关于数据源和发单对齐的问题

老师，我想将手中的主观开仓，用公式进行跟踪出场。Params Array<String> syms(["T2603.CFFEX","RB2603.SHFE"]); //参数里手动 想要公式跟踪出场的合约练习以下代码，能否帮我看下是否存在订阅的数据源和发单不对应的问题。从画线上看，还是都按照Data0 在计算指标。我觉得不对啊， 但一时也找不出问题。还望指教订阅数据和 参数Syms对应的问题。 Params // 策略参数 String AccID("100"); // 账户号 Array<String> syms(["T2603.CFFEX","0.SHFE","1040.DCE","1040.CZCE","ec2604.INE"]);//合约列表 Numeric Split(1); // 仓位分割比例 半仓就是 0.5 Enum<String>Type(["按10日均线","按ATR","按盈利回撤"]); Vars Numeric RestartInterval(0.03); // 3小时之内 Global Numeric LastRestartTime(0); // 全局变量记录重启时间 Array<Integer> layerId; Array<String> InPosSymbols; // 读取到的账户持仓Symbol Global Map<String, Integer> LayerToSym; // 数据源映射: 合约代码 -> 订阅序号 Global Map<String, Integer> InPosMap; // 持仓映射: 合约代码 -> 持仓手数（多正空负） Numeric MaxBars(1000); // 订阅1000根bar Integer TradeLots; Global Integer i; Defs Events // 初始化事件函数，策略运行期间，首先运行且只有一次 OnInit() { //获取账户持仓的合约代码，并循环查找持仓合约在之前图层的序号 Integer accountIndex = A_AccountIndex(AccID,27);//账户索引 "100560213" ,BrokerID 是27 Bool ret = A_GetPositionSymbols(InPosSymbols, accountIndex); //Print("所有持仓品种:" + IIFString(ret, "True", "False") + "," + TextArray(InPosSymbols)); For i = 0 to GetArraySize(InPosSymbols) - 1 { Position pos; A_GetPosition(InPosSymbols[i], pos, "", AccountIndex); If(pos.longCurrentVolume > 0) // 持多仓 { InPosMap[InPosSymbols[i]] = pos.longCurrentVolume; // 写入MAP } If(pos.shortCurrentVolume > 0) // 持空仓 { InPosMap[InPosSymbols[i]] = - pos.shortCurrentVolume; // 写入MAP } } Print(TextMap(InPosMap)); // 订阅行情并建立图层-合约映射 For i=0 To GetArraySize(InPosSymbols)-1 { // 订阅合约行情 layerId = SubscribeBarCounts(InPosSymbols[i], "5m", MaxBars); LayerToSym[InPosSymbols[i]] = layerId[i]; //Print("订阅合约：" + InPosSymbols[i] + "，图层ID：" + Text(layerId[i])); } Print(TextMap(LayerToSym)); } //Bar更新事件函数，参数indexs表示变化的数据源图层ID数组 OnBar(ArrayRef<Integer> indexs) { // LayerToSym; 数据源映射: 合约代码 -> 订阅序号 // InPosMap; 持仓映射: 合约代码 -> 持仓手数（多正空负） For i = 0 to DataCount - 1 { Integer j; For j = 0 to GetArraySize(Syms) { If(Data[i].Symbol == Syms[j]) { Integer TradeLots = RoundUp(InPosMap[Syms[j]] * Split, 0); Print(syms[j] + " = [" + Text(TradeLots) + "]" + " 手"); If(Type == "按10日均线") { // 根据持仓手数进行平仓 If(InPosMap[Syms[j]] > 0) // 多仓 { Numeric StopLine = Data[i].MA4Day(10) * 0.997; PlotNumeric("StopLine", StopLine, 0, Green); If(Data[i].Close[1] < StopLine && Data[i].Open < StopLine) { Sell(Abs(TradeLots), Data[i].Open); Commentary("多头平仓 / " + Syms[j] + " / [" + Text(TradeLots) + "]" + " 手 / 委托价格 =" + Text(Data[i].Open)); } } Else If(InPosMap[Syms[j]] < 0) // 空仓 { // 平空仓逻辑 Numeric StopLine = Data[i].MA4Day(10) * (1 + 0.003); PlotNumeric("StopLine", StopLine, 0, Green); If(Data[i].Close[1] > StopLine && Data[i].Open > StopLine) { BuyToCover(Abs(TradeLots), Data[i].Open); Commentary("空头平仓 / " + Syms[j] + " / [" + Text(TradeLots) + "]" + " 手 / 委托价格 =" + Text(Data[i].Open)); } } } If(Type == "按ATR") { Numeric ATR = Data[i].DayATR(2); // 根据持仓手数进行平仓 If(InPosMap[Syms[j]] > 0) // 多仓 { Numeric StopLine = Data[i].Highest(High, 30) - ATR; PlotNumeric("StopLine", StopLine, 0, Green); If(Data[i].Low < StopLine) { Sell(Abs(TradeLots), StopLine); Commentary("多头平仓 / " + Syms[j] + " / [" + Text(TradeLots) + "]" + " 手 / 委托价格 =" + Text(StopLine)); } } Else If(InPosMap[Syms[j]] < 0) // 空仓 { // 平空仓逻辑 Numeric StopLine = Data[i].Lowest(Low, 30) + ATR; PlotNumeric("StopLine", StopLine, 0, Green); If(Data[i].High > StopLine) { BuyToCover(Abs(TradeLots), StopLine); Commentary("空头平仓 / " + Syms[j] + " / [" + Text(TradeLots) + "]" + " 手 / 委托价格 =" + Text(StopLine)); } } } } } } }