From 01282333a7b815f2ecd17a7575d521ef609085b6 Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Fri, 11 Dec 2020 15:56:57 +0800
Subject: [PATCH] =?UTF-8?q?[=E5=A2=9E=E5=BC=BA=E5=8A=9F=E8=83=BD]=20?=
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 =?UTF-8?q?=E6=94=AF=E6=8C=81=E5=8D=95=E5=93=81=E7=A7=8D/=E8=87=AA?=
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MIME-Version: 1.0
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---
 vnpy/app/cta_crypto/back_testing.py |  7 +++++++
 vnpy/app/cta_crypto/engine.py       | 16 ++++++++++++++++
 vnpy/app/cta_crypto/template.py     |  2 +-
 3 files changed, 24 insertions(+), 1 deletion(-)

diff --git a/vnpy/app/cta_crypto/back_testing.py b/vnpy/app/cta_crypto/back_testing.py
index 8c0b4af1..bdb91af2 100644
--- a/vnpy/app/cta_crypto/back_testing.py
+++ b/vnpy/app/cta_crypto/back_testing.py
@@ -325,6 +325,13 @@ class BackTestingEngine(object):
     def get_price(self, vt_symbol: str):
         return self.price_dict.get(vt_symbol, None)
 
+    def get_margin(self, vt_symbol:str):
+        """获取某合约的单位为1的保证金"""
+        cur_price = self.get_price(vt_symbol)
+        if cur_price is None:
+            return None
+        return cur_price * self.get_margin_rate(vt_symbol)
+
     def set_commission_rate(self, vt_symbol: str, rate: float):
         """设置佣金比例"""
         self.commission_rate.update({vt_symbol: rate})
diff --git a/vnpy/app/cta_crypto/engine.py b/vnpy/app/cta_crypto/engine.py
index 24408e8d..11021057 100644
--- a/vnpy/app/cta_crypto/engine.py
+++ b/vnpy/app/cta_crypto/engine.py
@@ -811,6 +811,22 @@ class CtaEngine(BaseEngine):
 
         return None
 
+    def get_margin(self, vt_symbol: str):
+        """
+        按照当前价格，计算1手合约需要得保证金
+        :param vt_symbol:
+        :return: 普通合约 => 当前价格  * margin_rate
+
+        """
+        cur_price = self.get_price(vt_symbol)
+        cur_margin_rate = self.get_margin_rate(vt_symbol)
+        if cur_price  and cur_margin_rate:
+            return abs(cur_price * cur_margin_rate)
+        else:
+            # 取不到价格，取不到size，或者取不到保证金比例
+            self.write_error(f'无法计算{vt_symbol}的保证金，价格:{cur_price}或margin_rate:{cur_margin_rate}')
+            return None
+
     def get_contract(self, vt_symbol):
         return self.main_engine.get_contract(vt_symbol)
 
diff --git a/vnpy/app/cta_crypto/template.py b/vnpy/app/cta_crypto/template.py
index b2ac7a2f..b2ace400 100644
--- a/vnpy/app/cta_crypto/template.py
+++ b/vnpy/app/cta_crypto/template.py
@@ -1338,7 +1338,7 @@ class CtaFutureTemplate(CtaTemplate):
                 continue
 
             if grid.open_status and not grid.order_status:
-                dn_grids_info += f'持多中: [数量:{grid.volume}\n, 开仓时间:{grid.open_time}]\n'
+                dn_grids_info += f'持多中: [数量:{grid.volume}, 开仓价:{grid.open_price},开仓时间:{grid.open_time}]\n'
                 continue
 
             if not grid.open_status and grid.order_status: