知乎专栏 文章： via. https://zhuanlan.zhihu.com/p/30880706
// 商品期货 测试 程序
/*
1、 行情部分测试
2、 交易 测试
3、 交互界面
*/
// var _Interval = 500
// var _StrContractType = "rb1801"
//
var CONNECTED = 1
var NOTCONNECTED = 2
var _TableObj = {
type : "table",
title : "test",
cols : ["value"],
rows : [],
}
var _templeteObj = null
// var _isFirst = true
var _chart = null // 配置对象 ，并非控制对象
var _chartObj = null
var _LogStatusMessage = ""
function E(obj) {
if(!obj){
return obj
}
var cloneObj = function(obj) { // 深拷贝 对象函数
var str, newobj = obj.constructor === Array ? [] : {};
if (typeof obj !== 'object') {
return;
} else if (JSON) {
str = JSON.stringify(obj); //系列化对象
newobj = JSON.parse(str); //还原
} else {
for (var i in obj) {
newobj[i] = typeof obj[i] === 'object' ?
cloneObj(obj[i]) : obj[i];
}
}
return newobj;
}
if(obj && typeof(obj) == "object" && typeof(obj.Info) !== "undefined"){
var newObj = cloneObj(obj)
delete newObj.Info
return newObj
}else if(typeof(obj.length) == "number"){
///*
var newArray = []
for(var n = 0; n < obj.length; n++){
newArray.push(E(obj[n]))
}
return newArray
//*/
/*
var newObj = cloneObj(obj)
delete newObj.Info
return newObj
*/
}else{
// Log(obj, "is not object or not have attribute 'Info'")
return obj
}
}
function onTick(symbol){
if(!$.IsTrading(symbol)){
_LogStatusMessage = symbol + " 不在交易时间段内！" + "#FF0000"
return
}else{
_LogStatusMessage = symbol + " 在交易时间段！"
}
var contractTypeInfo = exchange.SetContractType(symbol)
if(!contractTypeInfo){
return
}
var account = exchange.GetAccount()
var ticker = exchange.GetTicker()
var records = exchange.GetRecords()
var depth = exchange.GetDepth()
if(!account || !ticker || !depth || !records || records.length < 2){
return
}
_TableObj.rows = [] // 每次清空
_TableObj.rows.push([JSON.stringify(E(contractTypeInfo))])
_TableObj.rows.push([JSON.stringify(E(account))])
_TableObj.rows.push([JSON.stringify(E(ticker))])
_TableObj.rows.push([JSON.stringify(E(records[records.length - 1])) + JSON.stringify(E(records[records.length - 2])) + " records.length : " + records.length])
_TableObj.rows.push([JSON.stringify(E(depth.Asks[0])) + JSON.stringify(E(depth.Bids[0])) + "Asks`s length is:" + depth.Asks.length + "Bids`s length is:" + depth.Bids.length])
_chartObj = $.PlotRecords(records, "K线")
/*
if(_isFirst){
_chart.reset()
_isFirst = false
}
*/
}
function Custom_GetPositons(symbol){
var positions = exchange.GetPosition()
if(!positions){
Log("Custom_GetPositons failed", positions)
}
if(typeof(symbol) != "undefined"){
Log("PD_LONG:", E(_templeteObj.GetPosition(symbol, PD_LONG, positions)))
Log("PD_SHORT:", E(_templeteObj.GetPosition(symbol, PD_SHORT, positions)))
Log("positions:", E(positions))
}else{
Log("positions:", E(positions))
}
}
function Custom_Buy(symbol, amount){
// exchange.SetDirection("buy")
if(!$.IsTrading(symbol)){
Log(symbol, " 不在交易时间段内，禁止下单！")
return
}
var tradeInfo = _templeteObj.OpenLong(symbol, amount)
Log(tradeInfo)
}
function Custom_Pending_Buy(diffPrice, amount, direction){
if(!$.IsTrading(_StrContractType)){
Log(_StrContractType, " 不在交易时间段内，禁止下单！")
return
}
exchange.SetContractType(_StrContractType)
var ticker = _C(exchange.GetTicker)
exchange.SetDirection(direction)
var id = exchange.Buy(ticker.Last - diffPrice, amount)
Log("id:", id)
}
function Custom_Pending_Sell(diffPrice, amount, direction){
if(!$.IsTrading(_StrContractType)){
Log(_StrContractType, " 不在交易时间段内，禁止下单！")
return
}
exchange.SetContractType(_StrContractType)
var ticker = _C(exchange.GetTicker)
exchange.SetDirection(direction)
var id = exchange.Sell(ticker.Last + diffPrice, amount)
Log("id:", id)
}
function Custom_Sell(symbol, amount){
// exchange.SetDirection("sell")
if(!$.IsTrading(symbol)){
Log(symbol, " 不在交易时间段内，禁止下单！")
return
}
var tradeInfo = _templeteObj.OpenShort(symbol, amount)
Log(tradeInfo)
}
function Custom_Cover(symbol, amount){
if(!$.IsTrading(symbol)){
Log(symbol, " 不在交易时间段内，禁止下单！")
return
}
_templeteObj.Cover(symbol, amount)
}
function ChangeContractType(symbol){
_StrContractType = symbol
Log("测试 合约更改为：", _StrContractType)
Log("清空图表！", "#FF0000")
if(_chartObj){
_chartObj.reset()
$.SetPreBarTime(0)
}
}
function Custom_GetPendingOrders(symbol){
var orders = _C(exchange.GetOrders)
if(orders.length == 0){
Log(E(orders))
}
for(var i = 0 ; i < orders.length ; i++){
if(typeof(symbol) == "undefined"){
Log(E(orders[i]))
}else{
if(symbol == orders[i].ContractType){
Log(E(orders[i]))
}else if(i == orders.length - 1){
Log(E(orders))
}
}
}
}
function Custom_GetOrder(symbol, id){
_C(exchange.SetContractType, symbol)
var order = exchange.GetOrder(id)
if(!order){
Log("GetOrder failed, the order is", order)
return false
}else{
Log(E(order))
}
}
function Custom_CancelOrder(symbol, id){
Log("取消的订单 id 是：", symbol, id)
if(typeof(id) == "undefined"){
id = symbol
symbol = _StrContractType
}
if(!$.IsTrading(symbol)){
Log(symbol, " 不在交易时间段内，禁止下单！")
return
}
exchange.CancelOrder(id) // CancelOrder(orderId)
}
function main(){
LogReset()
Log("启动！")
_chart = $.GetCfg()
Chart(_chart).reset()
SetErrorFilter("login");
var connectState = null
_templeteObj = $.NewPositionManager()
while(true){
if(exchange.IO("status")){
onTick(_StrContractType)
connectState = CONNECTED
}else{
connectState = NOTCONNECTED
}
var cmd = GetCommand()
if(cmd){
Log("接收到命令：", cmd, "#0000FF")
var array_cmd = cmd.split(':')
if(array_cmd.length > 2){
for(var idx = 2; idx < array_cmd.length; idx++){
array_cmd[1] += (':' + array_cmd[idx])
}
array_cmd = [array_cmd[0], array_cmd[1]] // 重新赋值
}
if(array_cmd.length == 1){ // button
switch(array_cmd[0]){
case "GET_PNEDING" :
Custom_GetPendingOrders(_StrContractType)
break
case "GET_ALL_POSITION" :
Custom_GetPositons()
break
default :
Log("unknow command:" + array_cmd, "#FF0000")
}
}else if(array_cmd.length == 2){ // other
switch(array_cmd[0]){
case "OPEN_LONG" :
var amount = parseInt(array_cmd[1])
Custom_Buy(_StrContractType, amount)
break
case "OPEN_SHORT":
var amount = parseInt(array_cmd[1])
Custom_Sell(_StrContractType, amount)
break
case "COVER" :
var amount = parseInt(array_cmd[1])
Custom_Cover(_StrContractType, amount)
break
case "GET_ORDER" :
Custom_GetOrder(_StrContractType, array_cmd[1])
break
case "GET_POSITION" :
if(array_cmd[1] == "空"){
Custom_GetPositons(_StrContractType)
}else{
Custom_GetPositons(array_cmd[1])
}
break
case "changeSymbol" :
ChangeContractType(array_cmd[1])
break
case "CANCEL_ORDER" :
// Log("CANCEL_ORDER:", array_cmd)
Custom_CancelOrder(array_cmd[1])
break
case "JS_CODE" :
var js = cmd.split(':', 2)[1]; // 分割 返回的消息 字符串， 限制返回2个， 把索引为1的 元素 赋值给 名为js 的变量
Log("执行调试代码:", js); // 输出 执行的代码
try { // 异常检测
eval(js); // 执行 eval函数， 该函数执行传入的参数（代码）。
} catch(e) { // 抛出异常
Log("Exception", e); // 输出错误信息
}
break
default :
Log("unknow command:" + array_cmd, "#FF0000")
}
}
}
var strConnectState = connectState == CONNECTED ? "已经连接！" : "未连接！"
LogStatus(_D(), strConnectState, _LogStatusMessage, '\n`' + JSON.stringify(_TableObj) + '`' + '\n' +
'Custom_CancelOrder("", "") // symbol, id' + '\n' +
'Custom_Pending_Buy( , , "") // diffPrice, amount, direction' + '\n' +
'Custom_Pending_Sell( , , "") // diffPrice, amount, direction' + '\n' )
Sleep(_Interval)
}
}