如何开发行情与交易插件
You can find examples of custom market data and execution providers in OpenQuant installation folder (windows Start menu SmartQuant Ltd -> OpenQuant -> Samples -> Sample Providers). These examples include full source code for MBT, OEC and TT FIX providers that can be compiled under MSVS 2005. You can use this code as a pattern to develop interfaces to brokers and market data providers not supported out of the box.
你能在OpenQuant安装目录(windows开始菜单中SmartQuant-> OpenQuant -> Samples -> Sample Providers) 找到开发market data和execution providers的例子。 这些示例包含了可以在MSVS 2005环境下编译MBT,OEC和TT FIX providers的所有源代码。你可以按样式开发自已的brokers和market data providers插件。
Once you develop a new provider and compile it as dll in MSVS, you can add this new provider to OpenQuant via main menu -> Tools -> Options -> Configuration -> Providers -> User -> Add.
只要你在MSVS中开发了provider,并编译成dll,你就能把这个provider通过main menu -> Tools -> Options -> Configuration -> Providers -> User -> Add添加到OpenQuant。