[金字塔源码] 大豆-豆粕的套利（大豆只做空，豆粕只做多）

一个大豆-豆粕的套利（大豆只做空，豆粕只做多），代码如下：

1. DD:="AX09$CLOSE";
   
2. DP:="M09$CLOSE";
   
3. diff:=DD-DP;
   
4. 
   
5. if strcmp(stklabel,\'M09\') = 0 then
   
6. begin
   
7. buy(diff>1200 and holding=0,1,limitr,C);
   
8. sell(diff<=600,1,limitr,C);
   
9. end
   
10. 
    
11. if strcmp(stklabel,\'AX09\') = 0 then
    
12. begin
    
13. buyshort(diff>1200 and holding=0,1,limitr,C);
    
14. sellshort(diff<=600,1,limitr,C);
    
15. end

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