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模型策略源碼：runmode:0; length:=20; bkname:=\'連續(xù)合約\'; stks:=stkcount(bkname); variable:stknames[stks]=0; variable:stktrades[stks]=0; variable:stkposes[stks]=0; variable:mypos=0; variable:cantrade=0; if date>ref(date,1) then begin length:=20; for i=1 to stks do begin stkcode:=stkfromblk(bkname,i); stknames[i]:=strremove(stkcode,0,2); stktrades[i]:=0; for j=1 to length do begin myamount:=callstock(stknames[i],vtamount,6,-j); if myamount then myamount:=myamount; else myamount:=0; stktrades[i]:=stktrades[i]+myamount; end stktrades[i]:=stktrades[i]/length; stkposes[i]:=i; end for i=1 to stks do begin for j=1 to stks-i do begin if stktrades[j]<stktrades[j+1] then begin t1:=stktrades[j]; stktrades[j]:=stktrades[j+1]; stktrades[j+1]:=t1; t2:=stkposes[j]; stkposes[j]:=stkposes[j+1]; stkposes[j+1]:=t2; end end end for i=1 to stks do begin if stricmp(stklabel,stknames[stkposes[i]])=0 then begin mypos:=i; end end end
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