插件用途

插件可以执行代码一段时间，可执行一些简单的操作。例如冰山委托、挂单、撤单、计算等任务，和调试工具一样使用return返回结果，也可以直接返回图表和表格。 下面举几个例子，其他功能可以自行探索。

• 返回深度的快照

  // 返回深度的快照
  function main() {
      var tbl = { 
          type: 'table', 
          title: '深度快照 @ ' + _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": "深度快照 @ " + _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"] = "深度快照 @" + _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++ 不支持return json 显示表格，可以创建实盘显示状态栏表格
  }

• 画跨期差价

  // 画跨期差价
  var chart = { 
      __isStock: true,    
      title : { text : '差价分析图'},                     
      xAxis: { type: 'datetime'},                 
      yAxis : {                                        
          title: {text: '差价'},                   
          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": "差价分析图"},
      "xAxis": {"type": "datetime"},
      "yAxis": {
          "title": {"text": "差价"}, 
          "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++ 不支持 return json 结构画图

策略广场中还有其它范例可以参考，例如：逐笔小量买入/卖出。

插件编写 使用方式