def mp():
positions = exchange.Getposition()
if len(positions) == 0:
return 0
for i in range(len(positions)):
if (positions[i]['Type'] == PD_LONG) or (positions[i]['Type'] == PD_LONG_YD):
return 1
elif (positions[i]['Type'] == PD_SHORT) or (positions[i]['Type'] == PD_SHORT_YD):
return -1
def main():
exchange.SetContractType("MA109")
while True:
records=exchange.GetRecords()
if len(records) < 50: continue
close = records[len(records) - 1].close
positions = mp()
upper = TA.Highest(records, 50, 'High')
lower = TA.Lowest(records, 50, 'Low')
middle = (upper + lower)/ 2
obj = ext.NewPositionManager()
if positions > 0 and close < middle:
obj.CoverAll()
if positions < 0 and close > middle:
obj.CoverAll()
if positions == 0:
if close > upper:
obj.0penlong("MA109",1)
elif close < lower:
obj.0penshort("MA109",1)