Merge remote-tracking branch 'origin/master'

README.md

@@ -33,9 +33,6 @@ you can open it in trading time, it's a monitor of spread.
 
 ### Open Source:
 Currently, the repository opened the strategy code, exchange api code, backtest code, complementary tools code.
-For the base part of strategy, I just make it as a dynamic library in external, ok to use, but code is not included
-here, the reason is that something i am now still debugging, reconstructing, and thinking. if you have any questions
-on this part, email me.
 
 ### Author:
 * XinYu Huang

TODO.readme

@@ -1,8 +1,7 @@
-order_ref issue
-1. make neworder and moderateorder as a pair, using the same component - OrderPrice
-2. OrderPrice provide several modes:
-   i) Best
-   ii) Market
-   iii) NoLossBest
-   one selective parameters: edurance->bool, and a num of edurance
-3. ModerateOrder as one function, parmater list->(map, mode, bool, int)
+1.order show still be 4k align, even use flush every time
+2.encapsulate config handler
+3.deconstructor release resource
+4.backtest framework need simlify
+5.Data interface
+6.Time performance test
+7.more complex backtest function in

src/simplearb/strategy.cpp

@@ -496,11 +496,11 @@ void Strategy::ModerateOrders(const std::string & contract) {
           continue;
         }
         if (ticker == main_ticker) {
-          CancelOrder(o);
           printf("[%s %s]Abandon this oppounity because main ticker price change %lf->%lf mpv=%lf\n", main_ticker.c_str(), hedge_ticker.c_str(), o->price, reasonable_price, min_price_move);
+          CancelOrder(o);
         } else if (ticker == hedge_ticker) {
-          ModOrder(o);
           printf("[%s %s]Slip point for :modify %s order %s: %lf->%lf mpv=%lf\n", main_ticker.c_str(), hedge_ticker.c_str(), OrderSide::ToString(o->side), o->order_ref, o->price, reasonable_price, min_price_move);
+          ModOrder(o);
         } else {
           continue;
         }