获取当前设置的交易对、合约代码对应的{@struct/Trade Trade}结构数组,即市场的成交数据。商品期货通过算法根据行情数据(Tick数据)推算出市场成交记录。
exchange.GetTrades()
函数请求数据成功时返回{@struct/Trade Trade}结构数组,请求数据失败时返回空值。
{@struct/Trade Trade}数组 / 空值
exchange.GetTrades() exchange.GetTrades(symbol)
参数symbol
用于指定请求的{@struct/Trade Trade}数组数据对应的合约代码。不传递该参数时,默认请求当前设置的合约代码的最近成交记录数据。
symbol
false
string
”`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 trades = exchange.GetTrades()
Log(trades)
}
python
def main():
while not exchange.IO(“status”):
Sleep(1000)
Log(exchange.SetContractType(“rb888”))
trades = exchange.GetTrades()
Log(trades)```
”`cpp void main() { while(exchange.IO(“status”) == 0) { Sleep(1000); } Log(exchange.SetContractType(“rb888”));
auto trades = exchange.GetTrades();
Log(trades);
}
测试
exchange.GetTrades()“`函数:
根据Tick数据推算成交记录的策略示例:
{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetDepth exchange.GetDepth}, {@fun/Market/exchange.GetRecords exchange.GetRecords}