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平台支持用JavaScript编写策略,可以直接使用内置的TA指标库和talib指标库,见「内置库」一节。也可以用 TypeScript 编写,见本页末尾「用 TypeScript 编写」。

程序异常报错、接口业务报错
在JavaScript语言策略中,发生程序异常报错或接口业务报错时,错误日志将显示策略代码中发生错误的具体行号,便于策略调试与问题排查。

支持JavaScript异步编程特性:

  • setTimeout / clearTimeout

    javascript
    function main() { let symbol = "rb888" let delay = 10 let depth = exchange.GetDepth(symbol) let callback = function(e, id, msg) { Log(msg + ",撤销订单。") e.CancelOrder(id) } let ordersLen = 3 let arrTimerId = [] for (let i = 1 ; i <= ordersLen ; i++) { let orderId = exchange.CreateOrder(symbol, "buy", depth.Bids[i * 3].Price, i * 0.1) let timerId = setTimeout(callback, delay * 1000, exchange, orderId, `延迟${delay}秒`) Log("i:", i, ", timerId:", timerId) arrTimerId.push(timerId) } // clearTimeout let clearTimeoutIdx = 1 Log("clearTimeoutIdx:", clearTimeoutIdx, `, arrTimerId[clearTimeoutIdx]:`, arrTimerId[clearTimeoutIdx]) clearTimeout(arrTimerId[clearTimeoutIdx]) Sleep(60 * 1000) }
  • fetch
    fetch函数是HttpQuery函数的异步版本重载。

    使用await关键字以同步语法处理异步操作:

    javascript
    function main() { let url = "https://httpbin.org/get?test=123" const promiseBooks = new Promise(async function(resolve, reject) { Log("开始执行") let data = await fetch(url) Log("data.ok:", data.ok, ", data.text():", data.text()) if (data.ok) { Log("成功获取 data:", data) return resolve(data.text()) } else { return reject(new Error("data 无效")) } }) promiseBooks.then(function(ret) { Log("ret:", ret) }).catch(function(err) { Log("err.name:", err.name, "err.stack:", err.stack, "err.message:", err.message) }) }
  • 使用Promise.all并发执行多个异步网络请求:

    javascript
    async function main() { let symbols = ["test1", "test2", "test3"] // 等待请求耗时: 99 毫秒 let arr = [] let beginTs1 = new Date().getTime() for (let symbol of symbols) { let url = `https://httpbin.org/get?test=${symbol}` arr.push(fetch(url).then(function(resp) { if (resp.ok) { return {"symbol": symbol, "json": resp.json()} } else { throw "req failed" } })) } let endTs1 = new Date().getTime() let beginTs2 = new Date().getTime() const ret = await Promise.all(arr) for (let data of ret) { Log(data) } let endTs2 = new Date().getTime() Log("创建请求耗时:", endTs1 - beginTs1, "毫秒") Log("等待请求耗时:", endTs2 - beginTs2, "毫秒") LogStatus(_D(), ret) }
  • 使用Promise.race获取多个异步请求中最先resolved或rejected的结果:

    javascript
    async function getTicker(e) { return Promise.resolve().then(function() { let ret = e.GetTicker("rb888") return {"name": e.GetLabel(), "ret": ret} }) } async function main() { Log("begin") let arrPromise = [] for (let e of exchanges) { arrPromise.push(getTicker(e)) } let ret = await Promise.race(arrPromise) Log(ret) }
  • 在threading.Thread中使用setTimeout()函数:

    javascript
    function test() { Log("Test function started") // step 3. Test function started let timerId1 = setTimeout(function() { Log("Timeout callback executed after 5 seconds") // step 5. Timeout callback executed after 5 seconds }, 5000) Log("Test function completed") // step 4. Test function completed } function main() { Log("Main function started") // step 1. Main function started let t1 = threading.Thread(test) Log("Worker thread created successfully") // step 2. Worker thread created successfully t1.join() Log("Main function completed") // step 6. Main function completed }
  • 多线程并发获取ticker数据的异步处理示例:
    由于exchange.GetTicker()是同步阻塞操作,即使包装在Promise中,内部执行仍是同步的;JavaScript是单线程的,同步操作会阻塞事件循环;微任务队列中的回调函数仍然是串行执行的。

    javascript
    async function getTicker(symbol) { Log("getTicker symbol:", symbol) return Promise.resolve().then(function() { // 注意与fetch请求数据时的区别 let ret = exchange.GetTicker(symbol) Log(ret) return ret }) } async function main() { let symbols = ["rb888", "MA888", "i888"] let t1 = threading.Thread(async function(symbols, func) { let arrPromise = [] for (let symbol of symbols) { arrPromise.push(func(symbol)) } let ret = await Promise.all(arrPromise) Log("ret:", ret) }, symbols, getTicker) t1.join() }

用 TypeScript 编写

TypeScript 不是单独的语言选项:创建策略时选择JavaScript,在代码中(通常是首行)写一行//@ts-check注释(或点击策略编辑区右上角的「TypeScript」按钮),平台就按 TypeScript 处理,在回测和实盘运行前先编译为 JavaScript。通过 MCP 服务保存策略时,语言可以写typescript,平台按 JavaScript 策略保存,并在代码开头自动加上//@ts-check。

平台 API 的类型声明由策略编辑器内置提供,不需要在代码中引用:全局函数、exchange对象、ITicker、IRecord、IOrder、IPosition等数据结构接口,以及TA、talib等。静态类型检查能在编写时发现参数个数、属性名、类型用错之类的问题。运行时的语言特性、API 和库与 JavaScript 相同。

typescript
//@ts-check function getSignal(ticker: ITicker, ma: number): "buy" | "sell" | null { if (ticker.Last > ma) { return "buy" } return ticker.Last < ma ? "sell" : null } function main() { exchange.SetContractType("rb888") const records = exchange.GetRecords() const ticker = exchange.GetTicker() if (records && ticker && records.length > 20) { const ma = TA.MA(records, 20) Log(getSignal(ticker, ma[ma.length - 1])) } }