diff --git a/kill_celery.sh b/kill_celery.sh deleted file mode 100644 index ffd0dc0e..00000000 --- a/kill_celery.sh +++ /dev/null @@ -1,13 +0,0 @@ -#!/bin/bash - -PROGRAM_NAME=celery - -# Kill old processes -echo "-------PROGRAM_NAME1--------" -ID=`ps -ef | grep $PROGRAM_NAME | grep -v "$0" | grep -v "grep" | grep "python" | awk '{print $2}'` -echo $ID -for id in $ID -do -kill -9 $id -echo "killed $id" -done diff --git a/run_celery.sh b/run_celery.sh index 83577c55..77ed6253 100644 --- a/run_celery.sh +++ b/run_celery.sh @@ -1 +1 @@ -celery -A vnpy.task.celery_app worker --max-tasks-per-child 1 -l info > tests/celery/worker.log 2>tests/celery/worker-error.log & +celery -A vnpy.task.celery_app worker --max-tasks-per-child 1 -l debug > tests/celery/worker.log 2>tests/celery/worker-error.log & diff --git a/vnpy/app/cta_crypto/engine.py b/vnpy/app/cta_crypto/engine.py index 8f6ede37..0525faf6 100644 --- a/vnpy/app/cta_crypto/engine.py +++ b/vnpy/app/cta_crypto/engine.py @@ -592,7 +592,7 @@ class CtaEngine(BaseEngine): order = self.main_engine.get_order(vt_orderid) if not order: self.write_log(msg=f"撤单失败，找不到委托{vt_orderid}", - strategy_name=strategy.strategy_name, + strategy_Name=strategy.strategy_name, level=logging.ERROR) return False diff --git a/vnpy/app/cta_crypto/template.py b/vnpy/app/cta_crypto/template.py index 57744f47..beda0145 100644 --- a/vnpy/app/cta_crypto/template.py +++ b/vnpy/app/cta_crypto/template.py @@ -634,16 +634,6 @@ class CtaFutureTemplate(CtaTemplate): self.gt.save() self.display_grids() - def sync_data(self): - """同步更新数据""" - if not self.backtesting: - self.write_log(u'保存k线缓存数据') - self.save_klines_to_cache() - - if self.inited and self.trading: - self.write_log(u'保存policy数据') - self.policy.save() - def get_positions(self): """ 获取策略当前持仓(重构，使用主力合约） @@ -787,7 +777,7 @@ class CtaFutureTemplate(CtaTemplate): grid.open_status = True self.write_log(f'{grid.direction.value}单已开仓完毕,order_price:{order.price}' + f',volume:{order.volume}') - self.gt.save() + # 网格的所有委托单部分执行完毕 else: old_traded_volume = grid.traded_volume @@ -800,7 +790,6 @@ class CtaFutureTemplate(CtaTemplate): self.write_log(f'剩余委托单号:{grid.order_ids}') # 在策略得活动订单中，移除 - self.write_log(f'移除活动订单:{order.vt_orderid}') self.active_orders.pop(order.vt_orderid, None) def on_order_open_canceled(self, order: OrderData): @@ -1014,17 +1003,21 @@ class CtaFutureTemplate(CtaTemplate): # 发出平多委托 if grid.traded_volume > 0: grid.volume -= grid.traded_volume + grid.volume = round(grid.volume, 7) grid.traded_volume = 0 - grid.volume = round(grid.volume, 7) - - if 0 < self.account_pos.long_pos < grid.volume: - self.write_error(u'当前{}的多单持仓:{}，不满足平仓目标:{},强制降低' + if self.account_pos.volume <= 0: + self.write_error(u'当前{}的净持仓:{}，不能平多单' .format(self.vt_symbol, - self.account_pos.long_pos, + self.account_pos.volume)) + return False + if self.account_pos.volume < grid.volume: + self.write_error(u'当前{}的净持仓:{}，不满足平仓目标:{}, 强制降低' + .format(self.vt_symbol, + self.account_pos.volume, grid.volume)) - grid.volume = self.account_pos.long_pos + grid.volume = self.account_pos.volume vt_orderids = self.sell( vt_symbol=self.vt_symbol, diff --git a/vnpy/component/cta_grid_trade.py b/vnpy/component/cta_grid_trade.py index 2e45f25c..58afe8b6 100644 --- a/vnpy/component/cta_grid_trade.py +++ b/vnpy/component/cta_grid_trade.py @@ -38,35 +38,48 @@ class CtaGrid(object): 包括交易方向，开仓价格，平仓价格，止损价格，开仓状态，平仓状态 """ - def __init__(self, **kwargs ): + def __init__(self, + direction: Direction = None, + open_price: float = 0, + close_price: float = 0, + stop_price: float = 0, + vt_symbol: str = '', + volume: float = 0, + traded_volume: float = 0, + order_status: bool = False, + open_status: bool = False, + close_status: bool = False, + open_time: datetime = None, + order_time: datetime = None, + reuse_count: int = 0, + type: str = '' + ): - self.id: str = kwargs.get('id', str(uuid.uuid1())) # gid - self.direction = kwargs.get('direction', None) # 交易方向（LONG：多，正套；SHORT：空，反套） - if isinstance(self.direction, str): - self.direction = Direction(self.direction) - self.open_price = kwargs.get('open_price', 0) # 开仓价格 - self.close_price = kwargs.get('close_price', 0) # 止盈价格 - self.stop_price = kwargs.get('stop_price', 0) # 止损价格 - self.vt_symbol = kwargs.get('vt_symbol', '') # 品种合约 - self.volume = kwargs.get('volume', 0.0) # 开仓数量( 兼容数字货币 ) - self.traded_volume = kwargs.get('traded_volume', 0.0) # 已成交数量 开仓时，为开仓数量，平仓时，为平仓数量 - self.order_status = kwargs.get('order_status', False) # 挂单状态: True,已挂单，False，未挂单 - self.order_ids = kwargs.get('order_ids',[]) # order_id list - self.open_status = kwargs.get('open_status', False) # 开仓状态 - self.close_status = kwargs.get('close_status', False) # 平仓状态 - self.open_time = kwargs.get('open_time', None) # 开仓时间 - self.order_time = kwargs.get('order_time', None) # 委托时间 - self.lock_grid_ids = kwargs.get('lock_grid_ids', []) # 锁单的网格，[gid,gid] - self.reuse_count = kwargs.get('reuse_count', 0) # 重用次数（0， 平仓后是否删除） - self.type = kwargs.get('type', '') # 网格类型标签 - self.snapshot = kwargs.get('snapshot',{}) # 切片数据，如记录开仓点时的某些状态数据 + self.id: str = str(uuid.uuid1()) # gid + self.direction = direction # 交易方向（LONG：多，正套；SHORT：空，反套） + self.open_price = open_price # 开仓价格 + self.close_price = close_price # 止盈价格 + self.stop_price = stop_price # 止损价格 + self.vt_symbol = vt_symbol # 品种合约 + self.volume = volume # 开仓数量( 兼容数字货币 ) + self.traded_volume = traded_volume # 已成交数量 开仓时，为开仓数量，平仓时，为平仓数量 + self.order_status = order_status # 挂单状态: True,已挂单，False，未挂单 + self.order_ids = [] # order_id list + self.open_status = open_status # 开仓状态 + self.close_status = close_status # 平仓状态 + self.open_time = open_time # 开仓时间 + self.order_time = order_time # 委托时间 + self.lock_grid_ids = [] # 锁单的网格，[gid,gid] + self.reuse_count = reuse_count # 重用次数（0， 平仓后是否删除） + self.type = type # 网格类型标签 + self.snapshot = {} # 切片数据，如记录开仓点时的某些状态数据 def to_json(self): """输出JSON""" j = OrderedDict() j['id'] = self.id - j['direction'] = self.direction.value if isinstance(self.direction, Direction) else '' + j['direction'] = self.direction.value if self.direction else '' j['open_price'] = self.open_price # 开仓价格 j['close_price'] = self.close_price # 平仓价格 j['stop_price'] = self.stop_price # 止损价格 @@ -77,7 +90,7 @@ class CtaGrid(object): j['order_ids'] = self.order_ids # OrderId j['open_status'] = self.open_status # 开仓状态 j['close_status'] = self.close_status # 平仓状态 - j['lock_grid_ids'] = self.lock_grid_ids # 对锁的网格 + j['lockGrids'] = self.lock_grid_ids # 对锁的网格 j['reuse_count'] = self.reuse_count # 是否重用 j['type'] = self.type # 类型 j['snapshot'] = self.snapshot # 切片数据 @@ -111,7 +124,7 @@ class CtaGrid(object): self.vt_symbol = j.get('vt_symbol', '') self.volume = j.get('volume', 0.0) self.traded_volume = j.get('traded_volume', 0.0) # 已交易的合约数量 - self.lock_grid_ids = j.get('lock_grid_ids', []) + self.lock_grid_ids = j.get('lockGrids', []) self.type = j.get('type', '') self.reuse_count = j.get('reuse_count', 0) @@ -887,8 +900,8 @@ class CtaGridTrade(CtaComponent): data[u'up_grids'] = up_grids data[u'dn_grids'] = dn_grids - with open(grid_json_file, 'w', encoding='utf8') as f: - json_data = json.dumps(data, indent=4, ensure_ascii=True) + with open(grid_json_file, 'w') as f: + json_data = json.dumps(data, indent=4) f.write(json_data) self.write_log(u'GrideTrade保存文件{}完成'.format(grid_json_file)) @@ -915,7 +928,7 @@ class CtaGridTrade(CtaComponent): self.write_log(u'{}不存在，新建保存保存'.format(grid_json_file)) try: with open(grid_json_file, 'w') as f: - json_data = json.dumps(data, indent=4, ensure_ascii=True) + json_data = json.dumps(data, indent=4) f.write(json_data) except Exception as ex: self.write_log(u'写入网格文件{}异常:{}'.format(grid_json_file, str(ex))) @@ -938,7 +951,7 @@ class CtaGridTrade(CtaComponent): grids = [] for grid_obj in json_grids: - grid = CtaGrid(**grid_obj) + grid = CtaGrid(grid_obj) self.write_log(grid.to_str()) diff --git a/vnpy/data/renko/readme.md b/vnpy/data/renko/readme.md deleted file mode 100644 index 39b136aa..00000000 --- a/vnpy/data/renko/readme.md +++ /dev/null @@ -1,25 +0,0 @@ -期货砖块图数据 - -1.重建 - 砖图高度，为3，5，10, K3, K5, K10个最小跳动 - 从mongo数据库，获取最后一笔记录得日期/时间 - 从tdx数据源，获取历史分笔数据（开始时间，结束时间/当前时间， 合约代码）=》 Queue - 从Queue=》 renko on Tick - -2. 查询 - 从mongo数据库，获取数据。 - 缓存至本地(数量切片缓存) - 返回K线记录 - - -股票砖图数据 -1.重建 - 砖图高度，为max(价格千分之一,0.01)得3，5，10个最小跳动 - 从mongo数据库，获取最后一笔记录得日期/时间 - 从tdx数据源，获取历史分笔数据（开始时间，结束时间/当前时间， 合约代码）=》 Queue - 从Queue=》 renko on Tick - -2. 查询 - 从mongo数据库，获取数据。 - 缓存至本地(数量切片缓存) - 返回K线记录 diff --git a/vnpy/gateway/binancef/binancef_gateway.py b/vnpy/gateway/binancef/binancef_gateway.py index fc555529..c603432f 100644 --- a/vnpy/gateway/binancef/binancef_gateway.py +++ b/vnpy/gateway/binancef/binancef_gateway.py @@ -409,7 +409,7 @@ class BinancefRestApi(RestClient): "side": DIRECTION_VT2BINANCEF[req.direction], "type": ORDERTYPE_VT2BINANCEF[req.type], "price": float(req.price), - "quantity": round(req.volume, 7), + "quantity": float(req.volume), "newClientOrderId": orderid, "newOrderRespType": "ACK" } @@ -813,18 +813,6 @@ class BinancefTradeWebsocketApi(WebsocketClient): account.available = float(acc_data["cw"]) self.gateway.on_account(account) - for pos_data in packet["a"]["P"]: - position = PositionData( - symbol=pos_data["s"], - exchange=Exchange.BINANCE, - direction=Direction.NET, - volume=round(float(pos_data["pa"]), 7), - price=float(pos_data["ep"]), - pnl=float(pos_data["cr"]), - gateway_name=self.gateway_name, - ) - self.gateway.on_position(position) - def on_order(self, packet: dict) -> None: """""" self.gateway.write_log(json.dumps(packet, indent=2))