如何获取成交均价?

使用保留字(Reserve Word)不能直接获得成交均价字段。 使用OrderTicket发送的委托可以通过Order对象获得其平均成交价格。 具体用法见示例。

示例1:使用Order获得成交均价

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.LimitPrice = 26.28;
    ord = otk1.Send();
    ord.Updated += ord_Updated;
end;

Method void ord_Updated(elsystem.Object sender,guosen.OrderUpdatedEventArgs args)
Begin
    print(DateTime.Now.ToString()+ "," +args.OrderID.ToString()+","+
        args.State.ToString()+",成交均价:"+numtostr(args.Order.AvgFilledPrice,2));
End;

//打印语句输出栏结果示例:
//2016/12/5 16:42:32,,sending,成交均价:0.00
//2016/12/5 16:42:32,0-_410-0381-2205-9_20-1612-05_1-0403-6257,queued,成交均价:0.00
//2016/12/5 16:42:32,0-_410-0381-2205-9_20-1612-05_1-0403-6257,received,成交均价:0.00
//2016/12/5 16:42:32,0-_410-0381-2205-9_20-1612-05_1-0403-6257,partiallyfilled,成交均价:26.28
//2016/12/5 16:42:32,0-_410-0381-2205-9_20-1612-05_1-0403-6257,filled,成交均价:26.28
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