[Fix]Close #603 #619

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

@@ -62,6 +62,11 @@ class AtrRsiStrategy(CtaTemplate):
                '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):
         """Constructor"""
@@ -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

@@ -77,6 +77,11 @@ class BollChannelStrategy(CtaTemplate):
                '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):
         """Constructor"""
@@ -173,6 +178,9 @@ class BollChannelStrategy(CtaTemplate):
             
             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

@@ -54,6 +54,9 @@ class DoubleMaStrategy(CtaTemplate):
                '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):
         """Constructor"""

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

@@ -56,6 +56,9 @@ class DualThrustStrategy(CtaTemplate):
                'shortEntry',
                '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):
         """Constructor"""

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

@@ -57,6 +57,11 @@ class KkStrategy(CtaTemplate):
                'kkUp',
                '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):
         """Constructor"""
@@ -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()