半夜淀粉莫名其妙有行情,導(dǎo)致交易紊亂 [金字塔]
- 咨詢內(nèi)容:
我用后臺程序化交易,昨天在淀粉上出現(xiàn)了莫名其妙的情況。我在后臺程序化的代碼中用debugfile來記錄各個變量的值,然后昨天記錄到下面貼出來的情況。其中1c,2c,3c表示的是倉量,由于我的策略中使用不同參數(shù)對同一品種交易,就用這些全局變量來記錄每組參數(shù)對應(yīng)的倉量。對應(yīng)的,1p是第一組倉位的平倉價格,以此類推。記錄中可以看到,昨天半夜23:32左右,莫名其妙有交易信號,持續(xù)了兩秒鐘,然后平倉價格就被莫名其妙的改變了,結(jié)果早上09:00一開盤系統(tǒng)就直接平倉了。請問這是什么情況?如何可以避免這樣的情況?
2016-10-24 14:59:58.000 開始1c=12
2016-10-24 14:59:58.001 開始2c=12
2016-10-24 14:59:58.001 開始3c=12
2016-10-24 14:59:58.001 tsell前1p=1742
2016-10-24 14:59:58.002 tsell后1c=12
2016-10-24 14:59:58.002 tsell前2p=1711
2016-10-24 14:59:58.003 tsell后2c=12
2016-10-24 14:59:58.003 tsell前3p=1761
2016-10-24 14:59:58.003 tsell后3c=12
2016-10-24 14:59:58.004 dianfen運行結(jié)束
2016-10-24 14:59:58.496 開始1c=12
2016-10-24 14:59:58.496 開始2c=12
2016-10-24 14:59:58.497 開始3c=12
2016-10-24 14:59:58.497 tsell前1p=1742
2016-10-24 14:59:58.497 tsell后1c=12
2016-10-24 14:59:58.497 tsell前2p=1711
2016-10-24 14:59:58.498 tsell后2c=12
2016-10-24 14:59:58.498 tsell前3p=1761
2016-10-24 14:59:58.498 tsell后3c=12
2016-10-24 14:59:58.498 dianfen運行結(jié)束
2016-10-24 14:59:58.975 開始1c=12
2016-10-24 14:59:58.975 開始2c=12
2016-10-24 14:59:58.975 開始3c=12
2016-10-24 14:59:58.975 tsell前1p=1742
2016-10-24 14:59:58.975 tsell后1c=12
2016-10-24 14:59:58.975 tsell前2p=1711
2016-10-24 14:59:58.975 tsell后2c=12
2016-10-24 14:59:58.975 tsell前3p=1761
2016-10-24 14:59:58.975 tsell后3c=12
2016-10-24 14:59:58.975 dianfen運行結(jié)束
2016-10-24 14:59:59.493 開始1c=12
2016-10-24 14:59:59.494 開始2c=12
2016-10-24 14:59:59.494 開始3c=12
2016-10-24 14:59:59.494 tsell前1p=1742
2016-10-24 14:59:59.495 tsell后1c=12
2016-10-24 14:59:59.495 tsell前2p=1711
2016-10-24 14:59:59.496 tsell后2c=12
2016-10-24 14:59:59.496 tsell前3p=1761
2016-10-24 14:59:59.497 tsell后3c=12
2016-10-24 14:59:59.497 dianfen運行結(jié)束
2016-10-24 14:59:59.980 開始1c=12
2016-10-24 14:59:59.980 開始2c=12
2016-10-24 14:59:59.981 開始3c=12
2016-10-24 14:59:59.981 tsell前1p=1742
2016-10-24 14:59:59.981 tsell后1c=12
2016-10-24 14:59:59.981 tsell前2p=1711
2016-10-24 14:59:59.982 tsell后2c=12
2016-10-24 14:59:59.982 tsell前3p=1761
2016-10-24 14:59:59.983 tsell后3c=12
2016-10-24 14:59:59.983 dianfen運行結(jié)束
2016-10-24 23:32:33.981 開始1c=12
2016-10-24 23:32:33.981 開始2c=12
2016-10-24 23:32:33.981 開始3c=12
2016-10-24 23:32:33.982 tsell前1p=5663
2016-10-24 23:32:33.983 tsell后1c=12
2016-10-24 23:32:33.984 tsell前2p=5525
2016-10-24 23:32:33.985 tsell后2c=12
2016-10-24 23:32:33.986 tsell前3p=5388
2016-10-24 23:32:33.987 tsell后3c=12
2016-10-24 23:32:33.987 dianfen運行結(jié)束
2016-10-24 23:32:35.875 開始1c=12
2016-10-24 23:32:35.875 開始2c=12
2016-10-24 23:32:35.876 開始3c=12
2016-10-24 23:32:35.877 tsell前1p=5663
2016-10-24 23:32:35.877 tsell后1c=12
2016-10-24 23:32:35.878 tsell前2p=5525
2016-10-24 23:32:35.879 tsell后2c=12
2016-10-24 23:32:35.880 tsell前3p=5388
2016-10-24 23:32:35.880 tsell后3c=12
2016-10-24 23:32:35.881 dianfen運行結(jié)束
2016-10-25 09:00:10.864 開始1c=12
2016-10-25 09:00:10.865 開始2c=12
2016-10-25 09:00:10.865 開始3c=12
2016-10-25 09:00:10.866 tsell前1p=5916
2016-10-25 09:00:10.867 tsell后1c=0
2016-10-25 09:00:10.868 tbuy后1c=0
2016-10-25 09:00:10.868 tbuy后1p=0
2016-10-25 09:00:10.869 tbuyshort后1c=0
2016-10-25 09:00:10.869 tbuyshort后1p=0
2016-10-25 09:00:10.870 tsell前2p=5879
2016-10-25 09:00:10.871 tsell后2c=0
2016-10-25 09:00:10.872 tbuy后2c=0
2016-10-25 09:00:10.872 tbuy后2p=0
2016-10-25 09:00:10.872 tbuyshort后2c=0
2016-10-25 09:00:10.873 tbuyshort后2p=0
2016-10-25 09:00:10.873 tsell前3p=5842
2016-10-25 09:00:10.875 tsell后3c=0
2016-10-25 09:00:10.875 tbuy后3c=0
2016-10-25 09:00:10.875 tbuy后3p=0
2016-10-25 09:00:10.876 tbuyshort后3c=0
2016-10-25 09:00:10.876 tbuyshort后3p=0
2016-10-25 09:00:10.876 dianfen運行結(jié)束
2016-10-25 09:00:11.360 開始1c=0
2016-10-25 09:00:11.360 開始2c=0
2016-10-25 09:00:11.361 開始3c=0
2016-10-25 09:00:11.361 tbuy后1c=0
2016-10-25 09:00:11.361 tbuy后1p=0
2016-10-25 09:00:11.362 tbuyshort后1c=0
2016-10-25 09:00:11.362 tbuyshort后1p=0
2016-10-25 09:00:11.362 tbuy后2c=0
2016-10-25 09:00:11.362 tbuy后2p=0
2016-10-25 09:00:11.363 tbuyshort后2c=0
2016-10-25 09:00:11.363 tbuyshort后2p=0
2016-10-25 09:00:11.364 tbuy后3c=0
2016-10-25 09:00:11.364 tbuy后3p=0
2016-10-25 09:00:11.364 tbuyshort后3c=0
2016-10-25 09:00:11.365 tbuyshort后3p=0
2016-10-25 09:00:11.365 dianfen運行結(jié)束 - 金字塔客服:
是不是用了不間斷監(jiān)控,在后臺設(shè)置界面這樣即使沒有行情也會刷新公式的
[此貼子已經(jīng)被作者于2016-10-25 13:37:50編輯過] - 用戶回復(fù):
是的,用了不間斷監(jiān)控。但是我希望能半秒甚至0.25秒掃描一次,還有別的辦法嗎?
- 網(wǎng)友回復(fù):
交易-下單設(shè)置-程序化交易
只在交易時段進(jìn)行程序化,這邊的勾勾上
另外你這么頻繁掃描有意義嗎?行情都沒有這么快速你相當(dāng)于在100這個價格上來回反復(fù)沒有知己作用的
有思路,想編寫各種指標(biāo)公式,程序化交易模型,選股公式,預(yù)警公式的朋友
可聯(lián)系技術(shù)人員 QQ: 511411198 進(jìn)行 有償 編寫!(不貴!點擊查看價格!)
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