内置函数
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TA
Talib
talib.CDL2CROWS
talib.CDL3BLACKCROWS
talib.CDL3INSIDE
talib.CDL3LINESTRIKE
talib.CDL3OUTSIDE
talib.CDL3STARSINSOUTH
talib.CDL3WHITESOLDIERS
talib.CDLABANDONEDBABY
talib.CDLADVANCEBLOCK
talib.CDLBELTHOLD
talib.CDLBREAKAWAY
talib.CDLCLOSINGMARUBOZU
talib.CDLCONCEALBABYSWALL
talib.CDLCOUNTERATTACK
talib.CDLDARKCLOUDCOVER
talib.CDLDOJI
talib.CDLDOJISTAR
talib.CDLDRAGONFLYDOJI
talib.CDLENGULFING
talib.CDLEVENINGDOJISTAR
talib.CDLEVENINGSTAR
talib.CDLGAPSIDESIDEWHITE
talib.CDLGRAVESTONEDOJI
talib.CDLHAMMER
talib.CDLHANGINGMAN
talib.CDLHARAMI
talib.CDLHARAMICROSS
talib.CDLHIGHWAVE
talib.CDLHIKKAKE
talib.CDLHIKKAKEMOD
talib.CDLHOMINGPIGEON
talib.CDLIDENTICAL3CROWS
talib.CDLINNECK
talib.CDLINVERTEDHAMMER
talib.CDLKICKING
talib.CDLKICKINGBYLENGTH
talib.CDLLADDERBOTTOM
talib.CDLLONGLEGGEDDOJI
talib.CDLLONGLINE
talib.CDLMARUBOZU
talib.CDLMATCHINGLOW
talib.CDLMATHOLD
talib.CDLMORNINGDOJISTAR
talib.CDLMORNINGSTAR
talib.CDLONNECK
talib.CDLPIERCING
talib.CDLRICKSHAWMAN
talib.CDLRISEFALL3METHODS
talib.CDLSEPARATINGLINES
talib.CDLSHOOTINGSTAR
talib.CDLSHORTLINE
talib.CDLSPINNINGTOP
talib.CDLSTALLEDPATTERN
talib.CDLSTICKSANDWICH
talib.CDLTAKURI
talib.CDLTASUKIGAP
talib.CDLTHRUSTING
talib.CDLTRISTAR
talib.CDLUNIQUE3RIVER
talib.CDLUPSIDEGAP2CROWS
talib.CDLXSIDEGAP3METHODS
talib.AD
talib.ADOSC
talib.OBV
talib.ACOS
talib.ASIN
talib.ATAN
talib.CEIL
talib.COS
talib.COSH
talib.EXP
talib.FLOOR
talib.LN
talib.LOG10
talib.SIN
talib.SINH
talib.SQRT
talib.TAN
talib.TANH
talib.MAX
talib.MAXINDEX
talib.MIN
talib.MININDEX
talib.MINMAX
talib.MINMAXINDEX
talib.SUM
talib.HT_DCPERIOD
talib.HT_DCPHASE
talib.HT_PHASOR
talib.HT_SINE
talib.HT_TRENDMODE
talib.ATR
talib.NATR
talib.TRANGE
talib.BBANDS
talib.DEMA
talib.EMA
talib.HT_TRENDLINE
talib.KAMA
talib.MA
talib.MAMA
talib.MIDPOINT
talib.MIDPRICE
talib.SAR
talib.SAREXT
talib.SMA
talib.T3
talib.TEMA
talib.TRIMA
talib.WMA
talib.LINEARREG
talib.LINEARREG_ANGLE
talib.LINEARREG_INTERCEPT
talib.LINEARREG_SLOPE
talib.STDDEV
talib.TSF
talib.VAR
talib.ADX
talib.ADXR
talib.APO
talib.AROON
talib.AROONOSC
talib.BOP
talib.CCI
talib.CMO
talib.DX
talib.MACD
talib.MACDEXT
talib.MACDFIX
talib.MFI
talib.MINUS_DI
talib.MINUS_DM
talib.MOM
talib.PLUS_DI
talib.PLUS_DM
talib.PPO
talib.ROC
talib.ROCP
talib.ROCR
talib.ROCR100
talib.RSI
talib.STOCH
talib.STOCHF
talib.STOCHRSI
talib.TRIX
talib.ULTOSC
talib.WILLR
talib.AVGPRICE
talib.MEDPRICE
talib.TYPPRICE
talib.WCLPRICE
OS
结构体
内置变量
exchange.CancelOrder
exchange.CancelOrder()函数用于取消订单。
exchange.CancelOrder(orderId)
exchange.CancelOrder(orderId, ...args)示例
-
撤销订单。
javascriptfunction 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) } // 设置合约代码 exchange.SetContractType("rb888") // 设置下单方向 exchange.SetDirection("sell") // 下单价格只是举例,较大的价格不会成交,订单会处于订单薄中待成交状态,具体测试可以自行调整价格 var id = exchange.Sell(99999, 1) exchange.CancelOrder(id) }pythondef main(): while not exchange.IO("status"): Sleep(1000) exchange.SetContractType("rb888") exchange.SetDirection("sell") id = exchange.Sell(99999, 1) exchange.CancelOrder(id)c++void main() { while (exchange.IO("status") == 0) { Sleep(1000); } exchange.SetContractType("rb888"); exchange.SetDirection("sell"); auto id = exchange.Sell(99999, 1); exchange.CancelOrder(id); } -
优宽量化的API函数中可以产生日志输出的函数,例如:
Log(...)、exchange.Buy(Price, Amount)、exchange.CancelOrder(Id)等,都可以在必要参数后附加额外的输出参数。例如:
exchange.CancelOrder(orders[j].Id, orders[j]),这样在取消Id为orders[j].Id的订单时,会附带输出该订单的信息,即orders[j]这个Order结构。javascriptfunction 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) } // 设置合约代码 exchange.SetContractType("rb888") // 设置下单方向 exchange.SetDirection("sell") Log("数据1", "数据2", "数据3", "...") var data2 = 200 // 下单价格只是举例,较大的价格不会成交,订单会处于订单薄中待成交状态,具体测试可以自行调整价格 var id = exchange.Sell(100000, 0.1, "附带数据1", data2, "...") exchange.CancelOrder(id, "附带数据1", data2, "...") LogProfit(100, "附带数据1", data2, "...") }pythondef main(): while not exchange.IO("status"): Sleep(1000) exchange.SetContractType("rb888") exchange.SetDirection("sell") Log("数据1", "数据2", "数据3", "...") data2 = 200 id = exchange.Sell(100000, 0.1, "附带数据1", data2, "...") exchange.CancelOrder(id, "附带数据1", data2, "...") LogProfit(100, "附带数据1", data2, "...")c++void main() { while (exchange.IO("status") == 0) { Sleep(1000); } exchange.SetContractType("rb888"); exchange.SetDirection("sell"); Log("数据1", "数据2", "数据3", "..."); int data2 = 200; auto id = exchange.Sell(100000, 0.1, "附带数据1", data2, "..."); exchange.CancelOrder(id, "附带数据1", data2, "..."); LogProfit(100, "附带数据1", data2, "..."); }
返回值
| 类型 | 描述 |
bool |
|
参数
| 名称 | 类型 | 必填 | 描述 |
orderId | string | 是 |
|
arg | string / number / bool / object / array / any (系统支持的所有类型) | 否 | 扩展参数,可以将附带信息输出到该撤单日志中, |
参考
备注
参数orderId的类型为字符串类型。