[Fix]Close #603 #619

vnpy/trader/app/ctaStrategy/strategy/strategyAtrRsi.py

@@ -61,6 +61,11 @@ class AtrRsiStrategy(CtaTemplate):
                'rsiValue',
                'rsiBuy',
                'rsiSell']  
+    
+    # 同步列表，保存了需要保存到数据库的变量名称
+    syncList = ['pos',
+                'intraTradeHigh',
+                'intraTradeLow']
 
     #----------------------------------------------------------------------
     def __init__(self, ctaEngine, setting):
@@ -154,7 +159,7 @@ class AtrRsiStrategy(CtaTemplate):
             # 计算多头移动止损
             longStop = self.intraTradeHigh * (1-self.trailingPercent/100)
 
-            # 发出本地止损委托，并且把委托号记录下来，用于后续撤单
+            # 发出本地止损委托
             self.sell(longStop, abs(self.pos), stop=True)
             
         # 持有空头仓位
@@ -165,6 +170,9 @@ class AtrRsiStrategy(CtaTemplate):
             shortStop = self.intraTradeLow * (1+self.trailingPercent/100)
             self.cover(shortStop, abs(self.pos), stop=True)
 
+        # 同步数据到数据库
+        self.saveSyncData()
+
         # 发出状态更新事件
         self.putEvent()
 

vnpy/trader/app/ctaStrategy/strategy/strategyBollChannel.py

@@ -76,6 +76,11 @@ class BollChannelStrategy(CtaTemplate):
                'intraTradeLow',
                'longStop',
                'shortStop']  
+    
+    # 同步列表，保存了需要保存到数据库的变量名称
+    syncList = ['pos',
+                'intraTradeHigh',
+                'intraTradeLow']    
 
     #----------------------------------------------------------------------
     def __init__(self, ctaEngine, setting):
@@ -172,6 +177,9 @@ class BollChannelStrategy(CtaTemplate):
             self.shortStop = self.intraTradeLow + self.atrValue * self.slMultiplier
             
             self.cover(self.shortStop, abs(self.pos), True)
+            
+        # 同步数据到数据库
+        self.saveSyncData()        
     
         # 发出状态更新事件
         self.putEvent()        

vnpy/trader/app/ctaStrategy/strategy/strategyDoubleMa.py

@@ -53,6 +53,9 @@ class DoubleMaStrategy(CtaTemplate):
                'fastMa1',
                'slowMa0',
                'slowMa1']  
+    
+    # 同步列表，保存了需要保存到数据库的变量名称
+    syncList = ['pos']
 
     #----------------------------------------------------------------------
     def __init__(self, ctaEngine, setting):

vnpy/trader/app/ctaStrategy/strategy/strategyDualThrust.py

@@ -54,7 +54,10 @@ class DualThrustStrategy(CtaTemplate):
                'range',
                'longEntry',
                'shortEntry',
-               'exitTime']  
+               'exitTime'] 
+    
+    # 同步列表，保存了需要保存到数据库的变量名称
+    syncList = ['pos']    
 
     #----------------------------------------------------------------------
     def __init__(self, ctaEngine, setting):

vnpy/trader/app/ctaStrategy/strategy/strategyKingKeltner.py

@@ -55,7 +55,12 @@ class KkStrategy(CtaTemplate):
                'trading',
                'pos',
                'kkUp',
-               'kkDown']  
+               'kkDown']
+    
+    # 同步列表，保存了需要保存到数据库的变量名称
+    syncList = ['pos',
+                'intraTradeHigh',
+                'intraTradeLow']    
 
     #----------------------------------------------------------------------
     def __init__(self, ctaEngine, setting):
@@ -146,6 +151,9 @@ class KkStrategy(CtaTemplate):
                            abs(self.pos), True)
             self.orderList.extend(l)
     
+        # 同步数据到数据库
+        self.saveSyncData()    
+    
         # 发出状态更新事件
         self.putEvent()