Sub MARKETDATA_ReportNotify(ReportData)
    \'显示自定义的最新价格
     display
    if not report1 is nothing and not report2 is nothing then
     taoli_Label1.caption=Report1.newprice
     taoli_Label2.caption=Report2.newprice
     taoli_chajia.caption= Report1.newprice-Report2.newprice
     end if
   \'如果有订单为成交，则撤销，以免影响批量下单的进度
     if not report1 is nothing and not report2 is nothing then
           num1=0   \'使用于ctp平仓功能变量
           num2=0   \'使用于ib平仓功能变量
           ctp=Order.StockType(report1.Label,report1.marketName)
           if ctp=1 then
              num1=Order.OrderInfoByCode2(report1.Label,report1.marketName, OrderID1, ConSign, Filled, R1, Action, OrderType, LmtPrice, Account, Kaiping)
              num2=Order.OrderInfoByCode2(report2.Label,report2.marketName, OrderID2, ConSign, Filled, R2, Action, OrderType, LmtPrice, Account, Kaiping)
           elseif ctp=0 then
              num1=Order.OrderInfoByCode(report1.Label,report1.marketName, OrderID1, ConSign, Filled, R1, Action, OrderType, LmtPrice, Account, Kaiping)
              num2=Order.OrderInfoByCode(report2.Label,report2.marketName, OrderID2, ConSign, Filled, R2, Action, OrderType, LmtPrice, Account, Kaiping)
           end if
     if num1=1 or num2=1 then
        \'application.MsgOut count&" 检测撤单中 "&OrderID1
          count=count+1
          
       if count=5 then
           num11=0
           num12=0
           ctp=Order.StockType(report1.Label,report1.marketName)
           if ctp=1 then
              num11=Order.OrderInfoByCode2(report1.Label,report1.marketName, OrderID3, ConSign, Filled, R1, Action, OrderType, LmtPrice, Account, Kaiping)
              num12=Order.OrderInfoByCode2(report2.Label,report2.marketName, OrderID4, ConSign, Filled, R2, Action, OrderType, LmtPrice, Account, Kaiping)
           elseif ctp=0 then
              num11=Order.OrderInfoByCode(report1.Label,report1.marketName, OrderID3, ConSign, Filled, R1, Action, OrderType, LmtPrice, Account, Kaiping)
              num12=Order.OrderInfoByCode(report2.Label,report2.marketName, OrderID4, ConSign, Filled, R2, Action, OrderType, LmtPrice, Account, Kaiping)
           end if
        
           if num11=1 and OrderID1=OrderID3 then
           call Order.CancelOrder(OrderID3)
           \'application.MsgOut time()&"  "&report1.Label&"   "&OrderId1&" 111 chedan"&OrderID3
          end if
           if num12=1 and OrderID2=OrderID4 then  
              call Order.CancelOrder(OrderID4)
            \'application.MsgOut time()&"  "&report2.Label&"   "&OrderId2&" 222 chedan"&OrderID4
           end if
            k执行" and not report1 is nothing and  taoli_term1price<>"" and  taoli_term1num<>"" and taoli_term1cleanprice<>"" then
          \'第一条件的执行       
           diffbuy1=0
           diffsell1=0 
           BuyHoding1=0
           SellHoding1=0
           chicang=0
           ctp=Order.StockType(report1.Label,report1.marketName)
           if ctp=1 then
              call Order.HoldingInfoByCode2(report1.Label,report1.marketName,BuyHoding1,BuyCost,BuyTodayHoding1,SellHoding1,SellCost,SellTodayHoding1,PNL,UseMargin)
         
           elseif ctp=0 then
              call Order.HoldingInfoByCode(report1.Label,report1.marketName, Hold, MktPrice, AvgPrice, MktValue, AgeCost, PNL)
                 if hold>0 then
                   BuyHoding1=Hold                 
                   end if
                 if hold<0 then
                   SellHoding1=-hold                  
                   end if 
             end if            
               diffbuy1=taoli_term1num.value-BuyHoding1
               diffsell1=taoli_term1num.value-SellHoding1
               diff=Report1.newprice-Report2.newprice-taoli_term1price
            
       if instr(taoli_term1ComboBox.value,"大于") <> 0 and diff>0 and k  then
        
              \'下列语句在满足条件1 大于实际差价情况下，只对品种1来判断操作，品种2的操作时事件触发
               if instr(report1ComboBox1,"买入") <> 0 and diffbuy1>0  then
                       call Order.Buy(0,1,Report1.SellPrice1,0,Report1.label,Report1.marketname,"",0)
                       k卖出") <> 0 and diffsell1>0  then
                      call Order.BuyShort(0,1,Report1.BuyPrice1,0,Report1.label,Report1.marketname,"",0)
                      k小于") <> 0 and diff<0  and k  then
         
               \'下列语句在满足条件1 大于实际差价情况下，只对品种1来判断操作，品种2的操作时事件触发
               if instr(report1ComboBox1,"买入") <> 0 and diffbuy1>0 then
                       call Order.Buy(0,1,Report1.SellPrice1,0,Report1.label,Report1.marketname,"",0)
                       k卖出") <> 0 and diffsell1>0  then
                      call Order.BuyShort(0,1,Report1.BuyPrice1,0,Report1.label,Report1.marketname,"",0)
                       k大于") <> 0 and diff>0  and k and chicang=1 then
           
             if BuyHodingclean1>0  then
                call Order.Sell(0,1,Report1.BuyPrice1,0,report1.Label,report1.marketName,"",0)
                 k",0)
                k小于") <> 0 and diff<0  and k and chicang=1 then
             if BuyHodingclean1>0  then
                call Order.Sell(0,1,Report1.BuyPrice1,0,report1.Label,report1.marketName,"",0)
                 k",0)
                 k执行" then
       chicang=0
         Buyhoding=0
         Sellhoding=0
      
        if not report1 is nothing and not report2 is nothing then
          ctp=Order.StockType(report1.Label,report1.marketName)
            if ctp=1 then
             chicang=Order.HoldingInfoByCode2(report1.Label,report1.marketName,BuyHoding,BuyCost,BuyTodayHoding1,SellHoding,SellCost,SellTodayHoding1,PNL,UseMargin)
          
            elseif ctp=0 then
                Hold=0
                chicang=Order.HoldingInfoByCode(report1.Label,report1.marketName, Hold, MktPrice, AvgPrice, MktValue, AgeCost, PNL)
                 if hold>0 then
                   Buyhoding=Hold
                 end if
                 if hold<0 then
                   Sellhoding=-hold
                 end if
                 if hold=0 then
                   Buyhoding=Hold
                   Sellhoding=hold
                 end if
              end if  
               
             if Buyhoding>0 and k and chicang=1 then
              call Order.Sell(0,1,Report1.BuyPrice1,0,report1.Label,report1.marketName,"",0)
              kzhixing" and chicang=1 then
              call Order.Sellshort(0,1,Report1.SellPrice1,0,report1.Label,report1.marketName,"",0)
              k"
             end if
      end if
    end if
end sub

\'当成交量出现变化时发生的事件处理

Sub ORDER_OrderStatusEx(OrderID,Status,Filled,Remaining,Price,Code,Market,OrderType,Aspect,Kaiping)
       \'application.MsgOut  time()&code&" aspect "&Aspect&" kaiping "&Kaiping&"  Status  "&Status&Filled
      
   
     if code=UCase(taoli_report1) and status="Filled" then
           
        if kaiping=0 and aspect=0 then
             \'品种2开空
            taoli_ts.AddItem time()&" 条件  买入  "&Filled&"手   "&Report1.StockName&"价格为"&Report1.SellPrice1
            call Order.BuyShort(0,Filled,Report2.BuyPrice1,0,Report2.label,Report2.marketname,"",0)
                
           
        elseif kaiping=0 and aspect=1  then
             \'品种2开多
            taoli_ts.AddItem time()&" 条件  卖出  "&Filled&"手   "&Report1.StockName&"价格为"&Report1.BuyPrice1
            call Order.Buy(0,Filled,Report2.SellPrice1,0,Report2.label,Report2.marketname,"",0)
                
           
        elseif (kaiping=1 or kaiping=3) and aspect=0 then
             \'品种2平多
              taoli_ts.AddItem time()&" 自动平仓      "&Filled&"手   "&Report1.StockName&"价格为"&Report1.BuyPrice1
            call Order.Sell(0,Filled,Report2.BuyPrice1,0,report2.Label,report2.marketName,"",0)
                                
           
        elseif (kaiping=1 or kaiping=3) and aspect=1 then
             \'品种2平空
             taoli_ts.AddItem time()&" 自动平仓      "&Filled&"手   "&Report1.StockName&"价格为"&Report1.BuyPrice1
            call Order.Sellshort(0,Filled,Report2.SellPrice1,0,report2.Label,report2.marketName,"",0)
                           
           
        end if
         
      
      elseif code=UCase(taoli_report2) and status="Filled" then
     
           if kaiping=0 and aspect=0 then
             taoli_ts.AddItem time()&" 自动  买入  "&Filled&"手   "&Report2.StockName&"价格为"&Report2.BuyPrice1
             elseif kaiping=0 and aspect=1  then
             taoli_ts.AddItem time()&" 自动  卖出  "&Filled&"手   "&Report2.StockName&"价格为"&Report2.SellPrice1
             elseif (kaiping=1 or kaiping=3) and aspect=0 then
             taoli_ts.AddItem time()&" 自动平仓      "&Filled&"手   "&Report2.StockName&"价格为"&Report2.BuyPrice1
             elseif (kaiping=1 or kaiping=3) and aspect=1 then
             taoli_ts.AddItem time()&" 自动平仓      "&Filled&"手   "&Report2.StockName&"价格为"&Report2.SellPrice1
           end if
           
             k
           
            
      elseif status="Cancelled" and code=UCase(taoli_report2) then
      
        ctp=Order.StockType(report1.Label,report1.marketName)
     
        if taoli_checkbox1.value and ctp=1 then
           \'application.MsgOut  "report2 追加 aspect "&Aspect&" kaiping "&Kaiping&"  Status  "&Status
          
          if kaiping=0 and aspect=0  then
                        
            call Order.Buy(0,Remaining,Report2.SellPrice1,0,Report2.label,Report2.marketname,"",0)                 
           
          elseif kaiping=0 and aspect=1  then
          
            call Order.BuyShort(0,Remaining,Report2.BuyPrice1,0,Report2.label,Report2.marketname,"",0)                
           
          elseif (kaiping=1 or kaiping=2) and aspect=0 then
            \'application.MsgOut "撤销品种2 后追加平空"
           
            call Order.Sellshort(0,Remaining,Report2.SellPrice1,0,report2.Label,report2.marketName,"",0)          
          
          elseif (kaiping=1 or kaiping=2) and aspect=1 then
           \' application.MsgOut "撤销品种2 后追加平多"        
          
            call Order.Sell(0,Remaining,Report2.BuyPrice1,0,report2.Label,report2.marketName,"",0)    
           
          end if
        elseif not(taoli_checkbox1.value) and ctp=1 then
        
            k
        elseif taoli_checkbox1.value and ctp=0 then
            if  aspect=0 then
             \'品种2开空
           
             call Order.Buy(0,Remaining,Report2.SellPrice1,0,Report2.label,Report2.marketname,"",0)           
             elseif  aspect=1  then
             \'品种2开多
                    
            call Order.BuyShort(0,Remaining,Report2.BuyPrice1,0,Report2.label,Report2.marketname,"",0)
            end if
         elseif not(taoli_checkbox1.value) and ctp=0 then
             k
         end if
       
      elseif status="Cancelled" and  code=UCase(taoli_report1) then
         
          k
          \'application.MsgOut  Aspect&" report1撤销  "&Kaiping
      elseif status="Inactive" and  code=UCase(taoli_report1) then
         
          k
     end if
    
        
  

End Sub

\'强制平仓
Sub taoli_clearButton_Click()
     exce1=""
    
     pingcang="执行"
     k
End Sub

\'调试按钮
Sub taoli_CommandButton1_Click()
        application.ClearMsg
      taoli_ts.clear
                  
End Sub

\'下面两个过程是生成操作提示
sub display()
           
            Set report1 = marketdata.GetReportData(taoli_report1.text,taoli_report1market)
            Set report2 = marketdata.GetReportData(taoli_report2.text,taoli_report2market)
            
      if  taoli_term1price<>"" and taoli_term1num<>"" and taoli_term1cleanprice<>"" then
        if not report1 is nothing and not report2 is nothing then
            dim s
           s="条件设定成立 当差价"&taoli_term1ComboBox.value&taoli_term1price.text&"时，将进行:"&vbCrLf&"    "
           s=s&report1ComboBox1&taoli_term1num.text&"手  "&report1.stockname&"  "
           s=s&report2ComboBox1&taoli_term1num.text&"手  "&report2.stockname
             if exce1="执行" then
               taoli_display1.caption=s&" 正在执行"
               else
               taoli_display1.caption=s&" 未执行"
              end if
           else
           taoli_display1.caption="条件1设立不足"
           exce1=""
        end if
      end if
end sub

Sub taoli_Load()
      taoli_checkbox1.value=true
     
     taoli_term1ComboBox.clear
     taoli_term1ComboBox.AddItem "大于"
     taoli_term1ComboBox.AddItem "小于"
     taoli_term1ComboBox.ListIndex = 0

     taoli_report1ComboBox.clear    
     taoli_report1ComboBox.AddItem "买入"
     taoli_report1ComboBox.AddItem "卖出"
     taoli_report1ComboBox.ListIndex = 0

     taoli_report2ComboBox.clear
     taoli_report2ComboBox.AddItem "买入"
     taoli_report2ComboBox.AddItem "卖出"
     taoli_report2ComboBox.ListIndex = 1
   
     taoli_term1cleanComboBox.clear
     taoli_term1cleanComboBox.AddItem "大于"
     taoli_term1cleanComboBox.AddItem "小于"
     taoli_term1cleanComboBox.ListIndex = 1
    
   
 End Sub

Sub taoli_executebutton1_Click()
    
   \'各个填入控件的约束
 
  
    Set report1 = marketdata.GetReportData(taoli_report1.text,taoli_report1market)
   if  report1 is nothing then
      
       msgbox "品种1代码或市场错误"
       exit sub 
    else
       \'Application.MsgOut Report1.stockname&"   "&Report1.NewPrice
   end if
  
   Set report2 = marketdata.GetReportData(taoli_report2.text,taoli_report2market)
   if  report2 is nothing then
    
       msgbox "品种2代码或市场错误"
       exit sub
    else
       \'Application.MsgOut Report2.stockname&"   "&Report2.NewPrice
   end if
    
   if taoli_term1price.text="" or not(IsNumeric(taoli_term1price.text)) then
      msgbox "条件开仓差价未填或不是数字"
      exit sub
   end if
 
   if taoli_term1num.text="" or not(IsNumeric(taoli_term1num.text)) or CInt(taoli_term1num.text)<0 then
      if  CInt(taoli_term1num.text)<0 then
       msgbox "条件数量应大于0"
      exit sub
      end if
      msgbox "条件数量未填或不是数字"
      exit sub
   end if
  
   if taoli_term1cleanprice.text="" or not(IsNumeric(taoli_term1cleanprice.text)) then
      msgbox "条件平仓差价未填或不是数字"
      exit sub
   end if
     
  
   taoli_report1market.enabled=false
   taoli_report2market.enabled=false
   report1ComboBox1=taoli_report1ComboBox.value
   report2ComboBox1=taoli_report2ComboBox.value
          
   exce1="执行"
   k
   pingcang=""
End Sub

Sub taoli_term1ComboBox_Click()
   
    exce1=""
End Sub

Sub taoli_term1cleanComboBox_Click()
  
    exce1=""
End Sub

Sub taoli_report1ComboBox_Click()
       taoli_report2ComboBox.clear
       taoli_report2ComboBox.AddItem "买入"
       taoli_report2ComboBox.AddItem "卖出"
    if taoli_report1ComboBox.ListIndex =0 then
       taoli_report2ComboBox.ListIndex =1
    else
       taoli_report2ComboBox.ListIndex =0
    end if
      
End Sub

Sub taoli_report2ComboBox_Click()
       taoli_report1ComboBox.clear
       taoli_report1ComboBox.AddItem "买入"
       taoli_report1ComboBox.AddItem "卖出"
    if taoli_report2ComboBox.ListIndex =0 then
       taoli_report1ComboBox.ListIndex =1
    else
       taoli_report1ComboBox.ListIndex =0
    end if
     
End Sub

Sub taoli_term1price_Change()
    exce1=""
End Sub

Sub taoli_term1num_Change()
     exce1=""
End Sub

Sub taoli_term1cleanprice_Change()
    exce1=""
End Sub

Sub taoli_pause_Click()
     exce1=""
     k"
End Sub

Sub taoli_test_Click()
          
    Set report1 = marketdata.GetReportData(taoli_report1.text,taoli_report1market)
   if  report1 is nothing then
      
       msgbox "品种1代码或市场错误"
       exit sub 
    else
   
       \'Application.MsgOut Report1.stockname&"   "&Report1.NewPrice
   end if
  
   Set report2 = marketdata.GetReportData(taoli_report2.text,taoli_report2market)
   if  report2 is nothing then
    
       msgbox "品种2代码或市场错误"
       exit sub
    else
    \'call marketdata.RegReportNotify(report2.Label,report2.marketName)
      \' Application.MsgOut Report2.stockname&"   "&Report2.NewPrice
   end if
   call marketdata.RegReportNotify(report1.Label,report1.marketName)
    
End Sub

Sub taoli_report1_Change()
     if not report1 is nothing then
          call marketdata.UnRegReportNotify(report1.Label,report1.marketName)
          taoli_report1market.enabled=true
          set report1=nothing
      
     end if
End Sub