sPolicyName = "IF2019A1"
'策略名称
iPeriod=13
'13多分钟,2分钟
Set Formula = marketdata.STKINDI("IF00","ZJ",sPolicyName,0,iPeriod,2,2300)
'IF300
CounTmp = Formula.DataSize-1
TRDKCC = Formula.GetBufData("ccc",CounTmp)
'取得PEL策略持仓
application.MsgOut cdate(time) & ",IF00 pel持仓:" & TRDKCC
sPolicyName = "RB2019A1"
'策略名称
iPeriod=0
'0,1分钟
Set Formula = marketdata.STKINDI("RB00","SQ",sPolicyName,0,iPeriod,0,2300)
'RB00
CounTmp = Formula.DataSize-1
TRDKCC = Formula.GetBufData("ccc",CounTmp)
'取得PEL策略持仓
application.MsgOut cdate(time) & ",RB00 pel持仓:" & TRDKCC
sPolicyName = "RU2019A1"
'策略名称
iPeriod=1
'1,5分钟
Set Formula = marketdata.STKINDI("RU00","SQ",sPolicyName,0,iPeriod,0,2300)
'RU00
CounTmp = Formula.DataSize-1
TRDKCC = Formula.GetBufData("ccc",CounTmp)
'取得PEL策略持仓
application.MsgOut cdate(time) & ",RU00 pel持仓:" & TRDKCC
……
……
都是这样的写法,总共有18个品种,不同的策略名称、不同的周期,为什么读取不到PEL中的 CCC值? (策略加载在图表看到CCC是有数值的)
补充一下,单个品种、单个策略来调取是可以得到 PEL 的CCC参数的