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结构体
内置变量

exchange.Sell()函数用于下达卖单。

exchange.Sell(price, amount)
exchange.Sell(price, amount, ...args)

示例

  • exchange.Sell() 返回的订单编号,可用于查询订单信息及撤销订单。

    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) } // 设置合约代码 exchange.SetContractType("rb888") // 设置下单方向 exchange.SetDirection("sell") // 注意,这里的下单价格100为举例,具体测试的时候可以自行设置、改动 var id = exchange.Sell(100, 1) Log("id:", id) }
    python
    def main(): while not exchange.IO("status"): Sleep(1000) exchange.SetContractType("rb888") exchange.SetDirection("sell") id = exchange.Sell(100, 1) Log("id:", id)
    rust
    fn 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").unwrap_or_default() != "true" { Sleep(1000); } // 设置合约代码 let _ = exchange.SetContractType("rb888"); // 设置下单方向 let _ = exchange.SetDirection("sell"); // 注意,这里的下单价格100为举例,具体测试的时候可以自行设置、改动 let id = exchange.Sell(100, 1); Log!("id:", id); }
    c++
    void main() { while (exchange.IO("status") == 0) { Sleep(1000); } exchange.SetContractType("rb888"); exchange.SetDirection("sell"); auto id = exchange.Sell(100, 1); Log("id:", id); }
  • 商品期货除了可以使用市价单下单外,还可以使用限价单下单。此时可设置一个较大的滑价,以确保与对手盘成交。

    javascript
    function main() { while(true) { if (exchange.IO("status")) { // 设置当前合约为 rb2001,测试时请根据回测时间设置合适的合约 exchange.SetContractType("rb2001") exchange.SetDirection("buy") // 获取当前行情 var ticker = exchange.GetTicker() // 获取当前卖一价格 var currSell1Price = ticker.Sell // 加 50 元滑价,即以比卖一挂单价高 50 的价格买入 1 手 var id = exchange.Buy(currSell1Price + 50, 1) Log(exchange.GetOrder(id)) break } else { Log("未连接") } } }
    python
    def main(): while True: if exchange.IO("status"): exchange.SetContractType("rb2001") exchange.SetDirection("buy") ticker = exchange.GetTicker() currSell1Price = ticker["Sell"] id = exchange.Buy(currSell1Price + 50, 1) Log(exchange.GetOrder(id)) break else : Log("未连接")
    rust
    fn main() { loop { if exchange.IO("status").unwrap_or_default() == "true" { // 设置当前合约为 rb2001,测试时请根据回测时间设置合适的合约 let _ = exchange.SetContractType("rb2001"); let _ = exchange.SetDirection("buy"); // 获取当前行情 let ticker = exchange.GetTicker(None).unwrap(); // 获取当前卖一价格 let currSell1Price = ticker.Sell; // 加 50 元滑价,即以比卖一挂单价高 50 的价格买入 1 手 let id = exchange.Buy(currSell1Price + 50.0, 1).unwrap(); Log!(exchange.GetOrder(&id)); break; } else { Log!("未连接"); } } }
    c++
    void main() { while(true) { if(exchange.IO("status") == 1) { exchange.SetContractType("rb2001"); exchange.SetDirection("buy"); auto ticker = exchange.GetTicker(); auto currSell1Price = ticker.Sell; auto id = exchange.Buy(currSell1Price + 50, 1); Log(exchange.GetOrder(id)); break; } else { Log("未连接"); } } }

返回值

类型描述

string / 空值

下单成功时返回订单Id,下单失败时返回空值。参考exchange.Buy

参数

名称类型必填描述

price

number

price参数用于设置订单价格。

amount

number

amount参数用于设置下单量。

arg

string / number / bool / object / array / any (系统支持的所有类型)

扩展参数,可用于将附带信息输出到该条下单日志中,arg参数支持传入多个。

参考

备注

期货合约下单时务必注意交易方向是否设置正确,若交易方向与交易函数不匹配将会报错。参考:exchange.SetDirection

参数price设置为-1时用于下达市价单,回测系统与实盘环境均支持市价单。

下单量为股票股数,而非股票手数(在股票证券交易所对象中,若无特殊说明,相关的量均指股票股数)。下单量需符合股票信息中每手股数的要求。参考exchange.Buy