//+------------------------------------------------------------------+
//| 脚本程序起始函数 |
//+------------------------------------------------------------------+
void OnStart()
{
long pos_id_array[]; // 用于存储仓位ID的数组
//--- 请求全部历史
if(!HistorySelect(0, TimeCurrent()))
{
Print("HistorySelect() failed. Error ", GetLastError());
return;
}
//--- 在数组中收集来自于挂单的仓位 ID
int total=HistoryOrdersTotal();
for(int i=0; i<total; i++)
{
ulong ticket=HistoryOrderGetTicket(i);
if(ticket==0)
continue;
ENUM_ORDER_TYPE type=(ENUM_ORDER_TYPE)HistoryOrderGetInteger(ticket, ORDER_TYPE);
long pos_id=HistoryOrderGetInteger(ticket, ORDER_POSITION_ID);
if(type<=ORDER_TYPE_SELL || pos_id==0)
continue;
int size=ArraySize(pos_id_array);
if(ArrayResize(pos_id_array, size+1)==size+1)
pos_id_array[size]=pos_id;
}
//--- 根据数组中的仓位 ID 列表
total=ArraySize(pos_id_array);
for(int i=0; i<total; i++)
{
//--- 打印标题, 以及仓位的订单和交易列表
long position_id=pos_id_array[i];
Print("List of orders and deals for position with ID: ", position_id);
HistorySelectByPositionProcess(position_id);
}
/*
结果:
List of orders and deals for position with ID: 1819629924
[0] Order Sell Limit #1819629924
[1] Order Buy #1819633194
[0] Entry In Deal Sell #1794972472
[1] Entry Out Deal Buy #1794975589
List of orders and deals for position with ID: 1841753970
[0] Order Sell Stop #1841753970
[1] Order Buy #1842322160
[0] Entry In Deal Sell #1817242142
[1] Entry Out Deal Buy #1817765341
*/
}
//+------------------------------------------------------------------+
//| 根据仓位ID选择订单和交易历史并 |
//| 在日志中打印该仓位的订单和交易列表 |
//+------------------------------------------------------------------+
bool HistorySelectByPositionProcess(const long position_id)
{
//--- 根据指定的仓位 ID 请求交易和订单的历史
if(!HistorySelectByPosition(position_id))
{
PrintFormat("HistorySelectByPosition(%I64d) failed. Error %d", position_id, GetLastError());
return(false);
}
//--- 打印仓位的订单列表
int orders_total=HistoryOrdersTotal();
for(int i=0; i<orders_total; i++)
{
ulong ticket=HistoryOrderGetTicket(i);
if(ticket==0)
continue;
ENUM_ORDER_TYPE order_type=(ENUM_ORDER_TYPE)HistoryOrderGetInteger(ticket, ORDER_TYPE);
PrintFormat(" [%d] Order %s #%I64u", i, OrderTypeDescription(order_type), ticket);
}
//--- 在日志中打印仓位交易列表
int deals_total =HistoryDealsTotal();
for(int i=0; i<deals_total; i++)
{
ulong ticket=HistoryDealGetTicket(i);
if(ticket==0)
continue;
ENUM_DEAL_ENTRY deal_entry=(ENUM_DEAL_ENTRY)HistoryDealGetInteger(ticket, DEAL_ENTRY);
ENUM_DEAL_TYPE deal_type= (ENUM_DEAL_TYPE)HistoryDealGetInteger(ticket, DEAL_TYPE);
if(deal_type!=DEAL_TYPE_BUY && deal_type!=DEAL_TYPE_SELL)
continue;
PrintFormat(" [%d] Entry %s Deal %s #%I64u", i, DealEntryDescription(deal_entry), DealTypeDescription(deal_type), ticket);
}
return(true);
}
//+------------------------------------------------------------------+
//| 返回订单类型的描述 |
//+------------------------------------------------------------------+
string OrderTypeDescription(const ENUM_ORDER_TYPE type)
{
switch(type)
{
case ORDER_TYPE_BUY : return("Buy");
case ORDER_TYPE_SELL : return("Sell");
case ORDER_TYPE_BUY_LIMIT : return("Buy Limit");
case ORDER_TYPE_SELL_LIMIT : return("Sell Limit");
case ORDER_TYPE_BUY_STOP : return("Buy Stop");
case ORDER_TYPE_SELL_STOP : return("Sell Stop");
case ORDER_TYPE_BUY_STOP_LIMIT : return("Buy Stop Limit");
case ORDER_TYPE_SELL_STOP_LIMIT : return("Sell Stop Limit");
default : return("Unknown order type: "+(string)type);
}
}
//+------------------------------------------------------------------+
//| 返回仓位的交易类型描述 |
//+------------------------------------------------------------------+
string DealTypeDescription(const ENUM_DEAL_TYPE type)
{
switch(type)
{
//--- 只返回买入和卖出交易的描述,
//--- 因为所有其它类型的交易并不适用于仓位
case DEAL_TYPE_BUY : return("Buy");
case DEAL_TYPE_SELL : return("Sell");
default : return("Unknown deal type: "+(string)type);
}
}
//+------------------------------------------------------------------+
//| 返回仓位变化的方法 |
//+------------------------------------------------------------------+
string DealEntryDescription(const ENUM_DEAL_ENTRY entry)
{
switch(entry)
{
case DEAL_ENTRY_IN : return("In");
case DEAL_ENTRY_OUT : return("Out");
case DEAL_ENTRY_INOUT : return("InOut");
case DEAL_ENTRY_OUT_BY : return("Out by");
case DEAL_ENTRY_STATE : return("Status record");
default : return("Unknown deal entry: "+(string)entry);
}
}
|