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时间高频
Author:
量价时空, Date: 2020-07-22 17:41:18
Tags:
C++
void main() {
Sleep(10000);
Log(exchange.GetAccount());
while (1) {
if (exchange.IO("status") == 1) {
exchange.SetContractType(Symbol);
auto r1 = exchange.GetRecords(h);
auto macd = TA.MACD(r1);
auto slow = macd[0][macd[0].size() - 1];
auto fast = macd[1][macd[1].size() - 1];
auto r = exchange.GetRecords(w);
auto b=r[r.size()-1].High - r[r.size()-1].Low;
auto ticker = exchange.GetTicker();
auto position = exchange.GetPosition();
auto orders = exchange.GetOrders();
if (position.size() > 0 && !(orders.size() > 0)) {
if (!position[0].Type ) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy_today");
exchange.Sell(ticker.Buy - 1000, 1);
Sleep(500);
}
if (position[0].Type) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell_today");
exchange.Buy(ticker.Buy + 1000, 1);
Sleep(500);
}
} else if (!(orders.size() > 0)) {
auto position1 = exchange.GetPosition();
if(!(position1.size() > 0)){
if (b<0 && fast < slow) {//
exchange.SetContractType(Symbol);
exchange.SetDirection("sell");
exchange.Sell(ticker.Sell - 1000, 1);
Sleep(1000*j);
continue;
} else if ( b>0 && fast > slow ) {
exchange.SetContractType(Symbol);
exchange.SetDirection("buy");
exchange.Buy(ticker.Buy + 1000, 1);
Sleep(1000*j);
continue;
}
} }
} else {
LogStatus(_D(), "未连接CTP !");
Sleep(1000);
}
}
}
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6