이 경우, 투자자가 투자자의 돈을 지불해야 합니다. 이른바 트러스퍼시브 배당은 동일한 선물 품종의 다른 달에 계약에 동등한 수를 구축하는 것과 반대 방향으로 거래하는 지위를, 마지막으로 헤지링 또는 배달 방식으로 거래를 종료하고 수익을 얻는 방법입니다. 가장 간단한 트러스퍼시브 배당은 가까운 기간에 선물 품종을 구입하고 장기 기간에 선물 품종을 판매하는 것입니다. 예를 들어, Okex의 BTC 주간과 주간 계약. 거래 기간이 다릅니다. 최대 3 개월의 차이는 있습니다.
어떻게 OKEX에 대해 헤지핑을 할 수 있습니까? okex에서 주, 주, 분기 계약의 가격은 종종 유차가 존재하며, 유차가 특정 문턱을 달성하거나 초과하면 연장 헤지핑을 할 수 있으며, 유차가 사라질 때 역동 평형을 수행하여 유차의 합리적인 회수를 활용하여 이익을 얻을 수 있습니다. 예를 들어, BTC 주, 주 계약이 존재하며 유차가 주 계약 가격보다 낮고, 유차가 설정된 문턱을 달성하면 투자자는 주 계약과 빈 주 계약의 수를 일치시키는 것을 할 수 있으며, 해당 주 계약과 주 계약의 유차가 회귀 될 때까지 적절한 정상 평형을 수행하여 이익을 얻을 수 있습니다.
이 경우, 투자자가 투자자의 돈을 지불해야 합니다. 두 계약의 배달 시간이 다르기 때문에, 최근 계약이 강제 배달을 할 때 가격 차이가 회귀되지 않으면 손실이 발생할 수 있습니다.
전략의 기능과 특징: OKEX 간간보장을 지원합니다. 오케크스의 일주, 다음주, 분기 계약을 지원합니다 OKEX의 모든 계약 거래 종류 (BTC,BCH,EOS,BSV,ETH 등) 를 지원합니다.
특히 주의: 이 정책은 Botvstools 템플릿 라이브러리에 의존해야 합니다! 템플릿 라이브러리를 다운로드하세요:https://www.pcclean.io/45gd(zip 파일을 다운로드 한 후 압축을 해제하면 두 개의 js 파일이 있습니다. 하나는 정책, 하나는 템플릿 라이브러리입니다.
전략 매개 변수 설명:https://www.pcclean.io/45gd
var strategy_version="1.2.0.7(adjust parameters)";
/*
使用说明：
1. 请先针对交易所和交易对设置策略参数后再运行此策略。
2. fmz中添加交易所： okex期货交易所
3. 参数里面contract_min表示单个合约价值，不要随意更改
4. 建议okex里面设置为全仓模式，以免出现保证金不足的情况
5. 尽量使用okex api v1
6. 此策略仅用于学习分享，实盘风险自担。
*/
/********************************************策略参数**********************************/
var price_n={Futures_OKCoin_BSV_USD:2};//价格精度设置
var num_n={Futures_OKCoin_BSV_USD:0};//数量精度设置
var minestbuy={Futures_OKCoin_BSV_USD:1};//最小买入量
var price_step={Futures_OKCoin_BSV_USD:0.05};//定价单调整量
var contract_min={Futures_OKCoin_BSV_USD:10};//最小合约金额
var wait_ms=3000;//重试等待时间(ms)
var max_wait_order=10000;//订单等待时间(ms)
var margin_lv=10;//杠杆倍数
var jiacha_monitor={tw_nw:0.02,tw_qt:0.02,nw_qt:0.02};//开仓差价
var hulie_monitor={tw_nw:0.003,tw_qt:0.003,nw_qt:0.003};//忽略的差价
var ok_future_target='bsv';//目标合约
var keep_risk_rate=10;//保证金率
var trade_unit=100;//每次交易多少张
var push_notification=true;//微信通知交易机会
/********************************************策略参数**********************************/
//全局变量
var total_loop=0;
//主函数
function main(){
Log("strategy_version="+strategy_version);
$.set_params(price_n,num_n,minestbuy,price_step,wait_ms,max_wait_order);
if (push_notification){
Log("策略开始运行！已开启推送。@");
}
while(true){
exchange.SetMarginLevel(margin_lv);
var exname=exchange.GetName();
var currency=exchange.GetCurrency();
var account=$.retry_get_account(exchange);
var f_orders=_C(exchange.GetOrders);
exchange.SetContractType("this_week");
var tw_depth=_C(exchange.GetDepth);
var tw_sell1=tw_depth.Asks[0].Price;
var tw_buy1=tw_depth.Bids[0].Price;
var tw_records=_C(exchange.GetRecords,PERIOD_H1);
if (tw_records.length<=50){
Log("tw_records.length无效,跳过此次执行...");
Sleep(wait_ms);
continue;
}
exchange.SetContractType("next_week");
var nw_depth=_C(exchange.GetDepth);
var nw_sell1=nw_depth.Asks[0].Price;
var nw_buy1=nw_depth.Bids[0].Price;
var nw_records=_C(exchange.GetRecords,PERIOD_H1);
if (nw_records.length<=50){
Log("nw_records.length无效,跳过此次执行...");
Sleep(wait_ms);
continue;
}
exchange.SetContractType("quarter");
var qt_depth=_C(exchange.GetDepth);
var qt_sell1=qt_depth.Asks[0].Price;
var qt_buy1=qt_depth.Bids[0].Price;
var qt_records=_C(exchange.GetRecords,PERIOD_H1);
if (qt_records.length<=50){
Log("qt_records.length无效,跳过此次执行...");
Sleep(wait_ms);
continue;
}
var tw_price_ma = TA.MA(tw_records, 30).slice(-1)[0];
var nw_price_ma = TA.MA(nw_records, 30).slice(-1)[0];
var qt_price_ma = TA.MA(qt_records, 30).slice(-1)[0];
var position=_C(exchange.GetPosition);
var tw_zuoduo_zhangshu=0;
var tw_zuoduo_avg_price=0;
var tw_zuoduo_amount=0;
var tw_zuokong_zhangshu=0;
var tw_zuokong_avg_price=0;
var tw_zuokong_amount=0;
var nw_zuoduo_zhangshu=0;
var nw_zuoduo_avg_price=0;
var nw_zuoduo_amount=0;
var nw_zuokong_zhangshu=0;
var nw_zuokong_avg_price=0;
var nw_zuokong_amount=0;
var qt_zuoduo_zhangshu=0;
var qt_zuoduo_avg_price=0;
var qt_zuoduo_amount=0;
var qt_zuokong_zhangshu=0;
var qt_zuokong_avg_price=0;
var qt_zuokong_amount=0;
for (var i=0; i < position.length; i++){
if (position[i].ContractType==="this_week"){
if (position[i].Type===PD_LONG){
tw_zuoduo_zhangshu=position[i].Amount;
tw_zuoduo_avg_price=position[i].Price;
tw_zuoduo_amount=tw_zuoduo_zhangshu*contract_min[$.get_exchange_id(exchange)]*(1/tw_zuoduo_avg_price-1/tw_buy1+1/tw_zuoduo_avg_price);
}
if (position[i].Type===PD_SHORT){
tw_zuokong_zhangshu=position[i].Amount;
tw_zuokong_avg_price=position[i].Price;
tw_zuokong_amount=tw_zuokong_zhangshu*contract_min[$.get_exchange_id(exchange)]*(1/tw_sell1-1/tw_zuokong_avg_price+1/tw_zuokong_avg_price);
}
}
if (position[i].ContractType==="next_week"){
if (position[i].Type===PD_LONG){
nw_zuoduo_zhangshu=position[i].Amount;
nw_zuoduo_avg_price=position[i].Price;
nw_zuoduo_amount=nw_zuoduo_zhangshu*contract_min[$.get_exchange_id(exchange)]*(1/nw_zuoduo_avg_price-1/nw_buy1+1/nw_zuoduo_avg_price);
}
if (position[i].Type===PD_SHORT){
nw_zuokong_zhangshu=position[i].Amount;
nw_zuokong_avg_price=position[i].Price;
nw_zuokong_amount=nw_zuokong_zhangshu*contract_min[$.get_exchange_id(exchange)]*(1/nw_sell1-1/nw_zuokong_avg_price+1/nw_zuokong_avg_price);
}
}
if (position[i].ContractType==="quarter"){
if (position[i].Type===PD_LONG){
qt_zuoduo_zhangshu=position[i].Amount;
qt_zuoduo_avg_price=position[i].Price;
qt_zuoduo_amount=qt_zuoduo_zhangshu*contract_min[$.get_exchange_id(exchange)]*(1/qt_zuoduo_avg_price-1/qt_buy1+1/qt_zuoduo_avg_price);
}
if (position[i].Type===PD_SHORT){
qt_zuokong_zhangshu=position[i].Amount;
qt_zuokong_avg_price=position[i].Price;
qt_zuokong_amount=qt_zuokong_zhangshu*contract_min[$.get_exchange_id(exchange)]*(1/qt_sell1-1/qt_zuokong_avg_price+1/qt_zuokong_avg_price);
}
}
}
var account_rights=account.Info.info[ok_future_target].account_rights;//账户权益
var keep_deposit=account.Info.info[ok_future_target].keep_deposit;//保证金
var profit_real=account.Info.info[ok_future_target].profit_real;//已实现盈亏
var profit_unreal=account.Info.info[ok_future_target].profit_unreal;//未实现盈亏
var risk_rate=account.Info.info[ok_future_target].risk_rate;//保证金率 10倍杠杆，当保证金率小于等于10%，才会触发爆仓线；20倍杠杆，当保证金率小于等于20%，才会触发爆仓线。 这意味着如果您开10倍LTC合约，当您的亏损达到开仓保证金的90%时，会触发爆仓线；若开20倍杠杆的合约，当您的亏损达到开仓保证金的80%时，才会触发爆仓线。
var tw_buy1_fixed=tw_buy1;
var tw_sell1_fixed=tw_sell1;
var nw_buy1_fixed=nw_buy1-(nw_price_ma-tw_price_ma);
var nw_sell1_fixed=nw_sell1-(nw_price_ma-tw_price_ma);
var qt_buy1_fixed=qt_buy1-(qt_price_ma-tw_price_ma);
var qt_sell1_fixed=qt_sell1-(qt_price_ma-tw_price_ma);
//this week - next week - kaichang
if (tw_sell1_fixed<nw_buy1_fixed && (nw_buy1_fixed-tw_sell1_fixed)/tw_sell1_fixed>jiacha_monitor['tw_nw']){
if (push_notification){
Log("次周_当周_套利机会:"+exname+" "+((nw_buy1_fixed-tw_sell1_fixed)/tw_sell1_fixed)+"@");
}
if (risk_rate>keep_risk_rate && account.Stocks>0){
exchange.SetContractType("this_week");
exchange.SetDirection("buy");
var dealamount=$.perform_limited_order("buy",exchange,tw_sell1,trade_unit,false,"futures","buy");
if (dealamount>0){
exchange.SetContractType("next_week");
exchange.SetDirection("sell");
$.perform_limited_order("buy",exchange,nw_buy1,dealamount,true,"futures","sell");
}
}
}
else if (nw_sell1_fixed<tw_buy1_fixed && (tw_buy1_fixed-nw_sell1_fixed)/nw_sell1_fixed>jiacha_monitor['tw_nw']){
if (push_notification){
Log("当周_次周_套利机会:"+exname+" "+((tw_buy1_fixed-nw_sell1_fixed)/nw_sell1_fixed)+"@");
}
if (risk_rate>keep_risk_rate && account.Stocks>0){
exchange.SetContractType("next_week");
exchange.SetDirection("buy");
var dealamount=$.perform_limited_order("buy",exchange,nw_sell1,trade_unit,false,"futures","buy");
if (dealamount>0){
exchange.SetContractType("this_week");
exchange.SetDirection("sell");
$.perform_limited_order("buy",exchange,tw_buy1,dealamount,true,"futures","sell");
}
}
}
//this week - quarter - kaichang
else if (tw_sell1_fixed<qt_buy1_fixed && (qt_buy1_fixed-tw_sell1_fixed)/tw_sell1_fixed>jiacha_monitor['tw_qt']){
if (push_notification){
Log("季度_当周_套利机会:"+exname+" "+((qt_buy1_fixed-tw_sell1_fixed)/tw_sell1_fixed)+"@");
}
if (risk_rate>keep_risk_rate && account.Stocks>0){
exchange.SetContractType("this_week");
exchange.SetDirection("buy");
var dealamount=$.perform_limited_order("buy",exchange,tw_sell1,trade_unit,false,"futures","buy");
if (dealamount>0){
exchange.SetContractType("quarter");
exchange.SetDirection("sell");
$.perform_limited_order("buy",exchange,qt_buy1,dealamount,true,"futures","sell");
}
}
}
else if (qt_sell1_fixed<tw_buy1_fixed && (tw_buy1_fixed-qt_sell1_fixed)/qt_sell1_fixed>jiacha_monitor['tw_qt']){
if (push_notification){
Log("当周_季度_套利机会:"+exname+" "+((tw_buy1_fixed-qt_sell1_fixed)/qt_sell1_fixed)+"@");
}
if (risk_rate>keep_risk_rate && account.Stocks>0){
exchange.SetContractType("quarter");
exchange.SetDirection("buy");
var dealamount=$.perform_limited_order("buy",exchange,qt_sell1,trade_unit,false,"futures","buy");
if (dealamount>0){
exchange.SetContractType("this_week");
exchange.SetDirection("sell");
$.perform_limited_order("buy",exchange,tw_buy1,dealamount,true,"futures","sell");
}
}
}
//next week - quarter - kaichang
else if (nw_sell1_fixed<qt_buy1_fixed && (qt_buy1_fixed-nw_sell1_fixed)/nw_sell1_fixed>jiacha_monitor['nw_qt']){
if (push_notification){
Log("季度_次周_套利机会:"+exname+" "+((qt_buy1_fixed-nw_sell1_fixed)/nw_sell1_fixed)+"@");
}
if (risk_rate>keep_risk_rate && account.Stocks>0){
exchange.SetContractType("next_week");
exchange.SetDirection("buy");
var dealamount=$.perform_limited_order("buy",exchange,nw_sell1,trade_unit,false,"futures","buy");
if (dealamount>0){
exchange.SetContractType("quarter");
exchange.SetDirection("sell");
$.perform_limited_order("buy",exchange,qt_buy1,dealamount,true,"futures","sell");
}
}
}
else if (qt_sell1_fixed<nw_buy1_fixed && (nw_buy1_fixed-qt_sell1_fixed)/qt_sell1_fixed>jiacha_monitor['nw_qt']){
if (push_notification){
Log("次周_季度_套利机会:"+exname+" "+((nw_buy1_fixed-qt_sell1_fixed)/qt_sell1_fixed)+"@");
}
if (risk_rate>keep_risk_rate && account.Stocks>0){
exchange.SetContractType("quarter");
exchange.SetDirection("buy");
var dealamount=$.perform_limited_order("buy",exchange,qt_sell1,trade_unit,false,"futures","buy");
if (dealamount>0){
exchange.SetContractType("next_week");
exchange.SetDirection("sell");
$.perform_limited_order("buy",exchange,nw_buy1,dealamount,true,"futures","sell");
}
}
}
//this week - next week - pingchang
else if (Math.abs((nw_sell1_fixed-tw_buy1_fixed)/tw_buy1_fixed)<hulie_monitor['tw_nw'] && tw_zuoduo_zhangshu>0 && nw_zuokong_zhangshu>0){
var pingchang_zhangshu=Math.min(tw_zuoduo_zhangshu,nw_zuokong_zhangshu);
exchange.SetContractType("this_week");
exchange.SetDirection("closebuy");
var dealamount=$.perform_limited_order("sell",exchange,tw_buy1,pingchang_zhangshu,false,"futures","closebuy");
if (dealamount>0){
exchange.SetContractType("next_week");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,nw_sell1,dealamount,true,"futures","closesell");
}
}
else if (Math.abs((tw_sell1_fixed-nw_buy1_fixed)/nw_buy1_fixed)<hulie_monitor['tw_nw'] && tw_zuokong_zhangshu>0 && nw_zuoduo_zhangshu>0){
var pingchang_zhangshu=Math.min(tw_zuokong_zhangshu,nw_zuoduo_zhangshu);
exchange.SetContractType("next_week");
exchange.SetDirection("closebuy");
var dealamount=$.perform_limited_order("sell",exchange,nw_buy1,pingchang_zhangshu,false,"futures","closebuy");
if (dealamount>0){
exchange.SetContractType("this_week");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,tw_sell1,dealamount,true,"futures","closesell");
}
}
//this week - quarter - pingchang
else if (Math.abs((qt_sell1_fixed-tw_buy1_fixed)/tw_buy1_fixed)<hulie_monitor['tw_qt'] && tw_zuoduo_zhangshu>0 && qt_zuokong_zhangshu>0){
var pingchang_zhangshu=Math.min(tw_zuoduo_zhangshu,qt_zuokong_zhangshu);
exchange.SetContractType("this_week");
exchange.SetDirection("closebuy");
var dealamount=$.perform_limited_order("sell",exchange,tw_buy1,pingchang_zhangshu,false,"futures","closebuy");
if (dealamount>0){
exchange.SetContractType("quarter");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,qt_sell1,dealamount,true,"futures","closesell");
}
}
else if (Math.abs((tw_sell1_fixed-qt_buy1_fixed)/qt_buy1_fixed)<hulie_monitor['tw_qt'] && tw_zuokong_zhangshu>0 && qt_zuoduo_zhangshu>0){
var pingchang_zhangshu=Math.min(tw_zuokong_zhangshu,qt_zuoduo_zhangshu);
exchange.SetContractType("quarter");
exchange.SetDirection("closebuy");
var dealamount=$.perform_limited_order("sell",exchange,qt_buy1,pingchang_zhangshu,false,"futures","closebuy");
if (dealamount>0){
exchange.SetContractType("this_week");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,tw_sell1,dealamount,true,"futures","closesell");
}
}
//next week - quarter - pingchang
else if (Math.abs((qt_sell1_fixed-nw_buy1_fixed)/nw_buy1_fixed)<hulie_monitor['nw_qt'] && nw_zuoduo_zhangshu>0 && qt_zuokong_zhangshu>0){
var pingchang_zhangshu=Math.min(nw_zuoduo_zhangshu,qt_zuokong_zhangshu);
exchange.SetContractType("next_week");
exchange.SetDirection("closebuy");
var dealamount=$.perform_limited_order("sell",exchange,nw_buy1,pingchang_zhangshu,false,"futures","closebuy");
if (dealamount>0){
exchange.SetContractType("quarter");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,qt_sell1,dealamount,true,"futures","closesell");
}
}
else if (Math.abs((nw_sell1_fixed-qt_buy1_fixed)/qt_buy1_fixed)<hulie_monitor['nw_qt'] && nw_zuokong_zhangshu>0 && qt_zuoduo_zhangshu>0){
var pingchang_zhangshu=Math.min(nw_zuokong_zhangshu,qt_zuoduo_zhangshu);
exchange.SetContractType("quarter");
exchange.SetDirection("closebuy");
var dealamount=$.perform_limited_order("sell",exchange,qt_buy1,pingchang_zhangshu,false,"futures","closebuy");
if (dealamount>0){
exchange.SetContractType("next_week");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,nw_sell1,dealamount,true,"futures","closesell");
}
}
else{
//处理交割
var total_zuoduo=tw_zuoduo_zhangshu+nw_zuoduo_zhangshu+qt_zuoduo_zhangshu;
var total_zuokong=tw_zuokong_zhangshu+nw_zuokong_zhangshu+qt_zuokong_zhangshu;
if (total_zuoduo!==total_zuokong){
if (total_zuoduo>total_zuokong){
var diff_num=total_zuoduo-total_zuokong;
//强制平多
Log("开始强制平多:"+diff_num+'@');
if (qt_zuoduo_zhangshu>=diff_num){
exchange.SetContractType("quarter");
exchange.SetDirection("closebuy");
$.perform_limited_order("sell",exchange,qt_buy1,diff_num,true,"futures","closebuy");
}else{
exchange.SetContractType("quarter");
exchange.SetDirection("closebuy");
$.perform_limited_order("sell",exchange,qt_buy1,qt_zuoduo_zhangshu,true,"futures","closebuy");
var diff2=diff_num-qt_zuoduo_zhangshu;
if (nw_zuoduo_zhangshu>=diff2){
exchange.SetContractType("next_week");
exchange.SetDirection("closebuy");
$.perform_limited_order("sell",exchange,nw_buy1,diff2,true,"futures","closebuy");
}else{
exchange.SetContractType("next_week");
exchange.SetDirection("closebuy");
$.perform_limited_order("sell",exchange,nw_buy1,nw_zuoduo_zhangshu,true,"futures","closebuy");
var diff3=diff2-nw_zuoduo_zhangshu;
if (tw_zuoduo_zhangshu>=diff3){
exchange.SetContractType("this_week");
exchange.SetDirection("closebuy");
$.perform_limited_order("sell",exchange,tw_buy1,diff3,true,"futures","closebuy");
}else{
exchange.SetContractType("this_week");
exchange.SetDirection("closebuy");
$.perform_limited_order("sell",exchange,tw_buy1,tw_zuoduo_zhangshu,true,"futures","closebuy");
}
}
}
}
else if (total_zuokong>total_zuoduo){
var diff_num=total_zuokong-total_zuoduo;
//强制平空
Log("开始强制平空:"+diff_num+'@');
if (qt_zuokong_zhangshu>=diff_num){
exchange.SetContractType("quarter");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,qt_sell1,diff_num,true,"futures","closesell");
}else{
exchange.SetContractType("quarter");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,qt_sell1,qt_zuokong_zhangshu,true,"futures","closesell");
var diff2=diff_num-qt_zuokong_zhangshu;
if (nw_zuokong_zhangshu>=diff2){
exchange.SetContractType("next_week");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,nw_sell1,diff2,true,"futures","closesell");
}else{
exchange.SetContractType("next_week");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,nw_sell1,nw_zuokong_zhangshu,true,"futures","closesell");
var diff3=diff2-nw_zuokong_zhangshu;
if (tw_zuokong_zhangshu>=diff3){
exchange.SetContractType("this_week");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,tw_sell1,diff3,true,"futures","closesell");
}else{
exchange.SetContractType("this_week");
exchange.SetDirection("closesell");
$.perform_limited_order("sell",exchange,tw_sell1,tw_zuokong_zhangshu,true,"futures","closesell");
}
}
}
}
}
}
LogStatus(
"合约近期均价="+tw_price_ma+'/'+nw_price_ma+'/'+qt_price_ma+"\n"+
'-----------------------------------------------------------\n'+
'次周_当周_开仓差价='+(nw_buy1_fixed-tw_sell1_fixed)/tw_sell1_fixed+'/'+jiacha_monitor['tw_nw']+"\n"+
'当周_次周_开仓差价='+(tw_buy1_fixed-nw_sell1_fixed)/nw_sell1_fixed+'/'+jiacha_monitor['tw_nw']+"\n"+
'季度_当周_开仓差价='+(qt_buy1_fixed-tw_sell1_fixed)/tw_sell1_fixed+'/'+jiacha_monitor['tw_qt']+"\n"+
'当周_季度_开仓差价='+(tw_buy1_fixed-qt_sell1_fixed)/qt_sell1_fixed+'/'+jiacha_monitor['tw_qt']+"\n"+
'季度_次周_开仓差价='+(qt_buy1_fixed-nw_sell1_fixed)/nw_sell1_fixed+'/'+jiacha_monitor['nw_qt']+"\n"+
'次周_季度_开仓差价='+(nw_buy1_fixed-qt_sell1_fixed)/qt_sell1_fixed+'/'+jiacha_monitor['nw_qt']+"\n"+
'-----------------------------------------------------------\n'+
'次周_当周_平仓差价='+Math.abs((nw_sell1_fixed-tw_buy1_fixed)/tw_buy1_fixed)+'/'+hulie_monitor['tw_nw']+"\n"+
'当周_次周_平仓差价='+Math.abs((tw_sell1_fixed-nw_buy1_fixed)/nw_buy1_fixed)+'/'+hulie_monitor['tw_nw']+"\n"+
'季度_当周_平仓差价='+Math.abs((qt_sell1_fixed-tw_buy1_fixed)/tw_buy1_fixed)+'/'+hulie_monitor['tw_qt']+"\n"+
'当周_季度_平仓差价='+Math.abs((tw_sell1_fixed-qt_buy1_fixed)/qt_buy1_fixed)+'/'+hulie_monitor['tw_qt']+"\n"+
'季度_次周_平仓差价='+Math.abs((qt_sell1_fixed-nw_buy1_fixed)/nw_buy1_fixed)+'/'+hulie_monitor['nw_qt']+"\n"+
'次周_季度_平仓差价='+Math.abs((nw_sell1_fixed-qt_buy1_fixed)/qt_buy1_fixed)+'/'+hulie_monitor['nw_qt']+"\n"+
'-----------------------------------------------------------\n'+
'账户权益='+account_rights+'\n'+
'已用保证金='+keep_deposit+'\n'+
'可用保证金='+account.Stocks+'\n'+
'保证金率='+risk_rate+'\n'+
'当周做多/做空张数='+tw_zuoduo_zhangshu+'/'+tw_zuokong_zhangshu+'\n'+
'次周做多/做空张数='+nw_zuoduo_zhangshu+'/'+nw_zuokong_zhangshu+'\n'+
'季度做多/做空张数='+qt_zuoduo_zhangshu+'/'+qt_zuokong_zhangshu+'\n'+
'期货仓位='+position.length+'\n'+
'未完成订单='+f_orders.length+'\n'+
'当周做多/做空均价='+tw_zuoduo_avg_price+'/'+tw_zuokong_avg_price+'\n'+
'次周做多/做空均价='+nw_zuoduo_avg_price+'/'+nw_zuokong_avg_price+'\n'+
'季度做多/做空均价='+qt_zuoduo_avg_price+'/'+qt_zuokong_avg_price+'\n'+
'♜轮询次数: '+total_loop+'\n'+
'♜更新时间: '+$.get_ChinaTimeString()+'\n'+
'♜微信: alinwo(验证消息:botvs) #0000ff'+'\n'+
'♜霖霖量化-实盘策略: http://www.pcclean.io/quant #ff0000'+'\n'
);
if (total_loop%200===0){
LogProfit(account_rights);
}
total_loop++;
Sleep(wait_ms);
}//while end
}
가오랑이 사람은 거짓말쟁이입니다.
604303746왜 이런 일이 벌어지고 있는 걸까요?