nikolz (Все сообщения пользователя)

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

local tx=candel[m]; if tx==nil then tx={} candel[m]=tx; i=1; else i=#tx; end --таблица сделок по инструменту
local m1=0;
if tsoc[m]=="SBER" then
nklib.startA();
while count>=i do
nklib.start();
Ti=ds:T(i) O=ds:O(i); H=ds:H(ind); L=ds:L(i); C=ds:C(i); V=ds:V(i)
x=nklib.stop();
tx[i]={O,H,L,C,V,Ti}; i=i+1; m1=m1+1;
end
x1=nklib.stopA();

local ev=nkevent.wait(event_Sber,0);
if ev==0 then
nklib.start();
nkevent.Res(event_Sber);
z=nkini.VMLua(pVMSber,"main",t,count);
x2=nklib.stop();
end

nklib.startB();
local m=#candel; if m==0 then m=1 end
local m1=0;
while count>=m do
if PData==nil then PData,j=nkini.IniPData("ds"); end
O,H,L,C,V,T,x=nkini.GetData(m,PData);
candel[m]={O,H,L,C,V,T};
m=m+1;
m1=m1+1
end