From 2f3f65c694aee146807f3d108f630778fac6cf5c Mon Sep 17 00:00:00 2001
From: msincenselee <incenselee@hotmail.com>
Date: Mon, 2 Mar 2020 18:05:08 +0800
Subject: [PATCH] =?UTF-8?q?[bug=20fix]=20=E4=BF=AE=E5=A4=8D=E5=A4=9A?=
 =?UTF-8?q?=E4=B8=AA=E5=AE=9E=E4=BE=8Bklines=E5=BD=B1=E5=93=8D?=
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---
 vnpy/app/cta_strategy_pro/template.py | 30 ++++++++++++++-------------
 1 file changed, 16 insertions(+), 14 deletions(-)

diff --git a/vnpy/app/cta_strategy_pro/template.py b/vnpy/app/cta_strategy_pro/template.py
index 41609904..bd096c84 100644
--- a/vnpy/app/cta_strategy_pro/template.py
+++ b/vnpy/app/cta_strategy_pro/template.py
@@ -566,14 +566,7 @@ class CtaProTemplate(CtaTemplate):
     symbol_size = 10  # 商品得合约乘数
     margin_rate = 0.1  # 商品的保证金
 
-    cur_datetime = None  # 当前Tick时间
-    cur_mi_tick = None  # 最新的主力合约tick( vt_symbol)
-    cur_99_tick = None  # 最新得指数合约tick( idx_symbol)
-
-    cur_mi_price = None  # 当前价（主力合约 vt_symbol)
-    cur_99_price = None  # 当前价（tick时，根据tick更新，onBar回测时，根据bar.close更新)
-
-    last_minute = None  # 最后的分钟,用于on_tick内每分钟处理的逻辑
+    # 委托类型
     order_type = OrderType.LIMIT
     cancel_seconds = 120  # 撤单时间(秒)
 
@@ -582,12 +575,7 @@ class CtaProTemplate(CtaTemplate):
     max_invest_margin = 0  # 资金上限 0，不限制
     max_invest_pos = 0  # 单向头寸数量上限 0，不限制
 
-    position = None  # 仓位组件
-    policy = None  # 事务执行组件
-    gt = None  # 网格交易组件
-
-    klines = {}  # K线字典: kline_name: kline
-
+    # 是否回测状态
     backtesting = False
 
     # 逻辑过程日志
@@ -597,6 +585,20 @@ class CtaProTemplate(CtaTemplate):
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""
+        self.position = None  # 仓位组件
+        self.policy = None  # 事务执行组件
+        self.gt = None  # 网格交易组件
+        self.klines = {}  # K线组件字典: kline_name: kline
+
+        self.cur_datetime = None  # 当前Tick时间
+        self.cur_mi_tick = None  # 最新的主力合约tick( vt_symbol)
+        self.cur_99_tick = None  # 最新得指数合约tick( idx_symbol)
+
+        self.cur_mi_price = None  # 当前价（主力合约 vt_symbol)
+        self.cur_99_price = None  # 当前价（tick时，根据tick更新，onBar回测时，根据bar.close更新)
+
+        self.last_minute = None  # 最后的分钟,用于on_tick内每分钟处理的逻辑
+
         super(CtaProTemplate, self).__init__(
             cta_engine, strategy_name, vt_symbol, setting
         )