6.24 diperbarui, memperbaiki empat jenis waktu malam, termasuk waktu malam Sabtu pagi sebagai waktu perdagangan Fungsi daftar harga terendah dan daftar harga terbatas ditambahkan untuk memudahkan pembayaran berdasarkan versi asli Zero. Tambah fungsi untuk menentukan apakah saat ini adalah waktu perdagangan, sementara memberikan kemampuan untuk menyesuaikan hari libur
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());
}
Angka-AngkaSaat malam hari, ada masalah dalam menilai: varietas yang dapat diperdagangkan pada hari Sabtu pagi, varietas yang berakhir pada pukul 23:30 di Dongguan, varietas yang berakhir pada pukul 2:30 di Shanghai.
edwardgywBaiklah.
Angka-AngkaSaat ini, mereka masih berada di luar kota. Dia mengatakan, "Saya tidak tahu apa yang terjadi". Varietas yang terjual setelah jam 0:00 malam dapat diperdagangkan pada hari Sabtu pagi.
edwardgywJadi, apa jenis-jenis nightstand yang ada, dan di mana mereka bisa ditemukan atau lebih tepatnya, saya menambahkannya.