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黑科技

Author: 量价时空, Date: 2020-07-17 10:36:27
Tags: C++

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void main() {
    Sleep(10000);
    Log(exchange.GetAccount());
    auto id=0;
    int t=0;
    while (1) {
        if (exchange.IO("status") == 1) {
            exchange.SetContractType(Symbol);

            auto r = exchange.GetRecords(60);
            int i;
            double a1=0;
            double a2=0;
            for (i=1;i<h;i++  ){ 
            a1=a1+r[r.size()-i].Volume*(r[r.size()-i].High+r[r.size()-i].Low)/2;
            a2=a2+r[r.size()-i].Volume;
            }
            a1=a1/a2;
            

            
            
            
            
            auto ticker = exchange.GetTicker();
            auto position = exchange.GetPosition();
             auto orders = exchange.GetOrders();
            if (position.size() > 0 && !(orders.size() > 0)) {
                if (!position[0].Type) {
                    if(position[0].Profit >l*t || position[0].Profit<-k*t ){
                        exchange.SetContractType(Symbol);
                        exchange.SetDirection("closebuy_today");
                        exchange.Sell(ticker.Sell - 100, t);
                         exchange.SetContractType(Symbol);
                  
                        
                    }
                }
                if (position[0].Type) {
                  if(position[0].Profit >l || position[0].Profit<-k){
                        exchange.SetContractType(Symbol);
                        exchange.SetDirection("closesell_today");
                        exchange.Buy(ticker.Buy + 100, t);
                  
                      
                      
                      
                  }
                
                }



            } else if( !(orders.size() > 0)) {
                auto position1 = exchange.GetPosition();
                auto ticker = exchange.GetTicker();
                if (!(position1.size() > 0)){
                if (ticker.Sell-a1 > w) {
                    t=9;
                    exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                    continue;
                }else if(ticker.Sell-a1 > w-20){
                       t=8;
                exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                }else if(ticker.Sell-a1 > w-40){
t=7;
                exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                }else if(ticker.Sell-a1 > w-60){
t=6;
                exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                }else if(ticker.Sell-a1 > w-80){
t=5;
                exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                }else if(ticker.Sell-a1 > w-100){
t=4;
                exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                }else if(ticker.Sell-a1 > w-120){
t=3;
                exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                }else if(ticker.Sell-a1 > w-140){
t=2;
                exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                }else if(ticker.Sell-a1 > w-160){
t=1;
                exchange.SetContractType(Symbol);
                    exchange.SetDirection("sell");
                  exchange.Sell(ticker.Sell - 100, t);
                }
                    

                if (a1- ticker.Sell > w ) {
                    t=9;
                    exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, t);
                    continue;
                }else if(a1- ticker.Sell > w-20){
                    t=8;
                 exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, t);
                    continue;
                }else if(a1- ticker.Sell > w-40){
                    t=7;
                 exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, t);
                    continue;
                }else if(a1- ticker.Sell > w-60){
                    t=6;
                 exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, t);
                    continue;
                }else if(a1- ticker.Sell > w-80){
                    t=5;
                 exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, 5);
                    continue;
                }else if(a1- ticker.Sell > w-100){
                    t=4;
                 exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, t);
                    continue;
                }else if(a1- ticker.Sell > w-120){
                    t=3;
                 exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, t);
                    continue;
                }else if(a1- ticker.Sell > w-140){
                    t=2;
                 exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, t);
                    continue;
                }else if(a1- ticker.Sell > w-160){
                    t=1;
                 exchange.SetContractType(Symbol);
                    exchange.SetDirection("buy");
                   exchange.Buy(ticker.Buy + 100, t);
                    continue;
                }
                    
                    
                    
                    
                }
            }
        } else {
            LogStatus(_D(), "未连接CTP ！");
            Sleep(1000);
        }
      
    }
}

template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6