账户:'400003';
套利品种1:'RB01';
套利品种2:'RB10';
//*****************************
//获得价差方法1
JC:"RB01$CLOSE"-"RB10$CLOSE";
//获得价差方法2
//JC:dynainfo2(7,'IF11')-dynainfo2(7,'IF12');
//下单
IF JC>=5*MINDIFF THEN BEGIN
TBUYSHORT(1,1,MKT ,0,0,账户,套利品种1);
TBUY(1,1,MKT ,0,0,账户,套利品种2);
END