Perpustakaan Transaksi Bahasa Saya

let NewGUI = function(name, period) {
    let chart = Chart({__isCandle: true})
    let preTime = _G("preTime")
    if (!preTime) {
        preTime = 0
    }
    if (!AutoRecover) {
        chart.reset();
        preTime = 0
    }
    return {
        feed: function(bar, runtime) {
            if ((bar.Time < preTime) || (AutoRecover && bar.Time <= preTime && RunMode == 0)) {
                return;
            }
            let obj = {
            timestamp: bar.Time,
            open: bar.Open,
            high: bar.High,
            low: bar.Low,
            close: bar.Close,
            volume: bar.Volume,
            }
            if (runtime) {
                obj.runtime = runtime
            }
            if (bar.Time == preTime) {
                chart.add(0, obj, -1)
            } else {
                chart.add(0, obj)
            }
            preTime = obj.timestamp;
            _G("preTime", obj.timestamp);
        }
    }
}



let OpMode = 0;
let MaxSpace = 0.5;
let _depth = null; // only for backtest

function TrySleep(n) {
    if (IsVirtual()) {
        return;
    }
    Sleep(n);
}

function isFuturesLaw(s) {
    return s == 'Futures_CTP' || s == 'Futures_Esunny' || s == 'Futures_XTP' || s == 'Futures_Futu';
}

function isFuturesCrypto(s) {
    return s.indexOf("Futures_") == 0 && !isFuturesLaw(s);
}

function SafeRetry(method) {
    let r;
    let isShow = false;
    while (!(r = method.apply(this, Array.prototype.slice.call(arguments).slice(1)))) {
        if (isFuturesLaw(exchange.GetName())) {
            while (!exchange.IO("status")) {
                if (!isShow) {
                    isShow = true;
                    Log("正在等待与期货服务器连接....");
                }
                // sleep always
                Sleep(500);
            }
        }
        TrySleep(1000);
    }
    if (isShow) {
        Log("连接成功...");
    }
    return r;
}


function TryDepth(e) {
    if (IsVirtual() && _depth) {
        return _depth;
    }
    _depth = SafeRetry(e.GetDepth);
    return _depth;
}

function CancelPendingOrders(e, orderType) {
    while (true) {
        let orders = e.GetOrders();
        if (!orders) {
            TrySleep(RetryDelay);
            continue;
        }
        let processed = 0;
        for (let j = 0; j < orders.length; j++) {
            if (typeof(orderType) === 'number' && orders[j].Type !== orderType) {
                continue;
            }
            e.CancelOrder(orders[j].Id, orders[j]);
            _depth = null;
            processed++;
            if (j < (orders.length - 1)) {
                TrySleep(RetryDelay);
            }
        }
        if (processed === 0) {
            break;
        }
    }
}

function GetAccount(e, waitFrozen) {
    if (typeof(waitFrozen) == 'undefined') {
        waitFrozen = false;
    }
    let account = null;
    let alreadyAlert = false;
    while (true) {
        account = _C(e.GetAccount);
        if (!waitFrozen || (account.FrozenStocks < MinStock && account.FrozenBalance < 0.01)) {
            break;
        }
        if (!alreadyAlert) {
            alreadyAlert = true;
            Log(_T("发现账户有冻结的钱或币|Find Frozen Asset"), account);
        }
        TrySleep(RetryDelay);
    }
    // Hide AccountID
    if (typeof(account.Info) !== 'undefined' && typeof(account.Info.AccountID) !== 'undefined') {
        delete account.Info.AccountID;
    }
    account.Time = _D();
    return account;
}


function StripOrders(e, orderId) {
    let order = null;
    if (typeof(orderId) == 'undefined') {
        orderId = null;
    }
    while (true) {
        let dropped = 0;
        let orders = _C(e.GetOrders);
        for (let i = 0; i < orders.length; i++) {
            if (orders[i].Id == orderId) {
                order = orders[i];
            } else {
                let extra = "";
                if (orders[i].DealAmount > 0) {
                    extra = _T("成交: |Deal: ") + orders[i].DealAmount;
                } else {
                    extra = _T("未成交|Unfilled");
                }
                e.CancelOrder(orders[i].Id, orders[i].Type == ORDER_TYPE_BUY ? _T("买单|Buy order") : _T("卖单|Sell order"), extra);
                _depth = null;
                dropped++;
            }
        }
        if (dropped === 0) {
            break;
        }
        TrySleep(RetryDelay);
    }
    return order;
}

function getDeepAmount(books, price, t) {
    let n = 0;
    for (let i = 0; i < books.length; i++) {
        if (i == 0 || (t == ORDER_TYPE_BUY && price >= books[i].Price) || (t == ORDER_TYPE_SELL && price <= books[i].Price)) {
            n += books[i].Amount;
        } else {
            break;
        }
    }
    return n;
}


// mode = 0 : direct buy, 1 : buy as buy1
function Trade(e, tradeType, tradeAmount, mode, slideTick, maxAmount, maxSpace, retryDelay) {
    let initAccount = GetAccount(e, true);
    let nowAccount = initAccount;
    let orderId = null;
    let prePrice = 0;
    let dealAmount = 0;
    let diffMoney = 0;
    let isFirst = true;
    let tradeFunc = tradeType == ORDER_TYPE_BUY ? e.Buy : e.Sell;
    let isBuy = tradeType == ORDER_TYPE_BUY;
    let slidePrice = Math.pow(10, -ZPrecision) * slideTick;
    let totalDealNet = 0
    let totalDealAmount = 0
    let fetchOrderFail = false
    while (true) {
        let depth = TryDepth(e);
        let depthSell = depth.Asks[0].Price;
        let depthBuy = depth.Bids[0].Price;
        let tradePrice = 0;
        if (isBuy) {
            tradePrice = _N((mode === 0 ? depthSell : depthBuy) + slidePrice, ZPrecision);
            if (tradePrice <= 0) {
                tradePrice = depth.Asks[0].Price;
            }
        } else {
            tradePrice = _N((mode === 0 ? depthBuy : depthSell) - slidePrice, ZPrecision);
            if (tradePrice <= 0) {
                tradePrice = depth.Bids[0].Price;
            }
        }
        if (!orderId) {
            if (isFirst) {
                isFirst = false;
            } else {
                nowAccount = GetAccount(e, true);
            }
            let doAmount = 0;
            if (isBuy) {
                diffMoney = _N(initAccount.Balance - nowAccount.Balance, ZPrecision);
                dealAmount = nowAccount.Stocks - initAccount.Stocks;
                doAmount = _N(Math.min(maxAmount, tradeAmount - dealAmount, nowAccount.Balance / (tradePrice * (1 + TradeFee))), XPrecision);
            } else {
                diffMoney = _N(nowAccount.Balance - initAccount.Balance, ZPrecision);
                dealAmount = initAccount.Stocks - nowAccount.Stocks;
                doAmount = _N(Math.min(maxAmount, tradeAmount - dealAmount, nowAccount.Stocks), XPrecision);
            }
            if (doAmount < MinStock) {
                break;
            }
            
            let deepAmount = _N(getDeepAmount((isBuy ? depth.Asks : depth.Bids), tradePrice, isBuy ? ORDER_TYPE_BUY : ORDER_TYPE_SELL), XPrecision);
            // spot market Amount may less than MinStock
            if (deepAmount > 0) {
                doAmount = Math.min(doAmount, deepAmount)
            }
            
            prePrice = tradePrice;
            orderId = tradeFunc(tradePrice, doAmount/*, "Depth", depth[tradeType == ORDER_TYPE_SELL ? "Asks" : "Bids"][0]*/)
            if (!orderId) {
                CancelPendingOrders(e, tradeType);
            }
        } else {
            let calcOrderId = orderId
            if (mode === 0 || (Math.abs(tradePrice - prePrice) > maxSpace)) {
                orderId = null;
            }
            let order = StripOrders(e, orderId);
            if (!order) {
                orderId = null;
            }
            // order complete or cancelled
            if (!orderId && !fetchOrderFail) {
                let historyOrder = null
                for (let i = 0; i < 10; i++) {
                    historyOrder = exchange.GetOrder(calcOrderId)
                    if (historyOrder) {
                        break
                    } else {
                        let lastErr = GetLastError()
                        if (lastErr && lastErr.toLowerCase().indexOf("not support") != -1) {
                            break
                        }
                        Log("Retry GetOrder", calcOrderId)
                        Sleep(1000)
                    }
                }
                if (historyOrder) {
                    if (historyOrder.AvgPrice > 0 && historyOrder.DealAmount > 0) {
                        totalDealNet += historyOrder.AvgPrice * historyOrder.DealAmount
                        totalDealAmount += historyOrder.DealAmount
                    }
                } else {
                    fetchOrderFail = true
                }
            }
        }
        TrySleep(SyncDelay);
    }

    // adjust diffMoney for calc real price
    if (totalDealNet > 0 && !fetchOrderFail) {
        diffMoney = totalDealNet
        dealAmount = totalDealAmount
    }

    if (dealAmount <= 0) {
        return null;
    }

    return {
        direction: tradeType == ORDER_TYPE_BUY ? PD_LONG : PD_SHORT,
        price: _N(diffMoney / dealAmount, ZPrecision),
        amount: _N(dealAmount, XPrecision),
        account: nowAccount,
    };
}

function NewFuturesTrader(e, symbol) {
    let arr = symbol.split('/');
    if (arr.length == 2 && arr[1].length > 0) {
        // 使用映射合约
        symbol = arr[1];
    }

    function GetPosition(e, contractType, direction, positions) {
        let allCost = 0;
        let allAmount = 0;
        let allProfit = 0;
        let allFrozen = 0;
        let allMargin = 0;
        let posMargin = 0;
        if (typeof(positions) === 'undefined' || !positions) {
            positions = SafeRetry(e.GetPosition);
        }
        let vPositions = []
        positions.forEach(function(pos) {
            if (pos.ContractType == contractType) {
                if (pos.Symbol && pos.Symbol.includes('.') && (!contractType.includes(".")) && pos.Symbol != e.GetCurrency() + '.' + contractType) {
                    return
                }
                vPositions.push(pos)
            }
        })

        if (typeof(direction) === 'undefined') {
            for (let i = 0; i < vPositions.length; i++) {
                let pos = vPositions[i]
                let posDirection = (pos.Type == PD_LONG || pos.Type == PD_LONG_YD) ? PD_LONG : PD_SHORT;
                if (typeof(direction) !== 'undefined' && direction != posDirection) {
                    throw "不允许持有多空双仓位";
                }
                direction = posDirection;
            }
        }
        for (let i = 0; i < vPositions.length; i++) {
            let pos = vPositions[i]
            if ((((pos.Type == PD_LONG || pos.Type == PD_LONG_YD) && direction == PD_LONG) || ((pos.Type == PD_SHORT || pos.Type == PD_SHORT_YD) && direction == PD_SHORT))
            ) {
                posMargin = pos.MarginLevel;
                allCost += (pos.Price * pos.Amount);
                allAmount += pos.Amount;
                allProfit += pos.Profit;
                allFrozen += pos.FrozenAmount;
                if (typeof(pos.Margin) === 'number') {
                    allMargin += pos.Margin;
                }
            }
        }
        if (allAmount === 0) {
            return null;
        }
        return {
            MarginLevel: posMargin,
            Margin: allMargin,
            FrozenAmount: allFrozen,
            Price: _N(allCost / allAmount, ZPrecision),
            Amount: allAmount,
            Profit: allProfit,
            Type: direction,
            ContractType: contractType
        };
    }

    function SetContractType(e, ct) {
        let eName = e.GetName();
        let insDetail = SafeRetry(e.SetContractType, ct, eName == 'Futures_IB' ? 'liquid' : undefined);
        let margin = 1 / MarginLevel;
        if (isFuturesLaw(eName)) {
            if (typeof(insDetail.MinLimitOrderVolume) === 'undefined') {
                insDetail.MinLimitOrderVolume = 1
            }
            if (typeof(insDetail.MaxLimitOrderVolume) != 'number' || insDetail.MaxLimitOrderVolume == 0) {
                insDetail.MaxLimitOrderVolume = 50
                insDetail.MinLimitOrderVolume = 1
            }
            // force set to 1 some are not correct
            if (insDetail.MinLimitOrderVolume > 5) {
                insDetail.MinLimitOrderVolume = 1
            }
            if (typeof(insDetail.PriceTick) === 'number') {
                let arr = insDetail.PriceTick.toString().split('.')
                if (arr.length == 2 && ZPrecision != arr[1].length) {
                    ZPrecision = arr[1].length;
                    Log("重置定价货币精度为", ZPrecision);
                }
            }
            if (IsVirtual()) {
                insDetail.InstrumentID = ct
            }
            return insDetail;
        } else if (eName == "Futures_BitMEX") {
            return {
                InstrumentID: ct,
                MaxLimitOrderVolume: 1000000,
                MinLimitOrderVolume: 1,
                VolumeMultiple: 1,
                LongMarginRatio: margin,
                ShortMarginRatio: margin,
                PriceTick: Math.max(0.5, Math.pow(10, -ZPrecision))
            }
        } else {
            let baseCurrency = exchange.GetCurrency().split('_')[0]
            let info = {
                InstrumentID: ct,
                MaxLimitOrderVolume: 1000000,
                MinLimitOrderVolume: 0.001,
                LongMarginRatio: margin,
                ShortMarginRatio: margin,
                VolumeMultiple: eName == "Futures_Deribit" ? 10 : (baseCurrency == 'BTC' ? 100 : 10),
                PriceTick: Math.pow(10, -ZPrecision)
            }
            if (eName == 'Futures_Binance' && ct == 'swap') {
                MinLot = 0.001
            }
            if (exchange.GetCurrency().indexOf("_USDT") != -1) {
                info.VolumeMultiple = 1
            } else {
                info.VolumeMultiple = -info.VolumeMultiple
            }
            return info
        }
    }

    function Open(contractType, direction, opAmount, slideTick) {
        if (typeof(slideTick) !== 'number') {
            slideTick = 2;
        }
        let insDetail = SetContractType(e, contractType);
        if (typeof(insDetail.MaxLimitOrderVolume) != 'number' || insDetail.MaxLimitOrderVolume == 0) {
            insDetail.MaxLimitOrderVolume = 50
            insDetail.MinLimitOrderVolume = 1
        }
        let tradeSymbol = insDetail.InstrumentID;
        
        // 切换到真正的主力合约上
        if (tradeSymbol != contractType) {
            SetContractType(e, tradeSymbol);
        }


        let positions = SafeRetry(e.GetPosition);
        for (let i = 0; i < positions.length; i++) {
            if (positions[i].ContractType != tradeSymbol) {
                continue;
            }
            if (((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)) {
                throw _T("发现有相反仓位, 终止开仓|Discover the opposite position and terminate opening");
            }
        }
        let initPosition = GetPosition(e, tradeSymbol, direction, positions);
        let isFirst = true;
        let initAmount = initPosition ? initPosition.Amount : 0;
        let positionNow = initPosition;
        let retryCount = 0;
        while (true) {
            let needOpen = opAmount;
            if (isFirst) {
                isFirst = false;
            } else {
                positionNow = GetPosition(e, tradeSymbol, direction);
                if (positionNow) {
                    needOpen = opAmount - (positionNow.Amount - initAmount);
                }
            }
            //Log("初始持仓", initAmount, "当前持仓", positionNow, "需要加仓", needOpen);
            if (needOpen < insDetail.MinLimitOrderVolume) {
                if (needOpen > 0) {
                    Log(tradeSymbol, "交易忽略, 交易所限制最小下单量", insDetail.MinLimitOrderVolume, "当前", needOpen, "当前持仓", positionNow, "#676767");
                }
                break
            }
            let err = GetLastError();
            if (err.indexOf('资金不足') != -1) {
                Log(err);
                break;
            }
            let depth = TryDepth(e);
            let amount = Math.min(MaxAmountOnce, Math.min(insDetail.MaxLimitOrderVolume, needOpen));
            e.SetDirection(direction == PD_LONG ? "buy" : "sell");
            let orderId;
            let deepAmount;
            if (direction == PD_LONG) {
                let buyPrice = _N(depth.Asks[0].Price + (insDetail.PriceTick * slideTick), ZPrecision);
                deepAmount = getDeepAmount(depth.Asks, buyPrice, ORDER_TYPE_BUY);
                orderId = e.Buy(buyPrice, _N(Math.min(amount, deepAmount), XPrecision), tradeSymbol, 'ask', depth.Asks[0]);
            } else {
                let sellPrice = _N(depth.Bids[0].Price - (insDetail.PriceTick * slideTick), ZPrecision);
                if (sellPrice <= 0) {
                    sellPrice = depth.Bids[0].Price;
                }
                deepAmount = getDeepAmount(depth.Bids, sellPrice, ORDER_TYPE_SELL);
                orderId = e.Sell(sellPrice, _N(Math.min(amount, deepAmount), XPrecision), tradeSymbol, 'bid', depth.Bids[0]);
            }
            if (!orderId) {
                retryCount++;
            }
            if (retryCount > MaxRetry) {
                break;
            }
            // CancelPendingOrders
            while (true) {
                TrySleep(SyncDelay);
                let orders = SafeRetry(e.GetOrders);
                if (orders.length === 0) {
                    break;
                }
                _depth = null;
                let nowDepth = TryDepth(e)
                if (nowDepth.Asks[0].Price == depth.Asks[0].Price && nowDepth.Bids[0].Price == depth.Bids[0].Price) {
                    continue
                }
                for (let j = 0; j < orders.length; j++) {
                    e.CancelOrder(orders[j].Id);
                    _depth = null;
                    if (j < (orders.length - 1)) {
                        TrySleep(SyncDelay);
                    }
                }
            }
        }

        if (!positionNow) {
            return null;
        }
        let ret = {
            price: 0,
            amount: 0,
            position: positionNow,
            direction: direction,
            symbol: tradeSymbol,
        };
        if (!initPosition) {
            ret.price = positionNow.Price;
            ret.amount = positionNow.Amount;
        } else {
            ret.amount = _N(positionNow.Amount - initPosition.Amount, XPrecision);
            ret.price = _N(((positionNow.Price * positionNow.Amount) - (initPosition.Price * initPosition.Amount)) / ret.amount);
        }
        if (ret.amount == 0) {
            return null;
        }
        return ret;
    }

    function Cover(contractType, coverType, lots, slideTick) {
        if (typeof(slideTick) !== 'number') {
            slideTick = 2;
        }
        let insDetail = SetContractType(e, contractType);
        if (typeof(insDetail.MaxLimitOrderVolume) != 'number' || insDetail.MaxLimitOrderVolume == 0) {
            insDetail.MaxLimitOrderVolume = 50
            insDetail.MinLimitOrderVolume = 1
        }
        let tradeSymbol = insDetail.InstrumentID;
        if (tradeSymbol != contractType) {
            SetContractType(e, tradeSymbol);
        }
        let isCTP = e.GetName() == "Futures_CTP" || e.GetName() == 'Futures_Esunny';
        let initAmount = 0;
        let firstLoop = true;
        let totalDealAmount = 0;
        let totalDealNet = 0;
        while (true) {
            let n = 0;
            let positions = SafeRetry(e.GetPosition);
            let nowAmount = 0;
            for (let i = 0; i < positions.length; i++) {
                if (positions[i].ContractType != tradeSymbol) {
                    continue;
                }
                if (typeof(coverType) === 'undefined' || (coverType == PD_LONG && (positions[i].Type == PD_LONG || positions[i].Type == PD_LONG_YD)) ||
                    (coverType == PD_SHORT && (positions[i].Type == PD_SHORT || positions[i].Type == PD_SHORT_YD))) {
                    nowAmount += positions[i].Amount;
                }
            }
            if (firstLoop) {
                initAmount = nowAmount;
                firstLoop = false;
            }
            let amountChange = initAmount - nowAmount;
            if (typeof(lots) == 'number' && amountChange >= lots) {
                break;
            }
            let depth = null;
            let orderIds = [];
            for (let i = 0; i < positions.length; i++) {
                if (positions[i].ContractType != tradeSymbol) {
                    continue;
                }

                let canCover = typeof(coverType) === 'undefined' ||
                    (coverType == PD_LONG && (positions[i].Type == PD_LONG || positions[i].Type == PD_LONG_YD)) ||
                    (coverType == PD_SHORT && (positions[i].Type == PD_SHORT || positions[i].Type == PD_SHORT_YD));
                if (!canCover) {
                    continue;
                }
                let amount = Math.min(MaxAmountOnce, insDetail.MaxLimitOrderVolume, positions[i].Amount);
                let deepAmount = 0
                let opPrice = 0;
                let orderId = null;
                if (positions[i].Type == PD_LONG || positions[i].Type == PD_LONG_YD) {
                    depth = TryDepth(e);
                    opPrice = depth.Bids[0].Price - (insDetail.PriceTick * slideTick);
                    if (opPrice <= 0) {
                        opPrice = depth.Bids[0].Price
                    }
                    deepAmount = getDeepAmount(depth.Bids, opPrice, ORDER_TYPE_SELL);
                } else if (positions[i].Type == PD_SHORT || positions[i].Type == PD_SHORT_YD) {
                    depth = TryDepth(e);
                    opPrice = depth.Asks[0].Price + (insDetail.PriceTick * slideTick);
                    deepAmount = getDeepAmount(depth.Asks, opPrice, ORDER_TYPE_BUY)
                }
                let opAmount = amount;
                if (typeof(lots) === 'number') {
                    opAmount = Math.min(opAmount, lots - (initAmount - nowAmount));
                }
                opPrice = _N(opPrice, ZPrecision);
                opAmount = _N(opAmount, XPrecision);
                if (opAmount >= MinLot || positions[i].Amount < MinLot) {
                    if (deepAmount > 0) {
                        opAmount = Math.min(opAmount, deepAmount);
                    }
                    // FIXED
                    if ((positions[i].Amount - opAmount) < MinLot) {
                        opAmount = positions[i].Amount
                    }
                    if (positions[i].Type == PD_LONG || positions[i].Type == PD_LONG_YD) {
                        e.SetDirection((isCTP && positions[i].Type == PD_LONG) ? "closebuy_today" : "closebuy");
                        orderId = e.Sell(opPrice, opAmount, tradeSymbol, (isCTP ? (positions[i].Type == PD_LONG ? "平今" : "平昨") : ''), 'bid', depth.Bids[0]);
                    } else {
                        e.SetDirection((isCTP && positions[i].Type == PD_SHORT) ? "closesell_today" : "closesell");
                        orderId = e.Buy(opPrice, opAmount, tradeSymbol, (isCTP ? (positions[i].Type == PD_SHORT ? "平今" : "平昨") : ''), 'ask', depth.Asks[0]);
                    }
                    if (orderId) {
                        orderIds.push(orderId)
                    }
                    n++
                }
                // break to check always
                if (typeof(lots) === 'number') {
                    break;
                }
            }
            if (n === 0) {
                break;
            }
            while (true) {
                TrySleep(SyncDelay);
                let orders = SafeRetry(e.GetOrders);
                if (orders.length === 0) {
                    break;
                }
                _depth = null; // reset depth
                if (depth) {
                    let nowDepth = TryDepth(e)
                    if (nowDepth.Asks[0].Price == depth.Asks[0].Price && nowDepth.Bids[0].Price == depth.Bids[0].Price) {
                        continue
                    }
                }
                for (let j = 0; j < orders.length; j++) {
                    e.CancelOrder(orders[j].Id);
                    _depth = null;
                    if (j < (orders.length - 1)) {
                        TrySleep(SyncDelay);
                    }
                }
            }
            // calcAvgPrice
            if (orderIds.length > 0) {
                orderIds.forEach(function(id) {
                    let order = SafeRetry(exchange.GetOrder, id)
                    if (order.DealAmount > 0) {
                        totalDealNet += order.AvgPrice * order.DealAmount
                        totalDealAmount += order.DealAmount
                    }
                })
            }
        }
        if (totalDealAmount <= 0) {
            return null
        }
        return {
            direction: coverType == PD_LONG ? PD_SHORT : PD_LONG,
            price: _N(totalDealNet / totalDealAmount, ZPrecision),
            amount: _N(totalDealAmount, XPrecision)
        };
    }
    let obj = {};
    let lastTradeKey = "lastTradeSymbol";
    obj.symbol = symbol;
    obj.lastSync = 0;
    obj.insDetail = SetContractType(e, symbol);
    obj.isAbstract = isFuturesLaw(e.GetName()) && (symbol.indexOf('888') != -1 || symbol.indexOf('000') != -1);
    obj.positions = null;
    obj.lastTradeSymbol = _G(lastTradeKey) || obj.insDetail.InstrumentID;
    
    obj.GetTradeSymbol = function() {
        return obj.lastTradeSymbol;
    }
    obj.Poll = function() {
        // Update Symbol any way
        obj.insDetail = SetContractType(e, obj.symbol);

        if (!obj.isAbstract) {
            return;
        }
        if (obj.lastTradeAmount == 0 || !obj.positions) {
            return;
        }

        if (obj.insDetail.InstrumentID != obj.lastTradeSymbol) {
            // Try Switch symbol
            let pos = GetPosition(e, obj.lastTradeSymbol, undefined, null);
            if (pos && pos.Amount > 0) {
                Log("主力合约切换", obj.lastTradeSymbol, "->", obj.insDetail.InstrumentID, "移仓数量", pos.Amount, "#0000ff");
                Cover(pos.ContractType, pos.Type, pos.Amount, SlideTick);
                Log(pos.ContractType, "平仓结束");
                let r = Open(obj.insDetail.InstrumentID, pos.Type, pos.Amount, SlideTick);
                Log("移仓完成:", r);
            }
            _G(lastTradeKey, obj.insDetail.InstrumentID);
            obj.lastTradeSymbol = obj.insDetail.InstrumentID;
        }
    }
    
    obj.Sync = function(force) {
        if ((new Date().getTime() - obj.lastSync) > (SyncTime * 1000) || (typeof(force) !== 'undefined' && force)) {
            obj.nowAccount = SafeRetry(e.GetAccount);
            obj.nowAccount.Time = _D();
            obj.positions = SafeRetry(e.GetPosition);
            obj.lastSync = new Date().getTime();
        }
    }
    obj.GetInitAccount = function() {
        return obj.initAccount;
    }
    obj.GetAccount = function() {
        obj.Sync();
        return obj.nowAccount;
    }

    obj.GetPosition = function() {
        let insDetail = SetContractType(e, obj.symbol);
        let tradeSymbol = insDetail.InstrumentID;
        obj.Sync();
        return GetPosition(e, tradeSymbol, undefined, obj.positions)
    }
    obj.OpenShort = function(amount) {
        let r = Open(obj.symbol, PD_SHORT, amount, SlideTick);
        if (r) {
            obj.lastTradeSymbol = r.symbol;
        }
        obj.Sync(true);
        return r;
    }
    obj.OpenLong = function(amount) {
        let r = Open(obj.symbol, PD_LONG, amount, SlideTick);
        if (r) {
            obj.lastTradeSymbol = r.symbol;
        }
        obj.Sync(true);
        return r;
    }
    obj.CloseShort = function(amount) {
        let r = Cover(obj.symbol, PD_SHORT, amount, SlideTick);
        obj.Sync(true);
        return r
    }
    obj.CloseLong = function(amount) {
        let r = Cover(obj.symbol, PD_LONG, amount, SlideTick);
        obj.Sync(true);
        return r
    }

    obj.GetInsDetail = function() {
        return {
            MARGIN: Math.max(obj.insDetail.LongMarginRatio, obj.insDetail.ShortMarginRatio),
            UNIT: obj.insDetail.VolumeMultiple,
            MINPRICE: obj.insDetail.PriceTick
        };
    }

    obj.IsTrading = function() {
        let eName = e.GetName()
        if (eName === 'Futures_IB') {
            if (typeof(obj.insDetail.IsTrading) !== 'undefined') {
                return obj.insDetail.IsTrading
            }
        } else if (eName === 'Futures_CTP') {
            let d = new Date();
            let day = d.getDay();
            let hour = d.getHours();
            let minute = d.getMinutes();
            if (day === 0 || (day == 6 && hour >= 3)) {
                return false;
            }
        
            let period = [
                [8, 55, 11, 35],
                [12, 55, 15, 20],
                [20, 55, 24, 0],
                [0, 0, 2, 35]
            ];
        
            for (let i = 0; i < period.length; i++) {
                let p = period[i];
                if ((hour > p[0] || (hour == p[0] && minute >= p[1])) && (hour < p[2] || (hour == p[2] && minute < p[3]))) {
                    return true;
                }
            }
            return false; 
        }
        return true
    }

    if (isFuturesCrypto(exchange.GetName())) {
        exchange.SetMarginLevel(MarginLevel);
    }

    // init
    obj.initAccount = GetAccount(e);
    obj.nowAccount = obj.GetAccount();
    let accountRecover = false;
    if (AutoRecover && !IsVirtual()) {
        let s = _G("_account");
        if (s) {
            obj.initAccount = JSON.parse(s);
            Log(_T("恢复账户信息成功|Restore account success"), obj.initAccount);
            accountRecover = true;
        } else {
            Log(_T("没有发现恢复信息, 初始化运行|Init account success"));
        }
        if (e.GetName().indexOf("Futures_") == -1) {
            let pos = _G("_pos");
            if (pos) {
                obj.pos = JSON.parse(pos);
                Log(_T("恢复持仓信息成功|Restore position success"));
            } else {
                Log(_T("没有发现持仓信息|Init position success"));
            }
        }
    }

    if (!accountRecover) {
        let eName = e.GetName();
        if (eName.indexOf('Futures_') == -1) {
            let ele = obj.GetPosition()
            if (ele) {
                obj.initAccount.Balance += ele.Margin + ele.Profit;
            }
        } else {
            let positions = _C(exchange.GetPositions);
            positions.forEach(function(ele) {
                if (isFuturesLaw(eName)) {
                    obj.initAccount.Balance += ele.Margin + ele.Profit;
                } else {
                    let realMargin = ele.Margin;
                    if (eName == 'Futures_BitMEX') {
                        realMargin = ele.Amount/ele.Price/ele.MarginLevel;
                    }
                    obj.initAccount.Stocks += realMargin + ele.Profit;
                }
            });
        }
    }
    _G("_account", JSON.stringify(obj.initAccount));
    Log(_T("账户信息初始化成功|Initialize success"), obj.initAccount);
    return obj;
}


$.NewTradeManager = function() {
    let e = exchange;
    if (e.GetName().indexOf("Futures") !== -1) {
        return NewFuturesTrader(e, ContractType);
    }
    let obj = {};
    obj.lastSync = 0;
    obj.pos = {Amount: 0, Net: 0, Type: PD_LONG};
    obj.Sync = function(r, t, isCover) {
        if (!r) {
            return;
        }
        if (isCover) {
            let diff = (r.account.Stocks + r.account.FrozenStocks) - (obj.initAccount.Stocks + obj.initAccount.FrozenStocks);
            if (Math.abs(diff) <= 0 || Math.abs(diff) < MinStock) {
                obj.pos.Amount = 0;
                obj.pos.Net = 0;
            }
            return;
        }
        // reset
        if (obj.pos.Type != t) {
            obj.pos.Amount = 0;
            obj.pos.Net = 0;
            obj.pos.Type = t;
        }
        obj.pos.Amount += r.amount;
        obj.pos.Net += r.amount * r.price;
        _G("_pos", JSON.stringify(obj.pos));
    }
    obj.GetInitAccount = function() {
        return obj.initAccount;
    }
    obj.GetAccount = function() {
        let now = new Date().getTime();
        if ((now - obj.lastSync) > (SyncTime * 1000)) {
            obj.nowAccount = GetAccount(e);
            obj.lastSync = now;
        }
        return obj.nowAccount;
    }
    obj.GetTradeSymbol = function() {
        return exchange.GetCurrency();
    }

    obj.GetPosition = function() {
        obj.GetAccount();
        let diff = (obj.nowAccount.Stocks + obj.nowAccount.FrozenStocks) - (obj.initAccount.Stocks + obj.initAccount.FrozenStocks);
        if (Math.abs(diff) <= 0 || Math.abs(diff) < MinStock) {
            return null;
        }
        let amount = _N(Math.abs(diff), XPrecision);
        let price = _N(((obj.nowAccount.Balance + obj.nowAccount.FrozenBalance) - (obj.initAccount.Balance + obj.initAccount.FrozenBalance)) / -diff, ZPrecision);
        let margin = price * amount;
        
        if (obj.pos.Amount > 0) {
            price = _N(obj.pos.Net / obj.pos.Amount, ZPrecision);
        }

        if (diff > 0) {
            return {
                Amount: amount,
                Type: PD_LONG,
                Price: price,
                Margin: margin
            };
        } else {
            return {
                Amount: amount,
                Type: PD_SHORT,
                Price: price,
                Margin: margin
            };
        }
        return null;
    }

    obj.Buy = function(amount) {
        let r = Trade(e, ORDER_TYPE_BUY, amount, OpMode, SlideTick, MaxAmountOnce, MaxSpace, RetryDelay);
        if (r) {
            obj.nowAccount = r.account;
        }
        return r;
    };

    obj.Sell = function(amount) {
        let r = Trade(e, ORDER_TYPE_SELL, amount, OpMode, SlideTick, MaxAmountOnce, MaxSpace, RetryDelay);
        if (r) {
            obj.nowAccount = r.account;
        }
        return r;
    };

    obj.OpenShort = function(amount) {
        let r = obj.Sell(amount);
        obj.Sync(r, PD_SHORT, false);
        return r;
    }
    
    obj.CloseLong = function(amount) {
        let r = obj.Sell(amount);
        obj.Sync(r, PD_LONG, true);
        return r;
    }
    
    obj.OpenLong = function(amount) {
        let r = obj.Buy(amount);
        obj.Sync(r, PD_LONG, false);
        return r;
    }
    obj.CloseShort = function(amount) {
        let r = obj.Buy(amount);
        obj.Sync(r, PD_SHORT, true);
        return r;
    }

    obj.GetInsDetail = function() {
        return {
            MARGIN: 1,
            UNIT: Lot,
            MINPRICE: Math.pow(10, -ZPrecision)
        };
    }

    obj.IsTrading = function() {
        return true
    }
    
    obj.Poll = function() {
    }

    // init
    obj.initAccount = GetAccount(e);
    obj.nowAccount = GetAccount(e);
    if (AutoRecover && !IsVirtual()) {
        let s = _G("_account");
        if (s) {
            obj.initAccount = JSON.parse(s);
            Log(_T("恢复账户信息成功|Restore Account success"), obj.initAccount);
        } else {
            Log(_T("没有发现恢复信息, 初始化运行|init Account success"));
        }
    }
    _G("_account", JSON.stringify(obj.initAccount));
    Log(_T("账户信息初始化成功|Initialize success"), obj.initAccount);
    return obj;
}

$.GetContractType = function() {
    if (exchange.GetName().indexOf('Futures') != -1) {
        if (typeof(ContractType) !== 'string' || ContractType == '') {
            throw _T("请先在参数里设置合约|Please set contracttype first");
        }
        // 返回数据合约
        return ContractType.split('/')[0];
    }
    return ContractType;
}

$.GetTradeAmount = function() {
    return TradeAmount;
}

$.SaveCtx = function(ctx) {
    _G("_ctx", JSON.stringify(ctx));
    // reset depth
    _depth = null;
};

$.SetDepth = function(d) {
    _depth = d;
};

$.GetCtx = function(ctx) {
    let r = null;
    if (AutoRecover && !IsVirtual()) {
        let s = _G("_ctx");
        if (s) {
            r = JSON.parse(s);
            Log(_T("恢复状态信息成功..|Restore status success..."));
        } else {
            Log(_T("没有发现有需要恢复的状态信息|No status to restore"));
        }
    }
    return r;
}

$.GetMode = function() {
    return RunMode;
}

$.GetInterval = function() {
    if (typeof(LoopInterval) === 'undefined') {
        LoopInterval = 500;
    }
    return LoopInterval;
}

$.GetSettings = function() {
    return {
        maxBarLen: MaxCacheLen,
    }
}


function init() {
    if (typeof(SwitchBase) !== 'undefined' && SwitchBase) {
        BaseAddr = BaseAddr.replace(/\/$/, '')
        exchange.SetBase(BaseAddr);
        Log("切换其地址到", BaseAddr);
    }
    let eid = exchange.GetName();
    let recoverKey = eid+'/'+exchange.GetPeriod()+'/'+exchange.GetCurrency()+'/'+exchange.GetContractType();
    if (AutoRecover && (_G("ename") !== recoverKey)) {
        Log(_T("交易配置有变化, 禁用恢复模式|Exchange or symbol or period is changed, set recover mode to init"));
        AutoRecover = false;
    }
    if (!AutoRecover) {
        LogReset();
        LogProfitReset();
        Chart({}).reset();
        _G(null);
        Log(_T("已重置所有信息..|Reset Everything"));
    }
    _G("ename", recoverKey);
    
    if (eid == 'Futures_Futu' || eid == 'Futures_IB') {
        ContractType = StockType
    }

    if (UseProxy && typeof(ProxyAddr) === 'string' && ProxyAddr.indexOf('socks5') !== -1) {
        exchange.SetProxy(ProxyAddr);
        Log(_T("设置代理成功..|Set Proxy success"));
    }
    
    let isSetPrecision = false;
    if (AutoSetPrecision) {
        if (eid.indexOf("Futures_") == 0) {
            exchange.SetContractType(ContractType)
        }
        let markets = exchange.GetMarkets();
        let detail = markets[ContractType] || markets[exchange.GetCurrency()] || markets[exchange.GetCurrency() + '.' + ContractType]
        if (detail) {
            ZPrecision = detail.PricePrecision
            XPrecision = detail.AmountPrecision
            isSetPrecision = true;
            exchange.SetPrecision(ZPrecision, XPrecision);
            Log("Auto set ZPrecision: ", ZPrecision, "XPrecision:", XPrecision, detail)
        } else {
            Log("AutoSetPrecision failed")
        }
    }

    if (!isSetPrecision) {
        if (eid == 'Futures_BitMEX' && (ZPrecision != 1 || XPrecision != 8)) {
            ZPrecision = 1;
            XPrecision = 8;
            exchange.SetPrecision(ZPrecision, XPrecision);
            Log(_T("已经强制指定BitMEX精度|Force set bitmex precision success"));
        } else if (exchange.GetCurrency().indexOf("_BTC") !== -1) {
            ZPrecision = 8;
            XPrecision = 8;
            exchange.SetPrecision(ZPrecision, XPrecision);
            Log(_T("已经强制指定币币交易精度|Force set precision success"));
        } else if (isFuturesLaw(eid)) {
            XPrecision = 0;
            Log(_T("已经强制指定XPrecision, 交易精度为0|Force set precision success"));
        } else {
            if (!IsVirtual()) {
                Log("ZPrecision: ", ZPrecision, "XPrecision:", XPrecision)
            }
        }
    }

    if (HideError) {
        SetErrorFilter("not login|not ready|settlement|初始化|timeout|初始化|未就绪|Too Many");
    }
}

let gui = null;
let preSignalTime = _G("preSignalTime") || 0;
let _preHold = 0;
let _updateCount = 0;
$.UpdateStatus = function(scope) {
    _updateCount++;
    if (WXNotify) {
        if (scope.trade_ctx.preSignalObj && scope.trade_ctx.preSignalObj.time != preSignalTime) {
            preSignalTime = scope.trade_ctx.preSignalObj.time;
            _G("preSignalTime", preSignalTime);
            Log(_T("信号|Signal"), scope.trade_ctx.preSignalObj.action, (scope.trade_ctx.preSignalObj.action=='CLOSEOUT' ? '' : _T('数量|Lot') + ': ' + scope.trade_ctx.preSignalObj.lot), "@");
        }
    }

    let forceGUI = typeof(scope.gui) !== 'undefined' && scope.gui;
    if ((!IsVirtual()) || forceGUI) {
        if (!gui) {
            gui = NewGUI(scope.name + "_" + scope.symbol, exchange.GetPeriod());
        }
        gui.feed(scope.bar, scope.runtime);
    }
    if (!scope.canTrade) {
        return;
    }
    let trader = scope.env ? scope.env.trader : scope.ctx.trader;
    let tMarket = {
        type: 'table',
        title: _T('行情信息|Market'),
        cols: [_T('周期|Period'), _T('交易品种|Symbol'), _T('持仓量|Position'), _T('持仓价|AvgPrice'), _T('最新价|Close'), _T('上次信号|LastSignal'), _T('持仓后最高价|HighAfterOpen'), _T('持仓后最低价|LowAfterOpen'), _T('更新次数|UpdateCount'), _T('更新时间|Update')],
        rows: [
            [
                _D(scope.bar.Time),
                trader.GetTradeSymbol(),
                (scope.trade_ctx.bkVol > 0 ? _T('多 |Long ') + scope.trade_ctx.bkVol + '#0000ff' : (scope.trade_ctx.skVol > 0 ? _T('空 |Short ') + scope.trade_ctx.skVol + '#ff0000' : '--')),
                (scope.trade_ctx.bkVol > 0 ? scope.trade_ctx.bkPriceAv + '#0000ff' : (scope.trade_ctx.skVol > 0 ? scope.trade_ctx.skPriceAv + '#ff0000' : '--')),
                scope.bar.Close,
                scope.trade_ctx.preActionSignal,
                (scope.trade_ctx.bkVol > 0 ? scope.trade_ctx.bkHigh : (scope.trade_ctx.skVol > 0 ? scope.trade_ctx.skHigh : '--')),
                (scope.trade_ctx.bkVol > 0 ? scope.trade_ctx.bkLow : (scope.trade_ctx.skVol > 0 ? scope.trade_ctx.skLow : '--')),
                _updateCount,
                _D(),
            ],
        ]
    };

    let initAccount = trader.GetInitAccount();
    let account = trader.GetAccount();
    let quoteCurrency = exchange.GetQuoteCurrency();
    let isUBase = quoteCurrency == 'USDT' || quoteCurrency == 'BUSD' || quoteCurrency == 'USDC';
    let str_s = _T('初始|Init');
    let str_n = _T('当前|Current')+'#0000ff';
    let str_diff = _T('差异|Diff')+'#ff0000';
    let str_free = _T('可用的|Free');
    let str_frozen = _T('冻结的|Frozen');
    let str_update = _T('数据时间|Update');
    let str_label = exchange.GetLabel();
    let tAsset = {
        type: 'table',
        title: _T('资金信息|Asset'),
        cols: [str_label, str_free + quoteCurrency, str_frozen + quoteCurrency, str_update],
        rows: [
            [str_n, _N(account.Balance, ZPrecision), _N(account.FrozenBalance, ZPrecision), account.Time],
            [str_s, _N(initAccount.Balance, ZPrecision), _N(initAccount.FrozenBalance, ZPrecision), initAccount.Time],
            [str_diff, _N(account.Balance - initAccount.Balance, ZPrecision) + '#ff0000', _N(account.FrozenBalance - initAccount.FrozenBalance, ZPrecision), _D()]
        ]
    };

    if (!isFuturesLaw(exchange.GetName())) {
        let arr = exchange.GetCurrency().split('_');
        let stockName = arr[0];
        if (exchange.GetName().indexOf("Futures_") !== -1) {
            if (!isUBase) {
                tAsset.cols = [str_label, str_free + stockName, str_frozen + stockName, str_update];
                tAsset.rows = [
                    [str_n, _N(account.Stocks, XPrecision), _N(account.FrozenStocks, XPrecision), account.Time],
                    [str_s, _N(initAccount.Stocks, XPrecision), _N(initAccount.FrozenStocks, XPrecision), initAccount.Time],

                    [str_diff, _N(account.Stocks - initAccount.Stocks, XPrecision) + '#ff0000', _N(account.FrozenStocks - initAccount.FrozenStocks, XPrecision), _D()]

                ];
            }
        } else {
            tAsset.cols = [str_label, str_free + quoteCurrency, str_frozen + quoteCurrency, str_free + stockName, str_frozen + stockName, str_update];
            tAsset.rows = [
                [str_n, _N(account.Balance, ZPrecision), _N(account.FrozenBalance, ZPrecision), _N(account.Stocks, XPrecision), _N(account.FrozenStocks, XPrecision), account.Time],
                [str_s, _N(initAccount.Balance, ZPrecision), _N(initAccount.FrozenBalance, ZPrecision), _N(initAccount.Stocks, XPrecision), _N(initAccount.FrozenStocks, XPrecision), initAccount.Time],
                [str_diff, _N(account.Balance - initAccount.Balance, ZPrecision) + '#ff0000', _N(account.FrozenBalance - initAccount.FrozenBalance, ZPrecision),
                    _N(account.Stocks - initAccount.Stocks, XPrecision) + '#ff0000', _N(account.FrozenStocks - initAccount.FrozenStocks, XPrecision), _D()
                ]
            ];
        }
    }

    LogStatus('`' + JSON.stringify([tMarket, tAsset]) + '`');
    
    if (forceGUI || !IsVirtual()) {
        let profit = null;
        let preAccTime = _G("_accTime");
        let accTime = AccInterval == 0 ? new Date().getHours() : new Date().getDate();
        let nowHold = scope.trade_ctx.bkVol + scope.trade_ctx.skVol;
        let isCover = _preHold > 0 && nowHold == 0;
        _preHold = nowHold;
        if (isCover || (accTime != preAccTime)) {
            // Draw Profit
            if (exchange.GetName().indexOf("Futures") == -1) {
                // SPOT
                profit = _N((account.Balance + account.FrozenBalance - initAccount.Balance - initAccount.FrozenBalance) +
                    (account.Stocks + account.FrozenStocks - initAccount.Stocks - initAccount.FrozenStocks) * scope.bar.Close, ZPrecision);
            } else if (isFuturesLaw(exchange.GetName())) {
                // CTP
                if (IsVirtual()) {
                    if (scope.trade_ctx.bkVol == 0 && scope.trade_ctx.skVol == 0) {
                        profit = _N(account.Balance - initAccount.Balance, 2);
                    } else {
                        profit = null;
                    }
                } else {
                    profit = _N(account.Info.Balance - initAccount.Info.Balance, 2);
                }
            } else {
                if (scope.trade_ctx.bkVol == 0 && scope.trade_ctx.skVol == 0) {
                    if (isUBase) {
                        profit = _N(account.Balance - initAccount.Balance, 8);
                    } else {
                        profit = _N(account.Stocks - initAccount.Stocks, 8);
                    }
                } else {
                    profit = _N(scope.getMoney(true) - (isUBase ? (initAccount.Balance+initAccount.FrozenBalance) : (initAccount.Stocks+initAccount.FrozenStocks)), 8);
                }
            }
            if (profit != null) {
                let preProfit = _G('_profit');
                if (profit != preProfit) {
                    LogProfit(profit, (isCover ? account : '&'));
                    preAccTime = accTime;
                    _G('_profit', profit)
                    _G("_accTime", accTime);
                }
            }
        }
    }
};

function main() {
    let gui = NewGUI(exchange.GetName(), exchange.GetCurrency());
    _.each(exchange.GetRecords(), function(bar, idx) {
        gui.feed(bar, idx == 10 ? [[0, {action: 'BPK',line: 20,lot: 10}], [0, {action: 'SPK',line: 20,lot: 30}]] : []);
        gui.feed(bar, idx == 18 ? [[0, {action: 'BP',line: 20,lot: 10}], [0, {action: 'SP',line: 20,lot: 30}]] : []);
    });
}