主题：半夜淀粉莫名其妙有行情，导致交易紊乱

我用后台程序化交易，昨天在淀粉上出现了莫名其妙的情况。我在后台程序化的代码中用debugfile来记录各个变量的值，然后昨天记录到下面贴出来的情况。其中1c，2c，3c表示的是仓量，由于我的策略中使用不同参数对同一品种交易，就用这些全局变量来记录每组参数对应的仓量。对应的，1p是第一组仓位的平仓价格，以此类推。记录中可以看到，昨天半夜23：32左右，莫名其妙有交易信号，持续了两秒钟，然后平仓价格就被莫名其妙的改变了，结果早上09：00一开盘系统就直接平仓了。请问这是什么情况？如何可以避免这样的情况？

2016-10-24 14:59:58.000    开始1c=12
2016-10-24 14:59:58.001    开始2c=12
2016-10-24 14:59:58.001    开始3c=12
2016-10-24 14:59:58.001    tsell前1p=1742
2016-10-24 14:59:58.002    tsell后1c=12
2016-10-24 14:59:58.002    tsell前2p=1711
2016-10-24 14:59:58.003    tsell后2c=12
2016-10-24 14:59:58.003    tsell前3p=1761
2016-10-24 14:59:58.003    tsell后3c=12
2016-10-24 14:59:58.004    dianfen运行结束
2016-10-24 14:59:58.496    开始1c=12
2016-10-24 14:59:58.496    开始2c=12
2016-10-24 14:59:58.497    开始3c=12
2016-10-24 14:59:58.497    tsell前1p=1742
2016-10-24 14:59:58.497    tsell后1c=12
2016-10-24 14:59:58.497    tsell前2p=1711
2016-10-24 14:59:58.498    tsell后2c=12
2016-10-24 14:59:58.498    tsell前3p=1761
2016-10-24 14:59:58.498    tsell后3c=12
2016-10-24 14:59:58.498    dianfen运行结束
2016-10-24 14:59:58.975    开始1c=12
2016-10-24 14:59:58.975    开始2c=12
2016-10-24 14:59:58.975    开始3c=12
2016-10-24 14:59:58.975    tsell前1p=1742
2016-10-24 14:59:58.975    tsell后1c=12
2016-10-24 14:59:58.975    tsell前2p=1711
2016-10-24 14:59:58.975    tsell后2c=12
2016-10-24 14:59:58.975    tsell前3p=1761
2016-10-24 14:59:58.975    tsell后3c=12
2016-10-24 14:59:58.975    dianfen运行结束
2016-10-24 14:59:59.493    开始1c=12
2016-10-24 14:59:59.494    开始2c=12
2016-10-24 14:59:59.494    开始3c=12
2016-10-24 14:59:59.494    tsell前1p=1742
2016-10-24 14:59:59.495    tsell后1c=12
2016-10-24 14:59:59.495    tsell前2p=1711
2016-10-24 14:59:59.496    tsell后2c=12
2016-10-24 14:59:59.496    tsell前3p=1761
2016-10-24 14:59:59.497    tsell后3c=12
2016-10-24 14:59:59.497    dianfen运行结束
2016-10-24 14:59:59.980    开始1c=12
2016-10-24 14:59:59.980    开始2c=12
2016-10-24 14:59:59.981    开始3c=12
2016-10-24 14:59:59.981    tsell前1p=1742
2016-10-24 14:59:59.981    tsell后1c=12
2016-10-24 14:59:59.981    tsell前2p=1711
2016-10-24 14:59:59.982    tsell后2c=12
2016-10-24 14:59:59.982    tsell前3p=1761
2016-10-24 14:59:59.983    tsell后3c=12
2016-10-24 14:59:59.983    dianfen运行结束
2016-10-24 23:32:33.981    开始1c=12
2016-10-24 23:32:33.981    开始2c=12
2016-10-24 23:32:33.981    开始3c=12
2016-10-24 23:32:33.982    tsell前1p=5663
2016-10-24 23:32:33.983    tsell后1c=12
2016-10-24 23:32:33.984    tsell前2p=5525
2016-10-24 23:32:33.985    tsell后2c=12
2016-10-24 23:32:33.986    tsell前3p=5388
2016-10-24 23:32:33.987    tsell后3c=12
2016-10-24 23:32:33.987    dianfen运行结束
2016-10-24 23:32:35.875    开始1c=12
2016-10-24 23:32:35.875    开始2c=12
2016-10-24 23:32:35.876    开始3c=12
2016-10-24 23:32:35.877    tsell前1p=5663
2016-10-24 23:32:35.877    tsell后1c=12
2016-10-24 23:32:35.878    tsell前2p=5525
2016-10-24 23:32:35.879    tsell后2c=12
2016-10-24 23:32:35.880    tsell前3p=5388
2016-10-24 23:32:35.880    tsell后3c=12
2016-10-24 23:32:35.881    dianfen运行结束
2016-10-25 09:00:10.864    开始1c=12
2016-10-25 09:00:10.865    开始2c=12
2016-10-25 09:00:10.865    开始3c=12
2016-10-25 09:00:10.866    tsell前1p=5916
2016-10-25 09:00:10.867    tsell后1c=0
2016-10-25 09:00:10.868    tbuy后1c=0
2016-10-25 09:00:10.868    tbuy后1p=0
2016-10-25 09:00:10.869    tbuyshort后1c=0
2016-10-25 09:00:10.869    tbuyshort后1p=0
2016-10-25 09:00:10.870    tsell前2p=5879
2016-10-25 09:00:10.871    tsell后2c=0
2016-10-25 09:00:10.872    tbuy后2c=0
2016-10-25 09:00:10.872    tbuy后2p=0
2016-10-25 09:00:10.872    tbuyshort后2c=0
2016-10-25 09:00:10.873    tbuyshort后2p=0
2016-10-25 09:00:10.873    tsell前3p=5842
2016-10-25 09:00:10.875    tsell后3c=0
2016-10-25 09:00:10.875    tbuy后3c=0
2016-10-25 09:00:10.875    tbuy后3p=0
2016-10-25 09:00:10.876    tbuyshort后3c=0
2016-10-25 09:00:10.876    tbuyshort后3p=0
2016-10-25 09:00:10.876    dianfen运行结束
2016-10-25 09:00:11.360    开始1c=0
2016-10-25 09:00:11.360    开始2c=0
2016-10-25 09:00:11.361    开始3c=0
2016-10-25 09:00:11.361    tbuy后1c=0
2016-10-25 09:00:11.361    tbuy后1p=0
2016-10-25 09:00:11.362    tbuyshort后1c=0
2016-10-25 09:00:11.362    tbuyshort后1p=0
2016-10-25 09:00:11.362    tbuy后2c=0
2016-10-25 09:00:11.362    tbuy后2p=0
2016-10-25 09:00:11.363    tbuyshort后2c=0
2016-10-25 09:00:11.363    tbuyshort后2p=0
2016-10-25 09:00:11.364    tbuy后3c=0
2016-10-25 09:00:11.364    tbuy后3p=0
2016-10-25 09:00:11.364    tbuyshort后3c=0
2016-10-25 09:00:11.365    tbuyshort后3p=0
2016-10-25 09:00:11.365    dianfen运行结束