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标题:CF主力合约移仓换月监测后台公式,这几天每天发邮件提醒我CF00主力合约从CF09换到了CF01,请问是哪里出问题了

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ydian 发表于:2013/6/5 9:52:09

  IF CALLSTOCK('CF01',vtOPENINT,0,0)=CALLSTOCK('CF00',vtOPENINT,0,0) AND CALLSTOCK('CF01',vtVOL,0,0)=CALLSTOCK('CF00',vtVOL,0,0) AND CALLSTOCK('CF01',vtCLOSE,0,0)=CALLSTOCK('CF00',vtCLOSE,0,0) THEN MMONTHCF:='CF01';

  IF CALLSTOCK('CF03',vtOPENINT,0,0)=CALLSTOCK('CF00',vtOPENINT,0,0) AND CALLSTOCK('CF03',vtVOL,0,0)=CALLSTOCK('CF00',vtVOL,0,0) AND CALLSTOCK('CF03',vtCLOSE,0,0)=CALLSTOCK('CF00',vtCLOSE,0,0) THEN MMONTHCF:='CF03';

  IF CALLSTOCK('CF05',vtOPENINT,0,0)=CALLSTOCK('CF00',vtOPENINT,0,0) AND CALLSTOCK('CF05',vtVOL,0,0)=CALLSTOCK('CF00',vtVOL,0,0) AND CALLSTOCK('CF05',vtCLOSE,0,0)=CALLSTOCK('CF00',vtCLOSE,0,0) THEN MMONTHCF:='CF05';

  IF CALLSTOCK('CF07',vtOPENINT,0,0)=CALLSTOCK('CF00',vtOPENINT,0,0) AND CALLSTOCK('CF07',vtVOL,0,0)=CALLSTOCK('CF00',vtVOL,0,0) AND CALLSTOCK('CF07',vtCLOSE,0,0)=CALLSTOCK('CF00',vtCLOSE,0,0) THEN MMONTHCF:='CF07';

  IF CALLSTOCK('CF09',vtOPENINT,0,0)=CALLSTOCK('CF00',vtOPENINT,0,0) AND CALLSTOCK('CF09',vtVOL,0,0)=CALLSTOCK('CF00',vtVOL,0,0) AND CALLSTOCK('CF09',vtCLOSE,0,0)=CALLSTOCK('CF00',vtCLOSE,0,0) THEN MMONTHCF:='CF09';

  IF CALLSTOCK('CF11',vtOPENINT,0,0)=CALLSTOCK('CF00',vtOPENINT,0,0) AND CALLSTOCK('CF11',vtVOL,0,0)=CALLSTOCK('CF00',vtVOL,0,0) AND CALLSTOCK('CF11',vtCLOSE,0,0)=CALLSTOCK('CF00',vtCLOSE,0,0) THEN MMONTHCF:='CF11';

  //当前CF连续主力合约为:MMONTHCF;

  IF CALLSTOCK(MMONTHCF,vtOPENINT,6,-1)<>CALLSTOCK('CF00',vtOPENINT,6,-1) OR CALLSTOCK(MMONTHCF,vtVOL,6,-1)<>CALLSTOCK('CF00',vtVOL,6,-1) OR CALLSTOCK(MMONTHCF,vtCLOSE,6,-1)<>CALLSTOCK('CF00',vtCLOSE,6,-1) THEN //判断连续主力合约换月信号

     BEGIN

     IF CALLSTOCK('CF01',vtOPENINT,6,-1)=CALLSTOCK('CF00',vtOPENINT,6,-1) AND CALLSTOCK('CF01',vtVOL,6,-1)=CALLSTOCK('CF00',vtVOL,6,-1) THEN SMONTHCF:='CF01';

     IF CALLSTOCK('CF03',vtOPENINT,6,-1)=CALLSTOCK('CF00',vtOPENINT,6,-1) AND CALLSTOCK('CF03',vtVOL,6,-1)=CALLSTOCK('CF00',vtVOL,6,-1) THEN SMONTHCF:='CF03';

     IF CALLSTOCK('CF05',vtOPENINT,6,-1)=CALLSTOCK('CF00',vtOPENINT,6,-1) AND CALLSTOCK('CF05',vtVOL,6,-1)=CALLSTOCK('CF00',vtVOL,6,-1) THEN SMONTHCF:='CF05';

     IF CALLSTOCK('CF07',vtOPENINT,6,-1)=CALLSTOCK('CF00',vtOPENINT,6,-1) AND CALLSTOCK('CF07',vtVOL,6,-1)=CALLSTOCK('CF00',vtVOL,6,-1) THEN SMONTHCF:='CF07';

     IF CALLSTOCK('CF09',vtOPENINT,6,-1)=CALLSTOCK('CF00',vtOPENINT,6,-1) AND CALLSTOCK('CF09',vtVOL,6,-1)=CALLSTOCK('CF00',vtVOL,6,-1) THEN SMONTHCF:='CF09';

     IF CALLSTOCK('CF11',vtOPENINT,6,-1)=CALLSTOCK('CF00',vtOPENINT,6,-1) AND CALLSTOCK('CF11',vtVOL,6,-1)=CALLSTOCK('CF00',vtVOL,6,-1) THEN SMONTHCF:='CF11';

     //DEBUGOUT('今日CF连续主力合约换月至:%.0f'+MMONTHCF,1);

     //DEBUGOUT('CF今换月前之主力合约:%.0f'+SMONTHCF,1);
    
     IF (DYNAINFO(207)>=090058 AND DYNAINFO(207)<090100) OR (DYNAINFO(207)>=100058 AND DYNAINFO(207)<100100) OR (DYNAINFO(207)>=110058 AND DYNAINFO(207)<110100) OR (DYNAINFO(207)>=140058 AND DYNAINFO(207)<140100) THEN

        BEGIN

        DEBUGFILE('D:\HLPY9-24换月记录.TXT','今日CF连续主力合约换月至:%.0f'+MMONTHCF,1);

        DEBUGFILE('D:\HLPY9-24换月记录.TXT','CF00今日换月前之主力合约为:%.0f'+SMONTHCF,1);
       
        SENDMAIL(1,mailaddress,'金字塔公式HLPY8:今日CF连续主力合约换月','换月前主力合约为'+SMONTHCF+';换月后主力合约为'+MMONTHCF+'。');

        END

      END;

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