欢迎使用金字塔普通技术服务论坛,您可以在相关区域发表技术支持贴。
我司技术服务人员将优先处理 VIP客服论坛 服务贴,普通区问题处理速度慢,请耐心等待。谢谢您对我们的支持与理解。


金字塔客服中心 - 专业程序化交易软件提供商金字塔软件高级功能研发区 → ReportNotify触发测试

   

欢迎使用金字塔普通技术服务论坛,您可以在相关区域发表技术支持贴。
我司技术服务人员将优先处理 VIP客服论坛 服务贴,普通区问题处理速度慢,请耐心等待。谢谢您对我们的支持与理解。    


  共有5203人关注过本帖树形打印复制链接

主题:ReportNotify触发测试

帅哥哟,离线,有人找我吗?
BNF
  1楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级:论坛游民 帖子:269 积分:1502 威望:0 精华:0 注册:2010/11/1 21:37:43
ReportNotify触发测试  发帖心情 Post By:2010/11/9 10:36:16 [只看该作者]

想来想去还是单独开个帖子,各位版主大人看的清楚。

 

以下是引用admin在2010-11-8 17:49:23的发言:

 只要是盘口数据有变化就是即时触发

太感谢老师了。

另外期货数据是一秒两次,那么盘口数据怎么改变的呢?

还是说是双行情系统的关系,或者一部分数据在解压,更新了bar,所以触发一次,然后剩下的数据也解析,又更新了bar,所以又触发了一次。

会不会出现bar数变了,可是实际盘口数据还没补充完毕的情况?

 

因为我的理解是,如果没有新数据过来,按理应该是不变,不触发的,但是它触发了,说明有新数据过来。可是期货行情是一秒两次,只应该触发两次而已。所以有可能还有其他数据源,或者是像我想象的,解数据包没解完全,部分更新导致的触发?

 

 

刚才我用ReportNotify触发输出了实时数据,包括ReportData和minutedata,然后发现,其实数据并没有更新,请查看以下部分结果。

第一列都是minutedata.count即bar数

 

4239,34776.68,4786,1193276,823694,4786,400,4785,8,1,3.936574E+10,34776.68
4240,34776.7,4785,1193278,823712,4785,74,4784,204,0,3.93666E+10,34776.7
4240,34776.93,4785,1193278,823712,4785,74,4784,204,0,3.93666E+10,34776.93
4241,34777.21,4785,1193276,823746,4785,69,4784,204,1,3.936823E+10,34777.21
4241,34777.75,4785,1193276,823746,4785,69,4784,204,1,3.936823E+10,34777.75
4241,34777.82,4785,1193276,823746,4785,69,4784,204,1,3.936823E+10,34777.82
4241,34778.15,4785,1193276,823746,4785,69,4784,204,1,3.936823E+10,34778.15
4242,34778.68,4785,1193276,823768,4785,63,4784,376,1,3.936928E+10,34778.68
4242,34778.96,4785,1193276,823768,4785,63,4784,376,1,3.936928E+10,34778.96
4242,34779.2,4785,1193276,823768,4785,63,4784,376,1,3.936928E+10,34779.2
4242,34779.46,4785,1193276,823768,4785,63,4784,376,1,3.936928E+10,34779.46
4243,34779.73,4785,1193216,823830,4785,33,4784,375,1,3.937225E+10,34779.73
4243,34780.03,4785,1193216,823830,4785,33,4784,375,1,3.937225E+10,34780.03
4243,34780.25,4785,1193216,823830,4785,33,4784,375,1,3.937225E+10,34780.25
4244,34780.67,4786,1193222,823898,4786,473,4785,467,1,3.93755E+10,34780.67

 

 

 

上面是单独minutedata的结果,虽然触发多次,但是除了我自己设定的timer,根本没有变化和新数据。下面是reportdata和minutedata一起:

6600,2010-11-9 上午 10:07:31,4709,4730,4730,4679,4720,4804,4710,4791,989444,4.730116E+10,6601,0,4791,133,4792,423,4,192512,509336,480004,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295343E+10,313098,684478,3553,3047,5261,4778,0,1463,1447,3690,1.10772E+10,1.339724E+10,2.267344E+10,0,0,4791,1198552,989444,4792,423,4791,133,0,4.730116E+10,36451.65,36451.65
6600,2010-11-9 上午 10:07:31,4709,4730,4730,4679,4720,4804,4710,4791,989444,4.730116E+10,6601,0,4791,133,4792,423,4,192512,509336,480004,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295343E+10,313098,684478,3553,3047,5261,4778,0,1463,1447,3690,1.10772E+10,1.339724E+10,2.267344E+10,0,0,4791,1198552,989444,4792,423,4791,133,0,4.730116E+10,36452.05,36452.05
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,121,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.35,36452.35
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,121,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.62,36452.62
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,130,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.88,36452.88
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,130,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36453.13,36453.13
6602,2010-11-9 上午 10:07:33,4709,4730,4730,4679,4720,4804,4710,4792,989476,4.730269E+10,6603,0,4791,143,4792,420,6,286720,509342,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434303E+10,2.295468E+10,313104,684478,3554,3048,5262,4780,1,1464,1447,3691,1.107748E+10,1.339724E+10,2.267468E+10,0,1,4792,1198548,989476,4792,420,4791,143,1,4.730269E+10,36453.2,36453.21
6602,2010-11-9 上午 10:07:33,4709,4730,4730,4679,4720,4804,4710,4792,989476,4.730269E+10,6603,0,4791,145,4792,420,6,286720,509342,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434303E+10,2.295468E+10,313104,684478,3554,3048,5262,4780,1,1464,1447,3691,1.107748E+10,1.339724E+10,2.267468E+10,0,1,4792,1198548,989476,4792,420,4791,143,1,4.730269E+10,36453.6,36453.6
6602,2010-11-9 上午 10:07:33,4709,4730,4730,4679,4720,4804,4710,4792,989476,4.730269E+10,6603,0,4791,143,4792,420,6,286720,509342,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434303E+10,2.295468E+10,313104,684478,3554,3048,5262,4780,1,1464,1447,3691,1.107748E+10,1.339724E+10,2.267468E+10,0,1,4792,1198548,989476,4792,420,4791,143,1,4.730269E+10,36453.9,36453.9
6602,2010-11-9 上午 10:07:33,4709,4730,4730,4679,4720,4804,4710,4792,989476,4.730269E+10,6603,0,4791,145,4792,420,6,286720,509342,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434303E+10,2.295468E+10,313104,684478,3554,3048,5262,4780,1,1464,1447,3691,1.107748E+10,1.339724E+10,2.267468E+10,0,1,4792,1198548,989476,4792,420,4791,143,1,4.730269E+10,36453.91,36453.91
6603,2010-11-9 上午 10:07:34,4709,4730,4730,4679,4720,4804,4710,4792,989534,4.730547E+10,6604,0,4791,146,4792,391,58,2781184,509400,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434582E+10,2.295468E+10,313104,684478,3555,3048,5263,4780,1,1464,1447,3692,1.107748E+10,1.339724E+10,2.267746E+10,0,1,4792,1198546,989534,4792,391,4791,146,1,4.730547E+10,36454.21,36454.21
6604,2010-11-9 上午 10:07:34,4709,4730,4730,4679,4720,4804,4710,4792,989536,4.730557E+10,6605,0,4791,162,4792,405,2,94208,509402,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434591E+10,2.295468E+10,313104,684478,3556,3048,5264,4780,1,1464,1447,3693,1.107748E+10,1.339724E+10,2.267756E+10,0,1,4792,1198546,989536,4792,405,4791,162,1,4.730557E+10,36454.62,36454.62
6604,2010-11-9 上午 10:07:34,4709,4730,4730,4679,4720,4804,4710,4792,989536,4.730557E+10,6605,0,4791,162,4792,405,2,94208,509402,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434591E+10,2.295468E+10,313104,684478,3556,3048,5264,4780,1,1464,1447,3693,1.107748E+10,1.339724E+10,2.267756E+10,0,1,4792,1198546,989536,4792,405,4791,162,1,4.730557E+10,36455.02,36455.02
6605,2010-11-9 上午 10:07:35,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,214,4792,403,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36455.34,36455.34
6605,2010-11-9 上午 10:07:35,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,165,4792,403,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36455.66,36455.66
6605,2010-11-9 上午 10:07:35,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,214,4792,403,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36455.68,36455.68
6605,2010-11-9 上午 10:07:35,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,165,4792,403,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36456.13,36456.13
6605,2010-11-9 上午 10:07:36,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,166,4792,404,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36456.4,36456.4
6605,2010-11-9 上午 10:07:36,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,166,4792,404,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36456.68,36456.68
6605,2010-11-9 上午 10:07:36,4709,4730,4730,4679,4720,4804,4710,4792,989540,4.730576E+10,6606,0,4791,166,4792,404,4,192512,509406,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.43461E+10,2.295468E+10,313104,684478,3557,3048,5265,4780,1,1464,1447,3694,1.107748E+10,1.339724E+10,2.267775E+10,0,1,4792,1198546,989540,4792,403,4791,214,1,4.730576E+10,36456.7,36456.7

 

 

可以看出,同一个bar的所有数据完全相同,没有什么我假设的没补完的情况存在。如果是这样的话,显然vba调用在做重复劳动。

如果是一直不停的按时间间隔刷新,中间间隔的时间也不是等分的。

 

非常希望各位老师能指点下,到底是怎么回事儿,还是我哪里搞错了。

知道怎么回事,我就知道怎么处理了。现在的金字塔相当稳定,性能又好,所以上面的我想不是bug,是处理方式,国内再也找不着比金字塔还好的软件了。

谢谢!

[此贴子已经被作者于2010-11-9 10:44:52编辑过]

 回到顶部
帅哥哟,离线,有人找我吗?
admin
  2楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级:管理员 帖子:7302 积分:32559 威望:1000 精华:45 注册:2003/12/30 16:34:32
  发帖心情 Post By:2010/11/9 11:00:13 [只看该作者]

说了一大堆,我们没有了解你的想法思路,可否简化一下你的要求?


 回到顶部
帅哥哟,离线,有人找我吗?
BNF
  3楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级:论坛游民 帖子:269 积分:1502 威望:0 精华:0 注册:2010/11/1 21:37:43
  发帖心情 Post By:2010/11/9 15:41:41 [只看该作者]

o,谢谢老师关注。

其实就是ReportNotify触发的事情。如果是交易的话,很容易出现重复信号,因为一秒刷了多次;如果是加判定bar的话,可以解决,但是这样一来,vba刷新是否有新行情不是占用数倍的计算资源么。因为之前了解到的是:之所以有触发,是因为有新数据过来,但是我上面的测试看出,实际并不是因为新行情数据的关系。

所以,我希望的最最理想的状态是,ReportNotify这类,或者新有个函数,可以做到真正的有新行情数据过来只触发一次,而且,触发的反应时间小于1ms。这样既快速又节约资源。如果ReportNotify是内部定时刷新检查是否新数据的话,希望不会因此而把刷新频率改成1秒4次,从而效率会降低,尽管看起来重复触发变少了。

因为不是特别了解这个机制,所以可能说话有些外行,但是意思就是这个意思。

[此贴子已经被作者于2010-11-9 15:42:04编辑过]

 回到顶部
帅哥哟,离线,有人找我吗?
admin
  4楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级:管理员 帖子:7302 积分:32559 威望:1000 精华:45 注册:2003/12/30 16:34:32
  发帖心情 Post By:2010/11/9 19:17:21 [只看该作者]

ReportNotify不会乱触发的,委托价格变化,委托数量变化也会导致触发,你最好的办法是判断当前的成交量与上次的成交量,如果有成交再进行调用minutedata处理。

这是唯一的方法,没有再更好的,所有的软件都必须如此。


 回到顶部
帅哥哟,离线,有人找我吗?
BNF
  5楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级:论坛游民 帖子:269 积分:1502 威望:0 精华:0 注册:2010/11/1 21:37:43
  发帖心情 Post By:2010/11/9 20:50:45 [只看该作者]

以下是引用admin在2010-11-9 19:17:21的发言:

ReportNotify不会乱触发的,委托价格变化,委托数量变化也会导致触发,你最好的办法是判断当前的成交量与上次的成交量,如果有成交再进行调用minutedata处理。

这是唯一的方法,没有再更好的,所有的软件都必须如此。

谢谢老师!我回来再加判断成交量的语句。reportdata是不是没有调用minutedata好?在策略的时候。

 

另外,我发现,刚才上面前几行

6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,121,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.35,36452.35
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,121,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.62,36452.62
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,130,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36452.88,36452.88
6601,2010-11-9 上午 10:07:32,4709,4730,4730,4679,4720,4804,4710,4791,989470,4.730241E+10,6602,0,4791,130,4792,422,26,1245184,509336,480030,螺纹钢1105,RB05,SQ,4700,1125614,4935,4465,2.434275E+10,2.295468E+10,313098,684478,3553,3048,5261,4779,0,1463,1447,3691,1.10772E+10,1.339724E+10,2.267468E+10,0,0,4791,1198548,989470,4792,422,4791,121,0,4.730241E+10,36453.13,36453.13

我看这个bar,虽然刷了四次,但是我仔细对比了reportdata和minutedata的所有数据,但是完全一样。麻烦告诉我应该看哪里更新了。我也好有个心理准备处理。谢谢!

对了,会不会是虽然注册了一个,rb05,但是其实其他的品种的数据也会有影响,金字塔数据双驱动,所以才会出现两次数据触发?一秒钟就是四次?可是如果是这样,按理说应该有数据变动才对。谢谢老师!这个对我的策略挺重要的,所以了解清楚了就好办了。


 回到顶部
帅哥哟,离线,有人找我吗?
BNF
  6楼 | 信息 | 搜索 | 邮箱 | 主页 | UC


加好友 发短信
等级:论坛游民 帖子:269 积分:1502 威望:0 精华:0 注册:2010/11/1 21:37:43
  发帖心情 Post By:2010/11/11 3:15:10 [只看该作者]

烦请解惑,谢谢老师和各位大侠。


 回到顶部