Собственно вчера снова были проблемы с закрытием позиций в 20:00
То есть лот продан, но ТСЛАБ не получает ответа от смарткома. В итоге ТСЛАБ думает, что не закрыл позицию и начинает постоянно закрывать лонг, а затем ещё и открывает шорты на все плечи.

Куски логов:

19:57:25.44[10]INFO :RIU5:RTS_FUT: NewByMarketOrder buy=False ЗакрПозиПоРынк1$Close$241534183 count=1
19:57:25.44[10]INFO :RIU5:RTS_FUT: NewCloseOrder ЗакрПозиПоРынк1$Close$241534183, B/S=False, Price=80610, Type=Limit, Qty=1, Comment=XXXXX.ЗакрПозиПоРынк1$Close$241534183
19:57:25.44[10]DEBUG:DBManager.NewOrder with context
19:57:25.44[10]DEBUG:RTS:1:BPXXXXX-RF-01:DS:itinvest:A=True:B=False:RIU5:RTS_FUT:New order starting for id=241570292 price=80610 quantity=1 cnt=15509
19:57:25.44[10]DEBUG:NewOrder:New order for po id=241570292 price=80610 cnt=15509
19:57:25.44[10]DEBUG:[PreTrade] Watcher isn't found for BPXXXXX-RF-01
19:57:25.46[1]DEBUG:SmartCOM. PlaceOrder 1230550237 StOrder_Type_Limit 80610 0 1
19:57:25.52[1]DEBUG:SmartCOM. OrderSucceeded 1230550237 724058387
19:57:25.59[MQ<SmcPortfolioData>]INFO :SmartCom. SetPortfolio 'XXXXX-RF-01' cach=123558.64
19:57:25.59[1]DEBUG:SmartCOM. AddTrade 1209814168 16956211653
19:57:25.59[MQ<TradeWithOwner>]DEBUG:Trade=1209814168:16956211653:RIU5:80650:27.08.2015 19:57:01:1:BPXXXXX-RF-01:
19:57:25.60[MQ<TradeWithOwner>]INFO :250:Info:Trade::Сделка 1209814168: Продано 1 лот RIU5 по цене 80650.
19:57:25.60[MQ<TradeWithOwner>]DEBUG:Added unlinked trade 1209814168 with orderid=16956211653
19:57:25.60[MQ<TradeWithOwner>]DEBUG:Make unparsed PortfolioTrade for trade 1209814168 with account BPXXXXX-RF-01. comment=
19:57:25.62[MQ<SmcTradeData>]WARN :Remove 1 addtional bars for trade 1209813889(08/27/2015 19:57:00) RIU5:RTS_FUT
19:57:26.28[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:57:28.17[MQ<SmcPortfolioData>]INFO :SmartCom. SetPortfolio 'BPXXXXX-RF-01' cach=136511.99
19:57:29.75[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:57:29.75[MQ<SmcTradeData>]WARN :Remove 1 addtional bars for trade 1209814485(08/27/2015 19:57:04) XXX:RTS_FUT
19:57:30.35[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:57:30.35[MQ<SmcTradeData>]WARN :Remove 1 addtional bars for trade 1209814510(08/27/2015 19:57:04) XXX:RTS_FUT
19:57:30.99[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:57:44.50[MQ<SmcPortfolioData>]INFO :SmartCom. SetPortfolio 'BPXXXXX-RF-01' cach=136511.99
19:57:53.92[MQ<SmcTradeData>]WARN :Remove 3 addtional bars for trade 1209815097(08/27/2015 19:57:29) XXX:RTS_FUT
19:57:54.53[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:58:25.62[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:58:26.55[MQ<SmcTradeData>]WARN :Remove 1 addtional bars for trade 1209815466(08/27/2015 19:58:02) XXX:RTS_FUT
19:58:27.22[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:58:27.22[MQ<SmcTradeData>]WARN :Remove 1 addtional bars for trade 1209815470(08/27/2015 19:58:02) XXX:RTS_FUT
19:58:28.01[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:58:28.64[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:58:34.73[MQ<SmcTradeData>]WARN :Remove 4 addtional bars for trade 1209815614(08/27/2015 19:58:10) XXX:RTS_FUT
19:58:35.32[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:58:35.32[MQ<SmcTradeData>]WARN :Remove 1 addtional bars for trade 1209815615(08/27/2015 19:58:10) XXX:RTS_FUT
19:58:35.95[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:58:38.58[MQ<SmcTradeData>]WARN :Remove 10 addtional bars for trade 1209815645(08/27/2015 19:58:14) XXX:RTS_FUT
19:58:39.16[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:58:51.70[MQ<SmcPortfolioData>]INFO :SmartCom. SetPortfolio 'BPXXXXX-RF-01' cach=136511.99
19:58:55.44[27]INFO :[itinvest] DatasourceDbCache. Start saving cache.
19:58:55.64[27]INFO :[itinvest] DatasourceDbCache. Stop saving cache.
19:59:25.40[MQ<SmcTradeData>]DEBUG:State 12. Can't recalc because calculation is in progress yet...
19:59:25.40[MQ<SmcTradeData>]WARN :Remove 1 addtional bars for trade 1209816223(08/27/2015 19:59:00) XXX:RTS_FUT
19:59:25.44[10]DEBUG:241570292:[RTS]:Превышено время ожидания
19:59:25.44[10]INFO :207:Error:TradeScript:(XXXXXX):241570292:[RTS]:Превышено время ожидания
19:59:25.44[10]DEBUG:Finishing operation with success = False:False
19:59:25.44[10]DEBUG:POM:New order failed
19:59:25.44[10]INFO :RIU5:RTS_FUT: NewByMarketOrder buy=False ЗакрПозиПоРынк3$Close$241534406 count=1
19:59:25.44[10]INFO :RIU5:RTS_FUT: NewCloseOrder ЗакрПозиПоРынк3$Close$241534406, B/S=False, Price=80610, Type=Limit, Qty=1, Comment=XXXXXXXX.ЗакрПозиПоРынк3$Close$241534406
19:59:25.44[10]DEBUG:DBManager.NewOrder with context
19:59:25.44[10]DEBUG:RTS:1:BPXXXXX-RF-01:DS:itinvest:A=True:B=False:RIU5:RTS_FUT:New order starting for id=241570413 price=80610 quantity=1 cnt=15510
19:59:25.44[10]DEBUG:NewOrder:New order for po id=241570413 price=80610 cnt=15510
19:59:25.44[10]DEBUG:[PreTrade] Watcher isn't found for BPXXXXX-RF-01
19:59:25.45[1]DEBUG:SmartCOM. PlaceOrder 1230550238 StOrder_Type_Limit 80610 0 1
19:59:25.54[1]DEBUG:SmartCOM. OrderSucceeded 1230550238 724072931
19:59:25.65[MQ<SmcPortfolioData>]INFO :SmartCom. SetPortfolio 'BPXXXXX-RF-01' cach=136509.99


Отредактировано Stas_Ivanov (Fri Aug 28 2015 08:03 PM)