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This article mainly introduces the relevant knowledge of "how to realize the commodity futures transfer database by JavaScript". The editor shows you the operation process through the actual case, the operation method is simple and fast, and the practicality is strong. I hope this article "how to realize the commodity futures transfer database by JavaScript" can help you solve the problem.

Design and implementation

When writing commodity futures strategies, there is often a need to move positions. So how do you do this? In the multi-variety commodity futures main automatic position transfer turtle trading strategy, we see the realization of the relevant position transfer operation. Drawing lessons from the position transfer mechanism in the strategy, we design a "commodity futures position transfer database".

In fact, the operation of moving positions is not complicated, but when you need to move positions, you can level out the current position and then open a new position to the contract to which you need to move. Two specific use scenarios are designed.

Contract A-> contract B

When the condition written in the policy is triggered, perform a position transfer from contract A to contract B.

For example, a button interaction triggers:

Var Q = $.NewTaskQueue () / / generate an object for a specific order operation From the commodity futures trading class library var t = $.NewTransfer (exchange, Q, $.IsTrading) / generate an object to handle the move operation... var cmd = GetCommand () / / get the interactive command if (cmd) {/ / receive any interactive command t.process ("rb2010", "rb2101") / / execute the move}.

Switch main contract

Detect the change of the main contract in the system and move the position from the old contract to the new contract.

The template class library does not design parameters.

/ / Export function (interface) $.NewTransfer = function (e, taskQueue, IsTrading) {var self = {} self.currSymbol = "" self.e = eself.q = taskQueueself.IsTrading = IsTradingself.arrAction = [] self.process = function (symbolA) SymbolB) {if ((typeof (symbolB) = = "undefined" & &! self.IsTrading (symbolA)) | | (typeof (symbolB)! = "undefined" & &! self.IsTrading (symbolA) & &! self.IsTrading (symbolB) {return} self.arrAction = [] / / check whether the parameter has symbolB, which means testing the main contract. For the specific contract if (typeof (symbolB) = = "undefined") {/ / check whether the symbolA contract is XX888 or XX000if (symbolA.indexOf ("888") = =-1 & & symbolA.indexOf ("000000") =-1) {throw "missing symbolB parameter!" } / / detect whether var insDetail = nullif (self.currSymbol = "") {insDetail = _ C (self.e.SetContractType, symbolA) self.currSymbol = insDetail.InstrumentID} insDetail = _ C (self.e.SetContractType, symbolA) if (self.currSymbol! = insDetail.InstrumentID) {var oldSymbol = self.currSymbolvar pos = self.q.GetPosition (self.e, oldSymbol) if (pos & & pos.Amount > 0) {/ / move self.arrAction = [oldSymbol, insDetail.InstrumentID Pos] Log ("start moving:", self.arrAction [0], "- >", self.arrAction [1], self.arrAction, "# FF0000")} else {self.currSymbol = insDetail.InstrumentID} else {/ / detect whether there is a symbolA position var pos = self.q.GetPosition (self.e, symbolA) if (pos & pos.Amount > 0) {/ / move self.arrAction = [symbolA, symbolB Pos] Log ("start shifting:", self.arrAction [0], "- >", self.arrAction [1], self.arrAction, "# FF0000")} else {Log ("not detected", symbolA, "position Pos: ", pos," # FF0000 ")} if (self.arrAction.length = = 3) {self.q.pushTask (self.e, self.arrAction [0], (self.arrAction [2] .Type = = PD_LONG | | self.arrAction [2] .Type = = PD_LONG_YD? "closebuy": "closesell"), self.arrAction [2] .amount, function (task, ret) {if (! ret) {Log (self.arrAction [0], "failed to move and close the position!" , self.arrAction [0], "- >", self.arrAction [1], "# FF0000") return} Log ("close the position successfully, start opening!", self.arrAction [1], "quantity:", self.arrAction [2] .Amount, "# FF0000") self.q.pushTask (self.e, self.arrAction [1], (self.arrAction [2] .Type = = PD_LONG | | self.arrAction [2] .Type = = PD_LONG_YD? "buy": "sell"), self.arrAction [2] .amount, function (task, ret) {if (! ret) {Log (self.arrAction [1], "failed to move and open!" , self.arrAction [0], "- >", self.arrAction [1], "# FF0000") return} Log ("position moved successfully!" , self.arrAction [0], "- >", self.arrAction [1], "# FF0000")} while (self.q.size () > 0) {self.q.poll () Sleep} return self} / / Test function, execute function main () {var Q = $.NewTaskQueue () var t = $.NewTransfer (exchange, Q) in the main policy IsTrading) var isTransfer = falsevar isFirst = truevar n = 0while (true) {if (exchange.IO ("status")) {LogStatus (_ D (), "connected!") If (isFirst) {isFirst = false exchange.SetContractType ("rb1905") exchange.SetDirection ("buy") var ticker = exchange.GetTicker () exchange.Buy (ticker.Last + 10,1) Log (exchange.GetPosition ())} / / detect the main contract shift t.process ("rb888") / / simulated trigger once / * if (n = 20) {t.process ("rb1905") "rb1910")} * / / Detection condition triggers the move / * var cmd = GetCommand () if (cmd) {isTransfer = true} if (isTransfer) {t.process ("rb2010") "rb2101") isTransfer = false} * /} else {LogStatus (_ D (), "not connected!") } n++Sleep (1000)}}

The main function in the template class library is the test code in the main policy, such as the following figure:

Back test

At the beginning of the test code, a position is opened, and then the position is moved using the main contract detection.

Or use specific conditions to trigger a shift to test.

Only one specific shift operation will be carried out.

This is the end of the introduction of "how to realize the warehouse transfer of commodity futures by JavaScript". Thank you for your reading. If you want to know more about the industry, you can follow the industry information channel. The editor will update different knowledge points for you every day.

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