fix40::MockMdAdapter Class Reference

模拟行情适配器 More...

#include <mock_md_adapter.hpp>

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Public Member Functions
	MockMdAdapter (moodycamel::BlockingConcurrentQueue< MarketData > &queue)
	构造模拟行情适配器
	~MockMdAdapter () override
	析构函数
	MockMdAdapter (const MockMdAdapter &)=delete
MockMdAdapter &	operator= (const MockMdAdapter &)=delete
bool	start () override
	启动适配器
void	stop () override
	停止适配器
bool	isRunning () const override
	检查适配器是否正在运行
MdAdapterState	getState () const override
	获取当前状态
bool	subscribe (const std::vector< std::string > &instruments) override
	订阅合约行情
bool	unsubscribe (const std::vector< std::string > &instruments) override
	退订合约行情
void	setStateCallback (StateCallback callback) override
	设置状态变更回调
std::string	getName () const override
	获取适配器名称
std::string	getTradingDay () const override
	获取交易日
void	setTickInterval (std::chrono::milliseconds interval)
	设置行情生成间隔
void	setBasePrice (const std::string &instrument, double basePrice)
	设置基准价格
void	setVolatility (double volatility)
	设置价格波动幅度（百分比）
Public Member Functions inherited from fix40::MdAdapter
virtual	~MdAdapter ()=default
	虚析构函数

Additional Inherited Members
Protected Member Functions inherited from fix40::MdAdapter
	MdAdapter (moodycamel::BlockingConcurrentQueue< MarketData > &queue)
	构造函数
void	pushMarketData (const MarketData &data)
	将行情数据写入队列
void	pushMarketData (MarketData &&data)
	将行情数据写入队列（移动语义）
Protected Attributes inherited from fix40::MdAdapter
moodycamel::BlockingConcurrentQueue< MarketData > &	marketDataQueue_
	行情数据输出队列

Detailed Description

模拟行情适配器

生成模拟行情数据用于测试。特点：

• 在独立线程中按固定频率生成行情
• 支持订阅/退订合约
• 价格在基准价附近随机波动

使用示例

moodycamel::BlockingConcurrentQueue<MarketData> queue;
MockMdAdapter adapter(queue);
 
adapter.setTickInterval(std::chrono::milliseconds(500));  // 500ms 一个 tick
adapter.start();
adapter.subscribe({"IF2401", "IC2401"});
 
// 消费行情...
 
adapter.stop();

Constructor & Destructor Documentation

MockMdAdapter() [1/2]

fix40::MockMdAdapter::MockMdAdapter ( moodycamel::BlockingConcurrentQueue< MarketData > &  queue )

explicit

构造模拟行情适配器

Parameters

queue

行情数据输出队列

~MockMdAdapter()

fix40::MockMdAdapter::~MockMdAdapter ( )

override

析构函数

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MockMdAdapter() [2/2]

fix40::MockMdAdapter::MockMdAdapter ( const MockMdAdapter &  )

delete

Member Function Documentation

getName()

std::string fix40::MockMdAdapter::getName ( ) const

inlineoverridevirtual

获取适配器名称

Returns

std::string 适配器名称（如 "CTP", "Mock"）

Implements fix40::MdAdapter.

getState()

MdAdapterState fix40::MockMdAdapter::getState ( ) const

inlineoverridevirtual

获取当前状态

Returns

MdAdapterState 当前状态

Implements fix40::MdAdapter.

getTradingDay()

std::string fix40::MockMdAdapter::getTradingDay ( ) const

overridevirtual

获取交易日

Returns

std::string 交易日 (YYYYMMDD)，未连接时返回空

Implements fix40::MdAdapter.

isRunning()

bool fix40::MockMdAdapter::isRunning ( ) const

inlineoverridevirtual

检查适配器是否正在运行

Returns

true 正在运行

false 已停止

Implements fix40::MdAdapter.

operator=()

MockMdAdapter & fix40::MockMdAdapter::operator= ( const MockMdAdapter &  )

delete

setBasePrice()

void fix40::MockMdAdapter::setBasePrice	(	const std::string &	instrument,
		double	basePrice
	)

设置基准价格

Parameters

instrument	合约代码
basePrice	基准价格

模拟行情会在基准价格附近波动。 未设置的合约使用默认基准价 5000.0。

setStateCallback()

void fix40::MockMdAdapter::setStateCallback ( StateCallback  callback )

overridevirtual

设置状态变更回调

Parameters

callback

回调函数

Implements fix40::MdAdapter.

setTickInterval()

void fix40::MockMdAdapter::setTickInterval ( std::chrono::milliseconds  interval )

inline

设置行情生成间隔

Parameters

interval

间隔时间

Note

应在 start() 之前调用，运行时修改行为未定义

setVolatility()

void fix40::MockMdAdapter::setVolatility ( double  volatility )

inline

设置价格波动幅度（百分比）

Parameters

volatility

波动幅度，如 0.01 表示 1%

Note

应在 start() 之前调用，运行时修改行为未定义

start()

bool fix40::MockMdAdapter::start ( )

overridevirtual

启动适配器

Returns

true 启动成功

false 启动失败

启动后适配器会尝试连接数据源并登录。 状态变化通过 StateCallback 通知。

Implements fix40::MdAdapter.

stop()

void fix40::MockMdAdapter::stop ( )

overridevirtual

停止适配器

断开与数据源的连接，释放资源。 调用后适配器进入 DISCONNECTED 状态。

Implements fix40::MdAdapter.

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subscribe()

bool fix40::MockMdAdapter::subscribe ( const std::vector< std::string > &  instruments )

overridevirtual

订阅合约行情

Parameters

instruments

合约代码列表

Returns

true 订阅请求已发送

false 订阅失败（如未连接）

Note

订阅结果通过 StateCallback 异步通知

Implements fix40::MdAdapter.

unsubscribe()

bool fix40::MockMdAdapter::unsubscribe ( const std::vector< std::string > &  instruments )

overridevirtual

退订合约行情

Parameters

instruments

合约代码列表

Returns

true 退订请求已发送

false 退订失败

Implements fix40::MdAdapter.

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The documentation for this class was generated from the following files:

• include/market/mock_md_adapter.hpp
• src/market/mock_md_adapter.cpp