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发表于 2025-3-27 05:57
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我找到了另外一条跨多日的记录和相应日志,发现并不是到当天晚上fstkdjg变成0,而是后面的白天也是0,但图表该变量是对的。
0324早晨9.05开仓铁矿石。
当日开仓后,fstkdjg都是对的,都是771.5:
2025-03-24 10:57:03.802 1250324 105800 [开多条件=0 开多信号价格=0.00 开多仓位=0.10 持仓手数=3] [平多信号=0 平多信号价格=0.00 平多仓位=1.80] [开空信号=0 开空信号价格=0.00 开空仓位=-0.10] [平空信号=0 平空信号价格=0.00 平空仓位=-1.80] [开空策略信号=0 开多策略信号=0 平空策略信号=0 平多策略信号=0] [当前资产=924284.93 动态权益=924284.93 当前可用资金=768960.43 占用保证金=153539.50 reftholding=3] fstkdzqs=99 fstkkzqs=99 kdzqs=99 kkzqs=339 pdzqs=9998 pkzqs=222] [fstkkjg=771.50 fstkdjg=771.50 kdjg=771.50 kkjg=771.50] [ref1tpckd_1=766.30 ref1tpckd6=0.00 ref1tpckk6=9999999.00 ref1tpckk_1=762]0.0276]0.0000] [pd7_4zskd6jg=765.000 pd7_5zskd6jg=765.000 pk7_4zskk6jg=764.000 pk7_5zskk6jg=759.000] [pk7_4_3_1var10=0 pd7_4_3_1var10=0 pk7_4_3_1=0 pd7_4_3_1=0 pk7_4=0 pd7_4=0] [yktj6=0 ydtj6=0 pk7_4_3_1=0 kk7gttjvar1_1=0 kd7gttjvar1_1=0 nokktj=1] [nokktj2=1 nokdtj=1 nokdtj2=1 kk6gttj4=1 kd6gttj4=1] [kdtj6_2var4=1 kktj6_2var4=0 kd6gttj3=1 kk6gttj3=0 ydtj6=0 yktj6=0] [fstdpkk6zqs=113 fsttpkd6zqs=102 ykktj6=0 ykdtj6=0 ykktj6_1=0 ykdtj6_1=0] [kktj6_2var1=1 kdtj6_2var1=0 ktbl=0 dtbl=0 ykktj6_1=0 ykdtj6_1=0]
2025-03-24 10:57:05.434 1250324 105800 [开多条件=0 开多信号价格=0.00 开多仓位=0.10 持仓手数=3] [平多信号=0 平多信号价格=0.00 平多仓位=1.80] [开空信号=0 开空信号价格=0.00 开空仓位=-0.10] [平空信号=0 平空信号价格=0.00 平空仓位=-1.80] [开空策略信号=0 开多策略信号=0 平空策略信号=0 平多策略信号=0] [当前资产=924444.93 动态权益=924444.93 当前可用资金=768960.43 占用保证金=153539.50 reftholding=3] fstkdzqs=99 fstkkzqs=99 kdzqs=99 kkzqs=339 pdzqs=9998 pkzqs=222] [fstkkjg=771.50 fstkdjg=771.50 kdjg=771.50 kkjg=771.50] [ref1tpckd_1=766.30 ref1tpckd6=0.00 ref1tpckk6=9999999.00 ref1tpckk_1=762]0.0275]0.0000] [pd7_4zskd6jg=765.000 pd7_5zskd6jg=765.000 pk7_4zskk6jg=764.000 pk7_5zskk6jg=759.000] [pk7_4_3_1var10=0 pd7_4_3_1var10=0 pk7_4_3_1=0 pd7_4_3_1=0 pk7_4=0 pd7_4=0] [yktj6=0 ydtj6=0 pk7_4_3_1=0 kk7gttjvar1_1=0 kd7gttjvar1_1=0 nokktj=1] [nokktj2=1 nokdtj=1 nokdtj2=1 kk6gttj4=1 kd6gttj4=1] [kdtj6_2var4=1 kktj6_2var4=0 kd6gttj3=1 kk6gttj3=0 ydtj6=0 yktj6=0] [fstdpkk6zqs=113 fsttpkd6zqs=102 ykktj6=0 ykdtj6=0 ykktj6_1=0 ykdtj6_1=0] [kktj6_2var1=1 kdtj6_2var1=0 ktbl=0 dtbl=0 ykktj6_1=0 ykdtj6_1=0]
0324晚上日志,fstkdjg已经变成了0.但kdjg是对的。说明不是数据问题:
2025-03-24 21:08:59.341 1250325 210900 [开多条件=0 开多信号价格=0.00 开多仓位=0.10 持仓手数=3] [平多信号=0 平多信号价格=0.00 平多仓位=1.80] [开空信号=0 开空信号价格=0.00 开空仓位=-0.10] [平空信号=0 平空信号价格=0.00 平空仓位=-1.80] [开空策略信号=0 开多策略信号=0 平空策略信号=0 平多策略信号=0] [当前资产=928722.63 动态权益=928722.63 当前可用资金=814410.43 占用保证金=111902.20 reftholding=3] fstkdzqs=230 fstkkzqs=230 kdzqs=230 kkzqs=470 pdzqs=9998 pkzqs=353] [fstkkjg=0.00 fstkdjg=0.00 kdjg=771.50 kkjg=771.50] [ref1tpckd_1=777.94 ref1tpckd6=0.00 ref1tpckk6=9999999.00 ref1tpckk_1=762]0.0274]0.0000] [pd7_4zskd6jg=765.000 pd7_5zskd6jg=765.000 pk7_4zskk6jg=764.000 pk7_5zskk6jg=759.000] [pk7_4_3_1var10=0 pd7_4_3_1var10=0 pk7_4_3_1=0 pd7_4_3_1=0 pk7_4=0 pd7_4=0] [yktj6=0 ydtj6=0 pk7_4_3_1=0 kk7gttjvar1_1=0 kd7gttjvar1_1=0 nokktj=1] [nokktj2=1 nokdtj=1 nokdtj2=1 kk6gttj4=1 kd6gttj4=1] [kdtj6_2var4=0 kktj6_2var4=0 kd6gttj3=0 kk6gttj3=0 ydtj6=0 yktj6=0] [fstdpkk6zqs=244 fsttpkd6zqs=19 ykktj6=0 ykdtj6=0 ykktj6_1=0 ykdtj6_1=0] [kktj6_2var1=1 kdtj6_2var1=0 ktbl=0 dtbl=0 ykktj6_1=0 ykdtj6_1=0]
2025-03-24 21:09:00.804 1250325 210900 [开多条件=0 开多信号价格=0.00 开多仓位=0.10 持仓手数=3] [平多信号=0 平多信号价格=0.00 平多仓位=1.80] [开空信号=0 开空信号价格=0.00 开空仓位=-0.10] [平空信号=0 平空信号价格=0.00 平空仓位=-1.80] [开空策略信号=0 开多策略信号=0 平空策略信号=0 平多策略信号=0] [当前资产=928452.63 动态权益=928452.63 当前可用资金=814410.43 占用保证金=111902.20 reftholding=3] fstkdzqs=230 fstkkzqs=230 kdzqs=230 kkzqs=470 pdzqs=9998 pkzqs=353] [fstkkjg=0.00 fstkdjg=0.00 kdjg=771.50 kkjg=771.50] [ref1tpckd_1=777.94 ref1tpckd6=0.00 ref1tpckk6=9999999.00 ref1tpckk_1=762]0.0274]0.0000] [pd7_4zskd6jg=765.000 pd7_5zskd6jg=765.000 pk7_4zskk6jg=764.000 pk7_5zskk6jg=759.000] [pk7_4_3_1var10=0 pd7_4_3_1var10=0 pk7_4_3_1=0 pd7_4_3_1=0 pk7_4=0 pd7_4=0] [yktj6=0 ydtj6=0 pk7_4_3_1=0 kk7gttjvar1_1=0 kd7gttjvar1_1=0 nokktj=1] [nokktj2=1 nokdtj=1 nokdtj2=1 kk6gttj4=1 kd6gttj4=1] [kdtj6_2var4=0 kktj6_2var4=0 kd6gttj3=0 kk6gttj3=0 ydtj6=0 yktj6=0] [fstdpkk6zqs=244 fsttpkd6zqs=19 ykktj6=0 ykdtj6=0 ykktj6_1=0 ykdtj6_1=0] [kktj6_2var1=1 kdtj6_2var1=0 ktbl=0 dtbl=0 ykktj6_1=0 ykdtj6_1=0]
0325和后面的日志,fstkdjg同样为0:
2025-03-25 09:16:26.654 1250325 91700 [开多条件=0 开多信号价格=0.00 开多仓位=0.10 持仓手数=3] [平多信号=0 平多信号价格=0.00 平多仓位=1.80] [开空信号=0 开空信号价格=0.00 开空仓位=-0.10] [平空信号=0 平空信号价格=0.00 平空仓位=-1.80] [开空策略信号=0 开多策略信号=0 平空策略信号=0 平多策略信号=0] [当前资产=925236.28 动态权益=925236.28 当前可用资金=808859.28 占用保证金=114357.00 reftholding=3] fstkdzqs=358 fstkkzqs=358 kdzqs=358 kkzqs=598 pdzqs=9998 pkzqs=481] [fstkkjg=0.00 fstkdjg=0.00 kdjg=771.50 kkjg=771.50] [ref1tpckd_1=777.94 ref1tpckd6=0.00 ref1tpckk6=9999999.00 ref1tpckk_1=762]0.0275]0.0000] [pd7_4zskd6jg=765.000 pd7_5zskd6jg=765.000 pk7_4zskk6jg=764.000 pk7_5zskk6jg=759.000] [pk7_4_3_1var10=0 pd7_4_3_1var10=0 pk7_4_3_1=0 pd7_4_3_1=0 pk7_4=0 pd7_4=0] [yktj6=0 ydtj6=0 pk7_4_3_1=0 kk7gttjvar1_1=0 kd7gttjvar1_1=0 nokktj=1] [nokktj2=1 nokdtj=1 nokdtj2=1 kk6gttj4=1 kd6gttj4=1] [kdtj6_2var4=0 kktj6_2var4=0 kd6gttj3=0 kk6gttj3=0 ydtj6=0 yktj6=0] [fstdpkk6zqs=372 fsttpkd6zqs=147 ykktj6=0 ykdtj6=0 ykktj6_1=0 ykdtj6_1=0] [kktj6_2var1=1 kdtj6_2var1=0 ktbl=0 dtbl=0 ykktj6_1=0 ykdtj6_1=0]
那么问题就出在下面的代码上:
kdjg:=TENTERPRICE,LINETHICK0; //上次开仓价
fstkdzqs_1:=TOPENBAR; //开仓历时
fstkdzqs:=fstkdzqs_1; //开仓历时
fstkdjg:=ref(kdjg,fstkdzqs_1-1);
fstkdjg:=ref(kdjg,fstkdzqs_1-1);中,kdjg不支持ref,但奇怪的是,在开仓当日,即0324白天,看日志fstkdzqs,是对的,但ref也没有问题。到了晚上和后面几天,fstkdzqs也是对的,但ref的值已经不对了。由于我们这个没有加仓,所以fstkdjg=kdjg。这样说来,ref好像也不是一直失效,所以非常像一个系统bug。 |
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