Merge branch 'binance' into binance_gateway_0611

tests/trader/run.py

@@ -3,11 +3,12 @@ from vnpy.event import EventEngine
 from vnpy.trader.engine import MainEngine
 from vnpy.trader.ui import MainWindow, create_qapp
 
+from vnpy.gateway.binance import BinanceGateway
 #from vnpy.gateway.bitmex import BitmexGateway
 #from vnpy.gateway.futu import FutuGateway
 #from vnpy.gateway.ib import IbGateway
 #from vnpy.gateway.ctp import CtpGateway
-# # from vnpy.gateway.ctptest import CtptestGateway
+# from vnpy.gateway.ctptest import CtptestGateway
 #from vnpy.gateway.femas import FemasGateway
 #from vnpy.gateway.tiger import TigerGateway
 #from vnpy.gateway.oes import OesGateway
@@ -17,8 +18,7 @@ from vnpy.trader.ui import MainWindow, create_qapp
 #from vnpy.gateway.onetoken import OnetokenGateway
 #from vnpy.gateway.okexf import OkexfGateway
 #from vnpy.gateway.xtp import XtpGateway
-from vnpy.gateway.hbdm import HbdmGateway
-# from vnpy.gateway.tap import TapGateway
+#from vnpy.gateway.hbdm import HbdmGateway
 
 #from vnpy.app.cta_strategy import CtaStrategyApp
 #from vnpy.app.csv_loader import CsvLoaderApp
@@ -35,9 +35,11 @@ def main():
     event_engine = EventEngine()
 
     main_engine = MainEngine(event_engine)
+
+    main_engine.add_gateway(BinanceGateway)
     #main_engine.add_gateway(XtpGateway)
     #main_engine.add_gateway(CtpGateway)
-    # # main_engine.add_gateway(CtptestGateway)
+    # main_engine.add_gateway(CtptestGateway)
     #main_engine.add_gateway(FemasGateway)
     #main_engine.add_gateway(IbGateway)
     #main_engine.add_gateway(FutuGateway)
@@ -49,8 +51,7 @@ def main():
     #main_engine.add_gateway(BitfinexGateway)
     #main_engine.add_gateway(OnetokenGateway)
     #main_engine.add_gateway(OkexfGateway)
-    main_engine.add_gateway(HbdmGateway)
-    # main_engine.add_gateway(TapGateway)
+    #main_engine.add_gateway(HbdmGateway)
 
     #main_engine.add_app(CtaStrategyApp)
     #main_engine.add_app(CtaBacktesterApp)

vnpy/app/cta_strategy/backtesting.py

@@ -330,9 +330,11 @@ class BacktestingEngine:
         """"""
         self.output("开始计算策略统计指标")
 
-        if not df:
+        # Check DataFrame input exterior
+        if df is None:
             df = self.daily_df
         
+        # Check for init DataFrame 
         if df is None:
             # Set all statistics to 0 if no trade.
             start_date = ""
@@ -476,9 +478,11 @@ class BacktestingEngine:
 
     def show_chart(self, df: DataFrame = None):
         """"""
-        if not df:
+        # Check DataFrame input exterior        
+        if df is None:
             df = self.daily_df
 
+        # Check for init DataFrame        
         if df is None:
             return
 

vnpy/gateway/binance/binance_gateway.py

@@ -348,6 +348,7 @@ class BinanceRestApi(RestClient):
             data=data,
             extra=req
         )
+
         print("撤单本地id：", req.orderid, "撤单远端id：", sys_orderid)
 
     def start_userStream(self):
@@ -446,6 +447,7 @@ class BinanceRestApi(RestClient):
                 time=time,
                 gateway_name=self.gateway_name,
             )
+
             print("委托查询--远端id：",sys_orderid, "本地Id：", local_orderid)
             self.order_manager.on_order(order)
 
@@ -718,8 +720,8 @@ class BinanceTradeWebsocketApi(BinanceWebsocketApiBase):
 
     def on_order(self, data: dict):
         """"""
-
         sys_orderid = str(data["i"])
+
         order = self.order_manager.get_order_with_sys_orderid(sys_orderid)
         if not order:
             self.order_manager.add_push_data(sys_orderid, data)
@@ -737,7 +739,6 @@ class BinanceTradeWebsocketApi(BinanceWebsocketApiBase):
         print("远端ID：", sys_orderid, "本地ID：", order) 
         self.order_manager.on_order(order)
 
-
         # Push trade event
         traded_volume = data.traded
         if not traded_volume:

vnpy/trader/utility.py

@@ -253,6 +253,9 @@ class BarGenerator:
         """
         Generate the bar data and call callback immediately.
         """
+        self.bar.datetime = self.bar.datetime.replace(
+            second=0, microsecond=0
+        )
         self.on_bar(self.bar)
         self.bar = None