我用后臺(tái)程序化交易，昨天在淀粉上出現(xiàn)了莫名其妙的情況。我在后臺(tái)程序化的代碼中用debugfile來(lái)記錄各個(gè)變量的值，然后昨天記錄到下面貼出來(lái)的情況。其中1c，2c，3c表示的是倉(cāng)量，由于我的策略中使用不同參數(shù)對(duì)同一品種交易，就用這些全局變量來(lái)記錄每組參數(shù)對(duì)應(yīng)的倉(cāng)量。對(duì)應(yīng)的，1p是第一組倉(cāng)位的平倉(cāng)價(jià)格，以此類(lèi)推。記錄中可以看到，昨天半夜23：32左右，莫名其妙有交易信號(hào)，持續(xù)了兩秒鐘，然后平倉(cāng)價(jià)格就被莫名其妙的改變了，結(jié)果早上09：00一開(kāi)盤(pán)系統(tǒng)就直接平倉(cāng)了。請(qǐng)問(wèn)這是什么情況？如何可以避免這樣的情況？

2016-10-24 14:59:58.000    開(kāi)始1c=12
2016-10-24 14:59:58.001    開(kāi)始2c=12
2016-10-24 14:59:58.001    開(kāi)始3c=12
2016-10-24 14:59:58.001    tsell前1p=1742
2016-10-24 14:59:58.002    tsell后1c=12
2016-10-24 14:59:58.002    tsell前2p=1711
2016-10-24 14:59:58.003    tsell后2c=12
2016-10-24 14:59:58.003    tsell前3p=1761
2016-10-24 14:59:58.003    tsell后3c=12
2016-10-24 14:59:58.004    dianfen運(yùn)行結(jié)束
2016-10-24 14:59:58.496    開(kāi)始1c=12
2016-10-24 14:59:58.496    開(kāi)始2c=12
2016-10-24 14:59:58.497    開(kāi)始3c=12
2016-10-24 14:59:58.497    tsell前1p=1742
2016-10-24 14:59:58.497    tsell后1c=12
2016-10-24 14:59:58.497    tsell前2p=1711
2016-10-24 14:59:58.498    tsell后2c=12
2016-10-24 14:59:58.498    tsell前3p=1761
2016-10-24 14:59:58.498    tsell后3c=12
2016-10-24 14:59:58.498    dianfen運(yùn)行結(jié)束
2016-10-24 14:59:58.975    開(kāi)始1c=12
2016-10-24 14:59:58.975    開(kāi)始2c=12
2016-10-24 14:59:58.975    開(kāi)始3c=12
2016-10-24 14:59:58.975    tsell前1p=1742
2016-10-24 14:59:58.975    tsell后1c=12
2016-10-24 14:59:58.975    tsell前2p=1711
2016-10-24 14:59:58.975    tsell后2c=12
2016-10-24 14:59:58.975    tsell前3p=1761
2016-10-24 14:59:58.975    tsell后3c=12
2016-10-24 14:59:58.975    dianfen運(yùn)行結(jié)束
2016-10-24 14:59:59.493    開(kāi)始1c=12
2016-10-24 14:59:59.494    開(kāi)始2c=12
2016-10-24 14:59:59.494    開(kāi)始3c=12
2016-10-24 14:59:59.494    tsell前1p=1742
2016-10-24 14:59:59.495    tsell后1c=12
2016-10-24 14:59:59.495    tsell前2p=1711
2016-10-24 14:59:59.496    tsell后2c=12
2016-10-24 14:59:59.496    tsell前3p=1761
2016-10-24 14:59:59.497    tsell后3c=12
2016-10-24 14:59:59.497    dianfen運(yùn)行結(jié)束
2016-10-24 14:59:59.980    開(kāi)始1c=12
2016-10-24 14:59:59.980    開(kāi)始2c=12
2016-10-24 14:59:59.981    開(kāi)始3c=12
2016-10-24 14:59:59.981    tsell前1p=1742
2016-10-24 14:59:59.981    tsell后1c=12
2016-10-24 14:59:59.981    tsell前2p=1711
2016-10-24 14:59:59.982    tsell后2c=12
2016-10-24 14:59:59.982    tsell前3p=1761
2016-10-24 14:59:59.983    tsell后3c=12
2016-10-24 14:59:59.983    dianfen運(yùn)行結(jié)束
2016-10-24 23:32:33.981    開(kāi)始1c=12
2016-10-24 23:32:33.981    開(kāi)始2c=12
2016-10-24 23:32:33.981    開(kāi)始3c=12
2016-10-24 23:32:33.982    tsell前1p=5663
2016-10-24 23:32:33.983    tsell后1c=12
2016-10-24 23:32:33.984    tsell前2p=5525
2016-10-24 23:32:33.985    tsell后2c=12
2016-10-24 23:32:33.986    tsell前3p=5388
2016-10-24 23:32:33.987    tsell后3c=12
2016-10-24 23:32:33.987    dianfen運(yùn)行結(jié)束
2016-10-24 23:32:35.875    開(kāi)始1c=12
2016-10-24 23:32:35.875    開(kāi)始2c=12
2016-10-24 23:32:35.876    開(kāi)始3c=12
2016-10-24 23:32:35.877    tsell前1p=5663
2016-10-24 23:32:35.877    tsell后1c=12
2016-10-24 23:32:35.878    tsell前2p=5525
2016-10-24 23:32:35.879    tsell后2c=12
2016-10-24 23:32:35.880    tsell前3p=5388
2016-10-24 23:32:35.880    tsell后3c=12
2016-10-24 23:32:35.881    dianfen運(yùn)行結(jié)束
2016-10-25 09:00:10.864    開(kāi)始1c=12
2016-10-25 09:00:10.865    開(kāi)始2c=12
2016-10-25 09:00:10.865    開(kāi)始3c=12
2016-10-25 09:00:10.866    tsell前1p=5916
2016-10-25 09:00:10.867    tsell后1c=0
2016-10-25 09:00:10.868    tbuy后1c=0
2016-10-25 09:00:10.868    tbuy后1p=0
2016-10-25 09:00:10.869    tbuyshort后1c=0
2016-10-25 09:00:10.869    tbuyshort后1p=0
2016-10-25 09:00:10.870    tsell前2p=5879
2016-10-25 09:00:10.871    tsell后2c=0
2016-10-25 09:00:10.872    tbuy后2c=0
2016-10-25 09:00:10.872    tbuy后2p=0
2016-10-25 09:00:10.872    tbuyshort后2c=0
2016-10-25 09:00:10.873    tbuyshort后2p=0
2016-10-25 09:00:10.873    tsell前3p=5842
2016-10-25 09:00:10.875    tsell后3c=0
2016-10-25 09:00:10.875    tbuy后3c=0
2016-10-25 09:00:10.875    tbuy后3p=0
2016-10-25 09:00:10.876    tbuyshort后3c=0
2016-10-25 09:00:10.876    tbuyshort后3p=0
2016-10-25 09:00:10.876    dianfen運(yùn)行結(jié)束
2016-10-25 09:00:11.360    開(kāi)始1c=0
2016-10-25 09:00:11.360    開(kāi)始2c=0
2016-10-25 09:00:11.361    開(kāi)始3c=0
2016-10-25 09:00:11.361    tbuy后1c=0
2016-10-25 09:00:11.361    tbuy后1p=0
2016-10-25 09:00:11.362    tbuyshort后1c=0
2016-10-25 09:00:11.362    tbuyshort后1p=0
2016-10-25 09:00:11.362    tbuy后2c=0
2016-10-25 09:00:11.362    tbuy后2p=0
2016-10-25 09:00:11.363    tbuyshort后2c=0
2016-10-25 09:00:11.363    tbuyshort后2p=0
2016-10-25 09:00:11.364    tbuy后3c=0
2016-10-25 09:00:11.364    tbuy后3p=0
2016-10-25 09:00:11.364    tbuyshort后3c=0
2016-10-25 09:00:11.365    tbuyshort后3p=0
2016-10-25 09:00:11.365    dianfen運(yùn)行結(jié)束

是不是用了不間斷監(jiān)控，在后臺(tái)設(shè)置界面這樣即使沒(méi)有行情也會(huì)刷新公式的

交易-下單設(shè)置-程序化交易

只在交易時(shí)段進(jìn)行程序化，這邊的勾勾上

另外你這么頻繁掃描有意義嗎？行情都沒(méi)有這么快速你相當(dāng)于在100這個(gè)價(jià)格上來(lái)回反復(fù)沒(méi)有知己作用的