商品期货交易类库(增加下限价单功能)

Tool

Commodity-futures

Template

Created: 2016-04-25 10:50:58

Last modified: 10 years ago

Copy: 72

edwardgyw

Followers

6.24更新，完善了4种夜盘时间类型，周六凌晨的夜盘时间计入交易时段
在原zero提供版本基础上，增加了下限价单和平限价单的功能，方便埋单
增加了判断当前是否是交易时段的功能，同时提供自定义节假日的功能

Source

JavaScript

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;

Strategy parameters