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标题：委托单tremainqty函数有概率读取不正确

1楼

lanchongms 发表于：2014/2/14 9:54:36

后台交易，版本3.1正式版

代码

buyhold:=tbuyholdingex(ac,stklabel,1);

sellhold:=tsellholdingex(ac,stklabel,1);

wtb:=tremainqty(1,ac,stklabel);

wtbp:=tremainqty(2,ac,stklabel);

wts:=tremainqty(3,ac,stklabel);

wtsp:=tremainqty(4,ac,stklabel);

最小时间间隔不断轮询

2014-02-14 09:25:05.862 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:05.878 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:05.893 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:05.909 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:05.924 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:05.940 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:05.956 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:05.971 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:05.987 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.002 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.018 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.034 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.049 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.065 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.080 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.096 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.112 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.127 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.143 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.158 buyhold=0 sellhold=0 wtb=0 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.174 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.190 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.205 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.221 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.236 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.268 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.283 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.299 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.314 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.330 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.346 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.361 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

2014-02-14 09:25:06.377 buyhold=0 sellhold=0 wtb=1 wts=0 wtbp=0 wtsp=0 time=92600

问题：

在9:24:59下1手多单后，一直到9:25:06.143，多单尚未成交（委托多单——wtb显示1），

但9:25:06.158，在多单尚未成交的情况下，读取到的委托多单（WTB）居然变成0了（红色部分），导致我错误的同步下单！

据我观察到，在下单后，每一新分钟的第6或第7秒，就会出现读取委托单不正常的情况。麻烦详细检查tremainqty函数

附带交易记录：

2014-02-14 09:24:59

13900XXX : IF1402 - 已报单 1 价格:2276.8 开买

2014-02-14 09:25:06

13900XXX : IF1402 - 已报单 1 价格:2276.8 开买

2014-02-14 09:25:44

03800XXX : IF1402 - 已报单 3 价格:2276.8 开买

此记录证明在9:24：59~9：25：44期间没有做任何撤单动作，也没有任何单子成交，本人也没做任何手工交易，均为全自动。

2楼

lichenghu 发表于：2014/2/14 9:56:47

您好,对应在取得未成交单前面加个TACCOUNT( 2)判断下账户是否连接正常

如果账户连接异常取值会存在问题

3楼

lanchongms 发表于：2014/2/14 10:09:34

已经在下单前加了

If taccount2(2,ac)<>1 then exit;

但其依然在09:25:06根据委托仓位进行仓位调整，说明读取时候账户处于正常状态的~

4楼

lichenghu 发表于：2014/2/14 13:42:09

前面加个变量输出TACCOUNT( 2)的值,如果对应为255,说明账户连接异常