能正常回测的应用，但无法在实盘运行，请老师帮忙排查问题

能正常回测的应用，但无法在实盘运行，请老师帮忙排查问题。是因为SubscribeBar中把起始时间写得太早的原因吗？ Params //此处添加参数 Integer N(5);//天数，默认取5天 Numeric Ks(0.3); Numeric Kx(0.3); Integer x(10); Integer ma(5); Numeric jysjz(0.1415);//效果时间止 //Numeric scope(4); //当天涨跌幅 Numeric cover_time(100);//开平仓时间点 Vars //此处添加变量 Numeric avg; Global Numeric time1_data1; Global Numeric close1_data1; Global Integer timerId; Global Numeric HH; Global Numeric LC; Global Numeric HC; Global Numeric LL; Global Numeric R; Global Numeric U; Global Numeric D; Global Numeric Ks_temp(3); Global Numeric Kx_temp(3); Global Integer lot(1); Integer s_time(20220721); Integer e_time(20221231);//订阅起始时间 Events //此处实现事件函数 //初始化事件函数，策略运行期间，首先运行且只有一次，应用在订阅数据等操作 OnInit() { SubscribeBar("000300.SSE","1d",s_time,e_time);//订阅沪深300指数(000300.SSE)日K线行情 SubscribeBar("000300.SSE","5m",s_time,e_time);//订阅沪深300指数1分钟K线行情 SubscribeBar("IF888.CFFEX","5m",s_time,e_time);//订阅沪深300期货1分钟K线行情 //与数据源有关 Range[0:DataCount-1] { //=========数据源相关设置============== AddDataFlag(Enum_Data_RolloverBackWard()); //设置后复权 AddDataFlag(Enum_Data_RolloverRealPrice()); //设置映射真实价格 AddDataFlag(Enum_Data_AutoSwapPosition()); //设置自动换仓 AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //设置忽略换仓信号计算 //=========交易相关设置============== MarginRate rate; rate.ratioType = Enum_Rate_ByFillAmount; //设置保证金费率方式为成交金额百分比 //rate.longMarginRatio = 0.1; //设置保证金率为10% rate.shortMarginRatio = 0.2; //设置保证金率为20% SetMarginRate(rate); CommissionRate tCommissionRate; tCommissionRate.ratioType = Enum_Rate_ByFillAmount; tCommissionRate.openRatio = 0.23; //设置开仓手续费为成交金额的5%% tCommissionRate.closeRatio = 0.23; //设置平仓手续费为成交金额的2%% tCommissionRate.closeTodayRatio = 0.23; //设置平今手续费为0 SetCommissionRate(tCommissionRate); //设置手续费率 SetSlippage(Enum_Rate_PointPerHand,2); //设置滑点为2跳/手 SetOrderPriceOffset(2); //设置委托价为叫买/卖价偏移2跳 SetOrderMap2MainSymbol(); //设置委托映射到主力 } } //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) { Range[0:0] { Ks_temp=Ks; Kx_temp=Kx; If(data0.Close[1]>=data0.Average(Close[1],ma)) { Ks_temp=Ks-x*0.01; //如果沪深300在10日均线之上，则将触发看涨的阀值降低 } If(data0.Close[1]<data0.Average(Close[1],ma)) { Kx_temp=Kx-x*0.01; //如果沪深300在0日均线之下，则将触发看跌的阀值降低 } HH = Highest(data0.High[1],N); LC = Lowest(data0.Close[1],N); HC = Highest(data0.Close[1],N); LL = Lowest(data0.Low[1],N); R = Max(HH-LC,HC-LL); U = data0.Open[0] + Ks_temp*R; D = data0.Open[0] - Kx_temp*R; } //来描述震荡区间的大小。其中HH是N日最大的最高价，LC是N日最低的收盘价，HC是N日最大的收盘价，LL是N日最小的最低价。 //当价格向上突破上轨时，如果当时持有空仓，则先平仓，再开多仓；如果没有仓位，则直接开多仓； Range[1:1] { PlotNumeric("上轨",U,0,Red); PlotNumeric("下轨",D,0,Blue); time1_data1 = Time; close1_data1 = close[1]; } Range[2:2] { If(close1_data1 > U //当向上突破时 AND time1_data1 >= 0.1 AND time1_data1 <= 0.1415) //当天9：45之后，14：45分之前（是否需要修改成>=0.0945,<=0.1400?） { If(MarketPosition==0) { Buy(lot,max(close[1],open[0])); FileAppend("c://DualThrust_GY_HC_Debug","time=" + TimeToString(time1_data1) + "向上突破，无空单，开多"); FileAppend("c://DualThrust_GY_HC_Debug",datetostring(CurrentDate()) + TimeToString(CurrentTime()) + "向上突破，无空单，开多"); } Else if (MarketPosition==-1) { BuyToCover(lot,data2.Open[0]); Buy(lot,data2.Open[0]); FileAppend("c://DualThrust_GY_HC_Debug","time=" + TimeToString(time1_data1) + "向上突破，平空开多"); FileAppend("c://DualThrust_GY_HC_Debug",datetostring(CurrentDate()) + TimeToString(CurrentTime()) + "向上突破，平空开多"); } } else If(close1_data1 < D and time1_data1 >= 0.1 and time1_data1 <= 0.1415) //当向下突破并且无多单时，开空单 { Commentary("data1.time=" + TimeToString(time1_data1) + "cover_time*0.001=" + Text(0.1)); If(MarketPosition==0) { FileAppend("c://DualThrust_GY_HC_Debug","time=" + TimeToString(time1_data1) + "向下突破，无多单，开空"); FileAppend("c://DualThrust_GY_HC_Debug",datetostring(CurrentDate()) + TimeToString(CurrentTime()) + "向下突破，无多单，开空"); SellShort(lot,data2.open[0]); } Else if (MarketPosition==1) { Sell(lot,Open[0]); SellShort(lot,Open[0]); FileAppend("c://DualThrust_GY_HC_Debug","time=" + TimeToString(time1_data1) + "向下突破，有多单，平多开空"); FileAppend("c://DualThrust_GY_HC_Debug",datetostring(CurrentDate()) + TimeToString(CurrentTime()) + "向下突破，有多单，平多开空"); } } Else if (time1_data1==0.1 AND time1_data1<=jysjz and close1_data1 >= D and close1_data1 <=U AND MarketPosition<>0)//如果在9：50分没有向上或向下突破，且昨日有持仓，则平仓 { Commentary("data1.time=" + TimeToString(time1_data1) + "cover_time*0.001=" + Text(0.1)); If(MarketPosition==1) { FileAppend("c://DualThrust_GY_HC_Debug","time=" + TimeToString(time1_data1) + "未向上突破，平掉之前持有的多单"); FileAppend("c://DualThrust_GY_HC_Debug",datetostring(CurrentDate()) + TimeToString(CurrentTime()) + "未向上突破，平掉之前持有的多单"); Sell(lot,Open[0]); } Else If(MarketPosition==-1) { FileAppend("c://DualThrust_GY_HC_Debug","time=" + TimeToString(time1_data1) + "未向下突破，平掉之前持有的空单"); FileAppend("c://DualThrust_GY_HC_Debug",datetostring(CurrentDate()) + TimeToString(CurrentTime()) + "未向下突破，平掉之前持有的空单"); BuyToCover(lot,Open[0]); } } } } file记录的结果很奇怪，如下图所示： 从回测应用到实盘运行，代码要作哪些改造，要注意什么问题，求指导