将Windows本地时间与MT5服务器同步 - 页 9

 

COPY_TICKS_ALL 改为COPY_TICKS_INFO

但仍然没有匹配。

2017.01.23 23:05:58.985 TestTicks (ALRS-3.17,H1)        New test start.
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Total 2000 ticks.
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.109 last =60497.0 flags = 2
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:01.110 last =60496.0 flags = 6
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:01.113 last =60496.0 flags = 4
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:01.700 last =60498.0 flags = 2
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:02.675 last =60498.0 flags = 6
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:13.854 last =60495.0 flags = 6
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:14.210 last =60495.0 flags = 4
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:16.726 last =60494.0 flags = 4
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:17.109 last =60495.0 flags = 4
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:17.543 last =60494.0 flags = 4
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:17.543 last =60494.0 flags = 2
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:18.272 last =60496.0 flags = 4
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:19.144 last =60493.0 flags = 2
2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:19.147 last =60492.0 flags = 4
 

CopyTicks日志显示1秒内有1个刻度

2017.01.23 23:05:59.077 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.109 last =60497.0 flags = 2

而在证券交易所的日志中

replID            replRev     replAct     id_ord      sess_id   isin_id amount amount_rest id_deal xstatus status  price              moment           dir    action  deal_price
61121596561     61121596561     0       24657039482     5205    795262  5       5       0       5121    5121    60498.00000     2017-01-20 23:49:00.017 2       1       0.00000
61121596564     61121596564     0       24657039483     5205    795262  2       2       0       5121    5121    60497.00000     2017-01-20 23:49:00.020 1       1       0.00000
61121596784     61121596784     0       24653666035     5205    795262  1       0       0       2102273 2102273 60226.00000     2017-01-20 23:49:00.060 1       0       0.00000
61121596860     61121596860     0       24653666013     5205    795262  1       0       0       2102273 2102273 60898.00000     2017-01-20 23:49:00.060 2       0       0.00000
61121596863     61121596863     0       24657039505     5205    795262  5       5       0       5121    5121    60499.00000     2017-01-20 23:49:00.060 2       1       0.00000
61121596874     61121596874     0       24657011636     5205    795262  100     0       0       2102273 2102273 60421.00000     2017-01-20 23:49:00.063 1       0       0.00000
61121596881     61121596881     0       24656457983     5205    795262  1       0       0       2102273 2102273 60386.00000     2017-01-20 23:49:00.063 1       0       0.00000
61121596944     61121596944     0       24656457986     5205    795262  1       0       0       2102273 2102273 60596.00000     2017-01-20 23:49:00.067 2       0       0.00000
61121597008     61121597008     0       24657039527     5205    795262  100     100     0       5121    5121    60397.00000     2017-01-20 23:49:00.073 1       1       0.00000
61121597151     61121597151     0       24657039552     5205    795262  3       3       0       1025    1025    60497.00000     2017-01-20 23:49:00.087 2       1       0.00000
61121597221     61121597221     0       24657039555     5205    795262  22      22      0       1026    1026    60494.00000     2017-01-20 23:49:00.090 2       1       0.00000
61121597250     61121597250     0       24657039400     5205    795262  1000    0       0       2102273 2102273 60477.00000     2017-01-20 23:49:00.093 1       0       0.00000

2/3不适合:(只有69支)
 

检查证券交易所日志的isin_id(仪器),到处都是795262(Si-3.17)。

添加

COPY_TICKS_INFO 改为COPY_TICKS_TRDAE

也不了解 交易...

61121597156     61121597156     0       24657039552     5205    795262  3       0       1693721366      1                               1       60497.00000     2017-01-20 23:49:00.087 2       2       60497.00000
61121597157     61121597157     0       24657038660     5205    795262  3       60      1693721366      9223372034707296257     -2147479551     60497.00000     2017-01-20 23:49:00.087 1       2       60497.00000
61121597226     61121597226     0       24657039555     5205    795262  22      0       1693721376      9223372034707292162     -2147483646     60494.00000     2017-01-20 23:49:00.090 2       2       60497.00000
61121597227     61121597227     0       24657038660     5205    795262  22      38      1693721376      9223372034707296257     -2147479551     60497.00000     2017-01-20 23:49:00.090 1       2       60497.00000
61121597265     61121597265     0       24657039558     5205    795262  2       0       1693721380      1                               1       60497.00000     2017-01-20 23:49:00.093 2       2       60497.00000
61121597266     61121597266     0       24657038660     5205    795262  2       36      1693721380      9223372034707296257     -2147479551     60497.00000     2017-01-20 23:49:00.093 1       2       60497.00000
2017.01.23 23:40:10.786 TestTicks (ALRS-3.17,H1)        New test start.
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Total 2000 ticks.
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.88 last = 60497.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.90 last = 60497.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.94 last = 60497.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.109 last = 60497.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.114 last = 60497.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.114 last = 60497.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.114 last = 60497.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.114 last = 60497.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.147 last = 60496.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.502 last = 60496.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.529 last = 60496.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.581 last = 60496.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.624 last = 60496.0 flags = 88
2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.669 last = 60498.0 flags = 56

有买有卖 (dir - 订单方向 1 - 买; 2 - 卖) (action: 0 - 订单删除; 1 - 订单设置; 2 - 交易) (amount_rest - 平衡)

61121597156     61121597156     0       24657039552     5205    795262  3       0       1693721366      1                               1       60497.00000     2017-01-20 23:49:00.087 2       2       60497.00000
61121597157     61121597157     0       24657038660     5205    795262  3       60      1693721366      9223372034707296257     -2147479551     60497.00000     2017-01-20 23:49:00.087 1       2       60497.00000

而我们只卖了

2017.01.23 23:40:11.947 TestTicks (ALRS-3.17,H1)        Symbol = Si-3.17 Time = 2017.01.20 23:49:00.88 last = 60497.0 flags = 88

也许这是因为这两个交易被合并为一个(他们的id_deal是相同的)1693721366

添加

事实证明,只有COPY_TICKS_TRDAE能正常工作

(所有测试都是在真实的Otkritie上进行的,构建1495,64位,Access服务器IV)

 

我没有偷懒,编辑了Exchange文件,结果发现,在Si-3.17上每分钟

460笔交易,CopyTicks()与COPY_TICKS_TRDAE 测试显示,有294笔交易

地下室里的原木

附加的文件:
Si_deals.zip  45 kb
 
prostotrader:

我没有偷懒,编辑了Exchange文件,结果发现,在Si-3.17上每分钟

460笔交易,CopyTicks()与COPY_TICKS_TRDAE 测试显示,有294笔交易

地下室里的原木

CopyTicks在撒谎--紧急向SR报告!
 
fxsaber:
CopyTicks在撒谎--紧急向SD!

已经发布的申请#1656450

由以下人员添加

只是,我认为是历史上的蜱虫功能在说谎

当时我在写 "所有行业的指标 "这个指标的时候

我有与历史不一致的地方。

 

Oooop`s!

拐杖正常工作了!

2017.01.24 10:00:00.005 Time_sync_forts (URKA-3.17,H1)  Local time sync is done. Symbol = RTS-3.17 Sync hour = 10 Sync min = 0 Sync sec = 0 Sync ms = 5
2017.01.24 10:00:02.764 trader (ED-3.17,H1) OnTradeTransaction: Сделка совершена. Билет = 51601238


工作也就完成了!

2017.01.24 10:00:02.763 Trades  'ххххх': deal #33631469 sell 1.00 ED-3.17 at 1.0761 done (based on order #51601238)


附上专家代码

附加的文件:
 

我已经添加了白天的清算,但晚上的清算却不能工作。

因为竞标在晚上7点和7点05分开始。

附加的文件:
 
fxsaber:
CopyTicks在撒谎--急于向SR报告!
代表写道,该申请已被接受执行...
 
prostotrader:
代表写道,该申请已被接受执行...
请保持联系。@Dmitriy Skub 声称,copytix的历史与证券交易所的数据100%匹配。
原因: