1秒周期的后台交易系统挂模拟账户上去跑为什么一秒内执行很多次？ - 金字塔软件问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

程序开头打了个begin,程序结果打了个end.

2016-09-21 10:54:53.508    ******begin******
2016-09-21 10:54:53.508    shigh = 2256.00
2016-09-21 10:54:53.508    slow = 2254.00
2016-09-21 10:54:53.508    lastClose = 2256.00
2016-09-21 10:54:53.508    ******end******
2016-09-21 10:54:53.508    ******begin******
2016-09-21 10:54:53.508    shigh = 2256.00
2016-09-21 10:54:53.508    slow = 2254.00
2016-09-21 10:54:53.508    lastClose = 2255.00
2016-09-21 10:54:53.508    ******end******
2016-09-21 10:54:53.508    ******begin******
2016-09-21 10:54:53.508    shigh = 2256.00
2016-09-21 10:54:53.508    slow = 2254.00
2016-09-21 10:54:53.508    lastClose = 2256.00
2016-09-21 10:54:53.508    ******end******
2016-09-21 10:54:53.508    ******begin******
2016-09-21 10:54:53.508    shigh = 2256.00
2016-09-21 10:54:53.524    slow = 2254.00
2016-09-21 10:54:53.524    lastClose = 2255.00
2016-09-21 10:54:53.524    ******end******
2016-09-21 10:54:53.524    ******begin******
2016-09-21 10:54:53.524    shigh = 2256.00
2016-09-21 10:54:53.524    slow = 2254.00
2016-09-21 10:54:53.524    lastClose = 2255.00
2016-09-21 10:54:53.524    ******end******
2016-09-21 10:54:53.524    ******begin******
2016-09-21 10:54:53.524    shigh = 2256.00
2016-09-21 10:54:53.524    slow = 2254.00
2016-09-21 10:54:53.524    lastClose = 2255.00
2016-09-21 10:54:53.524    ******end******
2016-09-21 10:54:53.524    ******begin******
2016-09-21 10:54:53.524    shigh = 2256.00
2016-09-21 10:54:53.524    slow = 2254.00
2016-09-21 10:54:53.524    lastClose = 2256.00
2016-09-21 10:54:53.524    ******end******
2016-09-21 10:54:53.524    ******begin******
2016-09-21 10:54:53.524    shigh = 2256.00
2016-09-21 10:54:53.524    slow = 2254.00
2016-09-21 10:54:53.524    lastClose = 2255.00
2016-09-21 10:54:53.524    ******end******

请把公式代码也一起贴过来

//捕获快速下跌和快速上涨的行情
runmode:0;

zh:='613938'; //交易账号

//日志文件路径
logFilePath:='D:\jztLog\log.txt';
DEBUGFILE2(logFilePath,'******begin1******',1,1);

input:changeSecond(10,10,200,20);   //多少秒上涨或下跌一定幅度,大时间周期确定趋势并入场
input:outSecond(20,10,120,20);        //当前价与N秒的移动平均线交叉，止损出局
input:changeRate(0.01,0.01,2,0.2); //secondNum秒内的涨跌幅度百分之0.2
cs:=NUMTOSTR(changeSecond,0);     //数字转字符，方便调用
mn:=NUMTOSTR(outSecond,0);        //数字转字符，方便调用

lastClose:=ref(c,1); //上一秒K线收盘价
orderNum:=1; //下单数量
entertime:=(time>=010300 and time<=025500) or (time>=130300 and time<=185500); //下单时间
exittime:=(time>025500 and time<=120000) or (time>185500 and time<=230000); //清仓离场时间
//lostTooMuch:=(ref(asset,todaybar)-asset)/ref(asset,todaybar)>0.1; //今日亏损超10%
deadplus:=CROSS(STKINDI('','getSecondMa.ma1('&mn&')',0,22,1),lastClose); //离场死叉
goldplus:=CROSS(lastClose,STKINDI('','getSecondMa.ma1('&mn&')',0,22,1)); //离场金叉

//持有多头仓位时，如果当前价和秒均线死叉，平掉多头仓位
if tholding>0 and (deadplus or exittime) then begin
    TSELL(1,tholding,mkt,zh);
    DEBUGFILE2(logFilePath,'>最新价与秒均线死叉或者将到',1,1);
    DEBUGFILE2(logFilePath,'>收盘时间，平掉多头仓位',1,1);
end

//持有空头仓位时，如果当前价和秒均线金叉，平掉空头仓位
if tholding<0 and (goldplus or exittime) then begin
    TSELLSHORT(1,tholding,mkt,zh);
    DEBUGFILE2(logFilePath,'>最新价与秒均线金叉或者将到',1,1);
    DEBUGFILE2(logFilePath,'>收盘时间，平掉空头仓位',1,1);
end

//空仓时，判断是否有下单机会
if tholding=0 then begin
    //取cs秒内的最大值和最小值
    shigh:=STKINDI('','getSecondHHV.c1('&cs&')',0,22,1);
    slow:=STKINDI('','getSecondLLV.c1('&cs&')',0,22,1);

    DEBUGFILE2('D:\jztLog\log.txt','shigh = %.2f',shigh,1);
    DEBUGFILE2('D:\jztLog\log.txt','slow = %.2f',slow,1);
    DEBUGFILE2('D:\jztLog\log.txt','lastClose = %.2f',lastClose,1);

    //changeSecond秒内跌幅超指定幅度,做空 and lostTooMuch=0
    if ROUNDS((shigh - lastClose)/shigh,2)>changeRate and entertime then begin
        MSGOUT(1,'做空');
        TBUYSHORT(1,orderNum,mkt,zh);
        DEBUGFILE2(logFilePath,'>满足开空条件，建仓空头',1,1);
    end

    //changeSecond秒内涨幅超指定幅度,做多 and lostTooMuch=0
    if ROUNDS((lastClose - slow)/slow,2)>changeRate and entertime then begin
        MSGOUT(1,'做多');
        TBUY(1,orderNum,mkt,zh);
        DEBUGFILE2(logFilePath,'>满足开多条件，建仓多头',1,1);
    end
end

DEBUGFILE2(logFilePath,'******end******',1,1);

不是我的代码问题，我新建了一个空的后台程序化交易系统，代码如下：

//捕获快速下跌和快速上涨的行情
runmode:0;

logFilePath:='D:\jztLog\log.txt';
DEBUGFILE2(logFilePath,'******begin2******',1,1);

DEBUGFILE2(logFilePath,'******end******',1,1);

照样一秒钟执行很多次

看下你后台程序化设置的界面

是不是要加ISLASTBAR判断

哪个地方可以看？

我刚加了ISLASTBAR判断，模拟盘确实可以一秒钟跑一次了，但是在历史回测只在最后一笔跑了一次。测试不了。

ISLASTBAR，在历史上是0，所以不会执行。只有最新的k上值才是1，

另外，你测了在刚加载是，会有一个初始化的过程，对历史上的k线进行一个运算，才会刷新到新的值。

我说的设置，交易----后台程序化中设置的界面，运行周期，运行模式这些。是否勾选不间断监控，这个是我5楼中要的

此主题相关图片如下：1.png

主题：1秒周期的后台交易系统挂模拟账户上去跑为什么一秒内执行很多次？