[bug fix]

vnpy/app/cta_strategy_pro/back_testing.py

@@ -2343,7 +2343,7 @@ class BackTestingEngine(object):
             'task_start_time': datetime.now(),  # 任务开始执行时间
             'run_host': socket.gethostname(),  # 任务运行得host主机
             'test_setting': self.test_setting,  # 回测参数
-            'strategy_setting': self.strategy_setting,  # 策略参数
+            'strategy_setting': binary.Binary(zlib.compress(pickle.dumps(self.strategy_setting)))  # 策略参数(二进制保存）
         }
         # 去除包含"."的域
         if 'symbol_datas' in d['test_setting'].keys():
@@ -2409,7 +2409,8 @@ class BackTestingEngine(object):
             d.update({'task_finish_time': datetime.now()})  # 更新回测完成时间
             d.update({'trade_list': binary.Binary(zlib.compress(pickle.dumps(self.trade_pnl_list)))})  # 更新交易记录
             d.update({'daily_list': binary.Binary(zlib.compress(pickle.dumps(self.daily_list)))})  # 更新每日净值记录
-
+            strategy_json_datas = self.get_all_strategy_json_data()
+            d.update({'strategy_json_datas': binary.Binary(zlib.compress(pickle.dumps(strategy_json_datas)))})
             self.write_log(u'更新回测结果至数据库')
 
             self.mongo_api.db_update(
@@ -2419,6 +2420,28 @@ class BackTestingEngine(object):
                 data_dict=d,
                 replace=False)
 
+    def get_all_strategy_json_data(self):
+        """获取所有策略得json数据"""
+        data = {}
+
+        for strategy_name, strategy in self.strategies.items():
+            try:
+                strategy_data = {}
+                if hasattr(strategy, 'get_policy_json'):
+                    policy_json = strategy.get_policy_json()
+                    if policy_json:
+                        strategy_data['Policy'] = policy_json
+                if hasattr(strategy, 'get_grid_trade_json'):
+                    grid_trade_json = strategy.get_grid_trade_json()
+                    if grid_trade_json:
+                        strategy_data['Grids'] = grid_trade_json
+                if strategy_data:
+                    data[strategy_name] = strategy_data
+            except Exception as ex:
+                self.write_error(msg=f'获取策略{strategy_name}得json数据异常.{str(ex)}')
+
+        return data
+
     def put_strategy_event(self, strategy: CtaTemplate):
         """发送策略更新事件，回测中忽略"""
         pass

vnpy/app/cta_strategy_pro/template.py

@@ -851,7 +851,7 @@ class CtaProTemplate(CtaTemplate):
         #if not self.backtesting:
         if len(self.vt_symbol) > 0 and self.vt_symbol not in pos_symbols:
             pos_symbols.add(self.vt_symbol)
-        if len(self.idx_symbol) > 0 and self.idx_symbol not in pos_symbols:
+        if self.idx_symbol and self.idx_symbol not in pos_symbols:
             pos_symbols.add(self.idx_symbol)
         # 如果持仓的合约，不在self.vt_symbol中，需要订阅
         for symbol in list(pos_symbols):
@@ -889,6 +889,21 @@ class CtaProTemplate(CtaTemplate):
             self.write_log(u'当前持仓:{}'.format(pos_list))
         return pos_list
 
+    def get_policy_json(self):
+        """获取policy的json格式数据"""
+        if not self.policy:
+            return None
+
+        data = self.policy.to_json()
+        return data
+
+    def get_grid_trade_json(self):
+        """获取gt组件的json格式数据"""
+        if not self.gt:
+            return None
+        data = self.gt.to_json()
+        return data
+
     def tns_cancel_logic(self, dt, force=False):
         "撤单逻辑"""
         if len(self.active_orders) < 1:

vnpy/component/cta_grid_trade.py

@@ -854,6 +854,18 @@ class CtaGridTrade(CtaComponent):
                 except Exception:
                     pass
 
+    def to_json(self):
+        data = {}
+        up_grids = []
+        for grid in self.up_grids:
+            up_grids.append(grid.to_json())
+        dn_grids = []
+        for grid in self.dn_grids:
+            dn_grids.append(grid.to_json())
+        data[u'up_grids'] = up_grids
+        data[u'dn_grids'] = dn_grids
+        return data
+
     def save(self, **kwargs):
         """
         保存网格至本地Json文件
@@ -879,15 +891,7 @@ class CtaGridTrade(CtaComponent):
         grid_json_file = str(grids_save_path.joinpath(u'{}_Grids.json'.format(self.json_name)))
         self.json_file_path = grid_json_file
 
-        data = {}
+        data = self.to_json()
-        up_grids = []
-        for grid in self.up_grids:
-            up_grids.append(grid.to_json())
-        dn_grids = []
-        for grid in self.dn_grids:
-            dn_grids.append(grid.to_json())
-        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=False)

vnpy/data/tdx/tdx_common.py

@@ -66,21 +66,21 @@ PERIOD_MAPPING['1month'] = 6
 
 # 期货行情服务器清单
 TDX_FUTURE_HOSTS =[
-     #{'ip': '42.193.151.197', 'port': 7727, 'name': '广州期货双线1', 'speed': 6.622},
+     {'ip': '42.193.151.197', 'port': 7727, 'name': '广州期货双线1', 'speed': 6.622},
-     #{'ip': '119.29.63.178', 'port': 7727, 'name': '广州期货双线3', 'speed': 7.716},
+     {'ip': '119.29.63.178', 'port': 7727, 'name': '广州期货双线3', 'speed': 7.716},
-     #{'ip': '81.71.76.101', 'port': 7727, 'name': '广州期货双线2', 'speed': 14.914},
+     {'ip': '81.71.76.101', 'port': 7727, 'name': '广州期货双线2', 'speed': 14.914},
-     #{'ip': '47.107.75.159', 'port': 7727, 'name': '扩展市场深圳双线3', 'speed': 34.542},
+     {'ip': '47.107.75.159', 'port': 7727, 'name': '扩展市场深圳双线3', 'speed': 34.542},
-     #{'ip': '112.74.214.43', 'port': 7727, 'name': '扩展市场深圳双线1', 'speed': 37.881},
+     {'ip': '112.74.214.43', 'port': 7727, 'name': '扩展市场深圳双线1', 'speed': 37.881},
-     #{'ip': '59.175.238.38', 'port': 7727, 'name': '扩展市场武汉主站3', 'speed': 49.63},
+     {'ip': '59.175.238.38', 'port': 7727, 'name': '扩展市场武汉主站3', 'speed': 49.63},
-     #{'ip': '119.97.185.5', 'port': 7727, 'name': '扩展市场武汉主站1', 'speed': 70.563},
+     {'ip': '119.97.185.5', 'port': 7727, 'name': '扩展市场武汉主站1', 'speed': 70.563},
      {'ip': '218.80.248.229', 'port': 7721, 'name': '备用服务器1', 'speed': 86.91300000000001},
-     #{'ip': '119.97.185.7', 'port': 7727, 'name': '港股期货武汉主站1', 'speed': 101.06099999999999},
+     {'ip': '119.97.185.7', 'port': 7727, 'name': '港股期货武汉主站1', 'speed': 101.06099999999999},
-     #{'ip': '106.14.95.149', 'port': 7727, 'name': '扩展市场上海双线', 'speed': 105.294},
+     {'ip': '106.14.95.149', 'port': 7727, 'name': '扩展市场上海双线', 'speed': 105.294},
      {'ip': '113.105.142.136', 'port': 443, 'name': '扩展市场东莞主站', 'speed': 10000.0},
      {'ip': '113.105.142.133', 'port': 443, 'name': '港股期货东莞电信', 'speed': 10000.0},
-     #{'ip': '119.97.185.9', 'port': 7727, 'name': '港股期货武汉主站2', 'speed': 10000.0},
+     {'ip': '119.97.185.9', 'port': 7727, 'name': '港股期货武汉主站2', 'speed': 10000.0},
      {'ip': '202.103.36.71', 'port': 443, 'name': '扩展市场武汉主站2', 'speed': 10000.0},
-     #{'ip': '47.92.127.181', 'port': 7727, 'name': '扩展市场北京主站', 'speed': 10000.0},
+     {'ip': '47.92.127.181', 'port': 7727, 'name': '扩展市场北京主站', 'speed': 10000.0},
      {'ip': '124.74.236.94', 'port': 7721, 'name': '备用服务器2', 'speed': 10000.0},
      {'ip': '58.246.109.27', 'port': 7721, 'name': '备用服务器3', 'speed': 10000.0}
 ]

vnpy/gateway/ctp/ctp_gateway.py

@@ -494,7 +494,7 @@ class CtpGateway(BaseGateway):
                         self.l2_md_api.subscribe(req)
 
                     else:
-                        self.write_log(f'使用CTP接口订阅{req.symbol}')
+                        #self.write_log(f'使用CTP接口订阅{req.symbol}')
                         self.md_api.subscribe(req)
 
             # Allow the strategies to start before the connection
@@ -822,6 +822,7 @@ class CtpMdApi(MdApi):
         """
         Subscribe to tick data update.
         """
+        if req.symbol not in self.subscribed:
             self.gateway.write_log(f'{self.name}订阅:{req.exchange} {req.symbol}')
         if self.login_status:
             self.subscribeMarketData(req.symbol)

vnpy/task/celery_app.py

@@ -31,13 +31,25 @@ celery_config = load_json(file_path)
 # broker = celery_config.get('celery_broker','redis://192.168.0.202:6379')
 # backend = celery_config.get('celery_backend','redis://192.168.0.202:6379/0')
 
+# 使用 mongodb
+# 配置格式mongodb://userid:password@hostname:port/database_name
+# broker = celery_config.get('celery_broker','mongodb://localhost:27017/database_name')
+
+# celery 6.0+ 通过环境变量配置,没有作为参数传递到Celery()方法中
+# result_backend = celery_config.get('result_backend','mongodb://localhost:27017/')
+# mongodb_backend_settings = celery_config.get('mongodb_backend_settings',{
+#     'database': 'mydb',
+#     'taskmeta_collection': 'my_taskmeta_collection',
+# })
+# backend = None
+
 # 使用rabbitMQ
 broker = celery_config.get('celery_broker', 'amqp://admin:admin@192.168.0.202:5672//')
 backend = celery_config.get('celery_backend', 'amqp://admin:admin@192.168.0.202:5672//')
 
 print(u'Celery 使用redis配置:\nbroker:{}\nbackend:{}'.format(broker, backend))
 
-app = Celery('vnpy_task', broker=broker)
+app = Celery('vnpy_task', broker=broker, backend=backend)
 
 # 动态导入task目录下子任务
 # app.conf.CELERY_IMPORTS = ['vnpy.task.celery_app.worker_started']

vnpy/trader/constant.py

@@ -175,3 +175,145 @@ class StockType(Enum):
     ETF = 'etf_cn'  # ETF
     CB = 'cb_cn'  # 可转债
     UNDEFINED = 'undefined'  # 未定义
+
+
+class ChanSignals(Enum):
+    """
+    缠论信号
+    来源：https://github.com/zengbin93/czsc
+    """
+    Other = "Other~其他"
+    Y = "Y~是"
+    N = "N~否"
+
+    INB = "INB~向下笔买点区间"
+    INS = "INS~向上笔卖点区间"
+
+    FXB = "FXB~向下笔结束分型左侧高点升破"
+    FXS = "FXS~向上笔结束分型左侧低点跌破"
+
+    BU0 = "BU0~向上笔顶分完成"
+    BU1 = "BU1~向上笔走势延伸"
+
+    BD0 = "BD0~向下笔底分完成"
+    BD1 = "BD1~向下笔走势延伸"
+
+    # TK = Triple K
+    TK1 = "TK1~三K底分"
+    TK2 = "TK2~三K上涨"
+    TK3 = "TK3~三K顶分"
+    TK4 = "TK4~三K下跌"
+
+    # ==================================================================================================================
+    # 信号值编码规则：
+    # 多空：L - 多头信号；S - 空头信号；
+    # 编号：A0 - A类基础型；A1 - A类变种1 ... 以此类推；基础型有着特殊含义，用于因子组合，各种变种形态编号主要用于形态对比研究。
+    # 组合规则：笔数_多空_编号；如 LA0 表示多头信号A0
+    # ==================================================================================================================
+    LA0 = "LA0~底背驰"
+    LB0 = "LB0~双重底背驰"
+    LG0 = "LG0~上颈线突破"
+    LH0 = "LH0~向上中枢完成"
+    LI0 = "LI0~三买"
+    LJ0 = "LJ0~向上三角扩张中枢"
+    LK0 = "LK0~向上三角收敛中枢"
+    LL0 = "LL0~向上平台型中枢"
+    # ------------------------------------------------------------------------------------------------------------------
+
+    LA1 = "LA1~底背驰特例一"
+    LA2 = "LA2~底背驰特例二"
+    LA3 = "LA3~底背驰特例三"
+
+    LB1 = "LB1~双重底背驰特例一"
+    LB2 = "LB2~双重底背驰特例二"
+    LB3 = "LB3~双重底背驰特例三"
+
+    LG1 = "LG1~上颈线突破特例一"
+    LG2 = "LG2~上颈线突破特例二"
+    LG3 = "LG3~上颈线突破特例三"
+
+    LH1 = "LH1~向上中枢完成特例一"
+    LH2 = "LH2~向上中枢完成特例二"
+    LH3 = "LH3~向上中枢完成特例三"
+
+    LI1 = "LI1~三买特例一"
+    LI2 = "LI2~三买特例二"
+    LI3 = "LI3~三买特例三"
+
+    LJ1 = "LJ1~向上三角扩张中枢特例一"
+    LJ2 = "LJ2~向上三角扩张中枢特例二"
+    LJ3 = "LJ3~向上三角扩张中枢特例三"
+
+    LK1 = "LK1~向上三角收敛中枢特例一"
+    LK2 = "LK2~向上三角收敛中枢特例二"
+    LK3 = "LK3~向上三角收敛中枢特例三"
+
+    LL1 = "LL1~向上平台型中枢特例一"
+    LL2 = "LL2~向上平台型中枢特例二"
+    LL3 = "LL3~向上平台型中枢特例三"
+
+    # ------------------------------------------------------------------------------------------------------------------
+    SA0 = "SA0~顶背驰"
+    SB0 = "SB0~双重顶背驰"
+    SG0 = "SG0~下颈线突破"
+    SH0 = "SH0~向下中枢完成"
+    SI0 = "SI0~三卖"
+    SJ0 = "SJ0~向下三角扩张中枢"
+    SK0 = "SK0~向下三角收敛中枢"
+    SL0 = "SL0~向下平台型中枢"
+    # ------------------------------------------------------------------------------------------------------------------
+    SA1 = "SA1~顶背驰特例一"
+    SA2 = "SA2~顶背驰特例二"
+    SA3 = "SA3~顶背驰特例三"
+
+    SB1 = "SB1~双重顶背驰特例一"
+    SB2 = "SB2~双重顶背驰特例二"
+    SB3 = "SB3~双重顶背驰特例三"
+
+    SG1 = "SG1~下颈线突破特例一"
+    SG2 = "SG2~下颈线突破特例二"
+    SG3 = "SG3~下颈线突破特例三"
+
+    SH1 = "SH1~向下中枢完成特例一"
+    SH2 = "SH2~向下中枢完成特例二"
+    SH3 = "SH3~向下中枢完成特例三"
+
+    SI1 = "SI1~三卖特例一"
+    SI2 = "SI2~三卖特例二"
+    SI3 = "SI3~三卖特例三"
+
+    SJ1 = "SJ1~向下三角扩张中枢特例一"
+    SJ2 = "SJ2~向下三角扩张中枢特例二"
+    SJ3 = "SJ3~向下三角扩张中枢特例三"
+
+    SK1 = "SK1~向下三角收敛中枢特例一"
+    SK2 = "SK2~向下三角收敛中枢特例二"
+    SK3 = "SK3~向下三角收敛中枢特例三"
+
+    SL1 = "SL1~向下平台型中枢特例一"
+    SL2 = "SL2~向下平台型中枢特例二"
+    SL3 = "SL3~向下平台型中枢特例三"
+
+    # --------------------------------------------------------------------------------------------
+    # 信号值编码规则：
+    # 笔数：X3 - 三笔信号；
+    # 多空：L - 多头信号；S - 空头信号；
+    # 编号：A0 - A类基础型；A1 - A类变种1 ... 以此类推
+    # 组合规则：笔数_多空_编号；如 X3LA0 表示三笔多头信号A0
+    # ============================================================================================
+    # 三笔形态信号
+    # --------------------------------------------------------------------------------------------
+    X3LA0 = "X3LA0~向下不重合"
+    X3LB0 = "X3LB0~向下奔走型中枢"
+    X3LC0 = "X3LC0~向下三角收敛中枢"
+    X3LD0 = "X3LD0~向下三角扩张中枢"
+    X3LE0 = "X3LE0~向下盘背中枢"
+    X3LF0 = "X3LF0~向下无背中枢"
+
+    X3SA0 = "X3SA0~向上不重合"
+    X3SB0 = "X3SB0~向上奔走型中枢"
+    X3SC0 = "X3SC0~向上三角收敛中枢"
+    X3SD0 = "X3SD0~向上三角扩张中枢"
+    X3SE0 = "X3SE0~向上盘背中枢"
+    X3SF0 = "X3SF0~向上无背中枢"
+

vnpy/trader/utility.py

@@ -82,7 +82,12 @@ def get_underlying_symbol(symbol: str):
 
 @lru_cache()
 def get_stock_exchange(code, vn=True):
-    """根据股票代码，获取交易所"""
+    """
+    根据股票代码，获取交易所
+    :param code:
+    :param vn: 返回vnpy的交易所格式;False: 返回ricequant的交易所格式
+    :return:
+    """
     # vn：取EXCHANGE_SSE 和 EXCHANGE_SZSE
     code = str(code)
     if len(code) < 6: