下单是用RM1305下单出错 - 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

找出来了

后台代码:

cc:=round(EXTGBDATA(STKLABEL));//乘以每个模型的下单系数，相加得到最后的理论持仓

buyhold:=tbuyholdingex(ac,stklabel,1);
sellhold:=tsellholdingex(ac,stklabel,1);

b1:=dynainfo(20);
b1v:=dynainfo(25);
s1:=dynainfo(21);
s1v:=dynainfo(31);

ztb:=DYNAINFO(54);
dtb:=DYNAINFO(55);

wtb:=tremainqty(1,ac,stklabel);
wtbp:=tremainqty(2,ac,stklabel);
wts:=tremainqty(3,ac,stklabel);
wtsp:=tremainqty(4,ac,stklabel);
wt:=wtb+wtbp+wts+wtsp;

debugfile(road,'bf ms='&numtostr(makesure,0)&' wt='&numtostr(wt,0)&' ab='&numtostr(abbb,0)&' abp='&numtostr(abbbp,0)&' as='&numtostr(abbs,0)&' asp='&numtostr(abbsp,0)&' acd='&numtostr(abbcd,0)&' cc='&numtostr(cc,0)&' lx='&numtostr(leixing,0)&' gg='&NUMTOSTR(gg2,0)&' p1='&NUMTOSTR(price,2)&' b1='&NUMTOSTR(b1,2)&' b1v='&NUMTOSTR(b1v,0)&' s1='&NUMTOSTR(s1,2)&' s1v='&NUMTOSTR(s1v,0)&' bh='&numtostr(buyhold,0)&' sh=%.0f',sellhold);

一段下单代码

debugfile(road,'af ms='&numtostr(makesure,0)&' wt='&numtostr(wt,0)&' ab='&numtostr(abbb,0)&' abp='&numtostr(abbbp,0)&' as='&numtostr(abbs,0)&' asp='&numtostr(abbsp,0)&' acd='&numtostr(abbcd,0)&' cc='&numtostr(cc,0)&' lx='&numtostr(leixing,0)&' gg='&NUMTOSTR(gg2,0)&' p1='&NUMTOSTR(price,2)&' b1='&NUMTOSTR(b1,2)&' b1v='&NUMTOSTR(b1v,0)&' s1='&NUMTOSTR(s1,2)&' s1v='&NUMTOSTR(s1v,0)&' bh='&numtostr(buyhold,0)&' sh=%.0f',sellhold);
后台结束

TXT记录

2013-02-04 14:54:58.453    bf ms=517191 wt=0 ab=0 abp=0 as=0 asp=0 acd=0 cc=-5 lx=1 gg=0 p1=5446.00 b1=5451.00 b1v=206 s1=5452.00 s1v=275 bh=0 sh=5
2013-02-04 14:54:58.453    af ms=517192 wt=0 ab=0 abp=0 as=0 asp=0 acd=0 cc=-5 lx=1 gg=0 p1=5446.00 b1=5451.00 b1v=206 s1=5452.00 s1v=275 bh=0 sh=5
2013-02-04 14:54:58.484    bf ms=517192 wt=0 ab=0 abp=0 as=0 asp=0 acd=0 cc=0 lx=1 gg=0 p1=5446.00 b1=5451.00 b1v=188 s1=5452.00 s1v=274 bh=0 sh=5
2013-02-04 14:54:58.484    af ms=517193 wt=0 ab=0 abp=0 as=0 asp=5 acd=0 cc=0 lx=1 gg=2 p1=5451.00 b1=5451.00 b1v=188 s1=5452.00 s1v=274 bh=0 sh=5
2013-02-04 14:54:58.531    bf ms=517193 wt=5 ab=0 abp=0 as=0 asp=5 acd=0 cc=0 lx=1 gg=2 p1=5451.00 b1=5451.00 b1v=188 s1=5452.00 s1v=274 bh=0 sh=0
2013-02-04 14:54:58.531    af ms=517194 wt=5 ab=0 abp=0 as=0 asp=0 acd=0 cc=0 lx=1 gg=0 p1=5451.00 b1=5451.00 b1v=188 s1=5452.00 s1v=274 bh=0 sh=0
2013-02-04 14:54:58.594    bf ms=517194 wt=5 ab=0 abp=0 as=0 asp=0 acd=0 cc=0 lx=1 gg=0 p1=5451.00 b1=5451.00 b1v=188 s1=5452.00 s1v=274 bh=0 sh=5
2013-02-04 14:54:58.594    af ms=517195 wt=5 ab=0 abp=0 as=0 asp=0 acd=5 cc=0 lx=1 gg=2 p1=5451.00 b1=5451.00 b1v=188 s1=5452.00 s1v=274 bh=0 sh=5

PLEACEORDER记录

2013-02-04 14:54:58.547    【下单】SRY09 价5451.000000 量5 买卖0 类型0 开平2 账户8703000168 Formula 1
2013-02-04 14:54:58.547    【下单】确认报单已发送 ID=107549618 RefID = 34
2013-02-04 14:54:58.547    【后台】RU05 运行结束
2013-02-04 14:54:58.547    【后台】SRY09 运行结束

2013-02-04 14:54:58.594    【后台】CU05 运行结束
2013-02-04 14:54:58.594    【后台】RU05 运行结束
2013-02-04 14:54:58.594    【后台】SRY09 TCANCELEX 出现信号类型:0 帐号:8703000168   [这里本来不应该撤单,红色部分,代码检测到WT+SH大于系统仓CC(实际这时候sh应该为0才对),作出撤单动作]

2013-02-04 14:54:58.641    【指令】收到回报指令 ID = 107549617 RefID = 33
2013-02-04 14:54:58.656    【指令】收到回报指令 ID = 107549618 RefID = 34
2013-02-04 14:54:58.656    【指令】收到回报指令 ID = 107549619 RefID = 35
2013-02-04 14:54:58.719    【指令】收到回报指令 ID = 107549617 RefID = 33
2013-02-04 14:54:58.719    【指令】收到回报指令 ID = 107549618 RefID = 34

2013-02-04 14:54:58.719 【回报】8703000168 : SR309 - 已报单 5 价格:5451 平买

主题：下单是用RM1305下单出错