今天某一个窗口,本来设为做胶的,单选模拟帐户,交易设置为不充许连交易。
下午2:30左右,键入y1009,回车,显示策略交易被取消,点确认后就出现下面的交易:
帐户,合同号,商品,类型,状态,数量,价格,时间,成交数量,成交价格,未成数量,滑价,止损价,获利价,开平标志
f600624,1337925,y1009,买入,全部成交,1,7858,2010-01-07 14:33:31,1,7858,0,0,0,0,开仓
f600624,1337924,y1009,卖出,全部成交,1,7864,2010-01-07 14:33:31,1,7864,0,0,0,0,开仓
f600624,1337923,y1009,卖出,全部成交,1,7836,2010-01-07 14:33:31,1,7862,0,26,0,0,开仓
f600624,1337920,y1009,买入,全部成交,1,7866,2010-01-07 14:33:31,1,7864,0,2,0,0,开仓
f600624,1337919,y1009,卖出,全部成交,1,7828,2010-01-07 14:33:31,1,7862,0,34,0,0,开仓
f600624,1337918,y1009,买入,已报,1,7716,2010-01-07 14:33:31,0,0,1,-,0,0,开仓
f600624,1337915,y1009,买入,已报,1,7832,2010-01-07 14:33:31,0,0,1,-,0,0,开仓
f600624,1337914,y1009,买入,全部成交,1,7876,2010-01-07 14:33:31,1,7864,0,12,0,0,开仓
f600624,1337913,y1009,买入,已报,1,7748,2010-01-07 14:33:31,0,0,1,-,0,0,开仓
f600624,1337912,y1009,卖出,全部成交,1,7818,2010-01-07 14:33:31,1,7862,0,44,0,0,开仓
f600624,1337911,y1009,买入,已报,1,7770,2010-01-07 14:33:31,0,0,1,-,0,0,开仓
f600624,1337907,y1009,卖出,全部成交,1,7738,2010-01-07 14:33:31,1,7862,0,124,0,0,开仓
f600624,1337906,y1009,卖出,全部成交,1,7670,2010-01-07 14:33:31,1,7862,0,192,0,0,开仓
f600624,1337905,y1009,卖出,全部成交,1,7734,2010-01-07 14:33:31,1,7862,0,128,0,0,开仓
f600624,1337903,y1009,买入,已报,1,7642,2010-01-07 14:33:31,0,0,1,-,0,0,开仓
f600624,1337902,y1009,卖出,全部成交,1,7634,2010-01-07 14:33:31,1,7862,0,228,0,0,开仓
f600624,1337901,y1009,买入,已报,1,7674,2010-01-07 14:33:31,0,0,1,-,0,0,开仓
f600624,1337898,y1009,卖出,全部成交,1,7704,2010-01-07 14:33:31,1,7862,0,158,0,0,开仓
f600624,1337897,y1009,买入,已报,1,7742,2010-01-07 14:33:31,0,0,1,-,0,0,开仓
f600624,1337894,y1009,卖出,全部成交,1,7740,2010-01-07 14:33:31,1,7862,0,122,0,0,开仓
直到模拟户上的钱完部用完为止,此时点开交易指令设置,并没有任何帐户被选择。
仔细看了一下报入的价位,300根K线上所有的信号都被报入了。我用的5分钟K线,也就是说几天前的单都报进去了,请NOPain仔细测试一下。
我所有指令全用的BUY,buytocover系列函数,delay=true,用了很久才第一次出现这个问题。
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