如有问题欢迎留言。
// 参数 /* var MinAmount = 1 var SlidePrice = 5 var Interval = 500 */ function GetPosition(e, contractType, direction) { e.SetContractType(contractType) var positions = _C(e.GetPosition); for (var i = 0; i < positions.length; i++) { if (positions[i].ContractType == contractType && positions[i].Type == direction) { return positions[i] } } return null } function Open(e, contractType, direction, opAmount) { var initPosition = GetPosition(e, contractType, direction); var isFirst = true; var initAmount = initPosition ? initPosition.Amount : 0; var nowPosition = initPosition; var directBreak = false var preNeedOpen = 0 var timeoutCount = 0 while (true) { var ticker = _C(e.GetTicker) var needOpen = opAmount; if (isFirst) { isFirst = false; } else { nowPosition = GetPosition(e, contractType, direction); if (nowPosition) { needOpen = opAmount - (nowPosition.Amount - initAmount); } // 检测directBreak 并且持仓未变的情况 if (preNeedOpen == needOpen && directBreak) { Log("疑似仓位数据延迟,等待30秒", "#FF0000") Sleep(30000) nowPosition = GetPosition(e, contractType, direction); if (nowPosition) { needOpen = opAmount - (nowPosition.Amount - initAmount); } /* timeoutCount++ if (timeoutCount > 10) { Log("连续10次疑似仓位延迟,下单失败!", "#FF0000") break } */ } else { timeoutCount = 0 } } if (needOpen < MinAmount) { break; } var amount = needOpen; preNeedOpen = needOpen e.SetDirection(direction == PD_LONG ? "buy" : "sell"); var orderId; if (direction == PD_LONG) { orderId = e.Buy(ticker.Sell + SlidePrice, amount, "开多仓", contractType, ticker); } else { orderId = e.Sell(ticker.Buy - SlidePrice, amount, "开空仓", contractType, ticker); } directBreak = false var n = 0 while (true) { Sleep(Interval); var orders = _C(e.GetOrders); if (orders.length == 0) { if (n == 0) { directBreak = true } break; } for (var j = 0; j < orders.length; j++) { e.CancelOrder(orders[j].Id); if (j < (orders.length - 1)) { Sleep(Interval); } } n++ } } var ret = { price: 0, amount: 0, position: nowPosition }; if (!nowPosition) { return ret; } if (!initPosition) { ret.price = nowPosition.Price; ret.amount = nowPosition.Amount; } else { ret.amount = nowPosition.Amount - initPosition.Amount; ret.price = _N(((nowPosition.Price * nowPosition.Amount) - (initPosition.Price * initPosition.Amount)) / ret.amount); } return ret; } function Cover(e, contractType, opAmount, direction) { var initPosition = null; var position = null; var isFirst = true; while (true) { 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); } } } position = GetPosition(e, contractType, direction) if (!position) { break } if (isFirst == true) { initPosition = position; opAmount = Math.min(opAmount, initPosition.Amount) isFirst = false; } var amount = opAmount - (initPosition.Amount - position.Amount) if (amount <= 0) { break } var ticker = _C(e.GetTicker) if (position.Type == PD_LONG) { e.SetDirection("closebuy"); e.Sell(ticker.Buy - SlidePrice, amount, "平多仓", contractType, ticker); } else if (position.Type == PD_SHORT) { e.SetDirection("closesell"); e.Buy(ticker.Sell + SlidePrice, amount, "平空仓", contractType, ticker); } Sleep(Interval) } return position } $.OpenLong = function(e, contractType, amount) { if (typeof(e) == "string") { amount = contractType contractType = e e = exchange } return Open(e, contractType, PD_LONG, amount); } $.OpenShort = function(e, contractType, amount) { if (typeof(e) == "string") { amount = contractType contractType = e e = exchange } return Open(e, contractType, PD_SHORT, amount); }; $.CoverLong = function(e, contractType, amount) { if (typeof(e) == "string") { amount = contractType contractType = e e = exchange } return Cover(e, contractType, amount, PD_LONG); }; $.CoverShort = function(e, contractType, amount) { if (typeof(e) == "string") { amount = contractType contractType = e e = exchange } return Cover(e, contractType, amount, PD_SHORT); }; function main() { Log(exchange.GetPosition()) var info = $.OpenLong(exchange, "quarter", 100) Log(info, "#FF0000") Log(exchange.GetPosition()) info = $.CoverLong(exchange, "quarter", 30) Log(exchange.GetPosition()) Log(info, "#FF0000") info = $.CoverLong(exchange, "quarter", 80) Log(exchange.GetPosition()) Log(info, "#FF0000") }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6