枚举常量
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更新 2023-10-08 17:27:39
OrderStatus - 委托状态
enum OrderStatus
{
OrderStatus_Unknown = 0,
OrderStatus_New = 1, //已报
OrderStatus_PartiallyFilled = 2, //部成
OrderStatus_Filled = 3, //已成
OrderStatus_Canceled = 5, //已撤
OrderStatus_PendingCancel = 6, //待撤
OrderStatus_Rejected = 8, //已拒绝
OrderStatus_Suspended = 9, //挂起
OrderStatus_PendingNew = 10, //待报
OrderStatus_Expired = 12, //已过期
};
OrderSide - 委托方向
enum OrderSide
{
OrderSide_Unknown = 0,
OrderSide_Buy = 1, //买入
OrderSide_Sell = 2, //卖出
};
SecType - 标的类别
enum SecType
{
SEC_TYPE_STOCK = 1, //股票
SEC_TYPE_FUND = 2, //基金
SEC_TYPE_INDEX = 3, //指数
SEC_TYPE_FUTURE = 4, //期货
SEC_TYPE_OPTION = 5, //期权
SEC_TYPE_CONFUTURE = 10 //虚拟合约
}
OrderType - 委托类型
enum OrderType
{
OrderType_Unknown = 0,
OrderType_Limit = 1, //限价委托
OrderType_Market = 2, //市价委托
OrderType_Stop = 3, //止损止盈委托
};
ExecType - 执行回报类型
enum ExecType
{
ExecType_Unknown = 0,
ExecType_New = 1, //已报
ExecType_Canceled = 5, //已撤销
ExecType_PendingCancel = 6, //待撤销
ExecType_Rejected = 8, //已拒绝
ExecType_Suspended = 9, //挂起
ExecType_PendingNew = 10, //待报
ExecType_Expired = 12, //过期
ExecType_Trade = 15, //成交
ExecType_OrderStatus = 18, //委托状态
ExecType_CancelRejected = 19, //撤单被拒绝
};
PositionEffect - 开平仓类型
enum PositionEffect
{
PositionEffect_Unknown = 0,
PositionEffect_Open = 1, //开仓
PositionEffect_Close = 2, //平仓,具体语义取决于对应的交易所
PositionEffect_CloseToday = 3, //平今仓
PositionEffect_CloseYesterday = 4, //平昨仓
};
PositionSide - 持仓方向
enum PositionSide
{
PositionSide_Unknown = 0,
PositionSide_Long = 1, //多方向
PositionSide_Short = 2, //空方向
};
OrderRejectReason - 订单拒绝原因
enum OrderRejectReason
{
OrderRejectReason_Unknown = 0, //未知原因
OrderRejectReason_RiskRuleCheckFailed = 1, //不符合风控规则
OrderRejectReason_NoEnoughCash = 2, //资金不足
OrderRejectReason_NoEnoughPosition = 3, //仓位不足
OrderRejectReason_IllegalAccountId = 4, //非法账户ID
OrderRejectReason_IllegalStrategyId = 5, //非法策略ID
OrderRejectReason_IllegalSymbol = 6, //非法交易代码
OrderRejectReason_IllegalVolume = 7, //非法委托量
OrderRejectReason_IllegalPrice = 8, //非法委托价
OrderRejectReason_AccountDisabled = 10, //交易账号被禁止交易
OrderRejectReason_AccountDisconnected = 11, //交易账号未连接
OrderRejectReason_AccountLoggedout = 12, //交易账号未登录
OrderRejectReason_NotInTradingSession = 13, //非交易时段
OrderRejectReason_OrderTypeNotSupported = 14, //委托类型不支持
OrderRejectReason_Throttle = 15, //流控限制
OrderRejectReason_SymbolSusppended = 16, //交易代码停牌
OrderRejectReason_Internal = 999, //内部错误
CancelOrderRejectReason_OrderFinalized = 101, //委托已完成
CancelOrderRejectReason_UnknownOrder = 102, //未知委托
CancelOrderRejectReason_BrokerOption = 103, //柜台设置
CancelOrderRejectReason_AlreadyInPendingCancel = 104, //委托撤销中
};
CashPositionChangeReason - 仓位变更原因
enum CashPositionChangeReason
{
CashPositionChangeReason_Unknown = 0,
CashPositionChangeReason_Trade = 1, //交易
CashPositionChangeReason_Inout = 2, //出入金/出入持仓
CashPositionChangeReason_Dividend = 3, //分红送股
};
OrderDuration - 委托时间属性
enum OrderDuration
{
OrderDuration_Unknown = 0,
OrderDuration_FAK = 1, //即时成交剩余撤销(fill and kill)
OrderDuration_FOK = 2, //即时全额成交或撤销(fill or kill)
OrderDuration_GFD = 3, //当日有效(good for day)
OrderDuration_GFS = 4, //本节有效(good for section)
OrderDuration_GTD = 5, //指定日期前有效(goodl till date)
OrderDuration_GTC = 6, //撤销前有效(good till cancel)
OrderDuration_GFA = 7, //集合竞价前有效(good for auction)
};
OrderQualifier - 委托成交属性
enum OrderQualifier
{
OrderQualifier_Unknown = 0,
OrderQualifier_BOC = 1, //对方最优价格(best of counterparty)
OrderQualifier_BOP = 2, //己方最优价格(best of party)
OrderQualifier_B5TC = 3, //最优五档剩余撤销(best 5 then cancel)
OrderQualifier_B5TL = 4, //最优五档剩余转限价(best 5 then limit)
};
AccountState - 交易账户状态
enum AccountState
{
State_UNKNOWN = 0, //未知
State_CONNECTING = 1, //连接中
State_CONNECTED = 2, //已连接
State_LOGGEDIN = 3, //已登录
State_DISCONNECTING = 4, //断开中
State_DISCONNECTED = 5, //已断开
State_ERROR = 6 //错误
};
StrategyMode - 策略模式
public enum StrategyMode
{
MODE_UNDEF = 0, //未定义, 策略不会运行
MODE_LIVE = 1, //实盘与仿真模式
MODE_BACKTEST = 2 //回测模式
};
Adjust - 复权方式
public enum Adjust
{
ADJUST_NONE = 0, //(不复权)
ADJUST_PREV = 1, //(前复权)
ADJUST_POST = 2 //(后复权)
}