nikolz (Все сообщения пользователя)

_tk(us)=1.2
SBER(us)=3089.9
__tk(us)=3124.1
TransReply t(us)=2.3
Order t(us)=6.3
TransReply t(us)=0.9
Order t(us)=5.0
SBER(us)=165.5
__tk(us)=199.4
Order t(us)=3.3
Order t(us)=2.6
__tk(us)=1.4
__tk(us)=1.3
__tk(us)=11.1
SBER(us)=182.7
__tk(us)=221.2
FLOT(us)=3879.5
__tk(us)=3916.3
TransReply t(us)=7.2
__tk(us)=119.8
FLOT(us)=547.5
__tk(us)=587.2
Order t(us)=11.5
Order t(us)=9.0
LKOH(us)=4958.5
__tk(us)=3586.8
__tk(us)=2.1
__tk(us)=0.9
TransReply t(us)=7.2
TransReply t(us)=1.1
Order t(us)=3.4
FLOT(us)=224.7
__tk(us)=397.8
LKOH(us)=540.6
__tk(us)=687.2
Order t(us)=6.2
Order t(us)=2.7
Order t(us)=2.4
__tk(us)=1.6
__tk(us)=1.4
SBER(us)=190.5
__tk(us)=223.0
__tk(us)=0.9
SBER(us)=199.9
__tk(us)=344.4
__tk(us)=0.9
SBER(us)=224.4
__tk(us)=268.7
SBER(us)=217.0
__tk(us)=255.2
SBER(us)=223.6
__tk(us)=263.0
__tk(us)=1.1
LKOH(us)=362.7
__tk(us)=406.7
SBER(us)=216.2
__tk(us)=236.4
__tk(us)=1.0
CHMF(us)=4883.2
__tk(us)=4917.7
TransReply t(us)=7.9
__tk(us)=2.1
__tk(us)=1.6
CHMF(us)=733.1
__tk(us)=774.4
SBER(us)=169.0
__tk(us)=185.8
Order t(us)=3.3
Order t(us)=2.4
TransReply t(us)=2.7
Order t(us)=3.8
CHMF(us)=614.0
__tk(us)=834.3
RNFT(us)=3410.1
__tk(us)=3447.4
Order t(us)=8.0
__tk(us)=1.8
__tk(us)=11.0
TransReply t(us)=10.4
TransReply t(us)=2.3
__tk(us)=2.3
__tk(us)=1.6
__tk(us)=1.4
__tk(us)=1.4
CHMF(us)=482.3
__tk(us)=660.0
RNFT(us)=441.2
__tk(us)=459.7
__tk(us)=0.9
Order t(us)=3.6
Order t(us)=2.9
Order t(us)=2.8
Order t(us)=2.8
TransReply t(us)=2.9
__tk(us)=1.8
TransReply t(us)=1.6
Order t(us)=3.3
CHMF(us)=620.0
__tk(us)=797.2
SBER(us)=187.0
__tk(us)=208.0
__tk(us)=1.0
Order t(us)=3.8
Order t(us)=3.1
Order t(us)=2.9
__tk(us)=1.9
__tk(us)=1.6
TransReply t(us)=6.9
__tk(us)=2.4
__tk(us)=1.8
AFKS(us)=3926.4
__tk(us)=3960.6
Order t(us)=5.9
Order t(us)=2.4
TransReply t(us)=8.5
__tk(us)=1.8
AFKS(us)=501.9
__tk(us)=538.4
LKOH(us)=163.5
__tk(us)=183.6
SBER(us)=159.5
__tk(us)=180.2
__tk(us)=1.1
Order t(us)=4.2
Order t(us)=3.2
TransReply t(us)=3.7
Order t(us)=4.2
AFKS(us)=348.4
__tk(us)=524.3
Order t(us)=5.0
SGZH(us)=4205.9
__tk(us)=3090.5
__tk(us)=1.9
__tk(us)=0.7
TransReply t(us)=5.9
TransReply t(us)=2.2
Order t(us)=4.3
AFKS(us)=503.0
__tk(us)=605.1
MRKV(us)=1123.5
__tk(us)=1239.7
__tk(us)=1.0
Order t(us)=3.7
Order t(us)=3.1
Order t(us)=2.7
__tk(us)=1.9
__tk(us)=1.6
__tk(us)=1.8
TransReply t(us)=11.4
TransReply t(us)=1.7
__tk(us)=2.3
__tk(us)=1.4
AFKS(us)=440.4
__tk(us)=600.9
SBER(us)=138.8
__tk(us)=158.4
__tk(us)=0.9
Order t(us)=6.9
Order t(us)=3.1
Order t(us)=2.8
Order t(us)=2.7
__tk(us)=2.2
TransReply t(us)=11.2
AFKS(us)=629.5
__tk(us)=663.4
SBER(us)=131.6
__tk(us)=214.6
Order t(us)=3.3
Order t(us)=2.5
TransReply t(us)=3.8
Order t(us)=3.6
AFKS(us)=498.4
__tk(us)=624.5
SBER(us)=99.7
__tk(us)=111.3
Order t(us)=8.7
SNGS(us)=3741.5
__tk(us)=2769.7
TransReply t(us)=8.1
TransReply t(us)=1.1
__tk(us)=1.8
__tk(us)=1.3
__tk(us)=1.3
AFKS(us)=582.5
__tk(us)=733.9
Order t(us)=4.7
Order t(us)=5.1
Order t(us)=4.0
SNGS(us)=2139.4
Order t(us)=3.8
__tk(us)=19.6
TransReply t(us)=3.8
__tk(us)=2.4
TransReply t(us)=1.9
Order t(us)=6.5
AFKS(us)=458.8
__tk(us)=650.8
ROSN(us)=4161.7
__tk(us)=4191.7
Order t(us)=8.0
Order t(us)=4.3
Order t(us)=3.2
__tk(us)=2.2
TransReply t(us)=2.5
__tk(us)=2.5
TransReply t(us)=2.0
Order t(us)=4.2
AFKS(us)=642.0
__tk(us)=825.9
__tk(us)=1.3
Order t(us)=3.3
Order t(us)=3.0
Order t(us)=2.6
__tk(us)=1.7
__tk(us)=1.3
TransReply t(us)=11.8
__tk(us)=2.9
AFKS(us)=584.2
__tk(us)=623.6
SBER(us)=140.5
__tk(us)=154.1
Order t(us)=4.2
Order t(us)=3.0
TransReply t(us)=4.7
Order t(us)=6.7

local t,t1,t2={},{},{}
local N=1000
for i=1,N do local x="a"..i; local x1="b"..i; t[i]=x; t1[i]=x1;   t2[x]=x1 end

 local Tm1=0;
for i=1,N do local x="a"..i;
nklib.startA();
local s=t2[x];
 Tm1=Tm1+nklib.stopA();
 end
 print(0.1*Tm1);

local Tm2=0;
for i=1,N do local j; local x="a"..i;
nklib.startA();
 for n=1,N do if t[n]==x then j=i; break end end
 local s=t1[j];
 Tm2=Tm2+nklib.stopA();
 end
  print(0.1*Tm2);
print(Tm2/Tm1)
Результат:

   a = {};--массив
   a[1] = 1;
   a[2] = 3;
   a[3] = 5;
   a[4] = 7;
   a[5] = 9;
   length = #a;--размер/длина массива
   print("a[1]="..tostring(a[1])..
      "\na[2]="..tostring(a[2])..
      "\na[3]="..tostring(a[3])..
      "\na[4]="..tostring(a[4])..
      "\na[5]="..tostring(a[5])..
      "\na[6]="..tostring(a[6])..
      "\nlength="..tostring(length));

while Subscribe_Level_II_Quotes(cl,se)==false do sleep(5) end  --подписываемся на стакан
local z=IsSubscribed_Level_II_Quotes (cl,se);                          --проверяем подписку
Log:write(tostring(cl)..","..tostring(se)..",z="..tostring(z).."\n");   --выводим в файл результат
while Unsubscribe_Level_II_Quotes(cl,se)==false do  sleep(5) end   -- отписываемся от стакана
z=IsSubscribed_Level_II_Quotes (cl,se);                               --проверяем отписку        
Log:write(tostring(cl)..","..tostring(se)..",z="..tostring(z).."\n");   --выводим в лог файл результат

local is_buy=true;
local is_market=true;
nklib.startA();
local qty,comis=CalcBuySell(clas, sec,"1737","NL0011100043", 0, is_buy, is_market);
x1=nklib.stopA();
Log:write(tostring(sec)..",qty="..tostring(qty)..",comis="..tostring(comis)..","..",time(мкс)"..tostring(0.1*x1).."\n");Log:flush()

name="main";
paths = "D:/QUIK_SCRIPT/"

function cb(i)
 O=ds:O(i); H=ds:H(i); L=ds:L(i); C=ds:C(i);   V=ds:V(i) Ti=ds:T(i)
   Log:write("ds "..tostring(O)..","..tostring(H)..","..tostring(L)..","..tostring(C).."\n");Log:flush()
end


function cb1(i)
 O=ds1:O(i); H=ds1:H(i); L=ds1:L(i); C=ds1:C(i);   V=ds1:V(i) Ti=ds1:T(i)
   Log:write("ds1 "..tostring(O)..","..tostring(H)..","..tostring(L)..","..tostring(C).."\n");Log:flush()
end

function main()
  while true do
   sleep(10);
      if ds==nil then  ds=CreateDataSource("QJSIM","SBER",INTERVAL_M1)
      Log:write("ds="..tostring(ds).."\n");Log:flush()
      ds: SetUpdateCallback (cb)
      end

      if ds1==nil then  ds1=CreateDataSource("QJSIM","SBER",INTERVAL_M1,"Last")
      Log:write("ds1="..tostring(ds1).."\n");Log:flush()
      ds1: SetUpdateCallback (cb1)
      end

   if ds~=nil    then local count=ds:Size();
      local i=count;   O=ds:O(i); H=ds:H(i); L=ds:L(i); C=ds:C(i);   V=ds:V(i) Ti=ds:T(i)
      Log:write("ds:count="..count..","..tostring(O)..","..tostring(H)..","..tostring(L)..","..tostring(C).."/"..tostring(i).."\n");Log:flush()
   end

   if ds1~=nil then local count=ds1:Size();
      local i=count O=ds1:O(i); H=ds1:H(i); L=ds1:L(i); C=ds1:C(i);   V=ds1:V(i) Ti=ds1:T(i)    i=i+1;
      Log:write("ds1:coint="..count..","..O..","..H..","..L..","..C.."/"..i.."\n");Log:flush()
   end
 end
end

--------------
function OnInit(pfile)
   Log=io.open(paths..name..".log","w")
end

local s=""; for i=0,getNumberOf("firms")-1 do local x=getItem("firms",i); s=s.." "..x.firmid;   end;    message(s);
s=""  for i=0,getNumberOf("trade_accounts")-1 do local x=getItem("trade_accounts",i);   s=s.." "..x.firmid.."/"..x.trdaccid; end   message(s);

message("всего=.. getNumberOf("client_codes") );
for i=0,getNumberOf("client_codes")-1 do
local x=getItem("client_codes",i);
message("i="..i..",cod="..tostring(x) );
end

      nklib.startA();
      while count>=i do
      nklib.startB();
       O=ds:O(i); H=ds:H(i); L=ds:L(i); C=ds:C(i);   V=ds:V(i) Ti=ds:T(i)
      x=nklib.stopB();
      i=i+1;
      m1=m1+1;
      tx[i]={O,H,L,C,V,Ti}
      end
   x2=nklib.stopA();
Log:write(tostring(O)..","..tostring(H)..","..tostring(L)..","..tostring(C).."/"..tostring(m1)..","..tostring(0.1*x2).." "..tsoc[m].."\n");Log:flush()               --

function OnParam (c,s)  for m=1,10000 do t_[14]={c,s}; end
ncb=14; ESet(event);  end -- изменение текущих параметров