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[Mod]修改CTA模块委托时返回包含委托号的列表

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This commit is contained in:
vn.py 2017-09-20 13:54:26 +08:00
parent 4c50df7514
commit 09cba762b8
3 changed files with 11 additions and 11 deletions
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4
vnpy/trader/app/ctaStrategy/ctaBacktesting.py
View File

@ -465,7 +465,7 @@ class BacktestingEngine(object):
self.workingLimitOrderDict[orderID] = order
self.limitOrderDict[orderID] = order
return orderID
return [orderID]
#----------------------------------------------------------------------
def cancelOrder(self, vtOrderID):
@ -510,7 +510,7 @@ class BacktestingEngine(object):
# 推送停止单初始更新
self.strategy.onStopOrder(so)
return stopOrderID
return [stopOrderID]
#----------------------------------------------------------------------
def cancelStopOrder(self, stopOrderID):

10
vnpy/trader/app/ctaStrategy/ctaEngine.py
View File

@ -120,20 +120,20 @@ class CtaEngine(object):
# 委托转换
reqList = self.mainEngine.convertOrderReq(req)
orderIDList = []
vtOrderIDList = []
if not reqList:
return orderIDList
return vtOrderIDList
for convertedReq in reqList:
vtOrderID = self.mainEngine.sendOrder(convertedReq, contract.gatewayName) # 发单
self.orderStrategyDict[vtOrderID] = strategy # 保存vtOrderID和策略的映射关系
orderIDList.append(vtOrderID)
vtOrderIDList.append(vtOrderID)
self.writeCtaLog(u'策略%s发送委托，%s，%s，%s@%s'
%(strategy.name, vtSymbol, req.direction, volume, price))
return orderIDList
return vtOrderIDList
#----------------------------------------------------------------------
def cancelOrder(self, vtOrderID):
@ -189,7 +189,7 @@ class CtaEngine(object):
# 推送停止单状态
strategy.onStopOrder(so)
return stopOrderID
return [stopOrderID]
#----------------------------------------------------------------------
def cancelStopOrder(self, stopOrderID):

8
vnpy/trader/app/ctaStrategy/ctaTemplate.py
View File

@ -121,13 +121,13 @@ class CtaTemplate(object):
if self.trading:
# 如果stop为True，则意味着发本地停止单
if stop:
vtOrderID = self.ctaEngine.sendStopOrder(self.vtSymbol, orderType, price, volume, self)
vtOrderIDList = self.ctaEngine.sendStopOrder(self.vtSymbol, orderType, price, volume, self)
else:
vtOrderID = self.ctaEngine.sendOrder(self.vtSymbol, orderType, price, volume, self)
return vtOrderID
vtOrderIDList = self.ctaEngine.sendOrder(self.vtSymbol, orderType, price, volume, self)
return vtOrderIDList
else:
# 交易停止时发单返回空字符串
return ''
return []
#----------------------------------------------------------------------
def cancelOrder(self, vtOrderID):