Let_it_go (Все сообщения пользователя)

Subscribe_Level_II_Quotes("SPBFUT", inst)

sleep (500)

qt = getQuoteLevel2 ('SPBFUT','SRU0')

qt = getQuoteLevel2 ('TQBR','GAZP')

--save IMOEX quotes
t,n,_ = getCandlesByIndex("IMOEX",0,0,getNumCandles ('IMOEX'))
mm (#t) =>3008
mm (getNumCandles ('IMOEX')) =>3009
mm (n) =>3009

перебор candle, начало итерации:
big_base[candle][1]
потом снова
big_base[candle][1]
потом
big_base[candle][2]

перебор candle, начало итерации:
current_candle = big_base[candle]
а потом писать
current_candle[1]
current_candle[1]
current_candle[2]

os.execute("python.exe C:\\script.py")

message (os.getenv('PATH'),1)

message (os.getenv('PYTHONPATH') or 'type_nil',1)

os.getenv("PYTHON_PATH") 

function continue ()
--бла-бла-бла

end

for i=1, 10 do

   if i==5 then continue() end
--бла-бла

end

function fn(t)

    if stop_search then return nil end --stop_search - это флаг. Изначально равен nil

    if t.sec_code == paper and t.client_code==client_code and t.limit_kind==2 then
      stop_search=true      
        return true
    else
        return false
    end

end

function get_position (sec)
   paper=sec
   stop_search=nil --убиваем флаг, выставленный на прежних запусках функции.
   tbl_indxs=SearchItems('depo_limits', 0, getNumberOf("depo_limits")-1, fn)   
   if tbl_indxs then
      limit = getItem("depo_limits", tbl_indxs[1]) --найден 1 индекс, его и берём.
      local lot=lot[sec]--lot[sec] ранее определена
      return limit.currentbal/lot,limit.locked_buy/lot, limit.locked_sell/lot, limit.awg_position_price
   else
      return 0,0,0,0
   end
end

function fn(t)
   if stop_search then return nil end --stop_search - это флаг. Изначально равен nil
    if t.sec_code == sec and t.client_code==client_code and t.limit_kind==2 then
      stop_search=true
        return true
    else
        return false
    end
end


function get_position (sec)
   stop_search=nil --убиваем флаг, выставленный на прежних запусках функции.
   tbl_indxs=SearchItems('depo_limits', 0, getNumberOf("depo_limits")-1, fn)
   limit = getItem("depo_limits", tbl_indxs[1]) --найден 1 индекс, его и берём.
   local lot=lot[sec]--lot[sec] ранее определена
   return limit.currentbal/lot,limit.locked_buy/lot, limit.locked_sell/lot, limit.awg_position_price
end

function fn(t)
    if t.sec_code == sec and t.client_code==client_code and t.limit_kind==2 then 
        return true
    else
        return false
    end
end

tbl_indxs=SearchItems('depo_limits', 0, getNumberOf("depo_limits")-1, fn)

function fn (t)
   if t.sec_code=='BANEP' then
      return true
   end
end

tbl=SearchItems('trades', 0, getNumberOf("trades")-1, fn, "qty,class_code, sec_code")

function fn (t)
   if t.sec_code=='BANEP' then
      return t
   end
end

tbl=SearchItems('trades', 0, getNumberOf("trades")-1, fn)

1=SBER;2=GAZP;3=GMKN;4=LKOH;................

function tableContains(table, key)    
return table[key] ~= nil
end

'SBER'=1; 'GAZP' = 2; 'GMKN' = 3;

for i=0,getNumberOf("orders")-1,1 do

function CleanActive (ticker_list) --переписать её, чтобы искать с конца.
   local row={}
   for i=0,getNumberOf("orders")-1,1 do
      row=getItem("orders",i)   
      local sec=row.sec_code
      if table_contains(ticker_list, sec) and orderflags2table(row.flags).active then
         res,ms=killOrder(tostring(row.order_num),sec,row.class_code)
      end
   end
end

function table_contains(table, element)   
   for _, value in pairs(table) do
      if value == element then return true end
   end
   return nil
end   

send_msg ("Снята: "..k)

Settings = {
Name = "*FRACTALS (Fractals)", 
Period = 5,
line = {{
      Name = "Horizontal line",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Name = "FRACTALS - Up", 
      Type = TYPE_TRIANGLE_UP, 
      Color = RGB(0, 206, 0)
      },
      {
      Name = "FRACTALS - Down", 
      Type = TYPE_TRIANGLE_DOWN, 
      Color = RGB(221, 44, 44)
      }
      },
Round = "off",
Multiply = 1,
Horizontal_line="off"
}
         
function Init()
   func = FRACTALS()
   return #Settings.line
end

function OnCalculate(Index)
local Out1,Out2 = func(Index, Settings)
   SetValue(Out1, 2, ConvertValue(Settings,H(Out1)))
   SetValue(Out2, 3, ConvertValue(Settings,L(Out2)))
   return tonumber(Settings.Horizontal_line),nil,nil
end

function FRACTALS() --Fractals ("FRACTALS")
   local H_tmp={}
   local L_tmp={}
   local it = {[1]=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 5)
if (P>0) then
   if I == 1 then
      H_tmp={}
      L_tmp={}
      it = {[1]=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it[Squeeze(it.l,P)] then
         it.l = it.l + 1
         it[Squeeze(it.l,P)] = I
      end
      local Ip,Ipppp = Squeeze(it.l,P),Squeeze(it.l,P-1)+1
      local nP = math.floor(P/2)*2+1
      H_tmp[Ipppp] = GetValue(it[Ip],HIGH,ds)
      L_tmp[Ipppp] = GetValue(it[Ip],LOW,ds)
      if it.l >= nP then
         local S = it[Squeeze(it.l-nP+1+math.floor(nP/2),P)]
         local val_h=math.max(unpack(H_tmp))
         local val_l=math.min(unpack(L_tmp))
         local L = GetValue(S,LOW,ds)
         local H = GetValue(S,HIGH,ds)
         if (val_h == H) and (val_h >0) 
            and (val_l == L) and (val_l > 0) then
               return S,S
         else
            if (val_h == H) and (val_h > 0) then
               return S,nil
            end
            if (val_l == L) and (val_l > 0) then
               return nil,S
            end
         end
      end
   end
end
return nil,nil
end
end


SMA,MMA,EMA,WMA,SMMA,VMA = "SMA","MMA","EMA","WMA","SMMA","VMA"
OPEN,HIGH,LOW,CLOSE,VOLUME,MEDIAN,TYPICAL,WEIGHTED,DIFFERENCE,ANY = "O","H","L","C","V","M","T","W","D","A"

function CandleExist(I,ds)
return (type(C)=="function" and C(I)~=nil) or
   (type(ds)=="table" and (ds[I]~=nil or (type(ds.Size)=="function" and (I>0) and (I<=ds:Size()))))
end

function Squeeze(I,P)
   return math.fmod(I-1,P+1)
end

function ConvertValue(T,...)
local function r(V, R) 
   if R and string.upper(R)== "ON" then R=0 end
   if V and tonumber(R) then
      if V >= 0 then return math.floor(V * 10^R + 0.5) / 10^R
      else return math.ceil(V * 10^R - 0.5) / 10^R end
   else return V end
end
   if arg.n > 0 then
      for i = 1, arg.n do
         arg[i]=arg[i] and r(arg[i] * ((T and T.Multiply) or 1), (T and T.Round) or "off")
      end
      return unpack(arg)
   else return nil end
end

function GetValue(I,VT,ds) 
VT=(VT and string.upper(string.sub(VT,1,1))) or ANY
   if VT == OPEN then         --Open
      return (O and O(I)) or (ds and ds:O(I))
   elseif VT == HIGH then       --High
      return (H and H(I)) or (ds and ds:H(I))
   elseif VT == LOW then      --Low
      return (L and L(I)) or (ds and ds:L(I))
   elseif VT == CLOSE then      --Close
      return (C and C(I)) or (ds and ds:C(I))
   elseif VT == VOLUME then      --Volume
      return (V and V(I)) or (ds and ds:V(I)) 
   elseif VT == MEDIAN then      --Median
      return ((GetValue(I,HIGH,ds) + GetValue(I,LOW,ds)) / 2)
   elseif VT == TYPICAL then   --Typical
      return ((GetValue(I,MEDIAN,ds) * 2 + GetValue(I,CLOSE,ds))/3)
   elseif VT == WEIGHTED then   --Weighted
      return ((GetValue(I,TYPICAL,ds) * 3 + GetValue(I,OPEN,ds))/4) 
   elseif VT == DIFFERENCE then   --Difference
      return (GetValue(I,HIGH,ds) - GetValue(I,LOW,ds))
   else                     --Any
      return (ds and ds[I])
   end
return nil
end

" sd="..(t_big[candle][6] or "nil")

for i=start_year,cur_year,1 do
  --если размер таблицы нулевой, шагаем на 2 шага
  --после этого всегда шагаем 1 шагом
end

t_big[candle] --хранит цены: {1=open,2=high,3=low,4=close}
sd[candle]--хранит стандартные отклонения для этих свечек: sd[candle]=4.6432234444

t_big[candle] --хранит цены: {1=open,2=high,3=low,4=close, 5=sd}

local f = package.loadlib("C:/Program Files (x86)/Lua/5.1/lua/QL.lua", "math_round")