开拓者期货期权程序化系统交易论坛

标题: 为了计算当天的结算单 [打印本页]

作者: zyxsir 时间: 2013-4-26 14:10:59 标题: 为了计算当天的结算单

Vars
Numeric nCount0;
Numeric i0;
Numeric nEntryFlag0;
Numeric nbuyFlag0;
Numeric nbuyexitlot0;

Numeric mycapital0;

Numeric yingkuiprice;
Numeric todaycapitalnun;
Begin
If(BarStatus==2)
{
nCount0 = Data0.A_GetOrderCount();
If(nCount0>=1)
{
   For i0 = 0 To nCount0
   {
      nEntryFlag0 = A_OrderEntryOrExit(i0);
nbuyFlag0 = A_OrderBuyOrSell(i0);
      If(nEntryFlag0 == Enum_Exit() && nbuyFlag0 == Enum_Buy)
      {
         nbuyexitlot0 = A_OrderFilledLot;
if(Data0.A_BuyPosition>Data0.A_SellPosition) mycapital0=(Data0.Q_PreSettlePrice-Data0.A_OrderFilledPrice)*Data0.ContractUnit*nbuyexitlot0+(Data0.Q_AvgPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*(Data0.A_BuyPosition-Data0.A_SellPosition-nbuyexitlot0);
         If(Data0.A_SellPosition>=Data0.A_BuyPosition) mycapital0=(Data0.Q_PreSettlePrice-Data0.A_OrderFilledPrice)*Data0.ContractUnit*nbuyexitlot0+(Data0.Q_PreSettlePrice-Data0.Q_AvgPrice)*Data0.ContractUnit*(Data0.A_SellPosition-Data0.A_BuyPosition-nbuyexitlot0);
      }Else If(nEntryFlag0 == Enum_Exit() && nbuyFlag0 == Enum_sell)
      {
         nbuyexitlot0 = A_OrderFilledLot;
if(Data0.A_BuyPosition>Data0.A_SellPosition) mycapital0=(Data0.A_OrderFilledPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*nbuyexitlot0+(Data0.Q_AvgPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*(Data0.A_BuyPosition-Data0.A_SellPosition-nbuyexitlot0);
         If(Data0.A_SellPosition>=Data0.A_BuyPosition) mycapital0=(Data0.A_OrderFilledPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*nbuyexitlot0+(Data0.Q_PreSettlePrice-Data0.Q_AvgPrice)*Data0.ContractUnit*(Data0.A_SellPosition-Data0.A_BuyPosition-nbuyexitlot0);
      }
   }

   If(Data0.A_TodayBuyPosition>0 Or Data0. A_TodaySellPosition>0)
   {
if(Data0.A_BuyPosition>Data0.A_SellPosition) mycapital0=(Data0.Q_AvgPrice-Data0.A_OrderFilledPrice)*Data0.ContractUnit*Data0.A_todayBuyPosition+(Data0.Q_AvgPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*(Data0.A_BuyPosition-Data0.A_SellPosition-Data0.A_todayBuyPosition);
If(Data0.A_SellPosition>Data0.A_BuyPosition) mycapital0=(Data0.A_OrderFilledPrice-Data0.Q_AvgPrice)*Data0.ContractUnit*Data0.A_todaySellPosition+(Data0.Q_PreSettlePrice-Data0.Q_AvgPrice)*Data0.ContractUnit*(Data0.A_SellPosition-Data0.A_BuyPosition-Data0.A_todaySellPosition);
   }
}Else If(Data0.A_BuyPosition>0 Or Data0.A_SellPosition>0)
{
if(Data0.A_BuyPosition>Data0.A_SellPosition) mycapital0=(Data0.Q_AvgPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*(Data0.A_BuyPosition-Data0.A_SellPosition);
If(Data0.A_SellPosition>Data0.A_BuyPosition) mycapital0=(Data0.Q_PreSettlePrice-Data0.Q_AvgPrice)*Data0.ContractUnit*(Data0.A_SellPosition-Data0.A_BuyPosition);
}

yingkuiprice=mycapital0;
todaycapitalnun=A_PreviousEquity+A_TodayDeposit-A_TodayDrawing+yingkuiprice;
FileDelete("E:\\兴业日结单核对文档.txt");
FileAppend("E:\\兴业日结单核对文档.txt", "商品名称"+" "+"当日盈亏"+" "+"今开仓价"+" "+"今天结算价"+" "+"昨天结算价"+" "+"合约单位"+" "+"多仓"+" "+"空仓"+" "+"昨日结存"+" "+"当日入金"+" "+"当日出金"+" "+"当日盈亏"+" "+"当日结存"+" "+"总计");
FileAppend("E:\\兴业日结单核对文档.txt", Data0.SymbolName+" "+Text(mycapital0)+" "+Text(Data0.A_OrderFilledPrice)+" "+Text(Data0.Q_AvgPrice)+" "+Text(Data0.Q_PreSettlePrice)+" "+Text(Data0.ContractUnit)+" "+Text(Data0.A_Buyposition)+" "+Text(Data0.A_sellposition)+" "+Text(A_PreviousEquity)+" "+Text(A_TodayDeposit)+" "+Text(A_TodayDrawing)+" "+Text(yingkuiprice)+" "+Text(todaycapitalnun));
}

End

为了计算当天的结算单
为何编译能通过，但不能输出文档
请管理员或高手帮忙修改一下！谢谢

作者: 小米 时间: 2013-4-26 15:57:54

我复制公式在自己的机器上运行，就一直是无响应。貌似是一个死循环跳不出来。

作者: Transcend 时间: 2013-4-26 16:03:32

应该是有逻辑错误

作者: zyxsir 时间: 2013-4-27 06:22:12

nCount0 = Data0.A_GetOrderCount();
If(nCount0>=1)
      {
      For i0 = 0 To nCount0
   {
      nEntryFlag0 = A_OrderEntryOrExit(i0);
            nbuyFlag0 = A_OrderBuyOrSell(i0);
      If(nEntryFlag0 == Enum_Exit() && nbuyFlag0 == Enum_Buy)
      {
         nbuyexitlot0 = A_OrderFilledLot;
错误应该在这些语句，就是不知这样修改？请大家一起想想办法，如果成功，以后就不用每天去花大量时间核对结算单了。

作者: zyxsir 时间: 2013-4-27 06:28:23

if(Data0.A_BuyPosition>Data0.A_SellPosition) mycapital0=(Data0.A_OrderFilledPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*nbuyexitlot0+(Data0.Q_AvgPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*(Data0.A_BuyPosition-Data0.A_SellPosition-nbuyexitlot0);
         If(Data0.A_SellPosition>=Data0.A_BuyPosition) mycapital0=(Data0.A_OrderFilledPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*nbuyexitlot0+(Data0.Q_PreSettlePrice-Data0.Q_AvgPrice)*Data0.ContractUnit*(Data0.A_SellPosition-Data0.A_BuyPosition-nbuyexitlot0);
      }
      }

      If(Data0.A_TodayBuyPosition>0 Or Data0. A_TodaySellPosition>0)
      {
            if(Data0.A_BuyPosition>Data0.A_SellPosition) mycapital0=(Data0.Q_AvgPrice-Data0.A_OrderFilledPrice)*Data0.ContractUnit*Data0.A_todayBuyPosition+(Data0.Q_AvgPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*(Data0.A_BuyPosition-Data0.A_SellPosition-Data0.A_todayBuyPosition);
            If(Data0.A_SellPosition>Data0.A_BuyPosition) mycapital0=(Data0.A_OrderFilledPrice-Data0.Q_AvgPrice)*Data0.ContractUnit*Data0.A_todaySellPosition+(Data0.Q_PreSettlePrice-Data0.Q_AvgPrice)*Data0.ContractUnit*(Data0.A_SellPosition-Data0.A_BuyPosition-Data0.A_todaySellPosition);
      }
      }Else If(Data0.A_BuyPosition>0 Or Data0.A_SellPosition>0)
      {
            if(Data0.A_BuyPosition>Data0.A_SellPosition) mycapital0=(Data0.Q_AvgPrice-Data0.Q_PreSettlePrice)*Data0.ContractUnit*(Data0.A_BuyPosition-Data0.A_SellPosition);
            If(Data0.A_SellPosition>Data0.A_BuyPosition) mycapital0=(Data0.Q_PreSettlePrice-Data0.Q_AvgPrice)*Data0.ContractUnit*(Data0.A_SellPosition-Data0.A_BuyPosition);
      }

作者: zyxsir 时间: 2013-4-27 06:32:54

小米老师：如果当天没有平仓，上面代码可以正确取到当天的记录。如果有关于当天买平仓和卖平仓的函数就好了，就可以不用编写关于平仓的代码了。不知能否增加该函数？

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