৬.২৪ আপডেট করা হয়েছে, চারটি রাতের টাইম টাইপ উন্নত করা হয়েছে, যা শনিবার সকালের রাতের টাইমকে ট্রেডিং সময় হিসাবে গণনা করে মূল শূন্য সংস্করণের উপর ভিত্তি করে, নিম্ন সীমা তালিকা এবং সীমিত মূল্য তালিকা বৈশিষ্ট্য যোগ করা হয়েছে, সহজ পেমেন্ট ট্রেডিংয়ের সময়কাল বর্তমান কিনা তা নির্ধারণের ক্ষমতা যুক্ত করা হয়েছে এবং কাস্টমাইজড ছুটির দিনগুলি সরবরাহ করা হয়েছে
function GetPosition(e, contractType, direction) {
var allCost = 0;
var allAmount = 0;
var allProfit = 0;
var allFrozen = 0;
var posMargin = 0;
var positions = _C(e.GetPosition);
for (var i = 0; i < positions.length; i++) {
if (positions[i].ContractType == contractType &&
(((positions[i].Type == PD_LONG || positions[i].Type == PD_LONG_YD) && direction == PD_LONG) || ((positions[i].Type == PD_SHORT || positions[i].Type == PD_SHORT_YD) && direction == PD_SHORT))
) {
posMargin = positions[i].MarginLevel;
allCost += (positions[i].Price * positions[i].Amount);
allAmount += positions[i].Amount;
allProfit += positions[i].Profit;
allFrozen += positions[i].FrozenAmount;
}
}
if (allAmount === 0) {
return null;
}
return {
MarginLevel: posMargin,
FrozenAmount: allFrozen,
Price: _N(allCost / allAmount),
Amount: allAmount,
Profit: allProfit,
Type: direction,
ContractType: contractType
};
}
function Open(e, contractType, direction, opAmount, price) {
var initPosition = GetPosition(e, contractType, direction);
var isFirst = true;
var initAmount = initPosition ? initPosition.Amount : 0;
var positionNow = initPosition;
while (true) {
var needOpen = opAmount;
if (isFirst) {
isFirst = false;
} else {
positionNow = GetPosition(e, contractType, direction);
if (positionNow) {
needOpen = opAmount - (positionNow.Amount - initAmount);
}
}
var insDetail = _C(e.SetContractType, contractType);
//Log("初始持仓", initAmount, "当前持仓", positionNow, "需要加仓", needOpen);
if (needOpen < insDetail.MinLimitOrderVolume) {
break;
}
var depth = _C(e.GetDepth);
var pr = price;
if (!price) pr = direction == PD_LONG ? depth.Asks[0].Price : depth.Bids[0].Price;
var amount = Math.min(insDetail.MaxLimitOrderVolume, needOpen);
e.SetDirection(direction == PD_LONG ? "buy" : "sell");
var orderId;
if (direction == PD_LONG) {
orderId = e.Buy(pr + SlidePrice, Math.min(amount, depth.Asks[0].Amount), contractType, 'Ask', depth);
} else {
orderId = e.Sell(pr - SlidePrice, Math.min(amount, depth.Bids[0].Amount), contractType, 'Bid', depth);
}
// CancelPendingOrders
while (true) {
Sleep(Interval);
var orders = _C(e.GetOrders);
if (orders.length === 0) {
break;
}
for (var j = 0; j < orders.length; j++) {
e.CancelOrder(orders[j].Id);
if (j < (orders.length - 1)) {
Sleep(Interval);
}
}
}
}
var ret = {
price: 0,
amount: 0,
position: positionNow
};
if (!positionNow) {
return ret;
}
if (!initPosition) {
ret.price = positionNow.Price;
ret.amount = positionNow.Amount;
} else {
ret.amount = positionNow.Amount - initPosition.Amount;
ret.price = _N(((positionNow.Price * positionNow.Amount) - (initPosition.Price * initPosition.Amount)) / ret.amount);
}
return ret;
}
function Cover(e, contractType, price) {
var insDetail = _C(e.SetContractType, contractType);
while (true) {
var n = 0;
var positions = _C(e.GetPosition);
for (var i = 0; i < positions.length; i++) {
if (positions[i].ContractType != contractType) {
continue;
}
while (positions[i].FrozenAmount !== 0) {
var orders = _C(e.GetOrders);
if (orders.length === 0) {
break;
}
for (var j = 0; j < orders.length; j++) {
e.CancelOrder(orders[j].Id);
if (j < (orders.length - 1)) {
Sleep(Interval);
}
}
positions = _C(e.GetPosition);
}
var amount = Math.min(insDetail.MaxLimitOrderVolume, positions[i].Amount);
var depth;
if (positions[i].Type == PD_LONG || positions[i].Type == PD_LONG_YD) {
depth = _C(e.GetDepth);
var pr = price;
if (!price) pr = depth.Bids[0].Price;
e.SetDirection(positions[i].Type == PD_LONG ? "closebuy_today" : "closebuy");
e.Sell(pr - SlidePrice, Math.min(amount, depth.Bids[0].Amount), contractType, positions[i].Type == PD_LONG ? "平今" : "平昨", 'Bid', depth.Bids[0]);
n++;
} else if (positions[i].Type == PD_SHORT || positions[i].Type == PD_SHORT_YD) {
depth = _C(e.GetDepth);
var pr = price;
if (!price) pr = depth.Asks[0].Price;
e.SetDirection(positions[i].Type == PD_SHORT ? "closesell_today" : "closesell");
e.Buy(pr + SlidePrice, Math.min(amount, depth.Asks[0].Amount), contractType, positions[i].Type == PD_SHORT ? "平今" : "平昨", 'Ask', depth.Asks[0]);
n++;
}
}
if (n === 0 || price) {
break;
}
while (true) {
Sleep(Interval);
var orders = _C(e.GetOrders);
if (orders.length === 0) {
break;
}
for (var j = 0; j < orders.length; j++) {
e.CancelOrder(orders[j].Id);
if (j < (orders.length - 1)) {
Sleep(Interval);
}
}
}
}
}
var PositionManager = (function() {
function PositionManager(e) {
if (typeof(e) === 'undefined') {
e = exchange;
}
if (e.GetName() !== 'Futures_CTP') {
throw 'Only support CTP';
}
this.e = e;
this.account = null;
}
PositionManager.prototype.GetAccount = function() {
return _C(this.e.GetAccount);
};
PositionManager.prototype.OpenLong = function(contractType, shares, price) {
if (!this.account) {
this.account = _C(exchange.GetAccount);
}
return Open(this.e, contractType, PD_LONG, shares, price, price);
};
PositionManager.prototype.OpenShort = function(contractType, shares, price) {
if (!this.account) {
this.account = _C(exchange.GetAccount);
}
return Open(this.e, contractType, PD_SHORT, shares, price);
};
PositionManager.prototype.Cover = function(contractType, price) {
if (!this.account) {
this.account = _C(exchange.GetAccount);
}
return Cover(this.e, contractType, price);
};
PositionManager.prototype.Profit = function(contractType) {
var accountNow = _C(this.e.GetAccount);
return _N(accountNow.Balance - this.account.Balance);
};
return PositionManager;
})();
$.NewPositionManager = function(e) {
return new PositionManager(e);
};
function getHolidays(holidaysList) {
if (!holidaysList) return {
'mon': [],
'day': []
};
var x = holidaysList.split(',');
var t = {
'mon': [],
'day': []
};
for (var i = 0; i < x.length; i++) {
var m = x[i].split('.');
t.mon.push(m[0]);
t.day.push(m[1]);
}
return t;
}
$.judgeTrading = function() {
var now = new Date();
var day = now.getDay();
var mon = now.getMonth() + 1;
var min = now.getMinutes();
var date = now.getDate();
var hours = now.getHours();
var isHolidays = false;
var holidays = getHolidays(holidaysList);
if (holidays) {
for (var i = 0; i < holidays.mon.length; i++) {
if (holidays.mon[i] == mon && holidays.day[i] == date) {
isHolidays = true;
break;
}
}
}
if (day === 0 || (day === 6 && hours>=3) || isHolidays) return false;
else if ((hours >= 9 && hours <= 11) || (hours >= 13 && hours < 15)) {
if (hours == 11 && min >= 30) return false;
else if (hours == 13 && min < 30) return false;
else if ((hours == 10 && min >= 15) && (hours == 10 && min < 30)) return false;
else return true;
} else if (nightType == 1 && hours >= 21 && hours < 23) return true;
else if (nightType == 2 && ((hours >= 21 && hours < 24) || (hours >= 0 && hours < 1 && day !== 1))) return true;
else if(nightType===3&& ((hours>=21&&hours<23)||(hours===23&&min<30))) return true;
else if(nightType===4&&((hours >= 21 && hours < 24)||(hours>=0&&hours<2)||(hours===2&&min<30))&&day!==1) return true;
else return false;
};
//未成功登陆前要多次尝试login，所以写了一个准备交易的函数，可以放到main函数开头
$.ready4ctp = function(contractType) {
var insDetail;
var retry = 0;
while (!(insDetail = exchange.SetContractType(contractType)) && retry < 20) {
Sleep(2000);
retry++;
}
if (insDetail) Log("合约", insDetail.InstrumentName, "一手", insDetail.VolumeMultiple, "份, 最大下单量", insDetail.MaxLimitOrderVolume, "保证金率:", insDetail.LongMarginRatio, "交割日期", insDetail.StartDelivDate);
else throw ('连接超时，请检查账号');
return insDetail;
};
function main() {
$.ready4ctp('MA609');
var isTrading = $.judgeTrading();
Log('当前正在交易？:'+isTrading);
var p = $.NewPositionManager();
p.OpenShort("MA609", 1, 1000);
Sleep(60000 * 10);
p.Cover("MA609", 1000);
p.Cover('MA609');
LogProfit(p.Profit());
}
গণনাঃ পাগলরাতের বেলার বিচার সমস্যাযুক্তঃ শনিবার সকালে ট্রেডযোগ্য জাতগুলি, বেইজিংয়ের ডালিয়ান 23:30 শেষ, সাংহাইয়ের 2:30 শেষ
এডওয়ার্ড জিউঠিক আছে
গণনাঃ পাগলসাংহাই ২৩ঃ০০, ১ঃ০০, ২ঃ৩০ বেইজিং, ২৩ঃ৩০ শনিবার সকালে বিকাল ০ঃ০০ এর পরে বিক্রয় করা যায়।
এডওয়ার্ড জিউকিন্তু এখন, আমি আপনাকে বলতে চাই যে, এখানে কোন ধরণের নাইটস্কেপ আছে, কোথায় পাওয়া যায়, অথবা আরো সুনির্দিষ্টভাবে বলতে গেলে, আমি যোগ করেছি, ঠিক আছে।