请帮忙翻译并改编这这样的
k
dim count
count=0
dim pingcang
pingcang=""
'全局变量
dim exce1
dim report1ComboBox1
dim report2ComboBox1
report1ComboBox1=taoli_report1ComboBox.value
report2ComboBox1=taoli_report2ComboBox.value
dim report1
dim report2
set report1=nothing
set report2=nothing
Sub MARKETDATA_ReportNotify(ReportData)
'显示自定义的最新价格
display
if not report1 is nothing and not report2 is nothing then
taoli_Label1.caption=Report1.newprice
taoli_Label2.caption=Report2.newprice
taoli_chajia.caption= Report1.newprice-Report2.newprice
end if
'如果有订单为成交,则撤销,以免影响批量下单的进度
if not report1 is nothing and not report2 is nothing then
num1=0 '使用于ctp平仓功能变量
num2=0 '使用于ib平仓功能变量
ctp=Order.StockType(report1.Label,report1.marketName)
if ctp=1 then
num1=Order.OrderInfoByCode2(report1.Label,report1.marketName, OrderID1, ConSign, Filled, R1, Action, OrderType, LmtPrice, Account, Kaiping)
num2=Order.OrderInfoByCode2(report2.Label,report2.marketName, OrderID2, ConSign, Filled, R2, Action, OrderType, LmtPrice, Account, Kaiping)
elseif ctp=0 then
num1=Order.OrderInfoByCode(report1.Label,report1.marketName, OrderID1, ConSign, Filled, R1, Action, OrderType, LmtPrice, Account, Kaiping)
num2=Order.OrderInfoByCode(report2.Label,report2.marketName, OrderID2, ConSign, Filled, R2, Action, OrderType, LmtPrice, Account, Kaiping)
end if
if num1=1 or num2=1 then
'application.MsgOut count&" 检测撤单中 "&OrderID1
count=count+1
if count=5 then
num11=0
num12=0
ctp=Order.StockType(report1.Label,report1.marketName)
if ctp=1 then
num11=Order.OrderInfoByCode2(report1.Label,report1.marketName, OrderID3, ConSign, Filled, R1, Action, OrderType, LmtPrice, Account, Kaiping)
num12=Order.OrderInfoByCode2(report2.Label,report2.marketName, OrderID4, ConSign, Filled, R2, Action, OrderType, LmtPrice, Account, Kaiping)
elseif ctp=0 then
num11=Order.OrderInfoByCode(report1.Label,report1.marketName, OrderID3, ConSign, Filled, R1, Action, OrderType, LmtPrice, Account, Kaiping)
num12=Order.OrderInfoByCode(report2.Label,report2.marketName, OrderID4, ConSign, Filled, R2, Action, OrderType, LmtPrice, Account, Kaiping)
end if
if num11=1 and OrderID1=OrderID3 then
call Order.CancelOrder(OrderID3)
'application.MsgOut time()&" "&report1.Label&" "&OrderId1&" 111 chedan"&OrderID3
end if
if num12=1 and OrderID2=OrderID4 then
call Order.CancelOrder(OrderID4)
'application.MsgOut time()&" "&report2.Label&" "&OrderId2&" 222 chedan"&OrderID4
end if
k执行" and not report1 is nothing and taoli_term1price<>"" and taoli_term1num<>"" and taoli_term1cleanprice<>"" then
'第一条件的执行
diffbuy1=0
diffsell1=0
BuyHoding1=0
SellHoding1=0
chicang=0
ctp=Order.StockType(report1.Label,report1.marketName)
if ctp=1 then
call Order.HoldingInfoByCode2(report1.Label,report1.marketName,BuyHoding1,BuyCost,BuyTodayHoding1,SellHoding1,SellCost,SellTodayHoding1,PNL,UseMargin)
elseif ctp=0 then
call Order.HoldingInfoByCode(report1.Label,report1.marketName, Hold, MktPrice, AvgPrice, MktValue, AgeCost, PNL)
if hold>0 then
BuyHoding1=Hold
end if
if hold<0 then
SellHoding1=-hold
end if
end if
diffbuy1=taoli_term1num.value-BuyHoding1
diffsell1=taoli_term1num.value-SellHoding1
diff=Report1.newprice-Report2.newprice-taoli_term1price
if instr(taoli_term1ComboBox.value,"大于") <> 0 and diff>0 and k then
'下列语句在满足条件1 大于实际差价情况下,只对品种1来判断操作,品种2的操作时事件触发
if instr(report1ComboBox1,"买入") <> 0 and diffbuy1>0 then
call Order.Buy(0,1,Report1.SellPrice1,0,Report1.label,Report1.marketname,"",0)
k卖出") <> 0 and diffsell1>0 then
call Order.BuyShort(0,1,Report1.BuyPrice1,0,Report1.label,Report1.marketname,"",0)
k小于") <> 0 and diff<0 and k then
'下列语句在满足条件1 大于实际差价情况下,只对品种1来判断操作,品种2的操作时事件触发
if instr(report1ComboBox1,"买入") <> 0 and diffbuy1>0 then
call Order.Buy(0,1,Report1.SellPrice1,0,Report1.label,Report1.marketname,"",0)
k卖出") <> 0 and diffsell1>0 then
call Order.BuyShort(0,1,Report1.BuyPrice1,0,Report1.label,Report1.marketname,"",0)
k大于") <> 0 and diff>0 and k and chicang=1 then
if BuyHodingclean1>0 then
call Order.Sell(0,1,Report1.BuyPrice1,0,report1.Label,report1.marketName,"",0)
k",0)
k小于") <> 0 and diff<0 and k and chicang=1 then
if BuyHodingclean1>0 then
call Order.Sell(0,1,Report1.BuyPrice1,0,report1.Label,report1.marketName,"",0)
k",0)
k执行" then
chicang=0
Buyhoding=0
Sellhoding=0
if not report1 is nothing and not report2 is nothing then
ctp=Order.StockType(report1.Label,report1.marketName)
if ctp=1 then
chicang=Order.HoldingInfoByCode2(report1.Label,report1.marketName,BuyHoding,BuyCost,BuyTodayHoding1,SellHoding,SellCost,SellTodayHoding1,PNL,UseMargin)
elseif ctp=0 then
Hold=0
chicang=Order.HoldingInfoByCode(report1.Label,report1.marketName, Hold, MktPrice, AvgPrice, MktValue, AgeCost, PNL)
if hold>0 then
Buyhoding=Hold
end if
if hold<0 then
Sellhoding=-hold
end if
if hold=0 then
Buyhoding=Hold
Sellhoding=hold
end if
end if
if Buyhoding>0 and k and chicang=1 then
call Order.Sell(0,1,Report1.BuyPrice1,0,report1.Label,report1.marketName,"",0)
kzhixing" and chicang=1 then
call Order.Sellshort(0,1,Report1.SellPrice1,0,report1.Label,report1.marketName,"",0)
k"
end if
end if
end if
end sub
'当成交量出现变化时发生的事件处理
Sub ORDER_OrderStatusEx(OrderID,Status,Filled,Remaining,Price,Code,Market,OrderType,Aspect,Kaiping)
'application.MsgOut time()&code&" aspect "&Aspect&" kaiping "&Kaiping&" Status "&Status&Filled
if code=UCase(taoli_report1) and status="Filled" then
if kaiping=0 and aspect=0 then
'品种2开空
taoli_ts.AddItem time()&" 条件 买入 "&Filled&"手 "&Report1.StockName&"价格为"&Report1.SellPrice1
call Order.BuyShort(0,Filled,Report2.BuyPrice1,0,Report2.label,Report2.marketname,"",0)
elseif kaiping=0 and aspect=1 then
'品种2开多
taoli_ts.AddItem time()&" 条件 卖出 "&Filled&"手 "&Report1.StockName&"价格为"&Report1.BuyPrice1
call Order.Buy(0,Filled,Report2.SellPrice1,0,Report2.label,Report2.marketname,"",0)
elseif (kaiping=1 or kaiping=3) and aspect=0 then
'品种2平多
taoli_ts.AddItem time()&" 自动平仓 "&Filled&"手 "&Report1.StockName&"价格为"&Report1.BuyPrice1
call Order.Sell(0,Filled,Report2.BuyPrice1,0,report2.Label,report2.marketName,"",0)
elseif (kaiping=1 or kaiping=3) and aspect=1 then
'品种2平空
taoli_ts.AddItem time()&" 自动平仓 "&Filled&"手 "&Report1.StockName&"价格为"&Report1.BuyPrice1
call Order.Sellshort(0,Filled,Report2.SellPrice1,0,report2.Label,report2.marketName,"",0)
end if
elseif code=UCase(taoli_report2) and status="Filled" then
if kaiping=0 and aspect=0 then
taoli_ts.AddItem time()&" 自动 买入 "&Filled&"手 "&Report2.StockName&"价格为"&Report2.BuyPrice1
elseif kaiping=0 and aspect=1 then
taoli_ts.AddItem time()&" 自动 卖出 "&Filled&"手 "&Report2.StockName&"价格为"&Report2.SellPrice1
elseif (kaiping=1 or kaiping=3) and aspect=0 then
taoli_ts.AddItem time()&" 自动平仓 "&Filled&"手 "&Report2.StockName&"价格为"&Report2.BuyPrice1
elseif (kaiping=1 or kaiping=3) and aspect=1 then
taoli_ts.AddItem time()&" 自动平仓 "&Filled&"手 "&Report2.StockName&"价格为"&Report2.SellPrice1
end if
k
elseif status="Cancelled" and code=UCase(taoli_report2) then
ctp=Order.StockType(report1.Label,report1.marketName)
if taoli_checkbox1.value and ctp=1 then
'application.MsgOut "report2 追加 aspect "&Aspect&" kaiping "&Kaiping&" Status "&Status
if kaiping=0 and aspect=0 then
call Order.Buy(0,Remaining,Report2.SellPrice1,0,Report2.label,Report2.marketname,"",0)
elseif kaiping=0 and aspect=1 then
call Order.BuyShort(0,Remaining,Report2.BuyPrice1,0,Report2.label,Report2.marketname,"",0)
elseif (kaiping=1 or kaiping=2) and aspect=0 then
'application.MsgOut "撤销品种2 后追加平空"
call Order.Sellshort(0,Remaining,Report2.SellPrice1,0,report2.Label,report2.marketName,"",0)
elseif (kaiping=1 or kaiping=2) and aspect=1 then
' application.MsgOut "撤销品种2 后追加平多"
call Order.Sell(0,Remaining,Report2.BuyPrice1,0,report2.Label,report2.marketName,"",0)
end if
elseif not(taoli_checkbox1.value) and ctp=1 then
k
elseif taoli_checkbox1.value and ctp=0 then
if aspect=0 then
'品种2开空
call Order.Buy(0,Remaining,Report2.SellPrice1,0,Report2.label,Report2.marketname,"",0)
elseif aspect=1 then
'品种2开多
call Order.BuyShort(0,Remaining,Report2.BuyPrice1,0,Report2.label,Report2.marketname,"",0)
end if
elseif not(taoli_checkbox1.value) and ctp=0 then
k
end if
elseif status="Cancelled" and code=UCase(taoli_report1) then
k
'application.MsgOut Aspect&" report1撤销 "&Kaiping
elseif status="Inactive" and code=UCase(taoli_report1) then
k
end if
End Sub
'强制平仓
Sub taoli_clearButton_Click()
exce1=""
pingcang="执行"
k
End Sub
'调试按钮
Sub taoli_CommandButton1_Click()
application.ClearMsg
taoli_ts.clear
End Sub
'下面两个过程是生成操作提示
sub display()
Set report1 = marketdata.GetReportData(taoli_report1.text,taoli_report1market)
Set report2 = marketdata.GetReportData(taoli_report2.text,taoli_report2market)
if taoli_term1price<>"" and taoli_term1num<>"" and taoli_term1cleanprice<>"" then
if not report1 is nothing and not report2 is nothing then
dim s
s="条件设定成立 当差价"&taoli_term1ComboBox.value&taoli_term1price.text&"时,将进行:"&vbCrLf&" "
s=s&report1ComboBox1&taoli_term1num.text&"手 "&report1.stockname&" "
s=s&report2ComboBox1&taoli_term1num.text&"手 "&report2.stockname
if exce1="执行" then
taoli_display1.caption=s&" 正在执行"
else
taoli_display1.caption=s&" 未执行"
end if
else
taoli_display1.caption="条件1设立不足"
exce1=""
end if
end if
end sub
Sub taoli_Load()
taoli_checkbox1.value=true
taoli_term1ComboBox.clear
taoli_term1ComboBox.AddItem "大于"
taoli_term1ComboBox.AddItem "小于"
taoli_term1ComboBox.ListIndex = 0
taoli_report1ComboBox.clear
taoli_report1ComboBox.AddItem "买入"
taoli_report1ComboBox.AddItem "卖出"
taoli_report1ComboBox.ListIndex = 0
taoli_report2ComboBox.clear
taoli_report2ComboBox.AddItem "买入"
taoli_report2ComboBox.AddItem "卖出"
taoli_report2ComboBox.ListIndex = 1
taoli_term1cleanComboBox.clear
taoli_term1cleanComboBox.AddItem "大于"
taoli_term1cleanComboBox.AddItem "小于"
taoli_term1cleanComboBox.ListIndex = 1
End Sub
Sub taoli_executebutton1_Click()
'各个填入控件的约束
Set report1 = marketdata.GetReportData(taoli_report1.text,taoli_report1market)
if report1 is nothing then
msgbox "品种1代码或市场错误"
exit sub
else
'Application.MsgOut Report1.stockname&" "&Report1.NewPrice
end if
Set report2 = marketdata.GetReportData(taoli_report2.text,taoli_report2market)
if report2 is nothing then
msgbox "品种2代码或市场错误"
exit sub
else
'Application.MsgOut Report2.stockname&" "&Report2.NewPrice
end if
if taoli_term1price.text="" or not(IsNumeric(taoli_term1price.text)) then
msgbox "条件开仓差价未填或不是数字"
exit sub
end if
if taoli_term1num.text="" or not(IsNumeric(taoli_term1num.text)) or CInt(taoli_term1num.text)<0 then
if CInt(taoli_term1num.text)<0 then
msgbox "条件数量应大于0"
exit sub
end if
msgbox "条件数量未填或不是数字"
exit sub
end if
if taoli_term1cleanprice.text="" or not(IsNumeric(taoli_term1cleanprice.text)) then
msgbox "条件平仓差价未填或不是数字"
exit sub
end if
taoli_report1market.enabled=false
taoli_report2market.enabled=false
report1ComboBox1=taoli_report1ComboBox.value
report2ComboBox1=taoli_report2ComboBox.value
exce1="执行"
k
pingcang=""
End Sub
Sub taoli_term1ComboBox_Click()
exce1=""
End Sub
Sub taoli_term1cleanComboBox_Click()
exce1=""
End Sub
Sub taoli_report1ComboBox_Click()
taoli_report2ComboBox.clear
taoli_report2ComboBox.AddItem "买入"
taoli_report2ComboBox.AddItem "卖出"
if taoli_report1ComboBox.ListIndex =0 then
taoli_report2ComboBox.ListIndex =1
else
taoli_report2ComboBox.ListIndex =0
end if
End Sub
Sub taoli_report2ComboBox_Click()
taoli_report1ComboBox.clear
taoli_report1ComboBox.AddItem "买入"
taoli_report1ComboBox.AddItem "卖出"
if taoli_report2ComboBox.ListIndex =0 then
taoli_report1ComboBox.ListIndex =1
else
taoli_report1ComboBox.ListIndex =0
end if
End Sub
Sub taoli_term1price_Change()
exce1=""
End Sub
Sub taoli_term1num_Change()
exce1=""
End Sub
Sub taoli_term1cleanprice_Change()
exce1=""
End Sub
Sub taoli_pause_Click()
exce1=""
k"
End Sub
Sub taoli_test_Click()
Set report1 = marketdata.GetReportData(taoli_report1.text,taoli_report1market)
if report1 is nothing then
msgbox "品种1代码或市场错误"
exit sub
else
'Application.MsgOut Report1.stockname&" "&Report1.NewPrice
end if
Set report2 = marketdata.GetReportData(taoli_report2.text,taoli_report2market)
if report2 is nothing then
msgbox "品种2代码或市场错误"
exit sub
else
'call marketdata.RegReportNotify(report2.Label,report2.marketName)
' Application.MsgOut Report2.stockname&" "&Report2.NewPrice
end if
call marketdata.RegReportNotify(report1.Label,report1.marketName)
End Sub
Sub taoli_report1_Change()
if not report1 is nothing then
call marketdata.UnRegReportNotify(report1.Label,report1.marketName)
taoli_report1market.enabled=true
set report1=nothing
end if
End Sub
Sub taoli_report2_Change()
if not report2 is nothing then
call marketdata.UnRegReportNotify(report2.Label,report2.marketName)
taoli_report2market.enabled=true
set report2=nothing
end if
End Sub
这种复杂的策略改写,金字塔客服无法免费为您服务,请参考下面链接的收费服务