www.gusucode.com > trading工具箱matlab源码程序 > trading/trading/@emsx/createOrderAndRouteWithStrat.m
function r = createOrderAndRouteWithStrat(b,reqstruct,stratstruct,varargin) %CREATEORDERANDROUTEWITHSTRAT Create and route Bloomberg EMSX order with strategies. % R = CREATEORDERANDROUTEWITHSTRAT(B,REQSTRUCT,STRATSTRUCT) creates and routes a % Bloomberg EMSX order with strategies and returns the order sequence % number, route id and status message using the default event handler. % The elements of the fields EMSX_STRATEGY_FIELD_INDICATORS and % EMSX_STRATEGY_FIELDS in the STRATSTRUCT must coincide with the order of % the fields for the strategy specified by % STRATSTRUCT.EMSX_STRATEGY_NAME. See the method GETBROKERINFO for % information on strategy fields and ordering. Set % STRATSTRUCT.EMSX_STRATEGY_FIELD_INDICATORS equal to 0 for each field % so that the field data setting in STRATSTRUCT.EMSX_FIELD_DATA is used % and set STRATSTRUCT.EMSX_STRATEGY_FIELD_INDICATORS equal to 1 to ignore % the data in STRATSTRUCT.EMSX_FIELD_DATA. % % CREATEORDERANDROUTEWITHSTRAT(B,REQSTRUCT,STRATSTRUCT,'useDefaultEventHandler',false) creates % and routes a Bloomberg EMSX order with strategies. To process events, % the user must invoke a custom event handler. % % CREATEORDERANDROUTEWITHSTRAT(B,REQSTRUCT,STRATSTRUCT,'timeOut',200) creates and % routes a Bloomberg EMSX order with strategies and returns the order % sequence number, route id and status message using the default event % handler specifying a timeOut value in milliseconds for the event handler. % The default timeOut value is 500 milliseconds. % % For example, % % reqStruct.EMSX_TICKER = 'XYZ'; % reqStruct.EMSX_AMOUNT = int32(100); % reqStruct.EMSX_ORDER_TYPE = 'MKT'; % reqStruct.EMSX_BROKER = 'BMTB'; % reqStruct.EMSX_TIF = 'DAY'; % reqStruct.EMSX_HAND_INSTRUCTION = 'ANY'; % reqStruct.EMSX_SIDE = 'BUY'; % stratStruct.EMSX_STRATEGY_NAME = 'SSP'; % stratStruct.EMSX_STRATEGY_FIELD_INDICATORS = int32([0 0 0]); % stratStruct.EMSX_STRATEGY_FIELDS = {'09:30:00','14:30:00',50}; % r = createOrderAndRouteWithStrat(b,reqStruct,stratStruct) % % returns % % r = % % EMSX_SEQUENCE: 335877 % EMSX_ROUTE_ID: 1 % MESSAGE: 'Order created and routed' % % createOrderAndRouteWithStrat(b,reqStruct,stratStruct,'useDefaultEventHandler',false) % b.processEvent % % returns % % CreateOrderAndRouteWithStrat = { % % EMSX_SEQUENCE = 335877 % % EMSX_ROUTE_ID = 1 % % MESSAGE = Order created and routed % % } % % Note that the name/value pairs can be input as a single input structure % containing some or all of the property fields, for example, % % p.timeOut = 1000; % createOrderAndRouteWithStrat(b,reqStruct,stratStruct,p) % % See also getBrokerInfo, orders, createOrder, modifyOrder, deleteOrder, routes, routeOrder. % Copyright 2012 The MathWorks, Inc. %imports import com.bloomberglp.blpapi.*; %get order fields orderFields = fieldnames(reqstruct); %parse name/value pair settings p.timeOut = 500; p.useDefaultEventHandler = true; if nargin > 3 p = b.parsenv(varargin); end %build request request = b.Service.createRequest('CreateOrderAndRouteWithStrat'); for i = 1:length(orderFields) request.set(orderFields{i},reqstruct.(orderFields{i})); end %build strategy strategy = request.getElement('EMSX_STRATEGY_PARAMS'); strategy.setElement('EMSX_STRATEGY_NAME',stratstruct.EMSX_STRATEGY_NAME); indicator = strategy.getElement('EMSX_STRATEGY_FIELD_INDICATORS'); data = strategy.getElement('EMSX_STRATEGY_FIELDS'); for i = 1:length(stratstruct.EMSX_STRATEGY_FIELD_INDICATORS) indicator.appendElement.setElement('EMSX_FIELD_INDICATOR',stratstruct.EMSX_STRATEGY_FIELD_INDICATORS(i)); data.appendElement.setElement('EMSX_FIELD_DATA',stratstruct.EMSX_STRATEGY_FIELDS{i}); end %send request b.Session.sendRequest(request, []); %process events with default handler if p.useDefaultEventHandler r = processOrderRouteEvents(b,p.timeOut); elseif nargout == 1 r = []; end