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能否支持交易时段(Session)列表和交易日历(Calendar),还有通告事件(NotifyEvent) #64

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zfsamzfsam opened this issue Mar 8, 2019 · 0 comments

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@zfsamzfsam
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1.支持交易时段(Session)列表和交易日历(Calendar),能解决的下述问题

期货有夜盘,一日有多session,可以跨过0点,例如:
	
	上期所有夜盘的品种的时段有两种
            SHF2300		900~1015	1030~1130	1330~1500	2100~2300
	SHF0100		900~1015	1030~1130	1330~1500	2100~100

a.能提供SessionStart/SessionEnd/DailyStart/DailyEnd等通告事件(NotifyEvent)

b.能由1min数据合成SessionBar;进而由SessionBar,组成DailyBar,还有WeekBar,MonthBar
	含有夜盘的期货的DailyBar数据,比较麻烦!
		
c.Session时间之外,禁止发单/撤单等操作

2.支持用户自定义的通告事件(NotifyEvent)的设置和使用

设置事件(附带各种变量)
	一次性Event 
	周期性Event 

事件通告(onNotifyEvent)
	事件通告触发启动相应的事件处理

a.系统应该默认提供相应的如下通告事件及调用入口
	onSessionStart/onSessionEnd
	onDailyStart/onDailyEnd
	onWeekStart/onWeekEnd
	onMonthStart/onMonthEnd

b.用户可以自定义NotifyEvent(附带各种变量),例如:
	以onSessionStart/onDailyStart为起点加上Xsec/Xmin,设置NotifyEvent(附带各种变量),完成一定的处理
	以onSessionEnd/onDailyEnd之前Xsec/Xmin,设置NotifyEvent(附带各种变量),完成一定的处理
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