TB_PriceLimit获取期货合约的涨跌停时,只能用在连续合约不可以用在具体的主力合约上吗?
TB_PriceLimit 和 TB_PriceLimit获取期货合约的结算价与涨跌停时,只能用在连续合约不可以用在具体的主力合约上吗?测试发现在主力合约上面取值是0啊?Dic<Array<Numeric>> mysettleprice(\"TB_SettlePrice\"); //结算价Dic<Array<Numeric>> mypricelimit(\"TB_PriceLimit\"); //停板比例Series<Numeric> myuplimit; //涨停价Series<Numeric> mydnlimit; //跌停价 EventsOnInit(){ Range[0:datasourcesize-1] { AddDataFlag(Enum_Data_RolloverBackWard());//设置后复权 AddDataFlag(Enum_Data_RolloverRealPrice());//是否映射真实价格 AddDataFlag(Enum_Data_AutoSwapPosition());//设置自动换仓 AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); // 设置忽略换仓信号计算 }} onBar(ArrayRef<Integer> indexs) { //=========================================================================== //计算涨跌停价格,开平仓价格不能在涨跌停板报单,否则历史信号与实际情况不符。 Numeric myjump=MinMove*pricescale; If(ExchangeCode==\"CZCE\") { myuplimit=RoundUp(mysettleprice[0][0]*(1+0.01*mypricelimit[0][0])*RollOver/myjump,0)*myjump; mydnlimit=RoundDown(mysettleprice[0][0]*(1-0.01*mypricelimit[0][0])*RollOver/myjump,0)*myjump; }Else If(ExchangeCode==\"DCE\") { myuplimit=RoundDown(mysettleprice[0][0]*(1+0.01*mypricelimit[0][0])*RollOver/myjump,0)*myjump; mydnlimit=RoundUp(mysettleprice[0][0]*(1-0.01*mypricelimit[0][0])*RollOver/myjump,0)*myjump; }Else If(ExchangeCode==\"SHFE\") { myuplimit=RoundDown(mysettleprice[0][0]*(1+0.01*mypricelimit[0][0])*RollOver/myjump,0)*myjump; mydnlimit=RoundDown(mysettleprice[0][0]*(1-0.01*mypricelimit[0][0])*RollOver/myjump,0)*myjump; }Else If(ExchangeCode==\"CFFEX\") { myuplimit=RoundDown(mysettleprice[0][0]*(1+0.01*mypricelimit[0][0])*RollOver/myjump,0)*myjump; mydnlimit=RoundUp(mysettleprice[0][0]*(1-0.01*mypricelimit[0][0])*RollOver/myjump,0)*myjump; } If(myuplimit<=mydnlimit) Return;