量化交易-彻悟科技

量化交易-彻悟科技


交易策略配置—可用指标字段

<h2>功能背景</h2> <ul> <li>交易策略配置可用指标字段说明</li> </ul> <h2>可用指标字段:</h2> <table> <thead> <tr> <th>指标字段名</th> <th>是否可用</th> <th>字段Key</th> <th>使用说明</th> </tr> </thead> <tbody> <tr> <td>当前持仓量</td> <td>是</td> <td>currentPositionCnt</td> </tr> <tr> <td>当前持仓均价</td> <td>是</td> <td>currentPositionAvgPrice</td> </tr> <tr> <td>有效建仓单数量</td> <td>是</td> <td>currentValidCreateCnt</td> </tr> <tr> <td>最新建仓单成交均价</td> <td>是</td> <td>currentValidCreateAvgPrice</td> </tr> <tr> <td>当前建仓单持仓量</td> <td>是</td> <td>currentValidCreatePositionCnt</td> </tr> <tr> <td>最新有效建仓单做多做空类型【0:买入做多/1:卖出做空】</td> <td>是</td> <td>currentValidCreateFlag</td> </tr> <tr> <td>有效止盈单数量</td> <td>是</td> <td>currentValidStopCnt</td> </tr> <tr> <td>有效止损单数量</td> <td>是</td> <td>currentValidStopLossCnt</td> </tr> <tr> <td>当前单倍仓数量</td> <td>是</td> <td>singlePosintionCnt</td> </tr> <tr> <td>当前产品可用现金</td> <td>是</td> <td>currentTotalCash</td> </tr> <tr> <td>当前产品可用购买力</td> <td>是</td> <td>currentTotalBuyPower</td> </tr> <tr> <td>当前价格</td> <td>是</td> <td>last_price</td> </tr> <tr> <td>模型价格</td> <td>否</td> <td>modelPrice</td> <td>只有在 模型结果场景 可用</td> </tr> <tr> <td>最新成交价(单笔)</td> <td>是</td> <td>lastFillPrice</td> <td>成交回报</td> </tr> <tr> <td>成交均价(单笔)</td> <td>是</td> <td>avgFillPrice</td> <td>成交回报</td> </tr> <tr> <td>当前成交量(单笔)</td> <td>是</td> <td>filledCurrent</td> <td>成交回报</td> </tr> <tr> <td>累计成交量(单笔)</td> <td>是</td> <td>filled</td> <td>成交回报</td> </tr> <tr> <td>剩余未成交量(单笔)</td> <td>是</td> <td>remaining</td> <td>成交回报</td> </tr> <tr> <td>成交状态代码</td> <td>是</td> <td>statusCode</td> <td>FILLED:全部成交,SUBMITTED 部分成交,CANCELLED : 取消</td> </tr> <tr> <td>模型结果</td> <td>是</td> <td>modelResult</td> <td>查看模型结果枚举</td> </tr> <tr> <td>有效补仓单数量</td> <td>是</td> <td>currentValidSuppCnt</td> </tr> <tr> <td>最新补仓单成交均价</td> <td>是</td> <td>currentLastSuppAvgPrice</td> </tr> <tr> <td>最新补仓单持仓量</td> <td>是</td> <td>currentLastSuppPositionCnt</td> </tr> <tr> <td>有效补仓单2数量</td> <td>是</td> <td>currentValidSupp2Cnt</td> </tr> <tr> <td>最新补仓单2成交均价</td> <td>是</td> <td>currentLastSupp2AvgPrice</td> </tr> <tr> <td>最新补仓单2持仓量</td> <td>是</td> <td>currentLastSupp2PositionCnt</td> </tr> <tr> <td>有效补仓单3数量</td> <td>是</td> <td>currentValidSupp3Cnt</td> </tr> <tr> <td>最新补仓单3成交均价</td> <td>是</td> <td>currentLastSupp3AvgPrice</td> </tr> <tr> <td>最新补仓单3持仓量</td> <td>是</td> <td>currentLastSupp3PositionCnt</td> </tr> <tr> <td>有效补仓单4数量</td> <td>是</td> <td>currentValidSupp4Cnt</td> </tr> <tr> <td>最新补仓单4成交均价</td> <td>是</td> <td>currentLastSupp4AvgPrice</td> </tr> <tr> <td>最新补仓单4持仓量</td> <td>是</td> <td>currentLastSupp4PositionCnt</td> </tr> <tr> <td>有效补仓单5数量</td> <td>是</td> <td>currentValidSupp5Cnt</td> </tr> <tr> <td>最新补仓单5成交均价</td> <td>是</td> <td>currentLastSupp5AvgPrice</td> </tr> <tr> <td>最新补仓单5持仓量</td> <td>是</td> <td>currentLastSupp5PositionCnt</td> </tr> <tr> <td>有效补仓单6数量</td> <td>是</td> <td>currentValidSupp6Cnt</td> </tr> <tr> <td>最新补仓单6成交均价</td> <td>是</td> <td>currentLastSupp6AvgPrice</td> </tr> <tr> <td>最新补仓单6持仓量</td> <td>是</td> <td>currentLastSupp6PositionCnt</td> </tr> <tr> <td>有效补仓单7数量</td> <td>是</td> <td>currentValidSupp7Cnt</td> </tr> <tr> <td>最新补仓单7成交均价</td> <td>是</td> <td>currentLastSupp7AvgPrice</td> </tr> <tr> <td>最新补仓单7持仓量</td> <td>是</td> <td>currentLastSupp7PositionCnt</td> </tr> <tr> <td>有效补仓单8数量</td> <td>是</td> <td>currentValidSupp8Cnt</td> </tr> <tr> <td>最新补仓单8成交均价</td> <td>是</td> <td>currentLastSupp8AvgPrice</td> </tr> <tr> <td>最新补仓单8持仓量</td> <td>是</td> <td>currentLastSupp8PositionCnt</td> </tr> <tr> <td>有效补仓单9数量</td> <td>是</td> <td>currentValidSupp9Cnt</td> </tr> <tr> <td>最新补仓单9成交均价</td> <td>是</td> <td>currentLastSupp9AvgPrice</td> </tr> <tr> <td>最新补仓单9持仓量</td> <td>是</td> <td>currentLastSupp9PositionCnt</td> </tr> <tr> <td>有效补仓单10数量</td> <td>是</td> <td>currentValidSupp10Cnt</td> </tr> <tr> <td>最新补仓单10成交均价</td> <td>是</td> <td>currentLastSupp10AvgPrice</td> </tr> <tr> <td>最新补仓单10持仓量</td> <td>是</td> <td>currentLastSupp10PositionCnt</td> </tr> <tr> <td>事件Code</td> <td>是</td> <td>eventCode</td> </tr> <tr> <td>产品本金</td> <td>是</td> <td>currentAllotTotalCash</td> </tr> </tbody> </table>

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