插件可以执行代码一段时间,可执行一些简单的操作。例如冰山委托、挂单、撤单、计算等任务,和调试工具一样使用return返回结果,也可以直接返回图表和表格。 下面举几个例子,其他功能可以自行探索。
返回深度的快照
// 返回深度的快照
function main() {
var tbl = {
type: 'table',
title: '深度快照 @ ' + _D(),
cols: ['#', 'Amount', 'Ask', 'Bid', 'Amount'],
rows: []
}
var d = exchange.GetDepth()
for (var i = 0; i < Math.min(Math.min(d.Asks.length, d.Bids.length), 15); i++) {
tbl.rows.push([i, d.Asks[i].Amount, d.Asks[i].Price+'#ff0000', d.Bids[i].Price+'#0000ff', d.Bids[i].Amount])
}
return tbl
}
def main():
tbl = {
"type": "table",
"title": "深度快照 @ " + _D(),
"cols": ["#", "Amount", "Ask", "Bid", "Amount"],
"rows": []
}
d = exchange.GetDepth()
for i in range(min(min(len(d["Asks"]), len(d["Bids"])), 15)):
tbl["rows"].append([i, d["Asks"][i]["Amount"], str(d["Asks"][i]["Price"]) + "#FF0000", str(d["Bids"][i]["Price"]) + "#0000FF", d["Bids"][i]["Amount"]])
return tbl
void main() {
json tbl = R"({
"type": "table",
"title": "abc",
"cols": ["#", "Amount", "Ask", "Bid", "Amount"],
"rows": []
})"_json;
tbl["title"] = "深度快照 @" + _D();
auto d = exchange.GetDepth();
for(int i = 0; i < 5; i++) {
tbl["rows"].push_back({format("%d", i), format("%f", d.Asks[i].Amount), format("%f #FF0000", d.Asks[i].Price), format("%f #0000FF", d.Bids[i].Price), format("%f", d.Bids[i].Amount)});
}
LogStatus("`" + tbl.dump() + "`");
// C++ 不支持return json 显示表格,可以创建实盘显示状态栏表格
}
画跨期差价
// 画跨期差价
var chart = {
__isStock: true,
title : { text : '差价分析图'},
xAxis: { type: 'datetime'},
yAxis : {
title: {text: '差价'},
opposite: false
},
series : [
{name : "diff", data : []}
]
}
function main() {
exchange.SetContractType('rb2205') // 实际使用时,需要自行修改需要的合约代码
var recordsA = exchange.GetRecords(PERIOD_M5)
exchange.SetContractType('rb2201') // 实际使用时,需要自行修改需要的合约代码
var recordsB = exchange.GetRecords(PERIOD_M5)
for(var i = 0; i < Math.min(recordsA.length, recordsB.length); i++){
var diff = recordsA[recordsA.length - Math.min(recordsA.length, recordsB.length) + i].Close - recordsB[recordsB.length - Math.min(recordsA.length, recordsB.length) + i].Close
chart.series[0].data.push([recordsA[recordsA.length - Math.min(recordsA.length, recordsB.length) + i].Time, diff])
}
return chart
}
chart = {
"__isStock": True,
"title": {"text": "差价分析图"},
"xAxis": {"type": "datetime"},
"yAxis": {
"title": {"text": "差价"},
"opposite": False
},
"series": [
{"name": "diff", "data": []}
]
}
def main():
exchange.SetContractType("rb2205")
recordsA = exchange.GetRecords(PERIOD_M5)
exchange.SetContractType("rb2201")
recordsB = exchange.GetRecords(PERIOD_M5)
for i in range(min(len(recordsA), len(recordsB))):
diff = recordsA[len(recordsA) - min(len(recordsA), len(recordsB)) + i].Close - recordsB[len(recordsB) - min(len(recordsA), len(recordsB)) + i].Close
chart["series"][0]["data"].append([recordsA[len(recordsA) - min(len(recordsA), len(recordsB)) + i]["Time"], diff])
return chart
// C++ 不支持 return json 结构画图
策略广场中还有其它范例可以参考,例如:逐笔小量买入/卖出。
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