只支持两个交易所, 可自定义差价的类型, 支持2.77托管者的自定义图表功能
var __lastDiff = 0; var __AType = ["Last", "Buy", "Sell"][AType]; var __BType = ["Last", "Buy", "Sell"][BType]; function _N(v, precision) { if (typeof(precision) != 'number') { precision = 4; } var d = parseFloat(v.toFixed(Math.max(10, precision + 5))); s = d.toString().split("."); if (s.length < 2 || s[1].length <= precision) { return d; } var b = Math.pow(10, precision); return Math.floor(d * b) / b; } function EnsureCall(method) { var r; while (!(r = method.apply(this, Array.prototype.slice.call(arguments).slice(1)))) { Sleep(Interval); } return r; } function onTick() { var a = EnsureCall(exchange.SetContractType, AInstrument); var tickerA = EnsureCall(exchange.GetTicker); var b = EnsureCall(exchange.SetContractType, BInstrument); var tickerB = EnsureCall(exchange.GetTicker); var diff = _N(tickerA[__AType] - tickerB[__BType]); LogStatus(a.InstrumentName, _N(tickerA[__AType]), b.InstrumentName, _N(tickerB[__BType]), "差价:", diff); if (__lastDiff != 0) { if (Math.abs(Math.abs(diff) - Math.abs(__lastDiff)) > 200) { return; } } if (diff != __lastDiff) { // add添加数据到series, 参数格式为[series序号, 数据]; __chart.add([0, [new Date().getTime(), diff]]); __lastDiff = diff; } } function main() { if (exchange.GetName().indexOf("Futures_CTP") == -1) { throw "只支持传统期货(CTP)"; } SetErrorFilter("login|ready|流控|连接失败|Timeout"); // 传给Chart函数的必须是一个与上下文无关的结构体(附合HighStocks规则, 详情参数HighStocks使用方法) __chart = Chart({ tooltip: { xDateFormat: '%Y-%m-%d %H:%M:%S, %A' }, title: { text: '差价分析图' }, rangeSelector: { buttons: [{ type: 'hour', count: 1, text: '1h' }, { type: 'hour', count: 3, text: '3h' }, { type: 'hour', count: 8, text: '8h' }, { type: 'all', text: 'All' }], selected: 0, inputEnabled: false }, xAxis: { type: 'datetime' }, yAxis: { plotLines: [{ value: NormalDiff, color: 'green', dashStyle: 'shortdash', width: 1, }, { value: HighDiff, color: 'red', dashStyle: 'shortdash', width: 1, }, { value: -NormalDiff, color: 'green', dashStyle: 'shortdash', width: 1, }, { value: -HighDiff, color: 'red', dashStyle: 'shortdash', width: 1, }] }, series: [{ name: '价差', data: [], tooltip: { valueDecimals: 2 } }] }); // reset 清空所有图表之前的信息 // __chart.reset(); var a = EnsureCall(exchange.SetContractType, AInstrument); var b = EnsureCall(exchange.SetContractType, BInstrument); Log(a.InstrumentName + "." + __AType, "-", b.InstrumentName + "." + __BType, '差价做为收益显示到图表'); TickInterval = Math.max(TickInterval, 50); Interval = Math.max(Interval, 50); while (true) { onTick(); Sleep(TickInterval); } }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6