堡垒。执法问题 - 页 77

 
fxsaber:

通过查看日志,我得到了同样的印象。它上升到50ms,然后急剧下降到10ms。二级延迟是独立的。

我希望每个人都能像这样给出他们的日志来研究延迟问题。

这里有比真正的衍生品市场交易更多的失误,所以解决方案不会很快(如果有的话)....。

添加

最令人沮丧的是,这些延迟在交易时显示出来,使交易从有利可图变成无利可图。

添加

当然,交易所也在龇牙咧嘴

«Напоминаю также, что торговая система не является системой точного времени,
детальные исследования по latency мы проводим только в случае обоснованных подозрений
в наличии проблемы на нашей стороне, при этом обязательным условием (не наша прихоть,
просто без этих данных реальный аудит маловозможен) является предоставление детальных логов софта,
снятого дампа трафика на момент проблемы и детального описания методики замеров latency на стороне клиента.»
 



你好,我有个问题,对于策略测试器来说,它写的是过期订单被完全执行,尽管事实并非如此。

另外,调用 "HistoryOrderGetDouble(ticket, ORDER_VOLUME_CURRENT); "命令,我得到了0。

比如说,tisket=37的订单,见图。我是不是哪里错了?

 
Sergey Kudryavtsev:

你好,我有个问题,对于策略测试器来说,它写的是过期订单被完全执行,尽管事实并非如此。

另外,调用 "HistoryOrderGetDouble(ticket, ORDER_VOLUME_CURRENT); "命令,我得到了0。

比如说,tisket=37的订单,见图。我是不是哪里错了?

Order.Lots = HistoryOrderGetDouble(Ticket, ORDER_VOLUME_CURRENT);

if (Order.Lots == 0)
  Order.Lots = HistoryOrderGetDouble(Ticket, ORDER_VOLUME_INITIAL);
 
Sergey Kudryavtsev:



你好,我有个问题,对于策略测试器来说,它写的是过期订单被完全执行,尽管事实并非如此。

另外,调用 "HistoryOrderGetDouble(ticket, ORDER_VOLUME_CURRENT); "命令,我得到了0。

例如,有tisket=37的订单,见图。 我是不是哪里错了?

你在调用HistoryOrderGetDouble 之前做HistorySelect?

 
prostotrader:

你是否在调用HistoryOrderGetDouble 之前做HistorySelect?

是的,我知道。在这个循环中,我运行了所有的历史。从开放的演示终端。是的,而且图中显示一切都被执行了(10分)。
 
Sergey Kudryavtsev:
是的,我知道。我在一个循环中运行整个历史。来自Otkritie的演示终端。是的,在图中你可以看到,一切都被执行了(10分)。

尝试HistoryOrderSelect(ticket)


在历史上只会有一个37号订单

 
prostotrader:

尝试HistoryOrderSelect(ticket)


在历史上只会有一个37号订单

在同一时间与另一个订单相似,在另一个时间看到另一个类似的订单。

如果(HistoryOrderSelect(37))
Print(HistoryOrderGetDouble(37,ORDER_VOLUME_INITIAL),",HistoryOrderGetDouble(37, ORDER_VOLUME_CURRENT))。

写入10个0。

还仔细检查了HistorySelect()和与之相关的一切,一切都在可靠地工作。

现在,当我再看时,过期的选项已经在某处取消了:)。 这是不是我们正在努力解决的服务器问题?

 

构建1430

2016.10.06 10:00:05.991 Trades  'xxxxx': sell limit 1.00 Eu-3.17 at 76743 placed for execution in 748.113 ms
2016.10.06 10:00:05.992 Trades  'xxxxx': accepted sell limit 1.00 UCAD-3.17 at 1.3362
2016.10.06 10:00:05.996 Trades  'xxxxx': accepted buy limit 1.00 ED-3.17 at 1.1216
2016.10.06 10:00:05.996 Trades  'xxxxx': sell limit 4.00 GBPU-3.17 at 1.3483 placed for execution in 753.768 ms
2016.10.06 10:00:05.997 Trades  'xxxxx': accepted sell limit 1.00 ED-3.17 at 1.1348
2016.10.06 10:00:05.999 Trades  'xxxxx': buy limit 5.00 SNGR-3.17 at 28296 placed for execution in 747.056 ms
2016.10.06 10:00:06.001 Trades  'xxxxx': accepted buy limit 1.00 AUDU-3.17 at 0.7176
2016.10.06 10:00:06.003 Trades  'xxxxx': sell limit 1.00 SNGR-3.17 at 32289 placed for execution in 750.656 ms
2016.10.06 10:00:06.005 Trades  'xxxxx': buy limit 1.00 UCAD-3.17 at 1.2838 placed for execution in 681.971 ms
2016.10.06 10:00:06.007 Trades  'xxxxx': accepted sell limit 12.00 MXI-3.17 at 2122.90
2016.10.06 10:00:06.008 Trades  'xxxxx': sell limit 1.00 UCAD-3.17 at 1.3362 placed for execution in 685.597 ms
2016.10.06 10:00:06.009 Trades  'xxxxx': accepted sell limit 5.00 AUDU-3.17 at 0.7864
2016.10.06 10:00:06.010 Trades  'xxxxx': buy limit 1.00 ED-3.17 at 1.1216 placed for execution in 662.516 ms
2016.10.06 10:00:06.011 Trades  'xxxxx': accepted buy limit 10.00 GOLD-6.17 at 1257.2
2016.10.06 10:00:06.012 Trades  'xxxxx': sell limit 1.00 ED-3.17 at 1.1348 placed for execution in 664.390 ms
2016.10.06 10:00:06.014 Trades  'xxxxx': accepted sell limit 5.00 PLT-3.17 at 1007.9
2016.10.06 10:00:06.014 Trades  'xxxxx': buy limit 1.00 AUDU-3.17 at 0.7176 placed for execution in 645.797 ms
2016.10.06 10:00:06.016 Trades  'xxxxx': accepted sell limit 1.00 PLD-3.17 at 727.18
2016.10.06 10:00:06.016 Trades  'xxxxx': accepted buy limit 2.00 GMKR-3.17 at 91896
2016.10.06 10:00:06.018 Trades  'xxxxx': sell limit 12.00 MXI-3.17 at 2122.90 placed for execution in 649.955 ms
2016.10.06 10:00:06.018 Trades  'xxxxx': accepted sell limit 1.00 GMKR-3.17 at 105730
2016.10.06 10:00:06.019 Trades  'xxxxx': sell limit 5.00 AUDU-3.17 at 0.7864 placed for execution in 651.493 ms
2016.10.06 10:00:06.021 Trades  'xxxxx': accepted buy limit 3.00 UJPY-3.17 at 100.11
2016.10.06 10:00:06.021 Trades  'xxxxx': accepted sell limit 1.00 UJPY-3.17 at 104.89
2016.10.06 10:00:06.025 Trades  'xxxxx': accepted buy limit 1.00 SBPR-3.17 at 10877
2016.10.06 10:00:06.025 Trades  'xxxxx': buy limit 10.00 GOLD-6.17 at 1257.2 placed for execution in 645.466 ms
2016.10.06 10:00:06.027 Trades  'xxxxx': accepted buy limit 1.00 CHMF-3.17 at 73251
2016.10.06 10:00:06.030 Trades  'xxxxx': sell limit 5.00 PLT-3.17 at 1007.9 placed for execution in 650.009 ms
2016.10.06 10:00:06.032 Trades  'xxxxx': accepted sell limit 5.00 TATN-3.17 at 35717
2016.10.06 10:00:06.034 Trades  'xxxxx': sell limit 1.00 PLD-3.17 at 727.18 placed for execution in 635.219 ms
2016.10.06 10:00:06.036 Trades  'xxxxx': buy limit 2.00 GMKR-3.17 at 91896 placed for execution in 598.261 ms
2016.10.06 10:00:06.036 Trades  'xxxxx': accepted buy limit 5.00 FEES-3.17 at 15356
2016.10.06 10:00:06.038 Trades  'xxxxx': sell limit 1.00 GMKR-3.17 at 105730 placed for execution in 600.955 ms
2016.10.06 10:00:06.039 Trades  'xxxxx': accepted sell limit 1.00 CHMF-3.17 at 87732
2016.10.06 10:00:06.040 Trades  'xxxxx': buy limit 3.00 UJPY-3.17 at 100.11 placed for execution in 531.058 ms
2016.10.06 10:00:06.042 Trades  'xxxxx': sell limit 1.00 UJPY-3.17 at 104.89 placed for execution in 532.619 ms
2016.10.06 10:00:06.042 Trades  'xxxxx': accepted sell limit 5.00 FEES-3.17 at 19740
2016.10.06 10:00:06.044 Trades  'xxxxx': buy limit 1.00 SBPR-3.17 at 10877 placed for execution in 515.874 ms
2016.10.06 10:00:06.045 Trades  'xxxxx': accepted sell limit 3.00 MTSI-3.17 at 24526
2016.10.06 10:00:06.046 Trades  'xxxxx': buy limit 1.00 CHMF-3.17 at 73251 placed for execution in 506.778 ms
2016.10.06 10:00:06.048 Trades  'xxxxx': accepted buy limit 5.00 NLMK-3.17 at 7687
2016.10.06 10:00:06.049 Trades  'xxxxx': sell limit 5.00 TATN-3.17 at 35717 placed for execution in 509.264 ms
2016.10.06 10:00:06.050 Trades  'xxxxx': buy limit 5.00 FEES-3.17 at 15356 placed for execution in 511.085 ms
2016.10.06 10:00:06.056 Trades  'xxxxx': accepted sell limit 5.00 NLMK-3.17 at 9687
2016.10.06 10:00:06.056 Trades  'xxxxx': sell limit 1.00 CHMF-3.17 at 87732 placed for execution in 516.459 ms
2016.10.06 10:00:06.060 Trades  'xxxxx': sell limit 5.00 FEES-3.17 at 19740 placed for execution in 520.391 ms
2016.10.06 10:00:06.060 Trades  'xxxxx': accepted buy limit 3.00 VTBR-3.17 at 7169
2016.10.06 10:00:06.062 Trades  'xxxxx': sell limit 3.00 MTSI-3.17 at 24526 placed for execution in 448.534 ms
2016.10.06 10:00:06.064 Trades  'xxxxx': buy limit 5.00 NLMK-3.17 at 7687 placed for execution in 398.030 ms
2016.10.06 10:00:06.066 Trades  'xxxxx': accepted buy limit 4.00 Eu-9.17 at 72411
2016.10.06 10:00:06.066 Trades  'xxxxx': sell limit 5.00 NLMK-3.17 at 9687 placed for execution in 399.808 ms
2016.10.06 10:00:06.067 Trades  'xxxxx': buy limit 3.00 VTBR-3.17 at 7169 placed for execution in 387.274 ms
2016.10.06 10:00:06.068 Trades  'xxxxx': accepted buy limit 4.00 UCHF-3.17 at 0.9506
2016.10.06 10:00:06.069 Trades  'xxxxx': accepted sell limit 1.00 UCHF-3.17 at 0.9894
2016.10.06 10:00:06.072 Trades  'xxxxx': buy limit 4.00 Eu-9.17 at 72411 placed for execution in 368.757 ms
2016.10.06 10:00:06.075 Trades  'xxxxx': buy limit 4.00 UCHF-3.17 at 0.9506 placed for execution in 334.362 ms
2016.10.06 10:00:06.077 Trades  'xxxxx': sell limit 1.00 UCHF-3.17 at 0.9894 placed for execution in 336.248 ms

 
prostotrader:

构建1430

这张是缺的
Network 'xxx': authorized on BCS-MetaTrader5 through Access Server #1 (ping: 50.43 ms)
 
fxsaber:
这就是缺少的东西
2016.10.03 09:07:57.066 Network 'ххххх': authorized on Open-Broker through Access Server IV (ping: 4.85 ms)