[求助]关于VBS代码如何实现金字塔程序化 - 高级功能研发区 - 金字塔客服中心 - 专业程序化交易软件提供商

以下是VBA的HELP文件范例，请问利用以下代码如何实现账户的程序化交易？还需要哪些步骤的操作？（打开交易账号等）

Sub TLStart()

'注册CF09和CF11品种

call marketdata.RegReportNotify("CF09","ZQ")

call marketdata.RegReportNotify("CF11","ZQ")

End Sub

Sub MARKETDATA_ReportNotify()

'得到这两个品种的行情报价

Set Report1 = marketdata.GetReportData("CF09","ZQ")

Set Report2 = marketdata.GetReportData("CF11","ZQ")

'得到品种的持仓量等信息

dim BuyHoding1

dim BuyHlding2

dim BuyTodayHoding1

dim BuyTodayHoding2

dim SellHoding1

dim SellHoding2

dim SellTodayHoding1

dim SellTodayHoding2

dim BuyCost

dim SellCost

dim PNL

Dim UseMargin

'取指定持仓品种信息

call Order.HoldingInfoByCode2("CF09","ZQ",BuyHoding1,BuyCost,BuyTodayHoding1,SellHoding1,SellCost,SellTodayHoding1,PNL,UseMargin)

call Order.HoldingInfoByCode2("CF11","ZQ",BuyHoding2,BuyCost,BuyTodayHoding2,SellHoding2,SellCost,SellTodayHoding2,PNL,UseMargin)

'当差价出现大于1800时进行套利开仓

'假设是09买 11卖

Diff = Report1.SellPrice1 - Report2.BuyPrice1 '分别取卖价和买价计算差价

if Diff > 1800 and BuyHoding1 = 0 then

call Order.Buy(0,1,Report1.SellPrice1,0,"CF09","ZQ","",0)

call Order.BuyShort(0,1,Report2.BuyPrice1,0,"CF11","ZQ","",0)

end if

'当差价小于1000时进行套利平仓

Diff = Report1.BuyPrice1 - Report2.SellPrice1

if diff < 1000 and BuyHoding1 > 0 then

call Order.Sell(0,1,Report1.BuyPrice1,0,"CF09","ZQ","",0)

call Order.Sellshort(0,1,Report2.SellPrice1,0,"CF11","ZQ","",0)

end if

End Sub

主题：[求助]关于VBS代码如何实现金字塔程序化