"Floating PositionSelect()错误

 

你好!

情况如下:MT5,构建1375

在其工作中,当交易期货时,机器人使用OrderSendAsync()函数。

假设有一个成交量为2个合约的未平仓头寸。

发送了一个部分平仓的订单(第1卷),我们从服务器上得到了一个回应

在OnTradeTransaction()函数中,PositionSelect(Symbol())位置被检查,并且

关于位置。很多时候,当一个部分平仓的订单被执行 时,服务器会收到仓位数据。

位置,当接收到位置数据时,数据包含了以下信息

位置没有改变(音量仍然等于2)。

我怎样才能建立日志,向开发人员显示有一个错误?

 

我很不好意思地问,你怎么能这么肯定有错误呢?还是你认为开发商就像泰加森林一样密集?;-)

阅读异步操作手册。

 
Dennis Kirichenko:

我很不好意思地问,你怎么能这么肯定有错误呢?还是你认为开发商就像泰加森林一样密集?;-)

读取异步操作。

亲爱的先生,我建议你阅读帖子的开头。

我问的是如何为开发者建立一个证明基础,而不是如何使用

异步函数!

以前的构建(在对冲之前)没有这个错误。

 

写了一个测试专家

//+------------------------------------------------------------------+
//|                                               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);
     }
  }  
//+------------------------------------------------------------------+

在Opening Demo上启动,我认为这是一个错误,订单已经在历史中,而终端“不知道”

2016.08开仓 02 17 : 52 : 34.427 Test_Pos_selct (GAZR- 9.16 ,M1) OnTradeTransaction : 头寸不存在。

 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

附上完整的日志

已发送服务台请求

MetaTrader 5 平台:错误

的,  开始时间:2016.08.02 17:20 ,   #1529580

附加的文件:
 

难道以前没有人注意到这个错误吗?

扩展了OnTradeTransaction功能 的记录。

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;
     }
  }

尽管事件TRADE_TRANSACTION_DEAL_ADD和TRADE_TRANSACTION_HISTORY_ADD

没有顺序,但终端必须知道其中任何一个位置的状态。

否则会弄得一团糟。下面是一个例子,当TRADE_TRANSACTION_HISTORY_ADD事件发生时

事件先发生(历史上的顺序,交易被执行,终端仍然有一个体积为2而不是1的位置)

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
 

来自MQL5的帮助

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.

如果不是因为最后一句话,这并不重要。

如果TRADE_TRANSACTION_HISTORY_ADD 事件首先发生,并且TRADE_TRANSACTION_DEAL_ADD

事件丢失:(,之前的位置数据仍然会 "挂 "在终端上!)。

 
prostotrader:

来自MQL5的帮助

如果不是因为最后一句话,这并不重要。

如果TRADE_TRANSACTION_HISTORY_ADD事件首先发生,并且TRADE_TRANSACTION_DEAL_ADD

事件丢失:(,之前的位置数据仍将 "挂 "在终端上!)。

胡说八道。缓存(存放请求的位置数据)与交易之间有什么联系?

prostotrader,算法的逻辑一定有问题。我想翻看一下别人的代码,但我不屑一顾。我本来想挖掘一下别人的代码,但我没有勇气

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

哪些大学会教你这样的编码?

 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:

胡说八道。储存所请求的位置数据的缓存与交易之间有什么联系?

prostotrader,你的算法逻辑一定出了问题。我想翻看一下别人的代码,但我不屑一顾。我本来想挖掘一下别人的代码,但我没有勇气

哪些大学教你以这样的方式进行编码?

你读过你所写的东西吗?

总有一个 "老师 "自己不能做什么,但...

定期写...

他看到一个熟悉的词(ORDER_FILLING_IOC)并开始玩弄。

对于你,万事通

 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:

你读过你写的东西吗?

总有一个 "老师 "自己不能做什么,但

定期写...

他看到一个熟悉的词(ORDER_FILLING_IOC)并开始玩弄。

我必须(只在明天)创造两个例子--同步和异步发送。并简化OnTradeTransaction()--只考虑在历史上添加交易--没有订单要关闭。但我要完全通过标准的 CTALT类来 做。

顺便问一下,你是在哪个贸易服务器上做实验的?

 

请 "教师 "和 "知识分子 "就实质问题发言。

而不仅仅是把他们的脚放在柱子上以表明观点。

 
Karputov Vladimir:

我们需要(只在明天)做两个例子--同步发送和异步。并简化OnTradeTransaction()--考虑只将交易添加到历史记录中--没有订单,这样就不会有什么问题了。但我要完全通过标准的 CTALT类来 做。

顺便问一下,你是在哪个贸易服务器上做实验的?

这些信息肯定是说Demo。

我开始处理这个问题,因为我的真实账户崩溃了。