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OS
结构体
内置变量

获取当前设置的交易对、合约代码对应的Ticker结构,即行情数据。GetTicker()函数是交易所对象exchange的成员函数,exchange对象的成员函数(方法)的用途仅与exchange相关,后续文档不再赘述。

exchange.GetTicker()
exchange.GetTicker(symbol)

示例

测试exchange.GetTicker()函数:

javascript
function main(){ // 鉴于测试代码,不使用商品期货策略一般架构,这里仅判断exchange.IO("status")函数,判断连接期货公司前置机成功后立即执行测试代码。股票证券无需使用exchange.IO("status")判断连接状态 while(!exchange.IO("status")) { Sleep(1000) } Log(exchange.SetContractType("rb888")) var ticker = exchange.GetTicker() Log("Symbol:", ticker.Symbol, "High:", ticker.High, "Low:", ticker.Low, "Sell:", ticker.Sell, "Buy:", ticker.Buy, "Last:", ticker.Last, "Open:", ticker.Open, "Volume:", ticker.Volume) }
python
def main(): while not exchange.IO("status"): Sleep(1000) Log(exchange.SetContractType("rb888")) ticker = exchange.GetTicker() Log("Symbol:", ticker["Symbol"], "High:", ticker["High"], "Low:", ticker["Low"], "Sell:", ticker["Sell"], "Buy:", ticker["Buy"], "Last:", ticker["Last"], "Open:", ticker.Open, "Volume:", ticker["Volume"])
c++
void main() { while(exchange.IO("status") == 0) { Sleep(1000); } Log(exchange.SetContractType("rb888")); auto ticker = exchange.GetTicker(); Log("Symbol:", ticker.Symbol, "High:", ticker.High, "Low:", ticker.Low, "Sell:", ticker.Sell, "Buy:", ticker.Buy, "Last:", ticker.Last, "Open:", ticker.Open, "Volume:", ticker.Volume); }

返回值

类型描述

Ticker / 空值

exchange.GetTicker()函数请求数据成功时返回Ticker结构,请求数据失败时返回空值。

参数

名称类型必填描述

symbol

string

参数symbol用于指定请求的Ticker数据对应的合约代码。不传该参数时,默认请求当前设置的合约代码的行情数据。

参考

备注

回测系统中exchange.GetTicker()函数返回的Ticker数据,其中HighLow为模拟值,取自当时盘口的卖一、买一。

商品期货策略实盘中如果没有行情推送过来时,exchange.GetTicker()函数会阻塞,等待行情推送。exchange.GetDepth()exchange.GetTrades()exchange.GetRecords()同理。如果不希望阻塞可以使用切换行情模式:

  • exchange.IO("mode", 0)
    立即返回模式,如果当前还没有接收到交易所最新的行情数据推送,就立即返回旧的行情数据,如果有新的数据就返回新的数据。
  • exchange.IO("mode", 1)
    缓存模式(默认模式),如果当前还没有收到交易所最新的行情数据(与上一次接口获取的数据比较),就等待接收然后再返回,如果调用该函数之前收到了最新的行情数据,就立即返回最新的数据。
  • exchange.IO("mode", 2)
    强制更新模式,进入等待状态直到接收到交易所下一次的最新推送数据后返回。

实盘交易时(非回测模式),exchange.GetTicker()函数返回值中的Info属性存储了接口调用时返回的原始数据。

  • 商品期货
    返回商品期货CTP协议/易盛协议接口的应答数据,以CTP协议为例:
    json
    { "BidPrice4": 1.7976931348623157e+308, "AskVolume4": 0, "AskVolume5": 0, "Turnover": 26229625880, "OpenInterest": 1364847, // 持仓量 "ClosePrice": 1.7976931348623157e+308, "LowerLimitPrice": 3473, "BidPrice3": 1.7976931348623157e+308, "ExchangeID": "", "BidPrice2": 1.7976931348623157e+308, "BidPrice5": 1.7976931348623157e+308, "AveragePrice": 37323.89130239898, "BidVolume4": 0, "BidVolume5": 0, "ExchangeInstID": "", "LowestPrice": 3715, "Volume": 702757, "BidVolume3": 0, "AskPrice3": 1.7976931348623157e+308, "AskVolume3": 0, "ActionDay": "20200714", "PreClosePrice": 3739, "SettlementPrice": 1.7976931348623157e+308, "UpdateTime": "13:40:01", "BidPrice1": 3727, "AskPrice2": 1.7976931348623157e+308, "UpperLimitPrice": 3996, "CurrDelta": 1.7976931348623157e+308, "UpdateMillisec": 500, "AskVolume1": 154, "BidVolume2": 0, "PreOpenInterest": 1372843, "PreDelta": 0, "AskPrice1": 3728, "AskVolume2": 0, "TradingDay": "20200714", "InstrumentID": "rb2010", "LastPrice": 3727, "HighestPrice": 3749, "BidVolume1": 444, "PreSettlementPrice": 3735, "OpenPrice": 3740, "AskPrice4": 1.7976931348623157e+308, "AskPrice5": 1.7976931348623157e+308 }