请问为何这个实盘模型不能开仓股指期权?哪里出了问题?
//------------------------------------------------------------------------ Params Numeric AfStep( 0.02); Numeric AfLimit( 0.2 ) ; Numeric a(0.006); Numeric initcapital(100); //单位:万 Numeric moneyrate(80); //资金使用比例:单位% Numeric money(100); //固定市值开仓:单位万 Vars Numeric oParCl( 0 ); Numeric oParOp( 0 ); Numeric oPosition( 0 ); Numeric oTransition( 0 ); Events OnInit() { SubscribeBar("IF888.CFFEX","5m",20210501); SubscribeBar("IO2110-C-4700.CFFEX","5m",20210701); SubscribeBar("IO2110-P-4950.CFFEX","5m",20210701); SubscribeBar("IO2110-C-4700.CFFEX","1m",20210701); SubscribeBar("IO2110-P-4950.CFFEX","1m",20210701); } OnBar(ArrayRef<Integer> indexs) { Range[0:DataSourceSize() - 1] { ParabolicSAR( AfStep, AfLimit, oParCl, oParOp, oPosition, oTransition ) ; If(data3.MarketPosition == 0 And data4.MarketPosition == 0 ) { If( data3.Close[1] > data3.Open[1]) { data3.buy(2,data3.Open); } } If(data3.MarketPosition == 0 And data4.MarketPosition == 0 ) { If( data4.Close[1] > data4.Open[1]) { data4.buy(2,data4.Open); } } If(data3.MarketPosition == 1 ) { If(data3.Close[1] < data3.Open[1]) { data3.sell(0,data3.Open); } } If(data4.MarketPosition == 1 ) { If(data4.Close[1] < data4.Open[1]) { data4.sell(0,data4.Open); } } } } //------------------------------------------------------------------------ // 编译版本 GS2010.12.08 // 版权所有 TradeBlazer Software 2003-2025 // 更改声明 TradeBlazer Software保留对TradeBlazer平 // 台每一版本的TradeBlazer公式修改和重写的权利 //------------------------------------------------------------------------