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| #pragma once
| #include <strategy.h>
| #include "JueJinDataUtil.h"
| #include <functional>
|
|
| /// <summary>
| /// ·ÖʱÊý¾ÝÇëÇó²ßÂÔ
| /// </summary>
| class TickDataRequestStrategy: public Strategy
| {
| private:
| std::function<void(Tick* tick, void* context)> callback;
| void* parentContext;
| public:
| TickDataRequestStrategy(std::string token, std::string strategy_id, int mode, void* context, std::function<void(Tick* tick, void *context)> callback);
| void subscribeSymbol(std::string symbol, std::string underlyingSymbol);
|
| // ³õʼ»¯º¯Êý
| virtual void on_init();
| //ÊÕµ½TickÐÐÇé
| virtual void on_tick(Tick* tick);
|
| virtual void on_market_data_connected();
|
| virtual void on_market_data_disconnected();
|
| virtual void on_backtest_finished(Indicator* indicator);
|
|
|
|
| };
|
|