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内置变量

EXCHANGE

exchange

exchange是一个交易所对象，是策略实盘设置、回测设置中添加的第一个交易所对象，所有与交易所（这里是泛指，具体例如：商品期货市场，期货公司的前置服务器）的交互都通过这个对象的成员函数实现。

object

function main() {
    // 不使用接口获取数据的测试，就无需使用exchange.IO("status")函数判断连接状态，也不用设置合约代码，因为这里仅仅是测试
    Log("实盘页面或者回测页面上，添加的第一个交易所对象名字：", exchange.GetName(), "，标签：", exchange.GetLabel())
}

def main():
    Log("实盘页面或者回测页面上，添加的第一个交易所对象名字：", exchange.GetName(), "，标签：", exchange.GetLabel())

void main() {
    Log("实盘页面或者回测页面上，添加的第一个交易所对象名字：", exchange.GetName(), "，标签：", exchange.GetLabel());
}

{@var/EXCHANGE/exchanges exchanges}, {@fun/Account/exchange.GetName exchange.GetName}, {@fun/Account/exchange.GetLabel exchange.GetLabel}

exchanges

exchanges是一个交易所对象数组，包含策略实盘设置、回测设置中添加的所有交易所对象，exchanges[0]即是{@var/EXCHANGE exchange}。 在策略实盘设置或者回测设置中添加的交易所对象，根据添加的先后顺序依次对应exchanges[0]、exchanges[1]、exchanges[2]、… exchanges[n]。

array

function main() {
    // 不使用接口获取数据的测试，就无需使用exchange.IO("status")函数判断连接状态，也不用设置合约代码，因为这里仅仅是测试
    for(var i = 0; i < exchanges.length; i++) {
        Log("添加的交易所对象索引(第一个为0以此类推)：", i, "名称：", exchanges[i].GetName(), "标签：", exchanges[i].GetLabel())
    }
}

def main():
    for i in range(len(exchanges)):
        Log("添加的交易所对象索引(第一个为0以此类推)：", i, "名称：", exchanges[i].GetName(), "标签：", exchanges[i].GetLabel())

void main() {
    for(int i = 0; i < exchanges.size(); i++) {
        Log("添加的交易所对象索引(第一个为0以此类推)：", i, "名称：", exchanges[i].GetName(), "标签：", exchanges[i].GetLabel());
    }
}

{@var/EXCHANGE exchange}, {@fun/Account/exchange.GetName exchange.GetName}, {@fun/Account/exchange.GetLabel exchange.GetLabel}

ORDER_STATE

ORDER_STATE_PENDING

ORDER_STATE_PENDING是{@struct/Order Order}结构中的Status属性的值，表示订单状态为未完成状态。

number

ORDER_STATE_PENDING的值为0。

{@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED}, {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED}, {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN}

ORDER_STATE_CLOSED

ORDER_STATE_CLOSED是{@struct/Order Order}结构中的Status属性的值，表示订单状态为已经完成状态。

number

ORDER_STATE_CLOSED的值为1。

{@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING}, {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED}, {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN}

ORDER_STATE_CANCELED

ORDER_STATE_CANCELED是{@struct/Order Order}结构中的Status属性的值，表示订单状态为已经取消状态。

number

ORDER_STATE_CANCELED的值为2。

{@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING}, {@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED}, {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN}

ORDER_STATE_UNKNOWN

ORDER_STATE_UNKNOWN是{@struct/Order Order}结构中的Status属性的值，表示订单状态为未知状态（其它状态）。

number

ORDER_STATE_UNKNOWN的值为3。 对于ORDER_STATE_UNKNOWN状态，可以查询{@struct/Order Order}结构中的Info字段。 这些常量名可以直接在策略代码中用于和Order结构的Status属性比较、判断是否相等从而确定订单状态。打印这些常量名会显示这些常量名对应的值，以下其它常量名同理，不再赘述。

{@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING}, {@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED}, {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED}

ORDER_TYPE

ORDER_TYPE_BUY

ORDER_TYPE_BUY是{@struct/Order Order}结构中的Type属性的值，表示买单类型。

number

ORDER_TYPE_BUY的值为0。

{@var/ORDER_TYPE/ORDER_TYPE_SELL ORDER_TYPE_SELL}

ORDER_TYPE_SELL

ORDER_TYPE_SELL是{@struct/Order Order}结构中的Type属性的值，表示卖单类型。

number

ORDER_TYPE_SELL的值为1。

{@var/ORDER_TYPE/ORDER_TYPE_BUY ORDER_TYPE_BUY}

POSITION_DIRECTION

PD_LONG

PD_LONG是{@struct/Position Position}结构中的Type属性的值，表示多头仓位（如果区分今仓、昨仓，PD_LONG表示今仓）类型。

number

PD_LONG的值为0。 对于合约市场多头持仓，使用exchange.SetDirection(“closebuy_today”)设置平仓方向，平掉该类型的持仓。

{@var/POSITION_DIRECTION/PD_SHORT PD_SHORT}, {@var/POSITION_DIRECTION/PD_LONG_YD PD_LONG_YD}, {@var/POSITION_DIRECTION/PD_SHORT_YD PD_SHORT_YD}

PD_SHORT

PD_SHORT是{@struct/Position Position}结构中的Type属性的值，表示空头仓位（如果区分今仓、昨仓，PD_SHORT表示今仓）类型。

number

PD_SHORT的值为1。 对于合约市场空头持仓，使用exchange.SetDirection(“closesell_today”)设置平仓方向，平掉该类型的持仓。

{@var/POSITION_DIRECTION/PD_LONG PD_LONG}, {@var/POSITION_DIRECTION/PD_LONG_YD PD_LONG_YD}, {@var/POSITION_DIRECTION/PD_SHORT_YD PD_SHORT_YD}

PD_LONG_YD

PD_LONG_YD是{@struct/Position Position}结构中的Type属性的值，表示昨日多头仓位类型。

number

PD_LONG_YD的值为2。 对于合约市场昨日多头持仓，使用exchange.SetDirection(“closebuy”)设置平仓方向，平掉该类型的持仓。

{@var/POSITION_DIRECTION/PD_LONG PD_LONG}, {@var/POSITION_DIRECTION/PD_SHORT PD_SHORT}, {@var/POSITION_DIRECTION/PD_SHORT_YD PD_SHORT_YD}

PD_SHORT_YD

PD_SHORT_YD是{@struct/Position Position}结构中的Type属性的值，表示昨日空头仓位类型。

number

PD_SHORT_YD的值为3。 对于合约市场昨日空头持仓，使用exchange.SetDirection(“closesell”)设置平仓方向，平掉该类型的持仓。

{@var/POSITION_DIRECTION/PD_LONG PD_LONG}, {@var/POSITION_DIRECTION/PD_SHORT PD_SHORT}, {@var/POSITION_DIRECTION/PD_LONG_YD PD_LONG_YD}

ORDER_OFFSET

ORDER_OFFSET_OPEN

ORDER_OFFSET_OPEN是{@struct/Order Order}结构中的Offset属性的值，表示订单为开仓方向。

number

ORDER_OFFSET_OPEN的值为0。

{@var/ORDER_OFFSET/ORDER_OFFSET_CLOSE ORDER_OFFSET_CLOSE}

ORDER_OFFSET_CLOSE

ORDER_OFFSET_CLOSE是{@struct/Order Order}结构中的Offset属性的值，表示订单为平仓方向。

number

ORDER_OFFSET_CLOSE的值为1。

{@var/ORDER_OFFSET/ORDER_OFFSET_OPEN ORDER_OFFSET_OPEN}

PERIOD

PERIOD_M1

表示1分钟K线周期的常数，值为60。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_M3

表示3分钟K线周期的常数，值为180。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_M5

表示5分钟K线周期的常数，值为300。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_M15

表示15分钟K线周期的常数，值为900。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_M30

表示30分钟K线周期的常数，值为1800。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_H1

表示1小时K线周期的常数，值为3600。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_H2

表示2小时K线周期的常数，值为7200。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_H4

表示4小时K线周期的常数，值为14400。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_H6

表示6小时K线周期的常数，值为21600。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_H12

表示12小时K线周期的常数，值为43200。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_D1

表示1日K线周期的常数，值为86400。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_D3

表示3日K线周期的常数，值为259200。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}

PERIOD_W1

表示1周K线周期的常数，值为604800。

number

{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}

LOG_TYPE

LOG_TYPE_BUY

LOG_TYPE_BUY是{@fun/Trade/exchange.Log exchange.Log}函数的LogType参数可选值，设置exchange.Log函数打印的日志为买单日志。 LOG_TYPE_BUY的值为0。

number

{@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL}, {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL}

LOG_TYPE_SELL

LOG_TYPE_SELL是{@fun/Trade/exchange.Log exchange.Log}函数的LogType参数可选值，设置exchange.Log函数打印的日志为卖单日志。 LOG_TYPE_SELL的值为1。

number

{@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY}, {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL}

LOG_TYPE_CANCEL

LOG_TYPE_CANCEL是{@fun/Trade/exchange.Log exchange.Log}函数的LogType参数可选值，设置exchange.Log函数打印的日志为撤销订单日志。 LOG_TYPE_CANCEL的值为2。

number

{@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY}, {@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL}

结构体

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