DragonSoftInformationTechnologyCo.Ltd.《图标》DTS2.0策略编程语言用户编程手册Author：DTS研发部门Version2.08DTS2.0Version:2.0.8策略编程语言LastUpdated:2011/09/19用户编程手册RevisionHistoryDateVersionDescriptionAuthorApprover2008/11/192.00Initialversion.Aaron.Peng2011/3/162.0.1增加3.3.3.3.5内部修正命令3.5.2.2注册要收听的价格3.5.2.5查找价格更新3.5.4.2_OnEventOrderResponse回调Jack.shiPeter.cao2011/4/22.0.2更新3.5.3.3_OnEventPosition回调Jack.shiPeter.cao2011/5/272.0.3更新2.1.3的3.API接口关键字2.3.1.1nil类型和逻辑判断,针对于指针变量作了说明增加3.3.3.2.3DTSMicroTime3.3.3.3.4发送Order（下单、撤单）命令,增加了单个Order下单的说明更新3.3.3.3.5内部修正命令更新3.5.2.5查找价格更新3.5.4.2_OnEventOrderResponse回调更新3.5.5.1DTSMessageRecordAccess类型3.6系统工具函数,增加3.6.5～3.6.10部分xuebin.liPeter.cao2011/6/202.0.4增加批量撤单接口3.3.3.3.3，3.3.3.3.6Yousong.ZhangPeter.cao2011/6/302.0.5增加matlab的接口说明3.7，增加简单加密的说明3.6.9，3.6.10。Jack.shiPeter.cao2011/8/102.0.6增加市场逐笔行情信息3.5.36.1修改ClosePriceInputFlag的说明增加DTSQUEUEPRICEFIELD一览6.2Lin.gongJack.shi2011/9/152.0.7增加2.3.1.2sys_find的说明更新3.7的matlab图只显示半个6.1增加ETFIOPV说明，修改V说明更新6.3DTSNewOrderAccessfield一览更新6.4DTSCancelOrderAccessfield一览xiang.shuJack.shi2011/9/192.0.8增加PriceCondition的说明Jack.shiConfidential上海龙软信息技术有限公司,2006-2011iiDTS2.0Version:2.0.8策略编程语言LastUpdated:2011/09/19用户编程手册目录REVISIONHISTORY..................................................................................II1.DTS策略编程语言简介..............................................................................11.1DTS策略编程平台及其原理.......................................................................11.2策略在系统平台上的生命周期和运行过程........................................................21.2.1策略生命周期......................................................................................................21.2.2系统通讯和EVENT................................................................................................31.2.2.1事件定义..........................................................................................................31.2.2.2输入输出事件....................................................................................................31.2.2.3Bufferflag.......................................................................................................31.2.2.4事件回调..........................................................................................................31.2.3策略参数和参数变化回调.......................................................................................41.2.4运行策略.............................................................................................................42.DTSSCRIPT编程基础.............................................................................72.1DTSSCRIPT基本语法格式........................................................................72.1.1语言字符要求......................................................................................................72.1.2程序注释.............................................................................................................72.1.3关键字...............................................................................................................
