Initial commit

.gitattributes

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+###############################################################################
+# Set default behavior to automatically normalize line endings.
+###############################################################################
+* text=auto
+
+###############################################################################
+# Set default behavior for command prompt diff.
+#
+# This is need for earlier builds of msysgit that does not have it on by
+# default for csharp files.
+# Note: This is only used by command line
+###############################################################################
+#*.cs     diff=csharp
+
+###############################################################################
+# Set the merge driver for project and solution files
+#
+# Merging from the command prompt will add diff markers to the files if there
+# are conflicts (Merging from VS is not affected by the settings below, in VS
+# the diff markers are never inserted). Diff markers may cause the following 
+# file extensions to fail to load in VS. An alternative would be to treat
+# these files as binary and thus will always conflict and require user
+# intervention with every merge. To do so, just uncomment the entries below
+###############################################################################
+#*.sln       merge=binary
+#*.csproj    merge=binary
+#*.vbproj    merge=binary
+#*.vcxproj   merge=binary
+#*.vcproj    merge=binary
+#*.dbproj    merge=binary
+#*.fsproj    merge=binary
+#*.lsproj    merge=binary
+#*.wixproj   merge=binary
+#*.modelproj merge=binary
+#*.sqlproj   merge=binary
+#*.wwaproj   merge=binary
+
+###############################################################################
+# behavior for image files
+#
+# image files are treated as binary by default.
+###############################################################################
+#*.jpg   binary
+#*.png   binary
+#*.gif   binary
+
+###############################################################################
+# diff behavior for common document formats
+# 
+# Convert binary document formats to text before diffing them. This feature
+# is only available from the command line. Turn it on by uncommenting the 
+# entries below.
+###############################################################################
+#*.doc   diff=astextplain
+#*.DOC   diff=astextplain
+#*.docx  diff=astextplain
+#*.DOCX  diff=astextplain
+#*.dot   diff=astextplain
+#*.DOT   diff=astextplain
+#*.pdf   diff=astextplain
+#*.PDF   diff=astextplain
+#*.rtf   diff=astextplain
+#*.RTF   diff=astextplain

.gitignore

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+## Ignore Visual Studio temporary files, build results, and
+## files generated by popular Visual Studio add-ons.
+
+# User-specific files
+*.suo
+*.user
+*.userosscache
+*.sln.docstates
+
+# User-specific files (MonoDevelop/Xamarin Studio)
+*.userprefs
+
+# Build results
+[Dd]ebug/
+[Dd]ebugPublic/
+[Rr]elease/
+[Rr]eleases/
+x64/
+x86/
+build/
+bld/
+[Bb]in/
+[Oo]bj/
+
+# Visual Studio 2015 cache/options directory
+.vs/
+
+# MSTest test Results
+[Tt]est[Rr]esult*/
+[Bb]uild[Ll]og.*
+
+# NUNIT
+*.VisualState.xml
+TestResult.xml
+
+# Build Results of an ATL Project
+[Dd]ebugPS/
+[Rr]eleasePS/
+dlldata.c
+
+# DNX
+project.lock.json
+artifacts/
+
+*_i.c
+*_p.c
+*_i.h
+*.ilk
+*.meta
+*.obj
+*.pch
+*.pdb
+*.pgc
+*.pgd
+*.rsp
+*.sbr
+*.tlb
+*.tli
+*.tlh
+*.tmp
+*.tmp_proj
+*.log
+*.vspscc
+*.vssscc
+.builds
+*.pidb
+*.svclog
+*.scc
+
+# Chutzpah Test files
+_Chutzpah*
+
+# Visual C++ cache files
+ipch/
+*.aps
+*.ncb
+*.opensdf
+*.sdf
+*.cachefile
+
+# Visual Studio profiler
+*.psess
+*.vsp
+*.vspx
+
+# TFS 2012 Local Workspace
+$tf/
+
+# Guidance Automation Toolkit
+*.gpState
+
+# ReSharper is a .NET coding add-in
+_ReSharper*/
+*.[Rr]e[Ss]harper
+*.DotSettings.user
+
+# JustCode is a .NET coding add-in
+.JustCode
+
+# TeamCity is a build add-in
+_TeamCity*
+
+# DotCover is a Code Coverage Tool
+*.dotCover
+
+# NCrunch
+_NCrunch_*
+.*crunch*.local.xml
+
+# MightyMoose
+*.mm.*
+AutoTest.Net/
+
+# Web workbench (sass)
+.sass-cache/
+
+# Installshield output folder
+[Ee]xpress/
+
+# DocProject is a documentation generator add-in
+DocProject/buildhelp/
+DocProject/Help/*.HxT
+DocProject/Help/*.HxC
+DocProject/Help/*.hhc
+DocProject/Help/*.hhk
+DocProject/Help/*.hhp
+DocProject/Help/Html2
+DocProject/Help/html
+
+# Click-Once directory
+publish/
+
+# Publish Web Output
+*.[Pp]ublish.xml
+*.azurePubxml
+## TODO: Comment the next line if you want to checkin your
+## web deploy settings but do note that will include unencrypted
+## passwords
+#*.pubxml
+
+*.publishproj
+
+# NuGet Packages
+*.nupkg
+# The packages folder can be ignored because of Package Restore
+**/packages/*
+# except build/, which is used as an MSBuild target.
+!**/packages/build/
+# Uncomment if necessary however generally it will be regenerated when needed
+#!**/packages/repositories.config
+
+# Windows Azure Build Output
+csx/
+*.build.csdef
+
+# Windows Store app package directory
+AppPackages/
+
+# Visual Studio cache files
+# files ending in .cache can be ignored
+*.[Cc]ache
+# but keep track of directories ending in .cache
+!*.[Cc]ache/
+
+# Others
+ClientBin/
+[Ss]tyle[Cc]op.*
+~$*
+*~
+*.dbmdl
+*.dbproj.schemaview
+*.pfx
+*.publishsettings
+node_modules/
+orleans.codegen.cs
+
+# RIA/Silverlight projects
+Generated_Code/
+
+# Backup & report files from converting an old project file
+# to a newer Visual Studio version. Backup files are not needed,
+# because we have git ;-)
+_UpgradeReport_Files/
+Backup*/
+UpgradeLog*.XML
+UpgradeLog*.htm
+
+# SQL Server files
+*.mdf
+*.ldf
+
+# Business Intelligence projects
+*.rdl.data
+*.bim.layout
+*.bim_*.settings
+
+# Microsoft Fakes
+FakesAssemblies/
+
+# Node.js Tools for Visual Studio
+.ntvs_analysis.dat
+
+# Visual Studio 6 build log
+*.plg
+
+# Visual Studio 6 workspace options file
+*.opt
+
+# LightSwitch generated files
+GeneratedArtifacts/
+_Pvt_Extensions/
+ModelManifest.xml

DemoStrategy/DemoStrategy.csproj

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+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="14.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
+  <PropertyGroup>
+    <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
+    <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
+    <ProjectGuid>{9A3793DB-03DE-4C99-9525-C7C7BEE9CB93}</ProjectGuid>
+    <OutputType>Library</OutputType>
+    <AppDesignerFolder>Properties</AppDesignerFolder>
+    <RootNamespace>Quanter.Strategy</RootNamespace>
+    <AssemblyName>Quanter.Strategy.Demo</AssemblyName>
+    <TargetFrameworkVersion>v4.5.2</TargetFrameworkVersion>
+    <FileAlignment>512</FileAlignment>
+  </PropertyGroup>
+  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
+    <DebugSymbols>true</DebugSymbols>
+    <DebugType>full</DebugType>
+    <Optimize>false</Optimize>
+    <OutputPath>bin\Debug\</OutputPath>
+    <DefineConstants>DEBUG;TRACE</DefineConstants>
+    <ErrorReport>prompt</ErrorReport>
+    <WarningLevel>4</WarningLevel>
+  </PropertyGroup>
+  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
+    <DebugType>pdbonly</DebugType>
+    <Optimize>true</Optimize>
+    <OutputPath>bin\Release\</OutputPath>
+    <DefineConstants>TRACE</DefineConstants>
+    <ErrorReport>prompt</ErrorReport>
+    <WarningLevel>4</WarningLevel>
+  </PropertyGroup>
+  <ItemGroup>
+    <Reference Include="Akka, Version=1.0.5.14, Culture=neutral, processorArchitecture=MSIL">
+      <HintPath>..\packages\Akka.1.0.5\lib\net45\Akka.dll</HintPath>
+      <Private>True</Private>
+    </Reference>
+    <Reference Include="Newtonsoft.Json, Version=7.0.0.0, Culture=neutral, PublicKeyToken=30ad4fe6b2a6aeed, processorArchitecture=MSIL">
+      <HintPath>..\packages\Newtonsoft.Json.7.0.1\lib\net45\Newtonsoft.Json.dll</HintPath>
+      <Private>True</Private>
+    </Reference>
+    <Reference Include="System" />
+    <Reference Include="System.Core" />
+    <Reference Include="System.Xml.Linq" />
+    <Reference Include="System.Data.DataSetExtensions" />
+    <Reference Include="Microsoft.CSharp" />
+    <Reference Include="System.Data" />
+    <Reference Include="System.Net.Http" />
+    <Reference Include="System.Xml" />
+  </ItemGroup>
+  <ItemGroup>
+    <Compile Include="DemoStrategyActor.cs" />
+    <Compile Include="Properties\AssemblyInfo.cs" />
+  </ItemGroup>
+  <ItemGroup>
+    <ProjectReference Include="..\Quanter.BusinessEntity\Quanter.BusinessEntity.csproj">
+      <Project>{34db14a6-e4ed-4c4a-8ca6-939201a572be}</Project>
+      <Name>Quanter.BusinessEntity</Name>
+    </ProjectReference>
+    <ProjectReference Include="..\Quanter.Common\Quanter.Common.csproj">
+      <Project>{a3fa3c71-a7b0-4bb6-bd32-0aee20493593}</Project>
+      <Name>Quanter.Common</Name>
+    </ProjectReference>
+    <ProjectReference Include="..\Quanter.Trader.Messages\Quanter.Trader.Messages.csproj">
+      <Project>{dde08214-ec3a-4dd7-8cee-49973e17ae8f}</Project>
+      <Name>Quanter.Trader.Messages</Name>
+    </ProjectReference>
+    <ProjectReference Include="..\Quanter.Trader.StrategyServer\Quanter.StrategyServer.csproj">
+      <Project>{f0e12b5e-7012-4345-b4a4-be4cedce5e91}</Project>
+      <Name>Quanter.StrategyServer</Name>
+    </ProjectReference>
+  </ItemGroup>
+  <ItemGroup>
+    <None Include="packages.config" />
+  </ItemGroup>
+  <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
+  <!-- To modify your build process, add your task inside one of the targets below and uncomment it. 
+       Other similar extension points exist, see Microsoft.Common.targets.
+  <Target Name="BeforeBuild">
+  </Target>
+  <Target Name="AfterBuild">
+  </Target>
+  -->
+</Project>

DemoStrategy/DemoStrategyActor.cs

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+using Akka.Actor;
+using Akka.Event;
+using Quanter.BusinessEntity;
+using Quanter.Common;
+using Quanter.Trader.Messages;
+using System;
+
+namespace Quanter.Strategy.Demo
+{
+    public class DemoStrategyActor : BaseStrategyActor
+    {
+        private readonly ILoggingAdapter _log = Logging.GetLogger(Context);
+
+        public DemoStrategyActor(EStrategy strategy) : base(strategy)
+        {
+            _log.Debug("创建编码为 {0} StrategyActor实例", strategy.Id);
+        }
+
+        protected override void init()
+        {
+            _log.Debug("初始化编号为{0}Strategy", Desc.Id);
+            AddSecurities(new Securities(SecuritiesTypes.Stock, MarketType.XSHE, "000002"));
+            AddSecurities(new Securities(SecuritiesTypes.Stock, MarketType.XSHG, "603998"));
+        }
+
+
+        protected override void onQuoteData(QuoteData data)
+        {
+            _log.Debug("Demo策略处理{0}报价数据", data.Symbol);
+            this.buySecurities(new Securities( SecuritiesTypes.Stock, data.Symbol), data.SellPrice1, 100);
+        }
+    }
+}