Numeric mRate = MarginRatio();
Numeric PreSettlePrice = Q_PreSettlePrice(); //昨日结算价,实盘有效回测无效
perMargin = IntPart(PreSettlePrice * ContractUnit() * (mRate + 0.05)); //期货公司对交易所规定的保证金另外加5%左右这是我用的笨办法,但主连返回的昨日结算价不正确。请问如何获取正确的昨收价?有没有更简便的每手主力保证金计算方法?谢谢!
查看社区帖子,昨结价除以除权系数解决了:
PreSettlePrice = Q_PreSettlePrice()/Rollover();
感谢老师!感谢社区!