测试程序信息如下:
1. 当前持仓:
{‘exchange_id’: ‘SHFE’, ‘instrument_id’: ‘xxxx’, ‘pos_long_his’: 0, ‘pos_long_today’: 5, ‘pos_short_his’: 0, ‘pos_short_today’: 0,
‘volume_long_today’: 5, ‘volume_long_his’: 0,
'volume_long': 5
,
‘volume_long_frozen_today’: 0, ‘volume_long_frozen_his’: 0,
‘volume_long_frozen’: 0, ‘volume_short_today’: 0, ‘volume_short_his’: 0, ‘volume_short’: 0, ‘volume_short_frozen_today’: 0,
‘volume_short_frozen_his’: 0, ‘volume_short_frozen’: 0, ‘open_price_long’: 3963.0, ‘open_price_short’: nan,
‘open_cost_long’: 198150.0, ‘open_cost_short’: 0.0, ‘position_price_long’: 3963.0, ‘position_price_short’: nan,
‘position_cost_long’: 198150.0, ‘position_cost_short’: 0.0, ‘float_profit_long’: 0.0, ‘float_profit_short’: 0.0,
‘float_profit’: 0.0, ‘position_profit_long’: 0.0, ‘position_profit_short’: 0.0, ‘position_profit’: 0.0, ‘margin_long’: 13788.0,
‘margin_short’: 0.0, ‘margin’: 13788.0, ‘symbol’: ‘xxxx’, ‘last_price’: 3963.0}
2. 挂单结果:
{‘order_id’: ‘d0621c31dc8e4eff9da8d3327ec4571c’,
‘exchange_order_id’: ‘d0621c31dc8e4eff9da8d3327ec4571c’, ‘exchange_id’: ‘SHFE’, ‘instrument_id’: ‘xxx’, ‘direction’: ‘SELL’,
‘offset’: ‘CLOSE’,
‘volume_orign’: 5,
‘volume_left’: 5, ‘limit_price’: 4007.0, ‘price_type’: ‘LIMIT’, ‘volume_condition’: ‘ANY’,
‘time_condition’: ‘GFD’, ‘insert_date_time’: 1563499799999999000,
‘last_msg’: ‘平仓手数不足’, ‘status’: ‘FINISHED’,
‘user_id’: ‘TQSIM’, ‘symbol’: ‘SHFE.rb1910’, ‘frozen_margin’: 0.0}