Le plugin peut exécuter le code pendant une période de temps, et il peut effectuer des opérations simples, telles quecommandes de glacier, commandes en attente, annulation de commandeetcalcul de la commandeComme leoutil de débogage, il utilisereturn
pour retourner les résultats, et il peut également retourner directement les graphiques et les tableaux.
Voici quelques exemples, et d'autres fonctions peuvent être explorées par vous-même.
Revenir à l'instantané de profondeur
// Return to the depth snapshot
function main() {
var tbl = {
type: 'table',
title: 'snapshot of the order depth @ ' + _D(),
cols: ['#', 'Amount', 'Ask', 'Bid', 'Amount'],
rows: []
}
var d = exchange.GetDepth()
for (var i = 0; i < Math.min(Math.min(d.Asks.length, d.Bids.length), 15); i++) {
tbl.rows.push([i, d.Asks[i].Amount, d.Asks[i].Price+'#ff0000', d.Bids[i].Price+'#0000ff', d.Bids[i].Amount])
}
return tbl
}
def main():
tbl = {
"type": "table",
"title": "snapshot of the order depth @ " + _D(),
"cols": ["#", "Amount", "Ask", "Bid", "Amount"],
"rows": []
}
d = exchange.GetDepth()
for i in range(min(min(len(d["Asks"]), len(d["Bids"])), 15)):
tbl["rows"].append([i, d["Asks"][i]["Amount"], str(d["Asks"][i]["Price"]) + "#FF0000", str(d["Bids"][i]["Price"]) + "#0000FF", d["Bids"][i]["Amount"]])
return tbl
void main() {
json tbl = R"({
"type": "table",
"title": "abc",
"cols": ["#", "Amount", "Ask", "Bid", "Amount"],
"rows": []
})"_json;
tbl["title"] = "snapshot of the order depth @" + _D();
auto d = exchange.GetDepth();
for(int i = 0; i < 5; i++) {
tbl["rows"].push_back({format("%d", i), format("%f", d.Asks[i].Amount), format("%f #FF0000", d.Asks[i].Price), format("%f #0000FF", d.Bids[i].Price), format("%f", d.Bids[i].Amount)});
}
LogStatus("`" + tbl.dump() + "`");
// C++ does not support "return json" to display the table, and you can create the live trading to display the table of the status bar
}
Tirer les écarts entre les périodes
// Draw cross-period spreads
var chart = {
__isStock: true,
title : { text : 'spread analysis chart'},
xAxis: { type: 'datetime'},
yAxis : {
title: {text: 'spread'},
opposite: false
},
series : [
{name : "diff", data : []}
]
}
function main() {
exchange.SetContractType('quarter')
var recordsA = exchange.GetRecords(PERIOD_M5)
exchange.SetContractType('this_week')
var recordsB = exchange.GetRecords(PERIOD_M5)
for(var i = 0; i < Math.min(recordsA.length, recordsB.length); i++){
var diff = recordsA[recordsA.length - Math.min(recordsA.length, recordsB.length) + i].Close - recordsB[recordsB.length - Math.min(recordsA.length, recordsB.length) + i].Close
chart.series[0].data.push([recordsA[recordsA.length - Math.min(recordsA.length, recordsB.length) + i].Time, diff])
}
return chart
}
chart = {
"__isStock": True,
"title": {"text": "spread analysis chart"},
"xAxis": {"type": "datetime"},
"yAxis": {
"title": {"text": "spread"},
"opposite": False
},
"series": [
{"name": "diff", "data": []}
]
}
def main():
exchange.SetContractType("quarter")
recordsA = exchange.GetRecords(PERIOD_M5)
exchange.SetContractType("this_week")
recordsB = exchange.GetRecords(PERIOD_M5)
for i in range(min(len(recordsA), len(recordsB))):
diff = recordsA[len(recordsA) - min(len(recordsA), len(recordsB)) + i].Close - recordsB[len(recordsB) - min(len(recordsA), len(recordsB)) + i].Close
chart["series"][0]["data"].append([recordsA[len(recordsA) - min(len(recordsA), len(recordsB)) + i]["Time"], diff])
return chart
// C++ does not support "return json" structure drawing
Il y a d'autres exemples dans