您现在的位置:程序化交易>> 期货公式>> 金字塔等>> 金字塔知识>>正文内容

委托单tremainqty函数有概率读取不正确 [金字塔]

  • 咨询内容: 后台交易,版本3.1正式版代码buyhold:=tbuyholdingex(ac,stklabel,1);sellhold:=tsellholdingex(ac,stklabel,1);wtb:=tremainqty(1,ac,stklabel);wtbp:=tremainqty(2,ac,stklabel);wts:=tremainqty(3,ac,stklabel);wtsp:=tremainqty(4,ac,stklabel);
    最小时间间隔不断轮询2014-02-14 09:25:05.862     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:05.878     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:05.893     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:05.909     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:05.924     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:05.940     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:05.956     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:05.971     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:05.987     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.002     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.018     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.034     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.049     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.065     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.080     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.096     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.112     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.127     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.143     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.158     buyhold=0 sellhold=0 wtb=0 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.174     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.190     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.205     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.221     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.236     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.268     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.283     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.299     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.314     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.330     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.346     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.361     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=926002014-02-14 09:25:06.377     buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0   time=92600
    问题:在9:24:59下1手多单后,一直到9:25:06.143,多单尚未成交(委托多单——wtb显示1),但9:25:06.158,在多单尚未成交的情况下,读取到的委托多单(WTB)居然变成0了(红色部分),导致我错误的同步下单!据我观察到,在下单后,每一新分钟的第6或第7秒,就会出现读取委托单不正常的情况。麻烦详细检查tremainqty函数
    附带交易记录:2014-02-14 09:24:5913900XXX : IF1402 - 已报单 1 价格:2276.8 开 买
    2014-02-14 09:25:0613900XXX : IF1402 - 已报单 1 价格:2276.8 开 买
    2014-02-14 09:25:4403800XXX : IF1402 - 已报单 3 价格:2276.8 开 买此记录证明在9:24:59~9:25:44期间没有做任何撤单动作,也没有任何单子成交,本人也没做任何手工交易,均为全自动。

     

  • 金字塔客服:

    您好,对应在取得未成交单前面加个TACCOUNT( 2)判断下账户是否连接正常

     

    如果账户连接异常取值会存在问题

     

  • 用户回复: 已经在下单前加了If taccount2(2,ac)<>1 then exit;
    但其依然在09:25:06根据委托仓位进行仓位调整,说明读取时候账户处于正常状态的~

     

  • 网友回复:

    前面加个变量输出TACCOUNT( 2)的值,如果对应为255,说明账户连接异常

    buyhold:=tbuyholdingex(ac,stklabel,1); sellhold:=tsellholdingex(ac,stklabel,1); a:TACCOUNT( 2); wtb:=tremainqty(1,ac,stklabel); wtbp:=tremainqty(2,ac,stklabel); wts:=tremainqty(3,ac,stklabel); wtsp:=tremainqty(4,ac,stklabel); 用DEBUGFILE输出A值

 

有思路,想编写各种指标公式,程序化交易模型,选股公式,预警公式的朋友

可联系技术人员 QQ: 1145508240  点击这里给我发消息进行 有偿 编写!不贵!点击查看价格!


【字体: 】【打印文章】【查看评论

相关文章

    没有相关内容