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分别持有两个套利合约DCE.SP m2605&m2607、DCE.SP m2607&m2608 一手多单。
但是这两个套利合约都不能平仓,好像只能平仓 DCE.SP m2605&m2608

是什么问题?如何解决

chaos 已回答的问题 3天 前
0

看不出来问题,可以给一下报错截图

chaos 发表新评论 3天 前

有其他问题欢迎加入官方Q群748265037一起交流

{
“DCE.SP m2605&m2608”: “{‘exchange_id’: ‘DCE’, ‘instrument_id’: ‘SP m2605&m2608’, ‘pos_long_his’: 1, ‘pos_long_today’: 0, ‘pos_short_his’: 0, ‘pos_short_today’: 0, ‘volume_long_today’: 1, ‘volume_long_his’: 0, ‘volume_long’: 1, ‘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’: nan, ‘open_price_short’: nan, ‘open_cost_long’: 0.0, ‘open_cost_short’: nan, ‘position_price_long’: nan, ‘position_price_short’: nan, ‘position_cost_long’: 0.0, ‘position_cost_short’: nan, ‘float_profit_long’: nan, ‘float_profit_short’: nan, ‘float_profit’: nan, ‘position_profit_long’: nan, ‘position_profit_short’: nan, ‘position_profit’: nan, ‘margin_long’: 2004.1000000000004, ‘margin_short’: nan, ‘margin’: 2004.1000000000004, ‘market_value_long’: nan, ‘market_value_short’: nan, ‘market_value’: nan, ‘pos’: 1, ‘pos_long’: 1, ‘pos_short’: 0, ‘user_id’: ‘720750’, ‘volume_long_yd’: 1, ‘volume_short_yd’: 0, ‘last_price’: ‘-‘}”,
“DCE.m2605”: “{‘exchange_id’: ‘DCE’, ‘instrument_id’: ‘m2605’, ‘pos_long_his’: 1, ‘pos_long_today’: 0, ‘pos_short_his’: 0, ‘pos_short_today’: 0, ‘volume_long_today’: 1, ‘volume_long_his’: 0, ‘volume_long’: 1, ‘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’: 2764.0, ‘open_price_short’: nan, ‘open_cost_long’: 27640.0, ‘open_cost_short’: nan, ‘position_price_long’: 2750.0, ‘position_price_short’: nan, ‘position_cost_long’: 27500.0, ‘position_cost_short’: nan, ‘float_profit_long’: -120.0, ‘float_profit_short’: nan, ‘float_profit’: -120.0, ‘position_profit_long’: 20.0, ‘position_profit_short’: nan, ‘position_profit’: 20.0, ‘margin_long’: 0.0, ‘margin_short’: nan, ‘margin’: 0.0, ‘market_value_long’: nan, ‘market_value_short’: nan, ‘market_value’: nan, ‘pos’: 1, ‘pos_long’: 1, ‘pos_short’: 0, ‘user_id’: ‘720750’, ‘volume_long_yd’: 1, ‘volume_short_yd’: 0, ‘last_price’: 2752.0}”,
“DCE.m2607”: “{‘exchange_id’: ‘DCE’, ‘instrument_id’: ‘m2607’, ‘pos_long_his’: 1, ‘pos_long_today’: 0, ‘pos_short_his’: 1, ‘pos_short_today’: 0, ‘volume_long_today’: 1, ‘volume_long_his’: 0, ‘volume_long’: 1, ‘volume_long_frozen_today’: 0, ‘volume_long_frozen_his’: 0, ‘volume_long_frozen’: 0, ‘volume_short_today’: 1, ‘volume_short_his’: 0, ‘volume_short’: 1, ‘volume_short_frozen_today’: 0, ‘volume_short_frozen_his’: 0, ‘volume_short_frozen’: 0, ‘open_price_long’: 2807.0, ‘open_price_short’: 2750.0, ‘open_cost_long’: 28070.0, ‘open_cost_short’: 27500.0, ‘position_price_long’: 2736.0, ‘position_price_short’: 2736.0, ‘position_cost_long’: 27360.0, ‘position_cost_short’: 27360.0, ‘float_profit_long’: -700.0, ‘float_profit_short’: 130.0, ‘float_profit’: -570.0, ‘position_profit_long’: 10.0, ‘position_profit_short’: -10.0, ‘position_profit’: 0.0, ‘margin_long’: 0.0, ‘margin_short’: 0.0, ‘margin’: 0.0, ‘market_value_long’: nan, ‘market_value_short’: nan, ‘market_value’: nan, ‘pos’: 0, ‘pos_long’: 1, ‘pos_short’: 1, ‘user_id’: ‘720750’, ‘volume_long_yd’: 1, ‘volume_short_yd’: 1, ‘last_price’: 2737.0}”,
“DCE.m2608”: “{‘exchange_id’: ‘DCE’, ‘instrument_id’: ‘m2608’, ‘pos_long_his’: 0, ‘pos_long_today’: 0, ‘pos_short_his’: 1, ‘pos_short_today’: 0, ‘volume_long_today’: 0, ‘volume_long_his’: 0, ‘volume_long’: 0, ‘volume_long_frozen_today’: 0, ‘volume_long_frozen_his’: 0, ‘volume_long_frozen’: 0, ‘volume_short_today’: 1, ‘volume_short_his’: 0, ‘volume_short’: 1, ‘volume_short_frozen_today’: 0, ‘volume_short_frozen_his’: 0, ‘volume_short_frozen’: 0, ‘open_price_long’: nan, ‘open_price_short’: 2935.0, ‘open_cost_long’: nan, ‘open_cost_short’: 29350.0, ‘position_price_long’: nan, ‘position_price_short’: 2863.0, ‘position_cost_long’: nan, ‘position_cost_short’: 28630.0, ‘float_profit_long’: nan, ‘float_profit_short’: 740.0, ‘float_profit’: 740.0, ‘position_profit_long’: nan, ‘position_profit_short’: 20.0, ‘position_profit’: 20.0, ‘margin_long’: nan, ‘margin_short’: 0.0, ‘margin’: 0.0, ‘market_value_long’: nan, ‘market_value_short’: nan, ‘market_value’: nan, ‘pos’: -1, ‘pos_long’: 0, ‘pos_short’: 1, ‘user_id’: ‘720750’, ‘volume_long_yd’: 0, ‘volume_short_yd’: 1, ‘last_price’: 2861.0}”
}
当前持仓:
DCE.SP m2605&m2608 多: 1 -171.0 空: 0 nan 净: 1 持仓盈亏: 620.00
DCE.m2605(组合腿) 多: 1 2764.0 空: 0 nan 净: 1 持仓盈亏: -120.00
DCE.m2608(组合腿) 多: 0 nan 空: 1 2935.0 净:-1 持仓盈亏: 740.00
DCE.m2607 多: 1 2807.0 空: 1 2750.0 净: 0 持仓盈亏: -570.00

上面是打印出来的持仓信息。我没有下单过 DCE.SP m2605&m2608 的多单或者空单。

这个账号,目前实际下单并持有的是DCE.SP m2605&m2607,DCE.SP m2607&m2608各一手多单,并且都是通过tqsdk自动下单的。

看上去是被自动组合了,盘后交易所会自动进行组合的

如果是盘中的话,估计是软件上打开了自动组合,可以在软件上把快期3或者快期专业版的自动组合的功能关闭掉

然后要平仓的话,建议按单腿来平