发送委托后如何撤单?

使用保留字buy、sell、sellshort、BuyToCover 发出的委托单咱是未提供用EL指令撤单的方法。

使用对象guosen.OrderTicket 发出的委托单,可以用Order.Cancel() 撤单。OrderTicket 的send方法在发送委托的同时会返回包含该委托信息的Order对象,通过Order.CanCancel() 可以查看该Order对象是否可以撤单,若是该值为True,那么可以通过Order.Cancel()方法发出该委托的撤单操作。

值得一提的是,如果是在模拟环境中,可以通过设置委托为限价单,委托数量为12100(成交一半),12200(委托不会成交)的方式测试撤单指令。

示例1:使用order.cancel() 撤单

using guosen;
using elsystem;
using tsdata.common;
using tsdata.marketdata;

vars:
    guosen.OrderTicket otk1(null),
    guosen.Order ord(null), 
    string accID("410038122059");

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args ) 
begin
    otk1 = new guosen.OrderTicket;  
    otk1.Symbol = "000002.SZ";
    otk1.Quantity = 100;
    otk1.Account = accID;
    otk1.Action = OrderAction.Buy;
    otk1.SymbolType = tsdata.common.SecurityType.Stock;
    otk1.Type = tsdata.trading.OrderType.Limit;
    otk1.Duration="GFD";
    otk1.BypassClientValidation = true;
    otk1.LimitPrice = 26.28;
    ord = otk1.Send();
    ord.Updated += ord_Updated;
    if(ord.CanCancel())then
    Begin
        ord.Cancel();
    End;
end;

Method void ord_Updated(elsystem.Object sender,guosen.OrderUpdatedEventArgs args)
vars:Order od;
Begin
    od = sender astype Order;
    print(DateTime.Now.ToString()+ ","
        +args.OrderID.ToString()+","
        +args.State.ToString()+","
        +od.StateDetail.ToString());
End;

//打印语句输出栏结果示例
//2016/12/5 14:01:48,0-_410-0381-2205-9_20-1612-05_1-0403-8236,queued,queued
//2016/12/5 14:01:48,0-_410-0381-2205-9_20-1612-05_1-0403-8236,received,received
//2016/12/5 14:01:50,0-_410-0381-2205-9_20-1612-05_1-0403-8236,filled,filled
//2016/12/5 14:02:05,,sending,sending
//2016/12/5 14:02:05,0-_410-0381-2205-9_20-1612-05_1-0404-6224,received,received
//2016/12/5 14:02:05,0-_410-0381-2205-9_20-1612-05_1-0404-6224,received,received
//2016/12/5 14:02:05,0-_410-0381-2205-9_20-1612-05_1-0404-6224,partiallyfilled,partialfillalive
//2016/12/5 14:02:05,0-_410-0381-2205-9_20-1612-05_1-0404-6224,partiallyfilledurout,partialfillurout
//2016/12/5 14:02:15,,sending,sending
//2016/12/5 14:02:15,0-_410-0381-2205-9_20-1612-05_1-0403-7216,received,received
//2016/12/5 14:02:15,0-_410-0381-2205-9_20-1612-05_1-0403-7216,received,received
//2016/12/5 14:02:16,0-_410-0381-2205-9_20-1612-05_1-0403-7216,canceled,urout
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