an ATL Project 37 | [Dd]ebugPS/ 38 | [Rr]eleasePS/ 39 | dlldata.c 40 | 41 | # DNX 42 | project.lock.json 43 | artifacts/ 44 | 45 | *_i.c 46 | *_p.c 47 | *_i.h 48 | *.ilk 49 | *.meta 50 | *.obj 51 | *.pch 52 | *.pdb 53 | *.pgc 54 | *.pgd 55 | *.rsp 56 | *.sbr 57 | *.tlb 58 | *.tli 59 | *.tlh 60 | *.tmp 61 | *.tmp_proj 62 | *.log 63 | *.vspscc 64 | *.vssscc 65 | .builds 66 | *.pidb 67 | *.svclog 68 | *.scc 69 | 70 | # Chutzpah Test files 71 | _Chutzpah* 72 | 73 | # Visual C++ cache files 74 | ipch/ 75 | *.aps 76 | *.ncb 77 | *.opensdf 78 | *.sdf 79 | *.cachefile 80 | 81 | # Visual Studio profiler 82 | *.psess 83 | *.vsp 84 | *.vspx 85 | 86 | # TFS 2012 Local Workspace 87 | $tf/ 88 | 89 | # Guidance Automation Toolkit 90 | *.gpState 91 | 92 | # ReSharper is a .NET coding add-in 93 | _ReSharper*/ 94 | *.[Rr]e[Ss]harper 95 | *.DotSettings.user 96 | 97 | # JustCode is a .NET coding add-in 98 | .JustCode 99 | 100 | # TeamCity is a build add-in 101 | _TeamCity* 102 | 103 | # DotCover is a Code Coverage Tool 104 | *.dotCover 105 | 106 | # NCrunch 107 | _NCrunch_* 108 | .*crunch*.local.xml 109 | 110 | # MightyMoose 111 | *.mm.* 112 | AutoTest.Net/ 113 | 114 | # Web workbench (sass) 115 | .sass-cache/ 116 | 117 | # Installshield output folder 118 | [Ee]xpress/ 119 | 120 | # DocProject is a documentation generator add-in 121 | DocProject/buildhelp/ 122 | DocProject/Help/*.HxT 123 | DocProject/Help/*.HxC 124 | DocProject/Help/*.hhc 125 | DocProject/Help/*.hhk 126 | DocProject/Help/*.hhp 127 | DocProject/Help/Html2 128 | DocProject/Help/html 129 | 130 | # Click-Once directory 131 | publish/ 132 | 133 | # Publish Web Output 134 | *.[Pp]ublish.xml 135 | *.azurePubxml 136 | ## TODO: Comment the next line if you want to checkin your 137 | ## web deploy settings but do note that will include unencrypted 138 | ## passwords 139 | #*.pubxml 140 | 141 | *.publishproj 142 | 143 | # NuGet Packages 144 | *.nupkg 145 | # The packages folder can be ignored because of Package Restore 146 | **/packages/* 147 | # except build/, which is used as an MSBuild target. 148 | !**/packages/build/ 149 | # Uncomment if necessary however generally it will be regenerated when needed 150 | #!**/packages/repositories.config 151 | 152 | # Windows Azure Build Output 153 | csx/ 154 | *.build.csdef 155 | 156 | # Windows Store app package directory 157 | AppPackages/ 158 | 159 | # Visual Studio cache files 160 | # files ending in .cache can be ignored 161 | *.[Cc]ache 162 | # but keep track of directories ending in .cache 163 | !*.[Cc]ache/ 164 | 165 | # Others 166 | ClientBin/ 167 | [Ss]tyle[Cc]op.* 168 | ~$* 169 | *~ 170 | *.dbmdl 171 | *.dbproj.schemaview 172 | *.pfx 173 | *.publishsettings 174 | node_modules/ 175 | orleans.codegen.cs 176 | 177 | # RIA/Silverlight projects 178 | Generated_Code/ 179 | 180 | # Backup & report files from converting an old project file 181 | # to a newer Visual Studio version. Backup files are not needed, 182 | # because we have git ;-) 183 | _UpgradeReport_Files/ 184 | Backup*/ 185 | UpgradeLog*.XML 186 | UpgradeLog*.htm 187 | 188 | # SQL Server files 189 | *.mdf 190 | *.ldf 191 | 192 | # Business Intelligence projects 193 | *.rdl.data 194 | *.bim.layout 195 | *.bim_*.settings 196 | 197 | # Microsoft Fakes 198 | FakesAssemblies/ 199 | 200 | # Node.js Tools for Visual Studio 201 | .ntvs_analysis.dat 202 | 203 | # Visual Studio 6 build log 204 | *.plg 205 | 206 | # Visual Studio 6 workspace options file 207 | *.opt 208 | 209 | # LightSwitch generated files 210 | GeneratedArtifacts/ 211 | _Pvt_Extensions/ 212 | ModelManifest.xml 213 | -------------------------------------------------------------------------------- /DemoStrategy/DemoStrategy.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {9A3793DB-03DE-4C99-9525-C7C7BEE9CB93} 8 | Library 9 | Properties 10 | Quanter.Strategy 11 | Quanter.Strategy.Demo 12 | v4.5.2 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | ..\..\quanter.private\packages\Akka.1.0.6\lib\net45\Akka.dll 35 | True 36 | 37 | 38 | ..\packages\Newtonsoft.Json.7.0.1\lib\net45\Newtonsoft.Json.dll 39 | True 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | {34db14a6-e4ed-4c4a-8ca6-939201a572be} 57 | Quanter.BusinessEntity 58 | 59 | 60 | {a3fa3c71-a7b0-4bb6-bd32-0aee20493593} 61 | Quanter.Common 62 | 63 | 64 | {dde08214-ec3a-4dd7-8cee-49973e17ae8f} 65 | Quanter.Trader.Messages 66 | 67 | 68 | {f0e12b5e-7012-4345-b4a4-be4cedce5e91} 69 | Quanter.StrategyServer 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 84 | -------------------------------------------------------------------------------- /DemoStrategy/DemoStrategyActor.cs: -------------------------------------------------------------------------------- 1 | using Akka.Actor; 2 | using Akka.Event; 3 | using Quanter.BusinessEntity; 4 | using Quanter.Common; 5 | using Quanter.Trader.Messages; 6 | using System; 7 | 8 | namespace Quanter.Strategy.Demo 9 | { 10 | public class DemoStrategyActor : BaseStrategyActor 11 | { 12 | private readonly ILoggingAdapter _log = Logging.GetLogger(Context); 13 | 14 | public DemoStrategyActor(EStrategy strategy) : base(strategy) 15 | { 16 | _log.Debug("创建编码为 {0} StrategyActor实例", strategy.Id); 17 | } 18 | 19 | protected override void onInit() 20 | { 21 | _log.Debug("初始化编号为{0}Strategy", Desc.Id); 22 | AddSecurities(new Securities(SecuritiesTypes.Stock, MarketType.XSHE, "000002")); 23 | AddSecurities(new Securities(SecuritiesTypes.Stock, MarketType.XSHG, "603998")); 24 | } 25 | 26 | 27 | protected override void onQuoteData(QuoteData data) 28 | { 29 | _log.Debug("Demo策略处理{0}报价数据", data.Symbol); 30 | this.buySecurities(new Securities( SecuritiesTypes.Stock, data.Symbol), data.SellPrice1, 100); 31 | } 32 | } 33 | } 34 | -------------------------------------------------------------------------------- /DemoStrategy/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("DemoStrategy")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("DemoStrategy")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("9a3793db-03de-4c99-9525-c7c7bee9cb93")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /DemoStrategy/app.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | -------------------------------------------------------------------------------- /DemoStrategy/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/ECube.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.BusinessEntity 8 | { 9 | public class ECube 10 | { 11 | public virtual int Id { get; set; } 12 | public virtual EStrategy Strategy { get; set; } // 策略 13 | public virtual String Symbol { get; set; } // 组合代码 14 | public virtual long PreAdjustmentId { get; set; } //调整ID 15 | 16 | } 17 | } 18 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/ECube.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/EStockHolder.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.BusinessEntity 8 | { 9 | public class EStockHolder 10 | { 11 | public virtual int Id { get; set; } 12 | public virtual EStrategy Strategy { get; set; } 13 | public virtual String Symbol { get; set; } 14 | public virtual String Code { get; set; } 15 | public virtual String Name { get; set; } 16 | public virtual float MarketValue { get { return LastPrice * CurrentAmount; } } 17 | public virtual float CostPrice { get; set; } 18 | public virtual int CurrentAmount { get { return EnableAmount + IncomeAmount; } } 19 | public virtual int EnableAmount { get; set; } 20 | public virtual int IncomeAmount { get; set; } // 冻结 21 | public virtual float LastPrice { get; set; } 22 | 23 | } 24 | } 25 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/EStockHolder.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/EStrategy.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.BusinessEntity 8 | { 9 | public class EStrategy 10 | { 11 | public virtual int Id { get; set; } 12 | public virtual String Name { get; set; } 13 | public virtual String Desc { get; set; } 14 | public virtual String Type { get; set; } 15 | 16 | public virtual ETrader Trader { get; set; } 17 | 18 | public virtual bool Enabled { get; set; } 19 | // public virtual float CurrentBalance { get; set; } // 资金余额 20 | // public virtual float FetchBalance { get; set; } // 可取金额 21 | public virtual float EnableBalance { get; set; } // 可用金额 22 | public virtual float FrozenBalance { get; set; } // 冻结金额 23 | public virtual float MarketValue 24 | { 25 | get { 26 | float mv = 0; 27 | foreach(var share in holders) 28 | { 29 | mv += share.MarketValue; 30 | } 31 | return mv; 32 | } 33 | } // 股票市值 34 | public virtual float AssetBalance { get { return EnableBalance + MarketValue; } } // 总资产 35 | 36 | public virtual DateTime Date { get; set; } 37 | 38 | private IList holders = new List(); 39 | 40 | public virtual IList Holders 41 | { 42 | get { return this.holders; } 43 | set { this.holders = value; } 44 | } 45 | 46 | } 47 | } 48 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/EStrategy.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/ETrader.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.BusinessEntity 8 | { 9 | public class ETrader 10 | { 11 | public virtual int Id { get; set; } 12 | 13 | public virtual String Name { get; set; } 14 | 15 | public virtual String Desc { get; set; } 16 | 17 | public virtual String Username { get; set; } 18 | public virtual String Password { get; set; } 19 | public virtual String ServicePwd { get; set; } 20 | 21 | public virtual String Path { get; set; } 22 | 23 | public virtual String Type { get; set; } 24 | public virtual DateTime Date { get; set; } 25 | 26 | } 27 | } 28 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/ETrader.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/EntrustRecord.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.BusinessEntity")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.BusinessEntity")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("34db14a6-e4ed-4c4a-8ca6-939201a572be")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/Quanter.BusinessEntity.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {34DB14A6-E4ED-4C4A-8CA6-939201A572BE} 8 | Library 9 | Properties 10 | Quanter.BusinessEntity 11 | Quanter.BusinessEntity 12 | v4.5.2 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | ..\packages\Iesi.Collections.4.0.0.4000\lib\net40\Iesi.Collections.dll 35 | True 36 | 37 | 38 | ..\packages\NHibernate.4.0.4.4000\lib\net40\NHibernate.dll 39 | True 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | Always 61 | 62 | 63 | 64 | 65 | Designer 66 | 67 | 68 | Always 69 | 70 | 71 | Always 72 | 73 | 74 | Always 75 | 76 | 77 | Always 78 | 79 | 80 | 81 | Always 82 | 83 | 84 | 85 | 86 | 87 | 94 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/StockHolder.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/SubTradingAccount.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/TransactionRecord.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/hibernate.cfg.xml: -------------------------------------------------------------------------------- 1 |  2 | 7 | 8 | 9 | NHibernate.Connection.DriverConnectionProvider 10 | NHibernate.Driver.SQLite20Driver 11 | Data Source=stock.db3;Version=3; 12 | NHibernate.Dialect.SQLiteDialect 13 | true=1;false=0 14 | true 15 | 16 | 17 | 18 | 19 | 20 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | -------------------------------------------------------------------------------- /Quanter.BusinessEntity/stock.db3: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/superquanter/quanter/2291bbc24ad352d54aa2deb114e9897963576a7c/Quanter.BusinessEntity/stock.db3 -------------------------------------------------------------------------------- /Quanter.Common/BarData.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Common 8 | { 9 | public class BarData 10 | { 11 | } 12 | } 13 | -------------------------------------------------------------------------------- /Quanter.Common/BidCacheQueue.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Common 8 | { 9 | /// 10 | /// 股票价格队列, 当价格发生变动时,发送给观察者 11 | /// 12 | public class BidCacheQueue 13 | { 14 | /// 15 | /// 定义一个委托类型 16 | /// 17 | /// 18 | /// 19 | public delegate void BidChangeHandler(object sender, TickData bid); 20 | 21 | /// 定义一个事件 22 | public event BidChangeHandler OnBidChange; 23 | 24 | private TickData lastData; 25 | private Queue queue = new Queue(); 26 | 27 | private String code = null; 28 | // private String name = null; 29 | 30 | public BidCacheQueue(String code) 31 | { 32 | this.code = code; 33 | } 34 | 35 | public String Code { get { return code; } } 36 | // public String Name {get {return name;}} 37 | 38 | public TickData LastData 39 | { 40 | get 41 | { 42 | if (lastData == null) 43 | lastData = new TickData(); 44 | return lastData; 45 | } 46 | } 47 | 48 | List bids = new List(); 49 | public List BidList 50 | { 51 | get { return this.bids; } 52 | } 53 | 54 | public void Enqueue(TickData obj) 55 | { 56 | bids.Insert(0, obj); 57 | queue.Enqueue(obj); 58 | lastData = obj; 59 | if (OnBidChange != null) 60 | { 61 | OnBidChange(this, obj); 62 | } 63 | } 64 | 65 | public TickData Dequeue() 66 | { 67 | return queue.Dequeue(); 68 | } 69 | } 70 | } 71 | -------------------------------------------------------------------------------- /Quanter.Common/DllUtils.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Reflection; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Quanter.Common 9 | { 10 | public class DllUtils 11 | { 12 | public static T CreateInstance(string dllPath, String className) 13 | { 14 | Assembly ass = Assembly.LoadFrom(dllPath); 15 | 16 | Type type = ass.GetType(className); 17 | try 18 | { 19 | object obj = Activator.CreateInstance(type); 20 | return (T)obj; 21 | } 22 | catch (Exception e) 23 | { 24 | return default(T); 25 | } 26 | 27 | } 28 | 29 | } 30 | } 31 | -------------------------------------------------------------------------------- /Quanter.Common/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Common")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Common")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("a3fa3c71-a7b0-4bb6-bd32-0aee20493593")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Common/QuoteData.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Common 8 | { 9 | public class QuoteData 10 | { 11 | //public class GoodsData : ICloneable 12 | //{ 13 | // public float Price { get; set; } 14 | // public int OrderAmount { get; set; } 15 | 16 | // public GoodsData(float price, int amount) 17 | // { 18 | // Price = price; 19 | // OrderAmount = amount; 20 | // } 21 | 22 | // public GoodsData DeepClone() 23 | // { 24 | // return (GoodsData)Clone(); 25 | // } 26 | // public object Clone() 27 | // { 28 | // GoodsData data = new GoodsData(Price, OrderAmount); 29 | 30 | // return data; 31 | // } 32 | //} 33 | 34 | public String Symbol { get; set; } // 证券代码 国际标准 35 | public String Alias { get; set; } // 证券代码 36 | public string Name { get; set; } // 名称 37 | 38 | public float LastClose { get; set; } 39 | public float Open { get; set; } 40 | public float High { get; set; } 41 | public float Low { get; set; } 42 | 43 | public float CurrentPrice { get; set; } // 成交价 44 | public long Volume { get; set; } // 成交量 45 | public float Turnover { get; set; } // 成交金额 46 | public String PushTime { get; set; } // 推送时间 47 | 48 | //private ICollection buyList = new List(); 49 | //private ICollection sellList = new List(); 50 | 51 | //public GoodsData[] BuyList 52 | //{ 53 | // get 54 | // { 55 | // if (buyList.Count == 0) return new GoodsData[5] { new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0) }; 56 | // return this.buyList.ToArray(); 57 | // } 58 | //} 59 | 60 | //public GoodsData[] SellList 61 | //{ 62 | // get 63 | // { 64 | // if (sellList.Count == 0) return new GoodsData[5] { new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0) }; 65 | 66 | // return this.sellList.ToArray(); 67 | // } 68 | //} 69 | 70 | #region 买卖5档 71 | public long SellVolume { get; set; } 72 | public long BuyVolume { get; set; } 73 | public float SellPrice1 { get; set; } 74 | public long SellVolume1 { get; set; } 75 | public float SellPrice2 { get; set; } 76 | public long SellVolume2 { get; set; } 77 | public float SellPrice3 { get; set; } 78 | public long SellVolume3 { get; set; } 79 | public float SellPrice4 { get; set; } 80 | public long SellVolume4 { get; set; } 81 | public float SellPrice5 { get; set; } 82 | public long SellVolume5 { get; set; } 83 | public float BuyPrice1 { get; set; } 84 | public long BuyVolume1 { get; set; } 85 | public float BuyPrice2 { get; set; } 86 | public long BuyVolume2 { get; set; } 87 | public float BuyPrice3 { get; set; } 88 | public long BuyVolume3 { get; set; } 89 | public float BuyPrice4 { get; set; } 90 | public long BuyVolume4 { get; set; } 91 | public float BuyPrice5 { get; set; } 92 | public long BuyVolume5 { get; set; } 93 | #endregion 94 | 95 | public float PE { get; set; } 96 | public float Amplitude { get; set; } 97 | public float HighLimit { get; set; } 98 | public float LowLimit { get; set; } 99 | 100 | //public void AddBuyGoodsData(GoodsData data) 101 | //{ 102 | // this.buyList.Add(data); 103 | //} 104 | 105 | //public void AddSellGoodsData(GoodsData data) 106 | //{ 107 | // this.sellList.Add(data); 108 | //} 109 | 110 | //public TickData DeepClone() 111 | //{ 112 | // return (TickData)Clone(); 113 | //} 114 | //public object Clone() 115 | //{ 116 | // QuoteData bid = new QuoteData(); 117 | // bid.Symbol = Symbol; 118 | // bid.High = High; 119 | // bid.Low = Low; 120 | // bid.Open = Open; 121 | // bid.LastClose = LastClose; 122 | 123 | // bid.CurrentPrice = CurrentPrice; 124 | // bid.Turnover = Turnover; 125 | // bid.Volumn = Volumn; 126 | // bid.PushTime = PushTime; 127 | 128 | // bid.buyList = new List(); 129 | // buyList.AsParallel().ForAll(d => 130 | // { 131 | // bid.buyList.Add(d.DeepClone()); 132 | // }); 133 | 134 | // bid.sellList = new List(); 135 | // sellList.AsParallel().ForAll(d => 136 | // { 137 | // bid.sellList.Add(d.DeepClone()); 138 | // }); 139 | 140 | // return bid; 141 | //} 142 | } 143 | } 144 | -------------------------------------------------------------------------------- /Quanter.Common/Securities.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Runtime.Serialization; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Quanter.Common 9 | { 10 | [Serializable] 11 | public class Securities : ISerializable 12 | { 13 | public SecuritiesTypes Type { get; private set; } 14 | public MarketType MarketType { get; private set; } 15 | 16 | public String Symbol { get; private set; } 17 | 18 | public String Name { get; set; } 19 | public String Alias { 20 | get 21 | { 22 | String alias = string.Empty; 23 | switch(MarketType) 24 | { 25 | case MarketType.XSHG: 26 | alias = "sh" + Symbol.Substring(0,6); 27 | break; 28 | case MarketType.XSHE: 29 | alias = "sz" + Symbol.Substring(0, 6); 30 | break; 31 | default: 32 | break; 33 | } 34 | 35 | return alias; 36 | } 37 | } 38 | 39 | public Securities(SecuritiesTypes secType, MarketType marketType, String code) 40 | { 41 | this.Type = secType; 42 | this.MarketType = marketType; 43 | this.Symbol = code + "." + marketType.ToString(); 44 | } 45 | 46 | public Securities(SecuritiesTypes secType, String symbol) 47 | { 48 | this.Type = secType; 49 | this.Symbol = symbol; 50 | int index = symbol.IndexOf("."); 51 | this.MarketType = (MarketType)Enum.Parse(MarketType.GetType(), symbol.Substring(index+1)); 52 | } 53 | 54 | public void GetObjectData(SerializationInfo info, StreamingContext context) 55 | { 56 | info.AddValue("Type", Type); 57 | info.AddValue("MarketType", MarketType); 58 | } 59 | } 60 | } 61 | -------------------------------------------------------------------------------- /Quanter.Common/SecuritiesTypes.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Common 8 | { 9 | public enum SecuritiesTypes 10 | { 11 | Stock, 12 | Future, 13 | Option, 14 | Commodity, 15 | Cfd, 16 | Swap 17 | } 18 | 19 | public enum MarketType 20 | { 21 | XSHG, // 上交所 22 | XSHE, // 深交所 23 | } 24 | } 25 | -------------------------------------------------------------------------------- /Quanter.Common/StockUtil.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Common 8 | { 9 | public class StockUtil 10 | { 11 | private static Random random = new Random(); 12 | public static string getCode(String code) 13 | { 14 | if (code.Length == 6) 15 | return code; 16 | else if (code.Length == 8) 17 | return code.Substring(2); 18 | 19 | return code; 20 | } 21 | 22 | public static string GetFullCode(String stockCode) 23 | { 24 | if (stockCode.Length == 6) 25 | { 26 | switch (stockCode.Substring(0, 2)) 27 | { 28 | case "51": 29 | case "50": 30 | case "60": 31 | stockCode = "sh" + stockCode; 32 | return stockCode; 33 | 34 | case "00": 35 | case "15": 36 | case "16": 37 | case "30": 38 | stockCode = "sz" + stockCode; 39 | return stockCode; 40 | } 41 | } 42 | return stockCode; 43 | } 44 | 45 | public static int GetExchangeType(String code) 46 | { 47 | if (GetFullCode(code).StartsWith("sz")) return 2; 48 | else if (GetFullCode(code).StartsWith("sh")) return 1; 49 | 50 | return 0; 51 | } 52 | 53 | public static string Base64Encode(String s, Encoding e) 54 | { 55 | byte[] bytes = e.GetBytes(s); 56 | 57 | return Convert.ToBase64String(bytes); 58 | } 59 | 60 | public static string Base64Decode(String s, Encoding e) 61 | { 62 | byte[] bytes = Convert.FromBase64String(s); 63 | return e.GetString(bytes); 64 | } 65 | 66 | public static string RandomString 67 | { 68 | get 69 | { 70 | return random.Next().ToString(); 71 | } 72 | } 73 | 74 | public static string GetFundCode(string code) 75 | { 76 | if (code.Length == 6) 77 | return "f_" + code; 78 | else if (code.Length == 8) 79 | return "f_" + code.Substring(2, 6); 80 | else return code; 81 | } 82 | 83 | public static string GetShortCode(string code) 84 | { 85 | switch (code.Length) 86 | { 87 | case 6: 88 | return code; 89 | case 7: 90 | return code.Substring(1); 91 | case 8: 92 | return code.Substring(2); 93 | default: 94 | return code; 95 | } 96 | } 97 | } 98 | } 99 | -------------------------------------------------------------------------------- /Quanter.Common/TickData.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Common 8 | { 9 | public class TickData : ICloneable 10 | { 11 | /// 12 | /// 每价格挂单的数据 13 | /// 14 | public class GoodsData : ICloneable 15 | { 16 | public float Price { get; set; } 17 | public int OrderAmount { get; set; } 18 | 19 | public GoodsData(float price, int amount) 20 | { 21 | Price = price; 22 | OrderAmount = amount; 23 | } 24 | 25 | public GoodsData DeepClone() 26 | { 27 | return (GoodsData)Clone(); 28 | } 29 | public object Clone() 30 | { 31 | GoodsData data = new GoodsData(Price, OrderAmount); 32 | 33 | return data; 34 | } 35 | } 36 | 37 | public String Code { get; set; } // 证券代码 38 | public string Name { get; set; } // 名称 39 | 40 | public float LastClose { get; set; } 41 | public float Open { get; set; } 42 | public float High { get; set; } 43 | public float Low { get; set; } 44 | 45 | public float CurrentPrice { get; set; } // 成交价 46 | public long Volumn { get; set; } // 成交量 47 | public float Turnover { get; set; } // 成交金额 48 | public String PushTime { get; set; } // 推送时间 49 | 50 | private ICollection buyList = new List(); 51 | private ICollection sellList = new List(); 52 | 53 | public GoodsData[] BuyList 54 | { 55 | get 56 | { 57 | if (buyList.Count == 0) return new GoodsData[5] { new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0) }; 58 | return this.buyList.ToArray(); 59 | } 60 | } 61 | 62 | public GoodsData[] SellList 63 | { 64 | get 65 | { 66 | if (sellList.Count == 0) return new GoodsData[5] { new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0), new GoodsData(0, 0) }; 67 | 68 | return this.sellList.ToArray(); 69 | } 70 | } 71 | 72 | public void AddBuyGoodsData(GoodsData data) 73 | { 74 | this.buyList.Add(data); 75 | } 76 | 77 | public void AddSellGoodsData(GoodsData data) 78 | { 79 | this.sellList.Add(data); 80 | } 81 | 82 | public TickData DeepClone() 83 | { 84 | return (TickData)Clone(); 85 | } 86 | public object Clone() 87 | { 88 | TickData bid = new TickData(); 89 | bid.Code = Code; 90 | bid.High = High; 91 | bid.Low = Low; 92 | bid.Open = Open; 93 | bid.LastClose = LastClose; 94 | 95 | bid.CurrentPrice = CurrentPrice; 96 | bid.Turnover = Turnover; 97 | bid.Volumn = Volumn; 98 | bid.PushTime = PushTime; 99 | 100 | bid.buyList = new List(); 101 | buyList.AsParallel().ForAll(d=> 102 | { 103 | bid.buyList.Add(d.DeepClone()); 104 | }); 105 | 106 | bid.sellList = new List(); 107 | sellList.AsParallel().ForAll(d => 108 | { 109 | bid.sellList.Add(d.DeepClone()); 110 | }); 111 | 112 | return bid; 113 | } 114 | } 115 | } 116 | -------------------------------------------------------------------------------- /Quanter.Common/TraderResult.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Common 8 | { 9 | public enum TraderResultEnum 10 | { 11 | SUCCESS, // 成功 12 | ERROR, // 错误 13 | UNLOGIN, // 未登录 14 | TIMEOUT // 超时 15 | } 16 | 17 | public class TraderResult 18 | { 19 | /// 20 | /// -1: 表示调用不成功 21 | /// 22 | public TraderResultEnum Code { get; set; } 23 | public string Message { get; set; } 24 | public int EntrustNo { get; set; } 25 | public object Result { get; set; } 26 | 27 | public TraderResult() 28 | { 29 | Code = TraderResultEnum.TIMEOUT; 30 | } 31 | } 32 | } 33 | -------------------------------------------------------------------------------- /Quanter.Common/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | -------------------------------------------------------------------------------- /Quanter.Domain/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Domain")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Domain")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("ec87bcae-62f6-46dd-90df-68f39a475752")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Domain/Quanter.Domain.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {EC87BCAE-62F6-46DD-90DF-68F39A475752} 8 | Library 9 | Properties 10 | Quanter.Domain 11 | Quanter.Domain 12 | v4.5.2 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | PreserveNewest 50 | 51 | 52 | PreserveNewest 53 | 54 | 55 | PreserveNewest 56 | 57 | 58 | PreserveNewest 59 | 60 | 61 | PreserveNewest 62 | 63 | 64 | PreserveNewest 65 | 66 | 67 | 68 | 75 | -------------------------------------------------------------------------------- /Quanter.Domain/StrategyDesc.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Domain 8 | { 9 | /// 10 | /// 策略的种类 11 | /// 12 | public class StrategyDesc 13 | { 14 | public virtual int Id { get; set; } 15 | public virtual String Dll { get; set; } 16 | public virtual String Clazz { get; set; } 17 | public virtual String Name { get; set; } 18 | public virtual String Desc { get; set; } 19 | public virtual DateTime Date { get; set; } 20 | public virtual bool Enabled { get; set; } 21 | 22 | } 23 | } 24 | -------------------------------------------------------------------------------- /Quanter.Domain/User.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Domain 8 | { 9 | public class User 10 | { 11 | public virtual int Id { get; set; } 12 | public virtual String Username { get; set; } 13 | public virtual String Password { get; set; } 14 | } 15 | } 16 | -------------------------------------------------------------------------------- /Quanter.Domain/config/StockHolder.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | -------------------------------------------------------------------------------- /Quanter.Domain/config/StrategyDesc.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | -------------------------------------------------------------------------------- /Quanter.Domain/config/SubTradingAccount.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | -------------------------------------------------------------------------------- /Quanter.Domain/config/TransactionRecord.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | -------------------------------------------------------------------------------- /Quanter.Domain/config/XueQiuCube.hbm.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | -------------------------------------------------------------------------------- /Quanter.Domain/config/hibernate.cfg.xml: -------------------------------------------------------------------------------- 1 |  2 | 7 | 8 | 9 | NHibernate.Connection.DriverConnectionProvider 10 | NHibernate.Driver.SQLite20Driver 11 | Data Source=stock.db3;Version=3; 12 | NHibernate.Dialect.SQLiteDialect 13 | true=1;false=0 14 | true 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | -------------------------------------------------------------------------------- /Quanter.Market.Sina/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Market.Sina")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Market.Sina")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("ee7d7c04-1126-4c3f-8e24-a7a6008ed8a1")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Market.Sina/SinaQuotationActor.cs: -------------------------------------------------------------------------------- 1 | using Quanter.Common; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Net; 6 | using System.Text; 7 | using System.Threading; 8 | using System.Threading.Tasks; 9 | using Akka.Actor; 10 | using Akka.Event; 11 | using Quanter.Trader.Messages; 12 | 13 | namespace Quanter.Market.Sina 14 | { 15 | public class SinaQuotationActor : BaseQuotationActor 16 | { 17 | private CookieContainer Cookie = new CookieContainer(); 18 | 19 | private const string dataurl = "http://hq.sinajs.cn/list={0}"; 20 | private HttpClient client = null; 21 | private List symbols = new List(); 22 | 23 | protected override void PreStart() 24 | { 25 | client = new HttpClient(); 26 | } 27 | protected override void run() 28 | { 29 | _run(); 30 | } 31 | 32 | private List t_ReqSymbols = new List(); 33 | private readonly int n = 150; 34 | 35 | private void _run() 36 | { 37 | _log.Info("sina level1 行情接收器开始运行"); 38 | bool isSent = false; 39 | if (aliases.Count != 0) 40 | { 41 | StringBuilder sb = new StringBuilder(); 42 | for (int i = 0; i < aliases.Count; i++) 43 | { 44 | isSent = false; 45 | sb.Append(aliases[i]); 46 | sb.Append(","); 47 | 48 | if (i % n == (n - 1)) 49 | { 50 | sb.Remove(sb.Length - 1, 1); 51 | t_ReqSymbols.Add(sb.ToString()); 52 | sb.Clear(); 53 | isSent = true; 54 | } 55 | } 56 | if (!isSent) 57 | { 58 | sb.Remove(sb.Length - 1, 1); 59 | t_ReqSymbols.Add(sb.ToString()); 60 | } 61 | } 62 | 63 | foreach (string item in t_ReqSymbols) 64 | { 65 | _sendRequest(item); 66 | } 67 | } 68 | 69 | private void _sendRequest(String s) 70 | { 71 | string resp = client.Get(String.Format(dataurl, s)); 72 | if (resp == null) 73 | { 74 | _log.Warning("没有获取到数据 {0}", s); 75 | return; 76 | } 77 | string[] respData = resp.Split(new char[] { '\n' }); 78 | for (int i = 0; i < respData.Length; i++) 79 | { 80 | if (respData[i].Length != 0) 81 | { 82 | QuoteData qdata = _parseQuoteData(respData[i]); 83 | newQuoteDataArrived(qdata); 84 | } 85 | } 86 | } 87 | 88 | private QuoteData _parseQuoteData(string data) 89 | { 90 | String[] items = data.Split(new char[] { ',' }); 91 | if (items.Length < 10) return null; 92 | 93 | QuoteData bid = new QuoteData(); 94 | 95 | bid.Alias = data.Substring(11, 8); 96 | if (bid.Alias.StartsWith("sz")) { 97 | bid.Symbol = bid.Alias.Substring(2, 6) + ".XSHE"; 98 | } else 99 | { 100 | bid.Symbol = bid.Alias.Substring(2, 6) + ".XSHG"; 101 | } 102 | 103 | bid.Name = items[0].Substring(21, items[0].Length - 21); // var hq_str_sz150023="深成指B 104 | bid.Open = float.Parse(items[1]); 105 | bid.LastClose = float.Parse(items[2]); 106 | bid.CurrentPrice = float.Parse(items[3]); 107 | bid.High = float.Parse(items[4]); 108 | bid.Low = float.Parse(items[5]); 109 | //bid.Buy = decimal.Parse(items[6]); 110 | //bid.Sell = decimal.Parse(items[7]); 111 | bid.Volume = long.Parse(items[8]); 112 | bid.Turnover = float.Parse(items[9]); 113 | 114 | //bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_1_P]), int.Parse(items[BUY_1_A]))); 115 | //bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_2_P]), int.Parse(items[BUY_2_A]))); 116 | //bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_3_P]), int.Parse(items[BUY_3_A]))); 117 | //bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_4_P]), int.Parse(items[BUY_4_A]))); 118 | //bid.AddBuyGoodsData(new TickData.GoodsData(float.Parse(items[BUY_5_P]), int.Parse(items[BUY_5_A]))); 119 | 120 | 121 | //bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_1_P]), int.Parse(items[SELL_1_A]))); 122 | //bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_2_P]), int.Parse(items[SELL_2_A]))); 123 | //bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_3_P]), int.Parse(items[SELL_3_A]))); 124 | //bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_4_P]), int.Parse(items[SELL_4_A]))); 125 | //bid.AddSellGoodsData(new TickData.GoodsData(float.Parse(items[SELL_5_P]), int.Parse(items[SELL_5_A]))); 126 | 127 | bid.PushTime = items[31]; 128 | return bid; 129 | } 130 | 131 | } 132 | } 133 | -------------------------------------------------------------------------------- /Quanter.Market.Sina/app.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 |
5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | -------------------------------------------------------------------------------- /Quanter.Market.Sina/jobs/FetchSinaQuoteDataJob.cs: -------------------------------------------------------------------------------- 1 | using Akka.Actor; 2 | using Quanter.Trader.Messages; 3 | using Quartz; 4 | using slf4net; 5 | using System; 6 | using System.Collections.Generic; 7 | using System.Linq; 8 | using System.Text; 9 | using System.Threading.Tasks; 10 | 11 | namespace Quanter.Market.Jobs 12 | { 13 | public class FetchSinaQuoteDataJob : IJob 14 | { 15 | private ILogger _log = LoggerFactory.GetILoggerFactory().GetLogger("Quanter.Market.Jobs.FetchSinaQuoteDataJob"); 16 | ActorSystem actorSystem = null; 17 | ActorSelection sinaActor = null; 18 | 19 | public FetchSinaQuoteDataJob() 20 | { 21 | _init(); 22 | } 23 | 24 | private void _init() 25 | { 26 | _log.Debug("初始化监听sina的作业"); 27 | actorSystem = ActorSystem.Create(ConstantsHelper.AKKA_PATH_SERVER); 28 | // var path = String.Format("akka.tcp://{2}@localhost:8091/user/{0}/{1}", ConstantsHelper.AKKA_PATH_MARKET_MANAGER, "sina.quotation", ConstantsHelper.AKKA_PATH_SERVER); 29 | var path = String.Format("/user/{0}/{1}", ConstantsHelper.AKKA_PATH_MARKET_MANAGER, "sina.quotation"); 30 | sinaActor = actorSystem.ActorSelection(path); 31 | } 32 | 33 | public void Execute(IJobExecutionContext context) 34 | { 35 | _log.Debug("执行监听sina的作业"); 36 | QuotationRequest req = new QuotationRequest() { Type = QuotationRequest.RequestType.RUN }; 37 | sinaActor.Tell(req); 38 | } 39 | } 40 | } 41 | -------------------------------------------------------------------------------- /Quanter.Market.Sina/jobs/ReadLastClosePriceJob.cs: -------------------------------------------------------------------------------- 1 | using Quanter.Market.Sina; 2 | using Quartz; 3 | using slf4net; 4 | using System; 5 | using System.Collections.Generic; 6 | using System.Linq; 7 | using System.Text; 8 | using System.Threading.Tasks; 9 | 10 | namespace Quanter.Market.Jobs 11 | { 12 | public class ReadLastClosePriceJob : IJob 13 | { 14 | private ILogger _log = LoggerFactory.GetILoggerFactory().GetLogger("Quanter.Market.Jobs.ReadLastClosePriceJob"); 15 | 16 | public void Execute(IJobExecutionContext context) 17 | { 18 | _log.Info("执行作业：读入最新的收盘价。"); 19 | LastClosePriceDataHelper.Instance.ReadLastClosePrice(); 20 | } 21 | } 22 | } 23 | -------------------------------------------------------------------------------- /Quanter.Market.Sina/jobs/WriteLastClosePriceJob.cs: -------------------------------------------------------------------------------- 1 | using Quanter.Market.Sina; 2 | using Quartz; 3 | using slf4net; 4 | using System; 5 | using System.Collections.Generic; 6 | using System.Linq; 7 | using System.Text; 8 | using System.Threading.Tasks; 9 | 10 | namespace Quanter.Market.Jobs 11 | { 12 | public class WriteLastClosePriceJob : IJob 13 | { 14 | private ILogger _log = LoggerFactory.GetILoggerFactory().GetLogger("Quanter.Market.Jobs.WriteLastClosePriceJob"); 15 | 16 | public void Execute(IJobExecutionContext context) 17 | { 18 | _log.Info("执行作业：更新最新的收盘价。"); 19 | LastClosePriceDataHelper.Instance.WriteLastClosePrice(); 20 | } 21 | } 22 | } 23 | -------------------------------------------------------------------------------- /Quanter.Market.Sina/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | -------------------------------------------------------------------------------- /Quanter.Persistence/App.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 |
6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | -------------------------------------------------------------------------------- /Quanter.Persistence/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Persistence")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Persistence")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("351aaa08-f483-403c-b4a4-a5725381c5e4")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Persistence/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | -------------------------------------------------------------------------------- /Quanter.Strategy/Class1.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Strategy 8 | { 9 | public class Class1 10 | { 11 | } 12 | } 13 | -------------------------------------------------------------------------------- /Quanter.Strategy/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Quanter.Strategy")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Quanter.Strategy")] 13 | [assembly: AssemblyCopyright("Copyright © 2016")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("fb1fe6c9-329e-440c-ae97-2218a961d30f")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Strategy/Quanter.Strategy.csproj: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | fb1fe6c9-329e-440c-ae97-2218a961d30f 8 | Library 9 | Properties 10 | Quanter.Strategy 11 | Quanter.Strategy 12 | v4.5.2 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 60 | 61 | 62 | -------------------------------------------------------------------------------- /Quanter.Trader.Connector/IStockTrader.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Connector 8 | { 9 | public delegate void TurnoverReturnHandler(int entrustNo, String code, float price, int amount); 10 | public interface IStockTrader 11 | { 12 | event TurnoverReturnHandler OnTurnoverReturn; 13 | void Init(); 14 | 15 | /// 16 | /// 卖股票 17 | /// 18 | /// 19 | /// 20 | /// 21 | /// 合同号 22 | TraderResult SellStock(String code, float price, int num); 23 | 24 | /// 25 | /// 买股票 26 | /// 27 | /// 28 | /// 29 | /// 30 | /// 合同号 31 | TraderResult BuyStock(String code, float price, int num); 32 | 33 | /// 34 | /// 撤单 35 | /// 36 | /// 合约号 37 | /// 合同号 38 | TraderResult CancelStock(int entrustNo); 39 | 40 | /// 41 | /// 获取成交信息 42 | /// 43 | TraderResult GetTodayTradeList(); 44 | 45 | /// 46 | /// 获取成交信息 47 | /// 48 | TraderResult GetTodayEntrustList(); 49 | 50 | /// 51 | /// 保持连接 52 | /// 53 | void Keep(); 54 | 55 | /// 56 | /// 获取资金信息 57 | /// 58 | TraderResult GetTradingAccountInfo(); 59 | } 60 | } 61 | -------------------------------------------------------------------------------- /Quanter.Trader.Connector/ITrader.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Connector 8 | { 9 | public interface ITrader 10 | { 11 | void Connection(); 12 | 13 | void Login(); 14 | 15 | void Trade(); 16 | } 17 | } 18 | -------------------------------------------------------------------------------- /Quanter.Trader.Connector/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Trader.Connector")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Trader.Connector")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("5dc68754-1d48-41a0-a3ee-bf91b336ef93")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Trader.Connector/Quanter.Trader.Connector.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {5DC68754-1D48-41A0-A3EE-BF91B336EF93} 8 | Library 9 | Properties 10 | Quanter.Trader.Connector 11 | Quanter.Trader.Connector 12 | v4.5.2 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | ..\..\quanter.private\packages\Akka.1.0.6\lib\net45\Akka.dll 35 | True 36 | 37 | 38 | ..\packages\Akka.Logger.slf4net.1.0.5\lib\net45\Akka.Logger.slf4net.dll 39 | True 40 | 41 | 42 | ..\packages\Newtonsoft.Json.7.0.1\lib\net45\Newtonsoft.Json.dll 43 | True 44 | 45 | 46 | ..\packages\slf4net.0.1.32.1\lib\net35\slf4net.dll 47 | True 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | {34db14a6-e4ed-4c4a-8ca6-939201a572be} 78 | Quanter.BusinessEntity 79 | 80 | 81 | {a3fa3c71-a7b0-4bb6-bd32-0aee20493593} 82 | Quanter.Common 83 | 84 | 85 | {dde08214-ec3a-4dd7-8cee-49973e17ae8f} 86 | Quanter.Trader.Messages 87 | 88 | 89 | 90 | 97 | -------------------------------------------------------------------------------- /Quanter.Trader.Connector/TradeManagerActor.cs: -------------------------------------------------------------------------------- 1 | using Akka.Actor; 2 | using Akka.Event; 3 | using Quanter.BusinessEntity; 4 | using Quanter.Trader.Messages; 5 | using System; 6 | using System.Collections.Generic; 7 | using System.Linq; 8 | using System.Text; 9 | using System.Threading.Tasks; 10 | 11 | namespace Quanter.Trader.Connector 12 | { 13 | public class TradeManagerActor : TypedActor, IHandle 14 | { 15 | private readonly ILoggingAdapter _log = Logging.GetLogger(Context); 16 | private ActorSelection persistenceActor; 17 | private IDictionary traders = new Dictionary(); 18 | 19 | public void Handle(TradeManagerRequest message) 20 | { 21 | try 22 | { 23 | switch(message.Type) 24 | { 25 | case TradeManagerRequest.RequestType.INIT: 26 | _init(); 27 | break; 28 | } 29 | } catch (Exception e) 30 | { 31 | _log.Error("TradeManagerActor发生异常 {0}", e.StackTrace); 32 | } 33 | } 34 | 35 | private void _init() 36 | { 37 | _log.Debug("从数据库中读取交易接口的信息"); 38 | persistenceActor = Context.ActorSelection(String.Format("/user/{0}", ConstantsHelper.AKKA_PATH_PERSISTENCE)); 39 | // 读取交易接口 40 | PersistenceRequest req = new PersistenceRequest() { Type = PersistenceType.LIST, Body = "from ETrader" }; 41 | var result = persistenceActor.Ask>(req, TimeSpan.FromSeconds(3)); 42 | result.Wait(); 43 | var traders = result.Result; 44 | foreach(var o in traders) 45 | { 46 | var trader = (ETrader)o; 47 | _createTradeActor(trader); 48 | _log.Debug("加载交易接口 {0}", trader.Name); 49 | } 50 | } 51 | 52 | private void _createTradeActor(ETrader trader) 53 | { 54 | Type t = Type.GetType(trader.Type); 55 | var tr = Context.ActorOf(Props.Create(t), trader.Id.ToString()); 56 | 57 | tr.Tell(new TradeRequest() { Type = TradeRequest.RequestType.INIT }); 58 | 59 | traders.Add(trader.Id, tr); 60 | } 61 | 62 | } 63 | } 64 | -------------------------------------------------------------------------------- /Quanter.Trader.Connector/TraderResult.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Connector 8 | { 9 | public enum TraderResultEnum 10 | { 11 | SUCCESS, // 成功 12 | ERROR, // 错误 13 | UNLOGIN, // 未登录 14 | TIMEOUT // 超时 15 | } 16 | public class TraderResult 17 | { 18 | public TraderResultEnum Code { get; set; } 19 | public string Message { get; set; } 20 | public int EntrustNo { get; set; } 21 | public object Result { get; set; } 22 | 23 | public TraderResult() 24 | { 25 | Code = TraderResultEnum.TIMEOUT; 26 | } 27 | } 28 | } 29 | -------------------------------------------------------------------------------- /Quanter.Trader.Connector/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/App.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 |
5 |
6 |
7 |
8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 | 73 | 74 | 75 | 76 | 77 | 78 | 79 | 80 | 81 | 102 | 103 | 104 | 105 | 106 | 107 | 108 | 109 | 110 | 111 | 112 | 113 | 114 | 115 | 116 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/CHANGES.txt: -------------------------------------------------------------------------------- 1 | =============================================================================== 2 | Welcome to the C# port of Google Protocol Buffers, written by Jon Skeet 3 | (skeet@pobox.com) based on the work of many talented people. 4 | 5 | For more information about this port, visit its homepage: 6 | http://protobuf-csharp-port.googlecode.com 7 | 8 | For more information about Protocol Buffers in general, visit the project page 9 | for the C++, Java and Python project: 10 | http://protobuf.googlecode.com 11 | =============================================================================== 12 | RELEASE NOTES - Version 2.4.1.473 13 | =============================================================================== 14 | 15 | Features: 16 | - Added option service_generator_type to control service generation with 17 | NONE, GENERIC, INTERFACE, or IRPCDISPATCH 18 | - Added interfaces IRpcDispatch and IRpcServerStub to provide for blocking 19 | services and implementations. 20 | - Added ProtoGen.exe command-line argument "--protoc_dir=" to specify the 21 | location of protoc.exe. 22 | - Extracted interfaces for ICodedInputStream and ICodedOutputStream to allow 23 | custom implementation of writers with both speed and size optimizations. 24 | - Addition of the "Google.ProtoBuffers.Serialization" assembly to support 25 | reading and writing messages to/from XML, JSON, IDictionary<,> and others. 26 | - Several performance related fixes and tweeks 27 | - Issue 3: Add option to mark generated code with attribute 28 | - Issue 20: Support for decorating classes [Serializable] 29 | - Issue 21: Decorate fields with [deprecated=true] as [System.Obsolete] 30 | - Issue 22: Reusable Builder classes 31 | - Issue 24: Support for using Json/Xml formats with ICodedInputStream 32 | - Issue 25: Added support for NuGet packages 33 | - Issue 31: Upgraded protoc.exe and descriptor to 2.4.1 34 | 35 | Fixes: 36 | - Issue 13: Message with Field same name as message causes uncompilable .cs 37 | - Issue 16: Does not integrate well with other tooling 38 | - Issue 19: Support for negative enum values 39 | - Issue 26: AddRange in GeneratedBuilder iterates twice. 40 | - Issue 27: Remove XML documentation output from test projects to clear 41 | warnings/errors. 42 | - Issue 28: Circular message dependencies result in null default values for 43 | Message fields. 44 | - Issue 29: Message classes generated have a public default constructor. You 45 | can disable private ctor generation with the option generate_private_ctor. 46 | - Issue 35: Fixed a bug in ProtoGen handling of arguments with trailing \ 47 | - Big-endian support for float, and double on Silverlight 48 | - Packed and Unpacked parsing allow for all repeated, as per version 2.3 49 | - Fix for leaving Builder a public ctor on internal classes for use with 50 | generic "where T: new()" constraints. 51 | 52 | Other: 53 | - Changed the code signing key to a privately held key 54 | - Reformatted all code and line-endings to C# defaults 55 | - Reworking of performance benchmarks to produce reliable results, option /v2 56 | - Issue 34: Silverlight assemblies are now unit tested 57 | 58 | =============================================================================== 59 | RELEASE NOTES - Version 2.3.0.277 60 | =============================================================================== 61 | 62 | Features: 63 | - Added cls_compliance option to generate attributes indicating 64 | non-CLS-compliance. 65 | - Added file_extension option to control the generated output file's extension. 66 | - Added umbrella_namespace option to place the umbrella class into a nested 67 | namespace to address issues with proto files having the same name as a 68 | message it contains. 69 | - Added output_directory option to set the output path for the source file(s). 70 | - Added ignore_google_protobuf option to avoid generating code for includes 71 | from the google.protobuf package. 72 | - Added the LITE framework (Google.ProtoBuffersLite.dll) and the ability to 73 | generate code with "option optimize_for = LITE_RUNTIME;". 74 | - Added ability to invoke protoc.exe from within ProtoGen.exe. 75 | - Upgraded to protoc.exe (2.3) compiler. 76 | 77 | Fixes: 78 | - Issue 9: Class cannot be static and sealed error 79 | - Issue 12: default value for enumerate fields must be filled out 80 | 81 | Other: 82 | - Rewrite of build using MSBbuild instead of NAnt 83 | - Moved to NUnit Version 2.2.8.0 84 | - Changed to using secure .snk for releases 85 | 86 | =============================================================================== 87 | RELEASE NOTES - Version 0.9.1 88 | =============================================================================== 89 | 90 | Fixes: 91 | - issue 10: Incorrect encoding of packed fields when serialized 92 | 93 | =============================================================================== 94 | RELEASE NOTES - Version 0.9.0 95 | =============================================================================== 96 | 97 | - Initial release 98 | 99 | =============================================================================== -------------------------------------------------------------------------------- /Quanter.Trader.Gui/Program.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Threading.Tasks; 5 | using System.Windows.Forms; 6 | 7 | namespace Quanter.Trader.Gui 8 | { 9 | static class Program 10 | { 11 | /// 12 | /// 应用程序的主入口点。 13 | /// 14 | [STAThread] 15 | static void Main() 16 | { 17 | Application.EnableVisualStyles(); 18 | Application.SetCompatibleTextRenderingDefault(false); 19 | Application.Run(new MainForm()); 20 | } 21 | } 22 | } 23 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Trader.Gui")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Trader.Gui")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("c37de5a0-3069-4eca-8560-7ff207a93cad")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/Properties/Resources.Designer.cs: -------------------------------------------------------------------------------- 1 | //------------------------------------------------------------------------------ 2 | // 3 | // 此代码由工具生成。 4 | // 运行时版本:4.0.30319.42000 5 | // 6 | // 对此文件的更改可能会导致不正确的行为，并且如果 7 | // 重新生成代码，这些更改将会丢失。 8 | // 9 | //------------------------------------------------------------------------------ 10 | 11 | namespace Quanter.Trader.Gui.Properties { 12 | using System; 13 | 14 | 15 | /// 16 | /// 一个强类型的资源类，用于查找本地化的字符串等。 17 | /// 18 | // 此类是由 StronglyTypedResourceBuilder 19 | // 类通过类似于 ResGen 或 Visual Studio 的工具自动生成的。 20 | // 若要添加或移除成员，请编辑 .ResX 文件，然后重新运行 ResGen 21 | // (以 /str 作为命令选项)，或重新生成 VS 项目。 22 | [global::System.CodeDom.Compiler.GeneratedCodeAttribute("System.Resources.Tools.StronglyTypedResourceBuilder", "4.0.0.0")] 23 | [global::System.Diagnostics.DebuggerNonUserCodeAttribute()] 24 | [global::System.Runtime.CompilerServices.CompilerGeneratedAttribute()] 25 | internal class Resources { 26 | 27 | private static global::System.Resources.ResourceManager resourceMan; 28 | 29 | private static global::System.Globalization.CultureInfo resourceCulture; 30 | 31 | [global::System.Diagnostics.CodeAnalysis.SuppressMessageAttribute("Microsoft.Performance", "CA1811:AvoidUncalledPrivateCode")] 32 | internal Resources() { 33 | } 34 | 35 | /// 36 | /// 返回此类使用的缓存的 ResourceManager 实例。 37 | /// 38 | [global::System.ComponentModel.EditorBrowsableAttribute(global::System.ComponentModel.EditorBrowsableState.Advanced)] 39 | internal static global::System.Resources.ResourceManager ResourceManager { 40 | get { 41 | if (object.ReferenceEquals(resourceMan, null)) { 42 | global::System.Resources.ResourceManager temp = new global::System.Resources.ResourceManager("Quanter.Trader.Gui.Properties.Resources", typeof(Resources).Assembly); 43 | resourceMan = temp; 44 | } 45 | return resourceMan; 46 | } 47 | } 48 | 49 | /// 50 | /// 使用此强类型资源类，为所有资源查找 51 | /// 重写当前线程的 CurrentUICulture 属性。 52 | /// 53 | [global::System.ComponentModel.EditorBrowsableAttribute(global::System.ComponentModel.EditorBrowsableState.Advanced)] 54 | internal static global::System.Globalization.CultureInfo Culture { 55 | get { 56 | return resourceCulture; 57 | } 58 | set { 59 | resourceCulture = value; 60 | } 61 | } 62 | } 63 | } 64 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/Properties/Settings.Designer.cs: -------------------------------------------------------------------------------- 1 | //------------------------------------------------------------------------------ 2 | // 3 | // 此代码由工具生成。 4 | // 运行时版本:4.0.30319.42000 5 | // 6 | // 对此文件的更改可能会导致不正确的行为，并且如果 7 | // 重新生成代码，这些更改将会丢失。 8 | // 9 | //------------------------------------------------------------------------------ 10 | 11 | namespace Quanter.Trader.Gui.Properties { 12 | 13 | 14 | [global::System.Runtime.CompilerServices.CompilerGeneratedAttribute()] 15 | [global::System.CodeDom.Compiler.GeneratedCodeAttribute("Microsoft.VisualStudio.Editors.SettingsDesigner.SettingsSingleFileGenerator", "14.0.0.0")] 16 | internal sealed partial class Settings : global::System.Configuration.ApplicationSettingsBase { 17 | 18 | private static Settings defaultInstance = ((Settings)(global::System.Configuration.ApplicationSettingsBase.Synchronized(new Settings()))); 19 | 20 | public static Settings Default { 21 | get { 22 | return defaultInstance; 23 | } 24 | } 25 | } 26 | } 27 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/Properties/Settings.settings: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/licenses/license.txt: -------------------------------------------------------------------------------- 1 | Protocol Buffers - Google's data interchange format 2 | Copyright 2008-2010 Google Inc. All rights reserved. 3 | http://github.com/jskeet/dotnet-protobufs/ 4 | Original C++/Java/Python code: 5 | http://code.google.com/p/protobuf/ 6 | 7 | Redistribution and use in source and binary forms, with or without 8 | modification, are permitted provided that the following conditions are 9 | met: 10 | 11 | * Redistributions of source code must retain the above copyright 12 | notice, this list of conditions and the following disclaimer. 13 | * Redistributions in binary form must reproduce the above 14 | copyright notice, this list of conditions and the following disclaimer 15 | in the documentation and/or other materials provided with the 16 | distribution. 17 | * Neither the name of Google Inc. nor the names of its 18 | contributors may be used to endorse or promote products derived from 19 | this software without specific prior written permission. 20 | 21 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 22 | "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 23 | LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 24 | A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 25 | OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 26 | SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 27 | LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 28 | DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 29 | THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 30 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 31 | OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 32 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/licenses/protoc-license.txt: -------------------------------------------------------------------------------- 1 | protoc.exe was built from the original source at http://code.google.com/p/protobuf/ 2 | The licence for this code is as follows: 3 | 4 | Copyright 2008, Google Inc. 5 | All rights reserved. 6 | 7 | Redistribution and use in source and binary forms, with or without 8 | modification, are permitted provided that the following conditions are 9 | met: 10 | 11 | * Redistributions of source code must retain the above copyright 12 | notice, this list of conditions and the following disclaimer. 13 | * Redistributions in binary form must reproduce the above 14 | copyright notice, this list of conditions and the following disclaimer 15 | in the documentation and/or other materials provided with the 16 | distribution. 17 | * Neither the name of Google Inc. nor the names of its 18 | contributors may be used to endorse or promote products derived from 19 | this software without specific prior written permission. 20 | 21 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 22 | "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 23 | LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 24 | A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 25 | OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 26 | SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 27 | LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 28 | DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 29 | THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 30 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 31 | OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 32 | 33 | Code generated by the Protocol Buffer compiler is owned by the owner 34 | of the input file used when generating it. This code is not 35 | standalone and requires a support library to be linked with it. This 36 | support library is itself covered by the above license. -------------------------------------------------------------------------------- /Quanter.Trader.Gui/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | -------------------------------------------------------------------------------- /Quanter.Trader.Gui/protos/google/protobuf/csharp_options.proto: -------------------------------------------------------------------------------- 1 | // Extra options for C# generator 2 | 3 | import "google/protobuf/descriptor.proto"; 4 | 5 | package google.protobuf; 6 | 7 | message CSharpFileOptions { 8 | 9 | // Namespace for generated classes; defaults to the package. 10 | optional string namespace = 1; 11 | 12 | // Name of the "umbrella" class used for metadata about all 13 | // the messages within this file. Default is based on the name 14 | // of the file. 15 | optional string umbrella_classname = 2; 16 | 17 | // Whether classes should be public (true) or internal (false) 18 | optional bool public_classes = 3 [default = true]; 19 | 20 | // Whether to generate a single file for everything within the 21 | // .proto file (false), or one file per message (true). 22 | // This option is not currently honored; please log a feature 23 | // request if you really want it. 24 | optional bool multiple_files = 4; 25 | 26 | // Whether to nest messages within a single umbrella class (true) 27 | // or create the umbrella class as a peer, with messages as 28 | // top-level classes in the namespace (false) 29 | optional bool nest_classes = 5; 30 | 31 | // Generate appropriate support for Code Contracts 32 | // (Ongoing; support should improve over time) 33 | optional bool code_contracts = 6; 34 | 35 | // Create subdirectories for namespaces, e.g. namespace "Foo.Bar" 36 | // would generate files within [output directory]/Foo/Bar 37 | optional bool expand_namespace_directories = 7; 38 | 39 | // Generate attributes indicating non-CLS-compliance 40 | optional bool cls_compliance = 8 [default = true]; 41 | 42 | // Generate messages/builders with the [Serializable] attribute 43 | optional bool add_serializable = 9 [default = false]; 44 | 45 | // Generates a private ctor for Message types 46 | optional bool generate_private_ctor = 10 [default = true]; 47 | 48 | // The extension that should be appended to the umbrella_classname when creating files. 49 | optional string file_extension = 221 [default = ".cs"]; 50 | 51 | // A nested namespace for the umbrella class. Helpful for name collisions caused by 52 | // umbrella_classname conflicting with an existing type. This will be automatically 53 | // set to 'Proto' if a collision is detected with types being generated. This value 54 | // is ignored when nest_classes == true 55 | optional string umbrella_namespace = 222; 56 | 57 | // The output path for the source file(s) generated 58 | optional string output_directory = 223 [default = "."]; 59 | 60 | // Will ignore the type generations and remove dependencies for the descriptor proto 61 | // files that declare their package to be "google.protobuf" 62 | optional bool ignore_google_protobuf = 224 [default = false]; 63 | 64 | // Controls how services are generated, GENERIC is the deprecated original implementation 65 | // INTERFACE generates service interfaces only, RPCINTEROP generates interfaces and 66 | // implementations using the included Windows RPC interop libarary. 67 | optional CSharpServiceType service_generator_type = 225 [default = NONE]; 68 | 69 | // Used to add the System.Runtime.CompilerServices.CompilerGeneratedAttribute and 70 | // System.CodeDom.Compiler.GeneratedCodeAttribute attributes to generated code. 71 | optional bool generated_code_attributes = 226 [default = false]; 72 | } 73 | 74 | enum CSharpServiceType { 75 | // Services are ignored by the generator 76 | NONE = 0; 77 | // Generates the original Java generic service implementations 78 | GENERIC = 1; 79 | // Generates an interface for the service and nothing else 80 | INTERFACE = 2; 81 | // Generates an interface for the service and client/server wrappers for the interface 82 | IRPCDISPATCH = 3; 83 | } 84 | 85 | extend FileOptions { 86 | optional CSharpFileOptions csharp_file_options = 1000; 87 | } 88 | 89 | extend FieldOptions { 90 | optional CSharpFieldOptions csharp_field_options = 1000; 91 | } 92 | 93 | message CSharpFieldOptions { 94 | // Provides the ability to override the name of the property 95 | // generated for this field. This is applied to all properties 96 | // and methods to do with this field, including HasFoo, FooCount, 97 | // FooList etc. 98 | optional string property_name = 1; 99 | } 100 | 101 | message CSharpServiceOptions { 102 | optional string interface_id = 1; 103 | } 104 | 105 | extend ServiceOptions { 106 | optional CSharpServiceOptions csharp_service_options = 1000; 107 | } 108 | 109 | message CSharpMethodOptions { 110 | optional int32 dispatch_id = 1; 111 | } 112 | 113 | extend MethodOptions { 114 | optional CSharpMethodOptions csharp_method_options = 1000; 115 | } -------------------------------------------------------------------------------- /Quanter.Trader.Gui/protos/tutorial/addressbook.proto: -------------------------------------------------------------------------------- 1 | package tutorial; 2 | 3 | import "google/protobuf/csharp_options.proto"; 4 | option (google.protobuf.csharp_file_options).namespace = "Google.ProtocolBuffers.Examples.AddressBook"; 5 | option (google.protobuf.csharp_file_options).umbrella_classname = "AddressBookProtos"; 6 | 7 | option optimize_for = SPEED; 8 | 9 | message Person { 10 | required string name = 1; 11 | required int32 id = 2; // Unique ID number for this person. 12 | optional string email = 3; 13 | 14 | enum PhoneType { 15 | MOBILE = 0; 16 | HOME = 1; 17 | WORK = 2; 18 | } 19 | 20 | message PhoneNumber { 21 | required string number = 1; 22 | optional PhoneType type = 2 [default = HOME]; 23 | } 24 | 25 | repeated PhoneNumber phone = 4; 26 | } 27 | 28 | // Our address book file is just one of these. 29 | message AddressBook { 30 | repeated Person person = 1; 31 | } 32 | -------------------------------------------------------------------------------- /Quanter.Trader.Indicator/IComplexIndicator.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Indicator 8 | { 9 | interface IComplexIndicator : IIndicator 10 | { 11 | IEnumerable InnerIndicators { get; } 12 | 13 | } 14 | } 15 | -------------------------------------------------------------------------------- /Quanter.Trader.Indicator/IIndicator.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Indicator 8 | { 9 | public interface IIndicator : ICloneable 10 | { 11 | IIndicatorValueList Calculate(); 12 | } 13 | } 14 | -------------------------------------------------------------------------------- /Quanter.Trader.Indicator/IIndicatorValue.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Indicator 8 | { 9 | public interface IIndicatorValue 10 | { 11 | DateTime Time { get; set; } 12 | float Value { get; set; } 13 | } 14 | } 15 | -------------------------------------------------------------------------------- /Quanter.Trader.Indicator/IIndicatorValueList.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Indicator 8 | { 9 | public interface IIndicatorValueList : IList 10 | { 11 | } 12 | } 13 | -------------------------------------------------------------------------------- /Quanter.Trader.Indicator/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Trader.Indicator")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Trader.Indicator")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("44a87744-bf18-4658-a45c-fc4cbaca7e0f")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Trader.Indicator/Quanter.Trader.Indicator.csproj: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | Debug 6 | AnyCPU 7 | {44A87744-BF18-4658-A45C-FC4CBACA7E0F} 8 | Library 9 | Properties 10 | Quanter.Trader.Indicator 11 | Quanter.Trader.Indicator 12 | v4.5.2 13 | 512 14 | 15 | 16 | true 17 | full 18 | false 19 | bin\Debug\ 20 | DEBUG;TRACE 21 | prompt 22 | 4 23 | 24 | 25 | pdbonly 26 | true 27 | bin\Release\ 28 | TRACE 29 | prompt 30 | 4 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 59 | -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/BaseQuotationActor.cs: -------------------------------------------------------------------------------- 1 | using Akka.Actor; 2 | using Akka.Event; 3 | using Quanter.Common; 4 | using Quanter.Trader.Messages; 5 | using System; 6 | using System.Collections.Generic; 7 | using System.Linq; 8 | using System.Text; 9 | using System.Threading; 10 | using System.Threading.Tasks; 11 | 12 | namespace Quanter.Market 13 | { 14 | /// 15 | /// 16 | /// 17 | public abstract class BaseQuotationActor : TypedActor, IHandle 18 | { 19 | protected readonly ILoggingAdapter _log = Logging.GetLogger(Context); 20 | protected IDictionary symbolActors = new Dictionary(); 21 | protected IList aliases = new List(); 22 | 23 | public void Handle(QuotationRequest message) 24 | { 25 | try { 26 | switch (message.Type) 27 | { 28 | case QuotationRequest.RequestType.ASKED_SECURITIES: 29 | _handleAskedSecurities(message.Body as IList); 30 | break; 31 | case QuotationRequest.RequestType.RUN: 32 | run(); 33 | break; 34 | } 35 | }catch (Exception e) 36 | { 37 | _log.Error("BaseQuotationActor.Handle发生异常：{0}", e.StackTrace); 38 | } 39 | } 40 | 41 | protected virtual void _handleAskedSecurities(IList seces) 42 | { 43 | // 初始化证券Actor列表 44 | foreach (var sec in seces) 45 | { 46 | if (!aliases.Contains(sec.Alias)) 47 | { 48 | _log.Debug("准备接收证券代码 {0}的行情数据", sec.Symbol); 49 | var actor = Context.ActorSelection(String.Format("/user/{0}/{1}", ConstantsHelper.AKKA_PATH_MARKET_MANAGER, sec.Symbol)); 50 | symbolActors.Add(sec.Symbol, actor); 51 | 52 | aliases.Add(sec.Alias); // 用于获取数据 53 | } 54 | } 55 | } 56 | 57 | 58 | protected virtual void run() 59 | { 60 | } 61 | 62 | protected void newQuoteDataArrived(QuoteData data) 63 | { 64 | _log.Debug("通知股票{0}Actor，有新Quote数据到达", data.Alias); 65 | symbolActors[data.Symbol].Tell(new SecuritiesQuotationRequest() { Type = SecuritiesQuotationRequest.RequestType.NEW_QUOTEDATA, Body = data }); 66 | } 67 | 68 | } 69 | } 70 | -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/CHANGES.txt: -------------------------------------------------------------------------------- 1 | =============================================================================== 2 | Welcome to the C# port of Google Protocol Buffers, written by Jon Skeet 3 | (skeet@pobox.com) based on the work of many talented people. 4 | 5 | For more information about this port, visit its homepage: 6 | http://protobuf-csharp-port.googlecode.com 7 | 8 | For more information about Protocol Buffers in general, visit the project page 9 | for the C++, Java and Python project: 10 | http://protobuf.googlecode.com 11 | =============================================================================== 12 | RELEASE NOTES - Version 2.4.1.473 13 | =============================================================================== 14 | 15 | Features: 16 | - Added option service_generator_type to control service generation with 17 | NONE, GENERIC, INTERFACE, or IRPCDISPATCH 18 | - Added interfaces IRpcDispatch and IRpcServerStub to provide for blocking 19 | services and implementations. 20 | - Added ProtoGen.exe command-line argument "--protoc_dir=" to specify the 21 | location of protoc.exe. 22 | - Extracted interfaces for ICodedInputStream and ICodedOutputStream to allow 23 | custom implementation of writers with both speed and size optimizations. 24 | - Addition of the "Google.ProtoBuffers.Serialization" assembly to support 25 | reading and writing messages to/from XML, JSON, IDictionary<,> and others. 26 | - Several performance related fixes and tweeks 27 | - Issue 3: Add option to mark generated code with attribute 28 | - Issue 20: Support for decorating classes [Serializable] 29 | - Issue 21: Decorate fields with [deprecated=true] as [System.Obsolete] 30 | - Issue 22: Reusable Builder classes 31 | - Issue 24: Support for using Json/Xml formats with ICodedInputStream 32 | - Issue 25: Added support for NuGet packages 33 | - Issue 31: Upgraded protoc.exe and descriptor to 2.4.1 34 | 35 | Fixes: 36 | - Issue 13: Message with Field same name as message causes uncompilable .cs 37 | - Issue 16: Does not integrate well with other tooling 38 | - Issue 19: Support for negative enum values 39 | - Issue 26: AddRange in GeneratedBuilder iterates twice. 40 | - Issue 27: Remove XML documentation output from test projects to clear 41 | warnings/errors. 42 | - Issue 28: Circular message dependencies result in null default values for 43 | Message fields. 44 | - Issue 29: Message classes generated have a public default constructor. You 45 | can disable private ctor generation with the option generate_private_ctor. 46 | - Issue 35: Fixed a bug in ProtoGen handling of arguments with trailing \ 47 | - Big-endian support for float, and double on Silverlight 48 | - Packed and Unpacked parsing allow for all repeated, as per version 2.3 49 | - Fix for leaving Builder a public ctor on internal classes for use with 50 | generic "where T: new()" constraints. 51 | 52 | Other: 53 | - Changed the code signing key to a privately held key 54 | - Reformatted all code and line-endings to C# defaults 55 | - Reworking of performance benchmarks to produce reliable results, option /v2 56 | - Issue 34: Silverlight assemblies are now unit tested 57 | 58 | =============================================================================== 59 | RELEASE NOTES - Version 2.3.0.277 60 | =============================================================================== 61 | 62 | Features: 63 | - Added cls_compliance option to generate attributes indicating 64 | non-CLS-compliance. 65 | - Added file_extension option to control the generated output file's extension. 66 | - Added umbrella_namespace option to place the umbrella class into a nested 67 | namespace to address issues with proto files having the same name as a 68 | message it contains. 69 | - Added output_directory option to set the output path for the source file(s). 70 | - Added ignore_google_protobuf option to avoid generating code for includes 71 | from the google.protobuf package. 72 | - Added the LITE framework (Google.ProtoBuffersLite.dll) and the ability to 73 | generate code with "option optimize_for = LITE_RUNTIME;". 74 | - Added ability to invoke protoc.exe from within ProtoGen.exe. 75 | - Upgraded to protoc.exe (2.3) compiler. 76 | 77 | Fixes: 78 | - Issue 9: Class cannot be static and sealed error 79 | - Issue 12: default value for enumerate fields must be filled out 80 | 81 | Other: 82 | - Rewrite of build using MSBbuild instead of NAnt 83 | - Moved to NUnit Version 2.2.8.0 84 | - Changed to using secure .snk for releases 85 | 86 | =============================================================================== 87 | RELEASE NOTES - Version 0.9.1 88 | =============================================================================== 89 | 90 | Fixes: 91 | - issue 10: Incorrect encoding of packed fields when serialized 92 | 93 | =============================================================================== 94 | RELEASE NOTES - Version 0.9.0 95 | =============================================================================== 96 | 97 | - Initial release 98 | 99 | =============================================================================== -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/MarketReceiverConfigurationSection.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Configuration; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Quanter.Market 9 | { 10 | public class MarketReceiverConfigurationSection : ConfigurationSection 11 | { 12 | [ConfigurationProperty("receiver", IsDefaultCollection = true)] 13 | public ReceiverElementCollection Receivers 14 | { 15 | get 16 | { 17 | return (ReceiverElementCollection)base["receiver"]; 18 | } 19 | } 20 | } 21 | 22 | public class ReceiverElementCollection : ConfigurationElementCollection 23 | { 24 | protected override ConfigurationElement CreateNewElement() 25 | { 26 | return new ReceiverElement(); 27 | } 28 | 29 | protected override object GetElementKey(ConfigurationElement element) 30 | { 31 | return ((ReceiverElement)element).Name; 32 | } 33 | } 34 | 35 | public class ReceiverElement : ConfigurationElement 36 | { 37 | [ConfigurationProperty("name", IsRequired = true, IsKey = true)] 38 | public string Name 39 | { 40 | get 41 | { 42 | return base["name"].ToString(); 43 | } 44 | set 45 | { 46 | base["name"] = value; 47 | } 48 | } 49 | 50 | [ConfigurationProperty("type", IsRequired = true)] 51 | public string Type 52 | { 53 | get 54 | { 55 | return base["type"].ToString(); 56 | } 57 | set 58 | { 59 | base["type"] = value; 60 | } 61 | } 62 | 63 | [ConfigurationProperty("threads", IsRequired = false)] 64 | public int Threads 65 | { 66 | get 67 | { 68 | return int.Parse(base["threads"].ToString()); 69 | } 70 | set 71 | { 72 | base["threads"] = value; 73 | } 74 | } 75 | 76 | } 77 | } 78 | -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Trader.MarketServer")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Trader.MarketServer")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("6d5c9c0a-3c0f-47f3-9bff-2621cb1c5f10")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/licenses/license.txt: -------------------------------------------------------------------------------- 1 | Protocol Buffers - Google's data interchange format 2 | Copyright 2008-2010 Google Inc. All rights reserved. 3 | http://github.com/jskeet/dotnet-protobufs/ 4 | Original C++/Java/Python code: 5 | http://code.google.com/p/protobuf/ 6 | 7 | Redistribution and use in source and binary forms, with or without 8 | modification, are permitted provided that the following conditions are 9 | met: 10 | 11 | * Redistributions of source code must retain the above copyright 12 | notice, this list of conditions and the following disclaimer. 13 | * Redistributions in binary form must reproduce the above 14 | copyright notice, this list of conditions and the following disclaimer 15 | in the documentation and/or other materials provided with the 16 | distribution. 17 | * Neither the name of Google Inc. nor the names of its 18 | contributors may be used to endorse or promote products derived from 19 | this software without specific prior written permission. 20 | 21 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 22 | "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 23 | LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 24 | A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 25 | OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 26 | SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 27 | LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 28 | DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 29 | THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 30 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 31 | OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 32 | -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/licenses/protoc-license.txt: -------------------------------------------------------------------------------- 1 | protoc.exe was built from the original source at http://code.google.com/p/protobuf/ 2 | The licence for this code is as follows: 3 | 4 | Copyright 2008, Google Inc. 5 | All rights reserved. 6 | 7 | Redistribution and use in source and binary forms, with or without 8 | modification, are permitted provided that the following conditions are 9 | met: 10 | 11 | * Redistributions of source code must retain the above copyright 12 | notice, this list of conditions and the following disclaimer. 13 | * Redistributions in binary form must reproduce the above 14 | copyright notice, this list of conditions and the following disclaimer 15 | in the documentation and/or other materials provided with the 16 | distribution. 17 | * Neither the name of Google Inc. nor the names of its 18 | contributors may be used to endorse or promote products derived from 19 | this software without specific prior written permission. 20 | 21 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 22 | "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 23 | LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 24 | A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 25 | OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 26 | SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 27 | LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 28 | DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 29 | THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 30 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 31 | OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 32 | 33 | Code generated by the Protocol Buffer compiler is owned by the owner 34 | of the input file used when generating it. This code is not 35 | standalone and requires a support library to be linked with it. This 36 | support library is itself covered by the above license. -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/protos/google/protobuf/csharp_options.proto: -------------------------------------------------------------------------------- 1 | // Extra options for C# generator 2 | 3 | import "google/protobuf/descriptor.proto"; 4 | 5 | package google.protobuf; 6 | 7 | message CSharpFileOptions { 8 | 9 | // Namespace for generated classes; defaults to the package. 10 | optional string namespace = 1; 11 | 12 | // Name of the "umbrella" class used for metadata about all 13 | // the messages within this file. Default is based on the name 14 | // of the file. 15 | optional string umbrella_classname = 2; 16 | 17 | // Whether classes should be public (true) or internal (false) 18 | optional bool public_classes = 3 [default = true]; 19 | 20 | // Whether to generate a single file for everything within the 21 | // .proto file (false), or one file per message (true). 22 | // This option is not currently honored; please log a feature 23 | // request if you really want it. 24 | optional bool multiple_files = 4; 25 | 26 | // Whether to nest messages within a single umbrella class (true) 27 | // or create the umbrella class as a peer, with messages as 28 | // top-level classes in the namespace (false) 29 | optional bool nest_classes = 5; 30 | 31 | // Generate appropriate support for Code Contracts 32 | // (Ongoing; support should improve over time) 33 | optional bool code_contracts = 6; 34 | 35 | // Create subdirectories for namespaces, e.g. namespace "Foo.Bar" 36 | // would generate files within [output directory]/Foo/Bar 37 | optional bool expand_namespace_directories = 7; 38 | 39 | // Generate attributes indicating non-CLS-compliance 40 | optional bool cls_compliance = 8 [default = true]; 41 | 42 | // Generate messages/builders with the [Serializable] attribute 43 | optional bool add_serializable = 9 [default = false]; 44 | 45 | // Generates a private ctor for Message types 46 | optional bool generate_private_ctor = 10 [default = true]; 47 | 48 | // The extension that should be appended to the umbrella_classname when creating files. 49 | optional string file_extension = 221 [default = ".cs"]; 50 | 51 | // A nested namespace for the umbrella class. Helpful for name collisions caused by 52 | // umbrella_classname conflicting with an existing type. This will be automatically 53 | // set to 'Proto' if a collision is detected with types being generated. This value 54 | // is ignored when nest_classes == true 55 | optional string umbrella_namespace = 222; 56 | 57 | // The output path for the source file(s) generated 58 | optional string output_directory = 223 [default = "."]; 59 | 60 | // Will ignore the type generations and remove dependencies for the descriptor proto 61 | // files that declare their package to be "google.protobuf" 62 | optional bool ignore_google_protobuf = 224 [default = false]; 63 | 64 | // Controls how services are generated, GENERIC is the deprecated original implementation 65 | // INTERFACE generates service interfaces only, RPCINTEROP generates interfaces and 66 | // implementations using the included Windows RPC interop libarary. 67 | optional CSharpServiceType service_generator_type = 225 [default = NONE]; 68 | 69 | // Used to add the System.Runtime.CompilerServices.CompilerGeneratedAttribute and 70 | // System.CodeDom.Compiler.GeneratedCodeAttribute attributes to generated code. 71 | optional bool generated_code_attributes = 226 [default = false]; 72 | } 73 | 74 | enum CSharpServiceType { 75 | // Services are ignored by the generator 76 | NONE = 0; 77 | // Generates the original Java generic service implementations 78 | GENERIC = 1; 79 | // Generates an interface for the service and nothing else 80 | INTERFACE = 2; 81 | // Generates an interface for the service and client/server wrappers for the interface 82 | IRPCDISPATCH = 3; 83 | } 84 | 85 | extend FileOptions { 86 | optional CSharpFileOptions csharp_file_options = 1000; 87 | } 88 | 89 | extend FieldOptions { 90 | optional CSharpFieldOptions csharp_field_options = 1000; 91 | } 92 | 93 | message CSharpFieldOptions { 94 | // Provides the ability to override the name of the property 95 | // generated for this field. This is applied to all properties 96 | // and methods to do with this field, including HasFoo, FooCount, 97 | // FooList etc. 98 | optional string property_name = 1; 99 | } 100 | 101 | message CSharpServiceOptions { 102 | optional string interface_id = 1; 103 | } 104 | 105 | extend ServiceOptions { 106 | optional CSharpServiceOptions csharp_service_options = 1000; 107 | } 108 | 109 | message CSharpMethodOptions { 110 | optional int32 dispatch_id = 1; 111 | } 112 | 113 | extend MethodOptions { 114 | optional CSharpMethodOptions csharp_method_options = 1000; 115 | } -------------------------------------------------------------------------------- /Quanter.Trader.MarketServer/protos/tutorial/addressbook.proto: -------------------------------------------------------------------------------- 1 | package tutorial; 2 | 3 | import "google/protobuf/csharp_options.proto"; 4 | option (google.protobuf.csharp_file_options).namespace = "Google.ProtocolBuffers.Examples.AddressBook"; 5 | option (google.protobuf.csharp_file_options).umbrella_classname = "AddressBookProtos"; 6 | 7 | option optimize_for = SPEED; 8 | 9 | message Person { 10 | required string name = 1; 11 | required int32 id = 2; // Unique ID number for this person. 12 | optional string email = 3; 13 | 14 | enum PhoneType { 15 | MOBILE = 0; 16 | HOME = 1; 17 | WORK = 2; 18 | } 19 | 20 | message PhoneNumber { 21 | required string number = 1; 22 | optional PhoneType type = 2 [default = HOME]; 23 | } 24 | 25 | repeated PhoneNumber phone = 4; 26 | } 27 | 28 | // Our address book file is just one of these. 29 | message AddressBook { 30 | repeated Person person = 1; 31 | } 32 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/CHANGES.txt: -------------------------------------------------------------------------------- 1 | =============================================================================== 2 | Welcome to the C# port of Google Protocol Buffers, written by Jon Skeet 3 | (skeet@pobox.com) based on the work of many talented people. 4 | 5 | For more information about this port, visit its homepage: 6 | http://protobuf-csharp-port.googlecode.com 7 | 8 | For more information about Protocol Buffers in general, visit the project page 9 | for the C++, Java and Python project: 10 | http://protobuf.googlecode.com 11 | =============================================================================== 12 | RELEASE NOTES - Version 2.4.1.473 13 | =============================================================================== 14 | 15 | Features: 16 | - Added option service_generator_type to control service generation with 17 | NONE, GENERIC, INTERFACE, or IRPCDISPATCH 18 | - Added interfaces IRpcDispatch and IRpcServerStub to provide for blocking 19 | services and implementations. 20 | - Added ProtoGen.exe command-line argument "--protoc_dir=" to specify the 21 | location of protoc.exe. 22 | - Extracted interfaces for ICodedInputStream and ICodedOutputStream to allow 23 | custom implementation of writers with both speed and size optimizations. 24 | - Addition of the "Google.ProtoBuffers.Serialization" assembly to support 25 | reading and writing messages to/from XML, JSON, IDictionary<,> and others. 26 | - Several performance related fixes and tweeks 27 | - Issue 3: Add option to mark generated code with attribute 28 | - Issue 20: Support for decorating classes [Serializable] 29 | - Issue 21: Decorate fields with [deprecated=true] as [System.Obsolete] 30 | - Issue 22: Reusable Builder classes 31 | - Issue 24: Support for using Json/Xml formats with ICodedInputStream 32 | - Issue 25: Added support for NuGet packages 33 | - Issue 31: Upgraded protoc.exe and descriptor to 2.4.1 34 | 35 | Fixes: 36 | - Issue 13: Message with Field same name as message causes uncompilable .cs 37 | - Issue 16: Does not integrate well with other tooling 38 | - Issue 19: Support for negative enum values 39 | - Issue 26: AddRange in GeneratedBuilder iterates twice. 40 | - Issue 27: Remove XML documentation output from test projects to clear 41 | warnings/errors. 42 | - Issue 28: Circular message dependencies result in null default values for 43 | Message fields. 44 | - Issue 29: Message classes generated have a public default constructor. You 45 | can disable private ctor generation with the option generate_private_ctor. 46 | - Issue 35: Fixed a bug in ProtoGen handling of arguments with trailing \ 47 | - Big-endian support for float, and double on Silverlight 48 | - Packed and Unpacked parsing allow for all repeated, as per version 2.3 49 | - Fix for leaving Builder a public ctor on internal classes for use with 50 | generic "where T: new()" constraints. 51 | 52 | Other: 53 | - Changed the code signing key to a privately held key 54 | - Reformatted all code and line-endings to C# defaults 55 | - Reworking of performance benchmarks to produce reliable results, option /v2 56 | - Issue 34: Silverlight assemblies are now unit tested 57 | 58 | =============================================================================== 59 | RELEASE NOTES - Version 2.3.0.277 60 | =============================================================================== 61 | 62 | Features: 63 | - Added cls_compliance option to generate attributes indicating 64 | non-CLS-compliance. 65 | - Added file_extension option to control the generated output file's extension. 66 | - Added umbrella_namespace option to place the umbrella class into a nested 67 | namespace to address issues with proto files having the same name as a 68 | message it contains. 69 | - Added output_directory option to set the output path for the source file(s). 70 | - Added ignore_google_protobuf option to avoid generating code for includes 71 | from the google.protobuf package. 72 | - Added the LITE framework (Google.ProtoBuffersLite.dll) and the ability to 73 | generate code with "option optimize_for = LITE_RUNTIME;". 74 | - Added ability to invoke protoc.exe from within ProtoGen.exe. 75 | - Upgraded to protoc.exe (2.3) compiler. 76 | 77 | Fixes: 78 | - Issue 9: Class cannot be static and sealed error 79 | - Issue 12: default value for enumerate fields must be filled out 80 | 81 | Other: 82 | - Rewrite of build using MSBbuild instead of NAnt 83 | - Moved to NUnit Version 2.2.8.0 84 | - Changed to using secure .snk for releases 85 | 86 | =============================================================================== 87 | RELEASE NOTES - Version 0.9.1 88 | =============================================================================== 89 | 90 | Fixes: 91 | - issue 10: Incorrect encoding of packed fields when serialized 92 | 93 | =============================================================================== 94 | RELEASE NOTES - Version 0.9.0 95 | =============================================================================== 96 | 97 | - Initial release 98 | 99 | =============================================================================== -------------------------------------------------------------------------------- /Quanter.Trader.Messages/ClientMessages.cs: -------------------------------------------------------------------------------- 1 | using Quanter.BusinessEntity; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Quanter.Trader.Messages 9 | { 10 | public enum RequestType : int 11 | { 12 | LOGIN, // 登录 13 | START_MY_STRATEGIES, // 启动 14 | STOP_MY_STRATEGIES, // 停止 15 | PAUSE, // 暂停 16 | RESTORE, // 恢复 17 | GET_ALL_STRATEGIES, // 获取所有策略列表 18 | GET_MY_STRATEGIES, // 获取我的策略 19 | ADD_MY_STRATEGY, // 增加我的策略 20 | REMOVE_MY_STRATEGY, // 移除我的策略 21 | SETUP_STRATEGY, // 配置我的策略 22 | QUERY_STRATEGY_ACCOUNT, // 获取指定策略的账户信息 23 | UPDATE_ACCOUNT, // 更新账户 24 | START_MARKET, 25 | STOP_MARKET 26 | } 27 | 28 | public enum ResponseType : int 29 | { 30 | RETURN_ALL_STRATEGIES, 31 | RETURN_MY_STRATEGIES, 32 | RETURN_LOGIN_INFO, 33 | } 34 | 35 | public class ClientRequest 36 | { 37 | public RequestType? Action { get; set; } 38 | 39 | public int Userid { get; set; } 40 | 41 | public object Body { get; set; } 42 | 43 | } 44 | 45 | public class ClientResponse 46 | { 47 | public ResponseType Action { get; set; } 48 | 49 | public Object Body { get; set; } 50 | } 51 | 52 | public class EStrategyList : List 53 | { 54 | 55 | } 56 | } 57 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/Constants.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Messages 8 | { 9 | public class ConstantsHelper 10 | { 11 | public static String AKKA_PATH_SERVER = "server"; 12 | public static String AKKA_PATH_STRATEGY_MANAGER = "strategy"; 13 | public static String AKKA_PATH_MARKET_MANAGER = "market"; 14 | public static String AKKA_PATH_PERSISTENCE = "persistence"; 15 | public static readonly String AKKA_PATH_TRADER = "trader"; 16 | } 17 | } 18 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/ErrorMessages.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Messages 8 | { 9 | public class ErrorResponse 10 | { 11 | } 12 | } 13 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/MarketMessages.cs: -------------------------------------------------------------------------------- 1 | using Akka.Actor; 2 | using Quanter.Common; 3 | using System; 4 | using System.Collections.Generic; 5 | using System.Linq; 6 | using System.Text; 7 | using System.Threading.Tasks; 8 | 9 | namespace Quanter.Trader.Messages 10 | { 11 | public class ConnectedRequest 12 | { 13 | public String Username { get; set; } 14 | public String Password { get; set; } 15 | } 16 | 17 | public class ConnectedResponse 18 | { 19 | public String Message { get; set; } 20 | } 21 | 22 | public class MarketRequest 23 | { 24 | public enum RequestType 25 | { 26 | INIT, 27 | START, 28 | STOP, 29 | ADD_SECURITIES, 30 | ADD_STRATEGY, 31 | REMOVE_STARTEGY, 32 | } 33 | 34 | public RequestType Type { get; set; } 35 | 36 | public Object Body { get; set; } 37 | } 38 | 39 | public class StopMarketRequest 40 | { 41 | 42 | } 43 | 44 | public class AddStrategyRequest 45 | { 46 | private List secs = new List(); 47 | public Securities[] Securitiess { get { return this.secs.ToArray(); } } 48 | 49 | public void AddSecurities(Securities sec) 50 | { 51 | secs.Add(sec); 52 | } 53 | } 54 | 55 | public class RemoveStrategyRequest 56 | { 57 | private List secs = new List(); 58 | public Securities[] Securitiess { get { return this.secs.ToArray(); } } 59 | 60 | public void AddSecurities(Securities sec) 61 | { 62 | secs.Add(sec); 63 | } 64 | } 65 | 66 | /// 67 | /// 订阅股票数据请求 68 | /// 69 | public class WatchStockRequest 70 | { 71 | public String Symbol { get; set; } 72 | 73 | public IActorRef Watcher { get; set; } 74 | } 75 | 76 | /// 77 | /// 取消订阅股票数据的请求 78 | /// 79 | public class UnwatchStockRequest 80 | { 81 | public String Symbol { get; set; } 82 | 83 | public IActorRef Watcher { get; set; } 84 | } 85 | 86 | public class StockCurrentBidRequest 87 | { 88 | public String Symbol { get; set; } 89 | 90 | public IActorRef Watcher { get; set; } 91 | } 92 | 93 | public class NewBidArrivedRequest 94 | { 95 | public TickData Bid { get; set; } 96 | } 97 | 98 | public class StockDataResponse 99 | { 100 | 101 | } 102 | 103 | /// 104 | /// 股票历史数据请求 105 | /// 106 | public class StockHistoryDataRequest 107 | { 108 | public DateTime Start { get; set; } 109 | public DateTime End { get; set; } 110 | public String Symbol { get; set; } 111 | } 112 | 113 | public class StockHistoryDataResponse 114 | { 115 | 116 | } 117 | 118 | 119 | } 120 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/PersistenceMessages.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Messages 8 | { 9 | public enum PersistenceType 10 | { 11 | INIT_DATABASE, 12 | OPEN, 13 | CLOSE, 14 | SAVE, 15 | UPDATE, 16 | DELETE, 17 | LOAD, 18 | FIND, 19 | LIST, 20 | } 21 | public class PersistenceRequest 22 | { 23 | public PersistenceType Type { get; set; } 24 | public Object Body { get; set; } 25 | } 26 | } 27 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Trader.Messages")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Trader.Messages")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("dde08214-ec3a-4dd7-8cee-49973e17ae8f")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/SecuritiesQuotationMessages.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | using Quanter.Common; 7 | 8 | namespace Quanter.Trader.Messages 9 | { 10 | public class QuotationRequest 11 | { 12 | public enum RequestType 13 | { 14 | ASKED_SECURITIES, // 请求接收行情的证券列表 15 | RUN, // 开始接收行情 16 | } 17 | 18 | public RequestType Type { get; set; } 19 | public Object Body { get; set; } 20 | } 21 | 22 | public class SecuritiesQuotationRequest 23 | { 24 | public enum RequestType 25 | { 26 | 27 | WATCH_QUOTEDATA, 28 | WATCH_TICKDATA, 29 | WATCH_BARDATA, 30 | UNWATCH, 31 | NEW_TICKDATA, 32 | NEW_BARDATA, 33 | NEW_QUOTEDATA, 34 | } 35 | 36 | public RequestType Type { get; set; } 37 | 38 | public Object Body { get; set; } 39 | } 40 | } 41 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/StrategyMessages.cs: -------------------------------------------------------------------------------- 1 | using Quanter.BusinessEntity; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Quanter.Trader.Messages 9 | { 10 | 11 | public class StrategiesRequest 12 | { 13 | private EStrategyList sds = new EStrategyList(); 14 | public EStrategy[] Strategies { get { return sds.ToArray(); } } 15 | 16 | public void AddStrategy(EStrategy sd) 17 | { 18 | sds.Add(sd); 19 | } 20 | 21 | public void RemoveStrategy(EStrategy sd) 22 | { 23 | sds.Remove(sd); 24 | } 25 | } 26 | 27 | public class StrategiesResponse 28 | { 29 | private EStrategyList sds = new EStrategyList(); 30 | public EStrategy[] Strategies { get { return sds.ToArray(); } } 31 | 32 | public void Add(EStrategy sd) 33 | { 34 | sds.Add(sd); 35 | } 36 | 37 | public void Remove(EStrategy sd) 38 | { 39 | sds.Remove(sd); 40 | } 41 | 42 | } 43 | 44 | public class MyStrategiesRequest : StrategiesRequest 45 | { 46 | public String Username { get; set; } 47 | 48 | } 49 | 50 | public class MyStrategiesResponse : StrategiesResponse 51 | { 52 | 53 | } 54 | 55 | public enum StrategyRequestType 56 | { 57 | CREATE, 58 | START, 59 | STOP, 60 | INIT, 61 | SETTLEMENT, 62 | BUY, 63 | SELL 64 | } 65 | public class StrategyRequest 66 | { 67 | public StrategyRequestType Type { get; set; } 68 | 69 | public object Body { get; set; } 70 | } 71 | 72 | public class StrategyResponse 73 | { 74 | public enum ResponseType 75 | { 76 | TICK_ARRIVED, 77 | BAR_ARRIVED, 78 | QUOTE_ARRIVED, 79 | RUN_ARRIVED, 80 | } 81 | 82 | public ResponseType Type { get; set; } 83 | 84 | public object Body { get; set; } 85 | } 86 | 87 | public class StartStrateiesReponse 88 | { 89 | 90 | } 91 | 92 | } 93 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/TradeMessages.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Messages 8 | { 9 | public enum OrderType { 10 | BUY, 11 | SELL, 12 | CANCEL, 13 | } 14 | 15 | public enum TradeType 16 | { 17 | ALGO, //算法下单 18 | LIMIT, // 涨跌停板下单 19 | } 20 | 21 | public enum TradeInterface 22 | { 23 | FIX, 24 | CTP, 25 | CTP2, 26 | LTS, 27 | THS, 28 | TDX, 29 | } 30 | 31 | public class Order 32 | { 33 | /// 34 | /// 订单号 35 | /// 36 | public int Id { get; set; } 37 | /// 38 | /// 委托号 > 0,表示成功 39 | /// <=0表示有错误，错误标识在细化 40 | /// -1: 表示资金不足 41 | /// -2: 表示股票数量不足 42 | /// -3: 输入的证券代码不对 43 | /// 44 | public int EntrustNo { get; set; } 45 | 46 | public int StrategyId { get; set; } 47 | public String Symbol { get; set; } 48 | public float Price { get; set; } 49 | public int Amount { get; set; } 50 | public OrderType Type { get; set; } 51 | 52 | /// 53 | /// 下单时间 54 | /// 55 | public DateTime Date { get; set; } 56 | 57 | } 58 | 59 | public class TradeRequest 60 | { 61 | public enum RequestType 62 | { 63 | INIT, 64 | BUY, 65 | SELL, 66 | KEEP, 67 | } 68 | 69 | public RequestType Type { get; set; } 70 | 71 | public OrderType OrderType { get; set; } 72 | 73 | public TradeInterface TradeInterface { get; set; } 74 | 75 | public TradeType TradeType { get; set; } 76 | 77 | public Order SecuritiesOrder { get; set; } 78 | } 79 | 80 | public class TradeResponse 81 | { 82 | public int EntrustNo { get; set; } 83 | public String Message { get; set; } 84 | } 85 | 86 | public class TradeManagerRequest 87 | { 88 | public enum RequestType 89 | { 90 | INIT, 91 | } 92 | 93 | public RequestType Type { get; set; } 94 | public Object Body { get; set; } 95 | } 96 | 97 | } 98 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/UserMessages.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Trader.Messages 8 | { 9 | public enum UserActionType 10 | { 11 | LOGIN, 12 | REGISTER, 13 | FETCH_MY_STRATEGIES, 14 | ADD_MY_STRATEGY, 15 | REMOVE_MY_STRATEGY, 16 | START_ALL_STRATEGY, 17 | STOP_ALL_STRATEGY, 18 | } 19 | 20 | public class UserRequest 21 | { 22 | public UserActionType Action { get; set; } 23 | 24 | public Object Body { get; set; } 25 | } 26 | 27 | public class UserResponse 28 | { 29 | public Object Body { get; set; } 30 | } 31 | } 32 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/app.manifest: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 45 | 46 | 47 | 48 | 49 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/licenses/license.txt: -------------------------------------------------------------------------------- 1 | Protocol Buffers - Google's data interchange format 2 | Copyright 2008-2010 Google Inc. All rights reserved. 3 | http://github.com/jskeet/dotnet-protobufs/ 4 | Original C++/Java/Python code: 5 | http://code.google.com/p/protobuf/ 6 | 7 | Redistribution and use in source and binary forms, with or without 8 | modification, are permitted provided that the following conditions are 9 | met: 10 | 11 | * Redistributions of source code must retain the above copyright 12 | notice, this list of conditions and the following disclaimer. 13 | * Redistributions in binary form must reproduce the above 14 | copyright notice, this list of conditions and the following disclaimer 15 | in the documentation and/or other materials provided with the 16 | distribution. 17 | * Neither the name of Google Inc. nor the names of its 18 | contributors may be used to endorse or promote products derived from 19 | this software without specific prior written permission. 20 | 21 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 22 | "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 23 | LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 24 | A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 25 | OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 26 | SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 27 | LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 28 | DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 29 | THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 30 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 31 | OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 32 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/licenses/protoc-license.txt: -------------------------------------------------------------------------------- 1 | protoc.exe was built from the original source at http://code.google.com/p/protobuf/ 2 | The licence for this code is as follows: 3 | 4 | Copyright 2008, Google Inc. 5 | All rights reserved. 6 | 7 | Redistribution and use in source and binary forms, with or without 8 | modification, are permitted provided that the following conditions are 9 | met: 10 | 11 | * Redistributions of source code must retain the above copyright 12 | notice, this list of conditions and the following disclaimer. 13 | * Redistributions in binary form must reproduce the above 14 | copyright notice, this list of conditions and the following disclaimer 15 | in the documentation and/or other materials provided with the 16 | distribution. 17 | * Neither the name of Google Inc. nor the names of its 18 | contributors may be used to endorse or promote products derived from 19 | this software without specific prior written permission. 20 | 21 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 22 | "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 23 | LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 24 | A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 25 | OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 26 | SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 27 | LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 28 | DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 29 | THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 30 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 31 | OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 32 | 33 | Code generated by the Protocol Buffer compiler is owned by the owner 34 | of the input file used when generating it. This code is not 35 | standalone and requires a support library to be linked with it. This 36 | support library is itself covered by the above license. -------------------------------------------------------------------------------- /Quanter.Trader.Messages/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | -------------------------------------------------------------------------------- /Quanter.Trader.Messages/protos/google/protobuf/csharp_options.proto: -------------------------------------------------------------------------------- 1 | // Extra options for C# generator 2 | 3 | import "google/protobuf/descriptor.proto"; 4 | 5 | package google.protobuf; 6 | 7 | message CSharpFileOptions { 8 | 9 | // Namespace for generated classes; defaults to the package. 10 | optional string namespace = 1; 11 | 12 | // Name of the "umbrella" class used for metadata about all 13 | // the messages within this file. Default is based on the name 14 | // of the file. 15 | optional string umbrella_classname = 2; 16 | 17 | // Whether classes should be public (true) or internal (false) 18 | optional bool public_classes = 3 [default = true]; 19 | 20 | // Whether to generate a single file for everything within the 21 | // .proto file (false), or one file per message (true). 22 | // This option is not currently honored; please log a feature 23 | // request if you really want it. 24 | optional bool multiple_files = 4; 25 | 26 | // Whether to nest messages within a single umbrella class (true) 27 | // or create the umbrella class as a peer, with messages as 28 | // top-level classes in the namespace (false) 29 | optional bool nest_classes = 5; 30 | 31 | // Generate appropriate support for Code Contracts 32 | // (Ongoing; support should improve over time) 33 | optional bool code_contracts = 6; 34 | 35 | // Create subdirectories for namespaces, e.g. namespace "Foo.Bar" 36 | // would generate files within [output directory]/Foo/Bar 37 | optional bool expand_namespace_directories = 7; 38 | 39 | // Generate attributes indicating non-CLS-compliance 40 | optional bool cls_compliance = 8 [default = true]; 41 | 42 | // Generate messages/builders with the [Serializable] attribute 43 | optional bool add_serializable = 9 [default = false]; 44 | 45 | // Generates a private ctor for Message types 46 | optional bool generate_private_ctor = 10 [default = true]; 47 | 48 | // The extension that should be appended to the umbrella_classname when creating files. 49 | optional string file_extension = 221 [default = ".cs"]; 50 | 51 | // A nested namespace for the umbrella class. Helpful for name collisions caused by 52 | // umbrella_classname conflicting with an existing type. This will be automatically 53 | // set to 'Proto' if a collision is detected with types being generated. This value 54 | // is ignored when nest_classes == true 55 | optional string umbrella_namespace = 222; 56 | 57 | // The output path for the source file(s) generated 58 | optional string output_directory = 223 [default = "."]; 59 | 60 | // Will ignore the type generations and remove dependencies for the descriptor proto 61 | // files that declare their package to be "google.protobuf" 62 | optional bool ignore_google_protobuf = 224 [default = false]; 63 | 64 | // Controls how services are generated, GENERIC is the deprecated original implementation 65 | // INTERFACE generates service interfaces only, RPCINTEROP generates interfaces and 66 | // implementations using the included Windows RPC interop libarary. 67 | optional CSharpServiceType service_generator_type = 225 [default = NONE]; 68 | 69 | // Used to add the System.Runtime.CompilerServices.CompilerGeneratedAttribute and 70 | // System.CodeDom.Compiler.GeneratedCodeAttribute attributes to generated code. 71 | optional bool generated_code_attributes = 226 [default = false]; 72 | } 73 | 74 | enum CSharpServiceType { 75 | // Services are ignored by the generator 76 | NONE = 0; 77 | // Generates the original Java generic service implementations 78 | GENERIC = 1; 79 | // Generates an interface for the service and nothing else 80 | INTERFACE = 2; 81 | // Generates an interface for the service and client/server wrappers for the interface 82 | IRPCDISPATCH = 3; 83 | } 84 | 85 | extend FileOptions { 86 | optional CSharpFileOptions csharp_file_options = 1000; 87 | } 88 | 89 | extend FieldOptions { 90 | optional CSharpFieldOptions csharp_field_options = 1000; 91 | } 92 | 93 | message CSharpFieldOptions { 94 | // Provides the ability to override the name of the property 95 | // generated for this field. This is applied to all properties 96 | // and methods to do with this field, including HasFoo, FooCount, 97 | // FooList etc. 98 | optional string property_name = 1; 99 | } 100 | 101 | message CSharpServiceOptions { 102 | optional string interface_id = 1; 103 | } 104 | 105 | extend ServiceOptions { 106 | optional CSharpServiceOptions csharp_service_options = 1000; 107 | } 108 | 109 | message CSharpMethodOptions { 110 | optional int32 dispatch_id = 1; 111 | } 112 | 113 | extend MethodOptions { 114 | optional CSharpMethodOptions csharp_method_options = 1000; 115 | } -------------------------------------------------------------------------------- /Quanter.Trader.Messages/protos/tutorial/addressbook.proto: -------------------------------------------------------------------------------- 1 | package tutorial; 2 | 3 | import "google/protobuf/csharp_options.proto"; 4 | option (google.protobuf.csharp_file_options).namespace = "Google.ProtocolBuffers.Examples.AddressBook"; 5 | option (google.protobuf.csharp_file_options).umbrella_classname = "AddressBookProtos"; 6 | 7 | option optimize_for = SPEED; 8 | 9 | message Person { 10 | required string name = 1; 11 | required int32 id = 2; // Unique ID number for this person. 12 | optional string email = 3; 13 | 14 | enum PhoneType { 15 | MOBILE = 0; 16 | HOME = 1; 17 | WORK = 2; 18 | } 19 | 20 | message PhoneNumber { 21 | required string number = 1; 22 | optional PhoneType type = 2 [default = HOME]; 23 | } 24 | 25 | repeated PhoneNumber phone = 4; 26 | } 27 | 28 | // Our address book file is just one of these. 29 | message AddressBook { 30 | repeated Person person = 1; 31 | } 32 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/CHANGES.txt: -------------------------------------------------------------------------------- 1 | =============================================================================== 2 | Welcome to the C# port of Google Protocol Buffers, written by Jon Skeet 3 | (skeet@pobox.com) based on the work of many talented people. 4 | 5 | For more information about this port, visit its homepage: 6 | http://protobuf-csharp-port.googlecode.com 7 | 8 | For more information about Protocol Buffers in general, visit the project page 9 | for the C++, Java and Python project: 10 | http://protobuf.googlecode.com 11 | =============================================================================== 12 | RELEASE NOTES - Version 2.4.1.473 13 | =============================================================================== 14 | 15 | Features: 16 | - Added option service_generator_type to control service generation with 17 | NONE, GENERIC, INTERFACE, or IRPCDISPATCH 18 | - Added interfaces IRpcDispatch and IRpcServerStub to provide for blocking 19 | services and implementations. 20 | - Added ProtoGen.exe command-line argument "--protoc_dir=" to specify the 21 | location of protoc.exe. 22 | - Extracted interfaces for ICodedInputStream and ICodedOutputStream to allow 23 | custom implementation of writers with both speed and size optimizations. 24 | - Addition of the "Google.ProtoBuffers.Serialization" assembly to support 25 | reading and writing messages to/from XML, JSON, IDictionary<,> and others. 26 | - Several performance related fixes and tweeks 27 | - Issue 3: Add option to mark generated code with attribute 28 | - Issue 20: Support for decorating classes [Serializable] 29 | - Issue 21: Decorate fields with [deprecated=true] as [System.Obsolete] 30 | - Issue 22: Reusable Builder classes 31 | - Issue 24: Support for using Json/Xml formats with ICodedInputStream 32 | - Issue 25: Added support for NuGet packages 33 | - Issue 31: Upgraded protoc.exe and descriptor to 2.4.1 34 | 35 | Fixes: 36 | - Issue 13: Message with Field same name as message causes uncompilable .cs 37 | - Issue 16: Does not integrate well with other tooling 38 | - Issue 19: Support for negative enum values 39 | - Issue 26: AddRange in GeneratedBuilder iterates twice. 40 | - Issue 27: Remove XML documentation output from test projects to clear 41 | warnings/errors. 42 | - Issue 28: Circular message dependencies result in null default values for 43 | Message fields. 44 | - Issue 29: Message classes generated have a public default constructor. You 45 | can disable private ctor generation with the option generate_private_ctor. 46 | - Issue 35: Fixed a bug in ProtoGen handling of arguments with trailing \ 47 | - Big-endian support for float, and double on Silverlight 48 | - Packed and Unpacked parsing allow for all repeated, as per version 2.3 49 | - Fix for leaving Builder a public ctor on internal classes for use with 50 | generic "where T: new()" constraints. 51 | 52 | Other: 53 | - Changed the code signing key to a privately held key 54 | - Reformatted all code and line-endings to C# defaults 55 | - Reworking of performance benchmarks to produce reliable results, option /v2 56 | - Issue 34: Silverlight assemblies are now unit tested 57 | 58 | =============================================================================== 59 | RELEASE NOTES - Version 2.3.0.277 60 | =============================================================================== 61 | 62 | Features: 63 | - Added cls_compliance option to generate attributes indicating 64 | non-CLS-compliance. 65 | - Added file_extension option to control the generated output file's extension. 66 | - Added umbrella_namespace option to place the umbrella class into a nested 67 | namespace to address issues with proto files having the same name as a 68 | message it contains. 69 | - Added output_directory option to set the output path for the source file(s). 70 | - Added ignore_google_protobuf option to avoid generating code for includes 71 | from the google.protobuf package. 72 | - Added the LITE framework (Google.ProtoBuffersLite.dll) and the ability to 73 | generate code with "option optimize_for = LITE_RUNTIME;". 74 | - Added ability to invoke protoc.exe from within ProtoGen.exe. 75 | - Upgraded to protoc.exe (2.3) compiler. 76 | 77 | Fixes: 78 | - Issue 9: Class cannot be static and sealed error 79 | - Issue 12: default value for enumerate fields must be filled out 80 | 81 | Other: 82 | - Rewrite of build using MSBbuild instead of NAnt 83 | - Moved to NUnit Version 2.2.8.0 84 | - Changed to using secure .snk for releases 85 | 86 | =============================================================================== 87 | RELEASE NOTES - Version 0.9.1 88 | =============================================================================== 89 | 90 | Fixes: 91 | - issue 10: Incorrect encoding of packed fields when serialized 92 | 93 | =============================================================================== 94 | RELEASE NOTES - Version 0.9.0 95 | =============================================================================== 96 | 97 | - Initial release 98 | 99 | =============================================================================== -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/IAccount.cs: -------------------------------------------------------------------------------- 1 | using Stock.Common; 2 | using System; 3 | using System.Collections.Generic; 4 | using System.Linq; 5 | using System.Text; 6 | using System.Threading.Tasks; 7 | 8 | namespace Stock.Trader.Strategy 9 | { 10 | public interface IAccount 11 | { 12 | 13 | void BuySecurities(Securities securities, float price, int amount); 14 | 15 | void SellSecurities(Securities securities, float price, int amount); 16 | 17 | void CancelSecurities(int entrustNo); 18 | 19 | 20 | } 21 | } 22 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/IStrategy.cs: -------------------------------------------------------------------------------- 1 | using Quanter.Common; 2 | using Quanter.Domain; 3 | using Quanter.Trader.Messages; 4 | using System; 5 | using System.Collections.Generic; 6 | using System.Linq; 7 | using System.Text; 8 | using System.Threading.Tasks; 9 | 10 | namespace Quanter.Strategy 11 | { 12 | public interface IStrategy 13 | { 14 | int Id { get; } 15 | 16 | String Name { get; set; } 17 | 18 | StrategyDesc Desc { get; set; } 19 | 20 | TradeMode TradeMode { get; set; } 21 | 22 | List SecuritiesList { get; set; } 23 | 24 | /// 25 | /// 初始化策略 26 | /// 27 | void Init(); 28 | 29 | /// 30 | /// 启动策略 31 | /// 32 | void Start(); 33 | 34 | /// 35 | /// 停止策略 36 | /// 37 | void Stop(); 38 | 39 | /// 40 | /// Tick 数据到达 41 | /// 42 | void OnTickData(); 43 | 44 | /// 45 | /// Bar数据到达 46 | /// 47 | void OnBarData(); 48 | 49 | /// 50 | /// 报价数据到达 51 | /// 52 | void OnQuoteData(); 53 | 54 | /// 55 | /// 外部其他因素触发 56 | /// 57 | void Run(); 58 | } 59 | } 60 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Stock.Trader.StrategyServer")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Stock.Trader.StrategyServer")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("f0e12b5e-7012-4345-b4a4-be4cedce5e91")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/Risk/IRiskRule.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Strategy.Risk 8 | { 9 | public interface IRiskRule 10 | { 11 | String Title { get; } 12 | 13 | RiskActions Action { get; set; } 14 | 15 | /// 16 | /// 处理单个订单，资金组合等 17 | /// 18 | /// 19 | bool ProcessMessage(RiskMessage message); 20 | 21 | void Reset(); 22 | } 23 | 24 | public class RiskMessage 25 | { 26 | public enum MessageType 27 | { 28 | ORDER, 29 | } 30 | 31 | public MessageType Type { get; set; } 32 | public Object Body { get; set; } 33 | } 34 | } 35 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/Risk/RiskActions.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Strategy.Risk 8 | { 9 | public enum RiskActions 10 | { 11 | CancelOrder, 12 | } 13 | 14 | 15 | } 16 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/Risk/RiskManager.cs: -------------------------------------------------------------------------------- 1 | using System; 2 | using System.Collections.Generic; 3 | using System.Linq; 4 | using System.Text; 5 | using System.Threading.Tasks; 6 | 7 | namespace Quanter.Strategy.Risk 8 | { 9 | public class RiskManager 10 | { 11 | private readonly IList _rules = new List(); 12 | 13 | public void Reset() 14 | { 15 | _rules.AsParallel().ForAll( r => r.Reset()); 16 | } 17 | } 18 | } 19 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/Risk/RiskRules.cs: -------------------------------------------------------------------------------- 1 | using CsvHelper; 2 | using Quanter.Trader.Messages; 3 | using System; 4 | using System.Collections.Generic; 5 | using System.IO; 6 | using System.Linq; 7 | using System.Text; 8 | using System.Threading.Tasks; 9 | 10 | namespace Quanter.Strategy.Risk 11 | { 12 | public abstract class AbstractRiskRule : IRiskRule 13 | { 14 | public RiskActions Action { get; set; } 15 | 16 | public string Title { get; protected set; } 17 | 18 | public abstract bool ProcessMessage(RiskMessage message); 19 | 20 | public void Reset() 21 | { 22 | 23 | } 24 | } 25 | 26 | public class PnLRiskRule : AbstractRiskRule 27 | { 28 | private decimal pnL; 29 | public decimal PnL 30 | { 31 | get { return this.pnL; } 32 | set { 33 | this.pnL = value; 34 | Title = pnL.ToString(); 35 | } 36 | } 37 | public override bool ProcessMessage(RiskMessage message) 38 | { 39 | throw new NotImplementedException(); 40 | } 41 | } 42 | 43 | public class BlankListRiskRule : AbstractRiskRule 44 | { 45 | private IList symbols = new List(); 46 | 47 | public BlankListRiskRule(String file) 48 | { 49 | _init(file); 50 | this.Title = "黑名单管理"; 51 | } 52 | 53 | private void _init(String file) 54 | { 55 | using (StreamReader sr = new StreamReader(file)) 56 | using (CsvReader reader = new CsvReader(sr)) 57 | { 58 | while (reader.Read()) 59 | { 60 | String symbol = reader.GetField(0); 61 | AddBlankList(symbol); 62 | } 63 | } 64 | } 65 | 66 | public void AddBlankList(String symbol) 67 | { 68 | symbols.Add(symbol); 69 | } 70 | 71 | public override bool ProcessMessage(RiskMessage message) 72 | { 73 | bool ret = false; 74 | switch (message.Type) 75 | { 76 | case RiskMessage.MessageType.ORDER: 77 | ret = _processOrder((Order)message.Body); 78 | break; 79 | default: 80 | break; 81 | } 82 | return ret; 83 | } 84 | 85 | private bool _processOrder(Order order) 86 | { 87 | if (symbols.Contains(order.Symbol)) 88 | { 89 | Action = RiskActions.CancelOrder; 90 | return false; 91 | } 92 | 93 | return true; 94 | 95 | } 96 | } 97 | } 98 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/StrategyActor.cs: -------------------------------------------------------------------------------- 1 | using Akka.Actor; 2 | using Akka.Event; 3 | using Quanter.Common; 4 | using Quanter.Trader.Messages; 5 | using System; 6 | 7 | namespace Quanter.Strategy 8 | { 9 | /// 10 | /// 接收的消息 11 | /// 1、价格变动 12 | /// 2、启动策略 13 | /// 3、停止策略 14 | /// 15 | /// 发出的请求 16 | /// 1、订阅证券价格 证券市场 17 | /// 2、取消订阅证券价格 证券市场 18 | /// 3、下单操作 交易接口 19 | /// 20 | public class StrategyActor : TypedActor 21 | { 22 | private readonly ILoggingAdapter log = Logging.GetLogger(Context); 23 | 24 | private ActorSelection _market = null; 25 | 26 | IStrategy strategy = null; 27 | 28 | public StrategyActor(IStrategy strategy) 29 | { 30 | this.strategy = strategy; 31 | } 32 | 33 | private void _start() 34 | { 35 | if (strategy.TradeMode == TradeMode.BACK_TEST) 36 | { 37 | // 获取历史行情 38 | _market = Context.ActorSelection("akka.tcp://myServer@localhost:8081/securities/market/history"); 39 | } 40 | else 41 | { 42 | // 43 | _market = Context.ActorSelection("akka.tcp://myServer@localhost:8081/securities/market"); 44 | } 45 | _watchStock(); 46 | strategy.Start(); 47 | } 48 | 49 | private void _stop() 50 | { 51 | _unwatchStock(); 52 | strategy.Stop(); 53 | } 54 | 55 | private void _tickData(TickData data) 56 | { 57 | strategy.OnTickData(); 58 | } 59 | 60 | /// 61 | /// Bar数据达到 62 | /// 63 | /// 64 | private void _barData(TickData data) 65 | { 66 | strategy.OnBarData(); 67 | } 68 | 69 | private void _quoteData() 70 | { 71 | strategy.OnQuoteData(); 72 | } 73 | 74 | private void _run() 75 | { 76 | strategy.Run(); 77 | } 78 | 79 | /// 80 | /// 创建一个策略 81 | /// 82 | private void _createStrategy() 83 | { 84 | strategy = null; 85 | } 86 | 87 | /// 88 | /// 下单操作 89 | /// 90 | private void _createOrder(String symbol, float price, int amount, OrderType type) 91 | { 92 | // IAccount account = strategy as IAccount; 93 | } 94 | 95 | /// 96 | /// 订阅股票价格 97 | /// 98 | private void _watchStock() 99 | { 100 | foreach (var item in strategy.SecuritiesList) 101 | { 102 | _market.Tell("订阅价格"); 103 | } 104 | } 105 | 106 | /// 107 | /// 取消订阅股票价格 108 | /// 109 | private void _unwatchStock() 110 | { 111 | foreach (var item in strategy.SecuritiesList) 112 | { 113 | _market.Tell("取消订阅价格"); 114 | } 115 | } 116 | 117 | } 118 | } -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/StrategyManagerActor.cs: -------------------------------------------------------------------------------- 1 | using Akka.Actor; 2 | using Akka.Event; 3 | using Quanter.BusinessEntity; 4 | using Quanter.Trader.Messages; 5 | using System; 6 | using System.Collections.Generic; 7 | using System.Linq; 8 | using System.Text; 9 | using System.Threading.Tasks; 10 | 11 | namespace Quanter.Strategy 12 | { 13 | /// 14 | /// 处理的接收消息有 15 | /// 1、启动指定的策略 StartStrategiesRequest 16 | /// 2、注册策略 17 | /// 3、配置指定的策略 SetupStrategyRequest 18 | /// 4、停止所有的策略(depreated) 19 | /// 5、停止指定的策略 StopStrategiesRequest 20 | /// 6、请求所有的策略列表 StrategiesRequest 21 | /// 22 | /// 发出的请求有 23 | /// 1、证券市场订阅关注的证券 24 | /// 2、证券市场取消关注的证券 25 | /// 3、 26 | /// 27 | public class StrategyManagerActor : TypedActor, IHandle// , IHandle 28 | { 29 | private readonly ILoggingAdapter _log = Logging.GetLogger(Context); 30 | 31 | private Dictionary strategyActors = new Dictionary(); 32 | 33 | public void Handle(StrategyRequest message) 34 | { 35 | switch(message.Type) 36 | { 37 | case StrategyRequestType.CREATE: 38 | _createStrategyActor((EStrategy)message.Body); 39 | break; 40 | case StrategyRequestType.START: 41 | case StrategyRequestType.STOP: 42 | _log.Error("错误的Request Type {0}", message.Type); 43 | break; 44 | default: 45 | _log.Warning("不支持的Request Type {0}", message.Type); 46 | break; 47 | } 48 | } 49 | 50 | private void _createStrategyActor(EStrategy sd) 51 | { 52 | if (!strategyActors.ContainsKey(sd.Id)) 53 | { 54 | _log.Info("创建策略 {0}", sd.Id); 55 | Type t = Type.GetType(sd.Type); 56 | var strategyActor = Context.ActorOf(Props.Create(t, sd), sd.Id.ToString()); 57 | strategyActor.Tell(new StrategyRequest() { Type = StrategyRequestType.INIT }); 58 | strategyActors.Add(sd.Id, strategyActor); 59 | }else 60 | { 61 | _log.Warning("重复注册策略，策略号 {0}", sd.Id); 62 | } 63 | } 64 | 65 | } 66 | } 67 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/TradeMode.cs: -------------------------------------------------------------------------------- 1 | namespace Quanter.Strategy 2 | { 3 | /// 4 | /// 支持三种交易方式， 其中回测必须的数据源必须是历史数据，下单为虚拟下单 5 | /// 6 | public enum TradeMode 7 | { 8 | BACK_TEST, // 回测 9 | MOCK_TRADE, // 模拟交易 10 | AUTO_TRADE, // 实盘自动交易 11 | } 12 | } -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/app.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 |
6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/licenses/license.txt: -------------------------------------------------------------------------------- 1 | Protocol Buffers - Google's data interchange format 2 | Copyright 2008-2010 Google Inc. All rights reserved. 3 | http://github.com/jskeet/dotnet-protobufs/ 4 | Original C++/Java/Python code: 5 | http://code.google.com/p/protobuf/ 6 | 7 | Redistribution and use in source and binary forms, with or without 8 | modification, are permitted provided that the following conditions are 9 | met: 10 | 11 | * Redistributions of source code must retain the above copyright 12 | notice, this list of conditions and the following disclaimer. 13 | * Redistributions in binary form must reproduce the above 14 | copyright notice, this list of conditions and the following disclaimer 15 | in the documentation and/or other materials provided with the 16 | distribution. 17 | * Neither the name of Google Inc. nor the names of its 18 | contributors may be used to endorse or promote products derived from 19 | this software without specific prior written permission. 20 | 21 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 22 | "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 23 | LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 24 | A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 25 | OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 26 | SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 27 | LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 28 | DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 29 | THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 30 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 31 | OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 32 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/licenses/protoc-license.txt: -------------------------------------------------------------------------------- 1 | protoc.exe was built from the original source at http://code.google.com/p/protobuf/ 2 | The licence for this code is as follows: 3 | 4 | Copyright 2008, Google Inc. 5 | All rights reserved. 6 | 7 | Redistribution and use in source and binary forms, with or without 8 | modification, are permitted provided that the following conditions are 9 | met: 10 | 11 | * Redistributions of source code must retain the above copyright 12 | notice, this list of conditions and the following disclaimer. 13 | * Redistributions in binary form must reproduce the above 14 | copyright notice, this list of conditions and the following disclaimer 15 | in the documentation and/or other materials provided with the 16 | distribution. 17 | * Neither the name of Google Inc. nor the names of its 18 | contributors may be used to endorse or promote products derived from 19 | this software without specific prior written permission. 20 | 21 | THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS 22 | "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT 23 | LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR 24 | A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT 25 | OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 26 | SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT 27 | LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, 28 | DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY 29 | THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 30 | (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE 31 | OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 32 | 33 | Code generated by the Protocol Buffer compiler is owned by the owner 34 | of the input file used when generating it. This code is not 35 | standalone and requires a support library to be linked with it. This 36 | support library is itself covered by the above license. -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/protos/google/protobuf/csharp_options.proto: -------------------------------------------------------------------------------- 1 | // Extra options for C# generator 2 | 3 | import "google/protobuf/descriptor.proto"; 4 | 5 | package google.protobuf; 6 | 7 | message CSharpFileOptions { 8 | 9 | // Namespace for generated classes; defaults to the package. 10 | optional string namespace = 1; 11 | 12 | // Name of the "umbrella" class used for metadata about all 13 | // the messages within this file. Default is based on the name 14 | // of the file. 15 | optional string umbrella_classname = 2; 16 | 17 | // Whether classes should be public (true) or internal (false) 18 | optional bool public_classes = 3 [default = true]; 19 | 20 | // Whether to generate a single file for everything within the 21 | // .proto file (false), or one file per message (true). 22 | // This option is not currently honored; please log a feature 23 | // request if you really want it. 24 | optional bool multiple_files = 4; 25 | 26 | // Whether to nest messages within a single umbrella class (true) 27 | // or create the umbrella class as a peer, with messages as 28 | // top-level classes in the namespace (false) 29 | optional bool nest_classes = 5; 30 | 31 | // Generate appropriate support for Code Contracts 32 | // (Ongoing; support should improve over time) 33 | optional bool code_contracts = 6; 34 | 35 | // Create subdirectories for namespaces, e.g. namespace "Foo.Bar" 36 | // would generate files within [output directory]/Foo/Bar 37 | optional bool expand_namespace_directories = 7; 38 | 39 | // Generate attributes indicating non-CLS-compliance 40 | optional bool cls_compliance = 8 [default = true]; 41 | 42 | // Generate messages/builders with the [Serializable] attribute 43 | optional bool add_serializable = 9 [default = false]; 44 | 45 | // Generates a private ctor for Message types 46 | optional bool generate_private_ctor = 10 [default = true]; 47 | 48 | // The extension that should be appended to the umbrella_classname when creating files. 49 | optional string file_extension = 221 [default = ".cs"]; 50 | 51 | // A nested namespace for the umbrella class. Helpful for name collisions caused by 52 | // umbrella_classname conflicting with an existing type. This will be automatically 53 | // set to 'Proto' if a collision is detected with types being generated. This value 54 | // is ignored when nest_classes == true 55 | optional string umbrella_namespace = 222; 56 | 57 | // The output path for the source file(s) generated 58 | optional string output_directory = 223 [default = "."]; 59 | 60 | // Will ignore the type generations and remove dependencies for the descriptor proto 61 | // files that declare their package to be "google.protobuf" 62 | optional bool ignore_google_protobuf = 224 [default = false]; 63 | 64 | // Controls how services are generated, GENERIC is the deprecated original implementation 65 | // INTERFACE generates service interfaces only, RPCINTEROP generates interfaces and 66 | // implementations using the included Windows RPC interop libarary. 67 | optional CSharpServiceType service_generator_type = 225 [default = NONE]; 68 | 69 | // Used to add the System.Runtime.CompilerServices.CompilerGeneratedAttribute and 70 | // System.CodeDom.Compiler.GeneratedCodeAttribute attributes to generated code. 71 | optional bool generated_code_attributes = 226 [default = false]; 72 | } 73 | 74 | enum CSharpServiceType { 75 | // Services are ignored by the generator 76 | NONE = 0; 77 | // Generates the original Java generic service implementations 78 | GENERIC = 1; 79 | // Generates an interface for the service and nothing else 80 | INTERFACE = 2; 81 | // Generates an interface for the service and client/server wrappers for the interface 82 | IRPCDISPATCH = 3; 83 | } 84 | 85 | extend FileOptions { 86 | optional CSharpFileOptions csharp_file_options = 1000; 87 | } 88 | 89 | extend FieldOptions { 90 | optional CSharpFieldOptions csharp_field_options = 1000; 91 | } 92 | 93 | message CSharpFieldOptions { 94 | // Provides the ability to override the name of the property 95 | // generated for this field. This is applied to all properties 96 | // and methods to do with this field, including HasFoo, FooCount, 97 | // FooList etc. 98 | optional string property_name = 1; 99 | } 100 | 101 | message CSharpServiceOptions { 102 | optional string interface_id = 1; 103 | } 104 | 105 | extend ServiceOptions { 106 | optional CSharpServiceOptions csharp_service_options = 1000; 107 | } 108 | 109 | message CSharpMethodOptions { 110 | optional int32 dispatch_id = 1; 111 | } 112 | 113 | extend MethodOptions { 114 | optional CSharpMethodOptions csharp_method_options = 1000; 115 | } -------------------------------------------------------------------------------- /Quanter.Trader.StrategyServer/protos/tutorial/addressbook.proto: -------------------------------------------------------------------------------- 1 | package tutorial; 2 | 3 | import "google/protobuf/csharp_options.proto"; 4 | option (google.protobuf.csharp_file_options).namespace = "Google.ProtocolBuffers.Examples.AddressBook"; 5 | option (google.protobuf.csharp_file_options).umbrella_classname = "AddressBookProtos"; 6 | 7 | option optimize_for = SPEED; 8 | 9 | message Person { 10 | required string name = 1; 11 | required int32 id = 2; // Unique ID number for this person. 12 | optional string email = 3; 13 | 14 | enum PhoneType { 15 | MOBILE = 0; 16 | HOME = 1; 17 | WORK = 2; 18 | } 19 | 20 | message PhoneNumber { 21 | required string number = 1; 22 | optional PhoneType type = 2 [default = HOME]; 23 | } 24 | 25 | repeated PhoneNumber phone = 4; 26 | } 27 | 28 | // Our address book file is just one of these. 29 | message AddressBook { 30 | repeated Person person = 1; 31 | } 32 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Quanter - 策略化交易平台 # 2 | ## 说明 3 | 基于原有的StockStrader改进而来，采用了 [akka.net](https://github.com/akkadotnet) 架构重新构建。 4 | （正在开发中） 5 | 6 | ## 功能 7 | * 开放式策略，完美支持自定义 OK 8 | * 支持多种的开发语言C#, PYTHON, MATLAB 9 | * 支持多种交易接口，LTS，CTP， FIX，同花顺外挂接口OK，华泰Web接口 OK 10 | * 支持自定义交易接口开发 OK 11 | * 同时支持多交易接口，每个策略可以指定一个交易接口 OK 12 | * 支持算法下单 13 | * 支持可视化自定义策略，可自定义指标 14 | * 支持股票公式，兼容通达信常用指标函数 15 | * 支持多策略组合 16 | * 支持虚拟账户，每个策略都有一个虚拟账户 OK 17 | * 支持风险控制，内嵌了3个风控措施。仓位管理，成交量管理，黑名单管理 18 | * 支持策略回测，提供完整的回测报告 19 | * 支持多种数据库（mysql, oracle, sqlite) ok 20 | * ...... 21 | 22 | ## 支持 23 | 提供社区支持 24 | 25 | ## 开源协议 26 | Quanter采用 [LGPL 3.0 license](../master/LICENSE).发布 27 | 28 | -------------------------------------------------------------------------------- /Tests.Quanter.Persistence/App.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 |
6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | -------------------------------------------------------------------------------- /Tests.Quanter.Persistence/Properties/AssemblyInfo.cs: -------------------------------------------------------------------------------- 1 | using System.Reflection; 2 | using System.Runtime.CompilerServices; 3 | using System.Runtime.InteropServices; 4 | 5 | // 有关程序集的一般信息由以下 6 | // 控制。更改这些特性值可修改 7 | // 与程序集关联的信息。 8 | [assembly: AssemblyTitle("Tests.Stock.Persistence")] 9 | [assembly: AssemblyDescription("")] 10 | [assembly: AssemblyConfiguration("")] 11 | [assembly: AssemblyCompany("")] 12 | [assembly: AssemblyProduct("Tests.Stock.Persistence")] 13 | [assembly: AssemblyCopyright("Copyright © 2015")] 14 | [assembly: AssemblyTrademark("")] 15 | [assembly: AssemblyCulture("")] 16 | 17 | //将 ComVisible 设置为 false 将使此程序集中的类型 18 | //对 COM 组件不可见。 如果需要从 COM 访问此程序集中的类型， 19 | //请将此类型的 ComVisible 特性设置为 true。 20 | [assembly: ComVisible(false)] 21 | 22 | // 如果此项目向 COM 公开，则下列 GUID 用于类型库的 ID 23 | [assembly: Guid("86c3100a-2b80-4232-972b-4aa2ac97fd81")] 24 | 25 | // 程序集的版本信息由下列四个值组成: 26 | // 27 | // 主版本 28 | // 次版本 29 | // 生成号 30 | // 修订号 31 | // 32 | //可以指定所有这些值，也可以使用“生成号”和“修订号”的默认值， 33 | // 方法是按如下所示使用“*”: : 34 | // [assembly: AssemblyVersion("1.0.*")] 35 | [assembly: AssemblyVersion("1.0.0.0")] 36 | [assembly: AssemblyFileVersion("1.0.0.0")] 37 | -------------------------------------------------------------------------------- /Tests.Quanter.Persistence/packages.config: -------------------------------------------------------------------------------- 1 |  2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | --------------------------------------------------------------------------------