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共5 条记录, 每页显示 10 条, 页签: [1]
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标题:[原创]成交比与持仓比

1楼
z7c9 发表于:2013/3/5 20:04:18

runmode:1;

bkname:='指数合约';
stks:=stkcount(bkname);

variable:totalamounts=0;
variable:totalpositions=0;

for i=1 to stks do begin
 code:=stkfromblk(bkname,i);
 code:=strremove(code,0,2);

 len:=strlen(code);
 prefix:=strleft(code,len-2);
 
 amounts:=callstock(code,vtclose,6,-1)*dynainfo2(209,code)*callstock(code,vtvol,6,-1);
 positions:=callstock(code,vtclose,6,-1)*dynainfo2(209,code)*callstock(code,vtopenint,6,-1);
 
 if stricmp(prefix,'if')=0 then begin
  amounts:=2*amounts;
  positions:=2*positions;
 end 
  
 totalamounts:=totalamounts+amounts;
 totalpositions:=totalpositions+positions;
end

myamounts:=ref(close,1)*multiplier*ref(vol,1);
mypositions:=ref(close,1)*multiplier*ref(openint,1);

len1:=strlen(stklabel);
prefix1:=strleft(stklabel,len-2);

if stricmp(prefix1,'if')=0 then begin
 myamounts:=2*myamounts;
 mypositions:=2*mypositions;
end 
 
成交比:myamounts/totalamounts*100,linethick0; 
持仓比:mypositions/totalpositions*100,linethick0;

2楼
王锋 发表于:2013/3/5 20:08:27
图片点击可在新窗口打开查看
3楼
zsjwhy 发表于:2013/3/6 20:39:01
谢谢版主
4楼
小兵过河 发表于:2013/3/9 9:33:13

bkname:='指数合约';

这里面的指数合约是不是需要把特定的品种指数合约代码放进去?

5楼
300qh 发表于:2013/3/15 17:15:20

无法运行

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