委托單tremainqty函數(shù)有概率讀取不正確 [金字塔]
- 咨詢內(nèi)容：
后臺(tái)交易，版本3.1正式版代碼buyhold:=tbuyholdingex(ac,stklabel,1);sellhold:=tsellholdingex(ac,stklabel,1);wtb:=tremainqty(1,ac,stklabel);wtbp:=tremainqty(2,ac,stklabel);wts:=tremainqty(3,ac,stklabel);wtsp:=tremainqty(4,ac,stklabel);
最小時(shí)間間隔不斷輪詢2014-02-14 09:25:05.862 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:05.878 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:05.893 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:05.909 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:05.924 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:05.940 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:05.956 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:05.971 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:05.987 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.002 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.018 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.034 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.049 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.065 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.080 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.096 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.112 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.127 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.143 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.158 buyhold=0 sellhold=0 wtb=0 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.174 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.190 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.205 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.221 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.236 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.268 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.283 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.299 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.314 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.330 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.346 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.361 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=926002014-02-14 09:25:06.377 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600
問(wèn)題：在9:24:59下1手多單后，一直到9:25:06.143，多單尚未成交（委托多單——wtb顯示1），但9:25:06.158，在多單尚未成交的情況下，讀取到的委托多單（WTB）居然變成0了（紅色部分），導(dǎo)致我錯(cuò)誤的同步下單！據(jù)我觀察到，在下單后，每一新分鐘的第6或第7秒，就會(huì)出現(xiàn)讀取委托單不正常的情況。麻煩詳細(xì)檢查tremainqty函數(shù)
附帶交易記錄：2014-02-14 09:24:5913900XXX : IF1402 - 已報(bào)單 1 價(jià)格:2276.8 開 買
2014-02-14 09:25:0613900XXX : IF1402 - 已報(bào)單 1 價(jià)格:2276.8 開 買
2014-02-14 09:25:4403800XXX : IF1402 - 已報(bào)單 3 價(jià)格:2276.8 開 買此記錄證明在9:24：59~9：25：44期間沒(méi)有做任何撤單動(dòng)作，也沒(méi)有任何單子成交，本人也沒(méi)做任何手工交易，均為全自動(dòng)。 - 金字塔客服：
您好,對(duì)應(yīng)在取得未成交單前面加個(gè)TACCOUNT( 2)判斷下賬戶是否連接正常
如果賬戶連接異常取值會(huì)存在問(wèn)題
- 用戶回復(fù)：
已經(jīng)在下單前加了If taccount2(2,ac)<>1 then exit;
但其依然在09:25:06根據(jù)委托倉(cāng)位進(jìn)行倉(cāng)位調(diào)整，說(shuō)明讀取時(shí)候賬戶處于正常狀態(tài)的~ - 網(wǎng)友回復(fù)：
前面加個(gè)變量輸出TACCOUNT( 2)的值,如果對(duì)應(yīng)為255,說(shuō)明賬戶連接異常
buyhold:=tbuyholdingex(ac,stklabel,1); sellhold:=tsellholdingex(ac,stklabel,1); a:TACCOUNT( 2); wtb:=tremainqty(1,ac,stklabel); wtbp:=tremainqty(2,ac,stklabel); wts:=tremainqty(3,ac,stklabel); wtsp:=tremainqty(4,ac,stklabel); 用DEBUGFILE輸出A值
有思路，想編寫各種指標(biāo)公式，程序化交易模型，選股公式，預(yù)警公式的朋友
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