"Errore di PositionSelect() fluttuante

 

Ciao!

La situazione è la seguente MT5, build 1375

Nel suo lavoro, quando fa trading di futures, il robot usa la funzione OrderSendAsync().

Supponiamo che ci sia una posizione aperta con un volume di 2 contratti.

Viene inviato un ordine di chiusura parziale della posizione (volume 1) e otteniamo una risposta dal server

nella funzione OnTradeTransaction(), la posizione PositionSelect(Symbol()) è controllata e il

sulla posizione. Molto spesso quando viene eseguito un ordine di chiusura parziale di una posizione, i suoi dati vengono ricevuti.

posizione, quando i dati di posizione vengono ricevuti, i dati contengono le informazioni che

la posizione non è stata modificata (il volume rimane uguale a 2).

Come posso costruire un log per mostrare agli sviluppatori che c'è un errore?

 

Mi imbarazza chiedere: come può essere così sicuro che ci sia un errore? O pensi che gli sviluppatori siano densi come la foresta della taiga? ;-)

Leggere il manuale di funzionamento asincrono.

 
Dennis Kirichenko:

Mi imbarazza chiedere: come può essere così sicuro che ci sia un errore? O pensi che gli sviluppatori siano densi come la foresta della taiga? ;-)

Leggere le operazioni asincrone.

Caro, ti consiglio di leggere l'inizio del post.

Ho chiesto come costruire una base di prova per gli sviluppatori, non come usare il

funzione asincrona!

Le build precedenti (prima dell'hedging) non avevano questo errore.

 

Ha scritto un esperto di test

 //+------------------------------------------------------------------+
//|                                               Test_Pos_selct.mq5 |
//|                        Copyright 2016, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link        "https://www.mql5.com"
#property version    "1.00"
input uint TrCount= 50 ; //Кол-во транзакций
uint tr_cnt;
ulong order_ticket;
ulong request_id;
ulong Magic= 1234567890 ;
#define ERR_ZERO_TICKET - 11 ;
bool exp_busy;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
enum ENUM_ORD_SELECT
  {
   SELECT_ERROR = 0 ,
   SELECT_FALSE = 1 ,
   SELECT_TRUE  = 2 ,
   SELECT_BUSY  = 3
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
enum ENUM_ORD_REAL_STATE
  {
   ORD_NOT_SPECIFIED         = 0 , //Состояние ордера не определено
   ORD_NONE_CANCELED         = 1 , //Ордера нет, отменён пользователем
   ORD_NONE_PARTIAL_CANCELED = 2 , //Ордера нет, исполнился частично (не был залит вторым объёмом)
   ORD_NONE_PARTIAL          = 3 , //Ордера нет, исполнился частично
   ORD_NONE_EXPIRED          = 4 , //Ордера нет, удалён по сроку
   ORD_NONE_FILLED           = 5 , //Ордера нет, исполнился полностью
   ORD_NONE_REJECTED         = 6 , //Ордера нет, отклонён брокером(биржей)
   ORD_BUSY                  = 7 , //Ордер находится в переходном состоянии
   ORD_EXIST                 = 8 , //Ордер выставлен на биржу, возможны действия над ним
   ORD_EXIST_PARTIAL         = 9    //Ордер выставлен на биржу, частично исполнился, возможны действия над ним
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
struct ORDER_DATA
  {
   int                error_code;
   datetime           time_setup;
   ENUM_ORDER_TYPE    type;
   ENUM_ORDER_STATE   state;
   ENUM_ORD_REAL_STATE real_state;
   datetime           expiration;
   datetime           time_done;
   long               t_set_msc;
   long               t_done_msc;
   ENUM_ORDER_TYPE_FILLING type_filling;
   ENUM_ORDER_TYPE_TIME type_time;
   long               magic;
   long               pos_id;
   double             vol_init;
   double             vol_cur;
   double             price_open;
   double             sl;
   double             tp;
   double             price_cur;
   double             price_stlim;
   string             symbol;
   string             comment;
  };
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit ()
  {
//---
   Print ( __FUNCTION__ , ": Start testing: " , TimeTradeServer ());
   tr_cnt= 0 ;
   order_ticket= 0 ;
   request_id= 0 ;
   exp_busy= false ;
   if (! MarketBookAdd ( Symbol ())){ return ( INIT_FAILED );}
//---
   return ( INIT_SUCCEEDED );
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit ( const int reason)
  {
//---
   MarketBookRelease ( Symbol ());
  }
//+------------------------------------------------------------------+
//| TradeTransaction function                                        |
//+------------------------------------------------------------------+
void OnTradeTransaction ( const MqlTradeTransaction &trans,
                         const MqlTradeRequest &request,
                         const MqlTradeResult &result)
  {
   bool is_select= false ;
   ENUM_POSITION_TYPE pos_type= NULL ;
   long volume= 0 ;
   switch (trans.type)
     {
       case TRADE_TRANSACTION_REQUEST : if ((request_id!= 0 ) && (result.request_id==request_id))
        {
         order_ticket=result.order;
         request_id= 0 ;
         Print ( __FUNCTION__ , ": Order resived #" , result.order);
        }
       break ;
       case TRADE_TRANSACTION_HISTORY_ADD : if ((order_ticket!= 0 ) && (trans.order==order_ticket))
        {
         Print ( __FUNCTION__ , ": Order #" , order_ticket, " add to history." ); 
         ORDER_DATA order_data;
         ENUM_ORD_SELECT order_select=OrderRealSelect(order_ticket,order_data, false );
         switch (order_select)
         {
           case SELECT_TRUE: if ( PositionSelect ( Symbol ()))
          {
            pos_type=( ENUM_POSITION_TYPE ) PositionGetInteger ( POSITION_TYPE );
            volume=( long ) PositionGetDouble ( POSITION_VOLUME );
            is_select= true ;
          }
           else
           Print ( __FUNCTION__ , ": Position not exist." );                    
           break ;
           case SELECT_FALSE: if ( PositionSelect ( Symbol ()))
          {
           pos_type=( ENUM_POSITION_TYPE ) PositionGetInteger ( POSITION_TYPE );
           volume=( long ) PositionGetDouble ( POSITION_VOLUME );
           is_select= true ;
          }
           else
           Print ( __FUNCTION__ , ": Position not exist." );
           break ;
         }
         if (is_select)
          {
           Print ( __FUNCTION__ , ": Position exists" );
           Print ( __FUNCTION__ , ": Position type: " , EnumToString (pos_type));
           Print ( __FUNCTION__ , ": Position volume: " , volume);
          }
          tr_cnt++;
          exp_busy= false ; 
        }
       break ;
     }
  }
//+------------------------------------------------------------------+
//| BookEvent function                                               |
//+------------------------------------------------------------------+
void OnBookEvent ( const string &symbol)
  {
//---
   if (symbol== Symbol ()&&(!exp_busy))
     {
       if (tr_cnt>=TrCount)
        {
         if ( PositionSelect ( Symbol ()))
           {
            order_ticket= 0 ;
             ENUM_POSITION_TYPE pos_type=( ENUM_POSITION_TYPE ) PositionGetInteger ( POSITION_TYPE );
             long vol=( long ) PositionGetDouble ( POSITION_VOLUME );
            ClosePosition(pos_type,vol);
             Print ( __FUNCTION__ , ": End testing: " , TimeTradeServer ());
             if (order_ticket> 0 ) ExpertRemove ();
           }
         else
           {
             Print ( __FUNCTION__ , ": End testing: " , TimeTradeServer ());
             ExpertRemove ();
           }
        }
       else
        {
         if ( PositionSelect ( Symbol ()))
           {
             ENUM_POSITION_TYPE pos_type=( ENUM_POSITION_TYPE ) PositionGetInteger ( POSITION_TYPE );
             long vol=( long ) PositionGetDouble ( POSITION_VOLUME );
             Print ( __FUNCTION__ , ": Position exists" );
             Print ( __FUNCTION__ , ": Position type: " , EnumToString (pos_type));
             Print ( __FUNCTION__ , ": Position volume: " , vol);
             switch ( int (vol))
            {
               case 1 : ClosePosition(pos_type,vol);
               break ;
               default : PartClosePos(pos_type);
               break ;
            } 
           }
           else
           {
             Print ( __FUNCTION__ , ": Try open position..." );
             OpenPosition();
           }
        }
     }   
  }
//
void ClosePosition( ENUM_POSITION_TYPE p_type, const long volume)
  {
   MqlTradeRequest request={ 0 };
   MqlTradeResult   result={ 0 };
   switch (p_type)
     {
       case POSITION_TYPE_BUY : request.type= ORDER_TYPE_SELL ;
       break ;
       case POSITION_TYPE_SELL : request.type= ORDER_TYPE_BUY ;
       break ;
     }
   order_ticket= 0 ;
   request.magic=Magic;
   request.symbol= Symbol ();
   request.volume=( double )volume;
   request.type_filling= ORDER_FILLING_IOC ;
   request.type_time= ORDER_TIME_DAY ;
   request.action= TRADE_ACTION_DEAL ;
   request.comment= "" ;
   request.price= 0 ;
   if ( OrderSend (request,result))
     {
       if (result.retcode== TRADE_RETCODE_PLACED )
        {
         //order_ticket=result.order;
         exp_busy= false ;
         tr_cnt++;
         Print ( __FUNCTION__ , ": Position slosed." );
        }
     }
   else
     { Print ( __FUNCTION__ , ": Order not sent for close position!" );}
  }
//+------------------------------------------------------------------+  
void PartClosePos( ENUM_POSITION_TYPE p_type)
  {
     MqlTradeRequest request={ 0 };
     MqlTradeResult   result={ 0 };
     switch (p_type)
     {
       case POSITION_TYPE_BUY : request.type= ORDER_TYPE_SELL ;
       break ;
       case POSITION_TYPE_SELL : request.type= ORDER_TYPE_BUY ;
       break ;
     }
   order_ticket= 0 ;
   request.magic=Magic;
   request.symbol= Symbol ();
   request.volume= 1 ;
   request.type_filling= ORDER_FILLING_IOC ;
   request.type_time= ORDER_TIME_DAY ;
   request.action= TRADE_ACTION_DEAL ;
   request.comment= "" ;
   request.price= 0 ;
   if ( OrderSend (request,result))
     {
       if (result.retcode== TRADE_RETCODE_PLACED )
        {
         order_ticket=result.order;
         exp_busy= true ;
         tr_cnt++;
         Print ( __FUNCTION__ , ": Order sent for part close position." );
        }
     }
   else
     { Print ( __FUNCTION__ , ": Order not sent for part close position!" );}
  }
   //+------------------------------------------------------------------+  
void OpenPosition()
  {
     MqlTradeRequest request={ 0 };
     MqlTradeResult   result={ 0 };
    request_id= 0 ;
    order_ticket= 0 ;
    request.magic=Magic;
    request.symbol= Symbol ();
    request.volume= 2 ;
    request.type_filling= ORDER_FILLING_IOC ;
    request.type_time= ORDER_TIME_DAY ;
    request.action= TRADE_ACTION_DEAL ;
    request.comment= "" ;
    request.price= 0 ;
    request.type= ORDER_TYPE_BUY ;
     if ( OrderSendAsync (request,result))
     {
       if (result.retcode== TRADE_RETCODE_PLACED )
        {
          request_id=result.request_id;
          exp_busy= true ;
           Print ( __FUNCTION__ , ": Order sent successfully for open position" );
        }
     }
     else
     Print ( __FUNCTION__ , ": Order not sent for open position!" );
  }
ENUM_ORD_SELECT OrderRealSelect( const ulong ticket,ORDER_DATA &ord_data, const bool get_data)
  {
   double init_vol= 0 ;
   double cur_vol = 0 ;
   ZeroMemory (ord_data);
   ord_data.real_state = ORD_NOT_SPECIFIED;
   ord_data.error_code = ERR_SUCCESS ;
   ResetLastError ();
//---  
   if (ticket> 0 )
     {
       if ( HistoryOrderSelect (ticket))
        {
         if (get_data)
           {
            ord_data.comment= HistoryOrderGetString (ticket, ORDER_COMMENT );
            ord_data.expiration= datetime ( HistoryOrderGetInteger (ticket, ORDER_TIME_EXPIRATION ));
            ord_data.magic= HistoryOrderGetInteger (ticket, ORDER_MAGIC );
            ord_data.pos_id= HistoryOrderGetInteger (ticket, ORDER_POSITION_ID );
            ord_data.price_cur= HistoryOrderGetDouble (ticket, ORDER_PRICE_CURRENT );
            ord_data.price_open= HistoryOrderGetDouble (ticket, ORDER_PRICE_OPEN );
            ord_data.price_stlim= HistoryOrderGetDouble (ticket, ORDER_PRICE_STOPLIMIT );
            ord_data.sl= HistoryOrderGetDouble (ticket, ORDER_SL );
            ord_data.state= ENUM_ORDER_STATE ( HistoryOrderGetInteger (ticket, ORDER_STATE ));
            ord_data.symbol= HistoryOrderGetString (ticket, ORDER_SYMBOL );
            ord_data.t_done_msc= datetime ( HistoryOrderGetInteger (ticket, ORDER_TIME_DONE_MSC ));
            ord_data.t_set_msc = datetime ( HistoryOrderGetInteger (ticket, ORDER_TIME_SETUP_MSC ));
            ord_data.time_done = datetime ( HistoryOrderGetInteger ( ticket, ORDER_TIME_DONE ));
            ord_data.time_setup= datetime ( HistoryOrderGetInteger (ticket, ORDER_TIME_SETUP ));
            ord_data.tp= HistoryOrderGetDouble (ticket, ORDER_TP );
            ord_data.type= ENUM_ORDER_TYPE ( HistoryOrderGetInteger (ticket, ORDER_TYPE ));
            ord_data.type_filling= ENUM_ORDER_TYPE_FILLING ( HistoryOrderGetInteger (ticket, ORDER_TYPE_FILLING ));
            ord_data.type_time= ENUM_ORDER_TYPE_TIME ( HistoryOrderGetInteger (ticket, ORDER_TYPE_TIME ));
            ord_data.vol_cur= HistoryOrderGetDouble (ticket, ORDER_VOLUME_CURRENT );
            ord_data.vol_init= HistoryOrderGetDouble (ticket, ORDER_VOLUME_INITIAL );
           }
         else
           {
            ord_data.state= ENUM_ORDER_STATE ( HistoryOrderGetInteger (ticket, ORDER_STATE ));
            cur_vol= HistoryOrderGetDouble (ticket, ORDER_VOLUME_CURRENT );
            init_vol= HistoryOrderGetDouble (ticket, ORDER_VOLUME_INITIAL );
           }
         //---
         switch (ord_data.state)
           {
             case ORDER_STATE_CANCELED : if (get_data)
              {
               if (ord_data.vol_init==ord_data.vol_cur)
                 {
                  ord_data.real_state=ORD_NONE_CANCELED;
                 }
               else
                 {
                  ord_data.real_state=ORD_NONE_PARTIAL_CANCELED;
                 }
              }
             else
              {
               if (init_vol==cur_vol)
                 {
                  ord_data.real_state=ORD_NONE_CANCELED;
                 }
               else
                 {
                  ord_data.real_state=ORD_NONE_PARTIAL_CANCELED;
                 }
              }
             break ;

             case ORDER_STATE_PARTIAL :  ord_data.real_state=ORD_NONE_PARTIAL;
             break ;

             case ORDER_STATE_EXPIRED :  ord_data.real_state=ORD_NONE_EXPIRED;
             break ;

             case ORDER_STATE_FILLED :   ord_data.real_state=ORD_NONE_FILLED;
             break ;

             case ORDER_STATE_REJECTED : ord_data.real_state=ORD_NONE_REJECTED;
             break ;
           }
        }
       else
       if ( OrderSelect (ticket))
        {
         if (get_data)
           {
            ord_data.comment= OrderGetString ( ORDER_COMMENT );
            ord_data.expiration= datetime ( OrderGetInteger ( ORDER_TIME_EXPIRATION ));
            ord_data.magic= OrderGetInteger ( ORDER_MAGIC );
            ord_data.pos_id= OrderGetInteger ( ORDER_POSITION_ID );
            ord_data.price_cur= OrderGetDouble ( ORDER_PRICE_CURRENT );
            ord_data.price_open= OrderGetDouble ( ORDER_PRICE_OPEN );
            ord_data.price_stlim= OrderGetDouble ( ORDER_PRICE_STOPLIMIT );
            ord_data.sl= OrderGetDouble ( ORDER_SL );
            ord_data.state= ENUM_ORDER_STATE ( OrderGetInteger ( ORDER_STATE ));
            ord_data.symbol= OrderGetString ( ORDER_SYMBOL );
            ord_data.t_done_msc= datetime ( OrderGetInteger ( ORDER_TIME_DONE_MSC ));
            ord_data.t_set_msc = datetime ( OrderGetInteger ( ORDER_TIME_SETUP_MSC ));
            ord_data.time_done = datetime ( OrderGetInteger ( ORDER_TIME_DONE ));
            ord_data.time_setup= datetime ( OrderGetInteger ( ORDER_TIME_SETUP ));
            ord_data.tp= OrderGetDouble ( ORDER_TP );
            ord_data.type= ENUM_ORDER_TYPE ( OrderGetInteger ( ORDER_TYPE ));
            ord_data.type_filling= ENUM_ORDER_TYPE_FILLING ( OrderGetInteger ( ORDER_TYPE_FILLING ));
            ord_data.type_time= ENUM_ORDER_TYPE_TIME ( OrderGetInteger ( ORDER_TYPE_TIME ));
            ord_data.vol_cur= OrderGetDouble ( ORDER_VOLUME_CURRENT );
            ord_data.vol_init= OrderGetDouble ( ORDER_VOLUME_INITIAL );
           }
         else
           {
            ord_data.state= ENUM_ORDER_STATE ( OrderGetInteger ( ORDER_STATE ));
           }
         //--- 
         switch (ord_data.state)
           {
             case ORDER_STATE_STARTED :
             case ORDER_STATE_REQUEST_ADD :
             case ORDER_STATE_REQUEST_MODIFY :
             case ORDER_STATE_REQUEST_CANCEL : ord_data.real_state=ORD_BUSY;
             break ;

             case ORDER_STATE_PARTIAL :        ord_data.real_state=ORD_EXIST_PARTIAL;
             break ;

             case ORDER_STATE_PLACED :         ord_data.real_state=ORD_EXIST;
             break ;
           }
        }
       else
        {
         ord_data.error_code= GetLastError ();
        }
       //---   
       if (( ord_data.error_code!= ERR_SUCCESS ) || 
         (ord_data.real_state==ORD_NOT_SPECIFIED))
        {
         return (SELECT_ERROR);
        }
       else
        {
         switch (ord_data.real_state)
           {
             case ORD_BUSY:           return (SELECT_BUSY);
             break ;

             case ORD_EXIST:
             case ORD_EXIST_PARTIAL: return (SELECT_TRUE);
             break ;

             default :                 return (SELECT_FALSE);
             break ;
           }
        }
     }
   else
     {
      ord_data.error_code=ERR_ZERO_TICKET;
       return (SELECT_ERROR);
     }
  }  
//+------------------------------------------------------------------+

Lanciato su Demo in Opening, credo che questo sia un errore, che l'ordine sia già nella storia e il terminale "non lo sappia"

posizione aperta 2016.08 . 02 17 : 52 : 34.427 Test_Pos_selct (GAZR- 9.16 ,M1) OnTradeTransaction : Posizione non esistente.

 2016.08 . 02 17 : 52 : 34.403 Test_Pos_selct (GAZR- 9.16 ,M1)   OnBookEvent : Try open position...
2016.08 . 02 17 : 52 : 34.403 Test_Pos_selct (GAZR- 9.16 ,M1)   OpenPosition: Order sent successfully for open position
2016.08 . 02 17 : 52 : 34.409 Test_Pos_selct (GAZR- 9.16 ,M1)   OnTradeTransaction : Order resived # 50224643
2016.08 . 02 17 : 52 : 34.427 Test_Pos_selct (GAZR- 9.16 ,M1)   OnTradeTransaction : Order # 50224643 add to history.
2016.08 . 02 17 : 52 : 34.427 Test_Pos_selct (GAZR- 9.16 ,M1)   OnTradeTransaction : Position not exist.
2016.08 . 02 17 : 52 : 34.437 Test_Pos_selct (GAZR- 9.16 ,M1)   OnBookEvent : Position exists

In allegato registri completi

Richiesta di Service Desk inviata

Piattaforma MetaTrader 5: errore

crudo ,   Iniziato: 2016.08.02 17:20 ,   #1529580

File:
 

Nessuno ha mai prestato attenzione a questo bug?

Estesa la registrazione della funzione OnTradeTransaction

void OnTradeTransaction(const MqlTradeTransaction &trans,
                        const MqlTradeRequest &request,
                        const MqlTradeResult &result)
  {
   bool is_select=false;
   ENUM_POSITION_TYPE pos_type=NULL;
   long volume=0;
   switch(trans.type)
     {
      case TRADE_TRANSACTION_REQUEST: if((request_id!=0) && (result.request_id==request_id))
        {
         order_ticket=result.order;
         request_id=0;
         Print(__FUNCTION__, ": Order resived #", result.order);
        }
      break;
      case TRADE_TRANSACTION_DEAL_ADD: if((order_ticket!=0) && (trans.order==order_ticket))
      {
       Print(__FUNCTION__, ": Deal, based on order #", order_ticket, " done.");
       if(PositionSelect(Symbol()))
       {
        Print(__FUNCTION__, ": Position exists.");
        pos_type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
        volume=(long)PositionGetDouble(POSITION_VOLUME);
        Print(__FUNCTION__, ": Position type: ", EnumToString(pos_type));
        Print(__FUNCTION__, ": Position volume: ", volume);
       } 
       else
        Print(__FUNCTION__, ": Position not exist.");
      }
      break;
      case TRADE_TRANSACTION_HISTORY_ADD: if((order_ticket!=0) && (trans.order==order_ticket))
        {
         Print(__FUNCTION__, ": Order #", order_ticket, " add to history."); 
         ORDER_DATA order_data;
         ENUM_ORD_SELECT order_select=OrderRealSelect(order_ticket,order_data,false);
         switch(order_select)
         {
          case SELECT_TRUE: if(PositionSelect(Symbol()))
          {
            pos_type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
            volume=(long)PositionGetDouble(POSITION_VOLUME);
            is_select=true;
          }
          else
           Print(__FUNCTION__, ": Position not exist.");
           Print(__FUNCTION__, ": Order #",trans.order," exists.");                    
          break;
          case SELECT_FALSE: if(PositionSelect(Symbol()))
          {
           pos_type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
           volume=(long)PositionGetDouble(POSITION_VOLUME);
           is_select=true;
          }
          else
           Print(__FUNCTION__, ": Position not exist.");
           Print(__FUNCTION__, ": Order #",trans.order," not found.");
          break;
         }
         if(is_select)
          {
           Print(__FUNCTION__, ": Position exists");
           Print(__FUNCTION__, ": Position type: ", EnumToString(pos_type));
           Print(__FUNCTION__, ": Position volume: ", volume);
          }
          tr_cnt++;
          exp_busy=false; 
        }
      break;
     }
  }

Anche se gli eventi TRADE_TRANSACTION_DEAL_ADD e TRADE_TRANSACTION_HISTORY_ADD

non hanno un ordine, ma il terminale deve conoscere lo stato della posizione in uno qualsiasi di questi

o farà un casino. Ecco un esempio quando l'evento TRADE_TRANSACTION_HISTORY_ADD

l'evento viene prima (ordine nella storia, il trade viene eseguito e il terminale ha ancora una posizione con il volume di 2 invece di 1)

2016.08.02 19:28:02.259 Test_Pos_selct (GAZR-9.16,M1)   OnBookEvent: Position exists
2016.08.02 19:28:02.259 Test_Pos_selct (GAZR-9.16,M1)   OnBookEvent: Position type: POSITION_TYPE_BUY
2016.08.02 19:28:02.259 Test_Pos_selct (GAZR-9.16,M1)   OnBookEvent: Position volume: 2
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   PartClosePos: Order sent for part close position.
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Order #50232966  add to history.
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Order #50232966  not found.
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Position exists
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Position type: POSITION_TYPE_BUY
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Position volume: 2
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Deal, based on order #50232966  done.
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Position exists.
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Position type: POSITION_TYPE_BUY
2016.08.02 19:28:02.288 Test_Pos_selct (GAZR-9.16,M1)   OnTradeTransaction: Position volume: 1
 

Dalla guida di MQL5

Один торговый запрос, отправленный из терминала вручную или через торговые функции OrderSend()/OrderSendAsync(),
может порождать на торговом сервере несколько последовательных торговых транзакций.
При этом очередность поступления этих транзакций в терминал не гарантирована,
поэтому нельзя свой торговый алгоритм строить на ожидании поступления одних торговых транзакций после прихода других.
Кроме того, транзакции могут потеряться при доставке от сервера к терминалу.

Non avrebbe importanza se non fosse per l'ultima frase.

Se l'eventoTRADE_TRANSACTION_HISTORY_ADD è venuto prima eTRADE_TRANSACTION_DEAL_ADD

è perso :(, i dati della posizione precedente saranno ancora "appesi" nel terminale!

 
prostotrader:

Dalla guida di MQL5

Non avrebbe importanza se non fosse per l'ultima frase.

Se l'evento TRADE_TRANSACTION_HISTORY_ADD è venuto prima e TRADE_TRANSACTION_DEAL_ADD

è perso :(, i dati posizionali precedenti saranno ancora "appesi" nel terminale!

Sciocchezze. Qual è la connessione tra la cache, dove sono memorizzati i dati di posizione richiesti, e le transazioni?

prostotrader, ci deve essere qualcosa di sbagliato nella logica dell'algoritmo. Volevo guardare il codice di qualcun altro, ma non mi preoccupo. Mi sarebbe piaciuto scavare nel codice di qualcun altro, ma non ne ho il coraggio:

request.type_filling=ORDER_FILLING_IOC;    // разве так?
request.type_filling=ORDER_FILLING_RETURN; // а может так?

Quali università ti insegnano a codificare così?

 switch(trans.type)
     {
      case TRADE_TRANSACTION_REQUEST: if((request_id!=0) && (result.request_id==request_id))
        {
         order_ticket=result.order;
         request_id=0;
         Print(__FUNCTION__, ": Order resived #", result.order);
        }
      break;
      case TRADE_TRANSACTION_HISTORY_ADD: if((order_ticket!=0) && (trans.order==order_ticket))
        {
         Print(__FUNCTION__, ": Order #", order_ticket, " add to history."); 
         ORDER_DATA order_data;
         ENUM_ORD_SELECT order_select=OrderRealSelect(order_ticket,order_data,false);
         switch(order_select)
         {
          case SELECT_TRUE: if(PositionSelect(Symbol()))
          {
            pos_type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
            volume=(long)PositionGetDouble(POSITION_VOLUME);
            is_select=true;
          }
          else
           Print(__FUNCTION__, ": Position not exist.");                    
          break;
          case SELECT_FALSE: if(PositionSelect(Symbol()))
          {
           pos_type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
           volume=(long)PositionGetDouble(POSITION_VOLUME);
           is_select=true;
          }
          else
           Print(__FUNCTION__, ": Position not exist.");
          break;
         }
         if(is_select)
          {
           Print(__FUNCTION__, ": Position exists");
           Print(__FUNCTION__, ": Position type: ", EnumToString(pos_type));
           Print(__FUNCTION__, ": Position volume: ", volume);
          }
          tr_cnt++;
          exp_busy=false; 
        }
      break;
     }
 
Dennis Kirichenko:

Stronzate. Qual è la connessione tra la cache, dove sono memorizzati i dati di posizione richiesti, e le transazioni?

prostotrader, ci deve essere qualcosa di sbagliato nella logica del tuo algoritmo. Volevo guardare il codice di qualcun altro, ma non mi preoccupo. Mi sarebbe piaciuto scavare nel codice di qualcun altro, ma non ne ho il coraggio:

Quali università insegnano a codificare in questo modo?

Ha letto quello che ha scritto?

C'è sempre un "insegnante" che non sa fare niente da solo, ma...

scrive regolarmente...

Vede una parola familiare(ORDER_FILLING_IOC) e inizia a giocare.

Per te, so-tutto-io

 ORDER_FILLING_IOC
Означает согласие совершить сделку по максимально доступному на рынке объему в пределах указанного в ордере.
В случае невозможности полного исполнения ордер будет исполнен на доступный объем, а неисполненный объем ордера будет отменен.
 
 
prostotrader:

Ha letto quello che ha scritto?

C'è sempre un "insegnante" che non sa fare nulla da solo, ma

scrive regolarmente...

Vede una parola familiare(ORDER_FILLING_IOC) e comincia a giocare.

Devo (solo domani) creare due esempi - invio sincrono e asincrono. E semplificare OnTradeTransaction() - considerare solo l'aggiunta di un affare alla storia - nessun ordine da chiudere. Ma lo farò solo attraverso la classe standard CTrade.

A proposito, su quale server commerciale stai sperimentando?

 

Per favore, chiedete agli "insegnanti" e ai "sapientoni" di parlare sulla sostanza,

e non solo per mettere il piede sul palo per fare un punto.

 
Karputov Vladimir:

Abbiamo bisogno (solo domani) di fare due esempi - invio sincrono e asincrono. E semplificare OnTradeTransaction() - considerare solo l'aggiunta della transazione alla storia - nessun ordine, in modo che non sia nemmeno vicino. Ma lo farò solo attraverso la classe standard CTrade.

A proposito, su quale server commerciale stai sperimentando?

I messaggi dicevano sicuramente Demo.

Ho iniziato a trattare questa domanda perché il mio account reale si blocca.

Motivazione: