交易时间撤单模块 - 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

function CancelAllOrder(sAccount) '撤销所有委托
Document.DebugFile "C:\OrderLog.Txt","撤单模块启动"& sAccount,1
     dim Orderid   '订单ID
     dim Filled   '提交手数
     dim Remaining '剩余手数
     dim Action   '买卖
     dim OrderType '订单类型
     dim LmtPrice '委托价
     dim Account   '账户
     dim Kaiping   '开平
     dim code
     dim t1
     t1=TimeValue(Now())
     PendingCount=Order.OrderNum2
     For i=0 to PendingCount-1
          Call Order.OrderInfo2(i,OrderID,ConSign,Filled,Remaining,Action,OrderType,LmtPrice,Account,Kaiping,Code,Market)
              'application.MsgOut sAccount & " ---"&OrderID &"---!!"&Code &"===="&Market
              Document.DebugFile "C:\OrderLog.Txt",sAccount & " ---"&OrderID &"---!!"&Code &"===="&Market,1
          if Account=sAccount then
             if Market = "ZJ" and ((t1>TimeValue("09:10") and t1<TimeValue("11:30")) or (t1>TimeValue("13:00") and t1<TimeValue("15:15"))) then
               call order.CancelOrder(OrderID)
                Document.DebugFile "C:\OrderLog.Txt","中金盘中撤单"&Market,1
             end if

             if (Market ="SQ" or Market="DQ" or Market="ZQ") and ( (t1>TimeValue("09:00") and t1<TimeValue("10:15")) or (t1>TimeValue("10:30") and t1<TimeValue("11:30")) or (t1>TimeValue("13:30") and t1<TimeValue("15:00") ) ) then
             call order.CancelOrder(OrderID)
              Document.DebugFile "C:\OrderLog.Txt","三所盘中撤单"&Market,1
             end if

             if Market = "ZJ" and (t1>TimeValue("09:10") and t1<TimeValue("11:30")) or (t1>TimeValue("13:00") and t1<TimeValue("15:15")) then
                application.MsgOut "!!!!!!!!!!!!!!!!!!!!"
                'Document.DebugFile "C:\OrderLog.Txt","!!!!!!!!!!!!!!!!!!!!",1
             end if

          end if
     Next
End function

主题：交易时间撤单模块